November 2022
Intermediate to advanced
392 pages
10h 8m
Chinese
Content preview from Python算法交易
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使用实时数据和套接字
｜
229
while True:
data = socket.recv_string()
print(data)
套接字无限循环接收数据。
这是接收数据（基于字符串的消息）的主要代码。
将数据打印到标准输出上。
套接字客户端的
Python
脚本的输出与套接字服务器的
Python
脚本的输出完全相同：
(base) pro:ch07 yves$ Python TickClient.py
SYMBOL 100.00
SYMBOL 99.65
SYMBOL 99.28
SYMBOL 99.09
SYMBOL 98.76
SYMBOL 98.83
SYMBOL 98.82
SYMBOL 98.92
SYMBOL 98.57
SYMBOL 98.81
SYMBOL 98.79
SYMBOL 98.80
通过套接字通信以基于字符串的消息形式获取数据只是基于数据完成任务的先决条
件，比如生成实时交易信号或可视化数据。这是下面两个部分要介绍的内容。
ZeroMQ
也允许传输其他对象类型。例如，有一个选项可以通过套接字发
送
Python
对象。默认情况下，它使用
pickle
对对象进行序列化和反序
列化。可以通过
.send_pyobj()
和
.recv_pyobj()
完成这种操作
[
请参
见“
The PyZMQ API
”（
https://oreil.ly/ok2kc
）
]
。但是实际上，平台和
数据提供者可以满足不同的环境，其中
Python
只是多种语言中的一种。
因此，基于字符串的套接字通信经常与例如
JSON
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