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@@ -1,748 +1,748 @@
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-// use std::collections::{BTreeMap};
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-// use std::io::{Error, ErrorKind};
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-// use std::str::FromStr;
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-// use tokio::sync::mpsc::Sender;
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-// use async_trait::async_trait;
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-// use futures::stream::FuturesUnordered;
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-// use futures::TryStreamExt;
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-// use rust_decimal::Decimal;
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-// use serde_json::{from_value, json, Value};
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-// use rust_decimal::prelude::FromPrimitive;
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-// use serde::{Deserialize, Serialize};
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-// use tokio::time::Instant;
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-// use tracing::{error, info, trace};
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-// use exchanges::bybit_swap_rest::BybitSwapRest;
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-// use crate::{Platform, ExchangeEnum, Account, Position, Ticker, Market, Order, OrderCommand, PositionModeEnum};
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-// use global::trace_stack::TraceStack;
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-//
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-// #[derive(Debug, Clone, Deserialize, Serialize)]
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-// #[serde(rename_all = "camelCase")]
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-// struct SwapTicker {
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-// symbol: String,
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-// high_price24h: Decimal,
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-// low_price24h: Decimal,
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-// bid1_price: Decimal,
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-// ask1_price: Decimal,
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-// last_price: Decimal,
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-// volume24h: Decimal
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-// }
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-//
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-// #[allow(dead_code)]
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-// #[derive(Clone)]
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-// pub struct BybitSwap {
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-// exchange: ExchangeEnum,
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-// symbol: String,
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-// symbol_uppercase: String,
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-// is_colo: bool,
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-// params: BTreeMap<String, String>,
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-// request: BybitSwapRest,
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-// market: Market,
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-// order_sender: Sender<Order>,
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-// error_sender: Sender<Error>,
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-// }
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-//
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-// impl BybitSwap {
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-// pub async fn new(symbol: String, is_colo: bool, params: BTreeMap<String, String>, order_sender: Sender<Order>, error_sender: Sender<Error>) -> BybitSwap {
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-// let market = Market::new();
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-// let mut bybit_swap = BybitSwap {
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-// exchange: ExchangeEnum::BybitSwap,
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-// symbol: symbol.to_uppercase(),
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-// symbol_uppercase: symbol.replace("_", "").to_uppercase(),
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-// is_colo,
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-// params: params.clone(),
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-// request: BybitSwapRest::new(is_colo, params.clone()),
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-// market,
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-// order_sender,
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-// error_sender,
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-// };
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-//
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-// // 修改持仓模式
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-// let symbol_array: Vec<&str> = symbol.split("_").collect();
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-// let mode_result = bybit_swap.set_dual_mode(symbol_array[1], true).await;
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-// match mode_result {
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-// Ok(_) => {
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-// trace!("Bybit:设置持仓模式成功！")
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-// }
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-// Err(error) => {
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-// error!("Bybit:设置持仓模式失败！mode_result={}", error)
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-// }
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-// }
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-// // 获取市场信息
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-// bybit_swap.market = BybitSwap::get_market(&mut bybit_swap).await.unwrap_or(bybit_swap.market);
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-// return bybit_swap;
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-// }
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-// }
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-//
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-// #[async_trait]
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-// impl Platform for BybitSwap {
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-// // 克隆方法
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-// fn clone_box(&self) -> Box<dyn Platform + Send + Sync> { Box::new(self.clone()) }
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-// // 获取交易所模式
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-// fn get_self_exchange(&self) -> ExchangeEnum {
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-// ExchangeEnum::GateSwap
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-// }
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-// // 获取交易对
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-// fn get_self_symbol(&self) -> String { self.symbol.clone() }
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-// // 获取是否使用高速通道
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-// fn get_self_is_colo(&self) -> bool {
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-// self.is_colo
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-// }
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-// // 获取params信息
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-// fn get_self_params(&self) -> BTreeMap<String, String> {
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-// self.params.clone()
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-// }
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-// // 获取market信息
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-// fn get_self_market(&self) -> Market { self.market.clone() }
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-// // 获取请求时间
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-// fn get_request_delays(&self) -> Vec<i64> { self.request.get_delays() }
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-// // 获取请求平均时间
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-// fn get_request_avg_delay(&self) -> Decimal { self.request.get_avg_delay() }
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-// // 获取请求最大时间
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-// fn get_request_max_delay(&self) -> i64 { self.request.get_max_delay() }
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-//
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-// // 获取服务器时间
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-// async fn get_server_time(&mut self) -> Result<String, Error> {
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-// let res_data = self.request.get_server_time().await;
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-// if res_data.code == 200 {
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-// let result = res_data.data["server_time"].to_string();
