chain_lead_lag/strategy/src/utils.rs

use std::collections::VecDeque;
use std::ops::{Div, Mul};
use std::path::Path;
use chrono::Utc;
use rand::Rng;
use rust_decimal::Decimal;
use tokio::fs;
use tokio::fs::File;
use tokio::io::AsyncWriteExt;
use tracing::{error};
use global::public_params;

// 生成订单的id，可以根据交易所名字来
pub fn generate_client_id(exchange_name_some: Option<String>) -> String {
    // 交易所名字获取
    let mut exchange_name = exchange_name_some.unwrap_or("".to_string());
    // 0-1000的随机数
    let rand_num = rand::thread_rng().gen_range(1..1000);
    // 随机时间戳
    let in_ms = Utc::now().timestamp_micros();
    let time_str = in_ms.to_string();
    let time_slice = &time_str[10..];
    // 火币只能纯数字
    if exchange_name == "htx" {
        let mut rng = rand::thread_rng(); // 获取一个随机数生成器
        let random_number = rng.gen_range(1000..10000); // 生成一个四位随机数
        exchange_name = random_number.to_string();
    }
    let result = format!("{}{}{}{}", "1", time_slice, rand_num, exchange_name);

    return result;
}

// 大小限定：将num限定在lower_limit和upper_limit范围内
pub fn clip(num: Decimal, lower_limit: Decimal, upper_limit: Decimal) -> Decimal {
    if num.ge(&upper_limit) {
        return upper_limit;
    }
    if num.le(&lower_limit) {
        return lower_limit;
    }
    num
}

// 步长修复数量
pub fn fix_amount(amount: Decimal, step_size: Decimal) -> Decimal {
    // 思路：做除法后取整，然后使用这个值乘以步长
    amount.div(step_size).floor().mul(step_size)
}

// 根据最小下单价值获取下单数量
// pub fn get_amount_by_min_amount_value(min_amount_value: Decimal,
//                                       order_price: Decimal,
//                                       step_size: Decimal) -> Decimal {
//     // ceil可以向上取整
//     let amount_unit = ((min_amount_value / order_price) / step_size).ceil();
//
//     amount_unit * step_size
// }

// 步长修复价格
pub fn fix_price(amount: Decimal, tick_size: Decimal) -> Decimal {
    // 思路：做除法后四舍五入，然后使用这个值乘以步长
    amount.div(tick_size).round().mul(tick_size)
}

// 每秒请求频率
pub fn get_limit_requests_num_per_second(exchange: String) -> i64 {
    if exchange.eq("kucoin_spot") {
        return public_params::KUCOIN_SPOT_LIMIT * public_params::RATIO;
    } else if exchange.eq("kucoin_usdt_swap") {
        return public_params::KUCOIN_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("binance_usdt_swap") {
        return public_params::BINANCE_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("binance_spot") {
        return public_params::BINANCE_SPOT_LIMIT * public_params::RATIO;
    } else if exchange.eq("gate_spot") {
        return public_params::GATE_SPOT_LIMIT * public_params::RATIO;
    } else if exchange.eq("gate_usdt_swap") {
        return public_params::GATE_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("coinex_usdt_swap") {
        return public_params::COINEX_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("coinex_spot") {
        return public_params::COINEX_SPOT_LIMIT * public_params::RATIO;
    } else if exchange.eq("okex_usdt_swap") {
        return public_params::OKEX_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("bitget_spot") {
        return public_params::BITGET_USDT_SPOT_LIMIT * public_params::RATIO;
    } else if exchange.eq("bitget_usdt_swap") {
        return public_params::BITGET_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("bybit_usdt_swap"){
        return public_params::BYBIT_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("htx_usdt_swap") {
        return public_params::HTX_USDT_SWAP_LIMIT * public_params::RATIO;
    } else if exchange.eq("mexc_usdt_swap") {
        return public_params::MEXC_USDT_SWAP_LIMIT * public_params::RATIO;
    } else {
        error!("限频规则(ratio)未找到，请检查配置！");
        panic!("限频规则(ratio)未找到，请检查配置！");
    }
}

