as-rust/strategy/src/quant.rs

use std::cmp::max;
use std::collections::{BTreeMap, HashMap};
use std::io::Error;
use std::str::FromStr;
use std::sync::{Arc};
use std::sync::atomic::{AtomicBool, Ordering};
use std::time::Duration;
use chrono::{Utc};
use rust_decimal::Decimal;
use rust_decimal::prelude::{ToPrimitive};
use rust_decimal_macros::dec;
use tokio::spawn;
use tokio::sync::mpsc::{Receiver, Sender};
use tokio::sync::{Mutex};
use tokio::task::JoinHandle;
use tokio::time::sleep;
use tracing::{debug, error, info, warn};
use global::params::Params;
use global::public_params::{ASK_PRICE_INDEX, BID_PRICE_INDEX, LENGTH};
use standard::{Account, Market, Order, OrderCommand, Platform, Position, PositionModeEnum, SpecialTicker, Ticker};
use standard::exchange::{Exchange};
use standard::exchange::ExchangeEnum::{BinanceSpot, BinanceSwap, GateSpot, GateSwap, KucoinSwap};

use crate::model::{LocalPosition, OrderInfo, TraderMsg};
use crate::predictor::Predictor;
use crate::strategy::Strategy;


pub struct Quant {
    pub  params: Params,
    // 启动时间
    pub start_time: i64,
    // 币对
    pub symbol: String,
    // 基础货币
    pub base: String,
    // 报价货币
    pub quote: String,
    //
    pub strategy: Strategy,
    // 本地挂单表
    pub local_orders: HashMap<String, OrderInfo>,
    // 本地订单缓存队列
    pub local_orders_backup: HashMap<String, OrderInfo>,
    // 本地订单缓存cid队列
    pub local_orders_backup_cid: Vec<String>,
    // 本地已处理cid缓存队列
    pub handled_orders_cid: Vec<String>,
    // 本地利润值
    pub local_profit: Decimal,
    // 本地U保证金
    pub local_cash: Decimal,
    // 本地币保证金
    pub local_coin: Decimal,
    // 仓位信息
    pub local_position: LocalPosition,
    // 仓位信息-自订单
    pub local_position_by_orders: LocalPosition,
    //
    pub local_buy_amount: Decimal,
    pub local_sell_amount: Decimal,
    pub local_buy_value: Decimal,
    pub local_sell_value: Decimal,
    pub local_cancel_log: HashMap<String, i64>,
    pub interval: u64,
    pub exchange: String,
    pub trade_msg: TraderMsg,
    pub exit_msg: String,
    // 仓位检查结果序列
    pub position_check_series: Vec<i8>,
    // 止损大小
    pub stop_loss: Decimal,
    // 资金使用率
    pub used_pct: Decimal,
    // 启停信号 0 表示运行 大于1开始倒计时 1时停机
    pub mode_signal: i8,
    // 交易盘口订单流更新时间
    pub trade_order_update_time: i64,
    // onTick触发时间记录
    pub on_tick_event_time: i64,
    // 盘口ticker信息
    pub tickers: HashMap<String, SpecialTicker>,
    // 盘口 depth信息
    pub depths: HashMap<String, Vec<Decimal>>,
    // 行情更新延迟监控(风控)
    pub market_update_time: HashMap<String, i64>,
    pub market_update_interval: HashMap<String, Decimal>,
    pub ref_num: i8,
    pub ref_name: Vec<String>,
    pub trade_name: String,
    pub ready: i8,
    pub predictor: Predictor,
    pub market: Market,
    pub platform_rest:Box<dyn Platform+Send+Sync>,
    // 市场最优买卖价
    pub max_buy_min_sell_cache: HashMap<String, Vec<Decimal>>,
    // 最近一次的depth信息
    pub local_depths: HashMap<String, Vec<Decimal>>,
    pub is_update: HashMap<String, bool>,
    pub running: Arc<AtomicBool>,
}

impl Quant {
    pub async fn new(exchange: String, params: Params, exchange_params: BTreeMap<String, String>,  order_sender: Sender<Order>, error_sender: Sender<Error>, running: Arc<AtomicBool>) -> Quant {
        let symbol = params.pair.clone();
        let pairs: Vec<&str> = params.pair.split('_').collect();
        let mut quant_obj = Quant {
            params: params.clone(),
            start_time: 0,
            symbol: symbol.clone(),
            base: pairs[0].to_string(),
            quote: pairs[1].to_string(),
            strategy: Strategy::new(&params, true),
            local_orders: Default::default(),
            local_orders_backup: Default::default(),
            local_orders_backup_cid: Default::default(),
            handled_orders_cid: Default::default(),
            local_profit: Default::default(),
            local_cash: Default::default(),
            local_coin: Default::default(),
            local_position: LocalPosition {
                long_pos: Default::default(),
                short_pos: Default::default(),
                long_avg: Default::default(),
                short_avg: Default::default(),
            },
            local_position_by_orders: LocalPosition {
                long_pos: Default::default(),
                short_pos: Default::default(),
                long_avg: Default::default(),
                short_avg: Default::default(),
            },
            local_buy_amount: Default::default(),
            local_sell_amount: Default::default(),
            local_buy_value: Default::default(),
            local_sell_value: Default::default(),
            local_cancel_log: Default::default(),
            interval: params.interval,
            exchange: params.exchange,
            trade_msg: TraderMsg::new(),
            exit_msg: "正常退出".to_string(),
            position_check_series: Default::default(),
            stop_loss: params.stop_loss,
            used_pct: params.used_pct,
            mode_signal: 0,
            trade_order_update_time: Utc::now().timestamp_millis(),
            on_tick_event_time: Utc::now().timestamp_millis(),
            tickers: Default::default(),
            depths: Default::default(),
            market_update_time: Default::default(),
            market_update_interval: Default::default(),
            ref_num: params.ref_exchange.len() as i8,
            ref_name: Default::default(),
            trade_name: "".to_string(),
            ready: 0,
            predictor: Predictor {
                loop_count: 0,
                market_info_list: vec![],
                mid_price_list: vec![],
                ref_mid_price_per_exchange_per_frame: vec![],
                ref_exchange_length: 0,
                data_length_max: 0,
                alpha: vec![],
                gamma: Default::default(),
                avg_spread_list: vec![],
            },
            market: Market {
                symbol: symbol.clone(),
                base_asset: "".to_string(),
                quote_asset: "".to_string(),
                tick_size: Default::default(),
                amount_size: Default::default(),
                price_precision: Default::default(),
                amount_precision: Default::default(),
                min_qty: Default::default(),
                max_qty: Default::default(),
                min_notional: Default::default(),
                max_notional: Default::default(),
                ct_val: Default::default(),
            },
            platform_rest: match exchange.as_str() {
                "kucoin_usdt_swap" => {
                   Exchange::new(KucoinSwap, symbol, false, exchange_params, order_sender, error_sender).await
                },
                "gate_usdt_swap" => {
                   Exchange::new(GateSwap, symbol, false, exchange_params, order_sender, error_sender).await
                },
                "gate_usdt_spot" => {
                    Exchange::new(GateSpot, symbol, false, exchange_params, order_sender, error_sender).await
                },
                "binance_usdt_swap" => {
                    Exchange::new(BinanceSwap, symbol, false, exchange_params, order_sender, error_sender).await
                },
                "binance_usdt_spot" => {
                    Exchange::new(BinanceSpot, symbol, false, exchange_params, order_sender, error_sender).await
                }
                _ => {
                    error!("203未找到对应的交易所rest枚举！");
                    panic!("203未找到对应的交易所rest枚举！");
                }
            },
            max_buy_min_sell_cache: Default::default(),
            local_depths: Default::default(),
            is_update: Default::default(),
            running,
        };
        for i in 0..=params.ref_exchange.len() - 1 {
            // 拼接不会消耗原字符串
            let tickers_key: String = format!("{}{}{}{}", params.ref_exchange[i], "@", params.ref_pair[i], "@ref");
            let ref_name_element = tickers_key.clone();
            let depths_key: String = tickers_key.clone();
            let market_update_time_key = tickers_key.clone();
            let market_update_interval_key = tickers_key.clone();
            let max_buy_min_sell_cache_key = tickers_key.clone();

