Add strategy005, 006
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@ -1,192 +1,377 @@
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// pub async fn strategist_005(
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// alldata: &AllData,
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// ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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// // print rt_price for debugging
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// // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT");
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// // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());
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use super::{
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dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins,
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limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
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Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
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RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData
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};
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// // 1st filtering: supertrend(ATR period 30, multiplier: 6.0, 30m close price), the area should be in UP area.
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// let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new();
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// let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
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// Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime)
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// let mut task_vec = Vec::new();
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// let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
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// for symbol in valid_symbol_vec_c {
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// let mut opclo_30m_vec: Vec<RealtimePriceData> = Vec::new();
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// let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
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// let filtered_2nd_symbols_arc_c = Arc::clone(&filtered_2nd_symbols_arc);
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// task_vec.push(tokio::spawn(async move {
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// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == symbol);
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// let supertrend_option_30m =
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// supertrend(&symbol, &rt_price_30m_vec_c, 30, 6.0, true).await;
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// Triple SuperTrend strategy
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// SuperTrend length: 20, multiplier: 1.5, BUY signal
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// ADX(10, 10) < 25.0
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pub async fn list_up_for_buy(
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alldata: AllData,
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) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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// print rt_price for debugging
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// let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT");
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// println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());
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// if opclo_30m_option.is_some() && supertrend_option_30m.is_some() {
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// opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
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// supertrend_vec = supertrend_option_30m.unwrap();
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// 1st filtering: lookup tables if the tradepair is already there
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let inspect_table_name_1 = String::from("buy_ordered_coin_list");
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let inspect_table_name_2 = String::from("sell_ordered_coin_list");
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let inspect_table_name_3 = String::from("pre_suggested_coin_list");
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let inspect_table_name_4 = String::from("suggested_coin_list");
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// if opclo_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 {
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// let supertrend_search_result = supertrend_vec.binary_search_by_key(
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// &opclo_30m_vec.last().unwrap().close_time,
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// |SupertrendData {
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// band_value,
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// signal,
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// area,
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// close_time,
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// }| *close_time,
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// );
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// if supertrend_search_result.is_ok() {
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// if supertrend_vec[supertrend_search_result.unwrap()]
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// .signal.as_ref().is_some_and(|signal| signal.contains("BUY"))
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// {
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// let mut filtered_2nd_symbols_lock =
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// filtered_2nd_symbols_arc_c.lock().await;
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// filtered_2nd_symbols_lock
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// .push((symbol.clone(), opclo_30m_vec.last().unwrap().close_time));
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// }
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// }
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// }
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// }
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// }));
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// }
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// try_join_all(task_vec).await?;
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let mut filtered_data_1st: Vec<FilteredData> = Vec::new();
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let mut filtered_data_1st_arc: Arc<Mutex<Vec<FilteredData>>> =
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Arc::new(Mutex::new(filtered_data_1st));
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let mut task_vec = Vec::new();
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// // 2nd filtering: lookup tables if the tradepair is already there
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// let inspect_table_name_1 = String::from("buy_ordered_coin_list");
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// let inspect_table_name_2 = String::from("sell_ordered_coin_list");
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// let inspect_table_name_3 = String::from("pre_suggested_coin_list");
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// let inspect_table_name_4 = String::from("suggested_coin_list");
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for symbol in &alldata.valid_symbol_vec {
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let mut exists_condition_build = String::from("symbol=\'");
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exists_condition_build.push_str(symbol.as_str());
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exists_condition_build.push_str("\' AND registerer=");
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exists_condition_build.push_str(5.to_string().as_str());
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// exists_condition_build.push_str("\' AND close_time=");
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// exists_condition_build.push_str(element.1.to_string().as_str());
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let exists_condition = Some(exists_condition_build);
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let exists_condition_c = exists_condition.clone();
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let inspect_table_name_1_c = inspect_table_name_1.clone();
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let inspect_table_name_2_c = inspect_table_name_2.clone();
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let inspect_table_name_3_c = inspect_table_name_3.clone();
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let inspect_table_name_4_c = inspect_table_name_4.clone();
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let symbol_c = symbol.clone();
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let filtered_data_1st_arc_c = Arc::clone(&filtered_data_1st_arc);
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task_vec.push(tokio::spawn(async move {
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let mut filtered_data = FilteredData::new();
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let inspect_result_1 =
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exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
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let inspect_result_2 =
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exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
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let inspect_result_3 =
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exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
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let inspect_result_4 =
