as-rust/standard/src/okx_handle.rs

use std::str::FromStr;
use rust_decimal::Decimal;
use rust_decimal_macros::dec;
use serde::{Deserialize, Serialize};
use tracing::trace;
use exchanges::response_base::ResponseData;
use global::trace_stack::TraceStack;
use crate::{Account, MarketOrder, Order, Position, PositionModeEnum, SpecialDepth, SpecialOrder, SpecialTicker};
use crate::exchange::ExchangeEnum;
use crate::handle_info::HandleSwapInfo;
use crate::okx_swap::SwapPosition;


#[derive(Debug, Deserialize, Serialize)]
#[serde(rename_all = "camelCase")]
struct SwapBalanceAndPositionSubscribe {
    pos_data: Vec<SwapBalanceAndPositionPosDataSubscribe>,
}

#[derive(Debug, Deserialize, Serialize)]
#[serde(rename_all = "camelCase")]
struct SwapBalanceAndPositionPosDataSubscribe {
    pos_id: String,
    trade_id: String,
    inst_id: String,
    inst_type: String,
    mgn_mode: String,
    pos_side: String,
    pos: Decimal,
    ccy: String,
    pos_ccy: String,
    avg_px: Decimal,
    u_time: String,
}

#[derive(Debug, Deserialize, Serialize)]
#[serde(rename_all = "camelCase")]
struct SwapPositionSubscribe {
    arg: SwapPositionSubscribeArg,
    data: Vec<SwapPosition>,
}

#[derive(Debug, Deserialize, Serialize)]
#[serde(rename_all = "camelCase")]
struct SwapPositionSubscribeArg {
    channel: String,
    uid: String,
    inst_type: String,
}

// 处理账号信息
pub fn handle_account_info(res_data: ResponseData, symbol: String) -> Account {
    let res_data_str = res_data.data;
    let res_data_json: serde_json::Value = serde_json::from_str(&res_data_str).unwrap();
    let account_info = res_data_json[0]["details"].clone();
    let details = account_info[0].clone();
    format_account_info(details, symbol)
}

pub fn format_account_info(data: serde_json::Value, symbol: String) -> Account {
    let symbol_upper = symbol.to_uppercase();
    let symbol_array: Vec<&str> = symbol_upper.split("_").collect();
    Account {
        coin: symbol_array[1].to_string(),
        balance: Decimal::from_str(data["cashBal"].as_str().unwrap()).unwrap(),
        available_balance: Decimal::from_str(data["availBal"].as_str().unwrap()).unwrap(),
        frozen_balance: Decimal::from_str(data["fixedBal"].as_str().unwrap()).unwrap(),
        stocks: Decimal::ZERO,
        available_stocks: Decimal::ZERO,
        frozen_stocks: Decimal::ZERO,
    }
}

// 处理order信息
pub fn handle_order(res_data: ResponseData, ct_val: Decimal) -> SpecialOrder {
    let res_data_str = res_data.data;
    let res_data_json: Vec<serde_json::Value> = serde_json::from_str(&*res_data_str).unwrap();
    trace!(?res_data_json);
    let mut order_info = Vec::new();
    for item in res_data_json.iter() {
        order_info.push(format_order_item(item.clone(), ct_val));
    }
    trace!(?order_info);
    SpecialOrder {
        name: res_data.label,
        order: order_info,
    }
}