            quant_obj.tickers.insert(tickers_key, SpecialTicker {
                sell: Default::default(),
                buy: Default::default(),
                mid_price: Default::default(),
            });
            quant_obj.ref_name.push(ref_name_element);
            quant_obj.depths.insert(depths_key, Default::default());
            quant_obj.market_update_time.insert(market_update_time_key, Default::default());
            quant_obj.market_update_interval.insert(market_update_interval_key, Default::default());
            quant_obj.max_buy_min_sell_cache.insert(max_buy_min_sell_cache_key, vec![Decimal::ZERO, Decimal::ZERO]);
        }
        let name = format!("{}{}{}", quant_obj.exchange.clone(), "@", quant_obj.symbol);
        let market_update_time_key = name.clone();
        let market_update_interval_key = name.clone();
        let tickers_key = name.clone();
        let depths_key = name.clone();
        let max_buy_min_sell_cache_key = name.clone();
        quant_obj.trade_name = name;
        quant_obj.market_update_time.insert(market_update_time_key, Default::default());
        quant_obj.market_update_interval.insert(market_update_interval_key, Default::default());
        quant_obj.tickers.insert(tickers_key, SpecialTicker {
            sell: Default::default(),
            buy: Default::default(),
            mid_price: Default::default(),
        });
        quant_obj.depths.insert(depths_key, Default::default());
        quant_obj.max_buy_min_sell_cache.insert(max_buy_min_sell_cache_key, vec![Decimal::ZERO, Decimal::ZERO]);
        // broker.newWs
        let mut price_alpha: Vec<Decimal> = Vec::new();
        for ref_pair_str in params.ref_pair {
            if params.pair.contains("1000") && !ref_pair_str.contains("1000") {
                price_alpha.push(dec!(1000.0));
            } else if !params.pair.contains("1000") && ref_pair_str.contains("1000") {
                price_alpha.push(dec!(0.001))
            } else {
                price_alpha.push(dec!(1.0));
            }
        }
        info!("价格系数：{:?}", price_alpha);
        quant_obj.predictor = Predictor::new(quant_obj.ref_name.len())
            .alpha(price_alpha)
            .gamma(params.gamma);

        return quant_obj;
    }

    pub async fn handle_signals(quant_arc: Arc<Mutex<Quant>>, mut rx: Receiver<Order>) {
        spawn(async move{
            loop {
                sleep(Duration::from_millis(1)).await;
                match rx.try_recv() {
                    Ok(val)=>{
                        // 只处理这两种订单回执
                        if ["NEW", "REMOVE"].contains(&val.status.as_str()){
                            let mut local_order_info = OrderInfo{
                                symbol: "".to_string(),
                                amount: Default::default(),
                                side: "".to_string(),
                                price: Default::default(),
                                client_id: "".to_string(),
                                filled_price: Default::default(),
                                filled: Default::default(),
                                order_id: "".to_string(),
                                local_time: 0,
                                create_time: 0,
                                status: "".to_string(),
                                fee: Decimal::ZERO,
                                trace_stack: Default::default(),
                            };
                            if val.status== "NEW" {
                                local_order_info.client_id = val.custom_id;
                                local_order_info.order_id = val.id;
                            } else if val.status == "REMOVE" {
                                local_order_info.client_id = val.custom_id;
                            }
                            let mut bot = quant_arc.lock().await;
                            // let mut time_delay = time_record.lock().await;
                            // 写入本地订单缓存
                            bot.update_local_order(local_order_info);
                        }
                    },
                    Err(e) => {
                        info!("订单回执消费失败！{}", e);
                        return;
                    }
                }
            }
        });
    }
    pub fn update_order(&mut self, data: Vec<OrderInfo>){
        for order in data {
            self.update_local_order(order);
        }
    }

