| | |
| | | result = self.__api.SubscribeMarketData(sz, lev2mdapi.TORA_TSTP_EXD_SZSE) |
| | | logger_local_huaxin_l2_subscript.info(f"市场订阅结果sz:{result}") |
| | | |
| | | def __process_codes_data(self, codes_data, from_cache=False): |
| | | def __process_codes_data(self, codes_data, from_cache=False, delay=0): |
| | | |
| | | if not self.is_login and not constant.TEST: |
| | | raise Exception("L2尚未登录") |
| | | |
| | | if delay > 0: |
| | | time.sleep(delay) |
| | | codes = set() |
| | | for d in codes_data: |
| | | code = d[0] |
| | |
| | | print("----L2行情登录成功----") |
| | | self.is_login = True |
| | | # 初始设置值 |
| | | t1 = threading.Thread(target=lambda: self.__process_codes_data(self.__get_latest_datas(), from_cache=True), |
| | | t1 = threading.Thread( |
| | | target=lambda: self.__process_codes_data(self.__get_latest_datas(), from_cache=True, delay=6), |
| | | daemon=True) |
| | | # 后台运行 |
| | | t1.start() |
| | |
| | | return key, sk |
| | | |
| | | @classmethod |
| | | def init(cls, addr, port, trade_action_callback, common_client_count=20, trade_client_count=15): |
| | | def init(cls, addr, port, trade_action_callback, common_client_count=20, trade_client_count=20): |
| | | cls.common_client_dict.clear() |
| | | cls.common_client_count = common_client_count |
| | | cls.trade_client_dict.clear() |
| | |
| | | manager = outside_api_command_manager.ApiCommandManager() |
| | | manager.init(middle_api_protocol.SERVER_HOST, |
| | | middle_api_protocol.SERVER_PORT, |
| | | OutsideApiCommandCallback(), trade_client_count=50) |
| | | OutsideApiCommandCallback(), common_client_count=50) |
| | | manager.run(blocking=False) |
| | | |
| | | # 监听L2数据 |