as-rust/standard/src/lib.rs

use std::collections::{BTreeMap, HashMap};
use std::fmt;
use std::fmt::Formatter;
use std::io::{Error};
use async_trait::async_trait;
use rust_decimal::Decimal;
use global::trace_stack::TraceStack;

use crate::exchange::ExchangeEnum;

// 引入工具模块
pub mod utils;
// 引入exchange模块
pub mod exchange;
pub mod handle_info;
// 引入binance模块
mod binance_swap;
mod binance_spot;
pub mod binance_handle;
// 引入gate模块
mod gate_swap;
mod gate_spot;
pub mod gate_handle;
mod kucoin_swap;
pub mod kucoin_handle;
mod okx_swap;
pub mod okx_handle;
mod bitget_spot;
pub mod bitget_spot_handle;

/// 持仓模式枚举
/// - `Both`：单持仓方向
/// - `LONG`：多仓
/// - `SHORT`：空仓
#[derive(Debug, Clone, PartialEq, Eq)]
pub enum PositionModeEnum {
    Both,
    Long,
    Short,
}

/// OrderCommand结构体(下单指令)
/// - `cancel(HashMap<String, Vec<String>)`: 取消订单指令 `{"order_name": [c_id, o_id]}`;
/// - `check(HashMap<String, Vec<String>>)`: balance挂单的冻结数量 `{"order_name": [数量，方向，价格，c_id]}`;
/// - `limits_open(HashMap<String, Vec<String>>)`: 总计交易币数量 `{"order_name": [c_id, o_id]}`;
/// - `limits_close(HashMap<String, Vec<String>>)`: 可用交易币数量 `{"order_name": [c_id, o_id]}`;
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct OrderCommand {
    // 取消订单指令，数据结构例子：
    pub cancel: HashMap<String, Vec<String>>,
    // 检验指令，数据结构例子：（暂没找到例子）
    pub check: HashMap<String, Vec<String>>,
    // 限开指令，数据结构例子：（暂没找到例子）
    pub limits_open: HashMap<String, Vec<String>>,
    // 限收指令，数据结构例子：（暂没找到例子）
    pub limits_close: HashMap<String, Vec<String>>,
}

impl OrderCommand {
    pub fn new() -> OrderCommand {
        OrderCommand {
            cancel: Default::default(),
            check: Default::default(),
            limits_open: Default::default(),
            limits_close: Default::default(),
        }
    }
    pub fn is_not_empty(&self) -> bool {
        let is_empty = self.limits_close.is_empty() && self.limits_open.is_empty() && self.cancel.is_empty() && self.check.is_empty();
        if is_empty { false } else { true }
    }
}

impl fmt::Display for OrderCommand {
    fn fmt(&self, f: &mut Formatter<'_>) -> fmt::Result {
        write!(f, "订单触发数据： cancel: {:?}, check: {:?}, limits_open: {:?}, limits_close: {:?}",
               self.cancel,
               self.check,
               self.limits_open,
               self.limits_close
        )
    }
}

/// Account结构体(账户信息)
/// - `balance(Decimal)`: 总计计价币数量;
/// - `available_balance(Decimal)`: 可用计价币数量;
/// - `frozen_balance(Decimal)`: balance挂单的冻结数量
/// - `stocks(Decimal)`: 总计交易币数量
/// - `available_stocks(Decimal)`: 可用交易币数量
/// - `frozen_stocks(Decimal)`: stocks挂单的冻结数量
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Account {
    pub balance: Decimal,
    pub available_balance: Decimal,
    pub frozen_balance: Decimal,
    pub stocks: Decimal,
    pub available_stocks: Decimal,
    pub frozen_stocks: Decimal,
}

impl Account {
    pub fn new() -> Account {
        Account {
            balance: Default::default(),
            available_balance: Default::default(),
            frozen_balance: Default::default(),
            stocks: Default::default(),
            available_stocks: Default::default(),
            frozen_stocks: Default::default(),
        }
    }
}