    pub fn update_local_order(&mut self, data: OrderInfo) {
        if data.filled != Decimal::ZERO {
            info!("\n\n");
            info!("接收到订单信息①：{:?}", data);
        }
        /*
         更新订单
            首先直接复写本地订单
            1、如果是开仓单
                如果新增: 增加本地订单
                如果取消: 删除本地订单 查看是否完全成交 如果是部分成交 则按已成交量发送平仓订单 修改本地仓位
                如果成交: 删除本地订单 发送平仓订单 修改本地仓位
            2、如果是平仓单
                如果新增: 增加本地订单
                如果取消: 删除本地订单 查看是否完全成交 如果是部分成交 则按未成交量发送平仓订单 修改本地仓位
                如果成交: 删除本地订单 修改本地仓位
            NEW 可以从 ws / rest 来
            REMOVE 主要从 ws 来 必须包含 filled 和 filled_price 用于本地仓位推算 定期rest查过旧订单
            为了防止下单失败依然有订单成交 本地需要做一个缓存
        */
        // 触发订单更新
        self.trade_order_update_time = Utc::now().timestamp_millis();
        // 新增订单推送 仅需要cid oid信息
        if data.status == "NEW" {
            // 更新oid信息 更新订单 loceltime信息(尤其是查单返回new的情况 必须更新 否则会误触发风控)
            if self.local_orders.contains_key(&data.client_id) {
                let mut order_info = self.local_orders.get(&data.client_id).unwrap().clone();
                order_info.order_id = data.order_id;
                order_info.local_time = Utc::now().timestamp_millis();
                self.local_orders.insert(data.client_id.clone(), order_info);
            }
        } else if data.status == "REMOVE" {
            // 如果在撤单记录中 说明此订单结束生命周期 可以移除记录
            if self.local_cancel_log.contains_key(&data.client_id) {
                self.local_cancel_log.remove(&data.client_id);
            }
            if self.local_orders.contains_key(&data.client_id) {
                debug!("删除本地订单, client_id:{:?}", data);
                self.local_orders.remove(&data.client_id);
            } else {
                debug!("该订单不在本地挂单表中, order:{:?}", data);
            }
            // 在cid缓存队列中 说明是本策略的订单
            if self.local_orders_backup.contains_key(&data.client_id) {
                // 不在已处理cid缓存队列中 说明还没参与过仓位计算 则执行订单计算
                if self.handled_orders_cid.contains(&data.client_id) {
                    debug!("订单已经参与过仓位计算 拒绝重复进行计算, 订单号：{}", data.client_id);
                } else {
                    // 添加进已处理队列
                    self.handled_orders_cid.push(data.client_id.clone());
                    // 提取成交信息 方向 价格 量
                    let filled = data.filled;
                    let side = self.local_orders_backup.get(&data.client_id).unwrap().side.clone();
                    let mut filled_price = Decimal::ZERO;
                    if data.filled_price > filled_price {
                        filled_price = data.filled_price;
                    } else {
                        filled_price = self.local_orders_backup.get(&data.client_id).unwrap().price.clone();
                    }
                    // 只有开仓成交才触发onPosition
                    // 如果漏推送 rest补充的订单查询信息过来 可能会导致 kd kk 推送出现计算分母为0的情况
                    if filled > Decimal::ZERO {
                        let mut filled_order = data.clone();
                        filled_order.side = side.clone();

                        info!("移除本地订单：{:?}, local_by_orders: {:?}", filled_order, self.local_position_by_orders);
                        if self.exchange.contains("spot") { // 如果是现货交易 还需要修改equity
                            // 现货必须考虑fee 买入fee单位为币 卖出fee单位为u
                            let fee = data.fee;
                            if side == "kd" { // buy  开多
                                self.local_buy_amount += filled - fee;
                                self.local_buy_value += (filled - fee) * filled_price;
                                let new_long_pos = self.local_position_by_orders.long_pos.clone();
                                if new_long_pos == Decimal::ZERO {
                                    self.local_position_by_orders.long_avg = Decimal::ZERO;
                                    self.local_position_by_orders.long_pos = Decimal::ZERO;
                                } else {
                                    self.local_position_by_orders.long_avg = (self.local_position_by_orders.long_pos * self.local_position_by_orders.long_avg +
                                        filled * filled_price) / new_long_pos;
                                    self.local_position_by_orders.long_pos = new_long_pos;
                                }
                                self.local_cash -= filled * filled_price;
                                self.local_coin = filled - fee;
                            } else if side == "pd" { // sell 平多
                                self.local_sell_amount += filled;
                                self.local_sell_value += filled * filled_price;
                                self.local_profit += filled * (filled_price - self.local_position_by_orders.long_avg);
                                let new_long_pos = self.local_position_by_orders.long_pos - filled;
                                if new_long_pos == Decimal::ZERO {
                                    self.local_position_by_orders.long_avg = Decimal::ZERO;
                                    self.local_position_by_orders.long_pos = Decimal::ZERO;
                                } else {
                                    self.local_position_by_orders.long_pos = new_long_pos;
                                }
                                self.local_cash += filled * filled_price - fee;
                                self.local_coin -= filled;
                            } else if side == "pk" { // buy 平空
                                self.local_buy_amount += filled - fee;
                                self.local_buy_value += (filled - fee) * filled_price;
                                self.local_profit += filled * (self.local_position_by_orders.short_avg - filled_price);
                                let new_short_pos = self.local_position_by_orders.short_pos - filled;
                                if new_short_pos == Decimal::ZERO {
                                    self.local_position_by_orders.short_avg = Decimal::ZERO;
                                    self.local_position_by_orders.short_pos = Decimal::ZERO;
                                } else {
                                    self.local_position_by_orders.short_pos = new_short_pos;
                                }
                                self.local_cash -= filled * filled_price;
                                self.local_coin += filled - fee;
                            } else if side == "kk" { // sell 开空
                                self.local_sell_amount += filled;
                                self.local_sell_value += filled * filled_price;
                                let new_short_pos = self.local_position_by_orders.short_pos - filled;
                                if new_short_pos == Decimal::ZERO {
                                    self.local_position_by_orders.short_avg = Decimal::ZERO;
                                    self.local_position_by_orders.short_pos = Decimal::ZERO;
                                } else {
                                    self.local_position_by_orders.short_avg = (self.local_position_by_orders.short_pos * self.local_position_by_orders.short_avg
                                        + filled * filled_price) / new_short_pos;
                                    self.local_position_by_orders.short_pos = new_short_pos;
                                }
                                self.local_cash += filled * filled_price - fee;
                                self.local_coin -= filled;
                            } else {
                                info!("错误的仓位方向{}", side);
                            }
                        } else { // 合约订单流仓位计算
                            if side == "kd" { // buy 开多
                                self.local_buy_amount += filled;
                                self.local_buy_value += filled * filled_price;
                                let new_long_pos = self.local_position_by_orders.long_pos + filled;
                                if new_long_pos == Decimal::ZERO {
                                    self.local_position_by_orders.long_avg = Decimal::ZERO;
                                    self.local_position_by_orders.long_pos = Decimal::ZERO;
                                } else {
                                    self.local_position_by_orders.long_avg = (self.local_position_by_orders.long_pos *
                                        self.local_position_by_orders.long_avg + filled * filled_price) / new_long_pos;
                                    self.local_position_by_orders.long_pos = self.local_position_by_orders.long_pos + filled;
                                }
                            } else if side == "kk" { // sell 开空
                                self.local_sell_amount += filled;
                                self.local_sell_value += filled * filled_price;
                                let new_short_pos = self.local_position_by_orders.short_pos + filled;
                                if new_short_pos == Decimal::ZERO {
                                    self.local_position_by_orders.short_avg = Decimal::ZERO;
                                    self.local_position_by_orders.short_pos = Decimal::ZERO;
                                } else {
                                    self.local_position_by_orders.short_avg = (self.local_position_by_orders.short_pos * self.local_position_by_orders.short_avg + filled * filled_price) / new_short_pos;
                                    self.local_position_by_orders.short_pos = self.local_position_by_orders.short_pos + filled;
                                }
                            } else if side == "pd" { // sell 平多
                                self.local_sell_amount += filled;
                                self.local_sell_value += filled * filled_price;
                                self.local_profit += filled * (filled_price - self.local_position_by_orders.long_avg);
                                self.local_position_by_orders.long_pos = self.local_position_by_orders.long_pos - filled;
                                if self.local_position_by_orders.long_pos == Decimal::ZERO {
                                    self.local_position_by_orders.long_avg = Decimal::ZERO;
                                }
                            } else if side == "pk" { // buy 平空
                                self.local_buy_amount += filled;
                                self.local_buy_value += filled * filled_price;
                                self.local_profit += filled * (self.local_position_by_orders.short_avg - filled_price);
                                self.local_position_by_orders.short_pos = self.local_position_by_orders.short_pos - filled;
                                if self.local_position_by_orders.short_pos == Decimal::ZERO {
                                    self.local_position_by_orders.short_avg = Decimal::ZERO;
                                }
                            } else {
                                error!("错误的仓位方向{}", side);
                            }
                            // 统计合约交易手续费 正fee为扣手续费 负fee为返佣
                            if data.fee > Decimal::ZERO {
                                self.local_profit -= data.fee;
                            }
                        }
                        // info!("成交单耗时数据：{}", time_record.to_string());
                        info!("更新推算仓位 {:?}", self.local_position_by_orders);
                        // 本地计算利润
                        self._print_local_trades_summary();
                        // 打印各类信息
                        self.strategy.local_orders = self.local_orders.clone();
                        self.strategy._print_summary();
                    }
                    // 每次有订单变动就触发一次策略
                    if self.mode_signal == 0 && self.ready == 1 {
                        // 更新交易数据
                        self.update_trade_msg();
                        // 触发策略挂单逻辑
                        // 更新策略时间
                        self.strategy.local_time = Utc::now().timestamp_millis();
                        // time_record.strategy_start = Utc::now().timestamp_micros();
                        let order = self.strategy.on_time(&self.trade_msg);
                        // time_record.strategy_end = Utc::now().timestamp_micros();
                        // 记录指令触发信息
                        if order.is_not_empty() {
                            // info!("触发onOrder");
                            self._update_local_orders(&order);
                            // time_record.quant_end = Utc::now().timestamp_micros();
                            // time_record.source = "508 orderUpdate".to_string();
                            // time_record.order_command = order.to_string();
                            //交易所处理订单信号
                            let mut platform_rest_fb = self.platform_rest.clone_box();
                            // info!("订单指令：{:?}", order);
                            spawn(async move{
                                // info!("update_local_order订单指令：{:?}", order);
                                platform_rest_fb.command_order(order).await;
                            });
                        }
                    }
                }
            } else {
                debug!("订单不属于本策略 拒绝进行仓位计算: {}", data.client_id);
            }
        } else {
            error!("未知的订单事件类型：{:?}", data);
        }
    }

