diff --git a/client_go/TIMESTAMP_MECHANISM.md b/client_go/TIMESTAMP_MECHANISM.md new file mode 100644 index 0000000..99a8b93 --- /dev/null +++ b/client_go/TIMESTAMP_MECHANISM.md @@ -0,0 +1,159 @@ +# 共享内存时间戳机制说明 + +## 问题背景 + +原始实现中,Python 端每 30 秒更新一次共享内存数据,而 Go 客户端每秒读取一次。由于共享内存中的数据不会自动清除,Go 客户端每次读取的都是同一份旧数据,导致看起来像是每秒都收到了新行情。 + +## 解决方案:时间戳版本检测 + +### 核心思路 + +在共享内存头部添加**时间戳字段**,Go 客户端通过检测时间戳变化来判断数据是否真正更新。 + +### 共享内存头部结构(16字节) + +``` +偏移量 | 字段名 | 类型 | 说明 +--------|---------------|--------|------------------ +0-3 | version | uint32 | 版本号(当前为1) +4-7 | write_pos | uint32 | 写入位置指针 +8-11 | last_data_len | uint32 | 最后一条数据的长度 +12-15 | timestamp | uint32 | Unix 时间戳(秒级) +``` + +### 工作流程 + +#### Python 端(生产者) + +1. 每次调用 `publish_tick()` 时: + - 序列化数据并写入共享内存 + - **更新头部时间戳为当前 Unix 时间戳** + +2. 关键代码位置:`src/qmt/tick_push.py` 第 93-97 行 + +```python +# 更新写入位置、最后数据长度和时间戳 +new_pos = current_pos + 4 + data_len +timestamp = int(time.time()) # Unix 时间戳 +struct.pack_into('= lastDataLen+4 { + dataStart = 16 + writePos - lastDataLen - 4 + } else { + dataStart = 16 + } + + // 读取数据长度 + dataLenBytes := unsafeByteSlice(r.view, int(dataStart), 4) + dataLen := binary.LittleEndian.Uint32(dataLenBytes) + + // 读取 msgpack 数据 + packedData := unsafeByteSlice(r.view, int(dataStart)+4, int(dataLen)) + + // 反序列化 msgpack + var tickData TickData + err := msgpack.Unmarshal(packedData, &tickData) + if err != nil { + return nil, fmt.Errorf("反序列化失败: %w", err) + } + + // 更新最后时间戳 + r.lastTimestamp = currentTimestamp + + return tickData, nil +} + +// unsafeByteSlice 将内存地址转换为字节切片 +func unsafeByteSlice(base uintptr, offset int, length int) []byte { + return (*[1 << 30]byte)(unsafe.Pointer(base + uintptr(offset)))[:length:length] +} + +// Close 关闭读取器 +func (r *TickReader) Close() { + if r.view != 0 { + windows.UnmapViewOfFile(r.view) + r.view = 0 + } + if r.mappedFile != 0 { + windows.CloseHandle(r.mappedFile) + r.mappedFile = 0 + } + log.Println("✓ 共享内存连接已关闭") +} + +// StartContinuousRead 持续读取行情数据 +func (r *TickReader) StartContinuousRead(interval time.Duration, handler func(TickData)) { + log.Printf("开始持续读取,间隔: %v", interval) + + ticker := time.NewTicker(interval) + defer ticker.Stop() + + for range ticker.C { + tick, err := r.ReadLatestTick() + if err != nil { + continue + } + + if handler != nil { + handler(tick) + } + } +} + +func main() { + // 创建读取器 + reader, err := NewTickReader("tick_ipc", 0) + if err != nil { + log.Fatalf("初始化失败: %v", err) + } + defer reader.Close() + + // 示例2:持续读取(取消注释以启用) + fmt.Println("\n=== 持续读取示例(按 Ctrl+C 停止)===") + reader.StartContinuousRead(time.Second, func(tick TickData) { + fmt.Printf("\n[%s] 接收到新行情:%d个标的\n", time.Now().Format("15:04:05"), len(tick)) + }) +} diff --git a/cmd/main.go b/cmd/main.go new file mode 100644 index 0000000..428b596 --- /dev/null +++ b/cmd/main.go @@ -0,0 +1,22 @@ +package main + +import ( + "git.apinb.com/quant/tick-computing/internal" + "github.com/gin-gonic/gin" +) + +func main() { + + // 初始化Gin引擎 + app := gin.Default() + + // use middleware + app.Use(gin.Recovery()) + app.POST("/tick", internal.TickRecv) + + // 启动HTTP服务器 + err := app.Run("127.0.0.1:9798") + if err != nil { + panic(err) + } +} diff --git a/go.mod b/go.mod new file mode 100644 index 0000000..c2fcbd0 --- /dev/null +++ b/go.mod @@ -0,0 +1,38 @@ +module git.apinb.com/quant/tick-computing + +go 1.26.1 + +require github.com/gin-gonic/gin v1.12.0 + +require ( + github.com/bytedance/gopkg v0.1.3 // indirect + github.com/bytedance/sonic v1.15.0 // indirect + github.com/bytedance/sonic/loader v0.5.0 // indirect + github.com/cloudwego/base64x v0.1.6 // indirect + github.com/gabriel-vasile/mimetype v1.4.12 // indirect + github.com/gin-contrib/sse v1.1.0 // indirect + github.com/go-playground/locales v0.14.1 // indirect + github.com/go-playground/universal-translator v0.18.1 // indirect + github.com/go-playground/validator/v10 v10.30.1 // indirect + github.com/goccy/go-json v0.10.5 // indirect + github.com/goccy/go-yaml v1.19.2 // indirect + github.com/json-iterator/go v1.1.12 // indirect + github.com/klauspost/cpuid/v2 v2.3.0 // indirect + github.com/leodido/go-urn v1.4.0 // indirect + github.com/mattn/go-isatty v0.0.20 // indirect + github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd // indirect + github.com/modern-go/reflect2 v1.0.2 // indirect + github.com/pelletier/go-toml/v2 v2.2.4 // indirect + github.com/quic-go/qpack v0.6.0 // indirect + github.com/quic-go/quic-go v0.59.0 // indirect + github.com/twitchyliquid64/golang-asm v0.15.1 // indirect + github.com/ugorji/go/codec v1.3.1 // indirect + go.mongodb.org/mongo-driver/v2 v2.5.0 // indirect + golang.org/x/arch v0.22.0 // indirect + golang.org/x/crypto v0.48.0 // indirect + golang.org/x/net v0.51.0 // indirect + golang.org/x/text v0.34.0 // indirect + google.golang.org/protobuf v1.36.10 // indirect +) + +require golang.org/x/sys v0.43.0 // indirect diff --git a/go.sum b/go.sum new file mode 100644 index 0000000..30bf165 --- /dev/null +++ b/go.sum @@ -0,0 +1,89 @@ +github.com/bytedance/gopkg v0.1.3 h1:TPBSwH8RsouGCBcMBktLt1AymVo2TVsBVCY4b6TnZ/M= +github.com/bytedance/gopkg v0.1.3/go.mod h1:576VvJ+eJgyCzdjS+c4+77QF3p7ubbtiKARP3TxducM= +github.com/bytedance/sonic v1.15.0 h1:/PXeWFaR5ElNcVE84U0dOHjiMHQOwNIx3K4ymzh/uSE= +github.com/bytedance/sonic v1.15.0/go.mod h1:tFkWrPz0/CUCLEF4ri4UkHekCIcdnkqXw9VduqpJh0k= +github.com/bytedance/sonic/loader v0.5.0 h1:gXH3KVnatgY7loH5/TkeVyXPfESoqSBSBEiDd5VjlgE= +github.com/bytedance/sonic/loader v0.5.0/go.mod h1:AR4NYCk5DdzZizZ5djGqQ92eEhCCcdf5x77udYiSJRo= +github.com/cloudwego/base64x v0.1.6 h1:t11wG9AECkCDk5fMSoxmufanudBtJ+/HemLstXDLI2M= +github.com/cloudwego/base64x v0.1.6/go.mod h1:OFcloc187FXDaYHvrNIjxSe8ncn0OOM8gEHfghB2IPU= +github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= +github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c= +github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= 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h1:PV8peI4a0ysnczrg+LtxykD8LfKY9ML6u2jnxaEnrnM= +github.com/json-iterator/go v1.1.12/go.mod h1:e30LSqwooZae/UwlEbR2852Gd8hjQvJoHmT4TnhNGBo= +github.com/klauspost/cpuid/v2 v2.3.0 h1:S4CRMLnYUhGeDFDqkGriYKdfoFlDnMtqTiI/sFzhA9Y= +github.com/klauspost/cpuid/v2 v2.3.0/go.mod h1:hqwkgyIinND0mEev00jJYCxPNVRVXFQeu1XKlok6oO0= +github.com/leodido/go-urn v1.4.0 h1:WT9HwE9SGECu3lg4d/dIA+jxlljEa1/ffXKmRjqdmIQ= +github.com/leodido/go-urn v1.4.0/go.mod h1:bvxc+MVxLKB4z00jd1z+Dvzr47oO32F/QSNjSBOlFxI= +github.com/mattn/go-isatty v0.0.20 h1:xfD0iDuEKnDkl03q4limB+vH+GxLEtL/jb4xVJSWWEY= +github.com/mattn/go-isatty v0.0.20/go.mod h1:W+V8PltTTMOvKvAeJH7IuucS94S2C6jfK/D7dTCTo3Y= +github.com/modern-go/concurrent v0.0.0-20180228061459-e0a39a4cb421/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q= +github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd h1:TRLaZ9cD/w8PVh93nsPXa1VrQ6jlwL5oN8l14QlcNfg= +github.com/modern-go/concurrent v0.0.0-20180306012644-bacd9c7ef1dd/go.mod 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