as-rust/standard/src/gate_swap.rs

use std::collections::{BTreeMap, HashMap};
use std::io::{Error, ErrorKind};
use std::str::FromStr;
use tokio::sync::mpsc::Sender;
use async_trait::async_trait;
use rust_decimal::Decimal;
use rust_decimal::prelude::{FromPrimitive, ToPrimitive};
use rust_decimal_macros::dec;
use serde_json::{json};
use futures::stream::FuturesUnordered;
use futures::{TryFutureExt, TryStreamExt};
use futures::future::err;
use tracing::{error, info};
use crate::{Platform, ExchangeEnum, Account, Position, Ticker, Market, Order, OrderCommand, PositionModeEnum};
use exchanges::gate_swap_rest::GateSwapRest;

#[allow(dead_code)]
#[derive(Clone)]
pub struct GateSwap {
    exchange: ExchangeEnum,
    symbol: String,
    is_colo: bool,
    params: BTreeMap<String, String>,
    request: GateSwapRest,
    market: Market,
    order_sender: Sender<Order>,
    error_sender: Sender<Error>,
}

impl GateSwap {
    pub async fn new(symbol: String, is_colo: bool, params: BTreeMap<String, String>, order_sender: Sender<Order>, error_sender: Sender<Error>) -> GateSwap {
        let market = Market::new();
        let mut gate_swap = GateSwap {
            exchange: ExchangeEnum::GateSwap,
            symbol: symbol.to_uppercase(),
            is_colo,
            params: params.clone(),
            request: GateSwapRest::new(is_colo, params.clone()),
            market,
            order_sender,
            error_sender,
        };
        gate_swap.market = GateSwap::get_market(&mut gate_swap).await.unwrap_or(gate_swap.market);
        return gate_swap;
    }
}

#[async_trait]
impl Platform for GateSwap {
    // 克隆方法
    fn clone_box(&self) -> Box<dyn Platform + Send + Sync> { Box::new(self.clone()) }
    // 获取交易所模式
    fn get_self_exchange(&self) -> ExchangeEnum {
        ExchangeEnum::GateSwap
    }
    // 获取交易对
    fn get_self_symbol(&self) -> String { self.symbol.clone() }
    // 获取是否使用高速通道
    fn get_self_is_colo(&self) -> bool {
        self.is_colo
    }
    // 获取params信息
    fn get_self_params(&self) -> BTreeMap<String, String> {
        self.params.clone()
    }
    // 获取market信息
    fn get_self_market(&self) -> Market { self.market.clone() }
    // 获取请求时间
    fn get_request_delays(&self) -> Vec<i64> { self.request.get_delays() }
    // 获取请求平均时间
    fn get_request_avg_delay(&self) -> Decimal { self.request.get_avg_delay() }
    // 获取请求最大时间
    fn get_request_max_delay(&self) -> i64 { self.request.get_max_delay() }