    pub fn _print_local_trades_summary(&mut self) {
        // 计算本地累计利润
        let local_buy_amount = self.local_buy_amount.round_dp(5);
        let local_buy_value = self.local_buy_value.round_dp(5);
        let local_sell_amount = self.local_sell_amount.round_dp(5);
        let local_sell_value = self.local_sell_value.round_dp(5);

        if self.strategy.mp > Decimal::ZERO {
            let unrealized = (local_buy_amount - local_sell_amount) * self.strategy.mp;
            let realized = local_sell_value - local_buy_value;
            let local_profit = (unrealized + realized).round_dp(5);
            self.strategy.local_profit = local_profit;
            info!("买量 {}，卖量 {}，买额{}，卖额{}", local_buy_amount, local_sell_amount, local_buy_value, local_sell_value);
        }
    }

    // 检测初始数据是否齐全
    pub fn check_ready(&mut self) {
        // 检查 ticker 行情
        for i in &self.ref_name {
            if self.tickers.is_empty() || !self.tickers.contains_key(i) {
                info!("529参考盘口ticker未准备好: {:?}", self.tickers);
                return;
            } else {
                if self.tickers.get(i).unwrap().buy == dec!(0) || self.tickers.get(i).unwrap().sell == dec!(0) {
                    info!("533参考盘口ticker未准备好: {:?}", self.tickers);
                    return;
                }
            }
        }
        if self.tickers.contains_key(&self.trade_name) {
            if self.tickers.get(&self.trade_name).unwrap().buy == dec!(0) || self.tickers.get(&self.trade_name).unwrap().sell == dec!(0) {
                info!("540交易盘口ticker未准备好: {:?}", self.tickers);
                return;
            }
        } else {
            info!("544交易盘口ticker未准备好: {:?}", self.tickers);
            return;
        }
        // 检查 market 行情
        let all_market: Vec<Decimal> = self.get_all_market_data();
        if all_market.len() != LENGTH * (1usize + self.ref_num as usize) {
            info!("550聚合行情未准备好: market长度：{}, 检验数: {}", all_market.len(), LENGTH * (1usize + self.ref_num as usize));
            return;
        } else {
            info!("553聚合行情准备就绪");
            self.trade_msg.market = all_market;
            self.predictor.market_info_handler(&self.trade_msg.market);
        }
        self.ready = 1
    }

    pub fn _update_depth(&mut self, depth: Vec<Decimal>, name :String) {
        // 要从回调传入的深度信息中获取data.name
        let market_update_interval_key = name.clone();
        let market_update_time_key = name.clone();
        let depths1_key = name.clone();
        let depths2_key = name.clone();
        let depths3_key = name.clone();

