ccxt-exchanges 0.1.5

Exchange implementations for CCXT Rust
Documentation
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
#![allow(deprecated)]
#![allow(clippy::disallowed_methods)]
use ccxt_core::types::financial::{Amount, Price};
use ccxt_core::{ExchangeConfig, Order, OrderSide, OrderStatus, OrderType};
use ccxt_exchanges::binance::Binance;
use rust_decimal_macros::dec;
use std::collections::HashMap;

/// Test creating a market stop-loss order.
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_create_stop_loss_market_order() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let result = exchange
        .create_stop_loss_order(
            "BTC/USDT",
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            Price::new(dec!(45000.0)),
            None, // Market order
            None,
        )
        .await;

    match result {
        Ok(order) => {
            assert_eq!(order.symbol, "BTC/USDT");
            assert_eq!(order.side, OrderSide::Sell);
            assert_eq!(order.order_type, OrderType::StopLoss);
            assert!(order.stop_price.is_some());
            assert_eq!(
                order.stop_price.expect("stop_price should be Some"),
                dec!(45000.0)
            );
            println!(
                "✅ Market stop-loss order created successfully: {:?}",
                order
            );
        }
        Err(e) => {
            println!(
                "⚠️  Stop-loss order creation failed (possibly test environment): {}",
                e
            );
        }
    }
}

/// Test creating a limit stop-loss order.
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_create_stop_loss_limit_order() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let result = exchange
        .create_stop_loss_order(
            "BTC/USDT",
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            Price::new(dec!(45000.0)),
            Some(Price::new(dec!(44900.0))), // Limit price
            None,
        )
        .await;

    match result {
        Ok(order) => {
            assert_eq!(order.symbol, "BTC/USDT");
            assert_eq!(order.side, OrderSide::Sell);
            assert_eq!(order.order_type, OrderType::StopLossLimit);
            assert!(order.stop_price.is_some());
            assert!(order.price.is_some());
            assert_eq!(
                order.stop_price.expect("stop_price should be Some"),
                dec!(45000.0)
            );
            assert_eq!(order.price.expect("price should be Some"), dec!(44900.0));
            println!("✅ Limit stop-loss order created successfully: {:?}", order);
        }
        Err(e) => {
            println!(
                "⚠️  Stop-loss order creation failed (possibly test environment): {}",
                e
            );
        }
    }
}

/// Test creating a market take-profit order.
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_create_take_profit_market_order() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let result = exchange
        .create_take_profit_order(
            "BTC/USDT",
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            Price::new(dec!(55000.0)),
            None, // Market order
            None,
        )
        .await;

    match result {
        Ok(order) => {
            assert_eq!(order.symbol, "BTC/USDT");
            assert_eq!(order.side, OrderSide::Sell);
            assert_eq!(order.order_type, OrderType::TakeProfit);
            assert!(order.take_profit_price.is_some());
            assert_eq!(
                order.stop_price.expect("stop_price should be Some"),
                dec!(55000.0)
            );
            println!(
                "✅ Market take-profit order created successfully: {:?}",
                order
            );
        }
        Err(e) => {
            println!(
                "⚠️  Take-profit order creation failed (possibly test environment): {}",
                e
            );
        }
    }
}

/// Test creating a limit take-profit order.
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_create_take_profit_limit_order() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let result = exchange
        .create_take_profit_order(
            "BTC/USDT",
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            Price::new(dec!(55000.0)),
            Some(Price::new(dec!(55100.0))), // Limit price
            None,
        )
        .await;

    match result {
        Ok(order) => {
            assert_eq!(order.symbol, "BTC/USDT");
            assert_eq!(order.side, OrderSide::Sell);
            assert_eq!(order.order_type, OrderType::TakeProfitLimit);
            assert!(order.take_profit_price.is_some());
            assert!(order.price.is_some());
            assert_eq!(
                order.stop_price.expect("stop_price should be Some"),
                dec!(55000.0)
            );
            assert_eq!(order.price.expect("price should be Some"), dec!(55100.0));
            println!(
                "✅ Limit take-profit order created successfully: {:?}",
                order
            );
        }
        Err(e) => {
            println!(
                "⚠️  Take-profit order creation failed (possibly test environment): {}",
                e
            );
        }
    }
}

/// Test creating a trailing stop order (spot market).
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_create_trailing_stop_order_spot() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let result = exchange
        .create_trailing_stop_order(
            "BTC/USDT",
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            dec!(1.5), // 1.5% callback rate
            None,
            None,
        )
        .await;

    match result {
        Ok(order) => {
            assert_eq!(order.symbol, "BTC/USDT");
            assert_eq!(order.side, OrderSide::Sell);
            assert_eq!(order.order_type, OrderType::TrailingStop);
            assert!(order.trailing_percent.is_some());
            println!("✅ Trailing stop order created successfully: {:?}", order);
        }
        Err(e) => {
            println!(
                "⚠️  Trailing stop order creation failed (possibly test environment): {}",
                e
            );
        }
    }
}

