From 5715545bec1d88fe9cc4ea79db0a5d1148694590 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期二, 14 十一月 2023 14:35:54 +0800
Subject: [PATCH] L2数据后置过滤
---
l2/l2_data_listen_manager.py | 51 +++++++++++++++++++++++++++++++--------------------
1 files changed, 31 insertions(+), 20 deletions(-)
diff --git a/l2/l2_data_listen_manager.py b/l2/l2_data_listen_manager.py
index 275b24c..4fbefc9 100644
--- a/l2/l2_data_listen_manager.py
+++ b/l2/l2_data_listen_manager.py
@@ -28,22 +28,28 @@
__id = id(q)
count = 0
while True:
- datas_dict = {}
+ # datas_dict = {}
try:
- while not q.empty():
+ if not q.empty():
item = q.get()
- if item[0] not in datas_dict:
- datas_dict[item[0]] = []
- datas_dict[item[0]].append(item)
- if datas_dict:
- for c in datas_dict:
- self.my_l2_data_callback.OnL2Order(c, datas_dict[c], datas_dict[c][0][10])
+ self.my_l2_data_callback.OnL2Order(item[0], item[1], item[2])
else:
- time.sleep(0.002)
+ time.sleep(0.001)
+
+ # while not q.empty():
+ # item = q.get()
+ # if item[0] not in datas_dict:
+ # datas_dict[item[0]] = []
+ # datas_dict[item[0]].append(item)
+ # if datas_dict:
+ # for c in datas_dict:
+ # self.my_l2_data_callback.OnL2Order(c, datas_dict[c], datas_dict[c][0][10])
+ # else:
+ # time.sleep(0.002)
except Exception as e:
async_log_util.exception(logger_debug, e)
finally:
- datas_dict.clear()
+ # datas_dict.clear()
count += 1
if count > 100:
count = 0
@@ -53,24 +59,29 @@
# 鎺ユ敹L2閫愮瑪鎴愪氦鏁版嵁
def __recive_transaction_orders(self, q: multiprocessing.Queue):
__id = id(q)
- datas_dict = {}
+ # datas_dict = {}
count = 0
while True:
try:
- while not q.empty():
+ # while not q.empty():
+ # item = q.get()
+ # if item[0] not in datas_dict:
+ # datas_dict[item[0]] = []
+ # datas_dict[item[0]].append(item)
+ # if datas_dict:
+ # for c in datas_dict:
+ # self.my_l2_data_callback.OnL2Transaction(c, datas_dict[c])
+ # else:
+ # time.sleep(0.01)
+ if not q.empty():
item = q.get()
- if item[0] not in datas_dict:
- datas_dict[item[0]] = []
- datas_dict[item[0]].append(item)
- if datas_dict:
- for c in datas_dict:
- self.my_l2_data_callback.OnL2Transaction(c, datas_dict[c])
+ self.my_l2_data_callback.OnL2Transaction(item[0], item[1])
else:
- time.sleep(0.01)
+ time.sleep(0.005)
except Exception as e:
async_log_util.exception(logger_debug, e)
finally:
- datas_dict.clear()
+ # datas_dict.clear()
count += 1
if count > 50:
count = 0
--
Gitblit v1.8.0