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@@ -24,7 +24,7 @@ use standard::{Account, Market, Order, OrderCommand, Platform, Position, Positio
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use standard::exchange::{Exchange};
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use standard::exchange::ExchangeEnum::{BinanceSwap, GateSwap};
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-use crate::model::{LocalPosition, OrderInfo, OriginalTradeBa, TokenParam};
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+use crate::model::{LocalPosition, OrderInfo, TokenParam};
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use crate::predictor::Predictor;
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use crate::strategy::Strategy;
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use crate::utils;
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@@ -108,14 +108,6 @@ pub struct Core {
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pub prev_log_ready_timestamp: i64,
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pub log_ready_log_interval: i64,
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- // 订单流相关参数
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- pub side: String, // 当前方向, [normal, long, short]
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- pub trades: Vec<OriginalTradeBa>, // 订单流集合
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- pub recall_time: Decimal, // 前置时间
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- pub recall_max_count: usize, // 最大回溯条数
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- pub short_volume_rate: Decimal, // 主动性跌比率(0.01代表1%)
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- pub long_volume_rate: Decimal, // 主动性涨比率(0.01代表1%)
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-
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// 中控
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pub cci_arc: Arc<Mutex<CentralControlInfo>>, // 中控信息汇集
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@@ -246,12 +238,6 @@ impl Core {
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running,
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prev_log_ready_timestamp: 0,
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log_ready_log_interval: 10 * 1000,
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- side: "normal".to_string(),
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- trades: vec![],
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- recall_time: dec!(6180),
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- recall_max_count: 5000.to_usize().unwrap(),
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- short_volume_rate: dec!(0.618),
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- long_volume_rate: dec!(0.618),
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cci_arc,
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agg_market: vec![],
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ref_price: vec![],
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@@ -671,6 +657,7 @@ impl Core {
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&self.ref_price,
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&self.predict,
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&trace_stack.ins);
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+ TraceStack::show_delay(&trace_stack.ins);
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if orders.is_not_empty() {
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// debug!("触发onTick");
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@@ -678,7 +665,6 @@ impl Core {
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//异步交易所处理订单信号
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let mut platform_rest_fb = self.platform_rest.clone_box();
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// info!("订单指令:{:?}", orders);
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- TraceStack::show_delay(&trace_stack.ins);
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let mut ts = trace_stack.clone();
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ts.set_order_command(orders.to_string());
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spawn(async move {
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