modify tick sn

Author: tigersk

tigeropen/examples/push_client_demo.py

@@ -12,8 +12,23 @@
 from tigeropen.examples.client_config import get_client_config
 
 
+def query_subscribed_callback(data):
+    """
+    callback of PushClient.query_subscribed_quote
+    :param data:
+        example:
+        {'subscribed_symbols': ['QQQ'], 'limit': 1200, 'used': 1, 'symbol_focus_keys': {'qqq': ['open', 'prev_close', 'low', 'volume', 'latest_price', 'close', 'high']},
+         'subscribed_quote_depth_symbols': ['NVDA'], 'quote_depth_limit': 20, 'quote_depth_used': 1,
+         'subscribed_trade_tick_symbols': ['QQQ', 'AMD', '00700'], 'trade_tick_limit': 1200, 'trade_tick_used': 3
+         }
+    :return:
+    """
+    print(data)
+
+
 def on_query_subscribed_quote(symbols, focus_keys, limit, used):
     """
+    deprecated. Use query_subscribed_callback instead.
     查询已订阅symbol回调
     :param symbols: 订阅合约的列表
     :param focus_keys: 每个合约订阅的 key 列表
@@ -179,7 +194,9 @@ def disconnect_callback():
     # 逐笔数据回调
     push_client.tick_changed = on_tick_changed
     # 已订阅 symbol 查询回调
-    push_client.subscribed_symbols = on_query_subscribed_quote
+    push_client.query_subscribed_callback = query_subscribed_callback
+    # 已订阅 symbol 查询回调(已废弃)
+    # push_client.subscribed_symbols = on_query_subscribed_quote
     # 订单变动回调
     push_client.order_changed = on_order_changed
     # 资产变动回调

tigeropen/push/push_client.py

@@ -505,8 +505,10 @@ def _convert_tick(tick):
             cond_items = [('cond', get_trade_condition(item, cond_map)) for item in conds]
         else:
             cond_items = [('cond', None) for _ in range(len(time_items))]
+        sn = data.pop('sn')
+        sn_list = [('sn', sn + i) for i in range(len(time_items))]
         tick_data = zip_longest(tick_type_items, price_items, volumes, part_code_items,
-                                part_code_name_items, cond_items, time_items)
+                                part_code_name_items, cond_items, time_items, sn_list)
         items = []
         for item in tick_data:
             item_dict = dict(item)