// 每秒下单请求频率
pub fn get_limit_order_requests_num_per_second(exchange: String) -> i64 {
    if exchange.eq("kucoin_spot") {
        return public_params::KUCOIN_SPOT_LIMIT
    } else if exchange.eq("kucoin_usdt_swap") {
        return public_params::KUCOIN_USDT_SWAP_LIMIT
    } else if exchange.eq("binance_usdt_swap") {
        return public_params::BINANCE_USDT_SWAP_LIMIT
    } else if exchange.eq("binance_spot") {
        return public_params::BINANCE_SPOT_LIMIT
    } else if exchange.eq("gate_spot") {
        return public_params::GATE_SPOT_LIMIT
    } else if exchange.eq("gate_usdt_swap") {
        return public_params::GATE_USDT_SWAP_LIMIT
    } else if exchange.eq("coinex_usdt_swap") {
        return public_params::COINEX_USDT_SWAP_LIMIT
    } else if exchange.eq("coinex_spot") {
        return public_params::COINEX_SPOT_LIMIT
    } else if exchange.eq("okex_usdt_swap") {
        return public_params::OKEX_USDT_SWAP_LIMIT
    } else if exchange.eq("bitget_spot") {
        return public_params::BITGET_USDT_SPOT_LIMIT
    }  else if exchange.eq("bitget_usdt_swap") {
        return public_params::BITGET_USDT_SWAP_LIMIT
    } else if exchange.eq("bybit_usdt_swap") {
        return public_params::BYBIT_USDT_SWAP_LIMIT
    } else if exchange.eq("htx_usdt_swap") {
        return public_params::HTX_USDT_SWAP_LIMIT
    }  else if exchange.eq("mexc_usdt_swap") {
        return public_params::MEXC_USDT_SWAP_LIMIT
    } else {
        error!("限频规则(limit)未找到，请检查配置！");
        panic!("限频规则(limit)未找到，请检查配置！");
    }
}

pub async fn write_to_file(json_data: &String, file_path: String) {
    // 尝试创建文件路径
    if let Err(e) = fs::create_dir_all(
        // 获取文件目录路径
        Path::new(&file_path)
            .parent() // 获取父目录（即文件路径除去文件名后的部分）
            .unwrap_or_else(|| Path::new("")), // 如果没有父目录，使用当前目录
    )
        .await
    {
        // 如果创建路径失败，打印错误日志
        error!("创建目录错误: {:?}", e);
        return; // 结束任务
    }

    // 异步地执行文件写入操作
    if let Err(e) = async {
        let mut file = File::create(&file_path).await?;
        file.write_all(json_data.as_bytes()).await?;
        Result::<(), std::io::Error>::Ok(())
    }
        .await
    {
        // 如果发生错误，只打印错误日志
        error!("json db写入错误: {:?}", e);
    }
}

pub fn build_html_file(data_c: &Vec<VecDeque<Option<Decimal>>>) -> String {
    let temp_json_str = serde_json::to_string(&data_c).unwrap();

    let str1 = r##"
<!DOCTYPE html>
<html lang="en">
  <head>
    <meta charset="UTF-8" />
    <meta name="viewport" content="width=device-width, initial-scale=1.0" />
    <title>Document</title>
    <script src="https://code.jquery.com/jquery-3.6.0.min.js"></script>
    <script src="https://cdnjs.cloudflare.com/ajax/libs/echarts/5.4.3/echarts.min.js"></script>
    <script src="https://cdnjs.cloudflare.com/ajax/libs/dayjs/1.11.10/dayjs.min.js"></script>
    <style>
      * {
        margin: 0;
        padding: 0;
      }
      #echarts {
        margin: 50px auto 0;
        width: calc(100vw - 100px);
        height: 1030px;
      }
      .page-group-wp {
        padding: 20px 40px;
        display: flex;
        justify-content: space-between;
      }
      .page-button {
        cursor: pointer;
        border: 1px solid #16b777;
        color: #16b777;
        padding: 2px 10px;
        user-select: none;
      }
      .disabled {
        border: 1px solid #ccc;
        color: #ccc;
        cursor: not-allowed;
      }
    </style>
  </head>
  <body>
    <div class="page-group-wp">
      <div class="page-button upper-btn">上一页</div>
      <div class="show-page">第1/1页</div>
      <div class="page-button next-btn">下一页</div>
    </div>
    <div id="echarts"></div>
  </body>
  <script>
    let initData = "##;

    let str2 = r##";
    let init_echarts_data = (data) => {
      const xData = data[0].map((item) => dayjs(item * 1).format("MM-DD HH:mm:ss:SSS"));
      let inventory = 0;
      let inventoryList = [];

