initial

market/setting.go

@@ -0,0 +1,166 @@
+package market
+
+import (
+	"encoding/json"
+	"log"
+	"sync"
+
+	"git.apinb.com/bsm-sdk/core/utils"
+)
+
+var (
+	AllowSymbolsEndpoint   string = "http://market.senlin.ai/symbols/allow"
+	SymbolsSettingEndpoint string = "http://market.senlin.ai/symbols/get/"
+	AllowSymbols           *symbols
+)
+
+type PairSetting struct {
+	Symbol             string  `json:"symbol"`
+	PricePrecision     int     `json:"pricePrecision"`     // 价格小数点位数
+	QuantityPrecision  int     `json:"quantityPrecision"`  // 数量小数点位数
+	MinNotional        float64 `json:"minNotional"`        // 最小名义价值
+	MinTradeNum        float64 `json:"minTradeNum"`        // 最小开单数量(基础币)
+	BaseAssetPrecision int     `json:"baseAssetPrecision"` // 标的资产精度
+	Commit             string  `json:"commit"`             // 备注
+	Level              int     `json:"level"`              // 仓位等级
+	MinClosePrecision  float64 `json:"minClosePrecision"`  // 平仓利润率百分比
+	TickSize           float64 `json:"tickSize"`           // 最小价格变动单位
+	//LowestPrice        float64 `json:"lowestPrice"`        // 最低价，低位不做空
+	//HightPrice         float64 `json:"hightPrice"`         // 最高价，高位不做多
+	//MaxMarginSize float64 `json:"maxMarginSize"` // 最大仓位
+}
+
+type symbols struct {
+	sync.RWMutex
+	Data map[string]*PairSetting
+}
+
+func NewAllowAllSymbols() {
+	AllowSymbols = &symbols{
+		Data: make(map[string]*PairSetting),
+	}
+}
+
+func (m *symbols) Set(symbol string, setting *PairSetting) {
+	m.Lock()
+	defer m.Unlock()
+	m.Data[symbol] = setting
+}
+
+func (m *symbols) Get(symbol string) *PairSetting {
+	m.RLock()
+	defer m.RUnlock()
+	return m.Data[symbol]
+}
+
+func (m *symbols) Del(symbol string) {
+	m.Lock()
+	defer m.Unlock()
+	delete(m.Data, symbol)
+}
+
+func (m *symbols) SetData(Data map[string]*PairSetting) {
+	m.RLock()
+	defer m.RUnlock()
+	m.Data = Data
+}
+
+func (m *symbols) All() map[string]*PairSetting {
+	m.RLock()
+	defer m.RUnlock()
+	return m.Data
+}
+
+// 读取行情接口，返回行情接口的最小止盈百分比
+func FetchMarketSymbolsSetting(leverage int) ([]string, map[string]*PairSetting, error) {
+	var data map[string]*PairSetting
+	body, err := utils.HttpGet(AllowSymbolsEndpoint)
+	if err != nil {
+		return nil, nil, err
+	}
+	log.Println("AllowSymbolsSetting", string(body))
+
+	err = json.Unmarshal(body, &data)
+	if err != nil {
+		return nil, nil, err
+	}
+
+	var symboles []string
+	for k, val := range data {
+		data[k].MinClosePrecision = val.MinClosePrecision * float64(leverage) // 根据杠杆调整最小平仓利润率
+		symboles = append(symboles, k)
+	}
+	return symboles, data, nil
+}
+
+// 读取行情接口，不处理最小止盈百分比
+func FetchMarketSymbolsSetting_V2(leverage int) (map[string]*PairSetting, error) {
+	var data map[string]*PairSetting
+	body, err := utils.HttpGet(AllowSymbolsEndpoint)
+	if err != nil {
+		return nil, err
+	}
+	log.Println("AllowSymbolsSetting", string(body))
+
+	err = json.Unmarshal(body, &data)
+	if err != nil {
+		return nil, err
+	}
+
+	return data, nil
+}
+
+func InitAllowSymbolsSetting(posSymbols []string) (map[string]*PairSetting, error) {
+	data := make(map[string]*PairSetting)
+	for _, symbol := range posSymbols {
+		if _, ok := data[symbol]; !ok {
+			var pairSetting PairSetting
+			body, err := utils.HttpGet(SymbolsSettingEndpoint + symbol)
+			if err != nil {
+				return nil, err
+			}
+			err = json.Unmarshal(body, &pairSetting)
+			if err != nil {
+				return nil, err
+			}
+			data[symbol] = &pairSetting
+		}
+	}
+
+	AllowSymbols.SetData(data)
+	log.Println("GetAllowSymbolsSetting Lenght:", len(data))
+	return data, nil
+}
+
+func RefreshAllowSymbolsSetting(posSymbols []string) error {
+	var data map[string]*PairSetting
+	body, err := utils.HttpGet(AllowSymbolsEndpoint)
+	if err != nil {
+		return err
+	}
+	log.Println("AllowSymbolsSetting", string(body))
+
+	err = json.Unmarshal(body, &data)
+	if err != nil {
+		return err
+	}
+
+	for _, symbol := range posSymbols {
+		if _, ok := data[symbol]; !ok {
+			var pairSetting PairSetting
+			body, err := utils.HttpGet(SymbolsSettingEndpoint + symbol)
+			if err != nil {
+				return err
+			}
+			err = json.Unmarshal(body, &pairSetting)
+			if err != nil {
+				return err
+			}
+			data[symbol] = &pairSetting
+		}
+	}
+
+	AllowSymbols.SetData(data)
+	log.Println("RefreshAllowSymbolsSetting Lenght:", len(data))
+	return nil
+}