订阅优化

Administrator

2023-09-15 f324426b82216d30ffb6f3e57e82bb37efc2b985

 huaxin_client/l2_client.py

@@ -146,6 +146,25 @@
            self.__process_codes_data(codes_data)
        except Exception as e:
            logger_l2_codes_subscript.exception(e)
        finally:
            # 保存一份最新的数据
            self.__set_latest_datas(codes_data)

    @classmethod
    def __set_latest_datas(cls, codes_data):
        data_str = json.dumps([tool.get_now_date_str(), codes_data])
        with open(constant.L2_CODES_INFO_PATH, mode='w') as f:
            f.write(data_str)

    @classmethod
    def __get_latest_datas(cls):
        if os.path.exists(constant.L2_CODES_INFO_PATH):
            with open(constant.L2_CODES_INFO_PATH, mode='r') as f:
                str_ = f.readline()
                data_json = json.loads(str_)
                if data_json[0] == tool.get_now_date_str():
                    return data_json[1]
        return []

    def set_code_special_watch_volume(self, code, volume):
        # 有效期为2s
@@ -168,9 +187,10 @@
        if pRspInfo['ErrorID'] == 0:
            print("----L2行情登录成功----")
            self.is_login = True
            # t1 = threading.Thread(target=lambda: self.__set_codes_data(), daemon=True)
            # # 后台运行
            # t1.start()
            # 初始设置值
            t1 = threading.Thread(target=lambda: self.__process_codes_data(self.__get_latest_datas()), daemon=True)
            # 后台运行
            t1.start()

    def OnRspSubMarketData(self, pSpecificSecurity, pRspInfo, nRequestID, bIsLast):
        print("OnRspSubMarketData")
@@ -186,7 +206,8 @@
        # try:
        print("订阅结果：", pSpecificSecurity["ExchangeID"], pSpecificSecurity["SecurityID"], pRspInfo["ErrorID"],
              pRspInfo["ErrorMsg"])
        async_log_util.info(logger_local_huaxin_l2_subscript, f"订阅结果：{pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}")
        async_log_util.info(logger_local_huaxin_l2_subscript,
                            f"订阅结果：{pSpecificSecurity['SecurityID']} {pRspInfo['ErrorID']} {pRspInfo['ErrorMsg']}")
        if pRspInfo["ErrorID"] == 0:
            print("订阅成功")
            self.subscripted_codes.add(pSpecificSecurity['SecurityID'])