      data[10].map((item, index) => {
        if (inventory != item) {
          inventory = item;
          let color = "";
          if(item > 0) color = "#F2495E"
          if(item < 0) color = "#13BF86"
          inventoryList.push({ name: "inventory",itemStyle:{color: color}, value: item, xAxis: index, yAxis: data[1][index] });
        }
      });
      return {
        dataZoom: [
          {
            type: "inside",
            xAxisIndex: [0, 1, 2, 3, 4],
            start: 0,
            end: 100,
          },
          {
            xAxisIndex: [0, 1, 2, 3, 4],
            start: 0,
            end: 100,
          },
        ],
        tooltip: {
          trigger: "axis",
          formatter: (value) => {
            return `时间：${value[0].name}<br />${value.map((item) => `${item.marker}${item.seriesName}：${item.value}`).join("<br/>")}`;
          },
          axisPointer: {
            animation: false,
          },
        },
        toolbox: {
          feature: {
            dataZoom: {},
            brush: {
              type: ["rect", "clear"],
            },
          },
        },
        legend: [
          {
            data: ["mid_price", "ask_price", "bid_price", "optimal_ask_price", "optimal_bid_price", "fair_price"],
            top: "230px",
          },
          {
            data: ["mp", "ap", "bp"],
            top: "480px",
          },
          {
            data: ["sigma_square"],
            top: "630px",
          },
          {
            data: ["delay"],
            top: "780px",
          },
          {
            data: ["kappa"],
            top: "930px",
          },
        ],
        grid: [
          {
            top: "50px",
            left: "60px",
            right: "60px",
            height: "150px", // 主图高度
          },
          {
            top: "300px",
            left: "60px",
            right: "60px",
            height: "150px",
          },
          {
            top: "550px",
            left: "60px",
            right: "60px",
            height: "50px",
          },
          {
            top: "700px",
            left: "60px",
            right: "60px",
            height: "50px",
          },
          {
            top: "850px",
            left: "60px",
            right: "60px",
            height: "50px",
          },
        ],
        xAxis: [
          {
            type: "category",
            data: xData,
          },
          {
            gridIndex: 1, // 第1个网格的 x 轴
            type: "category",
            data: xData,
          },
          {
            gridIndex: 2, // 第2个网格的 x 轴
            type: "category",
            data: xData,
          },
          {
            gridIndex: 3, // 第3个网格的 x 轴
            type: "category",
            data: xData,
          },
          {
            gridIndex: 4, // 第4个网格的 x 轴
            type: "category",
            data: xData,
          },
        ],
        yAxis: [
          {
            type: "value",
            min: "dataMin",
          },
          {
            gridIndex: 1, // 第1个网格的 y 轴
            type: "value",
            min: "dataMin",
          },
          {
            gridIndex: 2, // 第2个网格的 y 轴
            type: "value",
            min: "dataMin",
          },
          {
            gridIndex: 3, // 第3个网格的 y 轴
            type: "value",
            min: "dataMin",
          },
          {
            gridIndex: 4, // 第4个网格的 y 轴
            type: "value",
            min: "dataMin",
          },
        ],
        series: [
          {
            name: "mid_price",
            type: "line",
            showSymbol: false,
            data: data[1],
            markPoint: {
              symbolSize: 20,
              data: inventoryList,
            },
          },
          {
            name: "ask_price",
            type: "line",
            showSymbol: false,
            // data: data[2],
            data: [],
          },
          {
            name: "bid_price",
            type: "line",
            showSymbol: false,
            // data: data[3],
            data: [],
          },
          {
            name: "optimal_ask_price",
            type: "line",
            showSymbol: false,
            // data: data[8],
            data: [],
            lineStyle: {
              type: "dashed",
            },
          },
          {
            name: "optimal_bid_price",
            type: "line",
            showSymbol: false,
            // data: data[9],
            data: [],
            lineStyle: {
              type: "dashed",
            },
          },
          {
            name: "fair_price",
            type: "line",
            showSymbol: false,
            data: data[15],
          },

          {
            name: "mp",
            type: "line",
            xAxisIndex: 1,
            yAxisIndex: 1,
            showSymbol: false,
            data: data[5],
          },
          {
            name: "ap",
            type: "line",
            xAxisIndex: 1,
            yAxisIndex: 1,
            showSymbol: false,
            data:  data[6],
          },
          {
            name: "bp",
            type: "line",
            xAxisIndex: 1,
            yAxisIndex: 1,
            showSymbol: false,
            data:  data[7],
          },

          {
            name: "sigma_square",
            type: "line",
            xAxisIndex: 2,
            yAxisIndex: 2,
            showSymbol: false,
            data:  data[11],
          },

          {
            name: "delay",
            type: "line",
            xAxisIndex: 3,
            yAxisIndex: 3,
            showSymbol: false,
            data:  data[12],
          },

