| 123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744745746747748749750751752753754755 |
- use std::collections::{BTreeMap};
- use std::io::{Error, ErrorKind};
- use std::str::FromStr;
- use tokio::sync::mpsc::Sender;
- use async_trait::async_trait;
- use futures::stream::FuturesUnordered;
- use futures::TryStreamExt;
- use rust_decimal::Decimal;
- use rust_decimal::prelude::{FromPrimitive, ToPrimitive};
- use serde_json::{json, Value};
- use tokio::spawn;
- use tokio::time::Instant;
- use tracing::{error, info};
- use crate::{Platform, ExchangeEnum, Account, Position, Ticker, Market, Order, OrderCommand, PositionModeEnum};
- use exchanges::gate_swap_rest::GateSwapRest;
- use global::trace_stack::TraceStack;
- #[allow(dead_code)]
- #[derive(Clone)]
- pub struct GateSwap {
- exchange: ExchangeEnum,
- symbol: String,
- is_colo: bool,
- params: BTreeMap<String, String>,
- request: GateSwapRest,
- market: Market,
- order_sender: Sender<Order>,
- error_sender: Sender<Error>,
- }
- impl GateSwap {
- pub async fn new(symbol: String, is_colo: bool, params: BTreeMap<String, String>, order_sender: Sender<Order>, error_sender: Sender<Error>) -> GateSwap {
- let market = Market::new();
- let mut gate_swap = GateSwap {
- exchange: ExchangeEnum::GateSwap,
- symbol: symbol.to_uppercase(),
- is_colo,
- params: params.clone(),
- request: GateSwapRest::new(is_colo, params.clone()),
- market,
- order_sender,
- error_sender,
- };
- // 修改持仓模式
- let symbol_array: Vec<&str> = symbol.split("_").collect();
- let mode_result = gate_swap.set_dual_mode(symbol_array[1], true).await;
- match mode_result {
- Ok(ok) => {
- info!("Gate:设置持仓模式成功!{:?}", ok);
- }
- Err(error) => {
- error!("Gate:设置持仓模式失败!mode_result={}", error)
- }
- }
- // 获取市场信息
- gate_swap.market = GateSwap::get_market(&mut gate_swap).await.unwrap_or(gate_swap.market);
- return gate_swap;
- }
- }
- #[async_trait]
- impl Platform for GateSwap {
- // 克隆方法
- fn clone_box(&self) -> Box<dyn Platform + Send + Sync> { Box::new(self.clone()) }
- // 获取交易所模式
- fn get_self_exchange(&self) -> ExchangeEnum {
- ExchangeEnum::GateSwap
- }
- // 获取交易对
- fn get_self_symbol(&self) -> String { self.symbol.clone() }
- // 获取是否使用高速通道
- fn get_self_is_colo(&self) -> bool {
- self.is_colo
- }
- // 获取params信息
- fn get_self_params(&self) -> BTreeMap<String, String> {
- self.params.clone()
- }
- // 获取market信息
- fn get_self_market(&self) -> Market { self.market.clone() }
- // 获取请求时间
- fn get_request_delays(&self) -> Vec<i64> { self.request.get_delays() }
- // 获取请求平均时间
- fn get_request_avg_delay(&self) -> Decimal { self.request.get_avg_delay() }
- // 获取请求最大时间
- fn get_request_max_delay(&self) -> i64 { self.request.get_max_delay() }
- // 获取服务器时间
- async fn get_server_time(&mut self) -> Result<String, Error> {
- let res_data = self.request.get_server_time().await;
- if res_data.code == 200 {
- let res_data_json: serde_json::Value = res_data.data;
- let result = res_data_json["server_time"].to_string();
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- // 获取账号信息
- async fn get_account(&mut self) -> Result<Account, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let res_data = self.request.get_account(symbol_array[1].to_string().to_lowercase()).await;
- if res_data.code == 200 {
- let res_data_json: serde_json::Value = res_data.data;
- let balance = Decimal::from_str(res_data_json["total"].as_str().unwrap()).unwrap();
- let available_balance = Decimal::from_str(res_data_json["available"].as_str().unwrap()).unwrap();
- let frozen_balance = balance - available_balance;
- let result = Account {
- coin: symbol_array[1].to_string(),
- balance,
- available_balance,
- frozen_balance,