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exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
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// let mut filtered_3rd_symbols: Vec<(String, i64)> = Vec::new();
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// let mut filtered_3rd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
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// Arc::new(Mutex::new(filtered_3rd_symbols)); // (symbol, closetime)
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// let mut task_vec = Vec::new();
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if inspect_result_1 == false
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&& inspect_result_2 == false
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&& inspect_result_3 == false
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&& inspect_result_4 == false
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{
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let mut filtered_data_1st_lock = filtered_data_1st_arc_c.lock().await;
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// let filtered_2nd_iter = filtered_2nd_symbols_arc.lock().await.clone().into_iter();
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// for element in filtered_2nd_iter {
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// let mut exists_condition_build = String::from("symbol=\'");
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// exists_condition_build.push_str(element.0.as_str());
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// exists_condition_build.push_str("\' AND registerer=");
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// exists_condition_build.push_str(5.to_string().as_str());
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// // exists_condition_build.push_str("\' AND close_time=");
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// // exists_condition_build.push_str(element.1.to_string().as_str());
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// let exists_condition = Some(exists_condition_build);
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// let exists_condition_c = exists_condition.clone();
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// let inspect_table_name_1_c = inspect_table_name_1.clone();
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// let inspect_table_name_2_c = inspect_table_name_2.clone();
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// let inspect_table_name_3_c = inspect_table_name_3.clone();
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// let inspect_table_name_4_c = inspect_table_name_4.clone();
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// let element_c = element.clone();
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// let filtered_3rd_symbols_arc_c = Arc::clone(&filtered_3rd_symbols_arc);
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// task_vec.push(tokio::spawn(async move {
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// let inspect_result_1 =
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// exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
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// let inspect_result_2 =
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// exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
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// let inspect_result_3 =
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// exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
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// let inspect_result_4 =
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// exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
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filtered_data.symbol = symbol_c;
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// if inspect_result_1 == false
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// && inspect_result_2 == false
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// && inspect_result_3 == false
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// && inspect_result_4 == false
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// {
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// let mut filtered_3rd_symbols_lock = filtered_3rd_symbols_arc_c.lock().await;
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// filtered_3rd_symbols_lock.push(element_c);
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// }
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// }));
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// }
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// try_join_all(task_vec).await?;
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filtered_data_1st_lock.push(filtered_data);
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}
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}));
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}
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try_join_all(task_vec).await?;
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// // 3rd filtering: heatmap volume(MA length 10, std length 10, 30m close price), the current candle should be Normal or Low.
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// let filtered_3rd_symbols_c = filtered_3rd_symbols_arc.lock().await.clone();
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// let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
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// for element in filtered_3rd_symbols_c {
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// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
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// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0);
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// if opclo_30m_option.is_some() {
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// let opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
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// 2nd filtering: supertrend(ATR period 20, multiplier: 1.5, 30m close price), signal should be BUY
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let filtered_data_1st = filtered_data_1st_arc.lock().await.clone();
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let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
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let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
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Arc::new(Mutex::new(filtered_data_2nd));
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let mut task_vec = Vec::new();
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// if opclo_30m_vec.len() >= 3 {
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// let heatmap_volume_option =
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// heatmap_volume(&element.0, &rt_price_30m_vec_c, 10, 10, 4.0, 2.5, 1.0, -0.5)
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// .await;
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// if heatmap_volume_option.is_some() {
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// let heatmap_volume_vec = heatmap_volume_option.unwrap();
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// let heatmap_search_result = heatmap_volume_vec.binary_search_by_key(
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// &element.1,
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// |HeatmapVolumeData {
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// heatmap_value,
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// heatmap_level,
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// close_time,
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// }| *close_time,
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// );
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// if heatmap_search_result.is_ok() {
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// if (heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level
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// == HeatMapLevel::Low
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// ||
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// heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level
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// == HeatMapLevel::Normal) &&
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// (heatmap_volume_vec[heatmap_search_result.unwrap()-1].heatmap_level
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// == HeatMapLevel::Low
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// ||
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// heatmap_volume_vec[heatmap_search_result.unwrap()-1].heatmap_level
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// == HeatMapLevel::Normal) &&
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// (heatmap_volume_vec[heatmap_search_result.unwrap()-2].heatmap_level
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// == HeatMapLevel::Low
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// ||
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// heatmap_volume_vec[heatmap_search_result.unwrap()-2].heatmap_level
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// == HeatMapLevel::Normal)
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// {
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// filtered_4th_symbols.push(element);
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// }
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// }
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// }
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// }
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// }
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// }
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for element in filtered_data_1st {
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let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
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let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
