def on_recv_data(self, message):
parsed_msg = util.ws_parse(
message,
trading_date = self.trading_date,
to_dict=True
)
# 更新redis中行情内容
for data in parsed_msg:
try:
if data["data_type"] == "orders":
self.publish(
data = pickle.dumps(data),
channel_name = "dHydra.SinaL2." +
data["symbol"] + ".orders"
)
elif data["data_type"] == "quotation":
self.publish(
data = pickle.dumps(data),
channel_name = "dHydra.SinaL2." +
data["symbol"] + ".quotation"
)
elif data["data_type"] == "transaction":
self.publish(
data = pickle.dumps(data),
channel_name = "dHydra.SinaL2." +
data["symbol"] + ".transaction"
)
except Exception as e:
self.logger.error(e)
self.publish(pickle.dumps(parsed_msg))
def on_recv_data(self, message):
parsed_msg = util.ws_parse(
message,
trading_date = self.trading_date,
to_dict=True
)
# 更新redis中行情内容
for data in parsed_msg:
try:
if data["data_type"] == "orders":
self.publish(
data = pickle.dumps(data),
channel_name = "dHydra.SinaL2." +
data["symbol"] + ".orders"
)
elif data["data_type"] == "quotation":
self.publish(
data = pickle.dumps(data),
channel_name = "dHydra.SinaL2." +
data["symbol"] + ".quotation"
)
elif data["data_type"] == "transaction":
self.publish(
data = pickle.dumps(data),
channel_name = "dHydra.SinaL2." +
data["symbol"] + ".transaction"
)
except Exception as e:
self.logger.error(e)
self.publish(pickle.dumps(parsed_msg))
def handler(self, event):
dt = datetime.now()
if not self.raw:
event.data = util.ws_parse(message = event.data)
if isinstance(event.data, list):
for data in event.data:
print("PrintSinaL2:{}\n{}".format( dt,data ) )
else:
print("PrintSinaL2:{}\n{}".format( dt,event.data ) )
def handler(self, event):
dt = datetime.now()
if not self.raw:
event.data = util.ws_parse(message=event.data)
if isinstance(event.data, list):
for data in event.data:
print("PrintSinaL2:{}\n{}".format(dt, data))
else:
print("PrintSinaL2:{}\n{}".format(dt, event.data))
def handler(self, event):
dt = datetime.now()
if not self.raw:
event.data = util.ws_parse( message = event.data, to_dict = self.to_dict )
if isinstance(event.data, list):
for data in event.data:
self.count += 1
print("PrintSinaL2:{}, \nCount:{}, Length: {}\n{}".format( dt,self.count, len(data),data ) )
else:
self.count += 1
print("PrintSinaL2:{}, \nCount:{}, Length: {}\n{}".format( dt,self.count, len(event.data),event.data ) )
def handler(self, event):
dt = datetime.now()
if not self.raw:
event.data = util.ws_parse(message=event.data,
to_dict=self.to_dict)
if isinstance(event.data, list):
for data in event.data:
self.count += 1
print("PrintSinaL2:{}, \nCount:{}, Length: {}\n{}".format(
dt, self.count, len(data), data))
else:
self.count += 1
print("PrintSinaL2:{}, \nCount:{}, Length: {}\n{}".format(
dt, self.count, len(event.data), event.data))
def handler(self, event):
event.data = util.ws_parse(message=event.data, to_dict=True)
for data in event.data:
try:
self.total += 1
if data["data_type"] == "deal":
self.count += 1
result = self.db.stock.l2_deal.insert_one(
data) # 自己建立unique索引
elif data["data_type"] == "quotation":
self.count += 1
result = self.db.stock.l2_quotation.insert_one(
data) # 自己建立unique索引
except Exception as e:
self.total += 1
def on_recv_data(self, message):
parsed_msg = util.ws_parse(message, to_dict=True)
self.publish(parsed_msg)
if self.to_mongo:
for data in parsed_msg:
try:
self.total += 1
if data["data_type"] == "transaction":
self.count += 1
# 自己建立unique索引
result = self.mongo.stock.l2_deal.insert_one(data)
elif data["data_type"] == "quotation":
self.count += 1
result = self.mongo.stock.l2_quotation.insert_one(
data) # 自己建立unique索引
except Exception as e:
self.logger.warning("Insert error:{}".format(e))
self.total += 1