From 115c7fda7233531cf8bbb204da7e22d2344dec55 Mon Sep 17 00:00:00 2001 From: Sik Yoon Date: Mon, 18 Dec 2023 04:11:12 +0900 Subject: [PATCH] Add strategy005, 006 --- src/strategy_team/strategy_005.rs | 541 ++++++++++++++++--------- src/strategy_team/strategy_006.rs | 544 +++++++++++++++++--------- src/strategy_team/strategy_manager.rs | 30 +- 3 files changed, 750 insertions(+), 365 deletions(-) diff --git a/src/strategy_team/strategy_005.rs b/src/strategy_team/strategy_005.rs index ac25158..c653ce3 100644 --- a/src/strategy_team/strategy_005.rs +++ b/src/strategy_team/strategy_005.rs @@ -1,192 +1,377 @@ -// pub async fn strategist_005( -// alldata: &AllData, -// ) -> Result<(), Box> { -// // print rt_price for debugging -// // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT"); -// // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap()); +use super::{ + dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins, + limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, + Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, + RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData +}; -// // 1st filtering: supertrend(ATR period 30, multiplier: 6.0, 30m close price), the area should be in UP area. -// let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new(); -// let mut filtered_2nd_symbols_arc: Arc>> = -// Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime) -// let mut task_vec = Vec::new(); -// let valid_symbol_vec_c = alldata.valid_symbol_vec.clone(); -// for symbol in valid_symbol_vec_c { -// let mut opclo_30m_vec: Vec = Vec::new(); -// let mut supertrend_vec: Vec = Vec::new(); -// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); -// let filtered_2nd_symbols_arc_c = Arc::clone(&filtered_2nd_symbols_arc); -// task_vec.push(tokio::spawn(async move { -// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == symbol); -// let supertrend_option_30m = -// supertrend(&symbol, &rt_price_30m_vec_c, 30, 6.0, true).await; +// Triple SuperTrend strategy +// SuperTrend length: 20, multiplier: 1.5, BUY signal +// ADX(10, 10) < 25.0 +pub async fn list_up_for_buy( + alldata: AllData, +) -> Result<(), Box> { + // print rt_price for debugging + // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT"); + // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap()); -// if opclo_30m_option.is_some() && supertrend_option_30m.is_some() { -// opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone(); -// supertrend_vec = supertrend_option_30m.unwrap(); + // 1st filtering: lookup tables if the tradepair is already there + let inspect_table_name_1 = String::from("buy_ordered_coin_list"); + let inspect_table_name_2 = String::from("sell_ordered_coin_list"); + let inspect_table_name_3 = String::from("pre_suggested_coin_list"); + let inspect_table_name_4 = String::from("suggested_coin_list"); -// if opclo_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 { -// let supertrend_search_result = supertrend_vec.binary_search_by_key( -// &opclo_30m_vec.last().unwrap().close_time, -// |SupertrendData { -// band_value, -// signal, -// area, -// close_time, -// }| *close_time, -// ); -// if supertrend_search_result.is_ok() { -// if supertrend_vec[supertrend_search_result.unwrap()] -// .signal.as_ref().is_some_and(|signal| signal.contains("BUY")) -// { -// let mut filtered_2nd_symbols_lock = -// filtered_2nd_symbols_arc_c.lock().await; -// filtered_2nd_symbols_lock -// .push((symbol.clone(), opclo_30m_vec.last().unwrap().close_time)); -// } -// } -// } -// } -// })); -// } -// try_join_all(task_vec).await?; + let mut filtered_data_1st: Vec = Vec::new(); + let mut filtered_data_1st_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_1st)); + let mut task_vec = Vec::new(); -// // 2nd filtering: lookup tables if the tradepair is already there -// let inspect_table_name_1 = String::from("buy_ordered_coin_list"); -// let inspect_table_name_2 = String::from("sell_ordered_coin_list"); -// let inspect_table_name_3 = String::from("pre_suggested_coin_list"); -// let inspect_table_name_4 = String::from("suggested_coin_list"); + for symbol in &alldata.valid_symbol_vec { + let mut exists_condition_build = String::from("symbol=\'"); + exists_condition_build.push_str(symbol.as_str()); + exists_condition_build.push_str("\' AND registerer="); + exists_condition_build.push_str(5.to_string().as_str()); + // exists_condition_build.push_str("\' AND close_time="); + // exists_condition_build.push_str(element.1.to_string().as_str()); + let exists_condition = Some(exists_condition_build); + let exists_condition_c = exists_condition.clone(); + let inspect_table_name_1_c = inspect_table_name_1.clone(); + let inspect_table_name_2_c = inspect_table_name_2.clone(); + let inspect_table_name_3_c = inspect_table_name_3.clone(); + let inspect_table_name_4_c = inspect_table_name_4.clone(); + let symbol_c = symbol.clone(); + let filtered_data_1st_arc_c = Arc::clone(&filtered_data_1st_arc); + task_vec.push(tokio::spawn(async move { + let mut filtered_data = FilteredData::new(); + let inspect_result_1 = + exists_record(&inspect_table_name_1_c, &exists_condition_c).await; + let inspect_result_2 = + exists_record(&inspect_table_name_2_c, &exists_condition_c).await; + let inspect_result_3 = + exists_record(&inspect_table_name_3_c, &exists_condition_c).await; + let inspect_result_4 = + exists_record(&inspect_table_name_4_c, &exists_condition_c).await; -// let