- stocks: Decimal::ZERO,
- available_stocks: Decimal::ZERO,
- frozen_stocks: Decimal::ZERO,
- };
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- async fn get_spot_account(&mut self) -> Result<Vec<Account>, Error> {
- Err(Error::new(ErrorKind::NotFound, "gate_swap:该交易所方法未实现".to_string()))
- }
- // 获取持仓信息
- async fn get_position(&mut self) -> Result<Vec<Position>, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let ct_val = self.market.ct_val;
- let res_data = self.request.get_position(symbol_array[1].to_string().to_lowercase(), self.symbol.clone()).await;
- if res_data.code == 200 {
- let res_data_json = res_data.data.as_array().unwrap();
- let result = res_data_json.iter().map(|item| { format_position_item(item, ct_val) }).collect();
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- // 获取所有持仓
- async fn get_positions(&mut self) -> Result<Vec<Position>, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let res_data = self.request.get_user_position(symbol_array[1].to_string().to_lowercase()).await;
- if res_data.code == 200 {
- let res_data_json = res_data.data.as_array().unwrap();
- let result = res_data_json.iter().map(|item| { format_position_item(item, Decimal::ONE) }).collect();
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- // 获取市场行情
- async fn get_ticker(&mut self) -> Result<Ticker, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let res_data = self.request.get_ticker(symbol_array[1].to_string().to_lowercase()).await;
- if res_data.code == 200 {
- let res_data_json = res_data.data.as_array().unwrap();
- let ticker_info = res_data_json.iter().find(|item| item["contract"].as_str().unwrap() == self.symbol);
- match ticker_info {
- None => {
- error!("gate_swap:获取Ticker信息错误!\nget_ticker:res_data={:?}", res_data);
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- Some(value) => {
- let result = Ticker {
- time: chrono::Utc::now().timestamp_millis(),
- high: Decimal::from_str(value["high_24h"].as_str().unwrap()).unwrap(),
- low: Decimal::from_str(value["low_24h"].as_str().unwrap()).unwrap(),
- sell: Decimal::from_str(value["lowest_ask"].as_str().unwrap()).unwrap(),
- buy: Decimal::from_str(value["highest_bid"].as_str().unwrap()).unwrap(),
- last: Decimal::from_str(value["last"].as_str().unwrap()).unwrap(),
- volume: Decimal::from_str(value["volume_24h"].as_str().unwrap()).unwrap(),
- };
- Ok(result)
- }
- }
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- async fn get_ticker_symbol(&mut self, symbol: String) -> Result<Ticker, Error> {
- let symbol_upper = symbol.to_uppercase();
- let symbol_array: Vec<&str> = symbol_upper.split("_").collect();
- let res_data = self.request.get_ticker(symbol_array[1].to_string().to_lowercase()).await;
- if res_data.code == 200 {
- let res_data_json = res_data.data.as_array().unwrap();
- let ticker_info = res_data_json.iter().find(|item| item["contract"].as_str().unwrap() == symbol_upper);
- match ticker_info {
- None => {
- error!("gate_swap:获取Ticker信息错误!\nget_ticker:res_data={:?}", res_data);
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- Some(value) => {
- let result = Ticker {
- time: chrono::Utc::now().timestamp_millis(),
- high: Decimal::from_str(value["high_24h"].as_str().unwrap()).unwrap(),
- low: Decimal::from_str(value["low_24h"].as_str().unwrap()).unwrap(),
- sell: Decimal::from_str(value["lowest_ask"].as_str().unwrap()).unwrap(),
- buy: Decimal::from_str(value["highest_bid"].as_str().unwrap()).unwrap(),
- last: Decimal::from_str(value["last"].as_str().unwrap()).unwrap(),
- volume: Decimal::from_str(value["volume_24h"].as_str().unwrap()).unwrap(),
- };
- Ok(result)
- }
- }