    // 获取服务器时间
    async fn get_server_time(&mut self) -> Result<String, Error> {
        let res_data = self.request.get_server_time().await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: serde_json::Value = serde_json::from_str(res_data_str).unwrap();
            let result = res_data_json["server_time"].to_string();
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 获取账号信息
    async fn get_account(&mut self) -> Result<Account, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let res_data = self.request.get_account(symbol_array[1].to_string().to_lowercase()).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: serde_json::Value = serde_json::from_str(res_data_str).unwrap();
            let balance = Decimal::from_str(res_data_json["total"].as_str().unwrap()).unwrap();
            let available_balance = Decimal::from_str(res_data_json["available"].as_str().unwrap()).unwrap();
            let frozen_balance = balance - available_balance;
            let result = Account {
                balance,
                available_balance,
                frozen_balance,
                stocks: dec!(0),
                available_stocks: dec!(0),
                frozen_stocks: dec!(0),
            };
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 获取持仓信息
    async fn get_position(&mut self) -> Result<Vec<Position>, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let amount_size = self.market.amount_size;
        let res_data = self.request.get_position(symbol_array[1].to_string().to_lowercase(), self.symbol.clone()).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: Vec<serde_json::Value> = serde_json::from_str(res_data_str).unwrap();
            let result = res_data_json.iter().map(|item| { format_position_item(item, amount_size) }).collect();
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 获取所有持仓
    async fn get_positions(&mut self) -> Result<Vec<Position>, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let amount_size = self.market.amount_size;
        let res_data = self.request.get_user_position(symbol_array[1].to_string().to_lowercase()).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: Vec<serde_json::Value> = serde_json::from_str(res_data_str).unwrap();
            let result = res_data_json.iter().map(|item| { format_position_item(item, amount_size) }).collect();
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 获取市场行情
    async fn get_ticker(&mut self) -> Result<Ticker, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let res_data = self.request.get_ticker(symbol_array[1].to_string().to_lowercase()).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: Vec<serde_json::Value> = serde_json::from_str(res_data_str).unwrap();
            let ticker_info = res_data_json.iter().find(|item| item["contract"].as_str().unwrap() == self.symbol);
            match ticker_info {
                None => {
                    panic!("Gate：获取Ticker信息错误!\nget_ticker:res_data={}", res_data_str)
                }
                Some(value) => {
                    let result = Ticker {
                        time: chrono::Utc::now().timestamp_millis(),
                        high: Decimal::from_str(value["high_24h"].as_str().unwrap()).unwrap(),
                        low: Decimal::from_str(value["low_24h"].as_str().unwrap()).unwrap(),
                        sell: Decimal::from_str(value["lowest_ask"].as_str().unwrap()).unwrap(),
                        buy: Decimal::from_str(value["highest_bid"].as_str().unwrap()).unwrap(),
                        last: Decimal::from_str(value["last"].as_str().unwrap()).unwrap(),
                        volume: Decimal::from_str(value["volume_24h"].as_str().unwrap()).unwrap(),
                    };
                    Ok(result)
                }
            }
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }

    async fn get_market(&mut self) -> Result<Market, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let res_data = self.request.get_market_details(symbol_array[1].to_string().to_lowercase()).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: Vec<serde_json::Value> = serde_json::from_str(res_data_str).unwrap();
            let market_info = res_data_json.iter().find(|item| item["name"].as_str().unwrap() == self.symbol);
            match market_info {
                None => {
                    panic!("Gate：获取Market信息错误!\nget_market:res_data={}", res_data_str)
                }
                Some(value) => {
                    let name = value["name"].as_str().unwrap();
                    let name_array: Vec<&str> = name.split("_").collect();
                    let tick_size = Decimal::from_str(value["order_price_round"].as_str().unwrap()).unwrap();
                    let amount_size = Decimal::from_str(value["quanto_multiplier"].as_str().unwrap()).unwrap();
                    let price_precision = Decimal::from_u32(tick_size.scale()).unwrap();
                    let amount_precision = Decimal::from_u32(amount_size.scale()).unwrap();