mut filtered_3rd_symbols: Vec<(String, i64)> = Vec::new(); -// let mut filtered_3rd_symbols_arc: Arc>> = -// Arc::new(Mutex::new(filtered_3rd_symbols)); // (symbol, closetime) -// let mut task_vec = Vec::new(); + if inspect_result_1 == false + && inspect_result_2 == false + && inspect_result_3 == false + && inspect_result_4 == false + { + let mut filtered_data_1st_lock = filtered_data_1st_arc_c.lock().await; -// let filtered_2nd_iter = filtered_2nd_symbols_arc.lock().await.clone().into_iter(); -// for element in filtered_2nd_iter { -// let mut exists_condition_build = String::from("symbol=\'"); -// exists_condition_build.push_str(element.0.as_str()); -// exists_condition_build.push_str("\' AND registerer="); -// exists_condition_build.push_str(5.to_string().as_str()); -// // exists_condition_build.push_str("\' AND close_time="); -// // exists_condition_build.push_str(element.1.to_string().as_str()); -// let exists_condition = Some(exists_condition_build); -// let exists_condition_c = exists_condition.clone(); -// let inspect_table_name_1_c = inspect_table_name_1.clone(); -// let inspect_table_name_2_c = inspect_table_name_2.clone(); -// let inspect_table_name_3_c = inspect_table_name_3.clone(); -// let inspect_table_name_4_c = inspect_table_name_4.clone(); -// let element_c = element.clone(); -// let filtered_3rd_symbols_arc_c = Arc::clone(&filtered_3rd_symbols_arc); -// task_vec.push(tokio::spawn(async move { -// let inspect_result_1 = -// exists_record(&inspect_table_name_1_c, &exists_condition_c).await; -// let inspect_result_2 = -// exists_record(&inspect_table_name_2_c, &exists_condition_c).await; -// let inspect_result_3 = -// exists_record(&inspect_table_name_3_c, &exists_condition_c).await; -// let inspect_result_4 = -// exists_record(&inspect_table_name_4_c, &exists_condition_c).await; + filtered_data.symbol = symbol_c; -// if inspect_result_1 == false -// && inspect_result_2 == false -// && inspect_result_3 == false -// && inspect_result_4 == false -// { -// let mut filtered_3rd_symbols_lock = filtered_3rd_symbols_arc_c.lock().await; -// filtered_3rd_symbols_lock.push(element_c); -// } -// })); -// } -// try_join_all(task_vec).await?; + filtered_data_1st_lock.push(filtered_data); + } + })); + } + try_join_all(task_vec).await?; -// // 3rd filtering: heatmap volume(MA length 10, std length 10, 30m close price), the current candle should be Normal or Low. -// let filtered_3rd_symbols_c = filtered_3rd_symbols_arc.lock().await.clone(); -// let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime) -// for element in filtered_3rd_symbols_c { -// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); -// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0); -// if opclo_30m_option.is_some() { -// let opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone(); + // 2nd filtering: supertrend(ATR period 20, multiplier: 1.5, 30m close price), signal should be BUY + let filtered_data_1st = filtered_data_1st_arc.lock().await.clone(); + let mut filtered_data_2nd: Vec = Vec::new(); + let mut filtered_data_2nd_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_2nd)); + let mut task_vec = Vec::new(); -// if opclo_30m_vec.len() >= 3 { -// let heatmap_volume_option = -// heatmap_volume(&element.0, &rt_price_30m_vec_c, 10, 10, 4.0, 2.5, 1.0, -0.5) -// .await; -// if heatmap_volume_option.is_some() { -// let heatmap_volume_vec = heatmap_volume_option.unwrap(); -// let heatmap_search_result = heatmap_volume_vec.binary_search_by_key( -// &element.1, -// |HeatmapVolumeData { -// heatmap_value, -// heatmap_level, -// close_time, -// }| *close_time, -// ); -// if heatmap_search_result.is_ok() { -// if (heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level -// == HeatMapLevel::Low -// || -// heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level -// == HeatMapLevel::Normal) && -// (heatmap_volume_vec[heatmap_search_result.unwrap()-1].heatmap_level -// == HeatMapLevel::Low -// || -// heatmap_volume_vec[heatmap_search_result.unwrap()-1].heatmap_level -// == HeatMapLevel::Normal) && -// (heatmap_volume_vec[heatmap_search_result.unwrap()-2].heatmap_level -// == HeatMapLevel::Low -// || -// heatmap_volume_vec[heatmap_search_result.unwrap()-2].heatmap_level -// == HeatMapLevel::Normal) -// { -// filtered_4th_symbols.push(element); -// } -// } -// } -// } -// } -// } + for element in filtered_data_1st { + let mut rt_30m_vec: Vec = Vec::new(); + let mut supertrend_vec: Vec = Vec::new(); + let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); + let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc); + task_vec.push(tokio::spawn(async move { + let rt_30m_option = rt_price_30m_vec_c + .iter() + .position(|x| *x.0 == element.symbol); + let supertrend_option_30m = + supertrend(&element.symbol, &rt_price_30m_vec_c, 20, 1.5, true).await; -// // final job: adding price information to filtered results -// let mut filtered_symbols: Vec<(String, i64, f64)> = Vec::new(); // (symbol, closetime, current price) -// let mut filtered_symbols_arc = Arc::new(Mutex::new(filtered_symbols)); -// let mut task_vec = Vec::new(); -// for element in filtered_4th_symbols { -// let mut filtered_symbols_arc_c = Arc::clone(&filtered_symbols_arc); -// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); + if rt_30m_option.is_some() && supertrend_option_30m.is_some() { + rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); + supertrend_vec = supertrend_option_30m.unwrap(); -// let elememt_c = element.clone(); -// task_vec.push(tokio::spawn(async move { -// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0); -// if opclo_30m_option.is_some() { -// if rt_price_30m_vec_c[opclo_30m_option.unwrap()] -// .1 -// .last() -// .is_some() -// { -// let mut filtered_symbols_lock: tokio::sync::MutexGuard< -// '_, -// Vec<(String, i64, f64)>, -// > = filtered_symbols_arc_c.lock().await; -// filtered_symbols_lock.push(( -// elememt_c.0, -// elememt_c.1, -// rt_price_30m_vec_c[opclo_30m_option.unwrap()] -// .1 -// .last() -// .unwrap() -// .close_price, -// )); -// } -// } -// })); -// } + if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 { + let supertrend_search_result = supertrend_vec.binary_search_by_key( + &rt_30m_vec.last().unwrap().close_time, + |SupertrendData { + band_value, + signal, + area, + close_time, + }| *close_time, + ); + if supertrend_search_result.is_ok() { + let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap(); -// try_join_all(task_vec).await?; + if supertrend_vec[supertrend_search_result.unwrap()].signal.as_ref().is_some_and(|x| x.contains("BUY")) + && current_price + < rust_decimal::prelude::FromPrimitive::from_f64( + supertrend_vec[supertrend_search_result.unwrap()-1].band_value * 1.002, + ) + .unwrap() + && supertrend_vec[supertrend_search_result.unwrap()-1].band_value > supertrend_vec[supertrend_search_result.unwrap()].band_value + { + let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = supertrend_vec[supertrend_search_result.unwrap()].close_time; + filtered_data.current_price = current_price; + filtered_data.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap(); + let target_price = decimal_add( + filtered_data.current_price, + decimal_sub(filtered_data.current_price, filtered_data.stoploss), + ); + filtered_data.target_price = target_price; -// let a = filtered_symbols_arc.lock().await.clone(); -// insert_pre_suggested_coins(5, false, &a, alldata).await; + filtered_data_2nd_lock.push(filtered_data); + } + } + } + } + })); + } + try_join_all(task_vec).await?; -// Ok(()) -// } + // 3rd filtering: ADX(10, 10) < 25.0 + let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone(); + let mut filtered_data_3rd: Vec = Vec::new(); + let mut filtered_data_3rd_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_3rd)); + let mut task_vec = Vec::new(); + let valid_symbol_vec_c = alldata.valid_symbol_vec.clone(); + let adx_vec = adx(10, 10, &alldata.rt_price_30m_vec, &filtered_data_2nd).await?; + for element in filtered_data_2nd { + let mut adx_vec_c = adx_vec.clone(); + let symbol = element.symbol.clone(); + let close_time = element.closetime; + let idx_result = adx_vec.iter().position(|elem| elem.0 == symbol); + let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc); + if idx_result.is_some(){ + task_vec.push(tokio::spawn(async move { + let closetime_idx_result = adx_vec_c[idx_result.unwrap()].1.iter().position(|elem| elem.close_time==close_time); + if closetime_idx_result.is_some() { + if adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()].adx < 25.0 { + let mut filtered_3rd_symbols_lock = + filtered_data_3rd_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = element.closetime; + filtered_data.current_price = element.current_price; + filtered_data.stoploss = element.stoploss; + filtered_data.target_price = element.target_price; + + filtered_3rd_symbols_lock.push(filtered_data); + } + } + })); + } + } + try_join_all(task_vec).await?; + + // 4th filtering: supertrend(ATR period 3, multiplier: 1.1, 1d close price), the area should be in UP area. + let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone(); + let mut filtered_data_4th: Vec = Vec::new(); + let mut filtered_data_4th_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_4th)); + let mut task_vec = Vec::new(); + let valid_symbol_vec_c = alldata.valid_symbol_vec.clone(); + for element in filtered_data_3rd { + let mut opclo_1d_vec: Vec = Vec::new(); + let mut supertrend_vec: Vec = Vec::new(); + let rt_price_1d_vec_c = alldata.rt_price_1d_vec.clone(); + let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc); + task_vec.push(tokio::spawn(async move { + let supertrend_option_1d = + supertrend(&element.symbol, &rt_price_1d_vec_c, 3, 1.1, true).await; + + if supertrend_option_1d.is_some() { + supertrend_vec = supertrend_option_1d.unwrap(); + + if supertrend_vec.len() >= 3 { + if supertrend_vec.last().unwrap() + .area + .contains("UP") + { + let mut filtered_4th_symbols_lock = + filtered_data_4th_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = element.closetime; + filtered_data.current_price = element.current_price; + filtered_data.stoploss = element.stoploss; + filtered_data.target_price = element.target_price; + + filtered_4th_symbols_lock.push(filtered_data); + } + } + } + })); + } + try_join_all(task_vec).await?; + + // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% + let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone(); + let mut filtered_data_5th: Vec = Vec::new(); + let mut filtered_data_5th_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_5th)); + let mut task_vec = Vec::new(); + for element in filtered_data_4th_c { + let mut supertrend_vec: Vec = Vec::new(); + let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); + let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc); + + task_vec.push(tokio::spawn(async