Snapshot proto file read test

a.py

from libs.walter_protobuf.python import message_pb2
import delimited_protobuf
from google.protobuf.json_format import Parse


class ProtobufParser:
    def get_messages(self, proto_file, header_market=True):
        f_in = open(proto_file, "rb")
        if header_market:
            market = delimited_protobuf.read(f_in, message_pb2.Market)
        else:
            market = None
        count = 0
        msgs = []
        while True:
            msg = delimited_protobuf.read(f_in, message_pb2.Message)
            count += 1
            if msg is None:
                break
            msgs.append(msg)
        f_in.close()
        return market, msgs

    def test_l2_snapshot_protobuf_parser():
        p = ProtobufParser()
        proto_file = "/mnt/tt_walter4/lcheng/hft-data-new/protobuf/binance/PERP_BTC_USDT/TF_2022_06_02/v1/binance.linear_swap.trade.BTC.USDT.BTCUSDT.2020-12-31.proto.plain"
        p2 = ProtobufParser()
        market, msgs = p2.get_messages(proto_file)
        print(msgs[:10])
        print(market)
        print("Total %s msgs" % len(msgs))