| | |
| | | |
| | | |
| | | class RedisUtils: |
| | | __async_task_queue = queue.Queue() |
| | | __async_task_queue = queue.Queue(maxsize=1024) |
| | | |
| | | @classmethod |
| | | def exec(cls, method_name, key, lamada_method): |
| | |
| | | |
| | | |
| | | class RedisUtils: |
| | | __async_task_queue = queue.Queue() |
| | | __async_task_queue = queue.Queue(maxsize=1000) |
| | | |
| | | @classmethod |
| | | def exec(cls, method_name, key, lamada_method): |
| | |
| | | SZ_Securities = [b"002456", b"002849", b"002281", b"002336", b"000936", b"000920", b"000757", b"002896", b"002725", |
| | | b"000952", b"000526", b"000753", b"000681", b"002088", b"002436"] |
| | | SZ_Bond_Securities = [b"100303", b"109559", b"112617"] |
| | | set_codes_data_queue = queue.Queue() |
| | | set_codes_data_queue = queue.Queue(maxsize=1000) |
| | | market_code_dict = {} |
| | | |
| | | ENABLE_NGST = True |
| | |
| | | tmep_transaction_queue_dict = {} |
| | | target_codes = set() |
| | | target_codes_add_time = {} |
| | | common_queue = queue.Queue() |
| | | common_queue = queue.Queue(maxsize=1000) |
| | | |
| | | |
| | | # L2上传数据管理器 |
| | |
| | | if code not in self.temp_transaction_queue_dict: |
| | | self.temp_transaction_queue_dict[code] = collections.deque() |
| | | if code not in self.temp_log_queue_dict: |
| | | self.temp_log_queue_dict[code] = queue.Queue() |
| | | self.temp_log_queue_dict[code] = queue.Queue(maxsize=1000) |
| | | if code not in self.upload_l2_data_task_dict: |
| | | t1 = threading.Thread(target=lambda: self.__run_upload_order_task(code), daemon=True) |
| | | t1.start() |
| | |
| | | Multicast_Address2 = "udp://224.224.224.234:7890" |
| | | Local_Interface_Address = constant.LOCAL_IP |
| | | |
| | | set_codes_data_queue = queue.Queue() |
| | | set_codes_data_queue = queue.Queue(maxsize=1000) |
| | | market_code_dict = {} |
| | | |
| | | |
| | |
| | | from utils import tool, global_util, init_data_util |
| | | |
| | | redisManager = redis_manager.RedisManager(4) |
| | | l2_codes_queue = queue.Queue() |
| | | l2_codes_queue = queue.Queue(maxsize=1000) |
| | | |
| | | |
| | | # 华鑫Level2订阅代码管理 |
| | |
| | | log.close_print() |
| | | |
| | | # L2读其他写 |
| | | queue_other_w_l2_r = multiprocessing.Queue() |
| | | queue_other_w_l2_r = multiprocessing.Queue(maxsize=1000) |
| | | # l1 |
| | | queue_l1_w_strategy_r = multiprocessing.Queue() |
| | | queue_l1_r_strategy_w = multiprocessing.Queue() |
| | | queue_l1_w_strategy_r = multiprocessing.Queue(maxsize=1000) |
| | | queue_l1_r_strategy_w = multiprocessing.Queue(maxsize=1000) |
| | | |
| | | # 交易读策略写 |
| | | queue_strategy_w_trade_r = multiprocessing.Queue() |
| | | queue_strategy_w_trade_r_for_read = multiprocessing.Queue() |
| | | queue_strategy_w_trade_r = multiprocessing.Queue(maxsize=1000) |
| | | queue_strategy_w_trade_r_for_read = multiprocessing.Queue(maxsize=1000) |
| | | # 策略读交易写 |
| | | queue_strategy_r_trade_w = multiprocessing.Queue() |
| | | queue_strategy_r_trade_w = multiprocessing.Queue(maxsize=1000) |
| | | |
| | | # 下单,撤单ipc地址 |
| | | order_ipc_addr, cancel_order_ipc_addr = "ipc://trade_order.ipc", "ipc://trade_cancel_order.ipc" |
| | |
| | | |
| | | CLIENT_IDS = ["zjb", "hxh"] |
| | | |
| | | __temp_msg_queue = queue.Queue() |
| | | __temp_msg_queue = queue.Queue(maxsize=1000) |
| | | |
| | | |
| | | class MsgQueueManager: |
| | |
| | | # 添加消息,2s内有效 |
| | | def add_msg(self, client_id, msg): |
| | | if client_id not in self.__queue_dict: |
| | | self.__queue_dict[client_id] = queue.Queue() |
| | | self.__queue_dict[client_id] = queue.Queue(maxsize=1000) |
| | | |
| | | self.__queue_dict[client_id].put_nowait((time.time() + 2, msg)) |
| | | |
| | |
| | | from trade.trade_manager import CodesTradeStateManager |
| | | from utils import socket_util, middle_api_protocol, tool, huaxin_util, global_util, trade_util, init_data_util |
| | | |
| | | trade_data_request_queue = queue.Queue() |
| | | trade_data_request_queue = queue.Queue(maxsize=1000) |
| | | |
| | | |
| | | class MyTCPServer(socketserver.TCPServer): |
| | |
| | | from utils import socket_util, huaxin_util, tool |
| | | |
| | | __response_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=15) |
| | | __save_data_queue = queue.Queue() |
| | | __save_data_queue = queue.Queue(maxsize=1000) |
| | | |
| | | |
| | | def __run_save_data(): |
| | |
| | | from utils import huaxin_util |
| | | import concurrent.futures |
| | | |
| | | trade_data_request_queue = queue.Queue() |
| | | trade_data_request_queue = queue.Queue(maxsize=1000) |
| | | __process_thread_pool = concurrent.futures.ThreadPoolExecutor(max_workers=10) |
| | | |
| | | |