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- async fn get_market(&mut self) -> Result<Market, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let res_data = self.request.get_market_details(symbol_array[1].to_string().to_lowercase()).await;
- if res_data.code == 200 {
- let res_data_json = res_data.data.as_array().unwrap();
- let market_info = res_data_json.iter().find(|item| item["name"].as_str().unwrap() == self.symbol);
- match market_info {
- None => {
- error!("gate_swap:获取Market信息错误!\nget_market:res_data={:?}", res_data);
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- Some(value) => {
- let name = value["name"].as_str().unwrap();
- let name_array: Vec<&str> = name.split("_").collect();
- let tick_size = Decimal::from_str(value["order_price_round"].as_str().unwrap()).unwrap();
- let min_qty = Decimal::from_str(&value["order_size_min"].to_string()).unwrap();
- let max_qty = Decimal::from_str(&value["order_size_max"].to_string()).unwrap();
- let ct_val = Decimal::from_str(value["quanto_multiplier"].as_str().unwrap()).unwrap();
- let amount_size = min_qty * ct_val;
- let price_precision = Decimal::from_u32(tick_size.scale()).unwrap();
- let amount_precision = Decimal::from_u32(amount_size.scale()).unwrap();
- let min_notional = min_qty * ct_val;
- let max_notional = max_qty * ct_val;
- let result = Market {
- symbol: name.to_string(),
- base_asset: name_array[0].to_string(),
- quote_asset: name_array[1].to_string(),
- tick_size,
- amount_size,
- price_precision,
- amount_precision,
- min_qty,
- max_qty,
- min_notional,
- max_notional,
- ct_val,
- };
- Ok(result)
- }
- }
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- async fn get_market_symbol(&mut self, symbol: String) -> Result<Market, Error> {
- let symbol_upper = symbol.to_uppercase();
- let symbol_array: Vec<&str> = symbol_upper.split("_").collect();
- let res_data = self.request.get_market_details(symbol_array[1].to_string().to_lowercase()).await;
- if res_data.code == 200 {
- let res_data_json = res_data.data.as_array().unwrap();
- let market_info = res_data_json.iter().find(|item| item["name"].as_str().unwrap() == symbol_upper);
- match market_info {
- None => {
- error!("gate_swap:获取Market信息错误!\nget_market:res_data={:?}", res_data);
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- Some(value) => {
- let name = value["name"].as_str().unwrap();
- let name_array: Vec<&str> = name.split("_").collect();
- let tick_size = Decimal::from_str(value["order_price_round"].as_str().unwrap()).unwrap();
- let min_qty = Decimal::from_str(&value["order_size_min"].to_string()).unwrap();
- let max_qty = Decimal::from_str(&value["order_size_max"].to_string()).unwrap();
- let ct_val = Decimal::from_str(value["quanto_multiplier"].as_str().unwrap()).unwrap();
- let amount_size = min_qty * ct_val;
- let price_precision = Decimal::from_u32(tick_size.scale()).unwrap();
- let amount_precision = Decimal::from_u32(amount_size.scale()).unwrap();
- let min_notional = min_qty * ct_val;
- let max_notional = max_qty * ct_val;
- let result = Market {
- symbol: name.to_string(),
- base_asset: name_array[0].to_string(),
- quote_asset: name_array[1].to_string(),
- tick_size,
- amount_size,
- price_precision,
- amount_precision,
- min_qty,
- max_qty,
- min_notional,
- max_notional,
- ct_val,
- };
- Ok(result)
- }
- }
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- // 获取订单详情
- async fn get_order_detail(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let ct_val = self.market.ct_val;
- let id = if order_id.eq("") { format!("t-{}", custom_id) } else { order_id.to_string() };
- let res_data = self.request.get_order_details(symbol_array[1].to_string().to_lowercase(), id).await;
