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This commit is contained in:
Sik Yoon 2023-12-02 03:00:17 +09:00
parent 8d74ec64de
commit 16440be796
5 changed files with 845 additions and 610 deletions
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84
src/coex/order_team.rs
View File

@ -636,6 +636,13 @@ async fn update_repeat_task(
), ),
decimal_sub(dec!(1), trade_fee), decimal_sub(dec!(1), trade_fee),
); );
// TODO: sell_count >=1 이면 expected_get_usdt 는 한번만 tradefee만 적용하여 업데이트 할 것. 현재는 수수료를 2번 (매수,매도)를 계산함. 아래 변수에 든 값으로 업데이트 하면 됨
// let expected_get_usdt =
// decimal_mul(base_qty_to_be_ordered, price).round_dp_with_strategy(
// quote_commission_precision,
// RoundingStrategy::ToZero,
// );
let pure_profit_percent = ((expected_get_usdt.to_f64().unwrap() let pure_profit_percent = ((expected_get_usdt.to_f64().unwrap()
/ element.used_usdt.to_f64().unwrap()) / element.used_usdt.to_f64().unwrap())
- 1.0) - 1.0)
@ -725,7 +732,8 @@ pub async fn limit_order_sell(
.iter() .iter()
.position(|trade_fee| trade_fee.symbol == buy_ordered_coin.symbol); .position(|trade_fee| trade_fee.symbol == buy_ordered_coin.symbol);
if quote_asset_precision_option.is_some() && trade_fee_option.is_some() { if quote_asset_precision_option.is_some() && trade_fee_option.is_some() {
let quote_asset_precision = exchange_info_vec[quote_asset_precision_option.unwrap()].quote_asset_precision; let quote_asset_precision =
exchange_info_vec[quote_asset_precision_option.unwrap()].quote_asset_precision;
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission; let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission;
let get_usdt = decimal_mul(sell_base_quantity, sell_base_price) let get_usdt = decimal_mul(sell_base_quantity, sell_base_price)
@ -837,7 +845,9 @@ pub async fn limit_order_sell(
.iter() .iter()
.position(|trade_fee| trade_fee.symbol == buy_ordered_coin.symbol); .position(|trade_fee| trade_fee.symbol == buy_ordered_coin.symbol);
if quote_asset_precision_option.is_some() && trade_fee_option.is_some() { if quote_asset_precision_option.is_some() && trade_fee_option.is_some() {
let quote_asset_precision = exchange_info_vec[quote_asset_precision_option.unwrap()].quote_asset_precision; let quote_asset_precision = exchange_info_vec
[quote_asset_precision_option.unwrap()]
.quote_asset_precision;
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission; let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission;
let get_usdt = rust_decimal::prelude::FromStr::from_str( let get_usdt = rust_decimal::prelude::FromStr::from_str(
T.get("cummulativeQuoteQty").unwrap().as_str().unwrap(), T.get("cummulativeQuoteQty").unwrap().as_str().unwrap(),
@ -871,7 +881,8 @@ pub async fn limit_order_sell(
quote_asset_precision, quote_asset_precision,
RoundingStrategy::ToZero, RoundingStrategy::ToZero,
); );
insert_value_container.push(sell_price.to_string()); // sell_price insert_value_container.push(sell_price.to_string());
// sell_price
} else { } else {
insert_value_container.push(0.0.to_string()); // sell_price insert_value_container.push(0.0.to_string()); // sell_price
} }
@ -1194,7 +1205,8 @@ pub async fn cancel_buy_order(
.position(|exchange_info| exchange_info.symbol == order.symbol); .position(|exchange_info| exchange_info.symbol == order.symbol);
if trade_fee_option.is_some() && base_asset_precision_option.is_some() { if trade_fee_option.is_some() && base_asset_precision_option.is_some() {
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission; let trade_fee =
trade_fee_vec[trade_fee_option.unwrap()].takercommission;
let base_qty_ordered = rust_decimal::prelude::FromStr::from_str( let base_qty_ordered = rust_decimal::prelude::FromStr::from_str(
T.get("executedQty").unwrap().as_str().unwrap(), T.get("executedQty").unwrap().as_str().unwrap(),
@ -1204,7 +1216,9 @@ pub async fn cancel_buy_order(
