binance_swap_rest.rs 17 KB

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  1. use std::collections::BTreeMap;
  2. use std::str::FromStr;
  3. use reqwest::header::HeaderMap;
  4. use hex;
  5. use reqwest::Client;
  6. use rust_decimal::Decimal;
  7. use rust_decimal::prelude::FromPrimitive;
  8. use rust_decimal_macros::dec;
  9. use crate::http_tool::RestTool;
  10. use crate::response_base::ResponseData;
  11. use tracing::{error, info, trace};
  12. use ring::hmac;
  13. use serde_json::{json, Value};
  14. #[derive(Clone)]
  15. pub struct BinanceSwapRest {
  16. label: String,
  17. base_url: String,
  18. client: reqwest::Client,
  19. /*******参数*/
  20. //登录所需参数
  21. login_param: BTreeMap<String, String>,
  22. delays: Vec<i64>,
  23. max_delay: i64,
  24. avg_delay: Decimal,
  25. }
  26. impl BinanceSwapRest {
  27. /*******************************************************************************************************/
  28. /*****************************************获取一个对象****************************************************/
  29. /*******************************************************************************************************/
  30. pub fn new(is_colo: bool, login_param: BTreeMap<String, String>) -> BinanceSwapRest
  31. {
  32. return BinanceSwapRest::new_label("default-BinanceSwapRest".to_string(), is_colo, login_param);
  33. }
  34. pub fn new_label(label: String, is_colo: bool, login_param: BTreeMap<String, String>) -> BinanceSwapRest
  35. {
  36. let base_url = if is_colo {
  37. "https://fapi.binance.com".to_string()
  38. } else {
  39. "https://fapi.binance.com".to_string()
  40. };
  41. if is_colo {
  42. info!("开启高速(未配置,走普通:{})通道",base_url);
  43. } else {
  44. info!("走普通通道:{}",base_url);
  45. }
  46. /*****返回结构体*******/
  47. BinanceSwapRest {
  48. label,
  49. base_url: base_url.to_string(),
  50. client: Client::new(),
  51. login_param,
  52. delays: vec![],
  53. max_delay: 0,
  54. avg_delay: dec!(0.0),
  55. }
  56. }
  57. /*******************************************************************************************************/
  58. /*****************************************rest请求函数********************************************************/
  59. /*******************************************************************************************************/
  60. //获取系统时间
  61. pub async fn get_server_time(&mut self) -> ResponseData {
  62. let params = serde_json::json!({
  63. });
  64. let data = self.request("GET".to_string(),
  65. "".to_string(),
  66. format!("/fapi/v1/time"),
  67. true,
  68. params.to_string(),
  69. ).await;
  70. data
  71. }
  72. //获取交易规则和交易对
  73. pub async fn get_exchange_info(&mut self) -> ResponseData {
  74. let params = serde_json::json!({
  75. });
  76. let data = self.request("GET".to_string(),
  77. "".to_string(),
  78. format!("/fapi/v1/exchangeInfo"),
  79. true,
  80. params.to_string(),
  81. ).await;
  82. data
  83. }
  84. //账户信息
  85. pub async fn get_account(&mut self) -> ResponseData {
  86. let params = serde_json::json!({
  87. "recvWindow":"2000"
  88. });
  89. let data = self.request("GET".to_string(),
  90. "".to_string(),
  91. format!("/fapi/v2/balance"),
  92. true,
  93. params.to_string(),
  94. ).await;
  95. data
  96. }
  97. //查询订单
  98. pub async fn get_order(&mut self, symbol: String, order_id: i64, orig_client_order_id: String) -> ResponseData {
  99. let mut params = serde_json::json!({
  100. "symbol":symbol,
  101. "recvWindow":"2000"
  102. });
  103. if order_id > 0 {
  104. params["orderId"] = json!(order_id);
  105. }
  106. if orig_client_order_id.len() > 0 {
  107. params["origClientOrderId"] = json!(orig_client_order_id);
  108. }
  109. let data = self.request("GET".to_string(),
  110. "".to_string(),