- if res_data.code == 200 {
- let res_data_json: serde_json::Value = res_data.data;
- let result = format_order_item(res_data_json, ct_val);
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- // 获取订单列表
- async fn get_orders_list(&mut self, status: &str) -> Result<Vec<Order>, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let ct_val = self.market.ct_val;
- let res_data = self.request.get_orders(symbol_array[1].to_string().to_lowercase(), status.to_string()).await;
- if res_data.code == 200 {
- let res_data_json = res_data.data.as_array().unwrap();
- let order_info: Vec<_> = res_data_json.iter().filter(|item| item["contract"].as_str().unwrap_or("") == self.symbol).collect();
- let result = order_info.iter().map(|&item| format_order_item(item.clone(), ct_val)).collect();
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- // 下单接口
- async fn take_order(&mut self, custom_id: &str, origin_side: &str, price: Decimal, amount: Decimal) -> Result<Order, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let ct_val = self.market.ct_val;
- let mut params = json!({
- "text": format!("t-{}", custom_id),
- "contract": self.symbol.to_string(),
- "price": price.to_string(),
- });
- let size = (amount / ct_val).floor();
- if price.eq(&Decimal::ZERO) {
- params["tif"] = json!("ioc".to_string());
- }
- match origin_side {
- "kd" => {
- params["reduce_only"] = json!(false);
- params["size"] = json!(size.to_i64());
- }
- "pd" => {
- params["reduce_only"] = json!(true);
- params["size"] = serde_json::Value::from((-size).to_i64());
- }
- "kk" => {
- params["reduce_only"] = json!(false);
- params["size"] = serde_json::Value::from((-size).to_i64());
- }
- "pk" => {
- params["reduce_only"] = json!(true);
- params["size"] = json!(size.to_i64());
- }
- _ => { error!("下单参数错误"); }
- };
- let res_data = self.request.swap_order(symbol_array[1].to_string().to_lowercase(), params).await;
- if res_data.code == 200 {
- let res_data_json: serde_json::Value = res_data.data;
- let result = format_order_item(res_data_json, ct_val);
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- async fn take_order_symbol(&mut self, symbol: String, ct_val: Decimal, custom_id: &str, origin_side: &str, price: Decimal, amount: Decimal) -> Result<Order, Error> {
- let symbol_upper = symbol.to_uppercase();
- let symbol_array: Vec<&str> = symbol_upper.split("_").collect();
- let mut params = json!({
- "text": format!("t-{}", custom_id),
- "contract": symbol_upper.to_string(),
- "price": price.to_string(),
- });
- let size = (amount / ct_val).floor();
- if price.eq(&Decimal::ZERO) {
- params["tif"] = json!("ioc".to_string());
- }
- match origin_side {
- "kd" => {
- params["reduce_only"] = json!(false);
- params["size"] = json!(size.to_i64());
- }
- "pd" => {
- params["reduce_only"] = json!(true);
- params["size"] = serde_json::Value::from((-size).to_i64());
- }
- "kk" => {
- params["reduce_only"] = json!(false);
- params["size"] = serde_json::Value::from((-size).to_i64());
- }
- "pk" => {
- params["reduce_only"] = json!(true);
- params["size"] = json!(size.to_i64());
- }
- _ => { error!("下单参数错误"); }
- };
- let res_data = self.request.swap_order(symbol_array[1].to_string().to_lowercase(), params).await;
- if res_data.code == 200 {
- let res_data_json: serde_json::Value = res_data.data;
- let result = format_order_item(res_data_json, ct_val);
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- // 撤销订单
- async fn cancel_order(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let ct_val = self.market.ct_val;
- let settle = symbol_array[1].to_string().to_lowercase();
- let id = if order_id.eq("") { format!("t-{}", custom_id) } else { order_id.to_string() };
