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@@ -1,8 +1,13 @@
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use std::ops::{Div, Mul};
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+use std::path::Path;
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use chrono::Utc;
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use rand::Rng;
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use rust_decimal::Decimal;
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+use tokio::fs;
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+use tokio::fs::File;
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+use tokio::io::AsyncWriteExt;
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use tracing::{error};
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+use global::predictor_state::PredictorState;
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use global::public_params;
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// 生成订单的id，可以根据交易所名字来
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@@ -127,6 +132,427 @@ pub fn get_limit_order_requests_num_per_second(exchange: String) -> i64 {
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}
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}
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+pub async fn write_to_file(json_data: &String, file_path: String) {
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+ // 尝试创建文件路径
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+ if let Err(e) = fs::create_dir_all(
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+ // 获取文件目录路径
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+ Path::new(&file_path)
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+ .parent() // 获取父目录（即文件路径除去文件名后的部分）
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+ .unwrap_or_else(|| Path::new("")), // 如果没有父目录，使用当前目录
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+ )
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+ .await
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+ {
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+ // 如果创建路径失败，打印错误日志
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+ error!("创建目录错误: {:?}", e);
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+ return; // 结束任务
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+ }
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+
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+ // 异步地执行文件写入操作
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+ if let Err(e) = async {
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+ let mut file = File::create(&file_path).await?;
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+ file.write_all(json_data.as_bytes()).await?;
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+ Result::<(), std::io::Error>::Ok(())
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+ }
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+ .await
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+ {
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+ // 如果发生错误，只打印错误日志
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+ error!("json db写入错误: {:?}", e);
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+ }
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+}
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+
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+pub async fn build_html_file(data_c: &Vec<PredictorState>) -> String {
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+ let temp_json_str = serde_json::to_string(&data_c).unwrap();
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+
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+ let str1 = r##"
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+<!DOCTYPE html>
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+<html lang="en">
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+ <head>
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+ <meta charset="UTF-8" />
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+ <meta name="viewport" content="width=device-width, initial-scale=1.0" />
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+ <title>Document</title>
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+ <script src="https://code.jquery.com/jquery-3.6.0.min.js"></script>
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+ <script src="https://cdnjs.cloudflare.com/ajax/libs/echarts/5.4.3/echarts.min.js"></script>
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+ <script src="https://cdnjs.cloudflare.com/ajax/libs/dayjs/1.11.10/dayjs.min.js"></script>
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+ <style>
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+ * {
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+ margin: 0;
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+ padding: 0;
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+ }
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+ #echarts {
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+ margin: 50px auto 0;
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+ width: calc(100vw - 100px);
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+ height: 1030px;
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+ }
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+ .page-group-wp {
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+ padding: 20px 40px;
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+ display: flex;
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+ justify-content: space-between;
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+ }
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+ .page-button {
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+ cursor: pointer;
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+ border: 1px solid #16b777;
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+ color: #16b777;
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+ padding: 2px 10px;
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+ user-select: none;
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+ }
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+ .disabled {
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+ border: 1px solid #ccc;
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+ color: #ccc;
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+ cursor: not-allowed;
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+ }
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+ </style>
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+ </head>
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+ <body>
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+ <div class="page-group-wp">
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+ <div class="page-button upper-btn">上一页</div>
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+ <div class="show-page">第1/1页</div>
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+ <div class="page-button next-btn">下一页</div>
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+ </div>
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+ <div id="echarts"></div>
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+ </body>
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+ <script>
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+ let initData = "##;
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+
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+ let str2 = r##";
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+ let init_echarts_data = (data) => {
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+ const xData = data.map((item) => dayjs(item.update_time * 1).format("MM-DD HH:mm:ss:SSS"));
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+ let inventory = 0;
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+ let inventoryList = [];
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+
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+ data.map((item, index) => {
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+ if (inventory != item.inventory) {
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+ inventory = item.inventory;
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+ let color = "";
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+ if(item.inventory > 0) color = "#F2495E"
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+ if(item.inventory < 0) color = "#13BF86"
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+ inventoryList.push({ name: "inventory",itemStyle:{color: color}, value: item.inventory, xAxis: index, yAxis: item.mid_price });
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+ }
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+ });
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+ return {
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+ dataZoom: [
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+ {
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+ type: "inside",
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+ xAxisIndex: [0, 1, 2, 3, 4],
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+ start: 0,
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+ end: 100,
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+ },
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+ {
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+ xAxisIndex: [0, 1, 2, 3, 4],
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+ start: 0,
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+ end: 100,
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+ },
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+ ],
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+ tooltip: {
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+ trigger: "axis",
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+ formatter: (value) => {
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+ return `时间：${value[0].name}<br />${value.map((item) => `${item.marker}${item.seriesName}：${item.value}`).join("<br/>")}`;
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+ },
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+ axisPointer: {
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+ animation: false,
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+ },
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+ },
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+ toolbox: {
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+ feature: {
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+ dataZoom: {},
