添加mecx交易所

exchanges/src/lib.rs

@@ -11,3 +11,5 @@ pub mod binance_swap_ws;
 pub mod binance_swap_rest;
 pub mod phemex_swap_rest;
 pub mod phemex_swap_ws;
+pub mod mexc_swap_rest;
+pub mod mexc_swap_ws;

exchanges/src/mexc_swap_rest.rs

@@ -0,0 +1,314 @@
+use std::collections::BTreeMap;
+use chrono::Utc;
+use reqwest::header::HeaderMap;
+use reqwest::{Client};
+use rust_decimal::Decimal;
+use rust_decimal::prelude::FromPrimitive;
+use rust_decimal_macros::dec;
+use tracing::{error, info, trace};
+use crate::http_tool::RestTool;
+use crate::response_base::ResponseData;
+use ring::hmac;
+use serde_json::Value;
+
+#[derive(Clone, Debug)]
+pub struct MexcSwapRest {
+    pub tag: String,
+    base_url: String,
+    client: reqwest::Client,
+    /*******参数*/
+    //是否需要登录
+    //登录所需参数
+    login_param: BTreeMap<String, String>,
+    delays: Vec<i64>,
+    max_delay: i64,
+    avg_delay: Decimal,
+
+}
+
+impl MexcSwapRest {
+    /*******************************************************************************************************/
+    /*****************************************获取一个对象****************************************************/
+    /*******************************************************************************************************/
+
+    pub fn new(is_colo: bool, login_param: BTreeMap<String, String>) -> MexcSwapRest
+    {
+        return MexcSwapRest::new_with_tag("default-MexcSwapRest".to_string(), is_colo, login_param);
+    }
+    pub fn new_with_tag(tag: String, is_colo: bool, login_param: BTreeMap<String, String>) -> MexcSwapRest {
+        let base_url = if is_colo {
+            "https://contract.mexc.com".to_string()
+        } else {
+            "https://contract.mexc.com".to_string()
+        };
+
+        if is_colo {
+            info!("开启高速(未配置，走普通：{})通道",base_url);
+        } else {
+            info!("走普通通道：{}",base_url);
+        }
+        /*****返回结构体*******/
+        MexcSwapRest {
+            tag,
+            base_url,
+            client: Client::new(),
+            login_param,
+            delays: vec![],
+            max_delay: 0,
+            avg_delay: dec!(0.0),
+        }
+    }
+
+    /*******************************************************************************************************/
+    /*****************************************rest请求函数********************************************************/
+    /*******************************************************************************************************/
+    //获取合约信息
+    pub async fn get_market(&mut self, params: Value) -> ResponseData {
+        let data = self.request("GET".to_string(),
+                                "/api/v1".to_string(),
+                                "/contract/detail".to_string(),
+                                false,
+                                params,
+        ).await;
+        data
+    }
+
+    /*******************************************************************************************************/
+    /*****************************************工具函数********************************************************/
+    /*******************************************************************************************************/
+    pub fn get_delays(&self) -> Vec<i64> {
+        self.delays.clone()
+    }
+    pub fn get_avg_delay(&self) -> Decimal {
+        self.avg_delay.clone()
+    }
+    pub fn get_max_delay(&self) -> i64 {
+        self.max_delay.clone()
+    }
+    fn get_delay_info(&mut self) {
+        let last_100 = if self.delays.len() > 100 {
+            self.delays[self.delays.len() - 100..].to_vec()
+        } else {
+            self.delays.clone()
+        };
+
+        let max_value = last_100.iter().max().unwrap();
+        if max_value.clone().to_owned() > self.max_delay {
+            self.max_delay = max_value.clone().to_owned();
+        }
+
+        let sum: i64 = last_100.iter().sum();
+        let sum_v = Decimal::from_i64(sum).unwrap();
+        let len_v = Decimal::from_u64(last_100.len() as u64).unwrap();
+        self.avg_delay = (sum_v / len_v).round_dp(1);
+        self.delays = last_100.clone().into_iter().collect();
+    }
+    //调用请求
+    pub async fn request(&mut self,
+                         method: String,
+                         prefix_url: String,
+                         request_url: String,
+                         is_login: bool,
+                         mut  params: Value) -> ResponseData
+    {
+        trace!("login_param:{:?}", self.login_param);
+        //解析账号信息
+        let mut access_key = "".to_string();
+        let mut secret_key = "".to_string();
+        let mut passphrase = "".to_string();
+        if self.login_param.contains_key("access_key") {
+            access_key = self.login_param.get("access_key").unwrap().to_string();
+        }
+        if self.login_param.contains_key("secret_key") {
+            secret_key = self.login_param.get("secret_key").unwrap().to_string();
+        }
+        if self.login_param.contains_key("pass_key") {
+            passphrase = self.login_param.get("pass_key").unwrap().to_string();
+        }
+        let mut is_login_param = true;
+        if access_key == "" || secret_key == "" || passphrase == "" {
+            is_login_param = false
+        }
+
+        //每个接口都有的参数
+        let timestamp = Utc::now().timestamp_millis();
+        let recv_window = 3000;
+        params["timestamp"] = serde_json::json!(timestamp);
+        params["recvWindow"] = serde_json::json!(recv_window);
+
+
+        //请求类型不同，可能请求头body 不同
+        let mut body = "{}".to_string();
+        let mut headers = HeaderMap::new();
+        if method == "POST" {
+            headers.insert("Content-Type", "application/json".parse().unwrap());
+            body = params.to_string();
+        }
+
+        //是否需要登录-- 组装sing
+        if is_login {
+            if !is_login_param {
+                let e = ResponseData::error(self.tag.clone(), "登录参数错误！".to_string());
+                return e;
+            } else {
+                // //需要登录-且登录参数齐全
+                // trace!("param:{}", params);
+                // trace!("body:{}", body);
+                // //组装sing
+                // let sing = Self::sign(secret_key.clone(),
+                //                       method.clone(),
+                //                       prefix_url.clone(),
+                //                       request_url.clone(),
+                //                       params.clone(),
