micro_rank/standard/src/binance_swap.rs

use std::collections::BTreeMap;
use std::io::{Error, ErrorKind};
use std::result::Result;
use std::str::FromStr;
use async_trait::async_trait;
use rust_decimal::Decimal;
use rust_decimal::prelude::FromPrimitive;
use rust_decimal_macros::dec;
use serde_json::Value;
use tokio::sync::mpsc::Sender;
use tracing::{error};
use crate::{Platform, ExchangeEnum, Account, Position, Ticker, Market, Order, utils, PositionModeEnum};
use exchanges::binance_swap_rest::BinanceSwapRest;

#[allow(dead_code)]
#[derive(Clone)]
pub struct BinanceSwap {
    exchange: ExchangeEnum,
    symbol: String,
    is_colo: bool,
    params: BTreeMap<String, String>,
    request: BinanceSwapRest,
    market: Market,
    order_sender: Sender<Order>,
    error_sender: Sender<Error>,
}

impl BinanceSwap {
    pub async fn new(symbol: String, is_colo: bool, params: BTreeMap<String, String>, order_sender: Sender<Order>, error_sender: Sender<Error>) -> BinanceSwap {
        let market = Market::new();
        let mut binance_swap = BinanceSwap {
            exchange: ExchangeEnum::BinanceSwap,
            symbol: symbol.to_uppercase(),
            is_colo,
            params: params.clone(),
            request: BinanceSwapRest::new(is_colo, params.clone()),
            market,
            order_sender,
            error_sender,
        };
        binance_swap.market = BinanceSwap::get_market(&mut binance_swap).await.unwrap_or(binance_swap.market);
        return binance_swap;
    }
}

#[async_trait]
impl Platform for BinanceSwap {
    // 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::BinanceSwap
    }
    // 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 = res_data.data;
            let result = res_data_json["serverTime"].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().await;
        if res_data.code == 200 {
            let res_data_json = res_data.data.as_array().unwrap();
            let balance_info = res_data_json.iter().find(|item| item["asset"].as_str().unwrap().to_string() == symbol_array[1].to_string());
            match balance_info {
                None => {
                    error!("binance_swap：格式化账号信息错误!\nget_account: res_data={:?}", res_data);
                    Err(Error::new(ErrorKind::Other, res_data.to_string()))
                }
                Some(value) => {
                    let balance = Decimal::from_str(value["balance"].as_str().unwrap()).unwrap();
                    let available_balance = Decimal::from_str(value["availableBalance"].as_str().unwrap()).unwrap();
                    let frozen_balance = balance - available_balance;
                    let result = Account {
                        coin: value["asset"].as_str().unwrap().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, "binance_swap：该交易所方法未实现".to_string()))
    }

    // 获取仓位信息
    async fn get_position(&mut self) -> Result<Vec<Position>, Error> {
        let symbol_format = utils::format_symbol(self.symbol.clone(), "");
        let ct_val = self.market.ct_val;
        let res_data = self.request.get_position_risk(symbol_format).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()))
        }
    }

    async fn get_positions(&mut self) -> Result<Vec<Position>, Error> {
        let res_data = self.request.get_position_risk("".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_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_format = utils::format_symbol(self.symbol.clone(), "");
        let res_data = self.request.get_book_ticker(symbol_format).await;
        if res_data.code == 200 {
            let res_data_json: serde_json::Value = res_data.data;
            let result = Ticker {
                time: res_data_json["time"].as_i64().unwrap(),
                high: Decimal::from_str(res_data_json["askPrice"].as_str().unwrap()).unwrap(),
                low: Decimal::from_str(res_data_json["bidPrice"].as_str().unwrap()).unwrap(),
                sell: Decimal::from_str(res_data_json["askPrice"].as_str().unwrap()).unwrap(),
                buy: Decimal::from_str(res_data_json["bidPrice"].as_str().unwrap()).unwrap(),
                last: dec!(-1),
                volume: dec!(-1),
            };
            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_format = utils::format_symbol(symbol.clone(), "");
        let res_data = self.request.get_book_ticker(symbol_format).await;
        if res_data.code == 200 {
            let res_data_json: serde_json::Value = res_data.data;
            let result = Ticker {
                time: res_data_json["time"].as_i64().unwrap(),
                high: Decimal::from_str(res_data_json["askPrice"].as_str().unwrap()).unwrap(),
                low: Decimal::from_str(res_data_json["bidPrice"].as_str().unwrap()).unwrap(),
                sell: Decimal::from_str(res_data_json["askPrice"].as_str().unwrap()).unwrap(),
                buy: Decimal::from_str(res_data_json["bidPrice"].as_str().unwrap()).unwrap(),
                last: dec!(-1),
                volume: dec!(-1),
            };
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.to_string()))
        }
    }