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+ brush: {
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+ type: ["rect", "clear"],
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+ },
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+ },
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+ },
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+ legend: [
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+ {
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+ data: ["mid_price", "ask_price", "bid_price", "optimal_ask_price", "optimal_bid_price", "ref_price"],
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+ top: "230px",
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+ },
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+ {
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+ data: ["spread", "spread_max", "spread_min"],
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+ top: "480px",
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+ },
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+ {
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+ data: ["sigma_square"],
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+ top: "630px",
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+ },
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+ {
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+ data: ["gamma"],
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+ top: "780px",
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+ },
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+ {
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+ data: ["kappa"],
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+ top: "930px",
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+ },
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+ ],
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+ grid: [
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+ {
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+ top: "50px",
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+ left: "60px",
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+ right: "60px",
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+ height: "150px", // 主图高度
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+ },
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+ {
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+ top: "300px",
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+ left: "60px",
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+ right: "60px",
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+ height: "150px",
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+ },
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+ {
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+ top: "550px",
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+ left: "60px",
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+ right: "60px",
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+ height: "50px",
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+ },
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+ {
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+ top: "700px",
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+ left: "60px",
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+ right: "60px",
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+ height: "50px",
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+ },
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+ {
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+ top: "850px",
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+ left: "60px",
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+ right: "60px",
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+ height: "50px",
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+ },
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+ ],
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+ xAxis: [
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+ {
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+ type: "category",
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+ data: xData,
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+ },
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+ {
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+ gridIndex: 1, // 第1个网格的 x 轴
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+ type: "category",
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+ data: xData,
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+ },
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+ {
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+ gridIndex: 2, // 第2个网格的 x 轴
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+ type: "category",
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+ data: xData,
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+ },
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+ {
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+ gridIndex: 3, // 第3个网格的 x 轴
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+ type: "category",
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+ data: xData,
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+ },
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+ {
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+ gridIndex: 4, // 第4个网格的 x 轴
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+ type: "category",
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+ data: xData,
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+ },
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+ ],
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+ yAxis: [
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+ {
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+ type: "value",
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+ min: "dataMin",
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+ },
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+ {
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+ gridIndex: 1, // 第1个网格的 y 轴
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+ type: "value",
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+ min: "dataMin",
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+ },
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+ {
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+ gridIndex: 2, // 第2个网格的 y 轴
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+ type: "value",
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+ min: "dataMin",
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+ },
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+ {
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+ gridIndex: 3, // 第3个网格的 y 轴
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+ type: "value",
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+ min: "dataMin",
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+ },
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+ {
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+ gridIndex: 4, // 第4个网格的 y 轴
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+ type: "value",
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+ min: "dataMin",
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+ },
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+ ],
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+ series: [
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+ {
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+ name: "mid_price",
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+ type: "line",
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+ showSymbol: false,
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+ data: data.map((item) => item.mid_price),
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+ markPoint: {
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+ symbolSize: 30,
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+ data: inventoryList,
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+ },
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+ },
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+ {
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+ name: "ask_price",
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+ type: "line",
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+ showSymbol: false,
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+ data: data.map((item) => item.ask_price),
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+ },
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+ {
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+ name: "bid_price",
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+ type: "line",
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+ showSymbol: false,
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+ data: data.map((item) => item.bid_price),
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+ },
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+ {
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+ name: "optimal_ask_price",
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+ type: "line",
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+ showSymbol: false,
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+ data: data.map((item) => item.optimal_ask_price),
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+ lineStyle: {
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+ type: "dashed",
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+ },
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+ },
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+ {
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+ name: "optimal_bid_price",
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+ type: "line",
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+ showSymbol: false,
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+ data: data.map((item) => item.optimal_bid_price),
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+ lineStyle: {
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+ type: "dashed",
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+ },
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+ },
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+ {
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+ name: "ref_price",
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+ type: "line",
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+ showSymbol: false,
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+ data: data.map((item) => item.ref_price),
