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[Fix] oes.MdApi: 修复退出时还在重连的BUG

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This commit is contained in:
nanoric 2019-03-08 06:26:17 -04:00
parent ee3731f21c
commit e2e93cef3b
1 changed files with 13 additions and 11 deletions
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24
vnpy/gateway/oes/oes_md.py
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@ -6,13 +6,12 @@ from threading import Thread
from typing import Any, Callable, Dict
from vnpy.api.oes.vnoes import MdsApiClientEnvT, MdsApi_DestoryAll, MdsApi_InitAllByConvention, \
MdsApi_IsValidQryChannel, MdsApi_IsValidTcpChannel, MdsApi_LogoutAll, \
MdsApi_SubscribeMarketData, MdsApi_WaitOnMsg, MdsL2StockSnapshotBodyT, MdsMktDataRequestEntryT, \
MdsMktDataRequestReqT, MdsMktRspMsgBodyT, MdsStockSnapshotBodyT, SGeneralClientChannelT, \
SMsgHeadT, SPlatform_IsNegEpipe, SPlatform_IsNegEtimeout, cast, eMdsExchangeIdT, \
eMdsMktSubscribeFlagT, eMdsMsgTypeT, eMdsSecurityTypeT, eMdsSubscribeDataTypeT, \
eMdsSubscribeModeT, eMdsSubscribedTickExpireTypeT, eSMsgProtocolTypeT, MdsApi_SetThreadUsername, \
MdsApi_SetThreadPassword
MdsApi_IsValidQryChannel, MdsApi_IsValidTcpChannel, MdsApi_LogoutAll, MdsApi_SetThreadPassword, \
MdsApi_SetThreadUsername, MdsApi_SubscribeMarketData, MdsApi_WaitOnMsg, MdsL2StockSnapshotBodyT, \
MdsMktDataRequestEntryT, MdsMktDataRequestReqT, MdsMktRspMsgBodyT, MdsStockSnapshotBodyT, \
SGeneralClientChannelT, SMsgHeadT, SPlatform_IsNegEpipe, SPlatform_IsNegEtimeout, cast, \
eMdsExchangeIdT, eMdsMktSubscribeFlagT, eMdsMsgTypeT, eMdsSecurityTypeT, eMdsSubscribeDataTypeT, \
eMdsSubscribeModeT, eMdsSubscribedTickExpireTypeT, eSMsgProtocolTypeT
from vnpy.trader.constant import Exchange
from vnpy.trader.gateway import BaseGateway
@ -36,11 +35,13 @@ class OesMdMessageLoop:
self.th = Thread(target=self.message_loop)
self.message_handlers: Dict[int, Callable[[dict], None]] = {
# tick & orderbook
eMdsMsgTypeT.MDS_MSGTYPE_MARKET_DATA_SNAPSHOT_FULL_REFRESH: self.on_market_full_refresh,
eMdsMsgTypeT.MDS_MSGTYPE_L2_MARKET_DATA_SNAPSHOT: self.on_l2_market_data_snapshot,
eMdsMsgTypeT.MDS_MSGTYPE_L2_ORDER: self.on_l2_order,
eMdsMsgTypeT.MDS_MSGTYPE_L2_TRADE: self.on_l2_trade,
# others
eMdsMsgTypeT.MDS_MSGTYPE_QRY_SECURITY_STATUS: self.on_security_status,
eMdsMsgTypeT.MDS_MSGTYPE_L2_MARKET_DATA_INCREMENTAL: lambda x: 1,
eMdsMsgTypeT.MDS_MSGTYPE_L2_BEST_ORDERS_SNAPSHOT: self.on_best_orders_snapshot,
@ -50,6 +51,7 @@ class OesMdMessageLoop:
eMdsMsgTypeT.MDS_MSGTYPE_TRADING_SESSION_STATUS: self.on_trading_session_status,
eMdsMsgTypeT.MDS_MSGTYPE_SECURITY_STATUS: self.on_security_status,
eMdsMsgTypeT.MDS_MSGTYPE_MARKET_DATA_REQUEST: self.on_market_data_request,
eMdsMsgTypeT.MDS_MSGTYPE_HEARTBEAT: lambda x: 1,
}
self.last_tick: Dict[str, TickData] = {}
@ -76,6 +78,9 @@ class OesMdMessageLoop:
self.alive = True
self.th.start()
def stop(self):
self.alive = False
def join(self):
self.th.join()
@ -113,7 +118,7 @@ class OesMdMessageLoop:
# pass # just no message
if is_disconnected(ret):
self.gateway.write_log(_("与行情服务器的连接已断开。"))
while not self.reconnect():
while not self.reconnect() and self.alive:
time.sleep(1)
return
@ -180,9 +185,6 @@ class OesMdMessageLoop:
def on_security_status(self, d: MdsMktRspMsgBodyT):
pass
def stop(self):
self.alive = False
class OesMdApi: