Functions — github.com/HourglassDevTeam/HourglassExchange

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Functions645 in github.com/HourglassDevTeam/HourglassExchange

⨍ Functions 645◇ Types & classes 152

↓ 2 callersMethodget_exchange_ts

[PART 3] - [Miscellaneous]

src/hourglass/account/mod.rs:705

↓ 2 callersFunctionget_mac_address

()

src/common/order/identification/machine_id.rs:33

↓ 2 callersMethodget_position_both_ways

(&self, instrument: &Instrument)

src/hourglass/account/account_handlers/position_handler.rs:321

↓ 2 callersMethodget_position_long_config

(&self, instrument: &Instrument)

src/hourglass/account/account_handlers/position_handler.rs:774

↓ 2 callersMethodget_position_short_config

(&self, instrument: &Instrument)

src/hourglass/account/account_handlers/position_handler.rs:783

↓ 2 callersMethodget_random_latency

从预定义的延迟值数组中随机选择一个延迟值。该函数用于从 `selectable_latencies` 数组中随机选择一个延迟值，用于模拟不同请求的延迟情况，增强测试或模拟的真实性。 # 返回值返回一个随机选择的延迟值 `i64`。

src/hourglass/account/account_orders.rs:471

↓ 2 callersMethodget_union_table_names

(&self, database: &str)

src/hourglass/clickhouse_api/queries_operations.rs:128

↓ 2 callersMethodhandle_config_inheritance

FIXME 查看是否仅在 `Net` 的时候才会继承当且仅当 `PositionDirectionMode` 是 `Net` 的时候, 允许在处理新的trade的时候继承反向仓位的configuration.并且返回.

src/hourglass/account/account_handlers/position_handler.rs:536

↓ 2 callersMethodliquidate_position_by_trade

根据收到的爆仓MarketTrade来处理爆仓。

src/hourglass/account/account_handlers/position_handler.rs:998

↓ 2 callersFunctionlocal_timezone

()

src/hourglass_log/mod.rs:75

↓ 2 callersMethodmarket_event_tx

(self, value: UnboundedSender<MarketTrade>)

src/hourglass/mod.rs:257

↓ 2 callersMethodnot_like_clause

添加NOT LIKE条件

src/hourglass/clickhouse_api/query_builder/mod.rs:66

↓ 2 callersMethodoptimize_table

(&self, table_path: &str)

src/hourglass/clickhouse_api/queries_operations.rs:311

↓ 2 callersMethodparse_kind

(&self)

src/hourglass/clickhouse_api/datatype/clickhouse_trade_data.rs:26

↓ 2 callersMethodparse_side

将 `side` 字符串解析为 `Side` 枚举

src/hourglass/clickhouse_api/queries_operations.rs:48

↓ 2 callersMethodprocess_backtest_requestopen_with_a_simulated_latency

# 参数 - `order`: 要处理的订单请求 (`Order<RequestOpen>`)。 # 返回值 - 返回一个包含预测时间戳的待处理订单 (`Order<RequestOpen>`)。注意 : 仅在回测场景下用这个方法！！！

src/hourglass/account/account_orders.rs:486

↓ 2 callersMethodratio

(&self)

src/dashboard/metrics/ratio.rs:44

↓ 2 callersMethodregister_exit_position

(&self, meta: &PositionMeta, side: Side, exit_margin: Option<f64>)

src/hourglass/account/account_handlers/position_handler.rs:754

↓ 2 callersMethodremove_expired_orders

(&mut self, expiration_times: &HashMap<OrderId, i64>, current_time: i64)

src/hourglass/hourglass_orderbook/mod.rs:63

↓ 2 callersMethodremove_order

(&mut self)

src/hourglass/hourglass_orderbook/mod.rs:58

↓ 2 callersMethodrotate

创建一个每给定周期轮换新文件的文件Appender

src/hourglass_log/appender/file.rs:178

↓ 2 callersMethodstart

(mut self)

src/hourglass/mod.rs:62

↓ 2 callersFunctionto_utc

(time: Time)

src/hourglass_log/mod.rs:42

↓ 2 callersMethodtrades_per_day

(&self)

src/dashboard/metrics/ratio.rs:49

↓ 2 callersMethodupdate

更新数据汇总结构体，给定一个新的数据点。 # 原理解释当一个新的数据点被添加时，我们需要更新结构体中的计数、总和、均值以及离散度。具体步骤如下： 1. **计数增加**：每次添加新数据点，计数器都会增加。 2. **更新总和**：将新数据点的值加入总和。 3. **更新均值**：使用 Wel