    async fn get_market(&mut self) -> Result<Market, Error> {
        let symbol_format = utils::format_symbol(self.symbol.clone(), "");
        let res_data = self.request.get_exchange_info().await;
        if res_data.code == 200 {
            let res_data_json = res_data.data;
            let symbols = res_data_json["symbols"].as_array().unwrap();
            let market_info = symbols.iter().find(|&item| item["symbol"].as_str().unwrap() == symbol_format);
            match market_info {
                None => {
                    error!("binance_swap：获取Market信息错误!\nget_market:res_data={:?}", res_data_json);
                    Err(Error::new(ErrorKind::Other, res_data_json.to_string()))
                }
                Some(value) => {
                    let base_asset = value["baseAsset"].as_str().unwrap_or("").to_string();
                    let quote_asset = value["quoteAsset"].as_str().unwrap_or("").to_string();

                    let filter_array = value["filters"].as_array().unwrap().clone();
                    let price_filter = filter_array.iter().find(|&item| item["filterType"].as_str().unwrap() == "PRICE_FILTER").unwrap();
                    let lot_size_filter = filter_array.iter().find(|&item| item["filterType"].as_str().unwrap() == "LOT_SIZE").unwrap();

                    let result = Market {
                        symbol: format!("{}_{}", base_asset, quote_asset),
                        base_asset,
                        quote_asset,
                        tick_size: Decimal::from_str(&price_filter["tickSize"].as_str().unwrap()).unwrap(),
                        amount_size: Decimal::from_str(lot_size_filter["stepSize"].as_str().unwrap()).unwrap(),
                        price_precision: Decimal::from_f64(value["pricePrecision"].as_f64().unwrap()).unwrap(),
                        amount_precision: Decimal::from_f64(value["quantityPrecision"].as_f64().unwrap()).unwrap(),
                        min_qty: Decimal::from_str(lot_size_filter["minQty"].as_str().unwrap()).unwrap(),
                        max_qty: Decimal::from_str(lot_size_filter["maxQty"].as_str().unwrap()).unwrap(),
                        min_notional: Decimal::from_str(price_filter["minPrice"].as_str().unwrap()).unwrap(),
                        max_notional: Decimal::from_str(price_filter["maxPrice"].as_str().unwrap()).unwrap(),
                        ct_val: Decimal::ONE,
                    };
                    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 res_data = self.request.get_exchange_info().await;
        if res_data.code == 200 {
            let res_data_json: serde_json::Value = res_data.data;
            let symbols = res_data_json["symbols"].as_array().unwrap();
            let market_info = symbols.iter().find(|&item| item["symbol"].as_str().unwrap() == symbol_format);
            match market_info {
                None => {
                    error!("binance_swap：获取Market信息错误!\nget_market:res_data={:?}", res_data_json);
                    Err(Error::new(ErrorKind::Other, res_data_json.to_string()))
                }
                Some(value) => {
                    let base_asset = value["baseAsset"].as_str().unwrap_or("").to_string();
                    let quote_asset = value["quoteAsset"].as_str().unwrap_or("").to_string();

                    let filter_array = value["filters"].as_array().unwrap().clone();
                    let price_filter = filter_array.iter().find(|&item| item["filterType"].as_str().unwrap() == "PRICE_FILTER").unwrap();
                    let lot_size_filter = filter_array.iter().find(|&item| item["filterType"].as_str().unwrap() == "LOT_SIZE").unwrap();

                    let result = Market {
                        symbol: format!("{}_{}", base_asset, quote_asset),
                        base_asset,
                        quote_asset,
                        tick_size: Decimal::from_str(&price_filter["tickSize"].as_str().unwrap()).unwrap(),
                        amount_size: Decimal::from_str(lot_size_filter["stepSize"].as_str().unwrap()).unwrap(),
                        price_precision: Decimal::from_f64(value["pricePrecision"].as_f64().unwrap()).unwrap(),
                        amount_precision: Decimal::from_f64(value["quantityPrecision"].as_f64().unwrap()).unwrap(),
                        min_qty: Decimal::from_str(lot_size_filter["minQty"].as_str().unwrap()).unwrap(),
                        max_qty: Decimal::from_str(lot_size_filter["maxQty"].as_str().unwrap()).unwrap(),
                        min_notional: Decimal::from_str(price_filter["minPrice"].as_str().unwrap()).unwrap(),
                        max_notional: Decimal::from_str(price_filter["maxPrice"].as_str().unwrap()).unwrap(),
                        ct_val: Decimal::ONE,
                    };
                    Ok(result)
                }
            }
        } else {
            Err(Error::new(ErrorKind::Other, res_data.to_string()))
        }
    }

    async fn get_order_detail(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error> {
        let symbol_format = utils::format_symbol(self.symbol.clone(), "");
        let res_data = self.request.get_order(symbol_format, order_id.parse().unwrap_or(-1), custom_id.to_string()).await;
        if res_data.code == 200 {
            let res_data_json: serde_json::Value = res_data.data;

