micro_rank/standard/src/lib.rs

use std::collections::{BTreeMap};
use std::io::{Error};
use async_trait::async_trait;
use rust_decimal::Decimal;
use serde_json::Value;
use serde::{Serialize, Deserialize};

use crate::exchange::ExchangeEnum;

// 引入工具模块
pub mod utils;
// 引入exchange模块
pub mod exchange;
pub mod exchange_struct_handler;
// 引入gate模块
mod gate_swap;
pub mod gate_swap_handle;
pub mod coinex_swap;
pub mod coinex_swap_handle;
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;
pub mod bybit_swap;
pub mod bybit_swap_handle;
pub mod bitget_swap;
pub mod bitget_swap_handle;
pub mod gate_spot;
pub mod gate_spot_handle;

/// 持仓模式枚举
/// - `Both`：单持仓方向
/// - `LONG`：多仓
/// - `SHORT`：空仓
#[derive(Debug, Clone, PartialEq, Eq)]
pub enum PositionModeEnum {
    Both,
    Long,
    Short,
}

/// Account结构体(账户信息)
/// - `coin(String)`: 货币;
/// - `balance(Decimal)`: 总计计价币数量;
/// - `available_balance(Decimal)`: 可用计价币数量;
/// - `frozen_balance(Decimal)`: balance挂单的冻结数量
/// - `stocks(Decimal)`: 总计交易币数量
/// - `available_stocks(Decimal)`: 可用交易币数量
/// - `frozen_stocks(Decimal)`: stocks挂单的冻结数量
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Account {
    pub coin: String,
    pub balance: Decimal,
    pub available_balance: Decimal,
    pub frozen_balance: Decimal,
    pub stocks: Decimal,
    pub available_stocks: Decimal,
    pub frozen_stocks: Decimal,
}

impl Account {
    pub fn new() -> Account {
        Account {
            coin: "".to_string(),
            balance: Default::default(),
            available_balance: Default::default(),
            frozen_balance: Default::default(),
            stocks: Default::default(),
            available_stocks: Default::default(),
            frozen_stocks: Default::default(),
        }
    }
}

/// 交易结构体(订单流)
/// - `id(String)`: id
/// - `time(Decimal)`: 交易更新时间戳(ms)
/// - `size(Decimal)`: 交易量，负数是卖方
/// - `price(Decimal)`: 成交价格
/// - `symbol(String)`: 成交符号
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
pub struct Trade {
    pub id: String,
    pub time: Decimal,
    pub size: Decimal,
    pub price: Decimal,
    pub symbol: String
}

/// 特殊压缩结构体(订单流)
/// - `0(Decimal)`: id
/// - `1(Decimal)`: 交易更新时间戳(ms)
/// - `2(Decimal)`: 交易量，负数是卖方
/// - `3(Decimal)`: 成交价格
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
pub struct SpecialTrade(pub Vec<String>);
impl SpecialTrade {
    // 获取内部 Vec<Decimal> 的引用
    pub fn inner(&self) -> &Vec<String> {
        &self.0
    }

    // 获取内部 Vec<Decimal> 的可变引用
    pub fn inner_mut(&mut self) -> &mut Vec<String> {
        &mut self.0
    }

    // 索引访问特定元素
    pub fn get(&self, index: usize) -> Option<&String> {
        self.0.get(index)
    }

    pub fn new(trade: &Trade) -> SpecialTrade {
        SpecialTrade(vec![trade.id.clone(), trade.time.to_string(), trade.size.to_string(), trade.price.to_string()])
    }
}

/// Depth结构体(市场深度)
/// - `time(Decimal)`: 深度更新时间戳(ms);
/// - `symbol(String)`: 币对符号;
/// - `asks(Vec<MarketOrder>)`: 卖方深度列表;
/// - `bids(Vec<MarketOrder>)`: 买方深度列表;
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
pub struct Depth {
    pub time: Decimal,
    pub symbol: String,
    pub asks: Vec<OrderBook>,
    pub bids: Vec<OrderBook>,
}

impl Depth {
    pub fn new() -> Depth {
        Depth {
            time: Decimal::ZERO,
            symbol: String::new(),
            asks: vec![],
            bids: vec![],
        }
    }
}