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-// Ok(result)
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-// } else {
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// }
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-// // 获取账号信息
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-// async fn get_account(&mut self) -> Result<Account, Error> {
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-// let symbol_array: Vec<&str> = self.symbol.split("_").collect();
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-// let res_data = self.request.get_account_balance(symbol_array[1].parse().unwrap()).await;
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-// if res_data.code == 200 {
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-// let arr_infos: Vec<Value> = from_value(res_data.data["list"].clone()).unwrap();
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-// if arr_infos.len() < 1usize{
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-// return Err(Error::new(ErrorKind::NotFound, format!("{} 无账户信息", symbol_array[1])));
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-// }
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-// let coin_infos: Vec<Value> = from_value(arr_infos[0]["coin"].clone()).unwrap();
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-// if coin_infos.len() < 1usize{
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-// return Err(Error::new(ErrorKind::NotFound, format!("{} 无账户信息", symbol_array[1])));
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-// }
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-// let balance = Decimal::from_str(coin_infos[0]["equity"].as_str().unwrap()).unwrap();
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-// let available_balance = Decimal::from_str(coin_infos[0]["walletBalance"].as_str().unwrap()).unwrap();
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-// let frozen_balance = balance - available_balance;
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-// let result = Account {
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-// coin: symbol_array[1].to_string(),
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-// balance,
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-// available_balance,
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-// frozen_balance,
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-// stocks: Decimal::ZERO,
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-// available_stocks: Decimal::ZERO,
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-// frozen_stocks: Decimal::ZERO,
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-// };
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-// Ok(result)
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-// } else {
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// }
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-//
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-// async fn get_spot_account(&mut self) -> Result<Vec<Account>, Error> {
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-// Err(Error::new(ErrorKind::NotFound, "bybit_swap：该交易所方法未实现".to_string()))
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-// }
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-//
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-// // 获取持仓信息
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-// async fn get_position(&mut self) -> Result<Vec<Position>, Error> {
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-// let symbol = self.symbol_uppercase.clone();
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-// let ct_val = self.market.ct_val;
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-// let res_data = self.request.get_positions(symbol, "".to_string()).await;
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-// if res_data.code == 200 {
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-// let result = res_data.data["list"].as_array().unwrap().iter().map(|item| { format_position_item(item, ct_val) }).collect();
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-// Ok(result)
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-// } else {
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// }
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-// // 获取所有持仓
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-// async fn get_positions(&mut self) -> Result<Vec<Position>, Error> {
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-// let symbol_array: Vec<&str> = self.symbol.split("_").collect();
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-// let ct_val = self.market.ct_val;
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-// let res_data = self.request.get_positions("".to_string(), symbol_array[1].to_string().to_uppercase()).await;
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-// if res_data.code == 200 {
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-// info!("{}", res_data.data.to_string());
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-// let result = res_data.data["list"].as_array().unwrap().iter().map(|item| { format_position_item(item, ct_val) }).collect();
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-// Ok(result)
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-// } else {
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// }
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-// // 获取市场行情
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-// async fn get_ticker(&mut self) -> Result<Ticker, Error> {
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-// let symbol = self.symbol_uppercase.clone();
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-// let res_data = self.request.get_tickers(symbol).await;
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-// if res_data.code == 200 {
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-// let list :Vec<SwapTicker> = from_value(res_data.data["list"].clone()).unwrap_or(Vec::new());
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-//
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-// if list.len() < 1usize {
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-// error!("bybit_swap：获取Ticker信息错误!\nget_ticker:res_data={:?}", res_data);
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-// return Err(Error::new(ErrorKind::Other, res_data.to_string()));
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-// }
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-// let value = list[0].clone();
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-// Ok(Ticker{
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-// time: chrono::Utc::now().timestamp_millis(),
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-// high: value.high_price24h,
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-// low: value.low_price24h,
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-// sell: value.ask1_price,
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-// buy: value.bid1_price,
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-// last: value.last_price,
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-// volume: value.volume24h
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-// })
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-// } else {
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// }
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-//
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-// async fn get_ticker_symbol(&mut self, symbol: String) -> Result<Ticker, Error> {
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-// let symbol_upper = symbol.replace("_", "").to_uppercase();
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-// let res_data = self.request.get_tickers(symbol_upper.clone()).await;
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-// if res_data.code == 200 {
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-// let list: Vec<SwapTicker> = from_value(res_data.data["list"].clone()).unwrap();
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-// let ticker_info = list.iter().find(|&item| item.symbol == symbol_upper);
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-//
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-// match ticker_info {
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-// None => {
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-// error!("bybit_swap：获取Ticker信息错误!\nget_ticker:res_data={:?}", res_data);
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// Some(value) => {
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-// let result = Ticker {
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-// time: chrono::Utc::now().timestamp_millis(),
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-// high: value.high_price24h,
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-// low: value.low_price24h,
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-// sell: value.ask1_price,
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-// buy: value.bid1_price,
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-// last: value.last_price,