+                //                       body.clone(),
+                //                       timestamp.clone(),
+                // );
+                // //组装header
+                // headers.extend(Self::headers(sing, timestamp, passphrase, access_key));
+            }
+        }
+
+
+        // trace!("headers:{:?}", headers);
+        // let base_url = format!("{}{}", prefix_url.clone(), request_url.clone());
+        let start_time = chrono::Utc::now().timestamp_millis();
+        let response = self.http_tool(
+            format!("{}{}", prefix_url.clone(), request_url.clone()),
+            method.to_string(),
+            params.to_string(),
+            body,
+            headers,
+        ).await;
+
+        let time_array = chrono::Utc::now().timestamp_millis() - start_time;
+        self.delays.push(time_array);
+        self.get_delay_info();
+
+        response
+        //
+        // let time_array = chrono::Utc::now().timestamp_millis() - start_time;
+        // self.delays.push(time_array);
+        // self.get_delay_info();
+        // let res_data = Self::res_data_analysis(get_response, base_url, params.to_string());
+        // res_data
+    }
+
+    // pub fn headers(_: String, _timestamp: String, passphrase: String, access_key: String) -> HeaderMap {
+    //     let mut headers = HeaderMap::new();
+    //     // headers.insert("OK-ACCESS-KEY", access_key.parse().unwrap());
+    //     // headers.insert("OK-ACCESS-SIGN", sign.parse().unwrap());
+    //     // headers.insert("OK-ACCESS-TIMESTAMP", timestamp.parse().unwrap());
+    //     // headers.insert("OK-ACCESS-PASSPHRASE", passphrase.parse().unwrap());
+    //     headers
+    // }
+    pub fn sign(secret_key: String,
+                method: String, prefix_url: String, request_url: String,
+                params: String, body: String, timestamp: String) -> String
+    {
+        /*签名生成*/
+        let url_param_str = RestTool::parse_params_to_str(params);
+        let base_url = if method == "GET" {
+            format!("{}{}?{}", prefix_url, request_url, url_param_str)
+        } else {
+            format!("{}{}", prefix_url, request_url)
+        };
+
+        // 时间戳 + 请求类型+ 请求参数字符串
+        let message = format!("{}{}{}{}", timestamp, method, base_url, body);
+        trace!("message:{}",message);
+
+        // 做签名
+        let hmac_key = ring::hmac::Key::new(hmac::HMAC_SHA256, secret_key.as_bytes());
+        let result = ring::hmac::sign(&hmac_key, &message.as_bytes());
+        let sign = base64::encode(result);
+        sign
+    }
+
+    // async fn http_tool(&mut self, request_path: String, request_type: String, params: String, headers: HeaderMap) -> Result<ResponseData, reqwest::Error> {
+    async fn http_tool(&mut self, request_path: String,
+                       request_type: String,
+                       params: String,
+                       body: String,
+                       headers: HeaderMap) -> ResponseData {
+        /****请求接口与 地址*/
+        let url = format!("{}{}", self.base_url.to_string(), request_path);
+        let request_type = request_type.clone().to_uppercase();
+        let addrs_url: String = if RestTool::parse_params_to_str(params.clone()) == "" {
+            url.clone()
+        } else {
+            format!("{}?{}", url.clone(), RestTool::parse_params_to_str(params.clone()))
+        };
+
+        trace!("url-----:???{}",url.clone());
+        trace!("addrs_url-----:???{}",addrs_url.clone());
+        trace!("params-----:???{}",params.clone());
+        trace!("body-----:???{}",body.clone());
+
+        let request_builder = match request_type.as_str() {
+            "GET" => self.client.get(addrs_url.clone()).headers(headers),
+            "POST" => self.client.post(url.clone()).body(body).headers(headers),
+            // "DELETE" => self.client.delete(addrs_url.clone()).headers(headers),
+            // "PUT" => self.client.put(url.clone()).json(&params),
+            _ => {
+                panic!("{}", format!("错误的请求类型:{}", request_type.clone()))
+            }
+        };
+
+        // 读取响应的内容
+        let response = request_builder.send().await.unwrap();
+        let is_success = response.status().is_success(); // 先检查状态码
+        let text = response.text().await.unwrap();
+        // trace!("text:???{:?}",text);
+        return if is_success {
+            self.on_success_data(&text)
+        } else {
+            self.on_error_data(&text, &addrs_url, &params)
+        };
+    }
+    pub fn on_success_data(&mut self, text: &String) -> ResponseData {
+        let json_value = serde_json::from_str::<Value>(&text).unwrap();
+        // return  ResponseData::new(self.tag.clone(), 200, "success".to_string(), json_value);
+
+        let code = json_value["code"].as_i64().unwrap();
+        match code {
+            0 => {
+                //判断是否有code ，没有表示特殊接口，直接返回
+                if json_value.get("data").is_some() {
+                    let data = json_value.get("data").unwrap();
+                    ResponseData::new(self.tag.clone(), 200, "success".to_string(), data.clone())
+                } else {
+                    ResponseData::new(self.tag.clone(), 200, "success".to_string(), json_value)
+                }
+            }
+            _ => {
+                ResponseData::new(self.tag.clone(), 400, "error".to_string(), json_value)
+            }
+        }
+    }
+
+    pub fn on_error_data(&mut self, text: &String, base_url: &String, params: &String) -> ResponseData {
+        let json_value = serde_json::from_str::<Value>(&text);
+        println!("{:?}", json_value);
+        match json_value {
+            Ok(data) => {
+                let message;
+
+                if !data["message"].is_null() {
+                    message = format!("{}:{}", data["tag"].as_str().unwrap(), data["message"].as_str().unwrap());
+                } else {
+                    message = data["tag"].to_string();
+                }
+
+                let mut error = ResponseData::error(self.tag.clone(), message);
+                error.message = format!("请求地址：{}, 请求参数：{}, 报错内容：{}。", base_url, params, error.message);
+                error
+            }
+            Err(e) => {
+                error!("解析错误：{:?}", e);
+                let error = ResponseData::error("".to_string(),
+                                                format!("json 解析失败:{}，相关参数:{}", e, text));
+                error
+            }
+        }
+    }
+}