/// 特殊Depth结构体(市场深度)，用于存放到本地数据库中
/// - `a(Vec<Vec<Decimal>>)`: asks;
/// - `b(Vec<Vec<Decimal>>)`: bids;
/// - `t(Decimal)`: 数据生成时间
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
pub struct SpecialDepth {
    pub b: Vec<Vec<Decimal>>,
    pub a: Vec<Vec<Decimal>>,
    pub t: Decimal,
}

impl SpecialDepth {
    pub fn new(depth: &Depth) -> SpecialDepth {
        let bids = depth.bids.iter().map(|ob| vec![ob.price, ob.amount]).collect::<Vec<_>>();
        let asks = depth.asks.iter().map(|ob| vec![ob.price, ob.amount]).collect::<Vec<_>>();
        SpecialDepth {
            b: bids,
            a: asks,
            t: depth.time,
        }
    }
}

// 简易深度信息
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
pub struct SimpleDepth {
    pub time: Decimal,
    pub size: Decimal,
    pub b1: Decimal,
    pub a1: Decimal,
    pub symbol: String,
}

impl SimpleDepth {
    pub fn new(depth: &Depth) -> SimpleDepth {
        let mut total_size = Decimal::ZERO;

        for ask in &depth.asks {
            total_size += ask.price * ask.amount;
        }

        for bid in &depth.bids {
            total_size += bid.price * bid.amount;
        }

        total_size.rescale(2);

        SimpleDepth {
            time: depth.time,
            size: total_size,
            b1: depth.bids[0].price,
            a1: depth.asks[0].price,
            symbol: depth.symbol.clone(),
        }
    }
}

/// 特殊Ticker结构体(市场行情)
/// - `sell(Decimal)`: 卖一价
/// - `buy(Decimal)`: 买一价
/// - `mid_price(Decimal)`: 平均价
/// - `t(Decimal)`: 数据更新id
/// - `create_at(i64)`: 数据生成时间
#[derive(Debug, Clone, PartialEq, Eq, Default)]
pub struct SpecialTicker {
    pub sell: Decimal,
    pub buy: Decimal,
    pub mid_price: Decimal,
    pub t: Decimal,
    pub create_at: i64
}

impl SpecialTicker {
    pub fn new() -> SpecialTicker {
        SpecialTicker {
            sell: Default::default(),
            buy: Default::default(),
            mid_price: Default::default(),
            t: Default::default(),
            create_at: 0,
        }
    }
}

/// OrderBook结构体(市场深度单)
/// - `price(Decimal)`: 价格
/// - `amount(Decimal)`: 数量
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
pub struct OrderBook {
    pub price: Decimal,
    pub amount: Decimal,
}

impl OrderBook {
    pub fn new() -> OrderBook {
        OrderBook {
            price: Default::default(),
            amount: Default::default(),
        }
    }
}

/// Record结构体(标准的OHLC结构)
/// - `time(i64)`: 时间戳;
/// - `open(Decimal)`: 开盘价;
/// - `high(Decimal)`: 最高价;
/// - `low(Decimal):` 最低价;
/// - `close(Decimal)`: 收盘价;
/// - `volume(Decimal)`: 交易量;
/// - `symbol(String)`: 交易对;
#[derive(Debug, Clone, PartialEq, Eq, Serialize, Deserialize)]
pub struct Record {
    pub time: Decimal,
    pub open: Decimal,
    pub high: Decimal,
    pub low: Decimal,
    pub close: Decimal,
    pub volume: Decimal,
    pub symbol: String
}

impl Record {
    pub fn new() -> Record {
        Record {
            time: Default::default(),
            open: Default::default(),
            high: Default::default(),
            low: Default::default(),
            close: Default::default(),
            volume: Default::default(),
            symbol: "".to_string(),
        }
    }
}

/// 特殊Order结构体(订单)
/// - `name<String>`: 平台信息;
/// - `order<Vec<Order>>`: 订单信息数组;
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct SpecialOrder {
    pub name: String,
    pub order: Vec<Order>,
}

impl SpecialOrder {
    pub fn new() -> SpecialOrder {
        SpecialOrder {
            name: "".to_string(),
            order: vec![],
        }
    }
}

/// Order结构体(订单)
/// - `id(String)`: 交易单唯一标识
/// - `custom_id(String)`: 自定义Id
/// - `price(Decimal)`: 下单价格
/// - `amount(Decimal)`: 下单数量
/// - `deal_amount(Decimal)`: 成交数量
/// - `avg_price(Decimal)`: 成交均价
/// - `status(String)`: 订单状态
/// - `order_type(String)`: 订单类型
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Order {
    pub id: String,
    pub custom_id: String,
    pub price: Decimal,
    pub amount: Decimal,
    pub deal_amount: Decimal,
    pub avg_price: Decimal,
    pub status: String,
    pub order_type: String,
}

impl Order {
    pub fn new() -> Order {
        Order {
            id: "".to_string(),
            custom_id: "".to_string(),
            price: Default::default(),
            amount: Default::default(),
            deal_amount: Default::default(),
            avg_price: Default::default(),
            status: "".to_string(),
            order_type: "".to_string()
        }
    }
}

