level2行情接口接入示例
PYTHON 示例代码
#!python3
# -*- coding:utf-8 -*-
import time
import websocket
import zlib
# 发送订阅
def on_open(ws):
ws.send("all=lv2_600519,lv1_000001")
# 接收推送
def on_message(ws, message, type, flag):
# 命令返回文本消息
if type == websocket.ABNF.OPCODE_TEXT:
print(time.strftime('%H:%M:%S', time.localtime(time.time())), "Text响应:", message)
# 行情推送压缩二进制消息，在此解压缩
if type == websocket.ABNF.OPCODE_BINARY:
rb = zlib.decompress(message, -zlib.MAX_WBITS)
print(time.strftime('%H:%M:%S', time.localtime(time.time())), "Binary响应:", rb.decode("utf-8"))
def on_error(ws, error):
print(error)
def on_close(ws, code, msg):
print(time.strftime('%H:%M:%S', time.localtime(time.time())), "连接已断开")
wsUrl = "ws://<服务器地址>?token=<jvQuant token>"
ws = websocket.WebSocketApp(wsUrl,
on_open=on_open,
on_data=on_message,
on_error=on_error,
on_close=on_close)
ws.run_forever()Copy
JAVA 示例代码
package com.client;
import java.net.URISyntaxException;
public class Main {
public static void main(String[] args) throws URISyntaxException {
String wsUrl = "ws://<服务器地址>?token=<jvQuant token>";
Client fd = new Client(wsUrl);
fd.connect();
}
}
Copy
GOLANG 示例代码
package main
import (
"bytes"
"compress/flate"
"github.com/gorilla/websocket"
"log"
"time"
)
func main() {
//连接地址
wsUrl := "ws://<服务器地址>?token=<jvQuant token>"
conn, _, err := websocket.DefaultDialer.Dial(wsUrl, nil)
if err != nil {
log.Fatalln("连接错误：", err)
}
//接收协程
go func() {
receive(conn)
}()
//发送订阅
cmd := "all=lv2_600519,lv1_000001"
err = conn.WriteMessage(websocket.TextMessage, []byte(cmd))
if err != nil {
log.Fatalln("发送指令错误：", err)
}
log.Println("发送指令成功，等待接收")
for {
time.Sleep(time.Second)
}
}
func receive(conn *websocket.Conn) {
for {
//阻塞接收
messageType, rb, err := conn.ReadMessage()
if err != nil {
log.Fatalln("接收错误：", err)
return
}
//文本消息
if messageType == websocket.TextMessage {
log.Println("Text响应:", string(rb))
}
//二进制消息
if messageType == websocket.BinaryMessage {
unZipByte := DeCompress(rb)
log.Println("Binary推送:", string(unZipByte))
}
}
}
//解压方法
func DeCompress(b []byte) []byte {
var buffer bytes.Buffer
buffer.Write([]byte(b))
reader := flate.NewReader(&buffer)
var result bytes.Buffer
result.ReadFrom(reader)
reader.Close()
return result.Bytes()
}Copy
C++ 示例代码
#include <websocketpp/config/asio_no_tls_client.hpp>
#include <websocketpp/client.hpp>
#include <string>
#include <iostream>
#include <memory>
#include <assert.h>
#include <cstring>
#include "zlib.h"
#define CHUNK 16384
using websocketpp::lib::placeholders::_1;
using websocketpp::lib::placeholders::_2;
using websocketpp::lib::bind;
typedef websocketpp::client <websocketpp::config::asio_client> client;
typedef websocketpp::config::asio_client::message_type::ptr message_ptr;
int DecompressString(const char *in_str, size_t in_len, std::string &out_str);
/**
* 接收处理
*/
void on_message(client *c, websocketpp::connection_hdl hdl, message_ptr msg) {
//文本消息
if (msg->get_opcode()==websocketpp::frame::opcode::text){
