as-rust/strategy/src/utils.rs

use std::ops::{Div, Mul};
use chrono::Utc;
use rand::Rng;
use rust_decimal::{Decimal};
use tracing::error;
use global::public_params;

// 生成订单的id，可以根据交易所名字来
pub fn generate_client_id(exchange_name_some: Option<String>) -> String {
    // 交易所名字获取
    let exchange_name = exchange_name_some.unwrap_or("".to_string());
    // 0-1000的随机数
    let rand_num = rand::thread_rng().gen_range(1..1000);
    // 随机时间戳
    let in_ms = Utc::now().timestamp_micros();
    let time_str = in_ms.to_string();
    let time_slice = &time_str[10..];
    let result = format!("{}{}{}", time_slice, rand_num, exchange_name);

    return result;
}

// 大小限定：将num限定在lower_limit和upper_limit范围内
pub fn clip(num: Decimal, lower_limit: Decimal, upper_limit: Decimal) -> Decimal {
    if num.ge(&upper_limit) {
        return upper_limit;
    }
    if num.le(&lower_limit) {
        return lower_limit;
    }
    num
}

// 步长修复数量
pub fn fix_amount(amount: Decimal, step_size: Decimal) -> Decimal {
    // 思路：做除法后取整，然后使用这个值乘以步长
    amount.div(step_size).floor().mul(step_size)
}

// 步长修复价格
pub fn fix_price(amount: Decimal, tick_size: Decimal) -> Decimal {
    // 思路：做除法后四舍五入，然后使用这个值乘以步长
    amount.div(tick_size).round().mul(tick_size)
}

// 每秒请求频率
pub fn get_limit_requests_num_per_second(exchange: String) -> i64 {
    if exchange.eq("kucoin_spot") {
        return public_params::KUCOIN_SPOT_LIMIT * public_params::RATIO;
    } else if exchange.eq("kucoin_usdt_swap") {
        return public_params::KUCOIN_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("binance_usdt_swap") {
        return public_params::BINANCE_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("binance_spot") {
        return public_params::BINANCE_SPOT_LIMIT * public_params::RATIO;
    } else if exchange.eq("gate_spot") {
        return public_params::GATE_SPOT_LIMIT * public_params::RATIO;
    } else if exchange.eq("gate_usdt_swap") {
        return public_params::GATE_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("coinex_usdt_swap") {
        return public_params::COINEX_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("coinex_spot") {
        return public_params::COINEX_SPOT_LIMIT * public_params::RATIO;
    } else if exchange.eq("okex_usdt_swap") {
        return public_params::OKEX_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("bitget_spot") {
        return public_params::BITGET_USDT_SPOT_LIMIT * public_params::RATIO;
    } else {
        error!("限频规则(ratio)未找到，请检查配置！");
        panic!("限频规则(ratio)未找到，请检查配置！");
    }
}

// 每秒下单请求频率
pub fn get_limit_order_requests_num_per_second(exchange: String) -> i64 {
    if exchange.eq("kucoin_spot") {
        return public_params::KUCOIN_SPOT_LIMIT
    } else if exchange.eq("kucoin_usdt_swap") {
        return public_params::KUCOIN_USDT_SWAP_LIMIT
    } else if exchange.eq("binance_usdt_swap") {
        return public_params::BINANCE_USDT_SWAP_LIMIT
    } else if exchange.eq("binance_spot") {
        return public_params::BINANCE_SPOT_LIMIT
    } else if exchange.eq("gate_spot") {
        return public_params::GATE_SPOT_LIMIT
    } else if exchange.eq("gate_usdt_swap") {
        return public_params::GATE_USDT_SWAP_LIMIT
    } else if exchange.eq("coinex_usdt_swap") {
        return public_params::COINEX_USDT_SWAP_LIMIT
    } else if exchange.eq("coinex_spot") {
        return public_params::COINEX_SPOT_LIMIT
    } else if exchange.eq("okex_usdt_swap") {
        return public_params::OKEX_USDT_SWAP_LIMIT
    } else if exchange.eq("bitget_spot") {
        return public_params::BITGET_USDT_SPOT_LIMIT
    } else {
        error!("限频规则(limit)未找到，请检查配置！");
        panic!("限频规则(limit)未找到，请检查配置！");
    }
}

#[cfg(test)]
mod tests {
    use chrono::Utc;
    use rust_decimal_macros::dec;
    use crate::utils::{clip, fix_amount, fix_price, generate_client_id};

    #[test]
    fn clip_test() {
        let num = dec!(11);
        let num2 = dec!(2);

        let lower_limit = dec!(3);
        let upper_limit = dec!(6);

        println!("mum: {}", clip(num, lower_limit, upper_limit));
        println!("mum2: {}", clip(num, lower_limit, upper_limit));
    }

    #[test]
    fn generate_client_id_test() {
        println!("{}", generate_client_id(None));
        println!("{}", generate_client_id(Some("binance".to_string())));
    }

    #[test]
    fn fix_amount_test() {
        println!("{}", fix_amount(dec!(0.9), dec!(0.04)));
        println!("{}", fix_amount(dec!(1.0), dec!(0.1)));
        println!("{}", fix_amount(dec!(0.9), dec!(0.05)));
        println!("{}", fix_amount(dec!(1), dec!(0.1)));
        println!("{}", fix_amount(dec!(0.01), dec!(0.05)));
    }

    #[test]
    fn fix_price_test() {
        println!("{}", fix_price(dec!(1), dec!(0.1)));
        println!("{}", fix_price(dec!(0.9), dec!(2.0)));
        println!("{}", fix_price(dec!(1.1), dec!(0.1)));
        println!("{}", fix_price(dec!(1.2), dec!(0.5)));
        println!("{}", fix_price(dec!(4999.99), dec!(0.5)));
    }

    #[test]
    fn utc_timestamp_test() {
        let now = Utc::now();

        println!("timestamp: {}", now.timestamp());
        println!("timestamp_millis: {}", now.timestamp_millis());
        println!("timestamp_micros: {}", now.timestamp_micros());
        println!("timestamp_nanos: {}", now.timestamp_nanos_opt().unwrap());
    }

}