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@@ -0,0 +1,665 @@
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+use tokio::time::Instant;
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+use std::collections::{BTreeMap, HashMap};
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+use std::io::Error;
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+use std::sync::Arc;
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+use std::sync::atomic::{AtomicBool};
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+use std::time::Duration;
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+use chrono::{Utc};
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+use reqwest::header::{CONTENT_TYPE, HeaderMap, HeaderValue};
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+use rust_decimal::Decimal;
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+use rust_decimal_macros::dec;
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+use tokio::sync::mpsc::{Sender};
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+use tokio::sync::{Mutex};
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+use tokio::time::sleep;
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+use tracing::{error, info, warn};
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+use global::cci::CentralControlInfo;
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+use global::clear_position_result::ClearPositionResult;
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+use global::params::Params;
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+use global::trace_stack::TraceStack;
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+use standard::{Account, Market, Order, Platform, Position, PositionModeEnum, SpecialTicker};
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+use standard::exchange::{Exchange};
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+use standard::exchange::ExchangeEnum::{BinanceSwap, BitgetSwap, BybitSwap, CoinexSwap, GateSwap, HtxSwap, KucoinSwap};
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+
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+use crate::model::{LocalPosition, OrderInfo};
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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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+use crate::utils::clip;
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+
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+
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+pub struct ClearCore {
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+ pub params: Params,
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+ // 启动时间
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+ pub start_time: i64,
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+ // 币对
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+ pub symbol: String,
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+ // 基础货币
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+ pub base: String,
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+ // 报价货币
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+ pub quote: String,
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+ //
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+ pub strategy: Strategy,
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+ // 本地挂单表
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+ pub local_orders: HashMap<String, OrderInfo>,
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+ // 本地订单缓存队列
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+ pub local_orders_backup: HashMap<String, OrderInfo>,
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+ // 本地订单缓存cid队列
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+ pub local_orders_backup_cid: Vec<String>,
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+ // 本地已处理cid缓存队列
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+ pub handled_orders_cid: Vec<String>,
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+ // 本地利润值
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+ pub local_profit: Decimal,
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+ // 本地U保证金
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+ pub local_cash: Decimal,
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+ // 本地币保证金
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+ pub local_coin: Decimal,
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+ // 仓位信息
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+ pub local_position: LocalPosition,
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+ // 仓位信息-来自订单
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+ pub local_position_by_orders: LocalPosition,
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+ //
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+ pub local_buy_amount: Decimal,
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+ pub local_sell_amount: Decimal,
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+ pub local_buy_value: Decimal,
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+ pub local_sell_value: Decimal,
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+ pub local_cancel_log: HashMap<String, i64>,
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+ pub interval: u64,
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+ pub exchange: String,
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+ pub exit_msg: String,
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+ // 仓位检查结果序列
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+ pub position_check_series: Vec<i8>,
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+ // 止损大小
