trade数据修复

strategy/src/model.rs

@@ -86,8 +86,6 @@ pub struct OrderInfo{
 
 #[derive(Serialize, Deserialize)]
 pub struct OriginalTrade {
-    // 交易所名字
-    pub name: String,
     // 成交价格
     pub p: Decimal,
     // 买方是否是做市方。如true，则此次成交是一个主动卖出单，否则是一个主动买入单。

strategy/src/quant.rs

@@ -873,7 +873,7 @@ pub async fn run_refer(quant_arc: Arc<Mutex<Quant>>, name: String, symbol: Vec<S
     let ref_names = quant_arc.lock().await.params.ref_pair.clone();
     tokio::spawn( async move {
         let mut ba_exc = BinanceSwapWs::new_label(name, false, exchange_param, BinanceWsType::PublicAndPrivate, tx);
-        ba_exc.set_subscribe(vec![BinanceSubscribeType::PuDepth20levels100ms]);
+        ba_exc.set_subscribe(vec![ BinanceSubscribeType::PuAggTrade]);
         ba_exc.custom_subscribe(ref_names).await;
     });
     tokio::spawn(async move {
@@ -895,16 +895,16 @@ pub async fn run_refer(quant_arc: Arc<Mutex<Quant>>, name: String, symbol: Vec<S
                             if decimal == 99 {
                                 decimal = trade.p.scale();
                             }
-                            if trade.p > max_buy {
+                            if trade.p > max_buy || max_buy == Decimal::ZERO{
                                 max_buy = trade.p
                             }
-                            if trade.p < min_sell {
+                            if trade.p < min_sell || min_sell == Decimal::ZERO{
                                 min_sell = trade.p
                             }
                             {
                                 let mut quant = bot_arc_clone.lock().await;
-                                quant.max_buy_min_sell_cache.insert(trade.name, vec![max_buy, min_sell]);
-
+                                quant.max_buy_min_sell_cache.insert(data.lable, vec![max_buy, min_sell]);
+                                info!(?quant.max_buy_min_sell_cache);
                             }
                         } else if data.channel == "bookTicker" {
                             let ticker: OriginalTicker = serde_json::from_str(data.data.as_str()).unwrap();