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+ },
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+
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+ {
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+ name: "spread",
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+ type: "line",
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+ xAxisIndex: 1,
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+ yAxisIndex: 1,
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+ showSymbol: false,
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+ data: data.map((item) => item.spread),
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+ },
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+ {
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+ name: "spread_max",
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+ type: "line",
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+ xAxisIndex: 1,
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+ yAxisIndex: 1,
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+ showSymbol: false,
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+ data: data.map((item) => item.spread_max),
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+ },
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+ {
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+ name: "spread_min",
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+ type: "line",
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+ xAxisIndex: 1,
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+ yAxisIndex: 1,
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+ showSymbol: false,
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+ data: data.map((item) => item.spread_min),
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+ },
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+
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+ {
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+ name: "sigma_square",
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+ type: "line",
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+ xAxisIndex: 2,
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+ yAxisIndex: 2,
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+ showSymbol: false,
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+ data: data.map((item) => item.sigma_square),
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+ },
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+
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+ {
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+ name: "gamma",
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+ type: "line",
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+ xAxisIndex: 3,
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+ yAxisIndex: 3,
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+ showSymbol: false,
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+ data: data.map((item) => item.gamma),
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+ },
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+
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+ {
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+ name: "kappa",
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+ type: "line",
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+ xAxisIndex: 4,
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+ yAxisIndex: 4,
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+ showSymbol: false,
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+ data: data.map((item) => item.kappa),
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+ },
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+ ],
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+ };
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+ };
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+
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+ let update_echarts_data = (data) => {
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+ const xData = data.map((item) => dayjs(item.update_time * 1).format("MM-DD HH:mm:ss:SSS"));
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+ let inventory = 0;
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+ let inventoryList = [];
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+
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+ data.map((item, index) => {
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+ if (inventory != item.inventory) {
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+ inventory = item.inventory;
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+ let color = "";
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+ if(item.inventory > 0) color = "#F2495E"
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+ if(item.inventory < 0) color = "#13BF86"
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+ inventoryList.push({ name: "inventory",itemStyle:{color: color}, value: item.inventory, xAxis: index, yAxis: item.mid_price });
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+ }
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+ });
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+ return {
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+ xAxis: [{ data: xData }, { data: xData }, { data: xData }, { data: xData }, { data: xData }],
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+ series: [
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+ {
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+ data: data.map((item) => item.mid_price),
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+ markPoint: {
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+ data: inventoryList,
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+ },
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+ },
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+ { data: data.map((item) => item.ask_price) },
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+ { data: data.map((item) => item.bid_price) },
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+ { data: data.map((item) => item.optimal_ask_price) },
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+ { data: data.map((item) => item.optimal_bid_price) },
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+ { data: data.map((item) => item.ref_price) },
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+ { data: data.map((item) => item.inventory) },
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+ { data: data.map((item) => item.spread) },
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+ { data: data.map((item) => item.spread_max) },
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+ { data: data.map((item) => item.spread_min) },
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+ { data: data.map((item) => item.sigma_square) },
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+ { data: data.map((item) => item.gamma) },
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+ { data: data.map((item) => item.kappa) },
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+ ],
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+ };
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+ };
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+
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+ let page = 1;
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+ let maxPage = initData.length % 50000 > 0 ? Math.ceil(initData.length / 50000) : initData.length / 50000 || 1;
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+ let showData = initData.slice((page - 1) * 100000, page * 100000 - 1);
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+ let chartDom = document.getElementById("echarts");
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+ let myChart = echarts.init(chartDom);
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+ let initOption = init_echarts_data(showData);
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+ initOption && myChart.setOption(initOption);
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+
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+ let updata_page = () => {
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+ $(".show-page").eq(0).html(`第${page}/${maxPage}页`);
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+ $(".next-btn").eq(0).removeClass("disabled");
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+ $(".upper-btn").eq(0).removeClass("disabled");
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+ if (page >= maxPage) $(".next-btn").eq(0).addClass("disabled");
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+ if (page <= 1) $(".upper-btn").eq(0).addClass("disabled");
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+ };
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+ updata_page();
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+ let update_echarts = () => {
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+ showData = initData.slice((page - 1) * 50000, page * 50000 + 49999);
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+ let option = update_echarts_data(showData);
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+ myChart.setOption(option, false, true);
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+ };
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+
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+ $(".next-btn")
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+ .eq(0)
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+ .click(() => {
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+ if (page < maxPage) {
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+ page += 1;
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+ update_echarts();
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+ updata_page();
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+ }
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+ });
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+ $(".upper-btn")
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+ .eq(0)
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+ .click(() => {
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+ if (page > 1) {
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+ page -= 1;
|
|
|
+ update_echarts();
|
|
|
+ updata_page();
|
|
|
+ }
|
|
|
+ });
|
|
|
+ </script>
|
|
|
+</html>"##;
|
|
|
+
|
|
|
+ format!("{}{}{}", str1, temp_json_str, str2)
|
|
|
+}
|
|
|
+
|
|
|
#[cfg(test)]
|
|
|
mod tests {
|
|
|
use chrono::Utc;
|