- let res_data = self.request.cancel_order(settle, id.to_string()).await;
- if res_data.code == 200 {
- let res_data_json: serde_json::Value = res_data.data;
- let result = format_order_item(res_data_json, ct_val);
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- // 批量撤销订单
- async fn cancel_orders(&mut self) -> Result<Vec<Order>, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let ct_val = self.market.ct_val;
- let res_data = self.request.cancel_orders(symbol_array[1].to_string().to_lowercase(), self.symbol.to_string()).await;
- if res_data.code == 200 {
- let res_data_json = res_data.data.as_array().unwrap();
- let result = res_data_json.iter().map(|item| format_order_item(item.clone(), ct_val)).collect();
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- async fn cancel_orders_all(&mut self) -> Result<Vec<Order>, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let ct_val = self.market.ct_val;
- let orders_res_data = self.request.get_orders(symbol_array[1].to_string().to_lowercase(), "open".to_string()).await;
- if orders_res_data.code == 200 {
- let mut result = vec![];
- let orders_res_data_json = orders_res_data.data.as_array().unwrap();
- for order in orders_res_data_json {
- let cancel_res_data = self.request.cancel_orders(symbol_array[1].to_string().to_lowercase(), order["contract"].as_str().unwrap().to_string()).await;
- if cancel_res_data.code == 200 {
- let cancel_res_data_json = cancel_res_data.data.as_array().unwrap();
- for cancel in cancel_res_data_json {
- result.push(format_order_item(cancel.clone(), ct_val))
- };
- } else {
- return Err(Error::new(ErrorKind::Other, cancel_res_data.to_string()));
- }
- }
- Ok(result)
- } else {
- Err(Error::new(ErrorKind::Other, orders_res_data.to_string()))
- }
- }
- async fn take_stop_loss_order(&mut self, stop_price: Decimal, price: Decimal, side: &str) -> Result<Value, Error>
- {
- let mut params = json!({});
- let mut initial = json!({
- "contract": "XRP_USDT",
- "price": price.to_string(),
- "tif": "ioc",
- // 是否只减仓
- "reduce_only": true,
- // [平多:close_long, 平空:close_short]
- // "auto_size": "close_long"
- });
- let mut trigger = json!({
- // [平多:close-long-position, 平空:close-short-position]
- // "order_type": "close-long-position",
- // 一般都默认用0
- "strategy_type": 0,
- // [0 - 最新成交价,1 - 标记价格,2 - 指数价格]
- "price_type": 0,
- // [1: 引用价格大于等于我们传的价格,2:引用价格小于等于我们传的价格]
- // 在止损的情况下:
- // 1 可以理解为向上突破触发价(一般是给空单用)
- // 2 可以理解为向下突破触发价(一般是给多单用)
- // "rule": 2,
- // 订单触发价格
- "price": stop_price.to_string(),
- });
- match side {
- "kd" => {
- initial["auto_size"] = json!("close_long");
- trigger["order_type"] = json!("close-long-position");
- trigger["rule"] = json!(2);
- },
- "kk" => {
- initial["auto_size"] = json!("close_short");
- trigger["order_type"] = json!("close-short-position");
- trigger["rule"] = json!(1);
- },
- _ => {
- error!("gate swap 止损单side错误: {}", side);
- }
- }
- params["initial"] = initial;
- params["trigger"] = trigger;
- let binding = self.symbol.clone().to_lowercase();
- let symbol_split: Vec<&str> = binding.split("_").collect();
- let base_coin = symbol_split[1].to_string();
- let response_data = self.request.place_price_order(base_coin, params).await;
- if response_data.code == 200 {
- Ok(response_data.data)
- } else {
- Err(Error::new(ErrorKind::Other, response_data.to_string()))
- }
- }
- async fn cancel_stop_loss_order(&mut self, order_id: &str) -> Result<Value, Error> {
- let binding = self.symbol.clone().to_lowercase();
- let symbol_split: Vec<&str> = binding.split("_").collect();
- let base_coin = symbol_split[1].to_string();
- let response_data = self.request.cancel_price_order(base_coin, order_id.to_string()).await;