src/dashboard/summary/data.rs:44

↓ 2 callersMethodupdate_isolated_margin

更新隔离保证金

src/hourglass/account/account_handlers/position_handler.rs:1110

↓ 2 callersMethodupdate_unrealised_pnl

更新 unrealised_pnl FIXME 在更新未实现盈亏时，现在使用 self.current_size 来计算，但是在反向仓位或部分平仓的情况下，会不会有问题， FIXME 因为仓位大小已经发生变化。建议确保每次在更新未实现盈亏时，考虑实际持仓方向和剩余仓位大小。

src/common/account_positions/position_meta.rs:134

↓ 2 callersFunctionupdate_variance_accumulator

计算下一个 Welford 在线递推关系 M。

src/dashboard/welford_online.rs:55

↓ 1 callersMethodapply_trade_changes

从交易中更新余额并返回 [`AccountEvent`]

src/hourglass/account/account_handlers/balance_handler.rs:148

↓ 1 callersMethodbuild

构建 RedisVault 实例。

src/vault/redis.rs:132

↓ 1 callersMethodbuild

完成TideLog记录器的构建。此调用会启动一个日志线程，将日志消息格式化为字符串，然后写入输出目标。

src/hourglass_log/mod.rs:601

↓ 1 callersFunctioncalculate_annual

计算年化比率。 # 参数 - `ratio_per_trade`: 每笔交易的比率。 - `trades_per_day`: 每日交易次数。 - `trading_days`: 年度内的交易天数。 # 返回返回计算得到的年化比率。

src/dashboard/metrics/ratio.rs:193

↓ 1 callersMethodcalculate_range

计算数据集的最高值和最低值之间的范围。提供惰性计算功能。 # 原理解释有时候你可能不会立即需要范围的值，因此可以在需要时调用此方法来计算范围。 # 返回返回范围值，即 `high - low` 的结果。

src/dashboard/dispersion.rs:136

↓ 1 callersMethodcancel_orders_all

(&self)

src/hourglass/hourglass_client_local_mode.rs:154

↓ 1 callersMethodcancel_orders_all

(&mut self, response_tx: Sender<Result<Vec<Order<Cancelled>>, ExchangeError>>)

src/hourglass/account/mod.rs:664

↓ 1 callersMethodcheck_direction_conflict

辅助函数，用于检查仓位方向冲突

src/hourglass/account/mod.rs:384

↓ 1 callersMethodcheck_position_direction_conflict

检查给定的 `new_order_side` 是否与现有仓位方向冲突，并根据 `is_reduce_only` 标志做出相应处理。 ### 参数: - `instrument`: 订单涉及的金融工具。 - `new_order_side`: 新订单的方向（买/卖）。 - `is_reduce_on

src/hourglass/account/account_handlers/position_handler.rs:390

↓ 1 callersMethodclose_and_reverse_position

关闭并反向开仓

src/hourglass/account/account_handlers/position_handler.rs:982

↓ 1 callersFunctioncompute_sample_variance

使用贝塞尔校正（count - 1）和 Welford 在线递推关系 M 计算下一个无偏的“样本”方差。

src/dashboard/welford_online.rs:61

↓ 1 callersMethodcreate_database_if_not_exists

(&self, database: &str)

src/hourglass/clickhouse_api/queries_operations.rs:402

↓ 1 callersMethodcreate_or_update_single_level_orderbook_from_market_trade

创建或更新一个单级别的订单簿（SingleLevelOrderBook），基于传入的市场交易（MarketTrade）。 # 参数 - `trade`: 引用 `MarketTrade` 类型的交易信息，用于从中提取 `instrument` 并更新对应的订单簿。 # 实现步骤 1. 从 `tr

src/hourglass/account/account_handlers/trade_handler.rs:83

↓ 1 callersFunctioncreate_test_account_configuration

创建一个测试用的 `AccountConfig` 实例。

src/test_utils.rs:55

↓ 1 callersMethodcreate_unioned_table

(&self, database: &str, new_table_

src/hourglass/clickhouse_api/queries_operations.rs:156

↓ 1 callersMethodcreate_users_table

(&self, database: &str)

src/hourglass/clickhouse_api/queries_operations.rs:414

↓ 1 callersMethodcursor_public_trades

(&'a self, exchange: &'a str, instrument: &'a str, date: &'a str, base: &'a str, quote: &'a str)

src/hourglass/clickhouse_api/queries_operations.rs:247

↓ 1 callersMethoddeposit_multiple_coins

为多个指定的 `Token` 充值指定数量的稳定币。如果这些 `Token` 中有已经存在于 `balances` 中的，则更新其余额；如果不存在，则创建新的 `Balance` 条目。 # 参数 `deposits` - 包含多个 `Token` 和对应充值金额的元组的集合。 # 返回值

src/hourglass/account/mod.rs:235

↓ 1 callersMethoddetermine_handling_type

(&self, trade: ClientTrade)

