heavenfile-cx/tdx-l2-big-order-alert ? reverse-engineered prompt

Build me a Python app that works as a real time TDX L2 data server and big order alert system for A股.

I want it to connect to 通达信 L2, keep the number of connections under control so it does not crash, fetch quote snapshots in batches, detect big buy and big sell orders from the volume changes, and save alerts and snapshots into shared JSON files so multiple other programs can read them at the same time.

Please include a simple way to start the server, and an option to run the server together with a consumer for testing. It should also keep a status file, support a cooldown so the same stock does not alert too often, and handle non trading hours by waiting and reconnecting later.

If anything is unclear, look up the current docs online if you need to. Also make the code easy to run, with clear config files for monitored stocks and alert thresholds.