let base_qty_fee_adjusted = let base_qty_fee_adjusted =
decimal_mul(base_qty_ordered, decimal_sub(dec!(1), trade_fee)); decimal_mul(base_qty_ordered, decimal_sub(dec!(1), trade_fee));
let base_asset_precision = exchange_info_vec[base_asset_precision_option.unwrap()].base_asset_precision; let base_asset_precision = exchange_info_vec
[base_asset_precision_option.unwrap()]
.base_asset_precision;
let buy_price = decimal_div(cummulative_quote_qty, base_qty_ordered) let buy_price = decimal_div(cummulative_quote_qty, base_qty_ordered)
.round_dp_with_strategy(8, RoundingStrategy::ToZero); .round_dp_with_strategy(8, RoundingStrategy::ToZero);
@ -1231,9 +1245,15 @@ pub async fn cancel_buy_order(
// update available_usdt // update available_usdt
if order.used_usdt > cummulative_quote_qty { if order.used_usdt > cummulative_quote_qty {
add_available_usdt(decimal_sub(order.used_usdt, cummulative_quote_qty)); add_available_usdt(decimal_sub(
order.used_usdt,
cummulative_quote_qty,
));
} else { } else {
sub_available_usdt(decimal_sub(cummulative_quote_qty, order.used_usdt)); sub_available_usdt(decimal_sub(
cummulative_quote_qty,
order.used_usdt,
));
} }
println!("partially buy {}", order.symbol); println!("partially buy {}", order.symbol);
} }
@ -1357,7 +1377,7 @@ pub async fn cancel_sell_order(
insert_value_container.push(order.buy_price.to_string()); // buy_price insert_value_container.push(order.buy_price.to_string()); // buy_price
insert_value_container.push(0.0.to_string()); // current_price insert_value_container.push(0.0.to_string()); // current_price
insert_value_container.push(order.stoploss.to_string()); // stoploss insert_value_container.push(order.stoploss.to_string()); // stoploss
insert_value_container.push(order.target_price.to_string()); // current_price insert_value_container.push(order.target_price.to_string()); // target_price
insert_value_container.push(order.base_qty_ordered.to_string()); // base_qty_ordered insert_value_container.push(order.base_qty_ordered.to_string()); // base_qty_ordered
insert_value_container.push(order.base_qty_ordered.to_string()); // base_qty_fee_adjusted insert_value_container.push(order.base_qty_ordered.to_string()); // base_qty_fee_adjusted
insert_value_container.push(0.0.to_string()); // pure_profit_percent insert_value_container.push(0.0.to_string()); // pure_profit_percent
@ -1377,8 +1397,11 @@ pub async fn cancel_sell_order(
.position(|trade_fee| trade_fee.symbol == order.symbol); .position(|trade_fee| trade_fee.symbol == order.symbol);
if quote_asset_precision_option.is_some() && trade_fee_option.is_some() { if quote_asset_precision_option.is_some() && trade_fee_option.is_some() {
let quote_asset_precision = exchange_info_vec[quote_asset_precision_option.unwrap()].quote_asset_precision; let quote_asset_precision = exchange_info_vec
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission; [quote_asset_precision_option.unwrap()]
.quote_asset_precision;
let trade_fee =
trade_fee_vec[trade_fee_option.unwrap()].takercommission;
if base_qty_executed == base_qty_ordered { if base_qty_executed == base_qty_ordered {
// FILLED case // FILLED case
// update status FILLED // update status FILLED
@ -1423,7 +1446,8 @@ pub async fn cancel_sell_order(
pure_profit_percent.to_string(), pure_profit_percent.to_string(),
), ),
]; ];
let update_condition = vec![(String::from("id"), order.id.to_string())]; let update_condition =
vec![(String::from("id"), order.id.to_string())];
update_record3(&table_name, &update_values, &update_condition) update_record3(&table_name, &update_values, &update_condition)
.await .await
.unwrap(); .unwrap();
@ -1448,7 +1472,10 @@ pub async fn cancel_sell_order(
RoundingStrategy::ToZero, RoundingStrategy::ToZero,
); );
let pure_profit_percent = decimal_mul( let pure_profit_percent = decimal_mul(
decimal_sub(decimal_div(get_usdt_fee_adjusted, get_usdt), dec!(1)), decimal_sub(
decimal_div(get_usdt_fee_adjusted, get_usdt),
dec!(1),
),
dec!(100), dec!(100),
); );
@ -1475,13 +1502,15 @@ pub async fn cancel_sell_order(
pure_profit_percent.to_string(), pure_profit_percent.to_string(),
), ),
]; ];
let update_condition = vec![(String::from("id"), order.id.to_string())]; let update_condition =
vec![(String::from("id"), order.id.to_string())];
update_record3(&table_name, &update_values, &update_condition) update_record3(&table_name, &update_values, &update_condition)
.await .await
.unwrap(); .unwrap();
// insert record in [buy_ordered_coin_list] // insert record in [buy_ordered_coin_list]
let rest_base_qty = decimal_sub(base_qty_ordered, base_qty_executed); let rest_base_qty =
decimal_sub(base_qty_ordered, base_qty_executed);
let rest_base_qty_fee_adjusted = let rest_base_qty_fee_adjusted =
decimal_mul(rest_base_qty, decimal_sub(dec!(1), trade_fee)); decimal_mul(rest_base_qty, decimal_sub(dec!(1), trade_fee));
let mut insert_values: Vec<Vec<String>> = Vec::new(); let mut insert_values: Vec<Vec<String>> = Vec::new();
@ -1668,7 +1697,9 @@ pub async fn query_buy_order(
if trade_fee_option.is_some() && base_asset_precision_option.is_some() { if trade_fee_option.is_some() && base_asset_precision_option.is_some() {
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission; let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission;
let base_asset_precision = exchange_info_vec[base_asset_precision_option.unwrap()].base_asset_precision; let base_asset_precision = exchange_info_vec
[base_asset_precision_option.unwrap()]
.base_asset_precision;
let base_qty_ordered = rust_decimal::prelude::FromStr::from_str( let base_qty_ordered = rust_decimal::prelude::FromStr::from_str(
T.get("executedQty").unwrap().as_str().unwrap(), T.get("executedQty").unwrap().as_str().unwrap(),
) )
@ -1709,13 +1740,18 @@ pub async fn query_buy_order(
println!("buy {}", order.symbol); println!("buy {}", order.symbol);
// update available_usdt // update available_usdt
if order.used_usdt > cummulative_quote_qty { if order.used_usdt > cummulative_quote_qty {
add_available_usdt(decimal_sub(order.used_usdt, cummulative_quote_qty)); add_available_usdt(decimal_sub(
order.used_usdt,
cummulative_quote_qty,
));
} else { } else {
sub_available_usdt(decimal_sub(cummulative_quote_qty, order.used_usdt)); sub_available_usdt(decimal_sub(
cummulative_quote_qty,
order.used_usdt,
));
} }
} }
} }
} else if T.get("status").unwrap().as_str().unwrap() == "CANCELED" { } else if T.get("status").unwrap().as_str().unwrap() == "CANCELED" {
let update_table_name = String::from("suggested_coin_list"); let update_table_name = String::from("suggested_coin_list");
let update_condition = vec![ let update_condition = vec![
@ -1790,14 +1826,20 @@ pub async fn query_sell_order(
.position(|trade_fee| trade_fee.symbol == order.symbol); .position(|trade_fee| trade_fee.symbol == order.symbol);
if quote_asset_precision_option.is_some() && trade_fee_option.is_some() { if quote_asset_precision_option.is_some() && trade_fee_option.is_some() {
let quote_asset_precision = exchange_info_vec[quote_asset_precision_option.unwrap()].quote_asset_precision; let quote_asset_precision = exchange_info_vec
[quote_asset_precision_option.unwrap()]
.quote_asset_precision;
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission; let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission;
let get_usdt = rust_decimal::prelude::FromStr::from_str( let get_usdt = rust_decimal::prelude::FromStr::from_str(
T.get("cummulativeQuoteQty").unwrap().as_str().unwrap(), T.get("cummulativeQuoteQty").unwrap().as_str().unwrap(),
) )
.unwrap(); .unwrap();
let get_usdt_fee_adjusted = decimal_mul(get_usdt, decimal_sub(dec!(1), trade_fee)) let get_usdt_fee_adjusted =
.round_dp_with_strategy(quote_asset_precision, RoundingStrategy::ToZero); decimal_mul(get_usdt, decimal_sub(dec!(1), trade_fee))
