class TqTradingStatus(TqModule):
"""
交易状态模块，建立 websocket 连接
"""
async def _run(self, api, api_send_chan, api_recv_chan, md_send_chan, md_recv_chan):
self._api = api
self._logger = self._api._logger.getChild("TradingStatus")
self._init_ts_ws = False
self._api_send_chan = api_send_chan
self._api_recv_chan = api_recv_chan
self._md_send_chan = md_send_chan
self._md_recv_chan = md_recv_chan
self._ts_send_chan = TqChan(self._api, chan_name="send to ts_reconn")
self._ts_recv_chan = TqChan(self._api, chan_name="recv from ts_reconn")
await super(TqTradingStatus, self)._run(api, api_send_chan, api_recv_chan, md_send_chan, md_recv_chan, self._ts_send_chan, self._ts_recv_chan)
async def _handle_recv_data(self, pack, chan):
"""
处理所有上游收到的数据包
"""
if pack['aid'] == 'rtn_data':
if chan == self._md_recv_chan: # 从行情收到的数据包
self._diffs.extend(pack.get('data', []))
elif chan == self._ts_recv_chan: # 从交易状态服务收到的数据包
diffs = pack.get('data', [])
for d in diffs:
for symbol, ts in d.get('trading_status', {}).items():
if ts['trade_status'] not in ["AUCTIONORDERING", "CONTINOUS"]:
ts['trade_status'] = "NOTRADING"
self._diffs.extend(diffs)
else:
await self._api_recv_chan.send(pack)
async def _handle_req_data(self, pack):
"""处理所有下游发送的非 peek_message 数据包"""
if pack['aid'] == 'subscribe_trading_status':
if self._init_ts_ws is False:
self._init_ts_ws = True
self._create_ts_run()
await self._ts_send_chan.send(pack)
else:
await self._md_send_chan.send(pack)
def _create_ts_run(self):
ts_url = "wss://trading-status.shinnytech.com/status"
conn_logger = self._api._logger.getChild("TqConnect")
ws_ts_send_chan = TqChan(self._api, chan_name="send to ts")
ws_ts_recv_chan = TqChan(self._api, chan_name="recv from ts")
ws_ts_send_chan._logger_bind(chan_from="ts_reconn", url=ts_url)
ws_ts_recv_chan._logger_bind(chan_to="ts_reconn", url=ts_url)
conn = TqConnect(logger=ShinnyLoggerAdapter(conn_logger, url=ts_url), conn_id="ts")
self._api.create_task(conn._run(self._api, ts_url, ws_ts_send_chan, ws_ts_recv_chan), _caller_api=True)
ts_reconnect = TsReconnectHandler(logger=ShinnyLoggerAdapter(self._logger.getChild("TsReconnect"), url=ts_url))
self._ts_send_chan._logger_bind(chan_from="ts", url=ts_url)
self._ts_recv_chan._logger_bind(chan_to="ts", url=ts_url)
self._api.create_task(ts_reconnect._run(self._api, self._ts_send_chan, self._ts_recv_chan, ws_ts_send_chan, ws_ts_recv_chan), _caller_api=True)
def _create_ts_run(self):
ts_url = "wss://trading-status.shinnytech.com/status"
conn_logger = self._api._logger.getChild("TqConnect")
ws_ts_send_chan = TqChan(self._api, chan_name="send to ts")
ws_ts_recv_chan = TqChan(self._api, chan_name="recv from ts")
ws_ts_send_chan._logger_bind(chan_from="ts_reconn", url=ts_url)
ws_ts_recv_chan._logger_bind(chan_to="ts_reconn", url=ts_url)
conn = TqConnect(logger=ShinnyLoggerAdapter(conn_logger, url=ts_url), conn_id="ts")
self._api.create_task(conn._run(self._api, ts_url, ws_ts_send_chan, ws_ts_recv_chan), _caller_api=True)
ts_reconnect = TsReconnectHandler(logger=ShinnyLoggerAdapter(self._logger.getChild("TsReconnect"), url=ts_url))
self._ts_send_chan._logger_bind(chan_from="ts", url=ts_url)
self._ts_recv_chan._logger_bind(chan_to="ts", url=ts_url)
self._api.create_task(ts_reconnect._run(self._api, self._ts_send_chan, self._ts_recv_chan, ws_ts_send_chan, ws_ts_recv_chan), _caller_api=True)
def _connect_td(self, account: Union[TqAccount, TqKq, TqKqStock] = None, index: int = 0):
# 连接交易服务器
td_logger = self._format_logger("TqConnect", account)
conn_id = f"td_{index}"
ws_td_send_chan = TqChan(self._api, chan_name=f"send to {conn_id}", logger=td_logger)
ws_td_recv_chan = TqChan(self._api, chan_name=f"recv from {conn_id}", logger=td_logger)
conn = TqConnect(td_logger, conn_id=conn_id)
self._api.create_task(conn._run(self._api, account._td_url, ws_td_send_chan, ws_td_recv_chan))
ws_td_send_chan._logger_bind(chan_from=f"td_reconn_{index}")
ws_td_recv_chan._logger_bind(chan_to=f"td_reconn_{index}")
td_handler_logger = self._format_logger("TdReconnect", account)
td_reconnect = TdReconnectHandler(td_handler_logger)
send_to_recon = TqChan(self._api, chan_name=f"send to td_reconn_{index}", logger=td_handler_logger)
recv_from_recon = TqChan(self._api, chan_name=f"recv from td_reconn_{index}", logger=td_handler_logger)
self._api.create_task(
td_reconnect._run(self._api, send_to_recon, recv_from_recon, ws_td_send_chan, ws_td_recv_chan)
)
self._map_conn_id[conn_id] = account
return send_to_recon, recv_from_recon