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+ pub stop_loss: Decimal,
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+ // 资金使用率
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+ pub used_pct: Decimal,
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+ // 启停信号 0 表示运行 大于1开始倒计时 1时停机
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+ pub mode_signal: i8,
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+ // 交易盘口订单流更新时间
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+ pub trade_order_update_time: i64,
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+ // onTick触发时间记录
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+ pub on_tick_event_time: i64,
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+ // 盘口ticker信息
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+ pub tickers: HashMap<String, SpecialTicker>,
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+ // 盘口 depth信息
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+ pub depths: HashMap<String, Vec<Decimal>>,
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+ // 行情更新延迟监控(风控)
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+ pub market_update_time: HashMap<String, i64>,
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+ pub market_update_interval: HashMap<String, Decimal>,
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+ pub ref_num: i8,
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+ pub ref_name: Vec<String>,
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+ pub trade_name: String,
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+ pub ready: i8,
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+ pub predictor: Predictor,
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+ pub market: Market,
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+ pub platform_rest: Box<dyn Platform + Send + Sync>,
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+ // 市场最优买卖价
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+ pub max_buy_min_sell_cache: HashMap<String, Vec<Decimal>>,
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+ // 最近一次的depth信息
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+ pub local_depths: HashMap<String, Vec<Decimal>>,
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+ pub is_update: HashMap<String, bool>,
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+ pub running: Arc<AtomicBool>,
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+ pub hold_coin: Decimal,
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+
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+ // 打印限频
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+ pub prev_log_ready_timestamp: i64,
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+ pub log_ready_log_interval: i64,
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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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+
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+ // 老版的trader_msg留下来的
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+ pub agg_market: Vec<Decimal>,
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+ pub ref_price: Vec<Vec<Decimal>>,
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+ pub predict: Decimal,
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+}
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+
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+impl ClearCore {
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+ pub async fn new(exchange: String,
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+ params: Params,
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+ exchange_params: BTreeMap<String, String>,
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+ order_sender: Sender<Order>,
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+ error_sender: Sender<Error>,
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+ running: Arc<AtomicBool>,
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+ cci_arc: Arc<Mutex<CentralControlInfo>>) -> ClearCore {
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+ let symbol = params.pair.clone();
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+ let pairs: Vec<&str> = params.pair.split('_').collect();
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+ let mut core_obj = ClearCore {
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+ params: params.clone(),
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+ start_time: 0,
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+ symbol: symbol.clone(),
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+ base: pairs[0].to_string(),
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+ quote: pairs[1].to_string(),
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+ // 现货底仓
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+ hold_coin: clip(params.hold_coin, Decimal::ZERO, Decimal::ONE_HUNDRED * Decimal::ONE_HUNDRED),
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+ strategy: Strategy::new(¶ms, true),
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+ local_orders: Default::default(),
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+ local_orders_backup: Default::default(),
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+ local_orders_backup_cid: Default::default(),
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+ handled_orders_cid: Default::default(),
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+ local_profit: Default::default(),
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+ local_cash: Default::default(),
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+ local_coin: Default::default(),
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+ local_position: LocalPosition {