exchanges/src/mexc_swap_ws.rs

@@ -0,0 +1,368 @@
+use std::io::Read;
+use std::sync::Arc;
+use std::sync::atomic::AtomicBool;
+use std::time::Duration;
+
+use flate2::read::GzDecoder;
+use futures_channel::mpsc::{UnboundedReceiver, UnboundedSender};
+use serde_json::json;
+use serde_json::Value;
+use tokio::sync::Mutex;
+use tokio_tungstenite::tungstenite::{Error, Message};
+use tracing::{error, info, trace};
+
+use crate::response_base::ResponseData;
+use crate::socket_tool::AbstractWsMode;
+
+//类型
+pub enum MexcSwapWsType {
+    PublicAndPrivate,
+}
+
+
+#[derive(Debug)]
+#[derive(Clone)]
+pub struct MexcSwapWsParam {
+    pub token: String,
+    pub ws_url: String,
+    pub ws_ping_interval: i64,
+    pub ws_ping_timeout: i64,
+    pub is_ok_subscribe: bool,
+}
+
+//订阅频道
+#[derive(Clone)]
+pub enum MexcSwapSubscribeType {
+    // 深度
+    PuFuturesDepth,
+    // 公开成交
+    PuFuturesTrades,
+    // K线数据
+    PuFuturesRecords,
+}
+
+//账号信息
+#[derive(Clone, Debug)]
+pub struct MexcSwapLogin {
+    pub access_key: String,
+    pub secret_key: String,
+    pub pass_key: String,
+}
+
+#[derive(Clone)]
+#[allow(dead_code)]
+pub struct MexcSwapWs {
+    //类型
+    tag: String,
+    //地址
+    address_url: String,
+    //账号
+    login_param: Option<MexcSwapLogin>,
+    //登录数据
+    ws_param: MexcSwapWsParam,
+    //币对
+    symbol_s: Vec<String>,
+    //订阅
+    subscribe_types: Vec<MexcSwapSubscribeType>,
+    //心跳间隔
+    heartbeat_time: u64,
+}
+
+impl MexcSwapWs {
+    /*******************************************************************************************************/
+    /*****************************************获取一个对象****************************************************/
+    /*******************************************************************************************************/
+    pub fn new(is_colo: bool, login_param: Option<MexcSwapLogin>, ws_type: MexcSwapWsType) -> MexcSwapWs {
+        return Self::new_with_tag("default-MexcSwapWs".to_string(), is_colo, login_param, ws_type);
+    }
+    pub fn new_with_tag(tag: String, is_colo: bool, login_param: Option<MexcSwapLogin>, ws_type: MexcSwapWsType) -> MexcSwapWs {
+        /*******公共频道-私有频道数据组装*/
+        let address_url = match ws_type {
+            MexcSwapWsType::PublicAndPrivate => {
+                let url = "wss://contract.mexc.com/edge".to_string();
+                info!("走普通通道(不支持colo通道)：{}", url);
+                url
+            }
+        };
+
+        /*******公共频道-私有频道数据组装*/
+        let ws_param = MexcSwapWsParam {
+            token: "".to_string(),
+            ws_url: "".to_string(),
+            ws_ping_interval: 0,
+            ws_ping_timeout: 0,
+            is_ok_subscribe: false,
+        };
+
+        if is_colo {
+            info!("开启高速(未配置，走普通：{})通道",address_url);
+        } else {
+            info!("走普通通道：{}",address_url);
+        }
+
+        MexcSwapWs {
+            tag,
+            address_url,
+            login_param,
+            ws_param,
+            symbol_s: vec![],
+            subscribe_types: vec![],
+            heartbeat_time: 1000 * 18,
+        }
+    }
+
+    /*******************************************************************************************************/
+    /*****************************************订阅函数********************************************************/
+    /*******************************************************************************************************/
+    //手动添加订阅信息
+    pub fn set_subscribe(&mut self, subscribe_types: Vec<MexcSwapSubscribeType>) {
+        self.subscribe_types.extend(subscribe_types);
+    }
+    //手动添加币对
+    pub fn set_symbols(&mut self, mut b_array: Vec<String>) {
+        for symbol in b_array.iter_mut() {
+            // 大写
+            *symbol = symbol.to_uppercase();
+            // 字符串替换
+            *symbol = symbol.replace("_", "_");
+        }
+        self.symbol_s = b_array;
+    }
+    fn contains_pr(&self) -> bool {
+        for t in self.subscribe_types.clone() {
+            if match t {
+                MexcSwapSubscribeType::PuFuturesTrades => false,
+                MexcSwapSubscribeType::PuFuturesRecords => false,
+                MexcSwapSubscribeType::PuFuturesDepth => false,
+            } {
+                return true;
+            }
+        }
+        false
+    }
+    /*******************************************************************************************************/
+    /*****************************************工具函数********************************************************/
+    /*******************************************************************************************************/
+    //订阅枚举解析
+    pub fn enum_to_string(symbol: String, subscribe_type: MexcSwapSubscribeType) -> Value {
+        match subscribe_type {
+            MexcSwapSubscribeType::PuFuturesDepth => {//深度
+                json!({
+                   "method":"sub.depth",
+                   "param":{ "symbol":symbol }
+                })
+            }
+            MexcSwapSubscribeType::PuFuturesRecords => {//k线
+                json!({
+                    "method":"sub.kline",
+                    "param":{
+                        "symbol":symbol,
+                        "interval":"Min1"
+                    }
+                })
+            }
+            MexcSwapSubscribeType::PuFuturesTrades => {//公开成交
+                json!({
+                    "method": "sub.deal",
+                    "param": {"symbol":symbol}
+                })
+            }
+        }
+    }
+    //订阅信息生成
+    pub fn get_subscription(&self) -> Vec<String> {
+        let mut array = vec![];
+        for symbol in &self.symbol_s {
+            for subscribe_type in &self.subscribe_types {
+                let ty_str = Self::enum_to_string(symbol.clone(), subscribe_type.clone());
+                array.push(ty_str.to_string());
+            }
+        }
+        array
+    }
+    /*******************************************************************************************************/
+    /*****************************************socket基本*****************************************************/
+    /*******************************************************************************************************/
+    //链接
+    pub async fn ws_connect_async<F, Future>(&mut self,
+                                             is_shutdown_arc: Arc<AtomicBool>,
+                                             handle_function: F,
+                                             _write_tx_am: &Arc<Mutex<UnboundedSender<Message>>>,
+                                             write_to_socket_rx: UnboundedReceiver<Message>) -> Result<(), Error>
+        where
+            F: Fn(ResponseData) -> Future + Clone + Send + 'static + Sync,
+            Future: std::future::Future<Output=()> + Send + 'static, // 确保 Fut 是一个 Future，且输出类型为 ()
+    {
+        let login_is = self.contains_pr();
+        let subscription = self.get_subscription();
+        let address_url = self.address_url.clone();
+        let tag = self.tag.clone();
+        // let heartbeat_time = self.ws_param.ws_ping_interval.clone();
+
+        //心跳-- 方法内部线程启动
+        // let write_tx_clone1 = write_tx_am.clone();