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-// volume: value.volume24h
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-// };
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-// Ok(result)
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-// }
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-// }
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-// } else {
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// }
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-//
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-// async fn get_market(&mut self) -> Result<Market, Error> {
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-// let symbol = self.symbol_uppercase.clone();
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-// let res_data = self.request.get_instruments_info(symbol.clone()).await;
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-// if res_data.code == 200 {
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-// let arr_data: Vec<Value> = from_value(res_data.data["list"].clone()).unwrap();
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-// let market_info = arr_data.iter().find(|&item| item["symbol"].as_str().unwrap() == symbol);
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-// match market_info {
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-// None => {
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-// error!("bybit_swap：获取Market信息错误!\nget_market:res_data={:?}", res_data);
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// Some(value) => {
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-// let base_coin = value["baseCoin"].as_str().unwrap();
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-// let quote_coin = value["quoteCoin"].as_str().unwrap();
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-// let name = format!("{}_{}",base_coin, quote_coin);
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-// let tick_size = Decimal::from_str(value["priceFilter"]["minPrice"].as_str().unwrap().trim()).unwrap();
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-// let min_qty = Decimal::from_str(value["lotSizeFilter"]["minOrderQty"].as_str().unwrap().trim()).unwrap();
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-// let max_qty = Decimal::from_str(value["lotSizeFilter"]["maxOrderQty"].as_str().unwrap().trim()).unwrap();
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-// let ct_val = Decimal::ONE;
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-//
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-// let amount_size = min_qty * ct_val;
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-// let price_precision = Decimal::from_u32(tick_size.scale()).unwrap();
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-// let amount_precision = Decimal::from_u32(amount_size.scale()).unwrap();
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-// let min_notional = min_qty * ct_val;
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-// let max_notional = max_qty * ct_val;
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-//
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-// let result = Market {
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-// symbol: name,
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-// base_asset: base_coin.to_string(),
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-// quote_asset: quote_coin.to_string(),
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-// tick_size,
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-// amount_size,
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-// price_precision,
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-// amount_precision,
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-// min_qty,
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-// max_qty,
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-// min_notional,
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-// max_notional,
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-// ct_val,
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-// };
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-// Ok(result)
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-// }
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-// }
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-// } else {
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// }
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-//
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-// async fn get_market_symbol(&mut self, symbol: String) -> Result<Market, Error> {
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-// let symbol = symbol.replace("_", "").to_uppercase();
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-// let res_data = self.request.get_instruments_info(symbol.clone()).await;
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-// if res_data.code == 200 {
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-// let arr_data: Vec<Value> = from_value(res_data.data["list"].clone()).unwrap();
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-// let market_info = arr_data.iter().find(|item| item["symbol"].as_str().unwrap() == symbol);
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-// match market_info {
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-// None => {
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-// error!("bybit_swap：获取Market信息错误!\nget_market:res_data={:?}", res_data);
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// Some(value) => {
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-// let base_coin = value["baseCoin"].as_str().unwrap();
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-// let quote_coin = value["quoteCoin"].as_str().unwrap();
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-// let name = format!("{}_{}",base_coin, quote_coin);
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-// let tick_size = Decimal::from_str(value["priceFilter"]["minPrice"].as_str().unwrap().trim()).unwrap();
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-// let min_qty = Decimal::from_str(value["lotSizeFilter"]["minOrderQty"].as_str().unwrap().trim()).unwrap();
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-// let max_qty = Decimal::from_str(value["lotSizeFilter"]["maxOrderQty"].as_str().unwrap().trim()).unwrap();
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-// let ct_val = Decimal::ONE;
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-//
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-// let amount_size = min_qty * ct_val;
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-// let price_precision = Decimal::from_u32(tick_size.scale()).unwrap();
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-// let amount_precision = Decimal::from_u32(amount_size.scale()).unwrap();
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-// let min_notional = min_qty * ct_val;
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-// let max_notional = max_qty * ct_val;
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-//
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-// let result = Market {
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-// symbol: name,
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-// base_asset: base_coin.to_string(),
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-// quote_asset: quote_coin.to_string(),
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-// tick_size,
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-// amount_size,
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-// price_precision,
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-// amount_precision,
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-// min_qty,
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-// max_qty,
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-// min_notional,
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-// max_notional,
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-// ct_val,
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-// };
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-// Ok(result)
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-// }
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-// }
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-// } else {
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-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
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-// }
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-// }
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-//
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-// // 获取订单详情
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-// async fn get_order_detail(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error> {
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-// let symbol = self.symbol_uppercase.clone();
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-// let ct_val = self.market.ct_val;
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-// let id = if !custom_id.trim().eq("") { format!("t-{}", custom_id) } else { String::new() };