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let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc);
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task_vec.push(tokio::spawn(async move {
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let rt_30m_option = rt_price_30m_vec_c
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.iter()
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.position(|x| *x.0 == element.symbol);
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let supertrend_option_30m =
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supertrend(&element.symbol, &rt_price_30m_vec_c, 20, 1.5, true).await;
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// // final job: adding price information to filtered results
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// let mut filtered_symbols: Vec<(String, i64, f64)> = Vec::new(); // (symbol, closetime, current price)
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// let mut filtered_symbols_arc = Arc::new(Mutex::new(filtered_symbols));
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// let mut task_vec = Vec::new();
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// for element in filtered_4th_symbols {
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// let mut filtered_symbols_arc_c = Arc::clone(&filtered_symbols_arc);
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// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
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if rt_30m_option.is_some() && supertrend_option_30m.is_some() {
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rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
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supertrend_vec = supertrend_option_30m.unwrap();
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// let elememt_c = element.clone();
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// task_vec.push(tokio::spawn(async move {
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// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0);
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// if opclo_30m_option.is_some() {
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// if rt_price_30m_vec_c[opclo_30m_option.unwrap()]
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// .1
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// .last()
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// .is_some()
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// {
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// let mut filtered_symbols_lock: tokio::sync::MutexGuard<
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// '_,
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// Vec<(String, i64, f64)>,
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// > = filtered_symbols_arc_c.lock().await;
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// filtered_symbols_lock.push((
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// elememt_c.0,
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// elememt_c.1,
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// rt_price_30m_vec_c[opclo_30m_option.unwrap()]
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// .1
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if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 {
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let supertrend_search_result = supertrend_vec.binary_search_by_key(
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&rt_30m_vec.last().unwrap().close_time,
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|SupertrendData {
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band_value,
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signal,
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area,
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close_time,
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}| *close_time,
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);
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if supertrend_search_result.is_ok() {
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let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap();
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if supertrend_vec[supertrend_search_result.unwrap()].signal.as_ref().is_some_and(|x| x.contains("BUY"))
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&& current_price
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< rust_decimal::prelude::FromPrimitive::from_f64(
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supertrend_vec[supertrend_search_result.unwrap()-1].band_value * 1.002,
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)
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.unwrap()
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&& supertrend_vec[supertrend_search_result.unwrap()-1].band_value > supertrend_vec[supertrend_search_result.unwrap()].band_value
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{
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let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await;
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let mut filtered_data = FilteredData::new();
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filtered_data.symbol = element.symbol.clone();
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filtered_data.closetime = supertrend_vec[supertrend_search_result.unwrap()].close_time;
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filtered_data.current_price = current_price;
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filtered_data.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap();
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let target_price = decimal_add(
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filtered_data.current_price,
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decimal_sub(filtered_data.current_price, filtered_data.stoploss),
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);
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filtered_data.target_price = target_price;
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filtered_data_2nd_lock.push(filtered_data);
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}
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}
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}
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}
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}));
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}
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try_join_all(task_vec).await?;
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// 3rd filtering: ADX(10, 10) < 25.0
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let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone();
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let mut filtered_data_3rd: Vec<FilteredData> = Vec::new();
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let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
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Arc::new(Mutex::new(filtered_data_3rd));
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let mut task_vec = Vec::new();
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let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
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let adx_vec = adx(10, 10, &alldata.rt_price_30m_vec, &filtered_data_2nd).await?;
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for element in filtered_data_2nd {
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let mut adx_vec_c = adx_vec.clone();
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let symbol = element.symbol.clone();
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let close_time = element.closetime;
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let idx_result = adx_vec.iter().position(|elem| elem.0 == symbol);
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let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc);
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if idx_result.is_some(){
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task_vec.push(tokio::spawn(async move {
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let closetime_idx_result = adx_vec_c[idx_result.unwrap()].1.iter().position(|elem| elem.close_time==close_time);
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if closetime_idx_result.is_some() {
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if adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()].adx < 25.0 {
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let mut filtered_3rd_symbols_lock =
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filtered_data_3rd_arc_c.lock().await;
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let mut filtered_data = FilteredData::new();
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filtered_data.symbol = element.symbol.clone();
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filtered_data.closetime = element.closetime;
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filtered_data.current_price = element.current_price;
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filtered_data.stoploss = element.stoploss;
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filtered_data.target_price = element.target_price;
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filtered_3rd_symbols_lock.push(filtered_data);
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}
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}
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}));
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}
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}
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try_join_all(task_vec).await?;
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// 4th filtering: supertrend(ATR period 3, multiplier: 1.1, 1d close price), the area should be in UP area.