        let now_time = Utc::now().timestamp_millis();
        if self.market_update_time.contains_key(&name) && *self.market_update_time.get(&name).unwrap() != 0i64 {
            let interval = Decimal::from(now_time - self.market_update_time.get(&name).unwrap());
            if *self.market_update_interval.get(&name).unwrap() == dec!(0) {
                self.market_update_interval.insert(market_update_interval_key, interval);
            } else {
                let value = self.market_update_interval.get(&name).unwrap();
                self.market_update_interval.insert(market_update_interval_key, value * dec!(0.999) + interval * dec!(0.001));
            }
        }
        self.market_update_time.insert(market_update_time_key, now_time);
        // 初始化depths
        if self.depths.get(&name).unwrap().is_empty() {
            self.depths.insert(depths1_key, depth.clone());
        }
        // 判断是否需要触发ondepth
        // 是否是交易盘口
        if name == self.trade_name {
            // 更新depths
            self.depths.insert(depths2_key, depth.clone());
            // 允许交易
            if self.mode_signal == 0 && self.ready == 1 {
                self.on_agg_market();
            }
        } else if name == self.ref_name[0] { // 判断是否为当前跟踪的盘口
            // 判断是否需要触发ontick 对行情进行过滤
            // 过滤条件 价格变化很大 时间间隔很长
            let mut flag = 0;
            let bid_price_rate = (depth[BID_PRICE_INDEX] - self.depths.get(&name).unwrap()[BID_PRICE_INDEX]).abs() / depth[BID_PRICE_INDEX];
            let ask_price_rate = (depth[ASK_PRICE_INDEX] - self.depths.get(&name).unwrap()[ASK_PRICE_INDEX]).abs() / depth[ASK_PRICE_INDEX];
            let rate = dec!(0.0002);
            if bid_price_rate > rate || ask_price_rate > rate || Utc::now().timestamp_millis() - self.on_tick_event_time > 50 {
                // 允许交易
                flag = 1;
                // 更新ontick触发时间记录
                self.on_tick_event_time = Utc::now().timestamp_millis();
            }
            // 更新depths
            self.depths.insert(depths3_key, depth);
            // 允许交易
            if self.mode_signal == 0 && self.ready == 1 && flag == 1 {
                // 更新交易数据
                self.update_trade_msg();
                // 触发事件撤单逻辑
                // 更新策略时间
                self.strategy.local_time = Utc::now().timestamp_millis();

                // time_record.strategy_start = Utc::now().timestamp_micros();
                // 产生交易信号
                let orders = self.strategy.on_time(&self.trade_msg);
                // time_record.strategy_end = Utc::now().timestamp_micros();
                if orders.is_not_empty() {
                    debug!("触发onTick");
                    self._update_local_orders(&orders);
                    // time_record.quant_end = Utc::now().timestamp_micros();
                    //异步交易所处理订单信号
                    let mut platform_rest_fb = self.platform_rest.clone_box();
                    // time_record.source = "646 depth".to_string();
                    // time_record.order_command = orders.to_string();
                    // info!("订单指令：{:?}", orders);
                    spawn(async move{
                        // info!("_update_depth订单指令：{:?}", orders);
                        platform_rest_fb.command_order(orders).await;
                    });
                }
            }
        }
    }

    pub fn update_position(&mut self, data: Vec<Position>) {
        if data.is_empty() {
            return;
        }
        let mut position = LocalPosition::new();
        for pos in &data {
            if pos.position_mode == PositionModeEnum::Long {
                position.long_pos = pos.amount;
                position.long_avg = pos.price;
            } else if pos.position_mode == PositionModeEnum::Short {
                position.short_pos = pos.amount.abs();
                position.short_avg = pos.price;
            }
        }
        // 更新仓位信息
        if position != self.local_position {
            info!("收到新的仓位推送, position: {:?}, local_position: {:?}", data, position);
            info!("更新本地仓位:{:?}", self.local_position);
            self.local_position = position;
        }
    }

    pub fn _update_ticker(&mut self, data: SpecialTicker, name: String) {
        self.tickers.insert(name, data);
    }

    pub fn on_agg_market(&mut self) {
        /* 处理聚合行情
           1. 获取聚合行情
           2. 更新预测器
           3. 触发tick回测
         */
        // 更新聚合市场数据
        let agg_market = self.get_all_market_data();
        // 更新聚合市场信息
        self.trade_msg.market = agg_market;
        // 更新预测器
        self.predictor.market_info_handler(&self.trade_msg.market);
    }

    pub fn update_trade_msg(&mut self) {
        // 更新保证金
        self.trade_msg.cash = self.local_cash.round_dp(10);
        self.trade_msg.coin = self.local_coin.round_dp(10);
        let position = self.local_position_by_orders.clone();
        // 使用本地推算仓位
        self.trade_msg.position = position;
        let orders = self.local_orders.clone();
        self.trade_msg.orders = orders;
        // 更新 ref
        let mut ref_tickers: BTreeMap<String, Ticker> = BTreeMap::new();
        for i in &self.ref_name {
            let bp = self.tickers.get(i).unwrap().buy.clone();
            let ap = self.tickers.get(i).unwrap().sell.clone();
            ref_tickers.insert(i.clone(), Ticker {
                time: 0,
                high: Default::default(),
                low: Default::default(),
                sell: ap,
                buy: bp,
                last: Default::default(),
                volume: Default::default(),
            });
        }
        let ref_price: Vec<Vec<Decimal>> = self.predictor.get_ref_price(&ref_tickers);
        self.trade_msg.ref_price = ref_price;
    }

    // 本地记录所有报单信息
    pub fn _update_local_orders(&mut self, orders: &OrderCommand) {
        let mut limits = HashMap::new();
        limits.extend(orders.clone().limits_open);
        limits.extend(orders.clone().limits_close);

        if !limits.is_empty() {
            for j in limits.keys() {
                let order_info = OrderInfo {
                    symbol: self.symbol.clone(),
                    amount: Decimal::from_str(limits.get(j).unwrap()[0].as_str()).unwrap(),
                    side: limits.get(j).unwrap()[1].clone(),
                    price: Decimal::from_str(limits.get(j).unwrap()[2].as_str()).unwrap(),
                    client_id: limits.get(j).unwrap()[3].clone(),
                    filled_price: Default::default(),
                    filled: Decimal::ZERO,
                    order_id: "".to_string(),
                    local_time: self.strategy.local_time,
                    create_time: self.strategy.local_time,
                    status: "".to_string(),
                    fee: Default::default(),
                    trace_stack: Default::default(),
                };
                // 本地挂单表
                self.local_orders.insert(limits.get(j).unwrap()[3].clone(), order_info.clone());
                // 本地缓存表
                self.local_orders_backup.insert(limits.get(j).unwrap()[3].clone(), order_info);
                // 本地缓存cid表
                self.local_orders_backup_cid.push(limits.get(j).unwrap()[3].clone());
            }
        }
        if !orders.cancel.is_empty() {
            for cancel_key in orders.cancel.keys() {
                let cid = orders.cancel.get(cancel_key).unwrap()[0].clone();
                if self.local_cancel_log.contains_key(&cid) {
                    let num = self.local_cancel_log.get(&cid).unwrap() + 1;
                    self.local_cancel_log.insert(cid, num);
                } else {
                    self.local_cancel_log.insert(cid, 0);
                }
            }
        }
        let max_len = 9999usize;
        // 清除过于久远的历史记录
        if self.local_orders_backup_cid.len() > max_len {
            let cid = self.local_orders_backup_cid[0].clone();
            // 判断是否超过1个小时 如果超过则移除历史记录
            if self.local_orders_backup.contains_key(&cid) {
                let local_time = self.local_orders_backup.get(&cid).unwrap().local_time;
                if Utc::now().timestamp_millis() - local_time > 3600000 {
                    self.local_orders_backup.remove(&cid);
                    self.local_orders_backup_cid.retain(|x| *x != cid)
                }
            }
        }
        if self.handled_orders_cid.len() > max_len {
            self.handled_orders_cid.remove(0usize);
        }
    }