move { + let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol); + + if position_idx.is_some() { + let vec_len = rt_price_30m_vec_c[position_idx.unwrap()].1.len(); + if vec_len >= 11 { + let candles = rt_price_30m_vec_c[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap(); + let windows = candles.windows(2); + let mut average_amplitude = 0.0; + + for window in windows { + average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price; + } + average_amplitude /= 10.0; + + if 0.005 <= average_amplitude && average_amplitude <= 0.01 { + let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = element.closetime; + filtered_data.current_price = element.current_price; + filtered_data.stoploss = element.stoploss; + filtered_data.target_price = element.target_price; + + filtered_data_5th_lock.push(filtered_data); + } + } + } + })); + } + try_join_all(task_vec).await?; + + let final_filtered_data = filtered_data_5th_arc.lock().await.clone(); + insert_pre_suggested_coins(5, false, &final_filtered_data, &alldata).await; + + Ok(()) +} + +pub async fn list_up_for_sell( + all_data: &AllData, + exchange_info_vec: &Vec, + trade_fee_vec: &Vec, +) -> Result<(), Box> { + let filled_buy_orders = select_filled_buy_orders(5).await?; + + if !filled_buy_orders.is_empty() { + let client = ClientBuilder::new() + .timeout(tokio::time::Duration::from_millis(5000)) + .build() + .unwrap(); + let mut supertrend_vec: Vec = Vec::new(); + for element in filled_buy_orders { + if element.used_usdt >= dec!(10.0) { + let lot_step_size_option = exchange_info_vec + .iter() + .position(|exchange_info| exchange_info.symbol == element.symbol); + let quote_commission_precision_option = exchange_info_vec + .iter() + .position(|exchange_info| exchange_info.symbol == element.symbol); + + let opclo_30m_option = all_data + .rt_price_30m_vec + .iter() + .position(|x| *x.0 == element.symbol); + let supertrend_option_30m = + supertrend(&element.symbol, &all_data.rt_price_30m_vec, 10, 1.5, true).await; + + if lot_step_size_option.is_some() + && quote_commission_precision_option.is_some() + && opclo_30m_option.is_some() + && supertrend_option_30m.is_some() + { + // update stoploss + supertrend_vec = supertrend_option_30m.unwrap(); + let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec.last().unwrap().band_value).unwrap(); + if supertrend_vec.last().unwrap().area.contains("UP") + && band_value > element.stoploss { + let update_table_name = String::from("buy_ordered_coin_list"); + let update_value = vec![ + (String::from("stoploss"), band_value.to_string()), + ]; + let update_condition = vec![(String::from("id"), element.id.to_string())]; + update_record3(&update_table_name, &update_value, &update_condition) + .await + .unwrap(); + } + + let lot_step_size = exchange_info_vec[lot_step_size_option.unwrap()].stepsize; + let quote_commission_precision = exchange_info_vec + [quote_commission_precision_option.unwrap()] + .quote_commission_precision; + let base_qty_to_be_ordered = + element.base_qty_ordered.round_dp_with_strategy( + lot_step_size.normalize().scale(), + RoundingStrategy::ToZero, + ); + + if (element.is_long == 0 || element.is_long == 1) + && !element.current_price.is_zero() + { + if element.current_price >= element.target_price + && element.pure_profit_percent >= 0.1 + { + limit_order_sell( + &element, + element.current_price, + base_qty_to_be_ordered, + &client, + &exchange_info_vec, + &trade_fee_vec, + ) + .await; + } else if element.current_price <= element.stoploss { + limit_order_sell( + &element, + element.current_price, + base_qty_to_be_ordered, + &client, + &exchange_info_vec, + &trade_fee_vec, + ) + .await; + } + // TODO: sell_count가 1일 때 적용하기 + // else if (supertrend_vec + // .last() + // .unwrap() + // .signal + // .as_ref() + // .is_some_and(|x| x.contains("SELL")) + // || supertrend_vec.last().unwrap().area.contains("DOWN")) + // && (supertrend_vec.last().unwrap().close_time > element.close_time) + // { + // println!( + // "SELL signal selling {} {:.2}", + // element.symbol, element.pure_profit_percent + // ); + // limit_order_sell( + // &element, + // element.current_price, + // base_qty_to_be_ordered, + // &client, + // &exchange_info_vec, + // &trade_fee_vec, + // ) + // .await; + // } + } + } + } + } + } + + Ok(()) +} diff --git a/src/strategy_team/strategy_006.rs b/src/strategy_team/strategy_006.rs index 94546f8..6e8b9fd 100644 --- a/src/strategy_team/strategy_006.rs +++ b/src/strategy_team/strategy_006.rs @@ -1,203 +1,385 @@ -// pub async fn strategist_006( -// alldata: &AllData, -// ) -> Result<(), Box> { -// // print rt_price for debugging -// // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT"); -// // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap()); +use super::{ + dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins, + limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, + Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, + RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData +}; -// // 1st filtering: making basic form -// let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new(); -// let mut filtered_2nd_symbols_arc: Arc>> = -// Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime) -// let mut task_vec = Vec::new(); -// let valid_symbol_vec_c = alldata.valid_symbol_vec.clone(); -// for symbol in valid_symbol_vec_c { -// let mut opclo_30m_vec: Vec = Vec::new(); +// Triple SuperTrend