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let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone();
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let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
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let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
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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<RealtimePriceData> = Vec::new();
|
||||
let mut supertrend_vec: Vec<SupertrendData> = 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<FilteredData> = Vec::new();
|
||||
let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||
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<SupertrendData> = 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<ExchangeInfo>,
|
||||
trade_fee_vec: &Vec<TradeFee>,
|
||||
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
|
||||
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<SupertrendData> = 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()
|
||||
// .close_price,
|
||||
// ));
|
||||
// }
|
||||
// }
|
||||
// }));
|
||||
// .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;
|
||||
// }
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// try_join_all(task_vec).await?;
|
||||
|
||||
// let a = filtered_symbols_arc.lock().await.clone();
|
||||
// insert_pre_suggested_coins(5, false, &a, alldata).await;
|
||||
|
||||
// Ok(())
|
||||
// }
|
||||
Ok(())
|
||||
}
|
||||
|
|
|
|||
|
|
@ -1,203 +1,385 @@
|
|||
// pub async fn strategist_006(
|
||||
// alldata: &AllData,
|
||||
// ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
|
||||
// // 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<Mutex<Vec<(String, i64)>>> =
|
||||
// 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<RealtimePriceData> = 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<dyn std::error::Error + Send + Sync>> {
|
||||
// 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<FilteredData> = Vec::new();
|
||||
let mut filtered_data_1st_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||
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<Mutex<Vec<(String, i64)>>> =
|
||||
// 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<FilteredData> = Vec::new();
|
||||
let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||
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<RsiData>)> = 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<StochRsiData> = 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<RealtimePriceData> = Vec::new();
|
||||
let mut supertrend_vec: Vec<SupertrendData> = 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<RealtimePriceData> = Vec::new();
|
||||
// let mut ema3_1d_vec: &Vec<EmaData> = &Vec::new();
|
||||
// let mut ema10_1d_vec: &Vec<EmaData> = &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<EmaData>)> = ema(
|
||||
// 3,
|
||||
// &alldata.rt_price_1d_vec,
|
||||
// &filtered_4th_symbols,
|
||||
// )
|
||||
// .await?;
|
||||
// let ema10_1d_data: Vec<(String, Vec<EmaData>)> = 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<FilteredData> = Vec::new();
|
||||
let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||
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<FilteredData> = Vec::new();
|
||||
let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||
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<RealtimePriceData> = Vec::new();
|
||||
let mut supertrend_vec: Vec<SupertrendData> = 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
|
||||
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<FilteredData> = Vec::new();
|
||||
let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||
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<SupertrendData> = 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(6, false, &final_filtered_data, &alldata).await;
|
||||
|
||||
Ok(())
|
||||
}
|
||||
|
||||
pub async fn list_up_for_sell(
|
||||
all_data: &AllData,
|
||||
exchange_info_vec: &Vec<ExchangeInfo>,
|
||||
trade_fee_vec: &Vec<TradeFee>,
|
||||
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
|
||||
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<SupertrendData> = 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()
|
||||
// .close_price,
|
||||
// ));
|
||||
// }
|
||||
// }
|
||||
// }));
|
||||
// .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;
|
||||
// }
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// try_join_all(task_vec).await?;
|
||||
|
||||
// let a = filtered_symbols_arc.lock().await.clone();
|
||||
// insert_pre_suggested_coins(6, true, &a, alldata).await;
|
||||
|
||||
// Ok(())
|
||||
// }
|
||||
Ok(())
|
||||
}
|
||||
|
|
|
|||
|
|
@ -34,19 +34,23 @@ pub async fn execute_list_up_for_buy(
|
|||
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
|
||||
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(())
|
||||
}
|
||||
|
||||
|
|
|
|||
Loading…
Reference in New Issue
Block a user