/// Ticker结构体(市场行情)
/// - `time(i64)`: 毫秒级别时间戳
/// - `high(Decimal)`: 最高价
/// - `low(Decimal)`: 最低价
/// - `sell(Decimal)`: 卖一价
/// - `buy(Decimal)`: 买一价
/// - `last(Decimal)`: 最后成交价
/// - `volume(Decimal)`: 最近成交量
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Ticker {
    pub time: i64,
    pub high: Decimal,
    pub low: Decimal,
    pub sell: Decimal,
    pub buy: Decimal,
    pub last: Decimal,
    pub volume: Decimal,
}

impl Ticker {
    pub fn new() -> Ticker {
        Ticker {
            time: 0,
            high: Default::default(),
            low: Default::default(),
            sell: Default::default(),
            buy: Default::default(),
            last: Default::default(),
            volume: Default::default(),
        }
    }
}

/// Market结构体(交易品种的市场信息)
/// - `symbol(String)`: 交易对
/// - `base_asset(String)`: 交易币
/// - `quote_asset(String)`: 计价币
/// - `tick_size(Decimal)`: 价格最小变动数值
/// - `amount_size(Decimal)`: 下单量最小变动数值
/// - `price_precision(Decimal)`: 价格精度
/// - `amount_precision(Decimal)`: 下单量精度
/// - `min_qty(Decimal)`: 最小下单量
/// - `max_qty(Decimal)`: 最大下单量
/// - `min_notional(Decimal)`: 最小下单金额
/// - `max_notional(Decimal)`: 最大下单金额
/// - `ct_val(Decimal)`: 合约价值
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Market {
    pub symbol: String,
    pub base_asset: String,
    pub quote_asset: String,
    pub tick_size: Decimal,
    pub amount_size: Decimal,
    pub price_precision: Decimal,
    pub amount_precision: Decimal,
    pub min_qty: Decimal,
    pub max_qty: Decimal,
    pub min_notional: Decimal,
    pub max_notional: Decimal,
    pub ct_val: Decimal,
}

impl Market {
    pub fn new() -> Market {
        Market {
            symbol: "".to_string(),
            base_asset: "".to_string(),
            quote_asset: "".to_string(),
            tick_size: Default::default(),
            amount_size: Default::default(),
            price_precision: Default::default(),
            amount_precision: Default::default(),
            min_qty: Default::default(),
            max_qty: Default::default(),
            min_notional: Default::default(),
            max_notional: Default::default(),
            ct_val: Default::default(),
        }
    }
}

/// Position结构体(仓位信息)
/// - `symbol(String)`: 币对
/// - `margin_level(Decimal)`: 持仓杆杠大小
/// - `amount(Decimal)`: 持仓量
/// - `frozen_amount(Decimal)`: 仓位冻结量
/// - `price(Decimal)`: 持仓均价
/// - `profit(Decimal)`: 持仓浮动盈亏
/// - `position_mode(PositionModeEnum)`: 持仓模式
/// - `margin(Decimal)`: 仓位占用的保证金
#[derive(Debug, Clone, PartialEq, Eq)]
pub struct Position {
    pub symbol: String,
    pub margin_level: Decimal,
    pub amount: Decimal,
    pub frozen_amount: Decimal,
    pub price: Decimal,
    pub profit: Decimal,
    pub position_mode: PositionModeEnum,
    pub margin: Decimal,
}

impl Position {
    pub fn new() -> Position {
        Position {
            symbol: "".to_string(),
            margin_level: Default::default(),
            amount: Default::default(),
            frozen_amount: Default::default(),
            price: Default::default(),
            profit: Default::default(),
            position_mode: PositionModeEnum::Both,
            margin: Default::default(),
        }
    }
}