  111. format!("/fapi/v1/order"),
  112. true,
  113. params.to_string(),
  114. ).await;
  115. data
  116. }
  117. //查看当前全部挂单
  118. pub async fn get_open_orders(&mut self, symbol: String) -> ResponseData {
  119. let params = serde_json::json!({
  120. "symbol":symbol,
  121. "recvWindow":"2000"
  122. });
  123. let data = self.request("GET".to_string(),
  124. "".to_string(),
  125. format!("/fapi/v1/openOrders"),
  126. true,
  127. params.to_string(),
  128. ).await;
  129. data
  130. }
  131. //查询所有订单(包括历史订单)
  132. pub async fn get_all_orders(&mut self, symbol: String, limit: u64, start_time: i64, end_time: i64) -> ResponseData {
  133. let params = serde_json::json!({
  134. "symbol":symbol,
  135. "limit":limit,
  136. "startTime":start_time,
  137. "endTime":end_time,
  138. "recvWindow":"2000"
  139. });
  140. let data = self.request("GET".to_string(),
  141. "".to_string(),
  142. format!("/fapi/v1/allOrders"),
  143. true,
  144. params.to_string(),
  145. ).await;
  146. data
  147. }
  148. //当前最优挂单
  149. pub async fn get_book_ticker(&mut self, symbol: String) -> ResponseData {
  150. let params = serde_json::json!({
  151. "symbol":symbol
  152. });
  153. let data = self.request("GET".to_string(),
  154. "".to_string(),
  155. format!("/fapi/v1/ticker/bookTicker"),
  156. true,
  157. params.to_string(),
  158. ).await;
  159. data
  160. }
  161. //用户持仓风险V2
  162. pub async fn get_position_risk(&mut self, symbol: String) -> ResponseData {
  163. let params = serde_json::json!({
  164. "symbol":symbol,
  165. "recvWindow":"2000"
  166. });
  167. let data = self.request("GET".to_string(),
  168. "".to_string(),
  169. format!("/fapi/v2/positionRisk"),
  170. true,
  171. params.to_string(),
  172. ).await;
  173. data
  174. }
  175. //下单
  176. pub async fn swap_order(&mut self, params: serde_json::Value) -> ResponseData {
  177. let data = self.request("POST".to_string(),
  178. "".to_string(),
  179. format!("/fapi/v1/order"),
  180. true,
  181. params.to_string(),
  182. ).await;
  183. data
  184. }
  185. //更改持仓模式
  186. pub async fn change_pos_side(&mut self, dual_side_position: bool) -> ResponseData {
  187. let dual_side_position_str = format!("{}", dual_side_position);
  188. let params = serde_json::json!({
  189. "dualSidePosition":dual_side_position_str,
  190. "recvWindow":"2000"
  191. });
  192. let data = self.request("POST".to_string(),
  193. "".to_string(),
  194. format!("/fapi/v1/positionSide/dual"),
  195. true,
  196. params.to_string(),
  197. ).await;
  198. data
  199. }
  200. //撤销订单
  201. pub async fn cancel_order(&mut self, symbol: String, order_id: i64, orig_client_order_id: String) -> ResponseData {
  202. let mut params = serde_json::json!({
  203. "symbol":symbol,
  204. "recvWindow":"2000"
  205. });
  206. if order_id > 0 {
  207. params["orderId"] = json!(order_id);
  208. }
  209. if orig_client_order_id.len() > 0 {
  210. params["origClientOrderId"] = json!(orig_client_order_id);
  211. }
  212. let data = self.request("DELETE".to_string(),
  213. "".to_string(),
  214. format!("/fapi/v1/order"),
  215. true,
  216. params.to_string(),
  217. ).await;
  218. data
  219. }
  220. //根据币对 撤销全部订单
  221. pub async fn cancel_order_all(&mut self, symbol: String) -> ResponseData {
  222. let params = serde_json::json!({
  223. "symbol":symbol,
  224. "recvWindow":"2000",
  225. });
  226. let data = self.request("DELETE".to_string(),
  227. "".to_string(),
  228. format!("/fapi/v1/allOpenOrders"),
  229. true,
  230. params.to_string(),
  231. ).await;
  232. data
  233. }
  234. //账户成交历史
  235. pub async fn get_user_trades(&mut self, symbol: String, start_time: i64, end_time: i64, limit: i64) -> ResponseData {
  236. let mut params = serde_json::json!({