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-// let res_data = self.request.get_order(symbol, order_id.parse().unwrap(), id).await;
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-// if res_data.code == 200 {
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-// let res_data_json: Value = res_data.data["list"].clone();
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-// if res_data_json.is_array() && res_data_json.as_array().unwrap().len() == 0 {
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-// return Err(Error::new(ErrorKind::Other, "没有该订单！"));
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-// }
|
|
|
-// let result = format_order_item(res_data_json.as_array().unwrap()[0].clone(), ct_val);
|
|
|
-// Ok(result)
|
|
|
-// } else {
|
|
|
-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
-// }
|
|
|
-// }
|
|
|
-// // 获取订单列表
|
|
|
-// async fn get_orders_list(&mut self, _status: &str) -> Result<Vec<Order>, Error> {
|
|
|
-// Err(Error::new(ErrorKind::Other, "bybit获取订单列表暂未实现".to_string()))
|
|
|
-// }
|
|
|
-// // 下单接口
|
|
|
-// async fn take_order(&mut self, custom_id: &str, origin_side: &str, price: Decimal, amount: Decimal) -> Result<Order, Error> {
|
|
|
-// let symbol = self.symbol_uppercase.clone();
|
|
|
-// let ct_val = self.market.ct_val;
|
|
|
-// let size = amount / ct_val;
|
|
|
-// let mut params = json!({
|
|
|
-// "orderLinkId": format!("t-{}", custom_id),
|
|
|
-// "symbol": symbol.to_string(),
|
|
|
-// "price": price.to_string(),
|
|
|
-// "category": "linear",
|
|
|
-// "orderType":"Limit",
|
|
|
-// "qty": json!(size),
|
|
|
-// // 0.單向持倉 1.買側雙向持倉 2.賣側雙向持倉
|
|
|
-// "positionIdx": json!(1),
|
|
|
-// "reduceOnly": json!(false)
|
|
|
-// });
|
|
|
-//
|
|
|
-// if price.eq(&Decimal::ZERO) {
|
|
|
-// params["timeInForce"] = json!("IOC".to_string());
|
|
|
-// }
|
|
|
-// match origin_side {
|
|
|
-// "kd" => {
|
|
|
-// params["side"] = json!("Buy");
|
|
|
-// }
|
|
|
-// "pd" => {
|
|
|
-// params["side"] = json!("Sell");
|
|
|
-// // 减仓
|
|
|
-// params["reduceOnly"] = json!(true);
|
|
|
-// }
|
|
|
-// "kk" => {
|
|
|
-// params["side"] = json!("Sell");
|
|
|
-// params["positionIdx"] = json!(2);
|
|
|
-// }
|
|
|
-// "pk" => {
|
|
|
-// params["side"] = json!("Buy");
|
|
|
-// // 减仓
|
|
|
-// params["reduceOnly"] = json!(true);
|
|
|
-// params["positionIdx"] = json!(2);
|
|
|
-// }
|
|
|
-// _ => { error!("下单参数错误"); }
|
|
|
-// };
|
|
|
-// let res_data = self.request.swap_order(params).await;
|
|
|
-// if res_data.code == 200 {
|
|
|
-// let result = format_new_order_item(res_data.data, price, size);
|
|
|
-// Ok(result)
|
|
|
-// } else {
|
|
|
-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// async fn take_order_symbol(&mut self, symbol: String, ct_val: Decimal, custom_id: &str, origin_side: &str, price: Decimal, amount: Decimal) -> Result<Order, Error> {
|
|
|
-// let symbol_upper = symbol.replace("_", "").trim().to_uppercase();
|
|
|
-// let size = (amount / ct_val).floor();
|
|
|
-// let order_type = if price == Decimal::ZERO {
|
|
|
-// "Market"
|
|
|
-// } else {
|
|
|
-// "Limit"
|
|
|
-// };
|
|
|
-// let mut params = json!({
|
|
|
-// "orderLinkId": format!("t-{}", custom_id),
|
|
|
-// "symbol": symbol_upper,
|
|
|
-// "price": price.to_string(),
|
|
|
-// "category": "linear",
|
|
|
-// "orderType": order_type,
|
|
|
-// "qty": json!(size),
|
|
|
-// // 0.單向持倉 1.買側雙向持倉 2.賣側雙向持倉
|
|
|
-// "positionIdx": json!(1),
|
|
|
-// "reduceOnly": json!(false)
|
|
|
-// });
|
|
|
-//
|
|
|
-// if price.eq(&Decimal::ZERO) {
|
|
|
-// params["timeInForce"] = json!("IOC".to_string());
|
|
|
-// }
|
|
|
-// match origin_side {
|
|
|
-// "kd" => {
|
|
|
-// params["side"] = json!("Buy");
|
|
|
-// }
|
|
|
-// "pd" => {
|
|
|
-// params["side"] = json!("Sell");
|
|
|
-// params["positionIdx"] = json!(1);
|
|
|
-// // 减仓
|
|
|
-// params["reduceOnly"] = json!(true);
|
|
|
-// }
|
|
|
-// "kk" => {
|
|
|
-// params["side"] = json!("Sell");
|
|
|
-// params["positionIdx"] = json!(2);
|
|
|
-// }
|
|
|
-// "pk" => {
|
|
|
-// params["side"] = json!("Buy");
|
|
|
-// params["positionIdx"] = json!(2);
|
|
|
-// // 减仓
|
|
|
-// params["reduceOnly"] = json!(true);
|
|
|
-// }
|
|
|
-// _ => { error!("下单参数错误"); }
|
|
|
-// };
|
|
|
-// let res_data = self.request.swap_order(params.clone()).await;
|
|
|
-// if res_data.code == 200 {
|
|
|
-// let result = format_new_order_item(res_data.data, price, size);
|
|
|
-// Ok(result)
|
|
|
-// } else {
|
|
|
-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// // 撤销订单
|
|
|
-// async fn cancel_order(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error> {
|
|
|
-// let symbol = self.symbol_uppercase.clone();
|
|
|
-// let id = format!("t-{}", custom_id);
|
|
|
-// let res_data = self.request.cancel_order(symbol, String::from(order_id), id.clone()).await;
|
|
|
-// if res_data.code == 200 {
|
|
|
-// let result = format_cancel_order_item(res_data.data);
|
|
|
-// Ok(result)
|
|
|
-// } else {
|
|
|
-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
-// }
|
|
|
-// }
|
|
|
-// // 批量撤销订单
|
|
|
-// async fn cancel_orders(&mut self) -> Result<Vec<Order>, Error> {
|
|
|
-// let symbol = self.symbol_uppercase.clone();
|
|
|
-// let res_data = self.request.cancel_orders(symbol).await;
|
|
|
-// if res_data.code == 200 {
|
|
|
-// info!("{}", res_data.data.to_string());
|
|
|
-// let res_arr: Vec<Value> = from_value(res_data.data).unwrap();
|
|
|
-// let result = res_arr.iter().map(|item| format_cancel_order_item(item.clone())).collect();
|
|
|
-// Ok(result)
|
|
|
-// } else {
|
|
|
-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// async fn cancel_orders_all(&mut self) -> Result<Vec<Order>, Error> {
|
|
|
-// let symbol = self.symbol_uppercase.clone();
|
|
|
-// let res_data = self.request.cancel_orders(symbol).await;
|
|
|
-// if res_data.code == 200 {
|
|
|
-// info!("{}", res_data.data.to_string());
|
|
|
-// let res_arr: Vec<Value> = from_value(res_data.data["list"].clone()).unwrap();
|
|
|
-// let result = res_arr.iter().map(|item| format_cancel_order_item(item.clone())).collect();
|
|
|
-// Ok(result)
|
|
|
-// } else {
|
|
|
-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// async fn take_stop_loss_order(&mut self, _stop_price: Decimal, _price: Decimal, _side: &str) -> Result<Value, Error> {
|
|
|
-// Err(Error::new(ErrorKind::NotFound, "bybit_swap：该交易所方法未实现".to_string()))
|
|
|
-// }
|
|
|
-//
|
|
|
-// async fn cancel_stop_loss_order(&mut self, _order_id: &str) -> Result<Value, Error> {
|
|
|
-// Err(Error::new(ErrorKind::NotFound, "bybit_swap：该交易所方法未实现".to_string()))
|
|
|
-// }
|
|
|
-//
|
|
|
-// // 设置持仓模式
|
|
|
-// async fn set_dual_mode(&mut self, _coin: &str, is_dual_mode: bool) -> Result<String, Error> {
|
|
|
-// let coin_format = self.symbol_uppercase.clone();
|
|
|
-// let mut mod_num = 0;
|
|
|
-// if is_dual_mode {
|
|
|
-// mod_num = 3;
|
|
|
-// }
|
|
|
-// let res_data = self.request.set_position_mode(coin_format, mod_num).await;
|
|
|
-// if res_data.code == 200 {
|
|
|
-// Ok(res_data.data.to_string())
|
|
|
-// } else {
|
|
|
-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// // 更新双持仓模式下杠杆
|
|
|
-// async fn set_dual_leverage(&mut self, leverage: &str) -> Result<String, Error> {
|
|
|
-// let symbol = self.symbol_uppercase.clone();
|
|
|
-// let res_data = self.request.set_leverage(symbol, leverage.to_string()).await;
|
|
|
-// if res_data.code == 200 {
|
|
|
-// Ok(res_data.data.to_string())
|
|
|
-// } else {
|
|
|
-// Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// async fn set_auto_deposit_status(&mut self, _status: bool) -> Result<String, Error> { Err(Error::new(ErrorKind::NotFound, "gate：该交易所方法未实现".to_string())) }
|
|
|
-//
|
|
|
-// // 交易账户互转
|
|
|
-// async fn wallet_transfers(&mut self, _coin: &str, _from: &str, _to: &str, _amount: Decimal) -> Result<String, Error> {
|
|
|
-// // let coin_format = coin.to_string().to_lowercase();
|
|
|
-// // let res_data = self.request.wallet_transfers(coin_format.clone(), from.to_string(), to.to_string(), amount.to_string(), coin_format.clone()).await;
|
|
|
-// // if res_data.code == 200 {
|
|
|
-// // let res_data_str = &res_data.data;
|
|
|
-// // let result = res_data_str.clone();
|
|
|
-// // Ok(result)
|
|
|
-// // } else {
|
|
|
-// // Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
-// // }
|
|
|
-// Err(Error::new(ErrorKind::Other, "暂未实现！"))
|
|
|
-// }
|
|
|
-//
|
|
|
-// // 指令下单
|
|
|
-// async fn command_order(&mut self, order_command: &mut OrderCommand, trace_stack: &TraceStack) {
|
|
|
-// // 下单指令
|
|
|
-// let mut handles = vec![];
|
|
|
-// for item in order_command.limits_open.keys() {
|
|
|
-// let mut self_clone = self.clone();
|
|
|
-//
|
|
|
-// let amount = Decimal::from_str(order_command.limits_open[item].get(0).unwrap_or(&"0".to_string())).unwrap();
|
|
|
-// let side = order_command.limits_open[item].get(1).unwrap().clone();
|
|
|
-// let price = Decimal::from_str(order_command.limits_open[item].get(2).unwrap_or(&"0".to_string())).unwrap();
|
|
|
-// let cid = order_command.limits_open[item].get(3).unwrap().clone();
|
|
|
-//
|
|