src/hourglass/account/account_handlers/position_handler.rs:570

↓ 1 callersMethoddetermine_matching_side

检查传入的 [`MarketTrade`] 与当前客户 [`Order<Open>`] 匹配的是买单还是卖单

src/hourglass/open_orders_book.rs:80

↓ 1 callersFunctionduration

(from: Time, to: Time)

src/hourglass_log/mod.rs:48

↓ 1 callersFunctionexpand_date_str

(input_str: &str)

src/hourglass/utils/chrono_operations.rs:84

↓ 1 callersMethodflush

(&mut self)

src/hourglass_log/appender/file.rs:259

↓ 1 callersMethodget_maker_fee_rate

(&self, instrument_kind: &InstrumentKind)

src/hourglass/account/account_config.rs:112

↓ 1 callersMethodget_taker_fee_rate

(&self, instrument_kind: &InstrumentKind)

src/hourglass/account/account_config.rs:120

↓ 1 callersMethodhandle_trade_data

处理交易数据的方法

src/hourglass/account/account_handlers/trade_handler.rs:94

↓ 1 callersMethodhash_as_u64

将 `Instrument` 转换为一个 `u64`，通过哈希

src/common/account_positions/position_id.rs:35

↓ 1 callersMethodinit

(self)

src/hourglass_log/mod.rs:303

↓ 1 callersFunctioninitial_balances

()

tests/util/mod.rs:127

↓ 1 callersMethodinitialize_tokens

初始化账户中要使用的币种，初始余额设为 0。 # 参数 `tokens` - 一个包含要初始化的 `Token` 名称的 `Vec<String>`。

src/hourglass/account/mod.rs:185

↓ 1 callersMethodinsert_into_unioned_table

(&self, database: &str, target_table_name: &str, additional_table_names: &[String], report_progress: bool)

src/hourglass/clickhouse_api/queries_operations.rs:360

↓ 1 callersMethodinsert_perpetual_pos_long

插入方法，推断 `PositionId` 并插入 `PerpetualPosition` 到 `perpetual_pos_long`

src/common/account_positions/exited_positions.rs:57

↓ 1 callersMethodinsert_perpetual_pos_short

插入方法，推断 `PositionId` 并插入 `PerpetualPosition` 到 `perpetual_pos_short`

src/common/account_positions/exited_positions.rs:65

↓ 1 callersFunctionis_port_in_use

Function to check if a port is in use

src/hourglass/mod.rs:357

↓ 1 callersMethodis_waiting_for_peak

判断是否在等待下一个权益峰值。如果新的 [`EquitySnapshot`] 高于之前的峰值，则为 `true`。 # 返回返回 `true` 如果在等待峰值；否则返回 `false`。

src/dashboard/metrics/drawdown.rs:113

↓ 1 callersMethodlet_it_roll

发送 LetItRoll 命令的函数

src/hourglass/hourglass_client_local_mode.rs:178

↓ 1 callersMethodlisten_for_market_data

(&mut self)

src/hourglass/hourglass_client_local_mode.rs:194

↓ 1 callersFunctionload_json_market_trade

定义一个函数来加载JSON并将其转换为Vec<MarketTrade>

tests/util/trade_jason_reader.rs:7

↓ 1 callersFunctionlocal_date_from_unix

(unix_time: i64)

src/hourglass/utils/chrono_operations.rs:68

↓ 1 callersFunctionlocal_datetime_from_short_unix

定义一个函数，接受short UNIX时间戳并返回东八区精确时间

src/hourglass/utils/chrono_operations.rs:38

↓ 1 callersFunctionlocal_hour_from_unix

定义一个函数，接受UNIX时间戳并返回东八区小时数

src/hourglass/utils/chrono_operations.rs:48

↓ 1 callersFunctionlocal_minute_from_unix

(unix_time: i64)

src/hourglass/utils/chrono_operations.rs:57

↓ 1 callersMethodmatch_asks

(&mut self, market_trade: &MarketTrade, fees_percent: f64, counter: &AtomicI64)

src/hourglass/open_orders_book.rs:161

↓ 1 callersMethodmatch_bids

(&mut self, market_trade: &MarketTrade, fees_percent: f64, counter: &AtomicI64)

src/hourglass/open_orders_book.rs:106

↓ 1 callersMethodmax_log_level

设置最大日志级别比此级别更详细的日志将不会被发送到日志线程。

src/hourglass_log/mod.rs:551

↓ 1 callersFunctionmock_up_strategy

(trade: &MarketTrade)

examples/backtest_example.rs:381

↓ 1 callersMethodmsg

(&self, record: &Record)