+        // tokio::spawn(async move {
+        //     trace!("线程-异步心跳-开始");
+        //     AbstractWsMode::ping_or_pong(write_tx_clone1, HeartbeatType::Ping, heartbeat_time as u64).await;
+        //     trace!("线程-异步心跳-结束");
+        // });
+
+
+        //设置订阅
+        let subscribe_array = subscription.clone();
+        if login_is {
+            //登录相关
+        }
+
+        //1 链接
+        let t2 = tokio::spawn(async move {
+            let write_to_socket_rx_arc = Arc::new(Mutex::new(write_to_socket_rx));
+
+            loop {
+                info!("Mexc_usdt_swap socket 连接中……");
+                AbstractWsMode::ws_connect_async(is_shutdown_arc.clone(), handle_function.clone(), address_url.clone(),
+                                                 false, tag.clone(), subscribe_array.clone(), write_to_socket_rx_arc.clone(),
+                                                 Self::message_text, Self::message_ping, Self::message_pong, Self::message_binary).await;
+
+                error!("Mexc_usdt_swap socket 断连，1s以后重连……");
+                tokio::time::sleep(Duration::from_secs(1)).await;
+            }
+        });
+
+        tokio::try_join!(t2).unwrap();
+        trace!("线程-心跳与链接-结束");
+
+        Ok(())
+    }
+    /*******************************************************************************************************/
+    /*****************************************数据解析*****************************************************/
+    /*******************************************************************************************************/
+    //数据解析-Text
+    pub fn message_text(text: String) -> Option<ResponseData> {
+        let response_data = Self::ok_text(text);
+        Option::from(response_data)
+    }
+    //数据解析-ping
+    pub fn message_ping(_pi: Vec<u8>) -> Option<ResponseData> {
+        return Option::from(ResponseData::new("".to_string(), -300, "success".to_string(), Value::Null));
+    }
+    //数据解析-pong
+    pub fn message_pong(_po: Vec<u8>) -> Option<ResponseData> {
+        return Option::from(ResponseData::new("".to_string(), -301, "success".to_string(), Value::Null));
+    }
+    //数据解析-二进制
+    pub fn message_binary(po: Vec<u8>) -> Option<ResponseData> {
+        //二进制WebSocket消息
+        // let message_str = format!("Binary:{:?}", _po);
+        // Option::from(ResponseData::new("".to_string(), 2, message_str, Value::Null))
+        // let result = String::from_utf8(bytes);
+        // let result = String::from_utf8(po);
+
+        let mut gz_decoder = GzDecoder::new(&po[..]);
+        let mut decompressed_data = Vec::new();
+
+        // 尝试解压数据
+        if let Ok(_) = gz_decoder.read_to_end(&mut decompressed_data) {
+            // 将解压后的字节向量转换为 UTF-8 字符串
+            match String::from_utf8(decompressed_data) {
+                Ok(text) => {
+                    let response_data = Self::ok_text(text);
+                    return Option::from(response_data);
+                }
+                Err(_) => {
+                    return Option::from(ResponseData::new("".to_string(), 400, "二进制数据转化出错".to_string(), Value::Null));
+                }
+            }
+        } else {
+            return Option::from(ResponseData::new("".to_string(), 400, "二进制数据转化出错".to_string(), Value::Null));
+        }
+    }
+    //数据解析
+    pub fn ok_text(text: String) -> ResponseData
+    {
+        // trace!("原始数据:{:?}",text);
+        let mut res_data = ResponseData::new("".to_string(), 200, "success".to_string(), Value::Null);
+        let json_value: serde_json::Value = serde_json::from_str(&text).unwrap();
+
+        match json_value["channel"].as_str() {
+            Some(method) => {
+                if method.contains("pong") {
+                    return ResponseData::new("".to_string(), -301, "success".to_string(), Value::Null);
+                } else if method.contains("rs.sub.") {
+                    //订阅响应
+                    let data = json_value["data"].as_str().unwrap();
+                    if method.contains(".depth") {
+                        res_data.channel = "futures.order_book".to_string();
+                    } else if method.contains(".kline") {
+                        res_data.channel = "futures.candlesticks".to_string();
+                    } else if method.contains(".deal") {
+                        res_data.channel = "futures.trades".to_string();
+                    } else {
+                        res_data.channel = "未知频道订阅".to_string();
+                    }
+
+                    if data == "success" {
+                        res_data.code = -201;
+                        res_data.message = "订阅成功".to_string();
+                    } else {
+                        res_data.code = 400;
+                        res_data.message = "订阅失败".to_string();
+                    }
+                } else if method.contains("push.") {
+                    if method.contains(".depth") {
+                        res_data.channel = "futures.order_book".to_string();
+                    } else if method.contains(".kline") {
+                        res_data.channel = "futures.candlesticks".to_string();
+                    } else if method.contains(".deal") {
+                        res_data.channel = "futures.trades".to_string();
+                    } else {
+                        res_data.channel = "未知频道推送".to_string();
+                    }
+                    res_data.code = 200;
+                    res_data.data = json_value.clone();
+                } else {
+                    res_data.code = -1;
+                    res_data.message = "未知解析".to_string();
+                }
+            }
+            None => {
+                res_data.code = -1;
+                res_data.message = "未知解析".to_string();
+            }
+        }
+        //
+        // if json_value["method"].as_str() == Option::from("id1") {}
+        //
+        // // { "id": "id1", "code": 0, "msg": "" }
+        // if json_value["id"].as_str() == Option::from("id1") {
+        //     //订阅
+        //     if json_value["code"].as_i64() == Option::from(0) {
+        //         res_data.code = -201;
+        //         res_data.message = "订阅成功".to_string();
+        //     } else {
+        //         res_data.code = 400;
+        //         res_data.message = "订阅失败".to_string();
+        //     }
+        // } else if json_value["code"].as_i64() == Option::from(0) {
+        //     res_data.code = 200;
+        //     res_data.data = json_value.clone();
+        //
+        //     //订阅数据 甄别
+        //     let dataType = json_value["dataType"].as_str().unwrap();
+        //     if dataType.contains("@depth") {
+        //         res_data.channel = "futures.order_book".to_string();
+        //     } else if dataType.contains("@trade") {
+        //         res_data.channel = "futures.trades".to_string();
+        //     } else if dataType.contains("@kline_1m") {
+        //         res_data.channel = "futures.candlesticks".to_string();
+        //     } else {
+        //         res_data.channel = "未知推送数据".to_string();
+        //     }
+        // } else {
+        //     res_data.code = -1;
+        //     res_data.message = "未知解析".to_string();
+        // }
+
+        res_data
+    }
+}

