简单的数据打印策略

此示例显示了简单的市场数据打印策略：在给定时间频率上打印交易和订单数据

点击这里直接运行

import time

class SimpleDataPrinterStrategy(BaseStrategy):
    def __init__(self, msecs):
        self.msecs = msecs
        self.start_time = time.time_ns()
        self.next_fire_time = self.start_time + self.msecs * 1e6

    def onQuote(self, msg):
        current_time = time.time_ns()
        if current_time > self.next_fire_time:
            self.next_fire_time = current_time + self.msecs * 1e6
            print(msg)

    def onTick(self, msg):
        current_time = time.time_ns()
        if current_time > self.next_fire_time:
            self.next_fire_time = current_time + self.msecs * 1e6
            print(msg)