/// Depth结构体(市场深度)
/// - `time(i64)`: 深度更新时间戳(ms);
/// - `asks(Vec<MarketOrder>)`: 卖方深度列表;
/// - `bids(Vec<MarketOrder>)`: 买方深度列表;
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Depth {
    pub time: i64,
    pub asks: Vec<MarketOrder>,
    pub bids: Vec<MarketOrder>,
}

impl Depth {
    pub fn new() -> Depth {
        Depth {
            time: 0,
            asks: vec![],
            bids: vec![],
        }
    }
}

/// 特殊Depth结构体(市场深度)
/// - `name<String>`: 平台信息;
/// - `depth(Vec<Decimal>)`: 深度信息;
/// - `ticker(SpecialTicker)`: 市场行情;
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct SpecialDepth {
    pub name: String,
    pub depth: Vec<Decimal>,
    pub ticker: SpecialTicker,
}

impl SpecialDepth {
    pub fn new() -> SpecialDepth {
        SpecialDepth {
            name: "".to_string(),
            depth: vec![],
            ticker: SpecialTicker::new(),
        }
    }
}

/// 特殊Ticker结构体(市场行情)
/// - `sell(Decimal)`: 卖一价
/// - `buy(Decimal)`: 买一价
/// - `mid_price(Decimal)`: 平均价
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct SpecialTicker {
    pub sell: Decimal,
    pub buy: Decimal,
    pub mid_price: Decimal,
}

impl SpecialTicker {
    pub fn new() -> SpecialTicker {
        SpecialTicker {
            sell: Default::default(),
            buy: Default::default(),
            mid_price: Default::default(),
        }
    }
}

/// MarketOrder结构体(市场深度单)
/// - `price(Decimal)`: 价格
/// - `amount(Decimal)`: 数量
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct MarketOrder {
    pub price: Decimal,
    pub amount: Decimal,
}

impl MarketOrder {
    pub fn new() -> MarketOrder {
        MarketOrder {
            price: Default::default(),
            amount: Default::default(),
        }
    }
}

/// Record结构体(标准的OHLC结构)
/// - `time(i64)`: 时间戳;
/// - `open(Decimal)`: 开盘价;
/// - `high(Decimal)`: 最高价;
/// - `low(Decimal):` 最低价;
/// - `close(Decimal)`: 收盘价;
/// - `volume(Decimal)`: 交易量;
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Record {
    pub time: i64,
    pub open: Decimal,
    pub high: Decimal,
    pub low: Decimal,
    pub close: Decimal,
    pub volume: Decimal,
}

impl Record {
    pub fn new() -> Record {
        Record {
            time: 0,
            open: Default::default(),
            high: Default::default(),
            low: Default::default(),
            close: Default::default(),
            volume: Default::default(),
        }
    }
}

/// 特殊Order结构体(订单)
/// - `name<String>`: 平台信息;
/// - `order<Vec<Order>>`: 订单信息数组;
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct SpecialOrder {
    pub name: String,
    pub order: Vec<Order>,
}

impl SpecialOrder {
    pub fn new() -> SpecialOrder {
        SpecialOrder {
            name: "".to_string(),
            order: vec![],
        }
    }
}

/// Order结构体(订单)
/// - `id(String)`: 交易单唯一标识
/// - `custom_id(String)`: 自定义Id
/// - `price(Decimal)`: 下单价格
/// - `amount(Decimal)`: 下单数量
/// - `deal_amount(Decimal)`: 成交数量
/// - `avg_price(Decimal)`: 成交均价
/// - `status(String)`: 订单状态
/// - `order_type(String)`: 订单类型
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Order {
    pub id: String,
    pub custom_id: String,
    pub price: Decimal,
    pub amount: Decimal,
    pub deal_amount: Decimal,
    pub avg_price: Decimal,
    pub status: String,
    pub order_type: String,
    pub trace_stack: TraceStack,
}

impl Order {
    pub fn new() -> Order {
        Order {
            id: "".to_string(),
            custom_id: "".to_string(),
            price: Default::default(),
            amount: Default::default(),
            deal_amount: Default::default(),
            avg_price: Default::default(),
            status: "".to_string(),
            order_type: "".to_string(),
            trace_stack: TraceStack::default(),
        }
    }
}

