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@@ -1168,76 +1168,77 @@ pub async fn run_transaction(quant_arc: Arc<Mutex<Quant>>, name: String, symbols
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match rx.recv().await {
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Some(data) => {
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debug!(?data);
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- if data.code == "200" {
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- if data.channel == "futures.order_book" {
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- let depth = standard::gate_handle::handle_special_depth(data);
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- {
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- let mut quant = bot_arc_clone.lock().await;
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- quant._update_depth(depth.depth.clone(), depth.name.clone());
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- quant._update_ticker(depth.ticker.clone(), depth.name.clone());
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- quant.local_depths.insert(depth.name, depth.depth);
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- }
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- } else if data.channel == "futures.balances" {
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- let account = standard::gate_handle::handle_account_info(data, run_symbol.clone());
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- {
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- let mut quant = bot_arc_clone.lock().await;
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- quant.update_equity(account);
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- }
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- } else if data.channel == "futures.orders" {
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- let orders = standard::gate_handle::handle_order(data, multiplier.clone());
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- let mut order_infos:Vec<OrderInfo> = Vec::new();
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- for order in orders.order{
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- let mut order_info = OrderInfo{
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- symbol: "".to_string(),
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- amount: Default::default(),
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- side: "".to_string(),
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- price: Default::default(),
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- client_id: order.custom_id,
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- filled_price: Default::default(),
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- filled: Default::default(),
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- order_id: order.id,
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- local_time: 0,
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- create_time: 0,
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- status: order.status,
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- fee: Default::default(),
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- };
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- if "REMOVE" == order_info.status {
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- order_info.amount = order.amount;
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- order_info.price = order.price;
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- order_info.filled = order.deal_amount;
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- order_info.filled_price = order.avg_price;
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- }
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- order_infos.push(order_info);
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- }
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- {
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- let mut quant = bot_arc_clone.lock().await;
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- quant.update_order(order_infos);
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- }
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- } else if data.channel == "futures.positions" {
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- let positions = standard::gate_handle::handle_position(data, multiplier.clone());
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- {
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- let mut quant = bot_arc_clone.lock().await;
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- quant.update_position(positions);
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+ if data.code != "200".to_string() {
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+ continue;
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+ }
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+ if data.channel == "futures.order_book" {
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+ let depth = standard::gate_handle::handle_special_depth(data);
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+ {
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+ let mut quant = bot_arc_clone.lock().await;
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+ quant._update_depth(depth.depth.clone(), depth.name.clone());
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+ quant._update_ticker(depth.ticker.clone(), depth.name.clone());
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+ quant.local_depths.insert(depth.name, depth.depth);
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+ }
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+ } else if data.channel == "futures.balances" {
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+ let account = standard::gate_handle::handle_account_info(data, run_symbol.clone());
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+ {
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+ let mut quant = bot_arc_clone.lock().await;
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+ quant.update_equity(account);
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+ }
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+ } else if data.channel == "futures.orders" {
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+ let orders = standard::gate_handle::handle_order(data, multiplier.clone());
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+ let mut order_infos:Vec<OrderInfo> = Vec::new();
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+ for order in orders.order{
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+ let mut order_info = OrderInfo{
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+ symbol: "".to_string(),
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+ amount: Default::default(),
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+ side: "".to_string(),
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+ price: Default::default(),
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+ client_id: order.custom_id,
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+ filled_price: Default::default(),
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+ filled: Default::default(),
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+ order_id: order.id,
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+ local_time: 0,
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+ create_time: 0,
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+ status: order.status,
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+ fee: Default::default(),
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+ };
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+ if "REMOVE" == order_info.status {
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+ order_info.amount = order.amount;
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+ order_info.price = order.price;
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+ order_info.filled = order.deal_amount;
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+ order_info.filled_price = order.avg_price;
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}
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- } else if data.channel == "futures.trades" {
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+ order_infos.push(order_info);
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+ }
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+ {
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+ let mut quant = bot_arc_clone.lock().await;
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+ quant.update_order(order_infos);
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+ }
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+ } else if data.channel == "futures.positions" {
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+ let positions = standard::gate_handle::handle_position(data, multiplier.clone());
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+ {
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let mut quant = bot_arc_clone.lock().await;
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- let str = data.lable.clone();
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- if quant.is_update.contains_key(&data.lable) && *quant.is_update.get(str.as_str()).unwrap(){
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- max_buy = Decimal::ZERO;
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- min_sell = Decimal::ZERO;
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- quant.is_update.remove(str.as_str());
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+ quant.update_position(positions);
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+ }
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+ } else if data.channel == "futures.trades" {
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+ let mut quant = bot_arc_clone.lock().await;
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+ let str = data.lable.clone();
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+ if quant.is_update.contains_key(&data.lable) && *quant.is_update.get(str.as_str()).unwrap(){
