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- use strategy::core::Core;
- use std::collections::BTreeMap;
- use std::io::Error;
- use strategy::{exchange_disguise, core};
- use std::sync::Arc;
- use std::sync::atomic::{AtomicBool};
- use std::time::Duration;
- use chrono::{Datelike, FixedOffset, Local, TimeZone, Utc};
- use tokio::sync::{mpsc, Mutex};
- use tokio::time::{sleep_until, Instant};
- use tracing::{error, info};
- use global::cci::CentralControlInfo;
- use global::params::Params;
- use global::trace_stack::TraceStack;
- use standard::Order;
- use strategy::model::OrderInfo;
- pub async fn init(params: Params,
- ws_running: Arc<AtomicBool>,
- running: Arc<AtomicBool>,
- cci_arc: Arc<Mutex<CentralControlInfo>>) -> Arc<Mutex<Core>> {
- // 封装
- let mut exchange_params:BTreeMap<String, String> = BTreeMap::new();
- exchange_params.insert("access_key".to_string(), params.access_key.clone());
- exchange_params.insert("secret_key".to_string(), params.secret_key.clone());
- exchange_params.insert("pass_key".to_string(), params.pass_key.clone());
- let (order_sender, mut order_receiver) = mpsc::channel::<Order>(100);
- let (error_sender, mut error_receiver) = mpsc::channel::<Error>(100);
- let mut core_obj = Core::new(params.exchange.clone(),
- params.clone(),
- exchange_params.clone(),
- order_sender.clone(),
- error_sender.clone(),
- running.clone(),
- cci_arc.clone()).await;
- let ref_name = core_obj.ref_name[0].clone();
- let trade_name = core_obj.trade_name.clone();
- info!("core初始化……");
- core_obj.before_trade().await;
- let core_arc = Arc::new(Mutex::new(core_obj));
- // 参考交易所
- exchange_disguise::run_reference_exchange(ws_running.clone(),
- params.ref_exchange.get(0).unwrap().clone(),
- core_arc.clone(),
- ref_name,
- params.ref_pair.clone(),
- params.colo != 0i8,
- exchange_params.clone()).await;
- // 交易交易所
- exchange_disguise::run_transactional_exchange(ws_running.clone(),
- params.exchange,
- core_arc.clone(),
- trade_name,
- vec![params.pair.clone()],
- params.colo != 0i8,
- exchange_params.clone()).await;
- // 启动定期触发的系统逻辑
- core::on_timer(core_arc.clone());
- // 启动策略逻辑
- core::run_strategy(core_arc.clone());
- info!("core初始化完成。");
- let order_handler_core_arc = core_arc.clone();
- tokio::spawn(async move {
- loop {
- tokio::time::sleep(Duration::from_millis(1)).await;
- match order_receiver.recv().await {
- Some(order) => {
- // 刚下的订单有可能会成交,所以有几率触发后续订单逻辑,所以这里也是一个订单触发逻辑
- let trace_stack = TraceStack::new(Utc::now().timestamp_micros(), Instant::now());
- if order.status != "NULL" {
- // trace_stack.on_before_format();
- let mut core = order_handler_core_arc.lock().await;
- // let mut delay_time_lock_instance = delay_time_lock.lock().await;
- let order_info = OrderInfo {
- symbol: "".to_string(),
- amount: order.amount.abs(),
- side: "".to_string(),
- price: order.price,
- client_id: order.custom_id,
- filled_price: order.avg_price,
- filled: order.deal_amount.abs(),
- order_id: order.id,
- local_time: 0,
- create_time: 0,
- status: order.status,
- fee: Default::default(),
- trace_stack: order.trace_stack.clone(),
- };
- // trace_stack.on_after_format();
- core.update_local_order(order_info.clone(), trace_stack).await;
- }
- },
- None => {
- error!("Order channel has been closed!");
- }
- }
- }
- });
- let _error_handler_core_arc = core_arc.clone();
- tokio::spawn(async move {
- loop {
- tokio::time::sleep(Duration::from_millis(1)).await;
- match error_receiver.recv().await {
- Some(_error) => {
- // let mut core = _error_handler_core_arc.lock().await;
- // error!("main: 订单出现错误{:?}", _error);
- // core.strategy._print_summary();
- },
- None => {
- error!("Error channel has been closed!");
- }
- }
- }
- });
- // 定时交易量更新
- let trade_volume_core_arc = core_arc.clone();
- tokio::spawn(async move {
- info!("交易量统计定时任务启动(每天早上8:30)...");
- loop {
- // 定义北京时间偏移(UTC+8)
- let beijing_offset = FixedOffset::east_opt(8 * 3600).unwrap();
- // 获取当前时间并转换为北京时间
- let now = Local::now().with_timezone(&beijing_offset);
- // 计算今天的 8:30(北京时间)
- let mut target_time = beijing_offset.with_ymd_and_hms(now.year(), now.month(), now.day(), 8, 30, 0).unwrap();
- // 如果当前时间已经过了今天的 8:30,则目标时间调整为明天 8:30
- if now >= target_time {
- target_time = target_time + chrono::Duration::days(1);
- }
- info!("下一次交易量统计将在 {} 执行", target_time.timestamp());
- // 将目标时间换算为时间戳,计算剩余等待时间
- let duration_to_wait = (target_time.timestamp() - now.timestamp()) as u64;
- let target_instant = Instant::now() + Duration::from_secs(duration_to_wait);
- sleep_until(target_instant).await;
- // 防止过快循环,等待一分钟后再继续下一次循环
- // 更新近1天(昨8点~今8点)的交易量统计
- let mut core = trade_volume_core_arc.lock().await;
- core.update_trade_volume().await;
- // 等待一分钟以避免过快地循环
- sleep_until(Instant::now() + Duration::from_secs(5*60)).await;
- }
- });
- // 定时仓位检测
- // let markt_price_core_arc = core_arc.clone();
- // tokio::spawn(async move {
- // info!("rest仓位检测定时任务启动(5s)...");
- // loop {
- // tokio::time::sleep(Duration::from_secs(5)).await;
- //
- // let mut core = markt_price_core_arc.lock().await;
- // match core.platform_rest.get_positions().await {
- // Ok(pos) => {
- // if pos.len() > 0 {
- // core.update_position(pos).await;
- // }
- // },
- // Err(err) => {
- // error!("rest持仓数据获取异常 {}", err);
- // }
- // };
- // }
- // });
- return core_arc;
- }
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