From f5b416d9cb5214ff0e46ca6305098085d2fe8742 Mon Sep 17 00:00:00 2001
From: Administrator <admin@example.com>
Date: 星期三, 27 九月 2023 18:02:11 +0800
Subject: [PATCH] L2与交易之间的通信采用队列方式/实现L撤单比例动态计算
---
huaxin_client/l2_client.py | 11 ++++++-----
1 files changed, 6 insertions(+), 5 deletions(-)
diff --git a/huaxin_client/l2_client.py b/huaxin_client/l2_client.py
index 828fc83..324a364 100644
--- a/huaxin_client/l2_client.py
+++ b/huaxin_client/l2_client.py
@@ -1,6 +1,7 @@
# -*- coding: utf-8 -*-
import json
import logging
+import multiprocessing
import os
import queue
import threading
@@ -560,11 +561,11 @@
api.Init()
-def __receive_from_pipe_trade(pipe):
+def __receive_from_pipe_trade(queue_trade_w_l2_r: multiprocessing.Queue):
logger_system.info(f"l2_client __receive_from_pipe_trade 绾跨▼ID:{tool.get_thread_id()}")
while True:
try:
- value = pipe.recv()
+ value = queue_trade_w_l2_r.get()
if value:
value = value.decode("utf-8")
data = json.loads(value)
@@ -594,13 +595,13 @@
pipe_strategy = None
-def run(pipe_trade, _pipe_strategy, _l2_data_callback: l2_data_transform_protocol.L2DataCallBack) -> None:
+def run(queue_trade_w_l2_r:multiprocessing.Queue, _pipe_strategy, _l2_data_callback: l2_data_transform_protocol.L2DataCallBack) -> None:
logger_system.info("L2杩涚▼ID锛歿}", os.getpid())
logger_system.info(f"l2_client 绾跨▼ID:{tool.get_thread_id()}")
try:
log.close_print()
- if pipe_trade is not None:
- t1 = threading.Thread(target=lambda: __receive_from_pipe_trade(pipe_trade), daemon=True)
+ if queue_trade_w_l2_r is not None:
+ t1 = threading.Thread(target=lambda: __receive_from_pipe_trade(queue_trade_w_l2_r), daemon=True)
t1.start()
if _pipe_strategy is not None:
global pipe_strategy
--
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