def on_tick(self, tick): """tick process function""" # print(tick) # print(self.app.recorder.get_all_positions()) p = dumps(tick) print(p) print(loads(p))
def on_init(self, init): if init: self.isok = True orders = self.center.orders trades = self.recorder.get_all_trades() data = {"data": self.center.orders, "trade": trades} print("===> ") from ctpbee import dumps strr = dumps(data) with open("data.json", "w") as f: f.write(strr)
def on_tick(self, tick): """ 处理tick推送 """ if not auth_time(tick.datetime.time()): """ 过滤非交易时间的tick """ return try: x = dumps(tick) # print(tick.symbol) self.pub.pub(x, routing_key=tick.symbol) except Exception as e: print(e)
def on_tick(self, tick): """ 处理tick推送 """ if not auth_time(tick.datetime.time()): """ 过滤非交易时间的tick """ return # if tick.symbol == "rb2010": # self.info( # f"买一: {tick.bid_price_1}, 买一量: {tick.bid_volume_1}, 卖一: {tick.ask_price_1}, 卖一量: {tick.ask_volume_1}") try: setattr(tick, "preSettlementPrice", tick.pre_settlement_price) x = dumps(tick) # self.pub.pub(x, routing_key=tick.symbol) except Exception as e: print(e)
def on_tick(self, tick: TickData) -> None: p = dumps(tick) fancy = EVENT_TICK + "--" + p + "--" + self.key p = bytes(fancy, encoding="utf-8") + AUTH_KEY self.client.send(p)