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+ long_pos: Default::default(),
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+ short_pos: Default::default(),
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+ long_avg: Default::default(),
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+ short_avg: Default::default(),
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+ },
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+ local_position_by_orders: LocalPosition {
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+ long_pos: Default::default(),
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+ short_pos: Default::default(),
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+ long_avg: Default::default(),
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+ short_avg: Default::default(),
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+ },
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+ local_buy_amount: Default::default(),
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+ local_sell_amount: Default::default(),
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+ local_buy_value: Default::default(),
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+ local_sell_value: Default::default(),
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+ local_cancel_log: Default::default(),
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+ interval: params.interval,
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+ exchange: params.exchange,
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+ exit_msg: "正常退出".to_string(),
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+ position_check_series: Default::default(),
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+ stop_loss: params.stop_loss,
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+ used_pct: dec!(0.95),
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+ mode_signal: 0,
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+ trade_order_update_time: Utc::now().timestamp_millis(),
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+ on_tick_event_time: Utc::now().timestamp_millis(),
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+ tickers: Default::default(),
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+ depths: Default::default(),
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+ market_update_time: Default::default(),
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+ market_update_interval: Default::default(),
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+ ref_num: params.ref_exchange.len() as i8,
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+ ref_name: Default::default(),
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+ trade_name: "".to_string(),
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+ ready: 0,
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+ predictor: Predictor {
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+ loop_count: 0,
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+ market_info_list: vec![],
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+ mid_price_list: vec![],
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+ ref_mid_price_per_exchange_per_frame: vec![],
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+ ref_exchange_length: 0,
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+ data_length_max: 0,
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+ alpha: vec![],
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+ gamma: Default::default(),
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+ avg_spread_list: vec![],
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+ },
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+ market: Market {
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+ symbol: symbol.clone(),
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+ base_asset: "".to_string(),
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+ quote_asset: "".to_string(),
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+ tick_size: Default::default(),
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+ price_precision: Default::default(),
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+ amount_precision: Default::default(),
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+ min_qty: Default::default(),
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+ max_qty: Default::default(),
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+ min_notional: Default::default(),
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+ max_notional: Default::default(),
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+ ct_val: Default::default(),
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+ amount_size: Default::default(),
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+ },
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+ platform_rest: match exchange.as_str() {
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+ "kucoin_usdt_swap" => {
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+ Exchange::new(KucoinSwap, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ }
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+ "gate_usdt_swap" => {
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+ Exchange::new(GateSwap, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ }
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+ // "gate_usdt_spot" => {
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+ // Exchange::new(GateSpot, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ // }
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+ "binance_usdt_swap" => {
