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[Mod]move TigerGateway subsribe into on_push_connected callback

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This commit is contained in:
vn.py 2019-04-03 17:00:52 +08:00
parent e897907110
commit 7024a7d2ca
1 changed files with 17 additions and 4 deletions
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19
vnpy/gateway/tiger/tiger_gateway.py
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@ -123,6 +123,9 @@ class TigerGateway(BaseGateway):
self.contracts = {} self.contracts = {}
self.symbol_names = {} self.symbol_names = {}
self.push_connected = False
self.subscribed_symbols = set()
def run(self): def run(self):
"""""" """"""
while self.active: while self.active:
@ -203,23 +206,33 @@ class TigerGateway(BaseGateway):
""" """
protocol, host, port = self.client_config.socket_host_port protocol, host, port = self.client_config.socket_host_port
self.push_client = PushClient(host, port, (protocol == 'ssl')) self.push_client = PushClient(host, port, (protocol == 'ssl'))
self.push_client.connect(
self.client_config.tiger_id, self.client_config.private_key)
self.push_client.quote_changed = self.on_quote_change self.push_client.quote_changed = self.on_quote_change
self.push_client.asset_changed = self.on_asset_change self.push_client.asset_changed = self.on_asset_change
self.push_client.position_changed = self.on_position_change self.push_client.position_changed = self.on_position_change
self.push_client.order_changed = self.on_order_change self.push_client.order_changed = self.on_order_change
self.write_log("推送接口连接成功") self.push_client.connect(
self.client_config.tiger_id, self.client_config.private_key)
def subscribe(self, req: SubscribeRequest): def subscribe(self, req: SubscribeRequest):
"""""" """"""
self.subscribed_symbols.add(req.symbol)
if self.push_connected:
self.push_client.subscribe_quote([req.symbol]) self.push_client.subscribe_quote([req.symbol])
def on_push_connected(self):
""""""
self.push_connected = True
self.write_log("推送接口连接成功")
self.push_client.subscribe_asset() self.push_client.subscribe_asset()
self.push_client.subscribe_position() self.push_client.subscribe_position()
self.push_client.subscribe_order() self.push_client.subscribe_order()
self.push_client.subscribe_quote(list(self.subscribed_symbols))
def on_quote_change(self, tiger_symbol: str, data: list, trading: bool): def on_quote_change(self, tiger_symbol: str, data: list, trading: bool):
"""""" """"""
data = dict(data) data = dict(data)