src/main.rs

@@ -6,6 +6,7 @@ mod binance_usdt_swap_data_listener;
 mod gate_usdt_swap_data_listener;
 mod coinex_usdt_swap_data_listener;
 mod phemex_usdt_swap_data_listener;
+mod mexc_usdt_swap_data_listener;
 mod msv;
 mod rank;
 
@@ -36,6 +37,7 @@ async fn main() {
     gate_usdt_swap_data_listener::run_listener(running.clone()).await;
     coinex_usdt_swap_data_listener::run_listener(running.clone()).await;
     phemex_usdt_swap_data_listener::run_listener(running.clone()).await;
+    mexc_usdt_swap_data_listener::run_listener(running.clone()).await;
     // panic错误捕获，panic级别的错误直接退出
     // let panic_running = running.clone();
     std::panic::set_hook(Box::new(move |panic_info| {

src/mexc_usdt_swap_data_listener.rs

@@ -0,0 +1,123 @@
+use std::collections::{BTreeMap, HashMap};
+use std::sync::{Arc};
+use std::sync::atomic::AtomicBool;
+use std::time::Duration;
+use chrono::Utc;
+use lazy_static::lazy_static;
+use rust_decimal::Decimal;
+use rust_decimal_macros::dec;
+use tokio::sync::{Mutex};
+use tracing::info;
+use exchanges::mexc_swap_rest::MexcSwapRest;
+use exchanges::mexc_swap_ws::{MexcSwapSubscribeType, MexcSwapWs, MexcSwapWsType};
+use exchanges::response_base::ResponseData;
+use rust_decimal::prelude::FromPrimitive;
+use serde_json::json;
+use standard::exchange::ExchangeEnum;
+use standard::exchange_struct_handler::ExchangeStructHandler;
+use crate::json_db_utils::{collect_special_trades_json, delete_db_by_exchange};
+use crate::listener_tools::{TradeMap, update_trade};
+use crate::msv::{generate_msv_by_trades, Indicators, parse_json_to_trades};
+
+const EXCHANGE_NAME: &str = "mexc_usdt_swap";
+
+lazy_static! {
+    // 给其他模块使用
+    pub static ref INDICATOR_MAP: Mutex<HashMap<String, Indicators>> = Mutex::new(HashMap::new());
+
+    static ref TRADES_MAP: Mutex<TradeMap> = 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>) {
+    let name = "mexc_usdt_swap_listener";
+    // 订阅所有币种
+    let login = BTreeMap::new();
+    let mut mexc_rest = MexcSwapRest::new(false, login);
+    let params = json!({});
+    let response = mexc_rest.get_market(params).await;
+    let mut symbols = vec![];
+    if response.code == 200 {
+        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["symbol"].as_str().unwrap().to_string();
+            let mul = Decimal::from_f64(symbol_info["contractSize"].as_f64().unwrap()).unwrap();
+            mul_map.insert(symbol.clone(), mul);
+
+            symbols.push(symbol)
+        }
+    }
+
+    for chunk in symbols.chunks(20) {
+        let ws_name = name.to_string();
+        let (write_tx, write_rx) = futures_channel::mpsc::unbounded();
+        let write_tx_am = Arc::new(Mutex::new(write_tx));
+        let symbols_chunk = chunk.iter().cloned().collect::<Vec<String>>();
+        let is_shutdown_clone = Arc::clone(&is_shutdown_arc);
+
+        tokio::spawn(async move {
+            let mut ws = MexcSwapWs::new_with_tag(ws_name, false, None, MexcSwapWsType::PublicAndPrivate);
+            ws.set_subscribe(vec![
+                MexcSwapSubscribeType::PuFuturesTrades,
+            ]);
+
+            // 建立链接
+            ws.set_symbols(symbols_chunk);
+            ws.ws_connect_async(is_shutdown_clone, data_listener, &write_tx_am, write_rx).await.expect("链接失败(内部一个心跳线程应该已经关闭了)");
+        });
+    }
+    // 每分钟计算msv
+    tokio::spawn(async move {
+        loop {
+            let end_timestamp = Utc::now().timestamp_millis();
+            let start_timestamp = end_timestamp - 60 * 1000 * 60;
+            for symbol in symbols.clone() {
+                let trades_value = collect_special_trades_json(start_timestamp, end_timestamp, EXCHANGE_NAME, &symbol).await;
+                let trades = parse_json_to_trades(trades_value);
+                let msv = generate_msv_by_trades(trades, dec!(50), vec![], start_timestamp, end_timestamp);
+                let mut indicator_map = INDICATOR_MAP.lock().await;
+                indicator_map.insert(symbol, msv);
+            }
+            tokio::time::sleep(Duration::from_secs(60)).await;
+        }
+    });
+    // 定时删除数据
+    tokio::spawn(async move {
+        loop {
+            tokio::time::sleep(Duration::from_secs(1800)).await;
+            delete_db_by_exchange(EXCHANGE_NAME, "trades", 5 * 60).await;
+        }
+    });
+}
+
+// 读取数据
+pub async fn data_listener(response: ResponseData) {
+    if response.code != 200 {
+        return;
+    }
+
+    match response.channel.as_str() {
+        // 订单流数据
+        "futures.trades" => {
+            let mut trades = ExchangeStructHandler::trades_handle(ExchangeEnum::MexcSwap, &response);
+            let mul_map = MUL_MAP.lock().await;
+
+            for trade in trades.iter_mut() {
+                // 真实交易量处理，因为mexc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;
+            }
+        }
+        _ => {
+            info!("48 未知的数据类型: {:?}", response)
+        }
+    }
+}