    // 获取深度信息
    pub fn get_all_market_data(&mut self) -> Vec<Decimal> {
        // 只能定时触发 组合市场信息=交易盘口+参考盘口
        let mut market: Vec<Decimal> = Vec::new();
        // 获取交易盘口市场信息
        let mut data: Vec<Decimal> = self.local_depths.get(&self.trade_name).unwrap().clone();
        self.is_update.insert(self.symbol.clone(), true);
        let mut max_min_price = self.max_buy_min_sell_cache.get(&self.trade_name).unwrap().clone();
        market.append(&mut data);
        market.append(&mut max_min_price);

        for i in &self.ref_name {
            // 获取参考盘口市场信息
            data = self.local_depths.get(i).unwrap().clone();
            self.is_update.insert(i.clone(), true);
            max_min_price =  self.max_buy_min_sell_cache.get(i).unwrap().clone();
            data.append(&mut max_min_price);
            market.append(&mut data);
        }
        return market;
    }

    pub async fn get_exchange_info(&mut self,) {
        self.market = self.platform_rest.get_self_market();
    }

    pub fn update_equity(&mut self, data: Account) {
        /*
           更新保证金信息
           合约一直更新
           现货只有当出现异常时更新
       */
        if self.exchange.contains("spot") {
            return;
        }
        self.local_cash = data.balance * self.used_pct
    }

    pub async fn update_equity_rest(&mut self) {
        match self.platform_rest.get_account().await {
            Ok(val) => {
                /*
               更新保证金信息
               合约一直更新
               现货只有当出现异常时更新
           */
                if self.exchange.contains("spot") {
                    return;
                }
                self.local_cash = val.balance * self.used_pct
            },
            Err(e) => {
                info!("获取账户信息错误: {:?}", e);
            }
        }
    }

    pub async fn check_risk(&mut self) {
        // 参数检查的风控
        if self.strategy.start_cash == Decimal::ZERO {
            warn!("请检查交易账户余额");
            warn!(?self.strategy.start_cash);
            return;
        }

        if self.strategy.mp == Decimal::ZERO {
            warn!("请检查最新价格");
            warn!(?self.strategy.mp);
            return;
        }

        // 不是现货执行的回撤风控1
        if !self.exchange.contains("spot") {
            let draw_back = Decimal::ONE - self.strategy.equity / self.strategy.max_equity;

            if draw_back > self.stop_loss {
                let exit_msg = format!("{} 总资金吊灯回撤 {}。当前净值：{}, 最高净值{}，触发止损，准备停机。",
                                       self.params.account_name, draw_back, self.strategy.equity, self.strategy.max_equity);
                warn!(exit_msg);
                self.exit_msg = exit_msg;
                self.stop().await;
            }
        }
        // 回撤风控2
        let draw_back = self.local_profit / self.strategy.start_equity;
        if draw_back < -self.stop_loss {
            let exit_msg = format!("{} 交易亏损，触发止损，准备停机。", self.params.account_name);
            warn!(exit_msg);
            self.exit_msg = exit_msg;
            self.stop().await;
        }
        // 报单延迟风控，平均延迟允许上限5000ms
        if self.platform_rest.get_request_avg_delay() > dec!(5000) {
            let exit_msg = format!("{} 延迟爆表 触发风控 准备停机。", self.params.account_name);
            warn!(exit_msg);
            self.exit_msg = exit_msg;
            self.stop().await;
        }

        // 仓位异常风控，只在合约模式下执行
        if !self.exchange.contains("spot") {
            let long_diff = (self.local_position.long_pos - self.local_position_by_orders.long_pos).abs();
            let short_diff = (self.local_position.short_pos - self.local_position_by_orders.short_pos).abs();
            let diff_pos = max(long_diff, short_diff);
            let diff_pos_value = diff_pos * self.strategy.mp;
            if diff_pos_value > self.strategy._min_amount_value {
                warn!("{}发现仓位异常", self.params.account_name);
                warn!(?self.local_position_by_orders, ?self.local_position);
                self.position_check_series.push(1);
            } else {
                self.position_check_series.push(0);
            }

            // self.position_check_series长度限制
            if self.position_check_series.len() > 30 {
                self.position_check_series.remove(0);
            }

            // 连续不符合判定
            if self.position_check_series.iter().sum::<i8>() >= 30 {
                let exit_msg = format!("{} 合约连续检查本地仓位和推算仓位不符合，退出。", self.params.account_name);
                warn!(exit_msg);
                self.exit_msg = exit_msg;
                self.stop().await;
            }
        }

        // 下单异常风控
        if self.strategy.total_amount == Decimal::ZERO {
            let exit_msg = format!("{} 开仓量为0，退出。", self.params.account_name);
            warn!(exit_msg);
            self.exit_msg = exit_msg;
            self.stop().await;
        }

        // 行情更新异常风控
        let mut exchange_names = self.ref_name.clone();
        exchange_names.push(self.trade_name.clone());
        for exchange_name in exchange_names {
            let now_time_millis = Utc::now().timestamp_millis();
            let last_update_millis = self.market_update_time.get(&exchange_name).unwrap();
            let delay = now_time_millis - last_update_millis;
            let limit = global::public_params::MARKET_DELAY_LIMIT;

            if delay > limit {
                let exit_msg = format!("{} ticker_name:{}, delay:{}ms，行情更新延迟过高，退出。",
                                       self.params.account_name, exchange_name, delay);
                warn!(?now_time_millis, ?last_update_millis, ?limit);
                warn!(exit_msg);
                self.exit_msg = exit_msg;
                self.stop().await;
            }
        }
        let local_orders = self.local_orders.clone();
        // 订单异常风控
        for (client_id, order) in local_orders{
            // 订单长时间停留 怀疑漏单 但未必一定漏 5min
            if Utc::now().timestamp_millis() - order.local_time > 5 * 60 * 1000 {
                let exit_msg = format!("{}订单停留过长，怀疑异常，退出，cid:{}。", self.params.account_name, client_id);
                warn!(exit_msg);
                self.exit_msg = exit_msg;
                self.stop().await;
            }
        }

