as-rust/strategy/src/exchange_disguise.rs

use std::collections::BTreeMap;
use std::sync::Arc;
use std::sync::atomic::AtomicBool;
use rust_decimal::Decimal;
use tokio::sync::Mutex;
use global::trace_stack::TraceStack;
use standard::SpecialDepth;
use crate::binance_spot::reference_binance_spot_run;
use crate::binance_usdt_swap::reference_binance_swap_run;
use crate::bitget_spot::bitget_spot_run;
use crate::bybit_usdt_swap::bybit_swap_run;
use crate::gate_swap::gate_swap_run;
use crate::kucoin_spot::kucoin_spot_run;
use crate::kucoin_swap::kucoin_swap_run;
use crate::okx_usdt_swap::okex_swap_run;
use crate::quant::Quant;

// 交易交易所启动
pub async fn run_transactional_exchange(bool_v1 :Arc<AtomicBool>,
                                        exchange_name: String,
                                        quant_arc: Arc<Mutex<Quant>>,
                                        name: String,
                                        symbols: Vec<String>,
                                        is_colo: bool,
                                        exchange_params: BTreeMap<String, String>) {
    match exchange_name.as_str() {
        "gate_usdt_swap" => {
            gate_swap_run(bool_v1, true, quant_arc, name, symbols, is_colo, exchange_params).await;
        }
        "kucoin_usdt_swap" => {
            kucoin_swap_run(bool_v1, true, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        "okex_usdt_swap" => {
            okex_swap_run(bool_v1,true, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        "bitget_spot" => {
            bitget_spot_run(bool_v1,true, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        "bybit_usdt_swap" => {
            bybit_swap_run(bool_v1,true, quant_arc, name, symbols, is_colo, exchange_params).await;
        }
        _ => {
            let msg = format!("不支持的交易交易所：{}", exchange_name);
            panic!("{}", msg);
        }
    }
}

// 参考交易所启动
pub async fn run_reference_exchange(bool_v1: Arc<AtomicBool>,
                                    exchange_name: String,
                                    quant_arc: Arc<Mutex<Quant>>,
                                    name: String,
                                    symbols: Vec<String>,
                                    is_colo: bool,
                                    exchange_params: BTreeMap<String, String>) {
    match exchange_name.as_str() {
        "binance_usdt_swap" => {
            reference_binance_swap_run(bool_v1, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        "binance_spot" => {
            reference_binance_spot_run(bool_v1, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        "gate_usdt_swap" => {
            gate_swap_run(bool_v1, false, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        "okex_usdt_swap" => {
            okex_swap_run(bool_v1, false, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        "kucoin_usdt_swap" => {
            kucoin_swap_run(bool_v1, false, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        "kucoin_spot" => {
            kucoin_spot_run(bool_v1, false, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        "bitget_spot" => {
            bitget_spot_run(bool_v1, false, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        "bybit_usdt_swap" => {
            bybit_swap_run(bool_v1, false, quant_arc, name, symbols, is_colo, exchange_params).await;
        },
        _ => {
            let msg = format!("不支持的参考交易所：{}", exchange_name);
            panic!("{}", msg);
        }
    }
}

pub async fn on_special_depth(bot_arc: Arc<Mutex<Quant>>,
                              update_flag_u: &mut Decimal,
                              label: String,
                              trace_stack: TraceStack,
                              special_depth: SpecialDepth) {
    if special_depth.t > *update_flag_u {
        *update_flag_u = special_depth.t;
        let mut quant = bot_arc.lock().await;
        quant._update_ticker(special_depth.ticker, label.clone());
        quant._update_depth(special_depth.depth.clone(), label.clone(), trace_stack);
        quant.local_depths.insert(special_depth.name, special_depth.depth);
    }
}

// pub async fn on_trade(trade: OriginalTradeBa,
//                       bot_arc_clone: Arc<Mutex<Quant>>) {
    // let mut bot = bot_arc_clone.lock().await;
    // // 1. 塞入数据到bot
    // bot.trades.push(trade.clone());
    // // 2. 长度检查
    // if bot.trades.len() > bot.recall_max_count {
    //     bot.trades.remove(0);
    // }
    // // 3. 如果少于100条，不进行判断
    // if bot.trades.len() < 100 {
    //     return;
    // }
    // // 求最近的多空总和
    // let mut long_sum = Decimal::ZERO;
    // let mut short_sum = Decimal::ZERO;
    // let last_trade_t = trade.t.clone();
    // let mut rev = bot.trades.clone();
    // rev.reverse();
    // for trade_o in rev {
    //     // 如果该元素已过期，我们是按时间顺序插入的，说明前面的应该都过期了，跳出循环，停止检测
    //     if trade_o.t < last_trade_t - bot.recall_time {
    //         continue;
    //     }
    //
    //     // 卖出订单
    //     if trade_o.m {
    //         short_sum += trade_o.q;
    //     } else {
    //         long_sum += trade_o.q;
    //     }
    // }
    //
    // // 做多主动性
    // if (long_sum / (long_sum + short_sum)) > bot.long_volume_rate {
    //     if bot.side != "long".to_string() {
    //         bot.side = "long".to_string();
    //     }
    // } else if (short_sum / (long_sum + short_sum)) > bot.short_volume_rate {
    //     if bot.side != "short".to_string() {
    //         bot.side = "short".to_string();
    //     }
    // } else {
    //     if bot.side != "normal".to_string() {
    //         bot.side = "normal".to_string();
    //     }
    // }
// }

pub async fn on_order() {}

pub async fn on_position() {}

pub async fn on_account() {}