我正在尝试用Python复制MarketDataRequest,但找不到任何代码示例。有人有使用Python和Quickfix的经验吗
Java代码如下所示:
MarketDataRequest mdr = new MarketDataRequest();
if (subscribed)
{
mdr.set(new SubscriptionRequestType(SubscriptionRequestType.DISABLE_PREVIOUS_SNAPSHOT_PLUS_UPDATE_REQUEST));
Session.sendToTarget(mdr, sessionId);
}
mdr.set(new MDReqID("1"));
mdr.set(new SubscriptionRequestType(SubscriptionRequestType.SNAPSHOT_PLUS_UPDATES));
mdr.set(new MarketDepth(0));
mdr.set(new MDUpdateType(MDUpdateType.INCREMENTAL_REFRESH));
mdr.set(new NoMDEntryTypes(2));
MarketDataRequest.NoMDEntryTypes entries = new MarketDataRequest.NoMDEntryTypes();
entries.set(new MDEntryType(MDEntryType.BID));
mdr.addGroup(entries);
entries.set(new MDEntryType(MDEntryType.OFFER));
mdr.addGroup(entries);
mdr.set(new NoRelatedSym(pairs.size()));
MarketDataRequest.NoRelatedSym symbols = new MarketDataRequest.NoRelatedSym();
for (String pair : pairs)
{
symbols.set(new Instrument(new Symbol(pair)));
mdr.addGroup(symbols);
}
Session.sendToTarget(mdr, sessionId);
到目前为止,在Python中,我有以下内容:
^{pr2}$
喔!解决了我自己的问题
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