L2与交易之间的通信采用队列方式/实现L撤单比例动态计算

Administrator

2023-09-27 f5b416d9cb5214ff0e46ca6305098085d2fe8742

 huaxin_client/l2_client.py

@@ -1,6 +1,7 @@
# -*- coding: utf-8 -*-
import json
import logging
import multiprocessing
import os
import queue
import threading
@@ -560,11 +561,11 @@
    api.Init()


def __receive_from_pipe_trade(pipe):
def __receive_from_pipe_trade(queue_trade_w_l2_r: multiprocessing.Queue):
    logger_system.info(f"l2_client __receive_from_pipe_trade 线程ID:{tool.get_thread_id()}")
    while True:
        try:
            value = pipe.recv()
            value = queue_trade_w_l2_r.get()
            if value:
                value = value.decode("utf-8")
                data = json.loads(value)
@@ -594,13 +595,13 @@
pipe_strategy = None


def run(pipe_trade, _pipe_strategy, _l2_data_callback: l2_data_transform_protocol.L2DataCallBack) -> None:
def run(queue_trade_w_l2_r:multiprocessing.Queue, _pipe_strategy, _l2_data_callback: l2_data_transform_protocol.L2DataCallBack) -> None:
    logger_system.info("L2进程ID：{}", os.getpid())
    logger_system.info(f"l2_client 线程ID:{tool.get_thread_id()}")
    try:
        log.close_print()
        if pipe_trade is not None:
            t1 = threading.Thread(target=lambda: __receive_from_pipe_trade(pipe_trade), daemon=True)
        if queue_trade_w_l2_r is not None:
            t1 = threading.Thread(target=lambda: __receive_from_pipe_trade(queue_trade_w_l2_r), daemon=True)
            t1.start()
        if _pipe_strategy is not None:
            global pipe_strategy