.round_dp_with_strategy(
quote_asset_precision,
RoundingStrategy::ToZero,
);
let ordered_base_qty = rust_decimal::prelude::FromStr::from_str( let ordered_base_qty = rust_decimal::prelude::FromStr::from_str(
T.get("executedQty").unwrap().as_str().unwrap(), T.get("executedQty").unwrap().as_str().unwrap(),
) )

4
src/strategy_team/mod.rs
View File

@ -9,6 +9,7 @@ pub mod strategy_manager;
use crate::coex::order_team::{limit_order_sell, select_filled_buy_orders}; use crate::coex::order_team::{limit_order_sell, select_filled_buy_orders};
use crate::coin_health_check_team::request_others::{ExchangeInfo, TradeFee}; use crate::coin_health_check_team::request_others::{ExchangeInfo, TradeFee};
use crate::database_control::*; use crate::database_control::*;
use crate::decimal_funcs::*;
use crate::value_estimation_team::datapoints::price_data::RealtimePriceData; use crate::value_estimation_team::datapoints::price_data::RealtimePriceData;
use crate::value_estimation_team::indicators::bollingerband::{bollingerband, BollingerBandData}; use crate::value_estimation_team::indicators::bollingerband::{bollingerband, BollingerBandData};
use crate::value_estimation_team::indicators::ema::{ema, EmaData}; use crate::value_estimation_team::indicators::ema::{ema, EmaData};
@ -24,11 +25,10 @@ use futures::future::try_join_all;
use reqwest::{Client, ClientBuilder}; use reqwest::{Client, ClientBuilder};
use rust_decimal::{prelude::FromPrimitive, prelude::ToPrimitive, Decimal, RoundingStrategy}; use rust_decimal::{prelude::FromPrimitive, prelude::ToPrimitive, Decimal, RoundingStrategy};
use rust_decimal_macros::dec; use rust_decimal_macros::dec;
use crate::decimal_funcs::*;
use sqlx::FromRow; use sqlx::FromRow;
use std::sync::Arc; use std::sync::Arc;
use tokio::sync::Mutex;
use strategy_manager::insert_pre_suggested_coins; use strategy_manager::insert_pre_suggested_coins;
use tokio::sync::Mutex;
#[derive(Debug, Clone)] #[derive(Debug, Clone)]
pub struct AllData { pub struct AllData {

903
src/strategy_team/strategy_003.rs
View File

@ -1,442 +1,495 @@
use super::{ // use super::{
dec, ema, exists_record, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, // dec, ema, exists_record, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi,
supertrend, try_join_all, AllData, Arc, Client, ClientBuilder, EmaData, ExchangeInfo, Mutex, // supertrend, try_join_all, AllData, Arc, Client, ClientBuilder, EmaData, ExchangeInfo, Mutex,
RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, // RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee,
}; // insert_pre_suggested_coins, Decimal, FilteredData, decimal_add, decimal_sub
// };
pub async fn list_up_for_buy( // pub async fn list_up_for_buy(
alldata: &AllData, // alldata: AllData,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> { // ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
// print rt_price for debugging // // print rt_price for debugging
// let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT"); // // 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()); // // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());
// 1st filtering: supertrend(ATR period 100, multiplier: 6.0, 30m close price), the area should be in UP area. // // 1st filtering: lookup tables if the tradepair is already there
let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new(); // let inspect_table_name_1 = String::from("buy_ordered_coin_list");
let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> = // let inspect_table_name_2 = String::from("sell_ordered_coin_list");
Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime) // let inspect_table_name_3 = String::from("pre_suggested_coin_list");
let mut task_vec = Vec::new(); // let inspect_table_name_4 = String::from("suggested_coin_list");
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();
