gate和coinex都使用U计量了。

src/coinex_usdt_swap_data_listener.rs

@@ -33,7 +33,8 @@ pub async fn run_listener(is_shutdown_arc: Arc<AtomicBool>) {
     if response.code == 200 {
         let data = response.data.as_array().unwrap();
         for info in data {
-            symbols.push(info["market"].as_str().unwrap().to_string().replace("USDT", "_USDT"))
+            let symbol = info["market"].as_str().unwrap().to_string().replace("USDT", "_USDT");
+            symbols.push(symbol)
         }
     }
     info!(?symbols);
@@ -74,10 +75,15 @@ pub async fn data_listener(response: ResponseData) {
         },
         // 订单流数据
         "deals.update" => {
-            let trades = ExchangeStructHandler::trades_handle(ExchangeEnum::CoinexSwap, &response);
+            let mut trades = ExchangeStructHandler::trades_handle(ExchangeEnum::CoinexSwap, &response);
 
-            for trade in trades.iter() {
+            for trade in trades.iter_mut() {
                 let trades_map = TRADES_MAP.lock().await;
+
+                // 更新为计价币的量
+                trade.size = trade.price * trade.size;
+                trade.size.rescale(2);
+
                 // k线数据更新
                 let record = parse_trades_to_record(trade.symbol.clone(), trades_map);
                 let record_map= RECORD_MAP.lock().await;

src/gate_usdt_swap_data_listener.rs

@@ -1,7 +1,10 @@
 use std::collections::{BTreeMap, HashMap};
+use std::str::FromStr;
 use std::sync::{Arc};
 use std::sync::atomic::AtomicBool;
 use lazy_static::lazy_static;
+use rust_decimal::Decimal;
+use rust_decimal_macros::dec;
 use tokio::sync::{Mutex};
 use tracing::info;
 use exchanges::gate_swap_rest::GateSwapRest;
@@ -17,6 +20,7 @@ lazy_static! {
     // static ref DEPTH_MAP: Mutex<DepthMap> = Mutex::new(HashMap::new());
     static ref TRADES_MAP: Mutex<TradeMap> = Mutex::new(HashMap::new());
     static ref RECORD_MAP: Mutex<RecordMap> = Mutex::new(HashMap::new());
+    static ref MUL_MAP: Mutex<HashMap<String, Decimal>> = Mutex::new(HashMap::new());
 }
 
 pub async fn run_listener(is_shutdown_arc: Arc<AtomicBool>) {
@@ -27,9 +31,15 @@ pub async fn run_listener(is_shutdown_arc: Arc<AtomicBool>) {
     let response = gate_rest.get_market_details("usdt".to_string()).await;
     let mut symbols = vec![];
     if response.code == 200 {
-        let data = response.data.as_array().unwrap();
-        for info in data {
-            symbols.push(info["name"].as_str().unwrap().to_string())
+        let symbol_infos = response.data.as_array().unwrap();
+        let mut mul_map = MUL_MAP.lock().await;
+        for symbol_info in symbol_infos {
+            // quanto_multiplier是ct_val
+            let symbol = symbol_info["name"].as_str().unwrap().to_string();
+            let mul = Decimal::from_str(symbol_info["quanto_multiplier"].as_str().unwrap().to_string().as_str()).unwrap();
+            mul_map.insert(symbol.clone(), mul);
+
+            symbols.push(symbol)
         }
     }
     info!(?symbols);
@@ -71,21 +81,36 @@ pub async fn data_listener(response: ResponseData) {
         },
         // 订单流数据
         "futures.trades" => {
-            let trades = ExchangeStructHandler::trades_handle(ExchangeEnum::GateSwap, &response);
+            let mut trades = ExchangeStructHandler::trades_handle(ExchangeEnum::GateSwap, &response);
+            let mul_map = MUL_MAP.lock().await;
 
-            for trade in trades.iter() {
-                let trades_map = TRADES_MAP.lock().await;
+            for trade in trades.iter_mut() {
+                // 真实交易量处理，因为gate的量都是张数
+                let mul = mul_map[trade.symbol.as_str()];
+                let mut real_size = trade.size * mul * trade.price;
+                real_size.rescale(2);
+                trade.size = real_size;
 
+                // 更新到本地数据库
+                let trades_map = TRADES_MAP.lock().await;
                 update_trade(trade, trades_map, EXCHANGE_NAME).await;
             }
         },
         // k线数据
         "futures.candlesticks" => {
-            let records = ExchangeStructHandler::records_handle(ExchangeEnum::GateSwap, &response);
+            let mut records = ExchangeStructHandler::records_handle(ExchangeEnum::GateSwap, &response);
 
-            for record in records.iter() {
-                let record_map= RECORD_MAP.lock().await;
+            let mul_map = MUL_MAP.lock().await;
+            for record in records.iter_mut() {
+                // 真实交易量处理，因为gate的量都是张数
+                let mul = mul_map[record.symbol.as_str()];
+                let mid_price = (record.high + record.low) * dec!(0.5);
+                let mut real_volume = record.volume * mul * mid_price;
+                real_volume.rescale(2);
+                record.volume = real_volume;
 
+                // 更新到本地数据库
+                let record_map= RECORD_MAP.lock().await;
                 update_record(record, record_map, EXCHANGE_NAME).await;
             }
         },