        // 持仓均价异常风控
        if self.strategy.long_pos_bias != Decimal::ZERO {
            if self.strategy.long_hold_value > Decimal::TWO * self.strategy._min_amount_value {
                if self.strategy.long_pos_bias > dec!(4) || self.strategy.long_pos_bias < -Decimal::TWO {
                    let exit_msg = format!("{} long_pos_bias: {}，持仓均价异常，退出。", self.params.account_name, self.strategy.long_pos_bias);
                    warn!(exit_msg);
                    self.exit_msg = exit_msg;
                    self.stop().await;
                }
            }
        }
        if self.strategy.short_pos_bias != Decimal::ZERO {
            if self.strategy.short_hold_value > Decimal::TWO * self.strategy._min_amount_value {
                if self.strategy.short_pos_bias > dec!(4) || self.strategy.short_pos_bias < -Decimal::TWO {
                    let exit_msg = format!("{} short_pos_bias: {}，持仓均价异常，退出。", self.params.account_name, self.strategy.long_pos_bias);
                    warn!(exit_msg);
                    self.exit_msg = exit_msg;
                    self.stop().await;
                }
            }
        }

        // 订单撤单异常风控
        for (client_id, cancel_delay) in self.local_cancel_log.clone() {
            if cancel_delay > 300 {
                let exit_msg = format!("{} 长时间无法撤销，client_id: {}，退出。", self.params.account_name, client_id);
                warn!(exit_msg);
                warn!(?self.strategy.ref_price, ?self.strategy.mp);
                self.exit_msg = exit_msg;
                self.stop().await;
            }
        }

        // 定价异常风控
        if (self.strategy.ref_price - self.strategy.mp).abs() / self.strategy.mp > dec!(0.03) {
            let exit_msg = format!("{} 定价偏离过大，怀疑定价异常，退出。", self.params.account_name);
            warn!(exit_msg);
            warn!(?self.strategy.ref_price, ?self.strategy.mp);
            self.exit_msg = exit_msg;
            self.stop().await;
        }
    }

    pub async fn check_position(&mut self){
        info!("清空挂单！");
        match self.platform_rest.cancel_orders().await{
            Ok(val)=>{
                info!(?val);
            },
            Err(e)=>{
                error!("清空挂单异常: {}", e);
            }
        };
        info!("检查遗漏仓位！");
        match self.platform_rest.get_positions().await {
            Ok(val)=>{
                for position in val {
                    if !position.symbol.eq_ignore_ascii_case(self.symbol.as_str()){
                        continue;
                    }

                    if position.amount.eq(&Decimal::ZERO) {
                        continue;
                    }

                    match self.platform_rest.get_ticker().await {
                        Ok(ticker)=>{
                            let ap = ticker.sell;
                            let bp = ticker.buy;
                            let mp = ( ap + bp ) / Decimal::TWO;
                            let price;
                            let side;
                            info!(?position);
                            match position.position_mode {
                                PositionModeEnum::Long => {
                                    // pd
                                    price = (mp*dec!(0.999)/self.market.tick_size).floor()*self.market.tick_size;
                                    side = "pd";
                                },
                                PositionModeEnum::Short => {
                                    // pk
                                    price = (mp*dec!(1.001)/self.market.tick_size).floor()*self.market.tick_size;
                                    side = "pk";
                                }
                                _ => {
                                    info!("仓位匹配失败，不做操作！");
                                    // 执行完当前币对  结束循环
                                    break;
                                }
                            }
                            match self.platform_rest.take_order("t-123", side, price, position.amount.abs()).await {
                                Ok(order)=>{
                                    info!("清仓下单，{:?}", order);
                                    // 执行完当前币对  结束循环
                                    break;
                                },
                                Err(error)=>{
                                    error!("清仓下单异常：{}", error);
                                    // 执行完当前币对  结束循环
                                    break;
                                }
                            };
                        },
                        Err(err)=>{
                            error!("获取当前ticker异常: {}",err)
                        }
                    }
                }
            },
            Err(error)=>{
                error!("获取仓位信息异常: {}", error);
            }
        }
    }


    pub async fn stop(&mut self){
        /*
         *  停机函数
         *  mode_signal 不能小于80
         *  前6秒用于maker平仓
         *  后2秒用于撤maker平仓单
         *  休眠2秒再执行check_position 避免卡单导致漏仓位
        */
        info!("进入停机流程...");
        self.mode_signal = 80;
        sleep(Duration::from_secs(10)).await;
        
        info!("开始退出操作");
        info!("为避免api失效导致遗漏仓位 建议人工复查");
        self.check_position().await;
        // 开启停机信号

        sleep(Duration::from_secs(3)).await;
        info!("双重检查遗漏仓位");
        self.check_position().await;
        info!("停机退出  停机原因： {}", self.exit_msg);
        // 发送交易状态 await self._post_params()
        // TODO: 向中控发送信号
        self.running.store(false, Ordering::Relaxed);
        info!("退出进程!");
    }

    pub async fn exit(&mut self, delay: i8){
        info!("预约退出操作 delay:{}", delay);
        if delay > 0i8 {
            sleep(Duration::from_secs(delay as u64)).await;
        }
        info!("开始退出操作");
        info!("为避免api失效导致遗漏仓位 建议人工复查");
        self.check_position().await;
        // 开启停机信号

        sleep(Duration::from_secs(3)).await;
        info!("双重检查遗漏仓位");
        self.check_position().await;
        info!("停机退出  停机原因： {}", self.exit_msg);
        // 发送交易状态 await self._post_params()
        // TODO: 向中控发送信号
        self.running.store(false, Ordering::Relaxed);
        info!("退出进程!");
    }