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+ Exchange::new(BinanceSwap, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ }
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+ // "binance_spot" => {
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+ // Exchange::new(BinanceSpot, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ // }
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+ // "bitget_spot" => {
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+ // Exchange::new(BitgetSpot, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ // }
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+ "bitget_usdt_swap" => {
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+ Exchange::new(BitgetSwap, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ }
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+ // "okex_usdt_swap" => {
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+ // Exchange::new(OkxSwap, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ // }
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+ "bybit_usdt_swap" => {
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+ Exchange::new(BybitSwap, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ }
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+ "coinex_usdt_swap" => {
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+ Exchange::new(CoinexSwap, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ }
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+ "htx_usdt_swap" => {
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+ Exchange::new(HtxSwap, symbol, params.colo != 0i8, exchange_params, order_sender, error_sender).await
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+ }
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+ _ => {
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+ error!("203未找到对应的交易所rest枚举！");
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+ panic!("203未找到对应的交易所rest枚举！");
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+ }
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+ },
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+ max_buy_min_sell_cache: Default::default(),
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+ local_depths: Default::default(),
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+ is_update: Default::default(),
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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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+ cci_arc,
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+ agg_market: vec![],
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+ ref_price: vec![],
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+ predict: Default::default(),
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+ };
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+ for i in 0..=params.ref_exchange.len() - 1 {
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+ // 拼接不会消耗原字符串
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+ let tickers_key: String = format!("{}{}{}{}", params.ref_exchange[i], "@", params.ref_pair[i], "@ref");
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+ let ref_name_element = tickers_key.clone();
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+ let depths_key: String = tickers_key.clone();
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+ let market_update_time_key = tickers_key.clone();
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+ let market_update_interval_key = tickers_key.clone();
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+ let max_buy_min_sell_cache_key = tickers_key.clone();
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+
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+ core_obj.tickers.insert(tickers_key, SpecialTicker::new());
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+ core_obj.ref_name.push(ref_name_element);
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+ core_obj.depths.insert(depths_key, Default::default());
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+ core_obj.market_update_time.insert(market_update_time_key, Default::default());
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+ core_obj.market_update_interval.insert(market_update_interval_key, Default::default());
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+ core_obj.max_buy_min_sell_cache.insert(max_buy_min_sell_cache_key, vec![Decimal::ZERO, Decimal::ZERO]);
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+ }
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+ let name = format!("{}{}{}", core_obj.exchange.clone(), "@", core_obj.symbol);
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+ let market_update_time_key = name.clone();
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+ let market_update_interval_key = name.clone();
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+ let tickers_key = name.clone();
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+ let depths_key = name.clone();
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+ let max_buy_min_sell_cache_key = name.clone();
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+ core_obj.trade_name = name;
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+ core_obj.market_update_time.insert(market_update_time_key, Default::default());
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+ core_obj.market_update_interval.insert(market_update_interval_key, Default::default());
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+ core_obj.tickers.insert(tickers_key, SpecialTicker::new());
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+ core_obj.depths.insert(depths_key, Default::default());