/// Test creating a trailing stop order with activation price.
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_create_trailing_stop_order_with_activation() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let result = exchange
        .create_trailing_stop_order(
            "BTC/USDT",
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            dec!(1.5),                       // 1.5% callback rate
            Some(Price::new(dec!(52000.0))), // Activation price
            None,
        )
        .await;

    match result {
        Ok(order) => {
            assert_eq!(order.symbol, "BTC/USDT");
            assert_eq!(order.side, OrderSide::Sell);
            assert_eq!(order.order_type, OrderType::TrailingStop);
            assert!(order.trailing_percent.is_some());
            assert!(order.activation_price.is_some());
            assert_eq!(
                order
                    .activation_price
                    .expect("activation_price should be Some"),
                dec!(52000.0)
            );
            println!(
                "✅ Trailing stop order with activation price created successfully: {:?}",
                order
            );
        }
        Err(e) => {
            println!(
                "⚠️  Trailing stop order creation failed (possibly test environment): {}",
                e
            );
        }
    }
}

/// Test creating a stop-loss order via `create_order` method.
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_create_order_with_stop_loss() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let mut params = HashMap::new();
    params.insert("stopPrice".to_string(), "45000".to_string());

    let result = exchange
        .create_order(
            "BTC/USDT",
            OrderType::StopLossLimit,
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            Some(Price::new(dec!(44900.0))),
            Some(params),
        )
        .await;

    match result {
        Ok(order) => {
            assert_eq!(order.symbol, "BTC/USDT");
            assert_eq!(order.side, OrderSide::Sell);
            assert_eq!(order.order_type, OrderType::StopLossLimit);
            assert!(order.stop_price.is_some());
            println!(
                "✅ Stop-loss order created via create_order successfully: {:?}",
                order
            );
        }
        Err(e) => {
            println!(
                "⚠️  Order creation failed (possibly test environment): {}",
                e
            );
        }
    }
}

/// Test creating a trailing stop order via `create_order` method.
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_create_order_with_trailing_stop() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let mut params = HashMap::new();
    params.insert("trailingPercent".to_string(), "1.5".to_string());
    params.insert("activationPrice".to_string(), "52000".to_string());

    let result = exchange
        .create_order(
            "BTC/USDT",
            OrderType::TrailingStop,
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            None,
            Some(params),
        )
        .await;

    match result {
        Ok(order) => {
            assert_eq!(order.symbol, "BTC/USDT");
            assert_eq!(order.side, OrderSide::Sell);
            assert_eq!(order.order_type, OrderType::TrailingStop);
            assert!(order.trailing_percent.is_some());
            println!(
                "✅ Trailing stop order created via create_order successfully: {:?}",
                order
            );
        }
        Err(e) => {
            println!(
                "⚠️  Order creation failed (possibly test environment): {}",
                e
            );
        }
    }
}

/// Test parameter validation - stop price is required.
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_stop_loss_order_validation() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let result = exchange
        .create_order(
            "BTC/USDT",
            OrderType::StopLossLimit,
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            Some(Price::new(dec!(44900.0))),
            None, // Missing stopPrice
        )
        .await;

    assert!(result.is_err(), "Missing stopPrice should return an error");
    println!("✅ Parameter validation test passed");
}

/// Test parameter validation - trailing percent is required.
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_trailing_stop_order_validation() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let result = exchange
        .create_order(
            "BTC/USDT",
            OrderType::TrailingStop,
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            None,
            None, // Missing trailingPercent
        )
        .await;

    assert!(
        result.is_err(),
        "Missing trailingPercent should return an error"
    );
    println!("✅ Trailing stop parameter validation test passed");
}

/// Test automatic mapping of stop-loss and take-profit prices.
#[tokio::test]
#[ignore] // Requires API credentials
async fn test_stop_price_mapping() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let mut params = HashMap::new();
    params.insert("stopLossPrice".to_string(), "45000".to_string());

    let result = exchange
        .create_order(
            "BTC/USDT",
            OrderType::StopLossLimit,
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            Some(Price::new(dec!(44900.0))),
            Some(params),
        )
        .await;

    match result {
        Ok(order) => {
            assert!(order.stop_price.is_some());
            assert_eq!(
                order.stop_price.expect("stop_price should be Some"),
                dec!(45000.0)
            );
            println!("✅ stopLossPrice自动映射到stopPrice成功");
        }
        Err(e) => {
            println!("⚠️  订单创建失败(可能是测试环境): {}", e);
        }
    }
}