src/hourglass_log/mod.rs:233

↓ 1 callersFunctionorder_limit_cancelled

(instrument: I, cid: ClientOrderId, side: Side, id: Id)

tests/util/mod.rs:187

↓ 1 callersFunctionorder_parser

(client: &HourglassClient, trade: &MarketTrade, order_ids: &mut Vec<OrderId>)

examples/backtest_example.rs:333

↓ 1 callersFunctionorder_request_limit

创建限价订单请求

tests/util/mod.rs:139

↓ 1 callersMethodparse_base

(&self)

src/hourglass/clickhouse_api/datatype/clickhouse_trade_data.rs:95

↓ 1 callersMethodparse_quote

(&self)

src/hourglass/clickhouse_api/datatype/clickhouse_trade_data.rs:127

↓ 1 callersMethodpartial_close_position

部分平仓 FIXME 要检查一下逻辑是否正确

src/hourglass/account/account_handlers/position_handler.rs:1040

↓ 1 callersMethodpartial_cmp

(&self, other: &Self)

src/hourglass/clickhouse_api/queries_operations.rs:71

↓ 1 callersMethodpartial_cmp

实现 `PartialOrd` trait，使用 `cmp` 方法进行比较。 # 参数 - `other`: 要比较的另一个 `Order<Open>` 实例。 # 返回值返回 `Option<Ordering>`，指示当前实例相对于 `other` 是小于、等于还是大于。

src/common/order/states/open.rs:58

↓ 1 callersMethodpreconfigure_position

Before a `Position` is opened, ideally it is advised to pre-configure a position by setting control fields. Ensures that the `leverage` the pre-config

src/hourglass/account/account_handlers/position_handler.rs:126

↓ 1 callersMethodprocess_trades

(&mut self, client_trades: Vec<ClientTrade>)

src/hourglass/account/account_handlers/trade_handler.rs:266

↓ 1 callersMethodquery_unioned_trade_table

(&self, exchange: &str, instrument: &str, channel: &str, date: &str)

src/hourglass/clickhouse_api/queries_operations.rs:237

↓ 1 callersMethodremove_future_position

(&self, instrument: Instrument, side: Side)

src/hourglass/account/account_handlers/position_handler.rs:708

↓ 1 callersMethodremove_leveraged_token_position

(&self, instrument: Instrument, side: Side)

src/hourglass/account/account_handlers/position_handler.rs:722

↓ 1 callersMethodremove_option_position

(&self, instrument: Instrument, side: Side)

src/hourglass/account/account_handlers/position_handler.rs:736

↓ 1 callersMethodremove_perpetual_position

(&self, instrument: Instrument, side: Side)

src/hourglass/account/account_handlers/position_handler.rs:694

↓ 1 callersMethodretrieve_all_trades

(&self, exchange: &str, instrument: &str, date: &str, base: &str, quote: &str)

src/hourglass/clickhouse_api/queries_operations.rs:207

↓ 1 callersMethodroot

配置默认的日志输出目标。如果省略此方法，日志将输出到标准错误输出（stderr）。

src/hourglass_log/mod.rs:542

↓ 1 callersFunctionroutes

创建一个 warp 服务器的路由定义一个 Warp 路由，该路由使用了 `warp::path("hello")` 过滤器，并且包含一个自动关闭服务器的机制。当 `/hello` 路由被访问时，服务器会响应一段文本，并通过 `shutdown_tx` 发送关闭信号，从而优雅关闭服务器。

examples/warp_hyper_respond_and_shutdown.rs:13

↓ 1 callersMethodrun_online

网络运行 [`HourglassExchange`]，并从网络接收事件

src/hourglass/mod.rs:174

↓ 1 callersFunctionrun_sample_exchange

Initializes and runs a sample exchange with predefined settings and a test order.

tests/util/mod.rs:44

↓ 1 callersFunctionsetup_clickhouse_client

()

src/hourglass/clickhouse_api/queries_operations.rs:448

↓ 1 callersFunctiontest_11_cancel_all_orders

(client: &HourglassClient, test_6_ids_1: Ids, event_hourglass_rx: &mut mpsc::UnboundedReceiver<AccountEvent>)

tests/test_set.rs:412

↓ 1 callersFunctiontest_1_fetch_initial_orders_and_check_empty

1. Fetch initial OpenOrders when we have no open Orders.

tests/test_set.rs:124

↓ 1 callersFunctiontest_2_fetch_balances_and_check_same_as_initial

(client: &HourglassClient)

tests/test_set.rs:150

↓ 1 callersFunctiontest_3_open_limit_buy_order

(client: &HourglassClient, test_3_ids: Ids, event_hourglass_rx: &mut mpsc::UnboundedReceiver<AccountEvent>)

tests/test_set.rs:170

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