strategy +// SuperTrend length: 20, multiplier: 1.5, BUY signal +// ADX(10, 10) < 25.0 +pub async fn list_up_for_buy( + alldata: AllData, +) -> Result<(), Box> { + // print rt_price for debugging + // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT"); + // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap()); -// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); -// let filtered_2nd_symbols_arc_c = Arc::clone(&filtered_2nd_symbols_arc); -// task_vec.push(tokio::spawn(async move { -// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == symbol); + // 1st filtering: lookup tables if the tradepair is already there + let inspect_table_name_1 = String::from("buy_ordered_coin_list"); + let inspect_table_name_2 = String::from("sell_ordered_coin_list"); + let inspect_table_name_3 = String::from("pre_suggested_coin_list"); + let inspect_table_name_4 = String::from("suggested_coin_list"); -// if opclo_30m_option.is_some() { -// opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone(); + let mut filtered_data_1st: Vec = Vec::new(); + let mut filtered_data_1st_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_1st)); + let mut task_vec = Vec::new(); -// if opclo_30m_vec.len() >= 3 { -// let mut filtered_2nd_symbols_lock = -// filtered_2nd_symbols_arc_c.lock().await; -// filtered_2nd_symbols_lock -// .push((symbol.clone(), opclo_30m_vec.last().unwrap().close_time)); -// } -// } -// })); -// } -// try_join_all(task_vec).await?; + for symbol in &alldata.valid_symbol_vec { + let mut exists_condition_build = String::from("symbol=\'"); + exists_condition_build.push_str(symbol.as_str()); + exists_condition_build.push_str("\' AND registerer="); + exists_condition_build.push_str(6.to_string().as_str()); + // exists_condition_build.push_str("\' AND close_time="); + // exists_condition_build.push_str(element.1.to_string().as_str()); + let exists_condition = Some(exists_condition_build); + let exists_condition_c = exists_condition.clone(); + let inspect_table_name_1_c = inspect_table_name_1.clone(); + let inspect_table_name_2_c = inspect_table_name_2.clone(); + let inspect_table_name_3_c = inspect_table_name_3.clone(); + let inspect_table_name_4_c = inspect_table_name_4.clone(); + let symbol_c = symbol.clone(); + let filtered_data_1st_arc_c = Arc::clone(&filtered_data_1st_arc); + task_vec.push(tokio::spawn(async move { + let mut filtered_data = FilteredData::new(); + let inspect_result_1 = + exists_record(&inspect_table_name_1_c, &exists_condition_c).await; + let inspect_result_2 = + exists_record(&inspect_table_name_2_c, &exists_condition_c).await; + let inspect_result_3 = + exists_record(&inspect_table_name_3_c, &exists_condition_c).await; + let inspect_result_4 = + exists_record(&inspect_table_name_4_c, &exists_condition_c).await; -// // 2nd filtering: lookup tables if the tradepair is already there -// let inspect_table_name_1 = String::from("buy_ordered_coin_list"); -// let inspect_table_name_2 = String::from("sell_ordered_coin_list"); -// let inspect_table_name_3 = String::from("pre_suggested_coin_list"); -// let inspect_table_name_4 = String::from("suggested_coin_list"); + if inspect_result_1 == false + && inspect_result_2 == false + && inspect_result_3 == false + && inspect_result_4 == false + { + let mut filtered_data_1st_lock = filtered_data_1st_arc_c.lock().await; -// let mut filtered_3rd_symbols: Vec<(String, i64)> = Vec::new(); -// let mut filtered_3rd_symbols_arc: Arc>> = -// Arc::new(Mutex::new(filtered_3rd_symbols)); // (symbol, closetime) -// let mut task_vec = Vec::new(); + filtered_data.symbol = symbol_c; -// let filtered_2nd_iter = filtered_2nd_symbols_arc.lock().await.clone().into_iter(); -// for element in filtered_2nd_iter { -// let mut exists_condition_build = String::from("symbol=\'"); -// exists_condition_build.push_str(element.0.as_str()); -// exists_condition_build.push_str("\' AND registerer="); -// exists_condition_build.push_str(6.to_string().as_str()); -// // exists_condition_build.push_str("\' AND close_time="); -// // exists_condition_build.push_str(element.1.to_string().as_str()); -// let exists_condition = Some(exists_condition_build); -// let exists_condition_c = exists_condition.clone(); -// let inspect_table_name_1_c = inspect_table_name_1.clone(); -// let inspect_table_name_2_c = inspect_table_name_2.clone(); -// let inspect_table_name_3_c = inspect_table_name_3.clone(); -// let inspect_table_name_4_c = inspect_table_name_4.clone(); -// let element_c = element.clone(); -// let filtered_3rd_symbols_arc_c = Arc::clone(&filtered_3rd_symbols_arc); -// task_vec.push(tokio::spawn(async move { -// let inspect_result_1 = -// exists_record(&inspect_table_name_1_c, &exists_condition_c).await; -// let inspect_result_2 = -// exists_record(&inspect_table_name_2_c, &exists_condition_c).await; -// let inspect_result_3 = -// exists_record(&inspect_table_name_3_c, &exists_condition_c).await; -// let inspect_result_4 = -// exists_record(&inspect_table_name_4_c, &exists_condition_c).await; + filtered_data_1st_lock.push(filtered_data); + } + })); + } + try_join_all(task_vec).await?; -// if inspect_result_1 == false -// && inspect_result_2 == false -// && inspect_result_3 == false -// && inspect_result_4 == false -// { -// let mut filtered_3rd_symbols_lock = filtered_3rd_symbols_arc_c.lock().await; -// filtered_3rd_symbols_lock.push(element_c); -// } -// })); -// } -// try_join_all(task_vec).await?; + // 