            let status = res_data_json["status"].as_str().unwrap();
            let custom_status = if ["CANCELED", "EXPIRED", "FILLED"].contains(&status) { "REMOVE".to_string() } else if status == "NEW" { "NEW".to_string() } else {
                error!("binance_swap：格式化订单状态错误！\nget_order_detail:res_data={:?}", res_data_json);
                panic!("binance_swap：格式化订单状态错误！\nget_order_detail:res_data={:?}", res_data_json)
            };
            let result = Order {
                id: res_data_json["orderId"].to_string(),
                custom_id: res_data_json["clientOrderId"].as_str().unwrap().parse().unwrap(),
                price: Decimal::from_str(res_data_json["price"].as_str().unwrap()).unwrap(),
                amount: Decimal::from_str(res_data_json["origQty"].as_str().unwrap()).unwrap(),
                deal_amount: Decimal::from_str(res_data_json["executedQty"].as_str().unwrap()).unwrap(),
                avg_price: Decimal::from_str(res_data_json["avgPrice"].as_str().unwrap()).unwrap(),
                status: custom_status,
                order_type: res_data_json["type"].as_str().unwrap().parse().unwrap()
            };
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.to_string()))
        }
    }

    async fn get_orders_list(&mut self, _status: &str) -> Result<Vec<Order>, Error> {
        let symbol_format = utils::format_symbol(self.symbol.clone(), "");
        let res_data = self.request.get_open_orders(symbol_format).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| {
                let status = item["status"].as_str().unwrap();
                let custom_status = if ["CANCELED", "EXPIRED", "FILLED"].contains(&status) { "REMOVE".to_string() } else if status == "NEW" { "NEW".to_string() } else {
                    error!("binance_swap：格式化订单状态错误！\nget_order_detail:res_data={:?}", res_data);
                    panic!("binance_swap：格式化订单状态错误！\nget_order_detail:res_data={:?}", res_data)
                };
                Order {
                    id: item["orderId"].to_string(),
                    custom_id: item["clientOrderId"].as_str().unwrap().parse().unwrap(),
                    price: Decimal::from_str(item["price"].as_str().unwrap()).unwrap(),
                    amount: Decimal::from_str(item["origQty"].as_str().unwrap()).unwrap(),
                    deal_amount: Decimal::from_str(item["executedQty"].as_str().unwrap()).unwrap(),
                    avg_price: Decimal::from_str(item["avgPrice"].as_str().unwrap()).unwrap(),
                    status: custom_status,
                    order_type: item["type"].as_str().unwrap().parse().unwrap()
                }
            }).collect();
            Ok(result)
        } else {
            Err(Error::new(ErrorKind::Other, res_data.to_string()))
        }
    }

    async fn take_order(&mut self, _custom_id: &str, _origin_side: &str, _price: Decimal, _amount: Decimal) -> Result<Order, Error> { Err(Error::new(ErrorKind::NotFound, "binance_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, "binance_swap：该交易所方法未实现".to_string())) }

    async fn cancel_order(&mut self, _order_id: &str, _custom_id: &str) -> Result<Order, Error> { Err(Error::new(ErrorKind::NotFound, "binance_swap：该交易所方法未实现".to_string())) }

    async fn cancel_orders(&mut self) -> Result<Vec<Order>, Error> { Err(Error::new(ErrorKind::NotFound, "binance_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, "binance_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, "binance_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, "binance_swap：该交易所方法未实现".to_string()))
    }

    async fn set_dual_mode(&mut self, _coin: &str, _is_dual_mode: bool) -> Result<String, Error> { Err(Error::new(ErrorKind::NotFound, "binance_swap：该交易所方法未实现".to_string())) }

    async fn set_dual_leverage(&mut self, _leverage: &str) -> Result<String, Error> { Err(Error::new(ErrorKind::NotFound, "binance_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, "binance_swap：该交易所方法未实现".to_string())) }

    async fn wallet_transfers(&mut self, _coin: &str, _from: &str, _to: &str, _amount: Decimal) -> Result<String, Error> { Err(Error::new(ErrorKind::NotFound, "binance_swap：该交易所方法未实现".to_string())) }
}

pub fn format_position_item(position: &serde_json::Value, ct_val: Decimal) -> Position {
    let mut position_mode = match position["positionSide"].as_str().unwrap_or("") {
        "BOTH" => PositionModeEnum::Both,
        "LONG" => PositionModeEnum::Long,
        "SHORT" => PositionModeEnum::Short,
        _ => {
            error!("binance_swap：格式化持仓模式错误！\nformat_position_item:position={:?}", position);
            panic!("binance_swap：格式化持仓模式错误！\nformat_position_item:position={:?}", position)
        }
    };
    let size = Decimal::from_str(position["positionAmt"].as_str().unwrap()).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["symbol"].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["entryPrice"].as_str().unwrap()).unwrap(),
        profit: Decimal::from_str(position["unRealizedProfit"].as_str().unwrap()).unwrap(),
        position_mode,
        margin: Decimal::from_str(position["isolatedMargin"].as_str().unwrap()).unwrap(),
    }
}