沪深websocket level2/level1行情推送接入示例

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已于 2024-04-28 02:38:01 修改 · 1k 阅读

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#websocket #网络协议 #量化 #自动交易 #行情推送

于 2024-04-28 02:22:52 首次发布

本文介绍了使用Go语言编写的行情接入包，包含了与行情服务器的WebSocket连接、参数处理、指令发送以及解压缩数据等功能，用于Level1和Level2行情的订阅和处理。

行情接入包

golang packge:

package hangqing

import (
	"bufio"
	"bytes"
	"compress/flate"
	"encoding/json"
	"github.com/gorilla/websocket"
	"io/ioutil"
	"log"
	"net/http"
	"net/url"
	"strings"
	"sync"
	"time"
)

type ServerAddrRsp struct {
	Code   string `json:"code"`
	Server string `json:"server"`
}

type Hq struct {
	token    string          //jvQuant Token
	server   string          //websocket服务器地址
	conn     *websocket.Conn //websocket连接
	cmdChan  chan string
	exitChan chan int
	lv1Deal  func(string string) //level1行情处理方法
	lv2Deal  func(string string) //level2行情处理方法
	wg       *sync.WaitGroup
}

//实例初始化
func (hq *Hq) Construct(token, serAddr string, lv1Handle, lv2Handle func(string string)) {
	hq.token = token
	if serAddr == "" {
		hq.server = hq.initServer()
	}
	hq.lv1Deal = lv1Handle
	hq.lv2Deal = lv2Handle
	hq.conn = hq.connect()
	hq.wg = &sync.WaitGroup{}
	hq.cmdChan = make(chan string, 128)
	hq.exitChan = make(chan int)