2nd filtering: supertrend(ATR period 20, multiplier: 1.5, 30m close price), signal should be BUY + let filtered_data_1st = filtered_data_1st_arc.lock().await.clone(); + let mut filtered_data_2nd: Vec = Vec::new(); + let mut filtered_data_2nd_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_2nd)); + let mut task_vec = Vec::new(); -// // 6th filtering: StochRSI (RSI length: 10, Stoch length: 10, smooth k: 3, smooth d: 3) smooth kn > kn-1 -// let filtered_3rd_symbol_c = filtered_3rd_symbols_arc.lock().await.clone(); -// let mut rsi10_1d_data: Vec<(String, Vec)> = rsi( -// 10, -// &alldata.rt_price_1d_vec, -// &filtered_3rd_symbol_c, -// ) -// .await?; -// let stoch_rsi_data = stoch_rsi(&rsi10_1d_data, 10, 3, 3).await?; -// let mut stoch_rsi10_1d_vec: Vec = Vec::new(); -// let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime) -// for element in filtered_3rd_symbol_c { -// let stoch_rsi10_1d_option = stoch_rsi_data.iter().position(|x| *x.0 == element.0); + for element in filtered_data_1st { + let mut rt_30m_vec: Vec = Vec::new(); + let mut supertrend_vec: Vec = Vec::new(); + let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); + let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc); + task_vec.push(tokio::spawn(async move { + let rt_30m_option = rt_price_30m_vec_c + .iter() + .position(|x| *x.0 == element.symbol); + let supertrend_option_30m = + supertrend(&element.symbol, &rt_price_30m_vec_c, 20, 1.5, true).await; -// if stoch_rsi10_1d_option.is_some() { -// stoch_rsi10_1d_vec = stoch_rsi_data[stoch_rsi10_1d_option.unwrap()].1.clone(); + if rt_30m_option.is_some() && supertrend_option_30m.is_some() { + rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); + supertrend_vec = supertrend_option_30m.unwrap(); -// if stoch_rsi10_1d_vec.len() >= 3 { -// let stoch_rsi_search_result = stoch_rsi10_1d_vec.binary_search_by_key( -// &element.1, -// |&StochRsiData { -// k, -// d, -// close_time, -// }| close_time, -// ); -// if stoch_rsi_search_result.is_ok() { -// if stoch_rsi10_1d_vec[stoch_rsi_search_result.unwrap()].k > stoch_rsi10_1d_vec[stoch_rsi_search_result.unwrap()-1].k && -// stoch_rsi10_1d_vec[stoch_rsi_search_result.unwrap()].k < 90.0 && -// stoch_rsi10_1d_vec[stoch_rsi_search_result.unwrap()-1].k > 10.0 { -// filtered_4th_symbols.push(element); -// } -// } -// } -// } -// } + if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 { + let supertrend_search_result = supertrend_vec.binary_search_by_key( + &rt_30m_vec.last().unwrap().close_time, + |SupertrendData { + band_value, + signal, + area, + close_time, + }| *close_time, + ); + if supertrend_search_result.is_ok() { + let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap(); -// // 6th filtering condition: MACD -// let mut opclo_30m_vec: Vec = Vec::new(); -// let mut ema3_1d_vec: &Vec = &Vec::new(); -// let mut ema10_1d_vec: &Vec = &Vec::new(); + if supertrend_vec[supertrend_search_result.unwrap()].signal.as_ref().is_some_and(|x| x.contains("BUY")) + && current_price + < rust_decimal::prelude::FromPrimitive::from_f64( + supertrend_vec[supertrend_search_result.unwrap()-1].band_value * 1.002, + ) + .unwrap() + && supertrend_vec[supertrend_search_result.unwrap()-1].band_value > supertrend_vec[supertrend_search_result.unwrap()].band_value + { + let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = supertrend_vec[supertrend_search_result.unwrap()].close_time; + filtered_data.current_price = current_price; + filtered_data.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap(); + let target_price = decimal_add( + filtered_data.current_price, + decimal_sub(filtered_data.current_price, filtered_data.stoploss), + ); + filtered_data.target_price = target_price; -// let ema3_1d_data: Vec<(String, Vec)> = ema( -// 3, -// &alldata.rt_price_1d_vec, -// &filtered_4th_symbols, -// ) -// .await?; -// let ema10_1d_data: Vec<(String, Vec)> = ema( -// 10, -// &alldata.rt_price_1d_vec, -// &filtered_4th_symbols, -// ) -// .await?; + filtered_data_2nd_lock.push(filtered_data); + } + } + } + } + })); + } + try_join_all(task_vec).await?; -// let mut filtered_5th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime) -// for element in filtered_4th_symbols { -// let ema3_1d_option = ema3_1d_data.iter().position(|x| *x.0 == *element.0); -// let ema10_1d_option = ema10_1d_data.iter().position(|x| *x.0 == *element.0); + // 3rd filtering: the 5 previous ADX(10, 10)s are over 25.0 and increased + let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone(); + let mut filtered_data_3rd: Vec = Vec::new(); + let mut filtered_data_3rd_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_3rd)); + let mut task_vec = Vec::new(); + let valid_symbol_vec_c = alldata.valid_symbol_vec.clone(); + let adx_vec = adx(10, 10, &alldata.rt_price_30m_vec, &filtered_data_2nd).await?; + for element in filtered_data_2nd { + let mut adx_vec_c = adx_vec.clone(); + let symbol = element.symbol.clone(); + let close_time = element.closetime; + let idx_result = adx_vec.iter().position(|elem| elem.0 == symbol); + let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc); + if idx_result.is_some(){ + task_vec.push(tokio::spawn(async move { + let closetime_idx_result = adx_vec_c[idx_result.unwrap()].1.iter().position(|elem| elem.close_time==close_time); + if closetime_idx_result.is_some() { + if adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-1].adx > 25.0 && + adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx > 25.0 && + adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx > 25.0 && + adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx > 25.0 && + adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-5].adx > 25.0 && + adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-1].