L2市场行情单独订阅

Administrator

2024-04-19 15b2ed2869d85092c99000285943757e2ab7d00e

L2市场行情单独订阅

 huaxin_client/l2_market_client.py

@@ -141,6 +141,14 @@
            # threading.Thread(
            #     target=lambda: self.__process_codes_data(self.__get_latest_datas()),
            #     daemon=True).start()
            # 订阅L2
            codes_sh, codes_sz = l1_subscript_codes_manager.get_codes()
            codes = set()
            for code in codes_sh:
                codes.add(code.decode("utf-8"))
            for code in codes_sz:
                codes.add(code.decode("utf-8"))
            self.set_codes_data(codes)

    def OnRtnMarketData(self, pDepthMarketData, FirstLevelBuyNum, FirstLevelBuyOrderVolumes, FirstLevelSellNum,
                        FirstLevelSellOrderVolumes):
@@ -216,14 +224,6 @@
        # data_callback_distribute_manager = CodeDataCallbackDistributeManager(data_callbacks)
        # l2_data_upload_manager = L2DataUploadManager(data_callback_distribute_manager)
        __init_l2(None)
        # 订阅L2
        codes_sh, codes_sz = l1_subscript_codes_manager.get_codes()
        codes = set()
        for code in codes_sh:
            codes.add(code.decode("utf-8"))
        for code in codes_sz:
            codes.add(code.decode("utf-8"))
        spi.set_codes_data(codes)
        threading.Thread(target=huaxin_l2_log.run_sync, daemon=True).start()
    except Exception as e:
        logger_system.exception(e)