def lineReceived(self, line):
# print("receive:", line)
pd = json.loads(line.decode("utf-8"))
if "instrument" in pd: # 忽略非行情消息(如登录消息,是否登录成功)
symbol = pd["instrument"]
if symbol in tick_event: # 如果注册了这个品种的数据事件
if symbol in self.__tict_bar:
bar = self.__tict_bar[symbol]
if pd["ctime"] - bar["ctime"] >= tick_peroid:
tick = Tick(symbol)
tick.highPrice = bar["high"]
tick.lowPrice = bar["low"]
tick.openPrice = bar["open"]
tick.lastPrice = bar["close"]
tick.time = pd["ctime"]
tick.time_msc = tick_peroid
tick_event[symbol](tick)
del self.__tict_bar[symbol]
else:
price = (pd["ask"] + pd["bid"]) / 2
bar["close"] = price
if price < bar["low"]:
bar["low"] = price
if price > bar["high"]:
bar["high"] = price
else:
price = (pd["ask"] + pd["bid"]) / 2
self.__tict_bar[symbol] = {"ctime": pd["ctime"], "open": price, "low": price, "high": price, "close": price}
if line == self.end:
self.transport.loseConnection()
def lineReceived(self, line):
# print("receive:", line)
pd = json.loads(line.decode("utf-8"))
if "instrument" in pd: # 忽略非行情消息(如登录消息,是否登录成功)
symbol = pd["instrument"].replace('/', '')
if symbol in self._tick_event: # 如果注册了这个品种的数据事件
tick = Tick(symbol)
price = (pd['ask'] + pd['bid']) / 2
tick.highPrice = price
tick.lowPrice = price
tick.openPrice = price
tick.lastPrice = price
tick.time = pd["ctime"]
self._tick_event[symbol](tick)
if line == self.end:
self.transport.loseConnection()
def lineReceived(self, line):
# print("receive:", line)
pd = json.loads(line.decode("utf-8"))
if "instrument" in pd: # 忽略非行情消息(如登录消息,是否登录成功)
symbol = pd["instrument"]
if symbol in tick_event: # 如果注册了这个品种的数据事件
if symbol in self.__tict_bar:
bar = self.__tict_bar[symbol]
if pd["ctime"] - bar["ctime"] >= tick_peroid:
tick = Tick(symbol)
tick.highPrice = bar["high"]
tick.lowPrice = bar["low"]
tick.openPrice = bar["open"]
tick.lastPrice = bar["close"]
tick.time = pd["ctime"]
tick.time_msc = tick_peroid
tick_event[symbol](tick)
del self.__tict_bar[symbol]
else:
price = (pd["ask"] + pd["bid"]) / 2
bar["close"] = price
if price < bar["low"]:
bar["low"] = price
if price > bar["high"]:
bar["high"] = price
else:
price = (pd["ask"] + pd["bid"]) / 2
self.__tict_bar[symbol] = {
"ctime": pd["ctime"],
"open": price,
"low": price,
"high": price,
"close": price
}
if line == self.end:
self.transport.loseConnection()