          {
            name: "kappa",
            type: "line",
            xAxisIndex: 4,
            yAxisIndex: 4,
            showSymbol: false,
            data:  data[13],
          },
        ],
      };
    };

    let update_echarts_data = (data) => {
      const xData = data[0].map((item) => dayjs(item * 1).format("MM-DD HH:mm:ss:SSS"));
      let inventory = 0;
      let inventoryList = [];

      data[10].map((item, index) => {
        if (inventory != item) {
          inventory = item;
          let color = "";
          if(item > 0) color = "#F2495E"
          if(item < 0) color = "#13BF86"
          inventoryList.push({ name: "inventory",itemStyle:{color: color}, value: item, xAxis: index, yAxis: data[1][index] });
        }
      });
      return {
        xAxis: [{ data: xData }, { data: xData }, { data: xData }, { data: xData }, { data: xData }],
        series: [
          {
            data: data[1],
            markPoint: {
              data: inventoryList,
            },
          },
          // { data: data[2] },
          // { data: data[3] },
          // { data: data[8] },
          // { data: data[9] },
          { data: [] },
          { data: [] },
          { data: [] },
          { data: [] },
          { data: data[15] },
          { data: data[5] },
          { data: data[6] },
          { data: data[7] },
          { data: data[11] },
          { data: data[12] },
          { data: data[13] },
        ],
      };
    };

    let page = 1;
    let maxPage = initData[0].length % 100000 > 0 ? Math.ceil(initData[0].length / 100000) : initData[0].length / 100000 || 1;
    let showData = initData.map((item) => item.slice((page - 1) * 100000, page * 100000 - 1));
    let chartDom = document.getElementById("echarts");
    let myChart = echarts.init(chartDom);
    let initOption = init_echarts_data(showData);
    initOption && myChart.setOption(initOption);

    let updata_page = () => {
      $(".show-page").eq(0).html(`第${page}/${maxPage}页`);
      $(".next-btn").eq(0).removeClass("disabled");
      $(".upper-btn").eq(0).removeClass("disabled");
      if (page >= maxPage) $(".next-btn").eq(0).addClass("disabled");
      if (page <= 1) $(".upper-btn").eq(0).addClass("disabled");
    };
    updata_page();
    let update_echarts = () => {
      showData = initData.map((item) => item.slice((page - 1) * 100000, page * 100000 + 99999));
      let option = update_echarts_data(showData);
      myChart.setOption(option, false, true);
    };

    $(".next-btn")
      .eq(0)
      .click(() => {
        if (page < maxPage) {
          page += 1;
          update_echarts();
          updata_page();
        }
      });
    $(".upper-btn")
      .eq(0)
      .click(() => {
        if (page > 1) {
          page -= 1;
          update_echarts();
          updata_page();
        }
      });
  </script>
</html>"##;

    format!("{}{}{}", str1, temp_json_str, str2)
}

#[cfg(test)]
mod tests {
    use chrono::Utc;
    use rust_decimal_macros::dec;
    use crate::utils::{clip, fix_amount, fix_price, generate_client_id};

    #[test]
    fn clip_test() {
        let num = dec!(11);
        // let num2 = dec!(2);

        let lower_limit = dec!(3);
        let upper_limit = dec!(6);

        println!("mum: {}", clip(num, lower_limit, upper_limit));
        println!("mum2: {}", clip(num, lower_limit, upper_limit));
    }

    #[test]
    fn generate_client_id_test() {
        println!("{}", generate_client_id(None));
        println!("{}", generate_client_id(Some("binance".to_string())));
    }

    #[test]
    fn fix_amount_test() {
        println!("{}", fix_amount(dec!(0.9), dec!(0.04)));
        println!("{}", fix_amount(dec!(1.0), dec!(0.1)));
        println!("{}", fix_amount(dec!(0.9), dec!(0.05)));
        println!("{}", fix_amount(dec!(1), dec!(0.1)));
        println!("{}", fix_amount(dec!(0.01), dec!(0.05)));
    }

    #[test]
    fn fix_price_test() {
        println!("{}", fix_price(dec!(1), dec!(0.1)));
        println!("{}", fix_price(dec!(0.9), dec!(2.0)));
        println!("{}", fix_price(dec!(1.1), dec!(0.1)));
        println!("{}", fix_price(dec!(1.2), dec!(0.5)));
        println!("{}", fix_price(dec!(4999.99), dec!(0.5)));
    }

    #[test]
    fn utc_timestamp_test() {
        let now = Utc::now();

        println!("timestamp: {}", now.timestamp());
        println!("timestamp_millis: {}", now.timestamp_millis());
        println!("timestamp_micros: {}", now.timestamp_micros());
        println!("timestamp_nanos: {}", now.timestamp_nanos_opt().unwrap());
    }

}