/// Ticker结构体(市场行情)
/// - `time(i64)`: 毫秒级别时间戳
/// - `high(Decimal)`: 最高价
/// - `low(Decimal)`: 最低价
/// - `sell(Decimal)`: 卖一价
/// - `buy(Decimal)`: 买一价
/// - `last(Decimal)`: 最后成交价
/// - `volume(Decimal)`: 最近成交量
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Ticker {
    pub time: i64,
    pub high: Decimal,
    pub low: Decimal,
    pub sell: Decimal,
    pub buy: Decimal,
    pub last: Decimal,
    pub volume: Decimal,
}

impl Ticker {
    pub fn new() -> Ticker {
        Ticker {
            time: 0,
            high: Default::default(),
            low: Default::default(),
            sell: Default::default(),
            buy: Default::default(),
            last: Default::default(),
            volume: Default::default(),
        }
    }
}

/// Market结构体(交易品种的市场信息)
/// - `symbol(String)`: 交易对
/// - `base_asset(String)`: 交易币
/// - `quote_asset(String)`: 计价币
/// - `tick_size(Decimal)`: 价格最小变动数值
/// - `amount_size(Decimal)`: 下单量最小变动数值
/// - `price_precision(Decimal)`: 价格精度
/// - `amount_precision(Decimal)`: 下单量精度
/// - `min_qty(Decimal)`: 最小下单量
/// - `max_qty(Decimal)`: 最大下单量
/// - `min_notional(Decimal)`: 最小下单金额
/// - `max_notional(Decimal)`: 最大下单金额
/// - `ct_val(Decimal)`: 合约价值
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Market {
    pub symbol: String,
    pub base_asset: String,
    pub quote_asset: String,
    pub tick_size: Decimal,
    pub amount_size: Decimal,
    pub price_precision: Decimal,
    pub amount_precision: Decimal,
    pub min_qty: Decimal,
    pub max_qty: Decimal,
    pub min_notional: Decimal,
    pub max_notional: Decimal,
    pub ct_val: Decimal,
}

impl Market {
    pub fn new() -> Market {
        Market {
            symbol: "".to_string(),
            base_asset: "".to_string(),
            quote_asset: "".to_string(),
            tick_size: Default::default(),
            amount_size: Default::default(),
            price_precision: Default::default(),
            amount_precision: Default::default(),
            min_qty: Default::default(),
            max_qty: Default::default(),
            min_notional: Default::default(),
            max_notional: Default::default(),
            ct_val: Default::default(),
        }
    }
}

/// Position结构体(仓位信息)
/// - `symbol(String)`: 币对
/// - `margin_level(String)`: 持仓杆杠大小
/// - `amount(String)`: 持仓量
/// - `frozen_amount(String)`: 仓位冻结量
/// - `price(Decimal)`: 持仓均价
/// - `profit(Decimal)`: 持仓浮动盈亏
/// - `position_mode(PositionModeEnum)`: 持仓模式
/// - `margin(Decimal)`: 仓位占用的保证金
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Position {
    pub symbol: String,
    pub margin_level: Decimal,
    pub amount: Decimal,
    pub frozen_amount: Decimal,
    pub price: Decimal,
    pub profit: Decimal,
    pub position_mode: PositionModeEnum,
    pub margin: Decimal,
}

impl Position {
    pub fn new() -> Position {
        Position {
            symbol: "".to_string(),
            margin_level: Default::default(),
            amount: Default::default(),
            frozen_amount: Default::default(),
            price: Default::default(),
            profit: Default::default(),
            position_mode: PositionModeEnum::Both,
            margin: Default::default(),
        }
    }
}