- if response_data.code == 200 {
- Ok(response_data.data)
- } else {
- Err(Error::new(ErrorKind::Other, response_data.to_string()))
- }
- }
- // 设置持仓模式
- async fn set_dual_mode(&mut self, coin: &str, is_dual_mode: bool) -> Result<String, Error> {
- let coin_format = coin.to_string().to_lowercase();
- let res_data = self.request.setting_dual_mode(coin_format, is_dual_mode).await;
- if res_data.code == 200 {
- let res_data_str = &res_data.data;
- let result = res_data_str.clone();
- Ok(result.to_string())
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- // 更新双持仓模式下杠杆
- async fn set_dual_leverage(&mut self, leverage: &str) -> Result<String, Error> {
- let symbol_array: Vec<&str> = self.symbol.split("_").collect();
- let res_data = self.request.setting_dual_leverage(symbol_array[1].to_string().to_lowercase(), self.symbol.to_string(), leverage.to_string()).await;
- if res_data.code == 200 {
- let res_data_str = &res_data.data;
- let result = res_data_str.clone();
- Ok(result.to_string())
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- async fn set_auto_deposit_status(&mut self, _status: bool) -> Result<String, Error> { Err(Error::new(ErrorKind::NotFound, "gate:该交易所方法未实现".to_string())) }
- // 交易账户互转
- async fn wallet_transfers(&mut self, coin: &str, from: &str, to: &str, amount: Decimal) -> Result<String, Error> {
- let coin_format = coin.to_string().to_lowercase();
- let res_data = self.request.wallet_transfers(coin_format.clone(), from.to_string(), to.to_string(), amount.to_string(), coin_format.clone()).await;
- if res_data.code == 200 {
- let res_data_str = &res_data.data;
- let result = res_data_str.clone();
- Ok(result.to_string())
- } else {
- Err(Error::new(ErrorKind::Other, res_data.to_string()))
- }
- }
- // 指令下单
- async fn command_order(&mut self, order_command: &mut OrderCommand, trace_stack: &TraceStack) {
- let mut handles = vec![];
- // 下单指令,limits_open里已经包含了limits_close
- for item in order_command.limits_open.keys() {
- let mut ts = trace_stack.clone();
- let amount = Decimal::from_str(&*order_command.limits_open[item].get(0).unwrap().clone()).unwrap();
- let side = order_command.limits_open[item].get(1).unwrap().clone();
- let price = Decimal::from_str(&*order_command.limits_open[item].get(2).unwrap().clone()).unwrap();
- let cid = order_command.limits_open[item].get(3).unwrap().clone();
- // order_name: [数量,方向,价格,c_id]
- let mut self_clone = self.clone();
- let handle = spawn(async move {
- // TraceStack::show_delay(&ts.ins);
- ts.on_before_send();
- let result = self_clone.take_order(&cid, &side, price, amount).await;
- ts.on_after_send();
- match result {
- Ok(mut result) => {
- result.trace_stack = ts;
- self_clone.order_sender.send(result).await.unwrap();
- }
- Err(error) => {
- let mut err_order = Order::new();
- err_order.custom_id = cid.clone();
- err_order.status = "REMOVE".to_string();
- self_clone.order_sender.send(err_order).await.unwrap();
- self_clone.error_sender.send(error).await.unwrap();
- }
- }
- });
- handles.push(handle)
- }
- let futures = FuturesUnordered::from_iter(handles);
- // 等待所有任务完成
- let _: Result<Vec<_>, _> = futures.try_collect().await;
- // 撤销订单
- let mut cancel_handlers = vec![];
- for item in order_command.cancel.keys() {
- let order_id = order_command.cancel[item].get(1).unwrap().clone();
- let custom_id = order_command.cancel[item].get(0).unwrap().clone();
- let mut self_clone = self.clone();
- let handle = spawn(async move {
- let result = self_clone.cancel_order(&order_id, &custom_id).await;
- match result {
- Ok(_) => {
- // result_sd.send(result).await.unwrap();
- }
- Err(error) => {
- // 取消失败去查订单。
