持仓L2订阅

Administrator

2024-03-29 56147d4716f2e001a8605bcc39b80cad3b27e217

持仓L2订阅

 huaxin_client/l2_client.py

@@ -310,6 +310,7 @@
                data = json.loads(value)
                _type = data["type"]
                if _type == "l2_cmd":
                    huaxin_l2_log.info(logger_local_huaxin_l2_subscript, f"订阅代码：{data}")
                    __start_time = time.time()
                    # 线程池
                    __l2_cmd_thread_pool.submit(
@@ -381,6 +382,8 @@
        data_callback_distribute_manager = CodeDataCallbackDistributeManager(data_callbacks)
        l2_data_upload_manager = L2DataUploadManager(data_callback_distribute_manager)
        __init_l2(l2_data_upload_manager)

        threading.Thread(target=huaxin_l2_log.run_sync, daemon=True).start()
        # TODO 测试
        # threading.Thread(target=lambda: test_add_codes(queue_r), daemon=True).start()
        global l2CommandManager

 main.py

 trade/huaxin_trade_data_update.py

@@ -1,6 +1,7 @@
"""
华鑫交易数据更新
"""
import json
import queue
import threading
import time
@@ -50,8 +51,8 @@
                                gpcode_manager.request_price_pre(need_update_codes)
                            queue_l1_trade_r_strategy_w.put_nowait(
                                {"type": "set_target_codes", "data": list(position_codes)})
                            queue_strategy_w_l2_r.put_nowait(
                                {"type": "l2_cmd", "data": list(position_codes)})
                            queue_strategy_w_l2_r.put_nowait(json.dumps(
                                {"type": "l2_cmd", "data": list(position_codes)}))
                            # 9点25之前需要订阅持仓票
                            __process_thread_pool.submit(huaxin_trade_record_manager.PositionManager.add, datas)
                    async_log_util.info(hx_logger_trade_debug, f"获取交易数据成功：{type_}")