去除副图。

src/msv.rs

@@ -76,7 +76,8 @@ pub async fn generate_msv(query_value: Value) -> HttpResponse {
     if trades_response.code == 200 && simple_trades_response.code == 200 {
         // 数据本地化处理
         let trades = parse_json_to_trades(trades_response.data);
-        let simple_depths = parse_json_to_simple_depths(simple_trades_response.data);
+        // let simple_depths = parse_json_to_simple_depths(simple_trades_response.data);
+        let simple_depths = vec![];
         // 指标生成
         let indicator = generate_msv_by_trades(trades, mills_back, simple_depths, start_time, end_time);
 
@@ -178,7 +179,7 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
     let mut depth_index = 0;
     let mut final_depth_data: Vec<Vec<Decimal>> = vec![];
 
-    let mut final_spread_data: Vec<Vec<Decimal>> = vec![];
+    let final_spread_data: Vec<Vec<Decimal>> = vec![];
 
     let mut index_timestamp = Decimal::from_i64(start_time).unwrap();
     let last_timestamp = Decimal::from_i64(end_time).unwrap();
@@ -218,7 +219,7 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
         // 获取时间范围内的深度数据、买一及卖一价数据
         let mut max_size = Decimal::ZERO;
         let mut min_size = Decimal::ONE_THOUSAND * Decimal::ONE_THOUSAND;
-        let mut max_spread = Decimal::ZERO;
+        // let mut max_spread = Decimal::ZERO;
         loop {
             // 下标合法性判断
             if depth_index >= simple_depths.len() {
@@ -233,15 +234,15 @@ pub fn generate_msv_by_trades(mut trades: Vec<Trade>, mills_back: Decimal, simpl
             max_size = max(max_size, depth.size);
             min_size = min(min_size, depth.size);
             // 这一秒的差价最大值
-            let spread = depth.a1 - depth.b1;
-            max_spread = max(spread, max_spread);
+            // let spread = depth.a1 - depth.b1;
+            // max_spread = max(spread, max_spread);
             // 下标步近
             depth_index += 1;
         }
 
         // ====================================== 智能填充数据 ===============================================
         // 价差
-        final_spread_data.push(vec![index_timestamp, max_spread]);
+        // final_spread_data.push(vec![index_timestamp, max_spread]);
 
         // 流动性数据叠加
         let rst_size = if (max_size == Decimal::ZERO || min_size == Decimal::ONE_THOUSAND * Decimal::ONE_THOUSAND) && final_depth_data.len() > 0 {
@@ -308,19 +309,19 @@ pub fn parse_json_to_trades(trades_json: Value) -> Vec<Trade> {
 }
 
 // 将json转换为简易深度数据
-pub fn parse_json_to_simple_depths(depths_json: Value) -> Vec<SimpleDepth> {
-    let mut rst = vec![];
-
-    for depth_json in depths_json.as_array().unwrap() {
-        let depth: SimpleDepth = SimpleDepth {
-            time: Decimal::from_str(depth_json["time"].as_str().unwrap()).unwrap(),
-            size: Decimal::from_str(depth_json["size"].as_str().unwrap()).unwrap(),
-            a1: Decimal::from_str(depth_json["a1"].as_str().unwrap()).unwrap(),
-            b1: Decimal::from_str(depth_json["b1"].as_str().unwrap()).unwrap(),
-        };
-
-        rst.insert(0, depth)
-    }
-
-    rst
-}
+// pub fn parse_json_to_simple_depths(depths_json: Value) -> Vec<SimpleDepth> {
+//     let mut rst = vec![];
+//
+//     for depth_json in depths_json.as_array().unwrap() {
+//         let depth: SimpleDepth = SimpleDepth {
+//             time: Decimal::from_str(depth_json["time"].as_str().unwrap()).unwrap(),
+//             size: Decimal::from_str(depth_json["size"].as_str().unwrap()).unwrap(),
+//             a1: Decimal::from_str(depth_json["a1"].as_str().unwrap()).unwrap(),
+//             b1: Decimal::from_str(depth_json["b1"].as_str().unwrap()).unwrap(),
+//         };
+//
+//         rst.insert(0, depth)
+//     }
+//
+//     rst
+// }