src/server.rs

@@ -5,7 +5,7 @@ use serde::{Deserialize, Serialize};
 use serde_json::{json, Value};
 use tracing::{info};
 use actix_cors::Cors;
-use crate::{binance_usdt_swap_data_listener, coinex_usdt_swap_data_listener, gate_usdt_swap_data_listener, phemex_usdt_swap_data_listener, rank};
+use crate::{binance_usdt_swap_data_listener, coinex_usdt_swap_data_listener, gate_usdt_swap_data_listener, mexc_usdt_swap_data_listener, phemex_usdt_swap_data_listener, rank};
 
 // 定义用于反序列化查询参数的结构体
 #[derive(Serialize, Deserialize, Clone)]
@@ -59,10 +59,13 @@ async fn get_rank_list(query: web::Query<RankQuery>) -> impl Responder {
         "phemex_usdt_swap" => {
             phemex_usdt_swap_data_listener::INDICATOR_MAP.lock().await
         },
+        "mexc_usdt_swap" => {
+            mexc_usdt_swap_data_listener::INDICATOR_MAP.lock().await
+        },
         _ => {
             let response = Response {
                 query: serde_json::to_value(&query.into_inner()).unwrap(),
-                msg: Some("查询内容有误，exchange当前仅支持:[gate_usdt_swap, coinex_usdt_swap, binance_usdt_swap]".to_string()),
+                msg: Some("查询内容有误，exchange当前仅支持:[gate_usdt_swap, coinex_usdt_swap, binance_usdt_swap, phemex_usdt_swap, mexc_usdt_swap]".to_string()),
                 code: 500,
                 data: Value::Null,
             };
@@ -104,6 +107,7 @@ async fn get_exchanges() -> impl Responder {
         "gate_usdt_swap",
         "coinex_usdt_swap",
         "phemex_usdt_swap",
+        "mexc_usdt_swap",
     ];
     let response_data = json!(exchanges);
 

standard/src/exchange.rs

@@ -5,6 +5,7 @@ use crate::{Order, Platform};
 use crate::binance_swap::BinanceSwap;
 use crate::coinex_swap::CoinexSwap;
 use crate::gate_swap::GateSwap;
+use crate::mexc_swap::MexcSwap;
 use crate::phemex_swap::PhemexSwap;
 
 /// 交易所交易模式枚举
@@ -12,12 +13,14 @@ use crate::phemex_swap::PhemexSwap;
 /// - `GateSwap`: Gate交易所期货;
 /// - `CoinexSwap`: Coinex交易所期货;
 /// - `PhemexSwap`: Phemex交易所期货;
+/// - `MexcSwap`: Mexc交易所期货;
 #[derive(Debug, Clone, PartialEq, Eq)]
 pub enum ExchangeEnum {
     BinanceSwap,
     GateSwap,
     CoinexSwap,
-    PhemexSwap
+    PhemexSwap,
+    MexcSwap
 }
 
 /// Exchange结构体
@@ -74,6 +77,9 @@ impl Exchange {
             ExchangeEnum::PhemexSwap => {
                 Box::new(PhemexSwap::new(symbol, is_colo, params, order_sender, error_sender).await)
             }
+            ExchangeEnum::MexcSwap => {
+                Box::new(MexcSwap::new(symbol, is_colo, params, order_sender, error_sender).await)
+            }
         }
     }
 }

standard/src/exchange_struct_handler.rs

@@ -1,6 +1,6 @@
 use exchanges::response_base::ResponseData;
 use crate::exchange::ExchangeEnum;
-use crate::{binance_swap_handle, coinex_swap_handle, gate_swap_handle, phemex_swap_handle};
+use crate::{binance_swap_handle, coinex_swap_handle, gate_swap_handle, mexc_swap_handle, phemex_swap_handle};
 use crate::{ Trade };
 
 #[allow(dead_code)]
@@ -23,6 +23,9 @@ impl ExchangeStructHandler {
             ExchangeEnum::PhemexSwap => {
                 phemex_swap_handle::format_trade_items(&res_data)
             }
+            ExchangeEnum::MexcSwap => {
+                mexc_swap_handle::format_trade_items(&res_data)
+            }
         }
     }
 }

standard/src/lib.rs

@@ -21,6 +21,8 @@ pub mod binance_swap;
 pub mod binance_swap_handle;
 pub mod phemex_swap;
 pub mod phemex_swap_handle;
+pub mod mexc_swap;
+pub mod mexc_swap_handle;
 
