1. 首先需要保证vt_symbol的唯一，我使用的vt_symbol格式是self.vt_symbol = f"{self.symbol}_{self.exchange.value}/{self.gateway_name}"。vnpy\trader\object.py里面的所有类都要继承BaseData，然后就是添加gateway_name参数到其他使用到object.py里面的类。举个例子

[@dataclass](/user/dataclass)
class HistoryRequest(BaseData):
    """
    Request sending to specific gateway for querying history data.
    """

    symbol: str
    exchange: Exchange
    start: datetime
    end: datetime = None
    interval: Interval = None
    #--------------------------------------------------------------------------------------------------
    def __post_init__(self):
        """"""
        self.vt_symbol = f"{self.symbol}_{self.exchange.value}/{self.gateway_name}"

然后其他地方引用到HistoryRequest的地方添加gateway_name参数

    #-------------------------------------------------------------------------------------------------   
    def query_history(self,event):
        """查询合约历史数据"""
        if len(self.history_contract) > 0:
            symobl,exchange,gateway_name = extract_vt_symbol(self.history_contract[0])
            req = HistoryRequest(
                symbol = symobl,
                exchange = Exchange(exchange),
                interval = Interval.MINUTE,
                start = datetime.now() - timedelta(days = 1),
                gateway_name = self.gateway_name
            )
            self.rest_api.query_history(req)
            self.history_contract.pop(0)

需要分解vt_symbol建议使用extract_vt_symbol函数

#------------------------------------------------------------------------------------
def extract_vt_symbol(vt_symbol: str):
    """
    返回(symbol:str, exchange: Exchange,gateway_name:str)
    """
    *symbol_1, exchange_gateway_name = vt_symbol.split('_')
    exchange,gateway_name = exchange_gateway_name.split('/')
    if len(symbol_1) == 1:
        symbol = symbol_1[0]
    elif len(symbol_1) == 2:
        symbol = "_".join([symbol_1[0],symbol_1[1]])
    elif len(symbol_1) == 3:
        symbol = "_".join([symbol_1[0],symbol_1[1],symbol_1[2]])
    elif len(symbol_1) == 4:
        symbol = "_".join([symbol_1[0],symbol_1[1],symbol_1[2],symbol_1[3]])
    return symbol, Exchange(exchange),gateway_name

2. 复制gateway文件，并重命名文件以及修改__init__.py和gateway.py
   以1token为例:
   复制一份gateway\onetoken文件夹，重命名为onetoken_1，init.py里面修改成from .onetoken_1_gateway import Onetoken_1_Gateway,onetoken_gateway.py改为onetoken_1_gateway.py。修改onetoken_1_gateway里面类名为Onetoken_1_Gateway，gateway_name为"1TOKEN1"，connect里面的账户信息自行更改
3. onetoken_gateway.py发布行情(redis安装配置自行百度)

import pickle
import redis
import zlib
REDIS_POOL =redis.ConnectionPool(host = "localhost",port = 12580)
REDIS_CLIENT = redis.StrictRedis(connection_pool = REDIS_POOL)
#-------------------------------------------------------------------------------------------------   
class OnetokenDataWebsocketApi(WebsocketClient):
    """"""
    #-------------------------------------------------------------------------------------------------   
    def on_tick_v3(self,packet:dict):
        """
        收到v3行情推送
        """
        contract_symbol = packet["c"]       #合约代码
        new_tick = self.ticks.get(contract_symbol,None)
        if not new_tick:
            return
        new_tick.last_price =  packet["l"]     #tick最新价
        new_tick.datetime = utc_to_local(packet["tm"])         #tick时间
        new_tick.volume = packet["v"]       #v,tick成交量，vu换算成USD的成交量，vc换算成人民币的成交量
        if packet.get("tp",None) == "s":         #收到快照行情
            self.order_book_bids[new_tick.vt_symbol] = {}
            self.order_book_asks[new_tick.vt_symbol] = {}
        bids,asks = packet["b"],packet["a"]          #tick买卖单信息 
        for bid_data in bids:
            self.order_book_bids[new_tick.vt_symbol].update({bid_data[0]:bid_data[1]})
            #order_book_bids删除委托量为0的价格缓存
            if not bid_data[1]:
                del self.order_book_bids[new_tick.vt_symbol][bid_data[0]]
        for ask_data in asks:
            self.order_book_asks[new_tick.vt_symbol].update({ask_data[0]:ask_data[1]})   
            if not ask_data[1]:
                del self.order_book_asks[new_tick.vt_symbol][ask_data[0]]
                