/// 交易所统一方法接口
///
/// 使用方法前需实例化
/// ```rust
/// use std::collections::BTreeMap;
/// use standard::exchange::{Exchange, ExchangeEnum};
///
/// let mut params:BTreeMap<String,String> = BTreeMap::new();
/// params.insert("access_key".to_string(), "your_access_key".to_string());
/// params.insert("access_key".to_string(), "your_secret_key".to_string());
/// let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
/// ```
/// 获取当前交易所交易模式
/// - fn get_self_exchange(&self) -> ExchangeEnum;
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// exchange.get_self_exchange();
/// ```
/// 获取当前是否使用高速模式
/// - fn get_self_is_colo(&self) -> bool;
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// exchange.get_self_is_colo();
/// ```
/// 获取当前是否使用登录
/// - fn get_self_is_login(&self) -> bool;
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// exchange.get_self_is_login();
/// ```
/// 获取登录params信息
/// - fn get_self_params(&self) -> BTreeMap<String, String>;
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// exchange.get_self_params();
/// ```
/// 获取账号信息
/// - async fn get_account(&self, symbol: &str) -> Result<Account, Error>;
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// exchange.get_account()
/// ```
/// 订阅账号信息
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// exchange.subscribe_account();
/// ```
#[async_trait]
pub trait Platform {
    fn clone_box(&self) -> Box<dyn Platform + Send + Sync>;
    // 获取当前交易所交易模式
    fn get_self_exchange(&self) -> ExchangeEnum;
    // 获取交易对
    fn get_self_symbol(&self) -> String;
    // 获取当前是否使用高速模式
    fn get_self_is_colo(&self) -> bool;
    // 获取登录params信息
    fn get_self_params(&self) -> BTreeMap<String, String>;
    // 获取market信息
    fn get_self_market(&self) -> Market;
    // 获取请求时间
    fn get_request_delays(&self) -> Vec<i64>;
    // 获取请求平均时间
    fn get_request_avg_delay(&self) -> Decimal;
    // 获取请求最大时间
    fn get_request_max_delay(&self) -> i64;
    // 获取服务器时间
    async fn get_server_time(&mut self) -> Result<String, Error>;
    // 获取账号信息
    async fn get_account(&mut self) -> Result<Account, Error>;
    // 获取持仓信息
    async fn get_position(&mut self) -> Result<Vec<Position>, Error>;
    // 获取所有持仓
    async fn get_positions(&mut self) -> Result<Vec<Position>, Error>;
    // 获取市场行情
    async fn get_ticker(&mut self) -> Result<Ticker, Error>;
    // 获取市场行情自定义交易对
    async fn get_ticker_symbol(&mut self, symbol: String) -> Result<Ticker, Error>;
    // 查询所有的市场信息
    async fn get_market(&mut self) -> Result<Market, Error>;
    // 查询所有的市场信息自定义交易对
    async fn get_market_symbol(&mut self, symbol: String) -> Result<Market, Error>;
    // 查询订单详情
    async fn get_order_detail(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error>;
    // 获取订单列表
    async fn get_orders_list(&mut self, status: &str) -> Result<Vec<Order>, Error>;
    // 下单接口
    async fn take_order(&mut self, custom_id: &str, origin_side: &str, price: Decimal, amount: Decimal) -> Result<Order, Error>;
    // 下单接口自定义交易对
    async fn take_order_symbol(&mut self, symbol: String, custom_id: &str, origin_side: &str, price: Decimal, amount: Decimal) -> Result<Order, Error>;
    // 撤销订单
    async fn cancel_order(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error>;
    // 批量撤销订单
    async fn cancel_orders(&mut self) -> Result<Vec<Order>, Error>;
    // 设置持仓模式
    async fn set_dual_mode(&mut self, coin: &str, is_dual_mode: bool) -> Result<String, Error>;
    // 更新双持仓模式下杠杆
    async fn set_dual_leverage(&mut self, leverage: &str) -> Result<String, Error>;
    // 设置自动追加保证金
    async fn set_auto_deposit_status(&mut self, status: bool) -> Result<String, Error>;
    // 交易账户互转
    async fn wallet_transfers(&mut self, coin: &str, from: &str, to: &str, amount: Decimal) -> Result<String, Error>;
    // 指令下单
    async fn command_order(&mut self, order_command: OrderCommand, trace_stack: TraceStack);
}