 /// 持仓模式枚举
 /// - `Both`：单持仓方向

standard/src/mexc_swap.rs

@@ -0,0 +1,261 @@
+use std::collections::{BTreeMap};
+use std::io::{Error, ErrorKind};
+use tokio::sync::mpsc::Sender;
+use async_trait::async_trait;
+use rust_decimal::{Decimal};
+use serde_json::{json, Value};
+use tracing::{error, info};
+use crate::{Platform, ExchangeEnum, Account, Position, Ticker, Market, Order, utils};
+use exchanges::mexc_swap_rest::MexcSwapRest;
+use rust_decimal::prelude::FromPrimitive;
+
+#[allow(dead_code)]
+#[derive(Clone)]
+pub struct MexcSwap {
+    exchange: ExchangeEnum,
+    symbol: String,
+    is_colo: bool,
+    params: BTreeMap<String, String>,
+    request: MexcSwapRest,
+    market: Market,
+    order_sender: Sender<Order>,
+    error_sender: Sender<Error>,
+}
+
+impl MexcSwap {
+    pub async fn new(symbol: String, is_colo: bool, params: BTreeMap<String, String>, order_sender: Sender<Order>, error_sender: Sender<Error>) -> MexcSwap {
+        let market = Market::new();
+        let mut mexc_swap = MexcSwap {
+            exchange: ExchangeEnum::MexcSwap,
+            symbol: symbol.to_uppercase(),
+            is_colo,
+            params: params.clone(),
+            request: MexcSwapRest::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 = mexc_swap.set_dual_mode(symbol_array[1], true).await;
+        match mode_result {
+            Ok(ok) => {
+                info!("Mexc:设置持仓模式成功！{:?}", ok);
+            }
+            Err(error) => {
+                error!("Mexc:设置持仓模式失败！mode_result={}", error)
+            }
+        }
+        // 获取市场信息
+        mexc_swap.market = MexcSwap::get_market(&mut mexc_swap).await.unwrap_or(mexc_swap.market);
+        return mexc_swap;
+    }
+}
+
+#[async_trait]
+impl Platform for MexcSwap {
+    // 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::MexcSwap
+    }
+    // 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> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+    // 获取账号信息
+    async fn get_account(&mut self) -> Result<Account, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+
+    async fn get_spot_account(&mut self) -> Result<Vec<Account>, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_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> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+    // 获取所有持仓
+    async fn get_positions(&mut self) -> Result<Vec<Position>, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+    // 获取市场行情
+    async fn get_ticker(&mut self) -> Result<Ticker, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+
+    async fn get_ticker_symbol(&mut self, _symbol: String) -> Result<Ticker, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+
+    async fn get_market(&mut self) -> Result<Market, Error> {
+        let symbol_format = utils::format_symbol(self.symbol.clone(), "_");
+        let params = json!({});
+        let res_data = self.request.get_market(params).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["symbol"].as_str().unwrap() == symbol_format);
+            match market_info {
+                None => {
+                    error!("mexc_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 symbol = value["symbol"].as_str().unwrap().to_string();
+                    let base_asset = value["baseCoin"].as_str().unwrap().to_string();
+                    let quote_asset = value["quoteCoin"].as_str().unwrap().to_string();
+                    let tick_size = Decimal::from_i64(value["priceUnit"].as_i64().unwrap()).unwrap();
+                    let amount_size = Decimal::from_i64(value["volUnit"].as_i64().unwrap()).unwrap();
+                    let price_precision = Decimal::from_i64(value["priceScale"].as_i64().unwrap()).unwrap();
+                    let amount_precision = Decimal::from_i64(value["volScale"].as_i64().unwrap()).unwrap();
+                    let min_qty = Decimal::from_i64(value["minVol"].as_i64().unwrap()).unwrap();
+                    let max_qty = Decimal::from_i64(value["maxVol"].as_i64().unwrap()).unwrap();
+                    let ct_val = Decimal::from_i64(value["contractSize"].as_i64().unwrap()).unwrap();
+
+                    let result = Market {
+                        symbol,
+                        base_asset,
+                        quote_asset,
+                        tick_size,
+                        amount_size,
+                        price_precision,
+                        amount_precision,
+                        min_qty,
+                        max_qty,
+                        min_notional: min_qty,
+                        max_notional: max_qty,
+                        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_format = utils::format_symbol(symbol.clone(), "-");
+        let params = json!({
+            "symbol": symbol_format.clone()
+        });
+        let res_data = self.request.get_market(params).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["symbol"].as_str().unwrap() == symbol_format);
+            match market_info {
+                None => {
+                    error!("mexc_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 symbol = value["symbol"].as_str().unwrap().to_string();
+                    let base_asset = value["baseCoin"].as_str().unwrap().to_string();
+                    let quote_asset = value["quoteCoin"].as_str().unwrap().to_string();
+                    let tick_size = Decimal::from_i64(value["priceUnit"].as_i64().unwrap()).unwrap();
+                    let amount_size = Decimal::from_i64(value["volUnit"].as_i64().unwrap()).unwrap();
+                    let price_precision = Decimal::from_i64(value["priceScale"].as_i64().unwrap()).unwrap();
+                    let amount_precision = Decimal::from_i64(value["volScale"].as_i64().unwrap()).unwrap();
+                    let min_qty = Decimal::from_i64(value["minVol"].as_i64().unwrap()).unwrap();
+                    let max_qty = Decimal::from_i64(value["maxVol"].as_i64().unwrap()).unwrap();
+                    let ct_val = Decimal::from_i64(value["contractSize"].as_i64().unwrap()).unwrap();
+
+                    let result = Market {
+                        symbol,
+                        base_asset,
+                        quote_asset,
+                        tick_size,
+                        amount_size,
+                        price_precision,
+                        amount_precision,
+                        min_qty,
+                        max_qty,
+                        min_notional: min_qty,
+                        max_notional: max_qty,
+                        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> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+    // 获取订单列表
+    async fn get_orders_list(&mut self, _status: &str) -> Result<Vec<Order>, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".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> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".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> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+
+    // 撤销订单
+    async fn cancel_order(&mut self, _order_id: &str, _custom_id: &str) -> Result<Order, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+    // 批量撤销订单
+    async fn cancel_orders(&mut self) -> Result<Vec<Order>, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+
+    async fn cancel_orders_all(&mut self) -> Result<Vec<Order>, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+
+    async fn take_stop_loss_order(&mut self, _stop_price: Decimal, _price: Decimal, _side: &str) -> Result<Value, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+
+    async fn cancel_stop_loss_order(&mut self, _order_id: &str) -> Result<Value, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+
+    // 设置持仓模式
+    async fn set_dual_mode(&mut self, _coin: &str, _is_dual_mode: bool) -> Result<String, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+
+    // 更新双持仓模式下杠杆
+    async fn set_dual_leverage(&mut self, _leverage: &str) -> Result<String, Error> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+
+    async fn set_auto_deposit_status(&mut self, _status: bool) -> Result<String, Error> { Err(Error::new(ErrorKind::NotFound, "mexc：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> {
+        Err(Error::new(ErrorKind::NotFound, "mexc_swap：该交易所方法未实现".to_string()))
+    }
+}

