as-rust/standard/src/coinex_swap_handle.rs

use std::str::FromStr;
use rust_decimal::Decimal;
use rust_decimal::prelude::FromPrimitive;
use rust_decimal_macros::dec;
use serde_json::Value;
use tokio::time::Instant;
use tracing::{error, info};
use tracing_subscriber::fmt::format;
use exchanges::response_base::ResponseData;
use global::trace_stack::TraceStack;
use crate::{Account, MarketOrder, Order, Position, PositionModeEnum, SpecialDepth, SpecialOrder, SpecialTicker};

// 处理账号信息
pub fn handle_account_info(res_data: &ResponseData, symbol: &String) -> Account {
    let res_data_json = res_data.data["balance_list"].as_array().unwrap();
    format_account_info(res_data_json, symbol)
}

pub fn format_account_info(data: &Vec<Value>, symbol: &String) -> Account {
    let symbol_upper = symbol.to_uppercase();
    let symbol_array: Vec<&str> = symbol_upper.split("_").collect();
    let balance_info = data.iter().find(|&item| item["ccy"].as_str().unwrap().contains(symbol_array[1]));

    match balance_info {
        None => {
            error!("Coinex：格式化账号信息错误!\nformat_account_info: data={:?}", data);
            panic!("Coinex：格式化账号信息错误!\nformat_account_info: data={:?}", data)
        }
        Some(value) => {
            let frozen_balance= Decimal::from_str(&value["frozen"].as_str().unwrap()).unwrap();
            let available_balance = Decimal::from_str(&value["available"].as_str().unwrap()).unwrap();
            let margin = Decimal::from_str(&value["margin"].as_str().unwrap()).unwrap();
            let profit_unreal = Decimal::from_str(&value["unrealized_pnl"].as_str().unwrap()).unwrap();
            let balance = frozen_balance + available_balance + margin + profit_unreal;
            Account {
                coin: symbol_array[1].to_string(),
                balance,
                available_balance: Decimal::ZERO,
                frozen_balance: Decimal::ZERO,
                stocks: Decimal::ZERO,
                available_stocks: Decimal::ZERO,
                frozen_stocks: Decimal::ZERO,
            }
        }
    }
}

// 处理position信息
pub fn handle_position(res_data: &ResponseData, ct_val: &Decimal) -> Vec<Position> {
    let res_data_json = &res_data.data["position"];
    let position =  format_position_item(res_data_json, ct_val);
    vec![position]
}

pub fn format_position_item(position: &Value, ct_val: &Decimal) -> Position {
    let mut position_mode = match position["side"].as_str().unwrap_or("") {
        "long" => PositionModeEnum::Long,
        "short" => PositionModeEnum::Short,
        _ => {
            error!("Coinex：格式化持仓模式错误！\nformat_position_item:position={:?}", position);
            panic!("Coinex：格式化持仓模式错误！\nformat_position_item:position={:?}", position)
        }
    };
    let size = Decimal::from_str(&position["open_interest"].as_str().unwrap()).unwrap();
    let amount = size * ct_val;
    Position {
        symbol: position["market"].as_str().unwrap().to_string(),
        margin_level: Decimal::from_str(&position["leverage"].as_str().unwrap()).unwrap(),
        amount,
        frozen_amount: Decimal::ZERO,
        price: Decimal::from_str(&position["avg_entry_price"].as_str().unwrap()).unwrap(),
        profit: Decimal::from_str(&position["unrealized_pnl"].as_str().unwrap()).unwrap(),
        position_mode,
        margin: Decimal::from_str(&position["ath_margin_size"].as_str().unwrap()).unwrap(),
    }
}

// 处理order信息
pub fn handle_order(res_data: ResponseData, ct_val: Decimal) -> SpecialOrder {
    let status = res_data.data["event"].as_str().unwrap();
    let res_data_json = &res_data.data["order"];
    let order_info = format_order_item(res_data_json, ct_val, status);

    SpecialOrder {
        name: res_data.label,
        order: vec![order_info],
    }
}

pub fn format_order_item(order: &Value, ct_val: Decimal, status: &str) -> Order {
    let text = order["client_id"].as_str().unwrap_or("");
    let size = Decimal::from_str(order["amount"].as_str().unwrap()).unwrap();
    let left = Decimal::from_str(order["unfilled_amount"].as_str().unwrap()).unwrap();
    // 成交量
    let filled_amount = Decimal::from_str(order["filled_amount"].as_str().unwrap_or("0")).unwrap();
    // 成交额
    let filled_value = Decimal::from_str(order["filled_value"].as_str().unwrap()).unwrap();
    // 成交均价
    let mut avg_price = Decimal::ZERO;
    if filled_amount != Decimal::ZERO{
        avg_price = filled_value/filled_amount;
    }
    let amount = size * ct_val;
    let deal_amount = (size - left) * ct_val;
    let custom_status = if status == "finish" { "REMOVE".to_string() } else if status == "put" { "NEW".to_string() } else {
        "NULL".to_string()
    };
    let rst_order = Order {
        id: order["order_id"].to_string(),
        custom_id: text.replace("t-my-custom-id_", "").replace("t-", ""),
        price: Decimal::from_str(order["price"].as_str().unwrap()).unwrap(),
        amount,
        deal_amount,
        avg_price,
        status: custom_status,
        order_type: "limit".to_string(),
        trace_stack: TraceStack::new(0, Instant::now()).on_special("120 Coinex_handle".to_string()),
    };
    return rst_order;
}

// 处理特殊Ticket信息
pub fn handle_ticker(res_data: &ResponseData) -> SpecialDepth {
    let depth = &res_data.data["depth"];

    let bp = Decimal::from_str(depth["bids"][0][0].as_str().unwrap()).unwrap();
    let bq = Decimal::from_str(depth["bids"][0][1].as_str().unwrap()).unwrap();
    let ap = Decimal::from_str((depth["asks"][0][0].as_str().unwrap())).unwrap();
    let aq = Decimal::from_str(depth["asks"][0][1].as_str().unwrap()).unwrap();
    let mp = (bp + ap) * dec!(0.5);
    let t = Decimal::from_i64(depth.get("checksum").unwrap().as_i64().unwrap_or(0i64)).unwrap();
    let create_at = depth.get("updated_at").unwrap().as_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: (*res_data).label.clone(),
        depth: depth_info,
        ticker: ticker_info,
        t,
        create_at,
    }
}

pub fn format_depth_items(value: &Value) -> Vec<MarketOrder> {
    if value.is_null() {
        return vec![];
    }
    let mut depth_items: Vec<MarketOrder> = vec![];
    for value in value.as_array().unwrap() {
        let values = value.as_array().unwrap();
        depth_items.push(MarketOrder {
            price: Decimal::from_str(values[0].as_str().unwrap()).unwrap(),
            amount: Decimal::from_str(values[1].as_str().unwrap()).unwrap(),
        })
    }
    return depth_items;
}