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+ core_obj.max_buy_min_sell_cache.insert(max_buy_min_sell_cache_key, vec![Decimal::ZERO, Decimal::ZERO]);
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+ // broker.newWs
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+ let mut price_alpha: Vec<Decimal> = Vec::new();
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+ for ref_pair_str in params.ref_pair {
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+ if params.pair.contains("1000") && !ref_pair_str.contains("1000") {
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+ price_alpha.push(dec!(1000.0));
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+ } else if !params.pair.contains("1000") && ref_pair_str.contains("1000") {
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+ price_alpha.push(dec!(0.001))
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+ } else {
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+ price_alpha.push(dec!(1.0));
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+ }
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+ }
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+ info!("价格系数：{:?}", price_alpha);
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+ core_obj.predictor = Predictor::new(core_obj.ref_name.len())
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+ .alpha(price_alpha)
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+ .gamma(params.gamma);
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+
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+ return core_obj;
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+ }
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+
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+ pub fn log_ready_status(&mut self, msg: String) {
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+ // 隔一会再打印未准备就绪的台词
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+ let now_timestamp = Utc::now().timestamp_millis();
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+ if now_timestamp - self.prev_log_ready_timestamp > self.log_ready_log_interval {
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+ self.prev_log_ready_timestamp = now_timestamp;
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+ info!("{}", msg);
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+ }
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+ }
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+
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+
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+ // #[instrument(skip(self, data), level="TRACE")]
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+ pub async fn update_position(&mut self, data: Vec<Position>) {
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+ if data.is_empty() {
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+ return;
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+ }
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+ let mut position = LocalPosition::new();
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+ for pos in &data {
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+ if pos.position_mode == PositionModeEnum::Long {
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+ position.long_pos = pos.amount;
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+ position.long_avg = pos.price;
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+ } else if pos.position_mode == PositionModeEnum::Short {
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+ position.short_pos = pos.amount.abs();
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+ position.short_avg = pos.price;
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+ }
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+ }
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+ // 更新仓位信息
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+ if position != self.local_position {
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+ info!("收到新的仓位推送, position: {:?}", data);
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+ info!("更新本地仓位:{:?}", position);
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+ self.local_position = position;
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+ }
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+
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+ // 更新中控持仓相关的信息
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+ {
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+ let mut pos = self.local_position_by_orders.long_pos - self.local_position_by_orders.short_pos;
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+ if !self.exchange.contains("spot") {
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+ pos = self.local_position.long_pos - self.local_position.short_pos;
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+ }
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+ pos.rescale(8);
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+
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+ let mut entry_price;
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+ if pos.gt(&Decimal::ZERO) {
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+ entry_price = self.local_position_by_orders.long_avg;
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+ } else {
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+ entry_price = self.local_position_by_orders.short_avg;
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+ }
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+ entry_price.rescale(8);
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+
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+ let mut cci = self.cci_arc.lock().await;