/// 交易所统一方法接口
///
/// 使用方法前需实例化
/// ```rust
/// use std::collections::BTreeMap;
/// use standard::exchange::{Exchange, ExchangeEnum};
///
/// let mut params:BTreeMap<String,String> = BTreeMap::new();
/// params.insert("access_key".to_string(), "your_access_key".to_string());
/// params.insert("access_key".to_string(), "your_secret_key".to_string());
/// // let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
/// ```
/// 获取当前交易所交易模式
/// - fn get_self_exchange(&self) -> ExchangeEnum;
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # // let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// // exchange.get_self_exchange();
/// ```
/// 获取当前是否使用高速模式
/// - fn get_self_is_colo(&self) -> bool;
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # // let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// // exchange.get_self_is_colo();
/// ```
/// 获取当前是否使用登录
/// - fn get_self_is_login(&self) -> bool;
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # // let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// // exchange.get_self_is_login();
/// ```
/// 获取登录params信息
/// - fn get_self_params(&self) -> BTreeMap<String, String>;
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # // let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// // exchange.get_self_params();
/// ```
/// 获取账号信息
/// - async fn get_account(&self, symbol: &str) -> Result<Account, Error>;
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # // let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// // exchange.get_account()
/// ```
/// 订阅账号信息
/// ```rust
/// # use std::collections::BTreeMap;
/// # use standard::exchange::{Exchange, ExchangeEnum};
/// # let mut params:BTreeMap<String,String> = BTreeMap::new();
/// # params.insert("access_key".to_string(), "your_access_key".to_string());
/// # params.insert("access_key".to_string(), "your_secret_key".to_string());
/// # // let exchange = Exchange::new(ExchangeEnum::BinanceSwap, "BTC_USDT".to_string(), true, params);
///
/// // exchange.subscribe_account();
/// ```
#[async_trait]
pub trait Platform {
    fn clone_box(&self) -> Box<dyn Platform + Send + Sync>;
    // 获取当前交易所交易模式
    fn get_self_exchange(&self) -> ExchangeEnum;
    // 获取交易对
    fn get_self_symbol(&self) -> String;
    // 获取当前是否使用高速模式
    fn get_self_is_colo(&self) -> bool;
    // 获取登录params信息
    fn get_self_params(&self) -> BTreeMap<String, String>;
    // 获取market信息
    fn get_self_market(&self) -> Market;
    // 获取请求时间
    fn get_request_delays(&self) -> Vec<i64>;
    // 获取请求平均时间
    fn get_request_avg_delay(&self) -> Decimal;
    // 获取请求最大时间
    fn get_request_max_delay(&self) -> i64;
    // 获取服务器时间
    async fn get_server_time(&mut self) -> Result<String, Error>;
    // 获取账号信息
    async fn get_account(&mut self) -> Result<Account, Error>;
    // 获取现货账号信息
    async fn get_spot_account(&mut self) -> Result<Vec<Account>, Error>;
    // 获取持仓信息
    async fn get_position(&mut self) -> Result<Vec<Position>, Error>;
    // 获取所有持仓
    async fn get_positions(&mut self) -> Result<Vec<Position>, Error>;
    // 获取市场行情
    async fn get_ticker(&mut self) -> Result<Ticker, Error>;
    // 获取市场行情自定义交易对
    async fn get_ticker_symbol(&mut self, symbol: String) -> Result<Ticker, Error>;
    // 查询所有的市场信息
    async fn get_market(&mut self) -> Result<Market, Error>;
    // 查询所有的市场信息自定义交易对
    async fn get_market_symbol(&mut self, symbol: String) -> Result<Market, Error>;
    // 查询订单详情
    async fn get_order_detail(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error>;
    // 获取订单列表
    async fn get_orders_list(&mut self, status: &str) -> Result<Vec<Order>, Error>;
    // 下单接口
    async fn take_order(&mut self, custom_id: &str, origin_side: &str, price: Decimal, amount: Decimal) -> Result<Order, Error>;
    // 下单接口自定义交易对
    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>;
    // 撤销订单
    async fn cancel_order(&mut self, order_id: &str, custom_id: &str) -> Result<Order, Error>;
    // 批量撤销订单
    async fn cancel_orders(&mut self) -> Result<Vec<Order>, Error>;
    // 撤销所有订单
    async fn cancel_orders_all(&mut self) -> Result<Vec<Order>, Error>;
    /// 下一个止损单
    /// - stop_price: 触发价
    /// - price: 委托价，0就市价委托
    /// - side: 止损哪个方向[long多单，short空单]
    async fn take_stop_loss_order(&mut self, stop_price: Decimal, price: Decimal, side: &str) -> Result<Value, Error>;
    /// 撤销止损订单
    /// - order_id: 需要撤销的id
    async fn cancel_stop_loss_order(&mut self, order_id: &str) -> Result<Value, Error>;
    // 设置持仓模式
    async fn set_dual_mode(&mut self, coin: &str, is_dual_mode: bool) -> Result<String, Error>;
    // 更新双持仓模式下杠杆
    async fn set_dual_leverage(&mut self, leverage: &str) -> Result<String, Error>;
    // 设置自动追加保证金
    async fn set_auto_deposit_status(&mut self, status: bool) -> Result<String, Error>;
    // 交易账户互转
    async fn wallet_transfers(&mut self, coin: &str, from: &str, to: &str, amount: Decimal) -> Result<String, Error>;
}