def __init__(self,frontAddress,brokerID,userID,password):
"""
1.创建ctp转换器进程
2.创建和ctp通讯进程的通讯管道
3.测试ctp连接是否正常
参数:
frontAddress ctp服务器地址
brokerID 代理商Id
userID 用户Id
password 密码
"""
# 创建临时工作目录
self.workdir = tempfile.mkdtemp()
# 为ctp md转换器分配通讯管道地址
self.requestPipe = mallocIpcAddress()
self.pushbackPipe = mallocIpcAddress()
self.publishPipe = mallocIpcAddress()
# 构造调用命令
commandLine = ['md',
'--FrontAddress',frontAddress,
'--BrokerID',brokerID,
'--UserID',userID,
'--Password', password,
'--RequestPipe', self.requestPipe,
'--PushbackPipe', self.pushbackPipe,
'--PublishPipe', self.publishPipe,
'--loyalty'
]
# 创建转换器子进程
fileOutput = os.path.join(self.workdir,'md.log')
mdStdout = open(fileOutput, 'w')
self.__process = subprocess.Popen(commandLine,stdout=mdStdout,cwd=self.workdir)
# 创建接受行情数据的管道
global context
self.context = context
# 创建请求通讯管道
request = context.socket(zmq.REQ)
request.connect(self.requestPipe)
request.setsockopt(zmq.LINGER,0)
self.request = request
#创建订阅管道
publish = context.socket(zmq.SUB)
publish.connect(self.publishPipe)
publish.setsockopt(zmq.SUBSCRIBE, '');
self.publish = publish
def __init__(self,mdConverter,callbackManager):
"""
"""
# 绑定协议管理器和回调管理器实例
self.__mdConverter = mdConverter
self.__callbackManager = callbackManager
# 分配通讯管道
self.controlPipe = mallocIpcAddress()
# 创建线程控制通讯管道
global context
request = context.socket(zmq.DEALER)
request.connect(self.controlPipe)
request.setsockopt(zmq.LINGER,0)
self.request = request
response = context.socket(zmq.ROUTER)
response.bind(self.controlPipe)
self.response = response
# 创建线程并启动
thread = threading.Thread(target=self.__threadFunction)
thread.daemon = True
thread.start()
self.__thread = thread