  237. "symbol":symbol,
  238. "limit":1000,
  239. "recvWindow":"1000",
  240. });
  241. if start_time > 0 {
  242. params["startTime"] = json!(start_time);
  243. }
  244. if end_time > 0 {
  245. params["endTime"] = json!(end_time);
  246. }
  247. if limit > 0 {
  248. params["limit"] = json!(limit);
  249. }
  250. let data = self.request("GET".to_string(),
  251. "".to_string(),
  252. format!("/fapi/v1/userTrades"),
  253. true,
  254. params.to_string(),
  255. ).await;
  256. data
  257. }
  258. /*******************************************************************************************************/
  259. /*****************************************工具函数********************************************************/
  260. /*******************************************************************************************************/
  261. pub fn get_delays(&self) -> Vec<i64> {
  262. self.delays.clone()
  263. }
  264. pub fn get_avg_delay(&self) -> Decimal {
  265. self.avg_delay.clone()
  266. }
  267. pub fn get_max_delay(&self) -> i64 {
  268. self.max_delay.clone()
  269. }
  270. fn get_delay_info(&mut self) {
  271. let last_100 = if self.delays.len() > 100 {
  272. self.delays[self.delays.len() - 100..].to_vec()
  273. } else {
  274. self.delays.clone()
  275. };
  276. let max_value = last_100.iter().max().unwrap();
  277. if max_value.clone().to_owned() > self.max_delay {
  278. self.max_delay = max_value.clone().to_owned();
  279. }
  280. let sum: i64 = last_100.iter().sum();
  281. let sum_v = Decimal::from_i64(sum).unwrap();
  282. let len_v = Decimal::from_u64(last_100.len() as u64).unwrap();
  283. self.avg_delay = (sum_v / len_v).round_dp(1);
  284. self.delays = last_100.clone().into_iter().collect();
  285. }
  286. //调用请求
  287. async fn request(&mut self,
  288. request_type: String,
  289. prefix_url: String,
  290. request_url: String,
  291. is_login: bool,
  292. params: String) -> ResponseData
  293. {
  294. // trace!("login_param:{:?}", self.login_param);
  295. //解析账号信息
  296. let mut access_key = "".to_string();
  297. let mut secret_key = "".to_string();
  298. if self.login_param.contains_key("access_key") {
  299. access_key = self.login_param.get("access_key").unwrap().to_string();
  300. }
  301. if self.login_param.contains_key("secret_key") {
  302. secret_key = self.login_param.get("secret_key").unwrap().to_string();
  303. }
  304. let mut is_login_param = true;
  305. if access_key == "" || secret_key == "" {
  306. is_login_param = false
  307. }
  308. //请求头配置-如果需要登录则存在额外配置
  309. let mut params_json: serde_json::Value = serde_json::from_str(params.clone().as_str()).unwrap();
  310. // let mut body = "".to_string();
  311. let timestamp = chrono::Utc::now().timestamp_millis().to_string();
  312. params_json.as_object_mut().unwrap().insert("timestamp".to_string(), serde_json::Value::from(timestamp));
  313. let mut headers = HeaderMap::new();
  314. if request_type == "GET" {
  315. headers.insert("Content-Type", "application/json; charset=UTF-8".parse().unwrap());
  316. } else if request_type == "POST" || request_type == "PUT" || request_type == "DELETE" {
  317. headers.insert("Content-Type", "application/x-www-form-urlencoded".parse().unwrap());
  318. }
  319. //是否需要登录-- 组装sing
  320. if is_login {
  321. if !is_login_param {
  322. let e = ResponseData::error(self.label.clone(), "登录参数错误!".to_string());
  323. return e;
  324. } else {//需要登录-且登录参数齐全
  325. //组装sing
  326. let sing = Self::sign(secret_key.clone(),
  327. params_json.to_string(),
  328. );
  329. params_json.as_object_mut().unwrap().insert("signature".to_string(), serde_json::Value::from(sing.clone()));
  330. // trace!("sing:{}", sing);
  331. //组装header
  332. headers.extend(Self::headers(access_key));