    pub async fn before_trade(&mut self) -> bool {
        sleep(Duration::from_secs(1)).await;
        // 获取市场信息
        self.get_exchange_info().await;
        // 获取价格信息
        let ticker = self.platform_rest.get_ticker().await.expect("获取价格信息异常!");
        let mp = (ticker.buy + ticker.sell) / Decimal::TWO;
        // 获取账户信息
        self.update_equity_rest().await;
        // 初始资金
        let start_cash = self.local_cash.clone();
        let start_coin = self.local_coin.clone();
        if start_cash.is_zero() && start_coin.is_zero() {
            self.exit_msg = format!("{}{}{}{}", "初始为零 cash: ", start_cash, " coin: ", start_coin);
            // 停止程序
            self.stop().await;
            return false;
        }
        info!("初始cash: {start_cash} 初始coin: {start_coin}");
        // 初始化策略基础信息
        if mp <= Decimal::ZERO {
            self.exit_msg = format!("{}{}", "初始价格获取错误: ", mp);
            // 停止程序
            self.stop().await;
            return false;
        } else {
            info!("初始价格为 {}", mp);
        }
        self.strategy.mp = mp.clone();
        self.strategy.start_cash = start_cash.clone();
        self.strategy.start_coin = start_coin.clone();
        self.strategy.start_equity = start_cash + start_coin * mp;
        self.strategy.max_equity = self.strategy.start_equity.clone();
        self.strategy.equity = self.strategy.start_equity.clone();
        self.strategy.total_amount = self.strategy.equity * self.strategy.lever_rate / self.strategy.mp;
        // 获取数量精度
        self.strategy.step_size = self.market.amount_size.clone();
        if self.strategy.step_size > Decimal::ONE {
            self.strategy.step_size = self.strategy.step_size.trunc();
        }
        // 获取价格精度
        self.strategy.tick_size = self.market.tick_size.clone();
        if self.strategy.tick_size > Decimal::ONE {
            self.strategy.tick_size = self.strategy.tick_size.trunc();
        }
        if self.strategy.step_size.is_zero() || self.strategy.tick_size.is_zero() {
            self.exit_msg = format!("{}{}{}{}", "交易精度未正常获取 step_size: ", self.strategy.step_size, " tick_size:", self.strategy.tick_size);
            // 停止程序
            self.stop().await;
            return false;
        } else {
            info!("数量精度 {}", self.strategy.step_size);
            info!("价格精度 {}", self.strategy.tick_size);
        }
        let grid = Decimal::from(self.params.grid.clone());
        // 计算下单数量
        let long_one_hand_value: Decimal = start_cash * self.params.lever_rate / grid;
        let short_one_hand_value: Decimal;
        let long_one_hand_amount: Decimal = (long_one_hand_value / mp / &self.strategy.step_size).floor() * self.strategy.step_size;
        let short_one_hand_amount: Decimal;

        if self.exchange.contains("spot") {
            short_one_hand_value = start_coin * mp * self.params.lever_rate / grid;
            short_one_hand_amount = (short_one_hand_value / mp / self.strategy.step_size).floor() * self.strategy.step_size;
        } else {
            short_one_hand_value = start_cash * self.params.lever_rate / grid;
            short_one_hand_amount = (short_one_hand_value / mp / self.strategy.step_size).floor() * self.strategy.step_size;
        }
        info!("最低单手交易下单量为 buy: {}, sell: {}", long_one_hand_amount, short_one_hand_amount);
        let hand_min_limit = Decimal::new(5, 0);
        if (long_one_hand_amount.is_zero() && short_one_hand_amount.is_zero()) ||
            (long_one_hand_value < hand_min_limit && short_one_hand_value < hand_min_limit) {
            self.exit_msg = format!("{}{}{}{}", "初始下单量太少 buy: ", long_one_hand_amount, " sell: ", short_one_hand_amount);
            // 停止程序
            self.stop().await;
            return false;
        }
        // 初始化调度器
        self.local_cash = start_cash;
        self.local_coin = start_coin;

        // 清空挂单和仓位
        self.check_position().await;
        /*
        ###### 交易前准备就绪 可以开始交易 ######
        self.loop.create_task(self.rest.go())
        self.loop.create_task(self.on_timer())
        self.loop.create_task(self._run_server())
        self.loop.create_task(self.run_stratey())
        self.loop.create_task(self.early_stop_loop())
        */
        return true;
    }
}

pub fn run_strategy(quant_arc: Arc<Mutex<Quant>>) -> JoinHandle<()>{
    return spawn(async move {
        //定期触发策略
        info!("定时触发器启动");
        info!("前期准备完成");
        sleep(Duration::from_secs(10)).await;
        loop {
            let start_time = Utc::now().timestamp_millis();
            let mut delay = 1u64;
            {
                let mut quant = quant_arc.lock().await;
                if quant.ready == 1 {
                    // 更新交易信息集合
                    quant.update_trade_msg();
                    if quant.mode_signal != 0 {
                        if quant.mode_signal > 1 {
                            quant.mode_signal -= 1;
                        }
                        if quant.mode_signal == 1 {
                            return;
                        }
                        // 触发策略  更新策略时间
                        quant.strategy.local_time = Utc::now().timestamp_millis();
                        let trade_msg = quant.trade_msg.clone();
                        let mut platform_rest_fb = quant.platform_rest.clone_box();
                        // 获取信号
                        if quant.mode_signal > 20 {
                            // 先执行onExit
                            let orders = quant.strategy.on_exit(&trade_msg);
                            if orders.is_not_empty() {
                                info!("触发onExit");
                                info!(?orders);
                                quant._update_local_orders(&orders);
                                spawn(async move {
                                    platform_rest_fb.command_order(orders).await;
                                });
                            }
                        } else {
                            // 再执行onSleep
                            let orders = quant.strategy.on_sleep(&trade_msg);
                            // 记录指令触发信息
                            if orders.is_not_empty() {
                                info!("触发onSleep");
                                info!(?orders);
                                quant._update_local_orders(&orders);
                                spawn(async move {
                                    platform_rest_fb.command_order(orders).await;
                                });
                            }
                        }
                    }
                } else {
                    quant.check_ready();
                }
                // 计算耗时并进行休眠
                let pass_time = (Utc::now().timestamp_millis() - start_time).to_u64().unwrap();
                if pass_time < quant.interval {
                    delay = quant.interval - pass_time;
                }
            }
            sleep(Duration::from_millis(delay)).await;
        }
    });
}

// 定期触发的系统逻辑
pub fn on_timer(quant_arc: Arc<Mutex<Quant>>) -> JoinHandle<()> {
    let quant_arc_clone = quant_arc.clone();

    return spawn(async move {
        tokio::time::sleep(Duration::from_secs(20)).await;

        loop {
            tokio::time::sleep(Duration::from_secs(10)).await;

            let mut quant = quant_arc_clone.lock().await;
            {
                // 检查风控
                quant.check_risk().await;

                // 线程停止信号
                if quant.mode_signal == 1 {
                    return
                }

                // 计算预估成交额
                let total_trade_value = quant.local_buy_value + quant.local_sell_value;
                let time_diff = Decimal::from(Utc::now().timestamp_millis() - quant.start_time);
                let trade_vol_24h = (total_trade_value / time_diff) * dec!(86400);
                quant.strategy.trade_vol_24h_w = trade_vol_24h / dec!(10000);
                quant.strategy.trade_vol_24h_w.rescale(2);

                // TODO quant没有rest
                // info!("Rest报单平均延迟{}ms", quant.rest.avg_delay);
                // info!("Rest报单最高延迟{}ms", quant.rest.max_delay);
                for (name, interval) in &quant.market_update_interval {
                    debug!("WS盘口{}行情平均更新间隔{}ms。", name, interval);
                }
            }
        }
    });
}