std::cout <<"Text响应:"<<msg->get_payload().c_str()<< std::endl;
}
//二进制消息
if (msg->get_opcode()==websocketpp::frame::opcode::binary){
std::string tmp = "";
std::string &out_decompress = tmp;
DecompressString( msg->get_payload().c_str(), msg->get_payload().size(), out_decompress);
std::cout <<"Binary响应:"<<out_decompress<< std::endl;
}
}
/**
* 连接处理
*/
void on_open(client *c, websocketpp::connection_hdl hdl) {
//发送订阅指令
c->send(hdl, "add=lv1_600519,lv2_600519", websocketpp::frame::opcode::text);
std::cout << "连接成功" << std::endl;
}
int main(int argc, char *argv[]) {
//服务地址
std::string wsUrl = "ws://<服务器地址>?token=<jvQuant token>";
client c;
//连接相关
try {
//debug日志开关
// c.set_access_channels(websocketpp::log::alevel::all);
c.clear_access_channels(websocketpp::log::alevel::all);
c.init_asio();
// 注册处理函数
c.set_message_handler(bind(&on_message, &c, ::_1, ::_2));
c.set_open_handler(bind(&on_open, &c, _1));
websocketpp::lib::error_code ec;
client::connection_ptr con = c.get_connection(wsUrl, ec);
if (ec) {
std::cout << "连接失败: " << ec.message() << std::endl;
return 0;
}
c.connect(con);
c.run();
} catch (websocketpp::exception const &e) {
std::cout << e.what() << std::endl;
}
}
/**
*解压缩方法
*/
int DecompressString(const char *in_str, size_t in_len, std::string &out_str) {
if (!in_str)
return Z_DATA_ERROR;
int ret;
unsigned have;
z_stream strm;
unsigned char out[CHUNK];
strm.zalloc = Z_NULL;
strm.zfree = Z_NULL;
strm.opaque = Z_NULL;
strm.avail_in = 0;
strm.next_in = Z_NULL;
ret = inflateInit2(&strm, -MAX_WBITS);
if (ret != Z_OK)
return ret;
std::shared_ptr <z_stream> sp_strm(&strm, [](z_stream *strm) {
(void) inflateEnd(strm);
});
const char *end = in_str + in_len;
size_t pos_index = 0;
size_t distance = 0;
int flush = 0;
do {
distance = end - in_str;
strm.avail_in = (distance >= CHUNK) ? CHUNK : distance;
strm.next_in = (Bytef *) in_str;
in_str += strm.avail_in;
flush = (in_str == end) ? Z_FINISH : Z_NO_FLUSH;
do {
strm.avail_out = CHUNK;
strm.next_out = out;
ret = inflate(&strm, Z_NO_FLUSH);
if (ret == Z_STREAM_ERROR)
break;
switch (ret) {
case Z_NEED_DICT:
ret = Z_DATA_ERROR;
case Z_DATA_ERROR:
case Z_MEM_ERROR:
return ret;
}
have = CHUNK - strm.avail_out;
out_str.append((const char *) out, have);
} while (strm.avail_out == 0);
} while (flush != Z_FINISH);
return ret == Z_STREAM_END ? Z_OK : Z_DATA_ERROR;
}
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PHP 示例代码
<?php
//需安装swoole扩展
use Swoole\Coroutine\Http\Client;
use function Swoole\Coroutine\run;
run(function () {
//服务器地址
$host = '<服务器地址>';
//服务器端口
$port = <服务器端口>;
//连接
$conn = new Client($host, $port);
$conn->upgrade("/?token=<jvQuant token>");
//发送订阅
$conn->push("add=lv2_600519,lv1_000001");
//开启接收协程
go("receive", $conn);
});
function receive($client)
{
while (true) {
$data = $client->recv();
$time = date("H:i:s");
//解压
@$zipStr = gzinflate($data->data);
if ($zipStr) {
echo "{$time} Binary推送:{$zipStr}\n";
} else {
echo "{$time} Text响应:{$data->data}\n";
}
}
} Copy
GITHUB 示例代码
参考资料
详细代码可以参考：