暂时屏蔽订单流过滤。

strategy/src/binance_spot.rs

@@ -10,7 +10,6 @@ use exchanges::response_base::ResponseData;
 use global::trace_stack::TraceStack;
 use standard::exchange::ExchangeEnum::BinanceSpot;
 use crate::exchange_disguise::on_special_depth;
-use crate::model::{OriginalTradeBa};
 use crate::quant::Quant;
 
 // 参考 币安 现货 启动
@@ -92,8 +91,8 @@ pub async fn reference_binance_spot_run(bool_v1 :Arc<AtomicBool>,
 
 async fn on_data(bot_arc_clone: Arc<Mutex<Quant>>,
                  update_flag_u: &mut Decimal,
-                 max_buy: &mut Decimal,
-                 min_sell: &mut Decimal,
+                 _max_buy: &mut Decimal,
+                 _min_sell: &mut Decimal,
                  data: ResponseData) {
     let mut trace_stack = TraceStack::default();
     trace_stack.on_after_network(chrono::Utc::now().timestamp_micros());
@@ -103,23 +102,23 @@ async fn on_data(bot_arc_clone: Arc<Mutex<Quant>>,
         return;
     }
     if data.channel == "aggTrade" {
-        let trade: OriginalTradeBa = serde_json::from_str(data.data.as_str()).unwrap();
-        let str = data.label.clone();
-        let mut quant = bot_arc_clone.lock().await;
-        if quant.is_update.contains_key(&data.label) && *quant.is_update.get(str.as_str()).unwrap() {
-            *max_buy = Decimal::ZERO;
-            *min_sell = Decimal::ZERO;
-            quant.is_update.remove(str.as_str());
-        }
-        if trade.p > *max_buy || *max_buy == Decimal::ZERO{
-            *max_buy = trade.p
-        }
-        if trade.p < *min_sell || *min_sell == Decimal::ZERO{
-            *min_sell = trade.p
-        }
-        {
-            quant.max_buy_min_sell_cache.insert(data.label, vec![*max_buy, *min_sell]);
-        }
+        // let trade: OriginalTradeBa = serde_json::from_str(data.data.as_str()).unwrap();
+        // let str = data.label.clone();
+        // let mut quant = bot_arc_clone.lock().await;
+        // if quant.is_update.contains_key(&data.label) && *quant.is_update.get(str.as_str()).unwrap() {
+        //     *max_buy = Decimal::ZERO;
+        //     *min_sell = Decimal::ZERO;
+        //     quant.is_update.remove(str.as_str());
+        // }
+        // if trade.p > *max_buy || *max_buy == Decimal::ZERO{
+        //     *max_buy = trade.p
+        // }
+        // if trade.p < *min_sell || *min_sell == Decimal::ZERO{
+        //     *min_sell = trade.p
+        // }
+        // {
+        //     quant.max_buy_min_sell_cache.insert(data.label, vec![*max_buy, *min_sell]);
+        // }
     } else if data.channel == "bookTicker" {
         trace_stack.on_before_format();
         let special_depth = standard::handle_info::HandleSwapInfo::handle_special_ticker(BinanceSpot, data.clone());

strategy/src/binance_usdt_swap.rs

@@ -28,7 +28,7 @@ pub(crate) async fn reference_binance_swap_run(bool_v1 :Arc<AtomicBool>,
         ws.set_subscribe(vec![
             // BinanceSwapSubscribeType::PuDepth20levels100ms,
             BinanceSwapSubscribeType::PuBookTicker,
-            BinanceSwapSubscribeType::PuAggTrade
+            // BinanceSwapSubscribeType::PuAggTrade
         ]);
 
         //读取数据