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License: Apache License 2.0
hfpy data future service
License: Apache License 2.0
----对比[hfpy_data_server & go_real_md(Golang)],类似的是[hfpy_trade_server & golang_real_td],提供Trade_Service
采用goctp接口,
接受订单
推送订单&交易&持仓&账户信息
接收后数据落入redis
以td.{Acountid}发布数据,应用端可订阅后接收数据。
a.订单的执行情况变化,应该形成<订单执行记录>、<成交记录>和<持仓变化记录>
b.交易导致的账户(含持仓)的变化,应该形成<账户(含持仓)的snapshot>
c.持仓品种的价格变化,应该推送相应价格数据,用于计算<账户(含持仓)的snapshot>,snapshot合成分钟数据!!!
----可以每3~6~10秒推送一次用于计算<账户(含持仓)的snapshot>
收盘后数据保存至postgres数据库中
a.订单的执行情况变化-流水
<订单执行记录>、<成交记录>和<持仓变化记录>
b.交易导致的账户(含持仓)的变化
<账户(含持仓)的snapshot>
c.将<账户(含持仓)的snapshot>合成分钟数据
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