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx && + adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx && + adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx && + adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-5].adx { + let mut filtered_3rd_symbols_lock = + filtered_data_3rd_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = element.closetime; + filtered_data.current_price = element.current_price; + filtered_data.stoploss = element.stoploss; + filtered_data.target_price = element.target_price; -// if ema3_1d_option.is_some() && ema10_1d_option.is_some() { -// ema3_1d_vec = &ema3_1d_data[ema3_1d_option.unwrap()].1; -// ema10_1d_vec = &ema10_1d_data[ema10_1d_option.unwrap()].1; + filtered_3rd_symbols_lock.push(filtered_data); + } + } + })); + } + } + try_join_all(task_vec).await?; -// if ema3_1d_vec.len() > 20 && ema10_1d_vec.len() > 20 { -// let macd_vec = ema_macd(&ema3_1d_vec, &ema10_1d_vec, 10).await?; -// // let macd_search_result = macd_vec.binary_search_by_key(&element.1, |&EmaMacd{macd_value, close_time}|close_time); + // 4th filtering: supertrend(ATR period 3, multiplier: 1.1, 1d close price), the area should be in UP area. + let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone(); + let mut filtered_data_4th: Vec = Vec::new(); + let mut filtered_data_4th_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_4th)); + let mut task_vec = Vec::new(); + let valid_symbol_vec_c = alldata.valid_symbol_vec.clone(); + for element in filtered_data_3rd { + let mut opclo_1d_vec: Vec = Vec::new(); + let mut supertrend_vec: Vec = Vec::new(); + let rt_price_1d_vec_c = alldata.rt_price_1d_vec.clone(); + let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc); + task_vec.push(tokio::spawn(async move { + let supertrend_option_1d = + supertrend(&element.symbol, &rt_price_1d_vec_c, 3, 1.1, true).await; -// // if macd_search_result.is_ok() { -// if macd_vec.last().unwrap().macd_value > macd_vec[macd_vec.len() -1].macd_value { -// filtered_5th_symbols.push(element); -// } -// // } -// } -// } -// } + if supertrend_option_1d.is_some() { + supertrend_vec = supertrend_option_1d.unwrap(); -// // final job: adding price information to filtered results -// let mut filtered_symbols: Vec<(String, i64, f64)> = Vec::new(); // (symbol, closetime, current price) -// let mut filtered_symbols_arc = Arc::new(Mutex::new(filtered_symbols)); -// let mut task_vec = Vec::new(); -// for element in filtered_5th_symbols { -// let mut filtered_symbols_arc_c = Arc::clone(&filtered_symbols_arc); -// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); + if supertrend_vec.len() >= 3 { + if supertrend_vec.last().unwrap() + .area + .contains("UP") + { + let mut filtered_4th_symbols_lock = + filtered_data_4th_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = element.closetime; + filtered_data.current_price = element.current_price; + filtered_data.stoploss = element.stoploss; + filtered_data.target_price = element.target_price; -// let elememt_c = element.clone(); -// task_vec.push(tokio::spawn(async move { -// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0); -// if opclo_30m_option.is_some() { -// if rt_price_30m_vec_c[opclo_30m_option.unwrap()] -// .1 -// .last() -// .is_some() -// { -// let mut filtered_symbols_lock: tokio::sync::MutexGuard< -// '_, -// Vec<(String, i64, f64)>, -// > = filtered_symbols_arc_c.lock().await; -// filtered_symbols_lock.push(( -// elememt_c.0, -// elememt_c.1, -// rt_price_30m_vec_c[opclo_30m_option.unwrap()] -// .1 -// .last() -// .unwrap() -// .close_price, -// )); -// } -// } -// })); -// } + filtered_4th_symbols_lock.push(filtered_data); + } + } + } + })); + } + try_join_all(task_vec).await?; + + // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% + let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone(); + let mut filtered_data_5th: Vec = Vec::new(); + let mut filtered_data_5th_arc: Arc>> = + Arc::new(Mutex::new(filtered_data_5th)); + let mut task_vec = Vec::new(); + for element in filtered_data_4th_c { + let mut supertrend_vec: Vec = Vec::new(); + let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); + let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc); -// try_join_all(task_vec).await?; + task_vec.push(tokio::spawn(async move { + let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol); + + if position_idx.is_some() { + let vec_len = rt_price_30m_vec_c[position_idx.unwrap()].1.len(); + if vec_len >= 11 { + let candles = rt_price_30m_vec_c[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap(); + let windows = candles.windows(2); + let mut average_amplitude = 0.0; -// let a = filtered_symbols_arc.lock().await.clone(); -// insert_pre_suggested_coins(6, true, &a, alldata).await; + for window in windows { + average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price; + } + average_amplitude /= 10.0; -// Ok(()) -// } + if 0.005 <= average_amplitude && average_amplitude <= 0.01 { + let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await; + let mut filtered_data = FilteredData::new(); + filtered_data.symbol = element.symbol.clone(); + filtered_data.closetime = element.closetime; + filtered_data.current_price = element.current_price; + filtered_data.stoploss = element.stoploss; + filtered_data.target_price = element.target_price; + + filtered_data_5th_lock.push(filtered_data); + } + } + } + })); + } + try_join_all(task_vec).await?; + + let final_filtered_data = filtered_data_5th_arc.lock().await.clone(); + insert_pre_suggested_coins(6, false, &final_filtered_data, &alldata).await; + + Ok(()) +} + +pub async fn list_up_for_sell( + all_data: &AllData, + exchange_info_vec: &Vec, + trade_fee_vec: &Vec, +) -> Result<(), Box> { + let filled_buy_orders = select_filled_buy_orders(6).await?; + + if !filled_buy_orders.is_empty() { + let client = ClientBuilder::new() + .timeout(tokio::time::Duration::from_millis(5000)) + .build() + .unwrap(); + let mut supertrend_vec: Vec = Vec::new(); + for element in filled_buy_orders { + if element.used_usdt >= dec!(10.0) { + let lot_step_size_option = exchange_info_vec + .iter() + .position(|exchange_info| exchange_info.symbol == element.symbol); + let quote_commission_precision_option = exchange_info_vec + .iter() + .position(|exchange_info| exchange_info.symbol == element.symbol); + + let opclo_30m_option = all_data + .rt_price_30m_vec + .iter() + .position(|x| *x.0 == element.symbol); + let supertrend_option_30m = + supertrend(&element.symbol, &all_data.rt_price_30m_vec, 10, 1.5, true).await; + + if lot_step_size_option.is_some() + && quote_commission_precision_option.is_some() + && opclo_30m_option.is_some() + && supertrend_option_30m.is_some() + { + // update stoploss + supertrend_vec = supertrend_option_30m.unwrap(); + let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec.last().unwrap().band_value).unwrap(); + if supertrend_vec.last().unwrap().area.contains("UP") + && band_value > element.stoploss { + let update_table_name = String::from("buy_ordered_coin_list"); + let update_value = vec![ + (String::from("stoploss"), band_value.to_string()), + ]; + let update_condition = vec![(String::from("id"), element.id.to_string())]; + update_record3(&update_table_name, &update_value, &update_condition) + .await + .unwrap(); + } + + let lot_step_size = exchange_info_vec[lot_step_size_option.unwrap()].stepsize; + let quote_commission_precision = exchange_info_vec + [quote_commission_precision_option.unwrap()] + .quote_commission_precision; + let base_qty_to_be_ordered = + element.base_qty_ordered.round_dp_with_strategy( + lot_step_size.normalize().scale(), + RoundingStrategy::ToZero, + ); + + if (element.is_long == 0 || element.is_long == 1) + && !element.current_price.is_zero() + { + if element.current_price >= element.target_price + && element.pure_profit_percent >= 0.1 + { + limit_order_sell( + &element, + element.current_price, + base_qty_to_be_ordered, + &client, + &exchange_info_vec, + &trade_fee_vec, + ) + .await; + } else if element.current_price <= element.stoploss { + limit_order_sell( + &element, + element.current_price, + base_qty_to_be_ordered, + &client, + &exchange_info_vec, + &trade_fee_vec, + ) + .await; + } + // TODO: sell_count가 1일 때 적용하기 + // else if (supertrend_vec + // .last() + // .unwrap() + // .signal + // .as_ref() + // .is_some_and(|x| x.contains("SELL")) + // || supertrend_vec.last().unwrap().area.contains("DOWN")) + // && (supertrend_vec.last().unwrap().close_time > element.close_time) + // { + // println!( + // "SELL signal selling {} {:.2}", + // element.symbol, element.pure_profit_percent + // ); + // limit_order_sell( + // &element, + // element.current_price, + // base_qty_to_be_ordered, + // &client, + // &exchange_info_vec, + // &trade_fee_vec, + // ) + // .await; + // } + } + } + } + } + } + + Ok(()) +} diff --git a/src/strategy_team/strategy_manager.rs b/src/strategy_team/strategy_manager.rs index 6b15a69..1cf624b 100644 --- a/src/strategy_team/strategy_manager.rs +++ b/src/strategy_team/strategy_manager.rs @@ -34,19 +34,23 @@ pub async fn execute_list_up_for_buy( ) -> Result<(), Box> { let mut task_vec = Vec::new(); // let all_data_c3 = all_data.clone(); - let all_data_c4 = all_data.clone(); + // let all_data_c4 = all_data.clone(); + let all_data_c5 = all_data.clone(); + let all_data_c6 = all_data.clone(); // strategist_001(all_data).await?; // strategist_002(all_data).await?; // task_vec.push(tokio::spawn(async move { // crate::strategy_team::strategy_003::list_up_for_buy(all_data_c3).await; // })); + // task_vec.push(tokio::spawn(async move { + // crate::strategy_team::strategy_004::list_up_for_buy(all_data_c4).await; + // })); task_vec.push(tokio::spawn(async move { - crate::strategy_team::strategy_004::list_up_for_buy(all_data_c4).await; + crate::strategy_team::strategy_005::list_up_for_buy(all_data_c5).await; + })); + task_vec.push(tokio::spawn(async move { + crate::strategy_team::strategy_006::list_up_for_buy(all_data_c6).await; })); - // strategist_004(all_data).await?; - // strategist_005(all_data).await?; - // strategist_006(all_data).await?; - // crate::strategy_team::strategy_test::strategist_test(all_data_c4).await; try_join_all(task_vec).await?; Ok(()) @@ -64,6 +68,20 @@ pub async fn execute_list_up_for_sell( ) .await?; + crate::strategy_team::strategy_005::list_up_for_sell( + all_data, + exchange_info_vec, + trade_fee_vec, + ) + .await?; + + crate::strategy_team::strategy_006::list_up_for_sell( + all_data, + exchange_info_vec, + trade_fee_vec, + ) + .await?; + Ok(()) }