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[Add] HbdmGateway auto resubscribe market data when connected

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This commit is contained in:
vn.py 2019-06-10 14:46:36 +08:00
parent a833576ebb
commit 65133141f8
2 changed files with 12 additions and 5 deletions
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8
tests/trader/run.py
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@ -5,7 +5,7 @@ from vnpy.trader.ui import MainWindow, create_qapp
# from vnpy.gateway.bitmex import BitmexGateway
# from vnpy.gateway.futu import FutuGateway
from vnpy.gateway.ib import IbGateway
# from vnpy.gateway.ib import IbGateway
# from vnpy.gateway.ctp import CtpGateway
# # from vnpy.gateway.ctptest import CtptestGateway
# from vnpy.gateway.femas import FemasGateway
@ -17,7 +17,7 @@ from vnpy.gateway.ib import IbGateway
# from vnpy.gateway.onetoken import OnetokenGateway
# from vnpy.gateway.okexf import OkexfGateway
# from vnpy.gateway.xtp import XtpGateway
# from vnpy.gateway.hbdm import HbdmGateway
from vnpy.gateway.hbdm import HbdmGateway
# from vnpy.gateway.tap import TapGateway
# from vnpy.app.cta_strategy import CtaStrategyApp
@ -39,7 +39,7 @@ def main():
# main_engine.add_gateway(CtpGateway)
# # main_engine.add_gateway(CtptestGateway)
# main_engine.add_gateway(FemasGateway)
main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(IbGateway)
# main_engine.add_gateway(FutuGateway)
# main_engine.add_gateway(BitmexGateway)
# main_engine.add_gateway(TigerGateway)
@ -49,7 +49,7 @@ def main():
# main_engine.add_gateway(BitfinexGateway)
# main_engine.add_gateway(OnetokenGateway)
# main_engine.add_gateway(OkexfGateway)
# main_engine.add_gateway(HbdmGateway)
main_engine.add_gateway(HbdmGateway)
# main_engine.add_gateway(TapGateway)
# main_engine.add_app(CtaStrategyApp)

7
vnpy/gateway/hbdm/hbdm_gateway.py
View File

@ -958,6 +958,9 @@ class HbdmDataWebsocketApi(HbdmWebsocketApiBase):
""""""
self.gateway.write_log("行情Websocket API连接成功")
for ws_symbol in self.ticks.keys():
self.subscribe_data(ws_symbol)
def subscribe(self, req: SubscribeRequest):
""""""
contract_type = symbol_type_map.get(req.symbol, "")
@ -980,6 +983,10 @@ class HbdmDataWebsocketApi(HbdmWebsocketApiBase):
)
self.ticks[ws_symbol] = tick
self.subscribe_data(ws_symbol)
def subscribe_data(self, ws_symbol: str):
""""""
# Subscribe to market depth update
self.req_id += 1
req = {