[MAJOR UPDATE] Data Retrieval Logic Change
billpwchan opened this issue · 3 comments
Instead of subscribing to the data and rely on the data push from the Futu side, use multi-threads to retrieve the latest data from the Futu OpenD with no frequency limit.
Check out https://openapi.futunn.com/futu-api-doc/qa/quote.html for more details.
The implementation should take around 2 weeks to finish. It's a major one, should be tested thoroughly before merging to the Master
Update: Definitely worth the effort. Each update on three technical indicators for a single stock only takes 0.01 seconds. With multi-threading, scale the solution to 300 stocks trading at the same time won't be an issue.
Done. Just need to tidy up the code in main_backend.py.
Code updated. The focus of this futu_algo system has been shifted from High-Frequency Trading to Algorithmic Trading due to the limited computing power available.