        sort_bids = sorted(self.order_book_bids[new_tick.vt_symbol].items(), key=lambda x:x[0],reverse=True)[:5]    #买单从高到低排序
        sort_asks = sorted(self.order_book_asks[new_tick.vt_symbol].items(), key=lambda x:x[0],reverse=False)[:5]   #卖单从低到高排序
        for n,buf in enumerate(sort_bids):
            new_tick.__setattr__(f"bid_price_{(n + 1)}", buf[0])
            new_tick.__setattr__(f"bid_volume_{(n + 1)}", buf[1])
        for n,buf in enumerate(sort_asks):
            new_tick.__setattr__(f"ask_price_{(n + 1)}" , buf[0])
            new_tick.__setattr__(f"ask_volume_{(n + 1)}", buf[1])
        new_tick = copy(new_tick)
        self.gateway.on_tick(new_tick)     
        if luncer_account["行情分发"]:
            channel = f"{new_tick.symbol}_{new_tick.exchange.value}"
            #redis发布tick数据
            REDIS_CLIENT.publish(channel, zlib.compress(pickle.dumps(new_tick), 5))   

1.onetoken_1_gateway.py里面订阅行情

from threading import Lock,Thread
import pickle
import redis
import zlib
REDIS_POOL =redis.ConnectionPool(host = "localhost",port = 12580)
REDIS_CLIENT = redis.StrictRedis(connection_pool = REDIS_POOL)
#-------------------------------------------------------------------------------------------------   
class OnetokenDataWebsocketApi(WebsocketClient):
    def __init__(self, gateway: BaseGateway):
        """"""
        super().__init__()
        # 为防止redis重复订阅，threads 必须放在构造函数里面运行
        self.threads = Thread(target=self.receive_redis_data)
        self.threads.start() 
    #-------------------------------------------------------------------------------------------------   
    def subscribe(self, req: SubscribeRequest):
        """
        订阅tick行情
        """
        tick = TickData(
            symbol=req.symbol,
            exchange=req.exchange,
            name=req.symbol,
            datetime=datetime.now(),
            gateway_name=self.gateway_name,
        )
        contract_symbol = f"{req.exchange.value.lower()}/{req.symbol.lower()}"
        self.ticks[contract_symbol] = tick  
        if not luncer_account["行情分发"]:
            req = { "uri": "subscribe-single-tick-verbose", 
            "contract": contract_symbol 
            }
            self.send_packet(req)
    #-------------------------------------------------------------------------------------------------   
    def receive_redis_data(self):
        """
        1.redis订阅channel列表消息
        2.redis订阅消息会堵塞线程数据传输需要使用Thread
        """
        channels = [vt_symbol.split("/")[0] for vt_symbol in ALL_TRADING_VT_SYMBOLS if extract_vt_symbol(vt_symbol)[2] == self.gateway_name]
        pubsub = REDIS_CLIENT.pubsub()
        pubsub.psubscribe(channels)
        for row_data in pubsub.listen():
            if row_data["type"] == "pmessage":
                new_tick = pickle.loads(zlib.decompress(row_data["data"]))
                symbol,exchange,gateway_name = extract_vt_symbol(new_tick.vt_symbol)
                new_tick.gateway_name = self.gateway_name
                new_tick.vt_symbol = f"{symbol}_{exchange.value}/{self.gateway_name}"
                self.gateway.on_tick(copy(new_tick)) 
    #-------------------------------------------------------------------------------------------------   
    def on_connected(self):
        """"""
        self.gateway.write_log(f"交易接口:{self.gateway_name},行情Websocket API连接成功")
        self.login()

只要redis发布了行情，订阅端无论先后启动都能收到行情，而且订阅端的行情tick.datetime和发布端完全一致。友情提醒，使用订阅端gateway接口交易，策略里面的标的vt_symbol使用的gateway_name要改成订阅端的gateway_name。

学习学习。
有个问题：

复制gateway文件，并重命名文件以及修改init.py和gateway.py
以1token为例:
复制一份gateway\onetoken文件夹，重命名为onetoken_1，init.py里面修改成from .onetoken_1_gateway import Onetoken_1_Gateway,onetoken_gateway.py改为onetoken_1_gateway.py。修改onetoken_1_gateway里面类名为Onetoken_1_Gateway，gateway_name为"1TOKEN1"，connect里面的账户信息自行更改

举个例子，如果有10个账户，这个文件夹需要复制10次吗？还是只要1次就行。

@zonquan
可用把账户字典传参到gateway connect参数，这样只用修改一次就行了