|
-// let mut ts = trace_stack.clone();
|
|
|
-//
|
|
|
-// let handle = tokio::spawn(async move {
|
|
|
-// ts.on_before_send();
|
|
|
-// // TraceStack::show_delay(&ts.ins);
|
|
|
-// let result = self_clone.take_order(cid.as_str(), side.as_str(), price, amount).await;
|
|
|
-// ts.on_after_send();
|
|
|
-// match result {
|
|
|
-// Ok(mut result) => {
|
|
|
-// // 记录此订单完成时间
|
|
|
-// result.trace_stack = ts;
|
|
|
-//
|
|
|
-// self_clone.order_sender.send(result).await.unwrap();
|
|
|
-// }
|
|
|
-// Err(error) => {
|
|
|
-// error!("bybit：下单失败：{:?}", error);
|
|
|
-//
|
|
|
-// let mut err_order = Order::new();
|
|
|
-// err_order.custom_id = cid.clone();
|
|
|
-// err_order.status = "REMOVE".to_string();
|
|
|
-//
|
|
|
-// self_clone.order_sender.send(err_order).await.unwrap();
|
|
|
-// self_clone.error_sender.send(error).await.unwrap();
|
|
|
-// }
|
|
|
-// }
|
|
|
-// });
|
|
|
-// handles.push(handle)
|
|
|
-// }
|
|
|
-// let futures = FuturesUnordered::from_iter(handles);
|
|
|
-// let _: Result<Vec<_>, _> = futures.try_collect().await;
|
|
|
-//
|
|
|
-// // 撤销订单
|
|
|
-// let mut cancel_handles = vec![];
|
|
|
-// for item in order_command.cancel.keys() {
|
|
|
-// let mut self_clone = self.clone();
|
|
|
-//
|
|
|
-// let order_id = order_command.cancel[item].get(1).unwrap().clone();
|
|
|
-// let custom_id = order_command.cancel[item].get(0).unwrap().clone();
|
|
|
-//
|
|
|
-// let handle = tokio::spawn(async move {
|
|
|
-// let result = self_clone.cancel_order(&order_id, &custom_id).await;
|
|
|
-// match result {
|
|
|
-// Ok(_) => {
|
|
|
-// // result_sd.send(result).await.unwrap();
|
|
|
-// }
|
|
|
-// Err(error) => {
|
|
|
-// // 取消失败去查订单。
|
|
|
-// let query_rst = self_clone.get_order_detail(&order_id, &custom_id).await;
|
|
|
-// match query_rst {
|
|
|
-// Ok(order) => {
|
|
|
-// self_clone.order_sender.send(order).await.unwrap();
|
|
|
-// }
|
|
|
-// Err(_err) => {
|
|
|
-// error!("bybit：撤单失败，而且查单也失败了，oid={}, cid={}。", order_id.clone(), custom_id.clone());
|
|
|
-// }
|
|
|
-// }
|
|
|
-// self_clone.error_sender.send(error).await.unwrap();
|
|
|
-// }
|
|
|
-// }
|
|
|
-// });
|
|
|
-// cancel_handles.push(handle)
|
|
|
-// }
|
|
|
-// let futures = FuturesUnordered::from_iter(cancel_handles);
|
|
|
-// let _: Result<Vec<_>, _> = futures.try_collect().await;
|
|
|
-//
|
|
|
-// // 检查订单指令
|
|
|
-// let mut check_handles = vec![];
|
|
|
-// for item in order_command.check.keys() {
|
|
|
-// let mut self_clone = self.clone();
|
|
|
-//
|
|
|
-// let order_id = order_command.check[item].get(1).unwrap().clone();
|
|
|
-// let custom_id = order_command.check[item].get(0).unwrap().clone();
|
|
|
-//
|
|
|
-// let handle = tokio::spawn(async move {
|
|
|
-// let result = self_clone.get_order_detail(&order_id, &custom_id).await;
|
|
|
-// match result {
|
|
|
-// Ok(result) => {
|
|
|
-// self_clone.order_sender.send(result).await.unwrap();
|
|
|
-// }
|
|
|
-// Err(error) => {
|
|
|
-// self_clone.error_sender.send(error).await.unwrap();
|
|
|
-// }
|
|
|
-// }
|
|
|
-// });
|
|
|
-// check_handles.push(handle)
|
|
|
-// }
|
|
|
-// let futures = FuturesUnordered::from_iter(check_handles);
|
|
|
-// let _: Result<Vec<_>, _> = futures.try_collect().await;
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// pub fn format_position_item(position: &Value, ct_val: Decimal) -> Position {
|
|
|
-// let position_idx = position["positionIdx"].to_string();
|
|
|
-// let mut position_mode = match position_idx.as_str() {
|
|
|
-// "0" => PositionModeEnum::Both,
|
|
|
-// "1" => PositionModeEnum::Long,
|
|
|
-// "2" => PositionModeEnum::Short,
|
|
|
-// _ => {
|
|
|
-// error!("bybit_swap：格式化持仓模式错误！\nformat_position_item:position={:?}", position);
|
|
|
-// panic!("bybit_swap：格式化持仓模式错误！\nformat_position_item:position={:?}", position)
|
|
|
-// }
|
|
|
-// };
|
|
|
-// let size_str: String = from_value(position["size"].clone()).unwrap();
|
|
|
-// let size = Decimal::from_str(size_str.as_str()).unwrap();
|
|
|
-// let amount = size * ct_val;
|
|
|
-// let mut profit = Decimal::ZERO;
|
|
|
-// let profit_str = position["unrealisedPnl"].as_str().unwrap_or("0");
|
|
|
-// if profit_str != "" {
|
|
|
-// profit = Decimal::from_str(profit_str).unwrap();
|
|
|
-// }
|
|
|
-//
|
|
|
-// match position_mode {
|
|
|
-// PositionModeEnum::Both => {
|
|
|
-// position_mode = match amount {
|
|
|
-// amount if amount > Decimal::ZERO => PositionModeEnum::Long,
|
|
|
-// amount if amount < Decimal::ZERO => PositionModeEnum::Short,
|
|
|
-// _ => { PositionModeEnum::Both }
|
|
|
-// }
|
|
|
-// }
|
|
|
-// _ => {}
|
|
|
-// }
|
|
|
-// Position {
|
|
|
-// symbol: position["symbol"].as_str().unwrap_or("").parse().unwrap(),
|
|
|
-// margin_level: Decimal::from_str(position["leverage"].as_str().unwrap()).unwrap(),
|
|
|
-// amount,
|
|
|
-// frozen_amount: Decimal::ZERO,
|
|
|
-// price: Decimal::from_str(position["avgPrice"].as_str().unwrap()).unwrap(),
|
|
|
-// profit,
|
|
|
-// position_mode,
|
|
|
-// margin: Decimal::from_str(position["positionBalance"].as_str().unwrap()).unwrap(),
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// fn format_cancel_order_item(order: Value) -> Order {
|
|
|
-// Order {
|
|
|
-// id: format!("{}", order["orderId"].as_str().unwrap()),
|
|
|
-// custom_id: order["orderLinkId"].as_str().unwrap().replace("t-my-custom-id_", "").replace("t-", ""),
|
|
|
-// price: Decimal::ZERO,
|
|
|
-// amount: Decimal::ZERO,
|
|
|
-// deal_amount: Decimal::ZERO,
|
|
|
-// avg_price: Decimal::ZERO,
|
|
|
-// status: "REMOVE".to_string(),
|
|
|
-// order_type: "limit".to_string(),
|
|
|
-// trace_stack: TraceStack::new(0, Instant::now()).on_special("688 trace_stack".to_string())
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// fn format_new_order_item(order: Value, price: Decimal, amount: Decimal) -> Order {
|
|
|
-// Order {
|
|
|
-// id: format!("{}", order["orderId"].as_str().unwrap()),
|
|
|
-// custom_id: order["orderLinkId"].as_str().unwrap().replace("t-my-custom-id_", "").replace("t-", ""),
|
|
|
-// price,
|
|
|
-// amount,
|
|
|
-// deal_amount: Decimal::ZERO,
|
|
|
-// avg_price: price,
|
|
|
-// status: "NEW".to_string(),
|
|
|
-// order_type: "limit".to_string(),
|
|
|
-// trace_stack: TraceStack::new(0, Instant::now()).on_special("688 trace_stack".to_string())
|
|
|
-// }
|
|
|
-// }
|
|
|
-//
|
|
|
-// pub fn format_order_item(order: Value, ct_val: Decimal) -> Order {
|
|
|
-// let status = order["orderStatus"].as_str().unwrap_or("");
|
|
|
-// let text = order["orderLinkId"].as_str().unwrap_or("");
|
|
|
-// let mut size = Decimal::ZERO;
|
|
|
-// let mut deal_amount = Decimal::ZERO;
|
|
|
-// let mut avg_price = Decimal::ZERO;
|
|
|
-//
|
|
|
-// let right_str = order["cumExecQty"].to_string();
|
|
|
-// let size_str = order["qty"].to_string();
|
|
|
-//
|
|
|
-// if !order.get("qty").is_some() {
|
|
|
-// size = Decimal::from_str(size_str.as_str()).unwrap();
|
|
|
-// let right_val = Decimal::from_str(order["cumExecValue"].as_str().unwrap()).unwrap();
|
|
|
-// let right = Decimal::from_str(right_str.as_str()).unwrap();
|
|
|
-// if right != Decimal::ZERO {
|
|
|
-// avg_price = right_val / right;
|
|
|
-// }
|
|
|
-// deal_amount = right * ct_val;
|
|
|
-// }
|
|
|
-//
|
|
|
-// let amount = size * ct_val;
|
|
|
-// let custom_status = if status == "Filled" || status == "Cancelled" { "REMOVE".to_string() } else if status == "New" { "NEW".to_string() } else {
|
|
|
-// "NULL".to_string()
|
|
|
-// };
|
|
|
-// let rst_order = Order {
|
|
|
-// id: format!("{}", order["orderId"].as_str().unwrap()),
|
|
|
-// custom_id: text.replace("t-my-custom-id_", "").replace("t-", ""),
|
|
|
-// price: Decimal::from_str(order["price"].as_str().unwrap()).unwrap(),
|
|
|
-// amount,
|
|
|
-// deal_amount,
|
|
|
-// avg_price,
|
|
|
-// status: custom_status,
|
|
|
-// order_type: "limit".to_string(),
|
|
|
-// trace_stack: TraceStack::new(0, Instant::now()).on_special("688 trace_stack".to_string()),
|
|
|
-// };
|
|
|
-// return rst_order;
|
|
|
-// }
|
|
|
+use std::collections::{BTreeMap};
|
|
|
+use std::io::{Error, ErrorKind};
|
|
|
+use std::str::FromStr;
|
|
|
+use tokio::sync::mpsc::Sender;
|
|
|
+use async_trait::async_trait;
|
|
|
+use futures::stream::FuturesUnordered;
|
|
|
+use futures::TryStreamExt;
|
|
|
+use rust_decimal::Decimal;
|
|
|
+use serde_json::{from_value, json, Value};
|
|
|
+use rust_decimal::prelude::FromPrimitive;
|
|
|
+use serde::{Deserialize, Serialize};
|
|
|
+use tokio::time::Instant;
|
|
|
+use tracing::{error, info, trace};
|
|
|
+use exchanges::bybit_swap_rest::BybitSwapRest;
|
|
|
+use crate::{Platform, ExchangeEnum, Account, Position, Ticker, Market, Order, OrderCommand, PositionModeEnum};
|
|
|
+use global::trace_stack::TraceStack;
|
|
|
+
|
|
|
+#[derive(Debug, Clone, Deserialize, Serialize)]
|
|
|
+#[serde(rename_all = "camelCase")]
|
|
|
+struct SwapTicker {
|
|
|
+ symbol: String,
|
|
|
+ high_price24h: Decimal,
|
|
|
+ low_price24h: Decimal,
|
|
|
+ bid1_price: Decimal,
|
|
|
+ ask1_price: Decimal,
|
|
|
+ last_price: Decimal,
|
|
|
+ volume24h: Decimal
|
|
|
+}
|
|
|
+
|
|
|
+#[allow(dead_code)]
|
|
|
+#[derive(Clone)]
|
|
|
+pub struct BybitSwap {