// 处理订单信息
pub fn format_order_item(order: serde_json::Value, ct_val: Decimal) -> Order {
    let price = Decimal::from_str(order["px"].as_str().unwrap()).unwrap();
    let size = Decimal::from_str(order["sz"].as_str().unwrap()).unwrap();
    let status = order["state"].as_str().unwrap_or("");
    let filled_size = Decimal::from_str(order["accFillSz"].as_str().unwrap()).unwrap();

    let avg_price = Decimal::from_str(order["avgPx"].as_str().unwrap()).unwrap();

    let amount = size * ct_val;
    let deal_amount = filled_size * ct_val;
    let custom_status = if ["canceled", "filled", "mmp_canceled"].contains(&status) {
        "REMOVE".to_string()
    } else if ["live", "partially_filled"].contains(&status) {
        "NEW".to_string()
    } else {
        "NULL".to_string()
    };
    Order {
        id: order["ordId"].as_str().unwrap().to_string(),
        custom_id: order["clOrdId"].as_str().unwrap().to_string(),
        price,
        amount,
        deal_amount,
        avg_price,
        status: custom_status,
        order_type: order["ordType"].as_str().unwrap().to_string(),
        trace_stack: TraceStack::default().on_special("77 okx_handle".to_string()),
    }
}

// 处理特殊深度数据
pub fn handle_special_depth(res_data: ResponseData) -> SpecialDepth {
    HandleSwapInfo::handle_special_depth(ExchangeEnum::OkxSwap, res_data)
}

// 格式化深度信息
pub fn format_depth_items(value: serde_json::Value) -> Vec<MarketOrder> {
    let mut depth_items: Vec<MarketOrder> = vec![];
    for value in value.as_array().unwrap() {
        depth_items.push(MarketOrder {
            price: Decimal::from_str(value[0].as_str().unwrap()).unwrap(),
            amount: Decimal::from_str(value[1].as_str().unwrap()).unwrap(),
        })
    }
    return depth_items;
}

// 处理特殊Ticker信息
pub fn handle_special_ticker(res_data: ResponseData) -> SpecialDepth {
    let res_data_str = res_data.data;
    let res_data_json: serde_json::Value = serde_json::from_str(&*res_data_str).unwrap();
    format_special_ticker(res_data_json[0].clone(), res_data.label)
}

pub fn format_special_ticker(data: serde_json::Value, label: String) -> SpecialDepth {
    let bids = data["bids"][0].as_array().unwrap();
    let asks = data["asks"][0].as_array().unwrap();
    let bp = Decimal::from_str(bids[0].as_str().unwrap()).unwrap();
    let bq = Decimal::from_str(bids[1].as_str().unwrap()).unwrap();
    let ap = Decimal::from_str(asks[0].as_str().unwrap()).unwrap();
    let aq = Decimal::from_str(asks[1].as_str().unwrap()).unwrap();
    let mp = (bp + ap) * dec!(0.5);
    let t = Decimal::from_str(&data["seqId"].to_string()).unwrap();
    let create_at = data["ts"].as_str().unwrap().parse::<i64>().unwrap() * 1000;

    let ticker_info = SpecialTicker { sell: ap, buy: bp, mid_price: mp, t, create_at };
    let depth_info = vec![bp, bq, ap, aq];
    SpecialDepth {
        name: label,
        depth: depth_info,
        ticker: ticker_info,
        t,
        create_at,
    }
}


// 处理position信息
pub fn handle_position(res_data: ResponseData, ct_val: Decimal) -> Vec<Position> {
    let res_data_str = res_data.data;
    let data_list: SwapBalanceAndPositionSubscribe = serde_json::from_str(&res_data_str).unwrap();

    let position_data = data_list.pos_data;
    position_data.iter().map(|item| format_position_item(item, ct_val)).collect()
}

pub fn format_position_item(value: &SwapBalanceAndPositionPosDataSubscribe, ct_val: Decimal) -> Position {
    let position_mode = match value.pos_side.as_str() {
        "long" => { PositionModeEnum::Long }
        "short" => { PositionModeEnum::Short }
        _ => { PositionModeEnum::Both }
    };
    Position {
        symbol: value.inst_id.replace("-SWAP", ""),
        margin_level: Decimal::ZERO,
        amount: value.pos * ct_val,
        frozen_amount: Decimal::ZERO,
        price: value.avg_px,
        profit: Decimal::ZERO,
        position_mode,
        margin: Decimal::ZERO,
    }
}