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+ max_buy = Decimal::ZERO;
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+ min_sell = Decimal::ZERO;
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+ quant.is_update.remove(str.as_str());
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+ }
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+ let trades: Vec<OriginalTradeGa> = serde_json::from_str(data.data.as_str()).unwrap();
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+ for trade in trades {
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+ if trade.price > max_buy || max_buy == Decimal::ZERO{
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+ max_buy = trade.price
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}
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- let trades: Vec<OriginalTradeGa> = serde_json::from_str(data.data.as_str()).unwrap();
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- for trade in trades {
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- if trade.price > max_buy || max_buy == Decimal::ZERO{
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- max_buy = trade.price
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- }
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- if trade.price < min_sell || min_sell == Decimal::ZERO{
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- min_sell = trade.price
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- }
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+ if trade.price < min_sell || min_sell == Decimal::ZERO{
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+ min_sell = trade.price
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}
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- quant.max_buy_min_sell_cache.insert(data.lable, vec![max_buy, min_sell]);
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}
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+ quant.max_buy_min_sell_cache.insert(data.lable, vec![max_buy, min_sell]);
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}
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},
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None => {
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@@ -1267,49 +1268,50 @@ pub async fn run_refer(quant_arc: Arc<Mutex<Quant>>, name: String, symbol: Vec<S
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loop {
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match rx.recv().await {
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Some(data) => {
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- if data.code == "200".to_string() {
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- if data.channel == "aggTrade" {
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- let trade: OriginalTradeBa = serde_json::from_str(data.data.as_str()).unwrap();
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- let str = data.lable.clone();
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- let mut quant = bot_arc_clone.lock().await;
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- if quant.is_update.contains_key(&data.lable) && *quant.is_update.get(str.as_str()).unwrap(){
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- max_buy = Decimal::ZERO;
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- min_sell = Decimal::ZERO;
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- quant.is_update.remove(str.as_str());
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- }
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- if trade.p > max_buy || max_buy == Decimal::ZERO{
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- max_buy = trade.p
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- }
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- if trade.p < min_sell || min_sell == Decimal::ZERO{
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- min_sell = trade.p
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- }
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- {
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- quant.max_buy_min_sell_cache.insert(data.lable, vec![max_buy, min_sell]);
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- }
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- } else if data.channel == "bookTicker" {
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- let ticker: OriginalTicker = serde_json::from_str(data.data.as_str()).unwrap();
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- if ticker.u > update_flag_u {
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- {
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- let mut quant = bot_arc_clone.lock().await;
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- quant._update_ticker(SpecialTicker{
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- sell: ticker.a.clone(),
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- buy: ticker.b.clone(),
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- mid_price: Default::default(),
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- }, data.lable.clone());
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- let depth = vec![ticker.b, ticker.B, ticker.a, ticker.A];
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- quant._update_depth(depth.clone(), data.lable.clone());
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- quant.local_depths.insert(data.lable.clone(), depth);
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- }
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- } else {
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- update_flag_u = ticker.u;
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- }
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- } else if data.channel == "depth" {
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- let depth = standard::binance_handle::handle_special_depth(data);
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+ if data.code != "200".to_string() {
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+ continue;
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+ }
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+ if data.channel == "aggTrade" {
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+ let trade: OriginalTradeBa = serde_json::from_str(data.data.as_str()).unwrap();
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+ let str = data.lable.clone();
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+ let mut quant = bot_arc_clone.lock().await;
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+ if quant.is_update.contains_key(&data.lable) && *quant.is_update.get(str.as_str()).unwrap(){
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+ max_buy = Decimal::ZERO;
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+ min_sell = Decimal::ZERO;
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+ quant.is_update.remove(str.as_str());
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+ }
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+ if trade.p > max_buy || max_buy == Decimal::ZERO{
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+ max_buy = trade.p
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+ }
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+ if trade.p < min_sell || min_sell == Decimal::ZERO{
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+ min_sell = trade.p
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+ }
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+ {
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+ quant.max_buy_min_sell_cache.insert(data.lable, vec![max_buy, min_sell]);
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+ }
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+ } else if data.channel == "bookTicker" {
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+ let ticker: OriginalTicker = serde_json::from_str(data.data.as_str()).unwrap();
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+ if ticker.u > update_flag_u {
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{
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let mut quant = bot_arc_clone.lock().await;
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- quant._update_depth(depth.depth.clone(), depth.name.clone());
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- quant.local_depths.insert(depth.name, depth.depth);
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+ quant._update_ticker(SpecialTicker{
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+ sell: ticker.a.clone(),
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+ buy: ticker.b.clone(),
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+ mid_price: Default::default(),
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+ }, data.lable.clone());
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+ let depth = vec![ticker.b, ticker.B, ticker.a, ticker.A];
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+ quant._update_depth(depth.clone(), data.lable.clone());
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+ quant.local_depths.insert(data.lable.clone(), depth);
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}
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+ } else {
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+ update_flag_u = ticker.u;
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+ }
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+ } else if data.channel == "depth" {
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+ let depth = standard::binance_handle::handle_special_depth(data);
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+ {
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+ let mut quant = bot_arc_clone.lock().await;
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+ quant._update_depth(depth.depth.clone(), depth.name.clone());
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+ quant.local_depths.insert(depth.name, depth.depth);
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}
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}
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},
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JiahengHe