  333. }
  334. }
  335. trace!("headers:{:?}", headers);
  336. let start_time = chrono::Utc::now().timestamp_millis();
  337. let response = self.http_tool(
  338. format!("{}{}", prefix_url.clone(), request_url.clone()),
  339. request_type.to_string(),
  340. params_json.to_string(),
  341. headers,
  342. ).await;
  343. let time_array = chrono::Utc::now().timestamp_millis() - start_time;
  344. self.delays.push(time_array);
  345. self.get_delay_info();
  346. response
  347. }
  348. pub fn headers(access_key: String) -> HeaderMap {
  349. let mut headers = HeaderMap::new();
  350. headers.insert("X-MBX-APIKEY", access_key.parse().unwrap());
  351. headers
  352. }
  353. pub fn sign(secret_key: String, params_str: String) -> String
  354. {
  355. /*签名生成*/
  356. let params_str_v = RestTool::parse_params_to_str(params_str.to_string());
  357. let message = format!("{}", params_str_v);
  358. // let secret_key2 = "2b5eb11e18796d12d88f13dc27dbbd02c2cc51ff7059765ed9821957d82bb4d9";
  359. // let message2 = "symbol=BTCUSDT&side=BUY&type=LIMIT&quantity=1&price=9000&timeInForce=GTC&recvWindow=5000&timestamp=1591702613943";
  360. let signed_key = hmac::Key::new(hmac::HMAC_SHA256, secret_key.as_ref());
  361. let sign = hex::encode(hmac::sign(&signed_key, message.as_bytes()).as_ref());
  362. sign
  363. }
  364. async fn http_tool(&mut self, request_path: String, request_type: String, params: String, headers: HeaderMap) -> ResponseData {
  365. /****请求接口与 地址*/
  366. let url = format!("{}{}", self.base_url.to_string(), request_path);
  367. let request_type = request_type.clone().to_uppercase();
  368. let url_param = RestTool::parse_params_to_str(params.clone());
  369. let addrs_url = format!("{}?{}", url.clone(), url_param);
  370. let params_json: serde_json::Value = serde_json::from_str(&params).unwrap();
  371. trace!("url:{}",url);
  372. trace!("addrs_url:{}",addrs_url);
  373. trace!("params_json:{}",params_json);
  374. trace!("headers:{:?}",headers);
  375. trace!("body:{:?}",params);
  376. let request_builder = match request_type.as_str() {
  377. "GET" => self.client.get(url.clone()).query(&params_json).headers(headers),
  378. "POST" => self.client.post(url.clone()).query(&params_json).headers(headers),
  379. "DELETE" => self.client.delete(url.clone()).query(&params_json).headers(headers),
  380. // "PUT" => self.client.put(url.clone()).json(&params),
  381. _ => {
  382. panic!("{}", format!("错误的请求类型:{}", request_type.clone()))
  383. }
  384. };
  385. let response = request_builder.send().await.unwrap();
  386. let is_success = response.status().is_success(); // 先检查状态码
  387. let text = response.text().await.unwrap();
  388. return if is_success {
  389. self.on_success_data(text)
  390. } else {
  391. self.on_error_data(text, addrs_url, params)
  392. }
  393. }
  394. pub fn on_success_data(&mut self, text: String) -> ResponseData {
  395. let data = serde_json::from_str(text.as_str()).unwrap();
  396. ResponseData::new(self.label.clone(), 200, "success".to_string(), data)
  397. }
  398. pub fn on_error_data(&mut self, text: String, base_url: String, params: String) -> ResponseData {
  399. let json_value = serde_json::from_str::<Value>(&text);
  400. match json_value {
  401. Ok(data) => {
  402. let message = data["msg"].as_str().unwrap();
  403. let mut error = ResponseData::error(self.label.clone(), message.to_string());
  404. error.code = i16::from_str(data["code"].as_str().unwrap()).unwrap();
  405. error.message = format!("请求地址:{}, 请求参数:{}", base_url, params);
  406. error
  407. }
  408. Err(e) => {
  409. error!("解析错误:{:?}", e);
  410. let error = ResponseData::error("".to_string(), format!("json 解析失败:{},相关参数:{}", e, text));
  411. error
  412. }
  413. }
  414. }
  415. }