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as-rust
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global
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src
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public_params.rs

public_params.rs 2.0 KB
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  1. use rust_decimal::Decimal;
    2. 

  2. use rust_decimal_macros::dec;
    3. 

  3. 

  4. // TODO 市场数据汇总（market_info）的下标集合
    5. 

  5. pub const LEVEL: usize = 1;
    6. 

  6. pub const TRADE_LENGTH: usize = 2;                                          // 推测应该是交易交易所的数据长度
    7. 

  7. pub const LENGTH: usize = LEVEL * 4 + TRADE_LENGTH;                         // 市场数据汇总的总长度
    8. 

  8. pub const BID_PRICE_INDEX: usize = LEVEL * 0;                               // 买入价格下标
    9. 

  9. pub const BID_QUANTITY_INDEX: usize = LEVEL * 0 + 1;                        // 买入数量下标
    10. 

  10. pub const ASK_PRICE_INDEX: usize = LEVEL * 2;                               // 卖出价格下标
    11. 

  11. pub const ASK_QUANTITY_INDEX: usize = LEVEL * 2 + 1;                        // 卖出数量下标
    12. 

  12. // 上面是市场数据汇总的下标相关
    13. 

  13. pub const MARKET_DELAY_LIMIT: i64 = 10*60*1000;                             // 市场信息延迟限制（单位：毫秒）
    14. 

  14. pub const GRID: i64 = 1;                                                    // 策略资金分成多少份
    15. 

  15. pub const STOP_LOSS: Decimal = dec!(0.02);                                  // 风控止损比例，0.02代表2%，是原文的STOPLOSS
    16. 

  16. pub const GAMMA: Decimal = dec!(0.999);                                     // gamma默认值
    17. 

  17. pub const EFF_RANGE: Decimal = dec!(0.001);                                 // 每1权重需要多少价格距离，0.001代表0.1%，每0.1%代表1权重
    18. 

  18. 

  19. // 各交易所限频规则汇总
    20. 

  20. pub const BASIC_LIMIT:i64 = 100;
    21. 

  21. pub const GATE_SPOT_LIMIT:i64 = 10;
    22. 

  22. pub const GATE_USDT_SWAP_LIMIT:i64 = 100;
    23. 

  23. pub const KUCOIN_SPOT_LIMIT:i64 = 15;
    24. 

  24. pub const KUCOIN_USDT_SWAP_LIMIT:i64 = 7;
    25. 

  25. pub const BINANCE_USDT_SWAP_LIMIT:i64 = 5;
    26. 

  26. pub const BINANCE_SPOT_LIMIT:i64 = 2;
    27. 

  27. pub const COINEX_SPOT_LIMIT:i64 = 20;
    28. 

  28. pub const COINEX_USDT_SWAP_LIMIT:i64 = 30;
    29. 

  29. pub const OKEX_USDT_SWAP_LIMIT:i64 = 30;
    30. 

  30. pub const BITGET_USDT_SWAP_LIMIT:i64 = 10;
    31. 

  31. pub const BITGET_USDT_SPOT_LIMIT:i64 = 100;
    32. 

  32. pub const BYBIT_USDT_SWAP_LIMIT:i64 = 10;
    33. 

  33. pub const MEXC_SPOT_LIMIT:i64 = 333;
    34. 

  34. pub const BITMART_USDT_SWAP_LIMIT:i64 = 12;
    35. 

  35. pub const RATIO:i64 = 4;
    36.