                    let result = Market {
                        symbol: name.to_string(),
                        base_asset: name_array[0].to_string(),
                        quote_asset: name_array[1].to_string(),
                        tick_size,
                        amount_size,
                        price_precision,
                        amount_precision,
                        min_qty: Decimal::from_str(&value["order_size_min"].to_string()).unwrap(),
                        max_qty: Decimal::from_str(&value["order_size_max"].to_string()).unwrap(),
                        min_notional: Default::default(),
                        max_notional: Default::default(),
                        ct_val: Default::default(),
                    };
                    Ok(result)
                }
            }
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 获取订单详情
    async fn get_order_detail(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let amount_size = self.market.amount_size;
        let id = if order_id.eq("") { format!("t-my-custom-id_{}", custom_id) } else { order_id.to_string() };
        let res_data = self.request.get_order_details(symbol_array[1].to_string().to_lowercase(), id).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: serde_json::Value = serde_json::from_str(res_data_str).unwrap();
            let result = format_order_item(res_data_json, amount_size);
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 获取订单列表
    async fn get_orders_list(&mut self, status: &str) -> Result<Vec<Order>, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let amount_size = self.market.amount_size;
        let res_data = self.request.get_orders(symbol_array[1].to_string().to_lowercase(), status.to_string()).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: Vec<serde_json::Value> = serde_json::from_str(res_data_str).unwrap();
            let order_info: Vec<_> = res_data_json.iter().filter(|item| item["contract"].as_str().unwrap_or("") == self.symbol).collect();
            let result = order_info.iter().map(|&item| format_order_item(item.clone(), amount_size)).collect();
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 下单接口
    async fn take_order(&mut self, custom_id: &str, origin_side: &str, price: Decimal, amount: Decimal) -> Result<Order, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let amount_size = self.market.amount_size;
        let mut params = json!({
            "text": format!("t-my-custom-id_{}", custom_id),
            "contract": self.symbol.to_string(),
            "price": price.to_string(),
        });
        let size = (amount / amount_size).floor();
        if price.eq(&dec!(0)) {
            params["tif"] = json!("ioc".to_string());
        }
        match origin_side {
            "kd" => {
                params["reduce_only"] = json!(false);
                params["size"] = json!(size.to_i64());
            }
            "pd" => {
                params["reduce_only"] = json!(true);
                params["size"] = serde_json::Value::from((-size).to_i64());
            }
            "kk" => {
                params["reduce_only"] = json!(false);
                params["size"] = serde_json::Value::from((-size).to_i64());
            }
            "pk" => {
                params["reduce_only"] = json!(true);
                params["size"] = json!(size.to_i64());
            }
            _ => { error!("下单参数错误"); }
        };
        let res_data = self.request.swap_order(symbol_array[1].to_string().to_lowercase(), params).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: serde_json::Value = serde_json::from_str(res_data_str).unwrap();
            let result = format_order_item(res_data_json, amount_size);
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 撤销订单
    async fn cancel_order(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let amount_size = self.market.amount_size;
        let settle = symbol_array[1].to_string().to_lowercase();
        let id = if order_id.eq("") { format!("t-my-custom-id_{}", custom_id) } else { order_id.to_string() };
        let res_data = self.request.cancel_order(settle, id.to_string()).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: serde_json::Value = serde_json::from_str(res_data_str).unwrap();
            let result = format_order_item(res_data_json, amount_size);
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 批量撤销订单
    async fn cancel_orders(&mut self) -> Result<Vec<Order>, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let amount_size = self.market.tick_size;
        let res_data = self.request.cancel_orders(symbol_array[1].to_string().to_lowercase(), self.symbol.to_string()).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let res_data_json: Vec<serde_json::Value> = serde_json::from_str(res_data_str).unwrap();
            let result = res_data_json.iter().map(|item| format_order_item(item.clone(), amount_size)).collect();
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 设置持仓模式
    async fn set_dual_mode(&mut self, coin: &str, is_dual_mode: bool) -> Result<String, Error> {
        let coin_format = coin.to_string().to_lowercase();
        let res_data = self.request.setting_dual_mode(coin_format, is_dual_mode).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let result = res_data_str.clone();
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 更新双持仓模式下杠杆
    async fn set_dual_leverage(&mut self, leverage: &str) -> Result<String, Error> {
        let symbol_array: Vec<&str> = self.symbol.split("_").collect();
        let res_data = self.request.setting_dual_leverage(symbol_array[1].to_string().to_lowercase(), self.symbol.to_string(), leverage.to_string()).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let result = res_data_str.clone();
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 交易账户互转
    async fn wallet_transfers(&mut self, coin: &str, from: &str, to: &str, amount: Decimal) -> Result<String, Error> {
        let coin_format = coin.to_string().to_lowercase();
        let res_data = self.request.wallet_transfers(coin_format.clone(), from.to_string(), to.to_string(), amount.to_string(), coin_format.clone()).await;
        if res_data.code == "200" {
            let res_data_str = &res_data.data;
            let result = res_data_str.clone();
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.message))
        }
    }
    // 指令下单
    async fn command_order(&mut self, order_command: OrderCommand) {
        let mut handles = vec![];
        // 撤销订单
        let cancel = order_command.cancel;
        for item in cancel.keys() {
            let mut self_clone = self.clone();
            let cancel_clone = cancel.clone();
            let item_clone = item.clone();
            let order_id = cancel_clone[&item_clone].get(1).unwrap_or(&"".to_string()).clone();
            let custom_id = cancel_clone[&item_clone].get(0).unwrap_or(&"".to_string()).clone();
            let result_sd = self.order_sender.clone();
            let err_sd = self.error_sender.clone();
            let handle = tokio::spawn(async move {
                let result = self_clone.cancel_order(&order_id, &custom_id).await;
                match result {
                    Ok(result) => {
                        result_sd.send(result).await.unwrap();
                    }
                    Err(error) => {
                        err_sd.send(error).await.unwrap();
                    }
                }
            });
            handles.push(handle)
        }
        // 下单指令
        let mut limits = HashMap::new();
        limits.extend(order_command.limits_open);
        limits.extend(order_command.limits_close);
        for item in limits.keys() {
            let mut self_clone = self.clone();
            let limits_clone = limits.clone();
            let item_clone = item.clone();
            let result_sd = self.order_sender.clone();
            let err_sd = self.error_sender.clone();
            let handle = tokio::spawn(async move {
                let value = limits_clone[&item_clone].clone();
                let amount = Decimal::from_str(value.get(0).unwrap_or(&"0".to_string())).unwrap();
                let side = value.get(1).unwrap();
                let price = Decimal::from_str(value.get(2).unwrap_or(&"0".to_string())).unwrap();
                let cid = value.get(3).unwrap();

