def subscribe(self, instrument_id_list=None):
"""订阅合约"""
super().subscribe(instrument_id_list)
if instrument_id_list is None:
instrument_id_list = self.instrument_id_list
# channel_head = Config.REDIS_CHANNEL[self.md_period]
# channel_list = [channel_head + instrument_id for instrument_id in instrument_id_list]
channel_list = [get_channel(config.MARKET_NAME, self.md_period, instrument_id)
for instrument_id in instrument_id_list]
self.pub_sub.psubscribe(*channel_list)
def unsubscribe(self, instrument_id_list):
"""退订合约"""
if instrument_id_list is None:
instrument_id_list = self.instrument_id_list
super().unsubscribe(instrument_id_list)
# channel_head = config.REDIS_CHANNEL[self.md_period]
# channel_list = [channel_head + instrument_id for instrument_id in instrument_id_list]
channel_list = [get_channel(config.MARKET_NAME, self.md_period, instrument_id)
for instrument_id in instrument_id_list]
if self.pub_sub is not None: # 在回测模式下有可能不进行 connect 调用以及 subscribe 订阅，因此，没有 pub_sub 实例
self.pub_sub.punsubscribe(*channel_list)
def check_redis():
"""
检测redis是否可以正常工作
"""
global _signal
instrument_id = 'rb1805'
channel = get_channel(market=config.MARKET_NAME,
period=PeriodType.Year1,
symbol=instrument_id)
logger.info('测试 Channel：%s', channel)
_signal['redis'] = False
timer_t = threading.Thread(target=_timer, args=(channel, ))
timer_t.start()
def _receiver(_channel):
# 接收订阅的行情，成功接收后退出
global _signal
redis_client = get_redis(config.REDIS_INFO_DIC['REDIS_HOST'],
config.REDIS_INFO_DIC['REDIS_PORT'])
try:
pub_sub = redis_client.pubsub()
pub_sub.psubscribe(_channel)
for item in pub_sub.listen():
logger.debug("接收成功 %s", item)
if item['type'] == 'pmessage':
md_dic_str = bytes_2_str(item['data'])
md_dic = json.loads(md_dic_str)
if "message" in md_dic and "count" in md_dic:
_signal['redis'] = True
logger.debug("接收到消息")
break
except:
logger.exception('Redis 检测时发现异常，可能是由于redis没有启动')
pass
receiver_t = threading.Thread(target=_receiver, args=(channel, ))
receiver_t.start()
for n in range(20):
if _signal['redis']:
logging.debug("检测redis %d %s", n, _signal['redis'])
timer_t.join(1)
break
time.sleep(1)
else:
logger.error("redis 检测未通过")
return _signal['redis']
def check_redis():
global _signal
# channel_header = Config.REDIS_CHANNEL[PeriodType.Tick]
instrument_id = 'rb1805'
# channel = channel_header + 'test.' + instrument_id
channel = get_channel(ExchangeName.BitMex.name, PeriodType.Year1,
instrument_id)
_signal['redis'] = False
timer_t = threading.Thread(target=_timer, args=(channel, ))
timer_t.start()
def _receiver(channel):
# 接收订阅的行情，成功接收后退出
global _signal
redis_client = get_redis()
pub_sub = redis_client.pubsub()
pub_sub.psubscribe(channel)
for item in pub_sub.listen():
logger.debug("接收成功 %s", item)
if item['type'] == 'pmessage':
md_dic_str = bytes_2_str(item['data'])
md_dic = json.loads(md_dic_str)
if "message" in md_dic and "count" in md_dic:
_signal['redis'] = True
logger.debug("接收到消息")
break
receiver_t = threading.Thread(target=_receiver, args=(channel, ))
receiver_t.start()
for n in range(20):
if _signal['redis']:
logging.debug("检测redis %d %s", n, _signal['redis'])
timer_t.join(1)
break
time.sleep(1)
else:
logger.error("redis 检测未通过")
return _signal['redis']
def handle(self, msg):
"""
收到数据后，tick数据直接发送，
channel：md.market.tick.pair
channel：md.market.min1.pair 每个分钟时点切换时，发送一次分钟线数据
例如：
md.huobi.tick.ethusdt
md.huobi.1min.ethusdt
通过 redis-cli 可以 PUBSUB CHANNELS 查阅活跃的频道
PSUBSCRIBE pattern [pattern ...] 查看频道内容
SUBSCRIBE channel [channel ...] 查看频道内容
:param msg:
:return:
"""
# TODO: 设定一个定期检查机制，只发送订阅的品种，降低网络负载
if 'ch' in msg:
topic = msg.get('ch')
_, symbol, _, period_str = topic.split('.')
data = msg.get('tick')
# 调整相关属性
ts_start = datetime.fromtimestamp(data.pop('id'))
data['ts_start'] = datetime_2_str(ts_start, format=STR_FORMAT_DATETIME2)
data['market'] = config.MARKET_NAME # 'huobi'
data['ts_curr'] = datetime_2_str(datetime.fromtimestamp(msg['ts'] / 1000), format=STR_FORMAT_DATETIME2)
data['symbol'] = symbol
# Json
md_str = json.dumps(data)
# 先发送Tick数据
if period_str == '1min':
# channel = f'md.{self.market}.tick.{symbol}'
channel = get_channel(self.market, PeriodType.Tick, symbol)
self.r.publish(channel, md_str)
# period_str 1min, 5min, 15min, 30min, 60min, 1day, 1mon, 1week, 1year
if period_str == '1min':
period = PeriodType.Min1
elif period_str == '5min':
period = PeriodType.Min5
elif period_str == '15min':
period = PeriodType.Min15
elif period_str == '30min':
period = PeriodType.Min30
elif period_str == '60min':
period = PeriodType.Hour1
elif period_str == '1day':
period = PeriodType.Day1
elif period_str == '1mon':
period = PeriodType.Mon1
elif period_str == '1week':
period = PeriodType.Week1
elif period_str == '1year':
period = PeriodType.Year1
else:
raise ValueError('period_str=%s 为无效参数' % period_str)
# 分钟线切换时发送分钟线数据
ts_start_last = self.last_ts_start_pair_tick.setdefault((period_str, symbol), None)
if ts_start_last is not None and ts_start_last != ts_start:
md_str_last = self.last_tick_pair_tick[(period_str, symbol)]
# channel_min1 = f'md.{self.market}.{period}.{pair}'
channel_min1 = get_channel(self.market, period, symbol)
self.r.publish(channel_min1, md_str_last)
self.last_ts_start_pair_tick[(period_str, symbol)] = ts_start
self.last_tick_pair_tick[(period_str, symbol)] = md_str
elif 'rep' in msg:
# topic = msg.get('rep')
# data = msg.get('data')
self.logger.info(msg)
else:
self.logger.warning(msg)