JiahengHe 2 jaren geleden
bovenliggende
commit
995a385023
1 gewijzigde bestanden met toevoegingen van 18 en 31 verwijderingen
  1. 18 31
      src/main.rs

+ 18 - 31
src/main.rs

@@ -102,7 +102,6 @@ impl Bot {
         if q < 1.0 {
             q = 1.0;
         }
-
         // 5.计算gamma值
         let gamma = calc_gamma(max_spread, q, last_std);
 
@@ -114,16 +113,16 @@ impl Bot {
             let dd = calc_deviation_range(self.rl_end, &self.spread_list, *i);
             // 8.获取Reservation price 预定价格
             let rp = calc_rp(self.mid_price, q, *i, gamma, last_std);
-            // eprintln!("rp {}, dd {}, ask {}, bid {}", rp, dd, ask, bid);
+
             if (rp + 0.5 * dd) < self.ask || (rp - 0.5 * dd) > self.bid {
                 continue;
             }
             // 9.获取dk,用于计算e的dk次方
             let dk = calc_dk(dd, gamma, last_std, *i);
-            // eprintln!("dk {}", dk);
+
             // 10.获取kappa
             let kappa = calc_kappa(gamma, dk, dd, *i);
-            // eprintln!("kappa {}", kappa);
+
             // 11.获取theta
             let cal_theta = calc_theta(gamma, last_std, kappa, *i);
             // 交易数量
@@ -214,7 +213,7 @@ impl Bot {
                 return Err(error);
             }
         };
-        println!("info: {:?}", balance_info);
+
         // 取消超时订单
         self.order_list_deal().await.expect("订单信息处理异常!");
 
@@ -261,8 +260,6 @@ impl Bot {
     }
 
     fn depth_handler(&mut self, depth: Depth) {
-        // println!("{:?}", depth)
-
         let (spread, mid_price, ask, bid) = get_spread(&depth);
         self.mid_price = mid_price;
         self.ask = ask;
@@ -279,6 +276,7 @@ async fn main() {
     let spread_list:Vec<f64> = Vec::new();
     // 币对-获取深度信息参数
     let symbol:String = "BTC_USDT".to_string();
+    let symbol_order:String = "BTC_USDT".to_string();
     // 限制数-获取深度信息参数
     let limit = 10;
     // 开始
@@ -313,6 +311,7 @@ async fn main() {
     let bot = Bot::new(spread_list, symbol.clone(), limit, short_interval, rl_start, rl_end, quantity_max, amount_decimal_places, order_info_map, last_buy_time, buy_time_limit, cancel_time_limit, price_decimal_places, spread_list_limit, exchange);
     let bot_arc = Arc::new(Mutex::new(bot));
     let bot_binance_depth_arc = Arc::clone(&bot_arc);
+    let bot_okx_order_arc = Arc::clone(&bot_arc);
 
     // bot主线程
     let bot_arc_thread = tokio::spawn(async move {
@@ -337,12 +336,6 @@ async fn main() {
 
             tokio::time::sleep(Duration::from_millis(100)).await;
         }
-
-        // loop {
-        //     println!("我是bot1111111111111");
-        //
-        //     tokio::time::sleep(Duration::from_millis(100)).await;
-        // }
     });
 
     // 各种订阅信息,辅助线程
@@ -351,24 +344,18 @@ async fn main() {
         let okx_secret_key_x= env::var("okx_secret_key").unwrap();
         let okx_passphrase_x= env::var("okx_passphrase").unwrap();
         let exchange_x:Exchange = Exchange::new(okx_access_key_x, okx_secret_key_x, okx_passphrase_x);
-        exchange_x.get_binance_depth(&symbol, 10, bot_binance_depth_arc).await;
-        // loop {
-        //     {
-        //         let bot = bot_binance_depth_arc.lock().await;
-        //         let callback = bot.depth_handler();
-        //
-        //         exchange.get_binance_depth(&symbol, 10, callback).await;
-        //     }
-        //
-        //     // tokio::time::sleep(Duration::from_millis(100)).await;
-        // }
-
-        // loop {
-        //     println!("我是sub222222222222222方法");
-        //
-        //     tokio::time::sleep(Duration::from_millis(1)).await;
-        // }
+        exchange_x.subscribe_binance_depth(&symbol, 10, bot_binance_depth_arc).await;
+    });
+
+
+    // 各种订阅信息,辅助线程
+    let subscribe_order_change_thread = tokio::spawn(async move {
+        let okx_access_key_y= env::var("okx_access_key").unwrap();
+        let okx_secret_key_y= env::var("okx_secret_key").unwrap();
+        let okx_passphrase_y= env::var("okx_passphrase").unwrap();
+        let exchange_x:Exchange = Exchange::new(okx_access_key_y, okx_secret_key_y, okx_passphrase_y);
+        exchange_x.subscribe_okx_order(&symbol_order,  bot_okx_order_arc).await;
     });
 
-    tokio::try_join!(bot_arc_thread, subscribe_binance_depth_thread).unwrap();
+    tokio::try_join!(bot_arc_thread, subscribe_binance_depth_thread, subscribe_order_change_thread).unwrap();
 }