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62 lines
1.9 KiB
Python
62 lines
1.9 KiB
Python
import copy
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import multiprocessing
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import zmq
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import logging
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import json
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from backtest.util import *
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class TestClient(object):
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def __init__(self,feed_address, sync_address, bind=False):
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self.logger = logging.getLogger()
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self.feed_address = feed_address
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self.sync_address = sync_address
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self.bind = bind
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def run(self):
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self.logger.info("running the client")
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self.context = zmq.Context()
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self.data_feed = self.context.socket(zmq.PULL)
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if(self.bind):
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self.logger.info("binding to {feed_address}".format(feed_address=self.feed_address))
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self.data_feed.bind(self.feed_address)
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else:
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self.data_feed.connect(self.feed_address)
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self.logger.info("synchronizing with data feed")
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#synchronize with feed
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sync_socket = self.context.socket(zmq.REQ)
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sync_socket.connect(self.sync_address)
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# send a synchronization request to the feed
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sync_socket.send('')
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# wait for synchronization reply from the feed
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sync_socket.recv()
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sync_socket.close()
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self.logger.info("Starting the client loop")
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counter = 0
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prev_dt = None
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while True:
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msg = self.data_feed.recv()
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counter += 1
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if(msg == "DONE"):
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self.logger.info("DONE!")
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break
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event = json.loads(msg)
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if(prev_dt != None):
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if(not event['dt'] >= prev_dt):
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raise Exception("message arrived out of order: {date} after {prev}".format(date=event['dt'], prev=prev_dt))
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prev_dt = event['dt']
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if(counter % 100 == 0):
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self.logger.info("received {n} messages".format(n=counter))
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self.logger.info("received {n} messages".format(n=counter))
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self.data_feed.close()
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self.context.term() |