                //  order_name: [数量，方向，价格，c_id]
                let result = self_clone.take_order(cid, side, price, amount).await;
                match result {
                    Ok(result) => {
                        result_sd.send(result).await.unwrap();
                    }
                    Err(error) => {
                        let mut err_order = Order::new();
                        err_order.custom_id = (*cid).clone();
                        err_order.status = "REMOVE".to_string();

                        result_sd.send(err_order).await.unwrap();
                        err_sd.send(error).await.unwrap();
                    }
                }
            });
            handles.push(handle)
        }
        // 检查订单指令
        let check = order_command.check;
        for item in check.keys() {
            let mut self_clone = self.clone();
            let check_clone = check.clone();
            let item_clone = item.clone();
            let order_id = check_clone[&item_clone].get(1).unwrap_or(&"".to_string()).clone();
            let custom_id = check_clone[&item_clone].get(0).unwrap_or(&"".to_string()).clone();
            let result_sd = self.order_sender.clone();
            let err_sd = self.error_sender.clone();
            let handle = tokio::spawn(async move {
                let result = self_clone.get_order_detail(&order_id, &custom_id).await;
                match result {
                    Ok(result) => {
                        result_sd.send(result).await.unwrap();
                    }
                    Err(error) => {
                        err_sd.send(error).await.unwrap();
                    }
                }
            });
            handles.push(handle)
        }

        let futures = FuturesUnordered::from_iter(handles);
        let _: Result<Vec<_>, _> = futures.try_collect().await;
    }
}

pub fn format_position_item(position: &serde_json::Value, amount_size: Decimal) -> Position {
    let position_mode = match position["mode"].as_str().unwrap_or("") {
        "single" => PositionModeEnum::Both,
        "dual_long" => PositionModeEnum::Long,
        "dual_short" => PositionModeEnum::Short,
        _ => panic!("Gate：格式化持仓模式错误！\nformat_position_item:position_mode={}", position["mode"])
    };
    let size = Decimal::from_str(&position["size"].to_string()).unwrap();
    let amount = size * amount_size;
    Position {
        symbol: position["contract"].as_str().unwrap_or("").parse().unwrap(),
        margin_level: Decimal::from_str(position["leverage"].as_str().unwrap()).unwrap(),
        amount,
        frozen_amount: dec!(0),
        price: Decimal::from_str(position["entry_price"].as_str().unwrap()).unwrap(),
        profit: Decimal::from_str(position["unrealised_pnl"].as_str().unwrap()).unwrap(),
        position_mode,
        margin: Decimal::from_str(position["margin"].as_str().unwrap()).unwrap(),
    }
}

pub fn format_order_item(order: serde_json::Value, amount_size: Decimal) -> Order {
    info!("format-order-start, gate_swap");
    info!(?order);
    let status = order["status"].as_str().unwrap_or("");
    let text = order["text"].as_str().unwrap_or("");
    let size = Decimal::from_str(&order["size"].to_string()).unwrap();
    let left = Decimal::from_str(&order["left"].to_string()).unwrap();

    let amount = size * amount_size;
    let deal_amount = (size - left) * amount_size;
    let custom_status = if status == "finished" { "REMOVE".to_string() } else if status == "open" { "NEW".to_string() } else { panic!("Gate：格式化订单状态错误！\nformat_order_item:status={}", status) };
    let rst_order = Order {
        id: order["id"].to_string(),
        custom_id: text.replace("t-my-custom-id_", ""),
        price: Decimal::from_str(order["price"].as_str().unwrap()).unwrap(),
        amount,
        deal_amount,
        avg_price: Decimal::from_str(&order["fill_price"].as_str().unwrap()).unwrap(),
        status: custom_status,
        order_type: "limit".to_string(),
    };
    info!(?rst_order);
    info!("format-order-end, gate_swap");
    return rst_order;
}