- let query_rst = self_clone.get_order_detail(&order_id, &custom_id).await;
- match query_rst {
- Ok(order) => {
- self_clone.order_sender.send(order).await.unwrap();
- }
- Err(_err) => {
- // error!("撤单失败,而且查单也失败了,gate_io_swap,oid={}, cid={}。", order_id.clone(), custom_id.clone());
- // panic!("撤单失败,而且查单也失败了,gate_io_swap,oid={}, cid={}。", order_id.clone(), custom_id.clone());
- }
- }
- self_clone.error_sender.send(error).await.unwrap();
- }
- }
- });
- cancel_handlers.push(handle)
- }
- let futures = FuturesUnordered::from_iter(cancel_handlers);
- // 等待所有任务完成
- let _: Result<Vec<_>, _> = futures.try_collect().await;
- // 检查订单指令
- let mut check_handlers = vec![];
- for item in order_command.check.keys() {
- let order_id = order_command.check[item].get(1).unwrap().clone();
- let custom_id = order_command.check[item].get(0).unwrap().clone();
- let mut self_clone = self.clone();
- let handle = spawn(async move {
- let result = self_clone.get_order_detail(&order_id, &custom_id).await;
- match result {
- Ok(result) => {
- self_clone.order_sender.send(result).await.unwrap();
- }
- Err(error) => {
- self_clone.error_sender.send(error).await.unwrap();
- }
- }
- });
- check_handlers.push(handle)
- }
- let futures = FuturesUnordered::from_iter(check_handlers);
- // 等待所有任务完成
- let _: Result<Vec<_>, _> = futures.try_collect().await;
- }
- }
- pub fn format_position_item(position: &serde_json::Value, ct_val: Decimal) -> Position {
- let mut position_mode = match position["mode"].as_str().unwrap_or("") {
- "single" => PositionModeEnum::Both,
- "dual_long" => PositionModeEnum::Long,
- "dual_short" => PositionModeEnum::Short,
- _ => {
- error!("gate_swap:格式化持仓模式错误!\nformat_position_item:position={:?}", position);
- panic!("gate_swap:格式化持仓模式错误!\nformat_position_item:position={:?}", position)
- }
- };
- let size = Decimal::from_str(&position["size"].to_string()).unwrap();
- let amount = size * ct_val;
- match position_mode {
- PositionModeEnum::Both => {
- position_mode = match amount {
- amount if amount > Decimal::ZERO => PositionModeEnum::Long,
- amount if amount < Decimal::ZERO => PositionModeEnum::Short,
- _ => { PositionModeEnum::Both }
- }
- }
- _ => {}
- }
- Position {
- symbol: position["contract"].as_str().unwrap_or("").parse().unwrap(),
- margin_level: Decimal::from_str(position["leverage"].as_str().unwrap()).unwrap(),
- amount,
- frozen_amount: Decimal::ZERO,
- price: Decimal::from_str(position["entry_price"].as_str().unwrap()).unwrap(),
- profit: Decimal::from_str(position["unrealised_pnl"].as_str().unwrap()).unwrap(),
- position_mode,
- margin: Decimal::from_str(position["margin"].as_str().unwrap()).unwrap(),
- }
- }
- pub fn format_order_item(order: serde_json::Value, ct_val: Decimal) -> Order {
- let status = order["status"].as_str().unwrap_or("");
- let text = order["text"].as_str().unwrap_or("");
- let size = Decimal::from_str(&order["size"].to_string()).unwrap();
- let left = Decimal::from_str(&order["left"].to_string()).unwrap();
- let amount = size * ct_val;
- let deal_amount = (size - left) * ct_val;
- let custom_status = if status == "finished" { "REMOVE".to_string() } else if status == "open" { "NEW".to_string() } else {
- error!("gate_swap:格式化订单状态错误!\nformat_order_item:order={:?}", order);
- panic!("gate_swap:格式化订单状态错误!\nformat_order_item:order={:?}", order)
- };
- let rst_order = Order {
- id: 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: Decimal::from_str(&order["fill_price"].as_str().unwrap()).unwrap(),
- status: custom_status,
- order_type: "limit".to_string(),
- trace_stack: TraceStack::new(0, Instant::now()).on_special("688 trace_stack".to_string()),
- };
- return rst_order;
- }
|