|
|
|
+ exchange: ExchangeEnum,
|
|
|
+ symbol: String,
|
|
|
+ symbol_uppercase: String,
|
|
|
+ is_colo: bool,
|
|
|
+ params: BTreeMap<String, String>,
|
|
|
+ request: BybitSwapRest,
|
|
|
+ market: Market,
|
|
|
+ order_sender: Sender<Order>,
|
|
|
+ error_sender: Sender<Error>,
|
|
|
+}
|
|
|
+
|
|
|
+impl BybitSwap {
|
|
|
+ pub async fn new(symbol: String, is_colo: bool, params: BTreeMap<String, String>, order_sender: Sender<Order>, error_sender: Sender<Error>) -> BybitSwap {
|
|
|
+ let market = Market::new();
|
|
|
+ let mut bybit_swap = BybitSwap {
|
|
|
+ exchange: ExchangeEnum::BybitSwap,
|
|
|
+ symbol: symbol.to_uppercase(),
|
|
|
+ symbol_uppercase: symbol.replace("_", "").to_uppercase(),
|
|
|
+ is_colo,
|
|
|
+ params: params.clone(),
|
|
|
+ request: BybitSwapRest::new(is_colo, params.clone()),
|
|
|
+ market,
|
|
|
+ order_sender,
|
|
|
+ error_sender,
|
|
|
+ };
|
|
|
+
|
|
|
+ // 修改持仓模式
|
|
|
+ let symbol_array: Vec<&str> = symbol.split("_").collect();
|
|
|
+ let mode_result = bybit_swap.set_dual_mode(symbol_array[1], true).await;
|
|
|
+ match mode_result {
|
|
|
+ Ok(_) => {
|
|
|
+ trace!("Bybit:设置持仓模式成功！")
|
|
|
+ }
|
|
|
+ Err(error) => {
|
|
|
+ error!("Bybit:设置持仓模式失败！mode_result={}", error)
|
|
|
+ }
|
|
|
+ }
|
|
|
+ // 获取市场信息
|
|
|
+ bybit_swap.market = BybitSwap::get_market(&mut bybit_swap).await.unwrap_or(bybit_swap.market);
|
|
|
+ bybit_swap
|
|
|
+ }
|
|
|
+}
|
|
|
+
|
|
|
+#[async_trait]
|
|
|
+impl Platform for BybitSwap {
|
|
|
+ // 克隆方法
|
|
|
+ fn clone_box(&self) -> Box<dyn Platform + Send + Sync> { Box::new(self.clone()) }
|
|
|
+ // 获取交易所模式
|
|
|
+ fn get_self_exchange(&self) -> ExchangeEnum {
|
|
|
+ ExchangeEnum::GateSwap
|
|
|
+ }
|
|
|
+ // 获取交易对
|
|
|
+ fn get_self_symbol(&self) -> String { self.symbol.clone() }
|
|
|
+ // 获取是否使用高速通道
|
|
|
+ fn get_self_is_colo(&self) -> bool {
|
|
|
+ self.is_colo
|
|
|
+ }
|
|
|
+ // 获取params信息
|
|
|
+ fn get_self_params(&self) -> BTreeMap<String, String> {
|
|
|
+ self.params.clone()
|
|
|
+ }
|
|
|
+ // 获取market信息
|
|
|
+ fn get_self_market(&self) -> Market { self.market.clone() }
|
|
|
+ // 获取请求时间
|
|
|
+ fn get_request_delays(&self) -> Vec<i64> { self.request.get_delays() }
|
|
|
+ // 获取请求平均时间
|
|
|
+ fn get_request_avg_delay(&self) -> Decimal { self.request.get_avg_delay() }
|
|
|
+ // 获取请求最大时间
|
|
|
+ fn get_request_max_delay(&self) -> i64 { self.request.get_max_delay() }
|
|
|
+
|
|
|
+ // 获取服务器时间
|
|
|
+ async fn get_server_time(&mut self) -> Result<String, Error> {
|
|
|
+ let res_data = self.request.get_server_time().await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let result = res_data.data["server_time"].to_string();
|
|
|
+ Ok(result)
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+ // 获取账号信息
|
|
|
+ async fn get_account(&mut self) -> Result<Account, Error> {
|
|
|
+ let symbol_array: Vec<&str> = self.symbol.split("_").collect();
|
|
|
+ let res_data = self.request.get_account_balance(symbol_array[1].parse().unwrap()).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let arr_infos: Vec<Value> = from_value(res_data.data["list"].clone()).unwrap();
|
|
|
+ if arr_infos.len() < 1usize{
|
|
|
+ return Err(Error::new(ErrorKind::NotFound, format!("{} 无账户信息", symbol_array[1])));
|
|
|
+ }
|
|
|
+ let coin_infos: Vec<Value> = from_value(arr_infos[0]["coin"].clone()).unwrap();
|
|
|
+ if coin_infos.len() < 1usize{
|
|
|
+ return Err(Error::new(ErrorKind::NotFound, format!("{} 无账户信息", symbol_array[1])));
|
|
|
+ }
|
|
|
+ let balance = Decimal::from_str(coin_infos[0]["equity"].as_str().unwrap()).unwrap();
|
|
|
+ let available_balance = Decimal::from_str(coin_infos[0]["walletBalance"].as_str().unwrap()).unwrap();
|
|
|
+ let frozen_balance = balance - available_balance;
|
|
|
+ let result = Account {
|
|
|
+ coin: symbol_array[1].to_string(),
|
|
|
+ balance,
|
|
|
+ available_balance,
|
|
|
+ frozen_balance,
|
|
|
+ stocks: Decimal::ZERO,
|
|
|
+ available_stocks: Decimal::ZERO,
|
|
|
+ frozen_stocks: Decimal::ZERO,
|
|
|
+ };
|
|
|
+ Ok(result)
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ async fn get_spot_account(&mut self) -> Result<Vec<Account>, Error> {
|
|
|
+ Err(Error::new(ErrorKind::NotFound, "bybit_swap：该交易所方法未实现".to_string()))
|
|
|
+ }
|
|
|
+
|
|
|
+ // 获取持仓信息
|
|
|
+ async fn get_position(&mut self) -> Result<Vec<Position>, Error> {
|
|
|
+ let symbol = self.symbol_uppercase.clone();
|
|
|
+ let ct_val = self.market.multiplier;
|
|
|
+ let res_data = self.request.get_positions(symbol, "".to_string()).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let result = res_data.data["list"].as_array().unwrap().iter().map(|item| { format_position_item(item, ct_val) }).collect();
|
|
|
+ Ok(result)
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+ // 获取所有持仓
|
|
|
+ async fn get_positions(&mut self) -> Result<Vec<Position>, Error> {
|
|
|
+ let symbol_array: Vec<&str> = self.symbol.split("_").collect();
|
|
|
+ let ct_val = self.market.multiplier;
|
|
|
+ let res_data = self.request.get_positions("".to_string(), symbol_array[1].to_string().to_uppercase()).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ info!("{}", res_data.data.to_string());
|
|
|
+ let result = res_data.data["list"].as_array().unwrap().iter().map(|item| { format_position_item(item, ct_val) }).collect();
|
|
|
+ Ok(result)
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+ // 获取市场行情
|
|
|
+ async fn get_ticker(&mut self) -> Result<Ticker, Error> {
|
|
|
+ let symbol = self.symbol_uppercase.clone();
|
|
|
+ let res_data = self.request.get_tickers(symbol).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let list :Vec<SwapTicker> = from_value(res_data.data["list"].clone()).unwrap_or(Vec::new());
|
|
|
+
|
|
|
+ if list.len() < 1usize {
|
|
|
+ error!("bybit_swap：获取Ticker信息错误!\nget_ticker:res_data={:?}", res_data);
|
|
|
+ return Err(Error::new(ErrorKind::Other, res_data.to_string()));
|
|
|
+ }
|
|
|
+ let value = list[0].clone();
|
|
|
+ Ok(Ticker{
|
|
|
+ time: chrono::Utc::now().timestamp_millis(),
|
|
|
+ high: value.high_price24h,
|
|
|
+ low: value.low_price24h,
|
|
|
+ sell: value.ask1_price,
|
|
|
+ buy: value.bid1_price,
|
|
|
+ last: value.last_price,
|
|
|
+ volume: value.volume24h
|
|
|
+ })
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ async fn get_ticker_symbol(&mut self, symbol: String) -> Result<Ticker, Error> {
|
|
|
+ let symbol_upper = symbol.replace("_", "").to_uppercase();
|
|
|
+ let res_data = self.request.get_tickers(symbol_upper.clone()).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let list: Vec<SwapTicker> = from_value(res_data.data["list"].clone()).unwrap();
|
|
|
+ let ticker_info = list.iter().find(|&item| item.symbol == symbol_upper);
|
|
|
+
|
|
|
+ match ticker_info {
|
|
|
+ None => {
|
|
|
+ error!("bybit_swap：获取Ticker信息错误!\nget_ticker:res_data={:?}", res_data);
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ Some(value) => {
|
|
|
+ let result = Ticker {
|
|
|
+ time: chrono::Utc::now().timestamp_millis(),
|
|
|
+ high: value.high_price24h,
|
|
|
+ low: value.low_price24h,
|
|
|
+ sell: value.ask1_price,
|
|
|
+ buy: value.bid1_price,
|
|
|
+ last: value.last_price,
|
|
|
+ volume: value.volume24h
|
|
|
+ };
|
|
|
+ Ok(result)
|
|
|
+ }
|
|
|
+ }
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ async fn get_market(&mut self) -> Result<Market, Error> {
|
|
|
+ let symbol = self.symbol_uppercase.clone();
|
|
|
+ let res_data = self.request.get_instruments_info(symbol.clone()).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let arr_data: Vec<Value> = from_value(res_data.data["list"].clone()).unwrap();
|
|
|
+ let market_info = arr_data.iter().find(|&item| item["symbol"].as_str().unwrap() == symbol);
|
|
|
+ match market_info {
|
|
|
+ None => {
|
|
|
+ error!("bybit_swap：获取Market信息错误!\nget_market:res_data={:?}", res_data);
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ Some(value) => {
|
|
|
+ let base_coin = value["baseCoin"].as_str().unwrap();
|
|
|
+ let quote_coin = value["quoteCoin"].as_str().unwrap();
|
|
|
+ let name = format!("{}_{}",base_coin, quote_coin);
|
|
|
+ let tick_size = Decimal::from_str(value["priceFilter"]["minPrice"].as_str().unwrap().trim()).unwrap();
|
|
|
+ let min_qty = Decimal::from_str(value["lotSizeFilter"]["minOrderQty"].as_str().unwrap().trim()).unwrap();
|
|
|
+ let max_qty = Decimal::from_str(value["lotSizeFilter"]["maxOrderQty"].as_str().unwrap().trim()).unwrap();
|
|
|
+ let ct_val = Decimal::ONE;
|
|
|
+
|
|
|
+ let amount_size = min_qty * ct_val;
|
|
|
+ let price_precision = Decimal::from_u32(tick_size.scale()).unwrap();
|
|
|
+ let amount_precision = Decimal::from_u32(amount_size.scale()).unwrap();
|
|
|
+ let min_notional = Decimal::from_str(value["lotSizeFilter"]["minNotionalValue"].as_str().unwrap().trim()).unwrap();
|
|
|
+ let max_notional = max_qty * ct_val;
|
|
|
+
|
|
|
+ let result = Market {
|
|
|
+ symbol: name,
|
|
|
+ base_asset: base_coin.to_string(),
|
|
|
+ quote_asset: quote_coin.to_string(),
|
|
|
+ tick_size,
|
|
|
+ amount_size,
|
|
|
+ price_precision,
|
|
|
+ amount_precision,
|
|
|
+ min_qty,
|
|
|
+ max_qty,
|
|
|
+ min_notional,
|
|
|
+ max_notional,
|
|
|