standard/src/mexc_swap_handle.rs

@@ -0,0 +1,92 @@
+use rust_decimal::Decimal;
+use rust_decimal::prelude::FromPrimitive;
+use serde_json::Value;
+use exchanges::response_base::ResponseData;
+use crate::{OrderBook, Trade, Record};
+// use crate::{Account, OrderBook, Order, Position, SpecialOrder, Trade, Record};
+
+// 处理账号信息
+// pub fn handle_account_info(res_data: &ResponseData, symbol: &String) -> Account {
+//     Account::new()
+// }
+//
+// pub fn format_account_info(_data: &Vec<Value>, _symbol: &String) -> Account {
+//     Account::new()
+// }
+//
+// // 处理position信息
+// pub fn handle_position(_res_data: &ResponseData, _ct_val: &Decimal) -> Vec<Position> {
+//     vec![Position::new()]
+// }
+//
+// pub fn format_position_item(_position: &Value, _ct_val: &Decimal) -> Position {
+//     Position::new()
+// }
+//
+// // 处理order信息
+// pub fn handle_order(_res_data: &ResponseData, _ct_val: Decimal) -> SpecialOrder {
+//     SpecialOrder::new()
+// }
+//
+// pub fn format_order_item(_order: Value, _ct_val: Decimal) -> Order {
+//     Order::new()
+// }
+// 处理特殊Ticket信息
+// pub fn handle_book_ticker(res_data: &ResponseData) -> SpecialDepth {
+//     let bp = Decimal::from_str((*res_data).data["b"].as_str().unwrap()).unwrap();
+//     let bq = Decimal::from_f64((*res_data).data["B"].as_f64().unwrap()).unwrap();
+//     let ap = Decimal::from_str((*res_data).data["a"].as_str().unwrap()).unwrap();
+//     let aq = Decimal::from_f64((*res_data).data["A"].as_f64().unwrap()).unwrap();
+//     let mp = (bp + ap) * dec!(0.5);
+//     let t = Decimal::from_u64((*res_data).data["u"].as_u64().unwrap()).unwrap();
+//     let create_at = (*res_data).data["t"].as_i64().unwrap() * 1000;
+//
+//     let ticker_info = SpecialTicker { sell: ap, buy: bp, mid_price: mp, t, create_at };
+//     let depth_info = vec![bp, bq, ap, aq];
+//
+//     SpecialDepth {
+//         name: (*res_data).tag.clone(),
+//         depth: depth_info,
+//         ticker: ticker_info,
+//         t,
+//         create_at,
+//     }
+// }
+
+pub fn handle_records(value: &Value) -> Vec<Record> {
+    let data = value["data"].clone();
+    return vec![Record {
+        time: Decimal::from_i64(data["t"].as_i64().unwrap() * 1000).unwrap(),
+        open: Decimal::from_f64(data["o"].as_f64().unwrap()).unwrap(),
+        high: Decimal::from_f64(data["h"].as_f64().unwrap()).unwrap(),
+        low: Decimal::from_f64(data["l"].as_f64().unwrap()).unwrap(),
+        close: Decimal::from_f64(data["c"].as_f64().unwrap()).unwrap(),
+        volume: Decimal::from_f64(data["q"].as_f64().unwrap()).unwrap(),
+        symbol: data["symbol"].as_str().unwrap().to_string(),
+    }];
+}
+
+pub fn format_depth_items(value: &Value) -> Vec<OrderBook> {
+    let mut depth_items: Vec<OrderBook> = vec![];
+    for value in value.as_array().unwrap() {
+        depth_items.push(OrderBook {
+            price: Decimal::from_f64(value[0].as_f64().unwrap()).unwrap(),
+            amount: Decimal::from_f64(value[1].as_f64().unwrap()).unwrap(),
+        })
+    }
+    return depth_items;
+}
+
+pub fn format_trade_items(res_data: &ResponseData) -> Vec<Trade> {
+    let result = res_data.data["data"].clone();
+
+    let side = result["T"].as_i64().unwrap() == 1;
+    let size = Decimal::from_f64(result["v"].as_f64().unwrap()).unwrap();
+    return vec![Trade {
+        id: result["t"].to_string(),
+        time: Decimal::from_i64(result["t"].as_i64().unwrap()).unwrap(),
+        size: if side { size } else { -size },
+        price: Decimal::from_f64(result["p"].as_f64().unwrap()).unwrap(),
+        symbol: res_data.data["symbol"].as_str().unwrap().to_string(),
+    }];
+}