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+ cci.pos = pos;
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+ cci.entry_price = entry_price;
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+ }
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+ }
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+
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+ // #[instrument(skip(self), level="TRACE")]
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+ pub async fn get_exchange_info(&mut self) {
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+ self.market = self.platform_rest.get_self_market();
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+ info!(?self.market);
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+ }
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+
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+ // #[instrument(skip(self, data), level="TRACE")]
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+ pub async fn update_equity(&mut self, data: Account) {
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+ /*
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+ 更新保证金信息
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+ 合约一直更新
|
|
|
+ 现货只有当出现异常时更新
|
|
|
+ */
|
|
|
+ if self.exchange.contains("spot") {
|
|
|
+ return;
|
|
|
+ }
|
|
|
+ self.local_cash = data.balance * self.used_pct;
|
|
|
+ }
|
|
|
+
|
|
|
+ // #[instrument(skip(self), level="TRACE")]
|
|
|
+ pub async fn update_equity_rest_swap(&mut self) {
|
|
|
+ match self.platform_rest.get_account().await {
|
|
|
+ Ok(account) => {
|
|
|
+ /*
|
|
|
+ 更新保证金信息
|
|
|
+ 合约一直更新
|
|
|
+ 现货只有当出现异常时更新
|
|
|
+ */
|
|
|
+ self.local_cash = account.balance * self.used_pct
|
|
|
+ }
|
|
|
+ Err(e) => {
|
|
|
+ info!("获取账户信息错误: {:?}", e);
|
|
|
+ }
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ pub async fn update_position_rest_swap(&mut self) {
|
|
|
+ let position = self.platform_rest.get_position().await;
|
|
|
+ match position {
|
|
|
+ Ok(val) => {
|
|
|
+ // info!("bybit_swap：定时获取的仓位信息");
|
|
|
+ self.update_position(val).await;
|
|
|
+ }
|
|
|
+ Err(err) => {
|
|
|
+ error!("bybit_swap：定时获取仓位信息错误!\nget_position:res_data={:?}", err);
|
|
|
+ }
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ // #[instrument(skip(self), level="TRACE")]
|
|
|
+ pub async fn update_equity_rest_spot(&mut self) {
|
|
|
+ match self.platform_rest.get_spot_account().await {
|
|
|
+ Ok(mut val) => {
|
|
|
+ // 如果返回的数组里没有交易货币，则补充交易货币
|
|
|
+ if !val.iter().any(|a| a.coin.to_uppercase().eq(&self.base.to_uppercase())) {
|
|
|
+ let mut base_coin_account = Account::new();
|
|
|
+ base_coin_account.coin = self.base.to_uppercase();
|
|
|
+ val.push(base_coin_account);
|
|
|
+ }
|
|
|
+
|
|
|
+ for account in val {
|
|
|
+ // 交易货币
|
|
|
+ if self.base.to_uppercase() == account.coin {
|
|
|
+ self.local_coin = account.balance;
|
|
|
+ }
|
|
|
+ // 本位货币
|
|
|
+ if self.quote.to_uppercase() == account.coin {
|
|
|
+ self.local_cash = account.balance;
|
|
|
+ }
|
|
|
+ }
|
|
|
+ }
|
|
|
+ Err(err) => {
|
|
|
+ error!("获取仓位信息异常: {}", err);
|
|
|
+ }
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ // #[instrument(skip(self, target_hold_coin), level="TRACE")]
|
|
|
+ pub async fn check_position(&mut self) -> ClearPositionResult {
|
|
|
+ let mut result = ClearPositionResult::new();
|
|
|
+ info!("------------------------------------------------------------------------------------------------------------");
|
|
|
+ info!("步骤一：检查挂单：");
|
|
|
+ match self.platform_rest.cancel_orders_all().await {
|
|
|
+ Ok(val) => {
|
|
|
+ let length = val.len();
|
|
|
+ result.clear_order_num = length.to_string();
|
|
|
+ info!("已清空所有挂单（{}条）", length);
|
|
|
+ result.clear_order_str = format!("清空所有挂单：{:?}", val);
|
|
|
+ for o in val {
|
|
|
+ info!(" {:?}", o);
|
|
|
+ }
|
|
|
+ }
|
|
|
+ Err(err) => {
|
|
|
+ warn!("取消所有订单异常({})，启动备用方法。", err);
|
|
|
+ match self.platform_rest.cancel_orders().await {
|
|
|
+ Ok(val) => {
|
|
|
+ let length = val.len();
|
|
|
+ result.clear_order_num = length.to_string();
|
|
|
+ result.clear_order_str = format!("清空所有挂单(备用)：{:?}", val);
|
|
|
+ info!("清空所有挂单（{}条）：{:?}", length, val);
|
|
|
+ }
|
|
|
+ Err(exc) => {
|
|
|
+ result.clear_order_str = exc.to_string();
|
|
|
+ result.clear_other_err = true;
|
|
|
+ error!("清空当前币对订单异常: {}", exc);
|
|
|
+ }
|
|
|
+ }
|
|
|
+ }
|
|
|
+ }
|
|
|
+ info!("挂单检查完毕。");
|
|
|
+ info!("");
|
|
|
+
|
|
|
+ info!("步骤二：检查仓位：");
|
|
|
+ match self.platform_rest.get_positions().await {
|
|
|
+ Ok(val) => {
|
|
|
+ info!("检查仓位信息");
|
|
|
+ result.clear_position_num = val.len().to_string();
|
|
|
+ for position in val {
|
|
|
+ if position.amount.eq(&Decimal::ZERO) {
|
|
|
+ continue;
|
|
|
+ }
|
|
|
+ info!(" 仓位：{:?}", position);
|
|
|
+ let price = Decimal::ZERO;
|
|
|
+ let side;
|
|
|
+ info!(?position);
|
|
|
+ match position.position_mode {
|
|
|
+ PositionModeEnum::Long => {
|
|
|
+ // pd
|
|
|
+ side = "pd";
|
|
|
+ }
|
|
|
+ PositionModeEnum::Short => {
|
|
|
+ // pk
|
|
|
+ side = "pk";
|
|
|
+ }
|
|
|
+ _ => {
|
|
|
+ error!(" 仓位position_mode匹配失败，不做操作！");
|
|
|
+ // 执行完当前币对 结束循环
|
|
|
+ continue;
|
|
|
+ }
|
|
|
+ }
|
|
|
+ // 发起清仓订单
|
|
|
+ let mut ts = TraceStack::new(0, Instant::now());
|
|
|
+ ts.on_before_send();
|
|
|
+
|
|
|
+ // 市价单
|
|
|
+ match self.platform_rest.take_order_symbol(position.symbol.clone(),
|
|
|
+ Decimal::ONE,
|
|
|
+ utils::generate_client_id(None).as_str(),
|
|
|
+ side,
|
|
|
+ price,
|
|
|
+ position.amount.abs()).await {
|
|
|
+ Ok(order) => {
|
|
|
+ ts.on_after_send();
|
|
|
+ info!(" {}仓位清除市价下单成功 {:?}, {}", position.symbol.clone(), order, ts.to_string());
|
|
|