+ multiplier: ct_val,
|
|
|
+ };
|
|
|
+ Ok(result)
|
|
|
+ }
|
|
|
+ }
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ async fn get_market_symbol(&mut self, symbol: String) -> Result<Market, Error> {
|
|
|
+ let symbol = symbol.replace("_", "").to_uppercase();
|
|
|
+ let res_data = self.request.get_instruments_info(symbol.clone()).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let arr_data: Vec<Value> = from_value(res_data.data["list"].clone()).unwrap();
|
|
|
+ let market_info = arr_data.iter().find(|item| item["symbol"].as_str().unwrap() == symbol);
|
|
|
+ match market_info {
|
|
|
+ None => {
|
|
|
+ error!("bybit_swap：获取Market信息错误!\nget_market:res_data={:?}", res_data);
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ Some(value) => {
|
|
|
+ let base_coin = value["baseCoin"].as_str().unwrap();
|
|
|
+ let quote_coin = value["quoteCoin"].as_str().unwrap();
|
|
|
+ let name = format!("{}_{}",base_coin, quote_coin);
|
|
|
+ let tick_size = Decimal::from_str(value["priceFilter"]["minPrice"].as_str().unwrap().trim()).unwrap();
|
|
|
+ let min_qty = Decimal::from_str(value["lotSizeFilter"]["minOrderQty"].as_str().unwrap().trim()).unwrap();
|
|
|
+ let max_qty = Decimal::from_str(value["lotSizeFilter"]["maxOrderQty"].as_str().unwrap().trim()).unwrap();
|
|
|
+ let ct_val = Decimal::ONE;
|
|
|
+
|
|
|
+ let amount_size = min_qty * ct_val;
|
|
|
+ let price_precision = Decimal::from_u32(tick_size.scale()).unwrap();
|
|
|
+ let amount_precision = Decimal::from_u32(amount_size.scale()).unwrap();
|
|
|
+ let min_notional = Decimal::from_str(value["lotSizeFilter"]["minNotionalValue"].as_str().unwrap().trim()).unwrap();
|
|
|
+ let max_notional = max_qty * ct_val;
|
|
|
+
|
|
|
+ let result = Market {
|
|
|
+ symbol: name,
|
|
|
+ base_asset: base_coin.to_string(),
|
|
|
+ quote_asset: quote_coin.to_string(),
|
|
|
+ tick_size,
|
|
|
+ amount_size,
|
|
|
+ price_precision,
|
|
|
+ amount_precision,
|
|
|
+ min_qty,
|
|
|
+ max_qty,
|
|
|
+ min_notional,
|
|
|
+ max_notional,
|
|
|
+ multiplier: ct_val,
|
|
|
+ };
|
|
|
+ Ok(result)
|
|
|
+ }
|
|
|
+ }
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ // 获取订单详情
|
|
|
+ async fn get_order_detail(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error> {
|
|
|
+ let symbol = self.symbol_uppercase.clone();
|
|
|
+ let ct_val = self.market.multiplier;
|
|
|
+ let id = if !custom_id.trim().eq("") { format!("t-{}", custom_id) } else { String::new() };
|
|
|
+ let res_data = self.request.get_order(symbol, order_id.parse().unwrap(), id).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let res_data_json: Value = res_data.data["list"].clone();
|
|
|
+ if res_data_json.is_array() && res_data_json.as_array().unwrap().len() == 0 {
|
|
|
+ return Err(Error::new(ErrorKind::Other, "没有该订单！"));
|
|
|
+ }
|
|
|
+ let result = format_order_item(res_data_json.as_array().unwrap()[0].clone(), ct_val);
|
|
|
+ Ok(result)
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+ // 获取订单列表
|
|
|
+ async fn get_orders_list(&mut self, _status: &str) -> Result<Vec<Order>, Error> {
|
|
|
+ Err(Error::new(ErrorKind::Other, "bybit获取订单列表暂未实现".to_string()))
|
|
|
+ }
|
|
|
+ // 下单接口
|
|
|
+ async fn take_order(&mut self, custom_id: &str, origin_side: &str, price: Decimal, amount: Decimal) -> Result<Order, Error> {
|
|
|
+ let symbol = self.symbol_uppercase.clone();
|
|
|
+ let ct_val = self.market.multiplier;
|
|
|
+ let size = amount / ct_val;
|
|
|
+ let mut params = json!({
|
|
|
+ "orderLinkId": format!("t-{}", custom_id),
|
|
|
+ "symbol": symbol.to_string(),
|
|
|
+ "price": price.to_string(),
|
|
|
+ "category": "linear",
|
|
|
+ "orderType":"Limit",
|
|
|
+ "qty": json!(size),
|
|
|
+ // 0.單向持倉 1.買側雙向持倉 2.賣側雙向持倉
|
|
|
+ "positionIdx": json!(1),
|
|
|
+ "reduceOnly": json!(false)
|
|
|
+ });
|
|
|
+
|
|
|
+ if price.eq(&Decimal::ZERO) {
|
|
|
+ params["timeInForce"] = json!("IOC".to_string());
|
|
|
+ }
|
|
|
+ match origin_side {
|
|
|
+ "kd" => {
|
|
|
+ params["side"] = json!("Buy");
|
|
|
+ }
|
|
|
+ "pd" => {
|
|
|
+ params["side"] = json!("Sell");
|
|
|
+ // 减仓
|
|
|
+ params["reduceOnly"] = json!(true);
|
|
|
+ }
|
|
|
+ "kk" => {
|
|
|
+ params["side"] = json!("Sell");
|
|
|
+ params["positionIdx"] = json!(2);
|
|
|
+ }
|
|
|
+ "pk" => {
|
|
|
+ params["side"] = json!("Buy");
|
|
|
+ // 减仓
|
|
|
+ params["reduceOnly"] = json!(true);
|
|
|
+ params["positionIdx"] = json!(2);
|
|
|
+ }
|
|
|
+ _ => { error!("下单参数错误"); }
|
|
|
+ };
|
|
|
+ let res_data = self.request.swap_order(params).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let result = format_new_order_item(res_data.data, price, size);
|
|
|
+ Ok(result)
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ async fn take_order_symbol(&mut self, symbol: String, ct_val: Decimal, custom_id: &str, origin_side: &str, price: Decimal, amount: Decimal) -> Result<Order, Error> {
|
|
|
+ let symbol_upper = symbol.replace("_", "").trim().to_uppercase();
|
|
|
+ let size = (amount / ct_val).floor();
|
|
|
+ let order_type = if price == Decimal::ZERO {
|
|
|
+ "Market"
|
|
|
+ } else {
|
|
|
+ "Limit"
|
|
|
+ };
|
|
|
+ let mut params = json!({
|
|
|
+ "orderLinkId": format!("t-{}", custom_id),
|
|
|
+ "symbol": symbol_upper,
|
|
|
+ "price": price.to_string(),
|
|
|
+ "category": "linear",
|
|
|
+ "orderType": order_type,
|
|
|
+ "qty": json!(size),
|
|
|
+ // 0.單向持倉 1.買側雙向持倉 2.賣側雙向持倉
|
|
|
+ "positionIdx": json!(1),
|
|
|
+ "reduceOnly": json!(false)
|
|
|
+ });
|
|
|
+
|
|
|
+ if price.eq(&Decimal::ZERO) {
|
|
|
+ params["timeInForce"] = json!("IOC".to_string());
|
|
|
+ }
|
|
|
+ match origin_side {
|
|
|
+ "kd" => {
|
|
|
+ params["side"] = json!("Buy");
|
|
|
+ }
|
|
|
+ "pd" => {
|
|
|
+ params["side"] = json!("Sell");
|
|
|
+ params["positionIdx"] = json!(1);
|
|
|
+ // 减仓
|
|
|
+ params["reduceOnly"] = json!(true);
|
|
|
+ }
|
|
|
+ "kk" => {
|
|
|
+ params["side"] = json!("Sell");
|
|
|
+ params["positionIdx"] = json!(2);
|
|
|
+ }
|
|
|
+ "pk" => {
|
|
|
+ params["side"] = json!("Buy");
|
|
|
+ params["positionIdx"] = json!(2);
|
|
|
+ // 减仓
|
|
|
+ params["reduceOnly"] = json!(true);
|
|
|
+ }
|
|
|
+ _ => { error!("下单参数错误"); }
|
|
|
+ };
|
|
|
+ let res_data = self.request.swap_order(params.clone()).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let result = format_new_order_item(res_data.data, price, size);
|
|
|
+ Ok(result)
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ // 撤销订单
|
|
|
+ async fn cancel_order(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error> {
|
|
|
+ let symbol = self.symbol_uppercase.clone();
|
|
|
+ let id = format!("t-{}", custom_id);
|
|
|
+ let res_data = self.request.cancel_order(symbol, String::from(order_id), id.clone()).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ let result = format_cancel_order_item(res_data.data);
|
|
|
+ Ok(result)
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+ // 批量撤销订单
|
|
|
+ async fn cancel_orders(&mut self) -> Result<Vec<Order>, Error> {
|
|
|
+ let symbol = self.symbol_uppercase.clone();
|
|
|
+ let res_data = self.request.cancel_orders(symbol).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ info!("{}", res_data.data.to_string());
|
|
|
+ let res_arr: Vec<Value> = from_value(res_data.data).unwrap();
|
|
|
+ let result = res_arr.iter().map(|item| format_cancel_order_item(item.clone())).collect();
|
|
|
+ Ok(result)
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ async fn cancel_orders_all(&mut self) -> Result<Vec<Order>, Error> {
|
|
|
+ let symbol = self.symbol_uppercase.clone();
|
|
|
+ let res_data = self.request.cancel_orders(symbol).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ info!("{}", res_data.data.to_string());
|
|
|
+ let res_arr: Vec<Value> = from_value(res_data.data["list"].clone()).unwrap();
|
|
|
+ let result = res_arr.iter().map(|item| format_cancel_order_item(item.clone())).collect();
|
|
|
+ Ok(result)
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ async fn take_stop_loss_order(&mut self, _stop_price: Decimal, _price: Decimal, _side: &str) -> Result<Value, Error> {
|
|
|
+ Err(Error::new(ErrorKind::NotFound, "bybit_swap：该交易所方法未实现".to_string()))
|
|
|
+ }
|
|
|
+
|
|
|
+ async fn cancel_stop_loss_order(&mut self, _order_id: &str) -> Result<Value, Error> {
|
|
|
+ Err(Error::new(ErrorKind::NotFound, "bybit_swap：该交易所方法未实现".to_string()))
|
|
|
+ }
|
|
|
+
|
|
|
+ // 设置持仓模式
|
|
|
+ async fn set_dual_mode(&mut self, _coin: &str, is_dual_mode: bool) -> Result<String, Error> {
|
|
|
+ let coin_format = self.symbol_uppercase.clone();
|
|
|
+ let mut mod_num = 0;
|
|
|
+ if is_dual_mode {
|
|
|
+ mod_num = 3;
|
|
|
+ }
|
|
|
+ let res_data = self.request.set_position_mode(coin_format, mod_num).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ Ok(res_data.data.to_string())
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ // 更新双持仓模式下杠杆
|
|
|
+ async fn set_dual_leverage(&mut self, leverage: &str) -> Result<String, Error> {
|
|
|
+ let symbol = self.symbol_uppercase.clone();
|
|
|
+ let res_data = self.request.set_leverage(symbol, leverage.to_string()).await;
|
|
|
+ if res_data.code == 200 {
|
|
|
+ Ok(res_data.data.to_string())
|
|
|
+ } else {
|
|
|
+ Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ }
|
|
|
+ }
|
|
|
+
|
|
|
+ async fn set_auto_deposit_status(&mut self, _status: bool) -> Result<String, Error> { Err(Error::new(ErrorKind::NotFound, "gate：该交易所方法未实现".to_string())) }
|
|
|
+
|
|
|
+ // 交易账户互转
|
|
|
+ async fn wallet_transfers(&mut self, _coin: &str, _from: &str, _to: &str, _amount: Decimal) -> Result<String, Error> {
|
|
|
+ // let coin_format = coin.to_string().to_lowercase();
|
|
|
+ // let res_data = self.request.wallet_transfers(coin_format.clone(), from.to_string(), to.to_string(), amount.to_string(), coin_format.clone()).await;
|
|
|
+ // if res_data.code == 200 {
|
|
|
+ // let res_data_str = &res_data.data;
|
|
|
+ // let result = res_data_str.clone();
|
|
|
+ // Ok(result)
|
|
|
+ // } else {
|
|
|
+ // Err(Error::new(ErrorKind::Other, res_data.to_string()))
|
|
|
+ // }
|
|
|
+ Err(Error::new(ErrorKind::Other, "暂未实现！"))
|
|
|
+ }
|
|
|
+
|
|
|
+ // 指令下单
|
|
|
+ async fn command_order(&mut self, order_command: &mut OrderCommand, trace_stack: &TraceStack) {
|
|
|
+ // 下单指令
|
|
|
+ let mut handles = vec![];
|
|
|
+ for item in order_command.limits_open.keys() {
|
|
|
+ let mut self_clone = self.clone();
|
|
|
+
|
|
|
+ let amount = Decimal::from_str(order_command.limits_open[item].get(0).unwrap_or(&"0".to_string())).unwrap();
|
|
|
+ let side = order_command.limits_open[item].get(1).unwrap().clone();
|
|
|
+ let price = Decimal::from_str(order_command.limits_open[item].get(2).unwrap_or(&"0".to_string())).unwrap();
|
|
|
+ let cid = order_command.limits_open[item].get(3).unwrap().clone();
|
|
|
+
|
|
|
+ let mut ts = trace_stack.clone();
|
|
|
+
|
|
|
+ let handle = tokio::spawn(async move {
|
|
|
+ ts.on_before_send();
|
|
|
+ // TraceStack::show_delay(&ts.ins);
|
|
|
+ let result = self_clone.take_order(cid.as_str(), side.as_str(), price, amount).await;
|
|
|
+ ts.on_after_send();
|
|
|
+ match result {
|
|
|
+ Ok(mut result) => {
|
|
|
+ // 记录此订单完成时间
|
|
|
+ result.trace_stack = ts;
|
|
|
+
|
|
|
+ self_clone.order_sender.send(result).await.unwrap();
|
|
|
+ }
|
|
|
+ Err(error) => {
|
|
|
+ error!("bybit：下单失败：{:?}", error);
|
|
|
+
|
|
|
+ let mut err_order = Order::new();
|
|
|
+ err_order.custom_id = cid.clone();
|
|
|
+ err_order.status = "REMOVE".to_string();
|
|
|
+
|
|
|
+ self_clone.order_sender.send(err_order).await.unwrap();
|
|
|
+ self_clone.error_sender.send(error).await.unwrap();
|
|
|
+ }
|
|
|
+ }
|
|
|
+ });
|
|
|
+ handles.push(handle)
|
|
|
+ }
|
|
|
+ let futures = FuturesUnordered::from_iter(handles);
|
|
|
+ let _: Result<Vec<_>, _> = futures.try_collect().await;
|
|
|
+
|
|
|
+ // 撤销订单
|
|
|
+ let mut cancel_handles = vec![];
|
|
|
+ for item in order_command.cancel.keys() {
|
|
|
+ let mut self_clone = self.clone();
|
|
|
+
|
|
|
+ let order_id = order_command.cancel[item].get(1).unwrap().clone();
|
|
|
+ let custom_id = order_command.cancel[item].get(0).unwrap().clone();
|
|
|
+
|
|
|
+ let handle = tokio::spawn(async move {
|
|
|
+ let result = self_clone.cancel_order(&order_id, &custom_id).await;
|
|
|
+ match result {
|
|
|
+ Ok(_) => {
|
|
|
+ // result_sd.send(result).await.unwrap();
|
|
|
+ }
|
|
|
+ Err(error) => {
|
|
|
+ // 取消失败去查订单。
|
|
|
+ let query_rst = self_clone.get_order_detail(&order_id, &custom_id).await;
|
|
|
+ match query_rst {
|
|
|
+ Ok(order) => {
|
|
|
+ self_clone.order_sender.send(order).await.unwrap();
|
|
|
+ }
|
|
|
+ Err(_err) => {
|
|
|
+ error!("bybit：撤单失败，而且查单也失败了，oid={}, cid={}。", order_id.clone(), custom_id.clone());
|
|
|
+ }
|
|
|
+ }
|
|
|
+ self_clone.error_sender.send(error).await.unwrap();
|
|
|
+ }
|
|
|
+ }
|
|
|
+ });
|
|
|
+ cancel_handles.push(handle)
|
|
|
+ }
|
|
|
+ let futures = FuturesUnordered::from_iter(cancel_handles);
|
|
|
+ let _: Result<Vec<_>, _> = futures.try_collect().await;
|
|
|
+
|
|
|
+ // 检查订单指令
|
|
|
+ let mut check_handles = vec![];
|
|
|
+ for item in order_command.check.keys() {
|
|
|
+ let mut self_clone = self.clone();
|
|
|
+
|
|
|
+ let order_id = order_command.check[item].get(1).unwrap().clone();
|
|
|
+ let custom_id = order_command.check[item].get(0).unwrap().clone();
|
|
|
+
|
|
|
+ let handle = tokio::spawn(async move {
|
|
|
+ let result = self_clone.get_order_detail(&order_id, &custom_id).await;
|
|
|
+ match result {
|
|
|
+ Ok(result) => {
|
|
|
+ self_clone.order_sender.send(result).await.unwrap();
|
|
|
+ }
|
|
|
+ Err(error) => {
|
|
|
+ self_clone.error_sender.send(error).await.unwrap();
|
|
|
+ }
|
|
|
+ }
|
|
|
+ });
|
|
|
+ check_handles.push(handle)
|
|
|
+ }
|
|
|
+ let futures = FuturesUnordered::from_iter(check_handles);
|
|
|
+ let _: Result<Vec<_>, _> = futures.try_collect().await;
|
|
|
+ }
|
|
|
+}
|
|
|
+
|
|
|
+pub fn format_position_item(position: &Value, ct_val: Decimal) -> Position {
|
|
|
+ let position_idx = position["positionIdx"].to_string();
|
|
|
+ let mut position_mode = match position_idx.as_str() {
|
|
|
+ "0" => PositionModeEnum::Both,
|
|
|
+ "1" => PositionModeEnum::Long,
|
|
|
+ "2" => PositionModeEnum::Short,
|
|
|
+ _ => {
|
|
|
+ error!("bybit_swap：格式化持仓模式错误！\nformat_position_item:position={:?}", position);
|
|
|
+ panic!("bybit_swap：格式化持仓模式错误！\nformat_position_item:position={:?}", position)
|
|
|
+ }
|
|
|
+ };
|
|
|
+ let size_str: String = from_value(position["size"].clone()).unwrap();
|
|
|
+ let size = Decimal::from_str(size_str.as_str()).unwrap();
|
|
|
+ let amount = size * ct_val;
|
|
|
+ let mut profit = Decimal::ZERO;
|
|
|
+ let profit_str = position["unrealisedPnl"].as_str().unwrap_or("0");
|
|
|
+ if profit_str != "" {
|
|
|
+ profit = Decimal::from_str(profit_str).unwrap();
|
|
|
+ }
|
|
|
+
|
|
|
+ match position_mode {
|
|
|
+ PositionModeEnum::Both => {
|
|
|
+ position_mode = match amount {
|
|
|
+ amount if amount > Decimal::ZERO => PositionModeEnum::Long,
|
|
|
+ amount if amount < Decimal::ZERO => PositionModeEnum::Short,
|
|
|
+ _ => { PositionModeEnum::Both }
|
|
|
+ }
|
|
|
+ }
|
|
|
+ _ => {}
|
|
|
+ }
|
|
|
+ Position {
|
|
|
+ symbol: position["symbol"].as_str().unwrap_or("").parse().unwrap(),
|
|
|
+ margin_level: Decimal::from_str(position["leverage"].as_str().unwrap()).unwrap(),
|
|
|
+ amount,
|
|
|
+ frozen_amount: Decimal::ZERO,
|
|
|
+ price: Decimal::from_str(position["avgPrice"].as_str().unwrap()).unwrap(),
|
|
|
+ profit,
|
|
|
+ position_mode,
|
|
|
+ margin: Decimal::from_str(position["positionBalance"].as_str().unwrap()).unwrap(),
|
|
|
+ }
|
|
|
+}
|
|
|
+
|
|
|
+fn format_cancel_order_item(order: Value) -> Order {
|
|
|
+ Order {
|
|
|
+ id: format!("{}", order["orderId"].as_str().unwrap()),
|
|
|
+ custom_id: order["orderLinkId"].as_str().unwrap().replace("t-my-custom-id_", "").replace("t-", ""),
|
|
|
+ price: Decimal::ZERO,
|
|
|
+ amount: Decimal::ZERO,
|
|
|
+ deal_amount: Decimal::ZERO,
|
|
|
+ avg_price: Decimal::ZERO,
|
|
|
+ status: "REMOVE".to_string(),
|
|
|
+ order_type: "limit".to_string(),
|
|
|
+ trace_stack: TraceStack::new(0, Instant::now()).on_special("688 trace_stack".to_string())
|
|
|
+ }
|
|
|
+}
|
|
|
+
|
|
|
+fn format_new_order_item(order: Value, price: Decimal, amount: Decimal) -> Order {
|
|
|
+ Order {
|
|
|
+ id: format!("{}", order["orderId"].as_str().unwrap()),
|
|
|
+ custom_id: order["orderLinkId"].as_str().unwrap().replace("t-my-custom-id_", "").replace("t-", ""),
|
|
|
+ price,
|
|
|
+ amount,
|
|
|
+ deal_amount: Decimal::ZERO,
|
|
|
+ avg_price: price,
|
|
|
+ status: "NEW".to_string(),
|
|
|
+ order_type: "limit".to_string(),
|
|
|
+ trace_stack: TraceStack::new(0, Instant::now()).on_special("688 trace_stack".to_string())
|
|
|
+ }
|
|
|
+}
|
|
|
+
|
|
|
+pub fn format_order_item(order: Value, ct_val: Decimal) -> Order {
|
|
|
+ let status = order["orderStatus"].as_str().unwrap_or("");
|
|
|
+ let text = order["orderLinkId"].as_str().unwrap_or("");
|
|
|
+ let mut size = Decimal::ZERO;
|
|
|
+ let mut deal_amount = Decimal::ZERO;
|
|
|
+ let mut avg_price = Decimal::ZERO;
|
|
|
+
|
|
|
+ let right_str = order["cumExecQty"].to_string();
|
|
|
+ let size_str = order["qty"].to_string();
|
|
|
+
|
|
|
+ if !order.get("qty").is_some() {
|
|
|
+ size = Decimal::from_str(size_str.as_str()).unwrap();
|
|
|
+ let right_val = Decimal::from_str(order["cumExecValue"].as_str().unwrap()).unwrap();
|
|
|
+ let right = Decimal::from_str(right_str.as_str()).unwrap();
|
|
|
+ if right != Decimal::ZERO {
|
|
|
+ avg_price = right_val / right;
|
|
|
+ }
|
|
|
+ deal_amount = right * ct_val;
|
|
|
+ }
|
|
|
+
|
|
|
+ let amount = size * ct_val;
|
|
|
+ let custom_status = if status == "Filled" || status == "Cancelled" { "REMOVE".to_string() } else if status == "New" { "NEW".to_string() } else {
|
|
|
+ "NULL".to_string()
|
|
|
+ };
|
|
|
+ let rst_order = Order {
|
|
|
+ id: format!("{}", order["orderId"].as_str().unwrap()),
|
|
|
+ custom_id: text.replace("t-my-custom-id_", "").replace("t-", ""),
|
|
|
+ price: Decimal::from_str(order["price"].as_str().unwrap()).unwrap(),
|
|
|
+ amount,
|
|
|
+ deal_amount,
|
|
|
+ avg_price,
|
|
|
+ status: custom_status,
|
|
|
+ order_type: "limit".to_string(),
|
|
|
+ trace_stack: TraceStack::new(0, Instant::now()).on_special("688 trace_stack".to_string()),
|
|
|
+ };
|
|
|
+ return rst_order;
|
|
|
+}
|
JiahengHe