as-rust/derive/src/kucoin_spot_export.rs

use std::collections::BTreeMap;
use async_trait::async_trait;
use chrono::{FixedOffset, NaiveDateTime, TimeZone};
use serde::{Deserialize, Serialize};
use tracing::warn;
use exchanges::kucoin_spot_rest::KucoinSpotRest;
use standard::exchange::ExchangeEnum;
use standard::utils;
use crate::ExportConnector;

pub struct KucoinSpotExport {
    request: KucoinSpotRest,
}

impl KucoinSpotExport {
    pub async fn new(is_colo: bool, params: BTreeMap<String, String>) -> KucoinSpotExport {
        KucoinSpotExport {
            request: KucoinSpotRest::new(is_colo, params.clone())
        }
    }
}

/// TradesSwap
/// - `symbol`: String, 合約編號
/// - `trade_id`: String, 交易編號
/// - `order_id`: String, 訂單編號
/// - `counter_order_id`: String, 對手方訂單Id
/// - `side`: String, 買賣方向
/// - `liquidity`: String,流動性類型 taker or maker
/// - `force_taker`: bool, 是否強製作爲taker處理
/// - `price`: String, 成交價格
/// - `size`: i64, 成交數量
/// - `funds`: String, 成交額
/// - `fee`: String, 交易費用
/// - `fee_currency`: String, 收費幣種
/// - `stop`: String, 止損單類型標記
/// - `fee_rate`: String, 費率
/// - `order_type`: String, 訂單類型
/// - `created_at`: i64, 創建時間
/// - `trade_type`: String, 交易類型: trade, liquidation, ADL or settlement
#[derive(Debug, Deserialize, Serialize)]
#[serde(rename_all = "camelCase")]
struct TradesSpot {
    symbol: String,
    trade_id: String,
    order_id: String,
    counter_order_id: String,
    side: String,
    liquidity: String,
    force_taker: bool,
    price: String,
    size: i64,
    funds: String,
    fee: String,
    fee_rate: String,
    fee_currency: String,
    stop: String,
    #[serde(rename = "type")]
    order_type: String,
    created_at: i64,
    trade_type: String,
}

#[async_trait]
impl ExportConnector for KucoinSpotExport {
    async fn export_trades(&mut self, prefix_name: &str, symbol: String, start_time: i64, end_time: i64, limit: i64) -> String {
        let symbol_mapper = utils::symbol_enter_mapper(ExchangeEnum::KucoinSwap, symbol.as_str());
        let symbol_format = format!("{}M", utils::format_symbol(symbol_mapper.clone(), ""));
        let limit_params = if limit > 1000 {
            warn!("查询条数最大为1000条,已修改为1000条!");
            1000
        } else { limit };
        let res_data = self.request.get_fills(symbol_format, "".to_string(), "".to_string(), start_time, end_time, limit_params).await;
        if res_data.code == "200" {
            let res_data_json: serde_json::Value = serde_json::from_str(&res_data.data).unwrap();
            let trades_info: Vec<TradesSpot> = serde_json::from_str(&res_data_json["items"].to_string()).unwrap();
            let header_array = vec!["交易编号", "订单编号", "交易币对", "买卖方向", "订单价格", "订单数量", "成交额", "手续费", "手续费率", "订单类型", "创建时间"];
            let mut data_array: Vec<Vec<String>> = Vec::new();
            for (index, value) in trades_info.iter().enumerate() {
                if index >= data_array.len() {
                    data_array.push(Vec::new());
                }
                let created_at = FixedOffset::east_opt(8 * 3600).unwrap().from_utc_datetime(&NaiveDateTime::from_timestamp_millis(value.created_at.clone()).unwrap()).format("%Y-%m-%d %H:%M:%S%.3f").to_string();

                data_array[index] = vec![
                    value.trade_id.clone(),
                    value.order_id.clone(),
                    value.symbol.clone(),
                    value.side.clone(),
                    value.price.clone(),
                    value.size.to_string(),
                    value.funds.clone(),
                    value.fee.clone(),
                    value.fee_rate.clone(),
                    value.order_type.clone(),
                    created_at,
                ];
            }
            global::export_utils::export_excel(header_array, data_array, prefix_name)
        } else {
            res_data.to_string()
        }
    }
}