/// 测试:合约市场的追踪止损(使用callbackRate)
#[tokio::test]
#[ignore] // 需要API凭证
async fn test_trailing_stop_futures() {
    let config = ExchangeConfig {
        id: "binance".to_string(),
        name: "Binance".to_string(),
        api_key: Some(ccxt_core::SecretString::new("your_api_key")),
        secret: Some(ccxt_core::SecretString::new("your_secret")),
        ..Default::default()
    };
    let exchange = Binance::new(config).expect("Failed to create Binance exchange");

    let mut params = HashMap::new();
    params.insert("market".to_string(), "future".to_string());

    let result = exchange
        .create_trailing_stop_order(
            "BTC/USDT",
            OrderSide::Sell,
            Amount::new(dec!(0.001)),
            dec!(1.5), // 将被转换为callbackRate
            None,
            Some(params),
        )
        .await;

    match result {
        Ok(order) => {
            assert_eq!(order.order_type, OrderType::TrailingStop);
            // 在合约市场,应该使用callbackRate
            assert!(
                order.callback_rate.is_some() || order.trailing_percent.is_some(),
                "应该设置callback_rate或trailing_percent"
            );
            println!("✅ 合约市场追踪止损订单创建成功: {:?}", order);
        }
        Err(e) => {
            println!("⚠️  追踪止损订单创建失败(可能是测试环境): {}", e);
        }
    }
}

/// Test order type parsing.
#[test]
fn test_order_type_parsing() {
    // 这个测试不需要API调用,只测试类型定义
    use ccxt_core::OrderStatus;
    let order = Order::new(
        "test_id".to_string(),
        "BTC/USDT".to_string(),
        OrderType::StopLoss,
        OrderSide::Sell,
        dec!(0.001),
        None,
        OrderStatus::Open,
    );

    assert_eq!(order.order_type, OrderType::StopLoss);
    assert_eq!(order.symbol, "BTC/USDT");
    assert_eq!(order.side, OrderSide::Sell);
    println!("✅ 订单类型解析测试通过");
}

/// 测试:条件订单字段设置
#[test]
fn test_conditional_order_fields() {
    let mut order = Order::new(
        "test_id".to_string(),
        "BTC/USDT".to_string(),
        OrderType::TrailingStop,
        OrderSide::Sell,
        dec!(0.001),
        None,
        OrderStatus::Open,
    );

    // 设置条件订单字段
    order.trailing_percent = Some(dec!(1.5));
    order.activation_price = Some(dec!(52000.0));
    order.callback_rate = Some(dec!(1.5));
    order.working_type = Some("MARK_PRICE".to_string());

    assert_eq!(order.trailing_percent, Some(dec!(1.5)));
    assert_eq!(order.activation_price, Some(dec!(52000.0)));
    assert_eq!(order.callback_rate, Some(dec!(1.5)));
    assert_eq!(order.working_type, Some("MARK_PRICE".to_string()));
    println!("✅ 条件订单字段设置测试通过");
}

#[cfg(test)]
mod integration_tests {
    use super::*;

    /// 集成测试:完整的止损止盈策略
    #[tokio::test]
    #[ignore] // 需要API凭证和实际交易环境
    async fn test_full_stop_loss_take_profit_strategy() {
        let config = ExchangeConfig {
            id: "binance".to_string(),
            name: "Binance".to_string(),
            api_key: Some(ccxt_core::SecretString::new("your_api_key")),
            secret: Some(ccxt_core::SecretString::new("your_secret")),
            ..Default::default()
        };
        let exchange = Binance::new(config).expect("Failed to create Binance exchange");

        // 1. 创建限价买单
        let buy_order = exchange
            .create_order(
                "BTC/USDT",
                OrderType::Limit,
                OrderSide::Buy,
                Amount::new(dec!(0.001)),
                Some(Price::new(dec!(50000.0))),
                None,
            )
            .await;

        assert!(buy_order.is_ok(), "买单应该创建成功");
        println!("✅ 步骤1:买单创建成功");

        // 2. 创建止损订单
        let stop_loss = exchange
            .create_stop_loss_order(
                "BTC/USDT",
                OrderSide::Sell,
                Amount::new(dec!(0.001)),
                Price::new(dec!(48000.0)),       // 止损价格
                Some(Price::new(dec!(47900.0))), // 限价
                None,
            )
            .await;

        assert!(stop_loss.is_ok(), "止损单应该创建成功");
        println!("✅ 步骤2:止损单创建成功");

        // 3. 创建止盈订单
        let take_profit = exchange
            .create_take_profit_order(
                "BTC/USDT",
                OrderSide::Sell,
                Amount::new(dec!(0.001)),
                Price::new(dec!(55000.0)),       // 止盈价格
                Some(Price::new(dec!(55100.0))), // 限价
                None,
            )
            .await;

        assert!(take_profit.is_ok(), "止盈单应该创建成功");
        println!("✅ 步骤3:止盈单创建成功");

        println!("✅ 完整的止损止盈策略测试通过");
    }
}