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Update tiger_gateway.py

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This commit is contained in:
1122455801 2019-03-06 16:17:17 +08:00
parent 897f898844
commit ae81b29f9c
1 changed files with 19 additions and 22 deletions
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41
vnpy/gateway/tiger/tiger_gateway.py
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@ -10,6 +10,7 @@ from time import sleep
import time
import pandas as pd
from pandas import DataFrame
from datetime import datetime
from tigeropen.tiger_open_config import TigerOpenClientConfig
from tigeropen.common.consts import Language, Currency, Market
@ -197,6 +198,8 @@ class TigerGateway(BaseGateway):
"""
protocol, host, port = self.client_config.socket_host_port
self.push_client = PushClient(host, port, (protocol == 'ssl'))
self.push_client.quote_changed = self.on_quote_change
self.push_client.connect(self.client_config.tiger_id, self.client_config.private_key)
@ -207,39 +210,33 @@ class TigerGateway(BaseGateway):
# symbol = convert_symbol_vt2tiger(req.symbol, req.exchange)
self.push_client.subscribe_quote([req.symbol])
def on_quote_change(*args):
print(args)
data = self.push_client.quote_changed = on_quote_change
def on_quote_change(self, symbol: str, data: list, trading: bool):
#print(symbol, data, trading)
tick = self.ticks.get(data, None)
tick = self.ticks.get(symbol, None)
if not tick:
tick = TickData(
symbol=req.symbol,
exchange=req.exchange,
symbol=symbol,
exchange=Exchange.SSE,
datetime=None,
gateway_name=self.gateway_name,
)
self.ticks[data] = tick
self.process_quote(data)
self.ticks[symbol] = tick
# self.process_quote(data)
contract = self.contracts.get(tick.vt_symbol, None)
if contract:
tick.name = contract.name
return tick
# volume, latest_price, high_price, prev_close, low_price, open_price, latest_time = [i[1] for i in info]
def process_quote(self, data):
"""报价推送"""
symbol, info, _ = data
volume, latest_price, high_price, prev_close, low_price, open_price, latest_time = [i[1] for i in info]
tick = self.get_tick(symbol)
time_local = time.localtime(latest_time / 1000)
tick.datetime = time.strftime("%Y-%m-%d %H:%M:%S", time_local)
tick.open_price = open_price
tick.high_price = open_price
tick.low_price = low_price
tick.pre_close = prev_close
tick.last_price = latest_price
tick.volume = volume
#tick.datetime = datetime.utcfromtimestamp(data[6][1] / 1000)
tick.datetime = datetime.now()
tick.open_price = data[5][1]
tick.high_price = data[2][1]
tick.low_price = data[4][1]
tick.pre_close = data[3][1]
tick.last_price = data[0][1]
tick.volume = data[1][1]
self.on_tick(copy(tick))