+ result.clear_position_str = format!("{} >仓位信息：{:?} 下单信息: {:?}",result.clear_position_str, position, order);
|
|
|
+ // 执行完当前币对 结束循环
|
|
|
+ continue;
|
|
|
+ }
|
|
|
+ Err(error) => {
|
|
|
+ // ts.on_after_send();
|
|
|
+ error!(" {}仓位清除市价下单异常 {}, {}", position.symbol.clone(), error, ts.to_string());
|
|
|
+ result.clear_other_str = format!("{} >仓位信息：{:?} 下单异常信息: {:?}",result.clear_other_str, position, error);
|
|
|
+ // 执行完当前币对 结束循环
|
|
|
+ continue;
|
|
|
+ }
|
|
|
+ };
|
|
|
+ }
|
|
|
+ }
|
|
|
+ Err(error) => {
|
|
|
+ result.clear_other_err = true;
|
|
|
+ result.clear_position_str = format!("获取仓位异常 {}", error);
|
|
|
+ error!("获取仓位信息异常: {}", error);
|
|
|
+ }
|
|
|
+ }
|
|
|
+ info!("------------------------------------------------------------------------------------------------------------");
|
|
|
+ info!("");
|
|
|
+
|
|
|
+ return result;
|
|
|
+ }
|
|
|
+
|
|
|
+
|
|
|
+ // #[instrument(skip(self), level="TRACE")]
|
|
|
+ pub async fn exit(&mut self, check_id: String) -> bool {
|
|
|
+ info!("-------------------------启动退出流程({})----------------------------", self.exit_msg);
|
|
|
+ info!("");
|
|
|
+
|
|
|
+ let mut result = self.check_position().await;
|
|
|
+ // 设置机器人id
|
|
|
+ result.check_id = check_id;
|
|
|
+ info!("清仓程序结果 {:?}", result);
|
|
|
+ // 判断是否有清仓，是否有异常
|
|
|
+ if result.clear_position_num != "0" || result.clear_order_num != "0" || result.clear_other_err{
|
|
|
+ info!("上报了清仓信息！！！");
|
|
|
+ send_clear_msg_request(&result).await;
|
|
|
+ // 上报清仓日志
|
|
|
+ }
|
|
|
+
|
|
|
+ info!("订单、仓位清除完毕，为避免api失效导致遗漏仓位，建议人工复查。");
|
|
|
+ info!("停机原因：{}。", self.exit_msg);
|
|
|
+ return true;
|
|
|
+ }
|
|
|
+
|
|
|
+ // #[instrument(skip(self), level="TRACE")]
|
|
|
+ pub async fn before_trade(&mut self) -> bool {
|
|
|
+ sleep(Duration::from_secs(1)).await;
|
|
|
+ // 获取市场信息
|
|
|
+ self.get_exchange_info().await;
|
|
|
+ // 获取价格信息
|
|
|
+ let ticker = self.platform_rest.get_ticker().await.expect("获取价格信息异常!");
|
|
|
+ info!(?ticker);
|
|
|
+ let mp = (ticker.buy + ticker.sell) / Decimal::TWO;
|
|
|
+ // 获取账户信息
|
|
|
+ if self.exchange.contains("spot") {
|
|
|
+ self.update_equity_rest_spot().await;
|
|
|
+ } else {
|
|
|
+ self.update_equity_rest_swap().await;
|
|
|
+ }
|
|
|
+ // 更新中控账户相关信息
|
|
|
+ {
|
|
|
+ let mut now_balance = self.local_cash / self.used_pct;
|
|
|
+ now_balance.rescale(4);
|
|
|
+
|
|
|
+ let mut cci = self.cci_arc.lock().await;
|
|
|
+ cci.now_balance = now_balance;
|
|
|
+ }
|
|
|
+ // 初始资金
|
|
|
+ let start_cash = self.local_cash.clone();
|
|
|
+ let start_coin = self.local_coin.clone();
|
|
|
+ if start_cash.is_zero() && start_coin.is_zero() {
|
|
|
+ self.exit_msg = format!("{}{}{}{}", "初始余额为零 cash: ", start_cash, " coin: ", start_coin);
|
|
|
+ }
|
|
|
+ info!("初始cash: {start_cash} 初始coin: {start_coin}");
|
|
|
+ // 初始化策略基础信息
|
|
|
+ if mp <= Decimal::ZERO {
|
|
|
+ self.exit_msg = format!("{}{}", "初始价格获取错误: ", mp);
|
|
|
+ return false;
|
|
|
+ } else {
|
|
|
+ info!("初始价格为 {}", mp);
|
|
|
+ }
|
|
|
+ self.strategy.mp = mp.clone();
|
|
|
+ self.strategy.start_cash = start_cash.clone();
|
|
|
+ self.strategy.start_coin = start_coin.clone();
|
|
|
+ self.strategy.start_equity = start_cash + start_coin * mp;
|
|
|
+ self.strategy.max_equity = self.strategy.start_equity.clone();
|
|
|
+ self.strategy.equity = self.strategy.start_equity.clone();
|
|
|
+ self.strategy.total_amount = self.strategy.equity * self.strategy.lever_rate / self.strategy.mp;
|
|
|
+ // 获取数量精度
|
|
|
+ self.strategy.step_size = self.market.amount_size.clone();
|
|
|
+ if self.strategy.step_size > Decimal::ONE {
|
|
|
+ self.strategy.step_size = self.strategy.step_size.trunc();
|
|
|
+ }
|
|
|
+ // 获取价格精度
|
|
|
+ self.strategy.tick_size = self.market.tick_size.clone();
|
|
|
+ if self.strategy.tick_size > Decimal::ONE {
|
|
|
+ self.strategy.tick_size = self.strategy.tick_size.trunc();
|
|
|
+ }
|
|
|
+ if self.strategy.step_size.is_zero() || self.strategy.tick_size.is_zero() {
|
|
|
+ self.exit_msg = format!("{}{}{}{}", "交易精度未正常获取 step_size: ", self.strategy.step_size, " tick_size:", self.strategy.tick_size);
|
|
|
+ return false;
|
|
|
+ } else {
|
|
|
+ info!("数量精度 {}", self.strategy.step_size);
|
|
|
+ info!("价格精度 {}", self.strategy.tick_size);
|
|
|
+ }
|
|
|
+
|
|
|
+ // 初始化调度器
|
|
|
+ self.local_cash = start_cash;
|
|
|
+ self.local_coin = start_coin;
|
|
|
+
|
|
|
+ // 买入平台币
|
|
|
+ if self.exchange.contains("spot") { // 现货
|
|
|
+
|
|
|
+ }
|
|
|
+
|
|
|
+ // 清空挂单和仓位
|
|
|
+ return true;
|
|
|
+ }
|
|
|
+}
|
|
|
+
|
|
|
+// 清仓消息上报中控
|
|
|
+pub async fn send_clear_msg_request(body_params: &ClearPositionResult) {
|
|
|
+ // 创建客户端
|
|
|
+ let client = reqwest::Client::new();
|
|
|
+
|
|
|
+ // 创建请求头
|
|
|
+ let mut headers = HeaderMap::new();
|
|
|
+ headers.insert(CONTENT_TYPE, HeaderValue::from_static("application/json"));
|
|
|
+ headers.insert("report-token", HeaderValue::from_static("r7T$8gBV!f&L@E2+"));
|
|
|
+ headers.insert("auth", HeaderValue::from_static("4L"));
|
|
|
+
|
|
|
+ let body = serde_json::to_string(&body_params).unwrap();
|
|
|
+
|
|
|
+ // 发送 POST 请求
|
|
|
+ let res = client
|
|
|
+ .post("https://t4lapi.skyfffire.com/api/report/searchPositions")
|
|
|
+ .body(body)
|
|
|
+ .headers(headers)
|
|
|
+ .send()
|
|
|
+ .await;
|
|
|
+ match res {
|
|
|
+ Ok(response) => {
|
|
|
+ let status = response.status();
|
|
|
+ let response_text = response.text().await.unwrap_or("获取请求的响应文本异常".to_string());
|
|
|
+ // 检查响应状态并读取响应体
|
|
|
+ if status.is_success() {
|
|
|
+ info!("清仓结果上报中控,请求成功，响应文本: {}", response_text);
|
|
|
+ } else {
|
|
|
+ println!("清仓结果上报中控，请求失败: 响应异常码 {}，响应文本 {}", status, response_text);
|
|
|
+ }
|
|
|
+ },
|
|
|
+ Err(e) => {
|
|
|
+ error!("清仓结果上报中控，请求发送失败，异常：{}", e)
|
|
|
+ }
|
|
|
+ }
|
|
|
+}
|
JiahengHe