冲击应该是交易交易所的。

strategy/src/binance_usdt_swap.rs

@@ -25,8 +25,7 @@ pub(crate) async fn reference_binance_swap_run(is_shutdown_arc: Arc<AtomicBool>,
         let (write_tx, write_rx) = futures_channel::mpsc::unbounded::<Message>();
         let mut ws = BinanceSwapWs::new_label(name, is_colo, None, BinanceSwapWsType::Public).await;
         ws.set_subscribe(vec![
-            BinanceSwapSubscribeType::PuBookTicker,
-            BinanceSwapSubscribeType::PuAggTrade
+            BinanceSwapSubscribeType::PuBookTicker
         ]);
 
         // 读取数据
@@ -68,7 +67,8 @@ pub(crate) async fn binance_swap_run(is_shutdown_arc: Arc<AtomicBool>,
         ws.set_subscribe(vec![
             BinanceSwapSubscribeType::PrPosition,
             BinanceSwapSubscribeType::PrAccount,
-            BinanceSwapSubscribeType::PrBalance
+            BinanceSwapSubscribeType::PrBalance,
+            BinanceSwapSubscribeType::PuAggTrade
         ]);
 
         // 读取数据

strategy/src/bitget_usdt_swap.rs

@@ -27,7 +27,6 @@ pub async fn reference_bitget_swap_run(is_shutdown_arc: Arc<AtomicBool>,
         let mut ws = BitgetSwapWs::new_label(name, is_colo, None, BitgetSwapWsType::Public);
         ws.set_subscribe(vec![
             BitgetSwapSubscribeType::PuBooks1,
-            BitgetSwapSubscribeType::PuTrade,
             BitgetSwapSubscribeType::PuKline("1".to_string()),
         ]);
 
@@ -84,6 +83,7 @@ pub(crate) async fn bitget_swap_run(is_shutdown_arc: Arc<AtomicBool>,
             BitgetSwapSubscribeType::PrOrders,
             BitgetSwapSubscribeType::PrAccount,
             BitgetSwapSubscribeType::PrPosition,
+            BitgetSwapSubscribeType::PuTrade,
         ]);
 
         let core_arc_clone_private = core_arc.clone();

strategy/src/bybit_usdt_swap.rs

@@ -28,7 +28,6 @@ pub(crate) async fn reference_bybit_swap_run(is_shutdown_arc: Arc<AtomicBool>,
         let mut ws = BybitSwapWs::new_label(name, is_colo, None, BybitSwapWsType::Public);
         ws.set_subscribe(vec![
             BybitSwapSubscribeType::PuOrderBook1,
-            BybitSwapSubscribeType::PuTrade,
             BybitSwapSubscribeType::PuKline("1".to_string()),
             // BybitSwapSubscribeType::PuTickers
         ]);
@@ -85,7 +84,8 @@ pub(crate) async fn bybit_swap_run(is_shutdown_arc: Arc<AtomicBool>,
         ws.set_subscribe(vec![
             BybitSwapSubscribeType::PrPosition,
             BybitSwapSubscribeType::PrOrder,
-            BybitSwapSubscribeType::PrWallet
+            BybitSwapSubscribeType::PrWallet,
+            BybitSwapSubscribeType::PuTrade,
         ]);
 
         let core_arc_clone_private = core_arc.clone();