let mut supertrend_vec: Vec<SupertrendData> = 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, 100, 6.0, true).await;
if opclo_30m_option.is_some() && supertrend_option_30m.is_some() { // let mut filtered_data_1st: Vec<FilteredData> = Vec::new();
opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone(); // let mut filtered_data_1st_arc: Arc<Mutex<Vec<FilteredData>>> =
supertrend_vec = supertrend_option_30m.unwrap(); // Arc::new(Mutex::new(filtered_data_1st));
// let mut task_vec = Vec::new();
if opclo_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 { // for symbol in &alldata.valid_symbol_vec {
let supertrend_search_result = supertrend_vec.binary_search_by_key( // let mut exists_condition_build = String::from("symbol=\'");
&opclo_30m_vec.last().unwrap().close_time, // exists_condition_build.push_str(symbol.as_str());
|SupertrendData { // exists_condition_build.push_str("\' AND registerer=");
band_value, // exists_condition_build.push_str(3.to_string().as_str());
signal, // // exists_condition_build.push_str("\' AND close_time=");
area, // // exists_condition_build.push_str(element.1.to_string().as_str());
close_time, // let exists_condition = Some(exists_condition_build);
}| *close_time, // let exists_condition_c = exists_condition.clone();
); // let inspect_table_name_1_c = inspect_table_name_1.clone();
if supertrend_search_result.is_ok() { // let inspect_table_name_2_c = inspect_table_name_2.clone();
if supertrend_vec[supertrend_search_result.unwrap()] // let inspect_table_name_3_c = inspect_table_name_3.clone();
.area // let inspect_table_name_4_c = inspect_table_name_4.clone();
.contains("UP") // let symbol_c = symbol.clone();
{ // let filtered_data_1st_arc_c = Arc::clone(&filtered_data_1st_arc);
let mut filtered_2nd_symbols_lock = // task_vec.push(tokio::spawn(async move {
filtered_2nd_symbols_arc_c.lock().await; // let mut filtered_data = FilteredData::new();
filtered_2nd_symbols_lock // let inspect_result_1 =
.push((symbol.clone(), opclo_30m_vec.last().unwrap().close_time)); // 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;
try_join_all(task_vec).await?;
// 2nd filtering: lookup tables if the tradepair is already there // if inspect_result_1 == false
let inspect_table_name_1 = String::from("buy_ordered_coin_list"); // && inspect_result_2 == false
let inspect_table_name_2 = String::from("sell_ordered_coin_list"); // && inspect_result_3 == false
let inspect_table_name_3 = String::from("pre_suggested_coin_list"); // && inspect_result_4 == false
let inspect_table_name_4 = String::from("suggested_coin_list"); // {
// let mut filtered_data_1st_lock = filtered_data_1st_arc_c.lock().await;
let mut filtered_3rd_symbols: Vec<(String, i64)> = Vec::new(); // filtered_data.symbol = symbol_c;
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();
let filtered_2nd_iter = filtered_2nd_symbols_arc.lock().await.clone().into_iter(); // filtered_data_1st_lock.push(filtered_data);
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="); // try_join_all(task_vec).await?;
exists_condition_build.push_str(3.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;
if inspect_result_1 == false // // 1st filtering: supertrend(ATR period 100, multiplier: 6.0, 30m close price), the area should be in UP area.
&& inspect_result_2 == false // let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new();
&& inspect_result_3 == false // let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
&& inspect_result_4 == false // Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime)
{ // let mut task_vec = Vec::new();
let mut filtered_3rd_symbols_lock = filtered_3rd_symbols_arc_c.lock().await; // let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
filtered_3rd_symbols_lock.push(element_c); // for symbol in valid_symbol_vec_c {
}
}));
}
try_join_all(task_vec).await?;
// 3rd filtering: EMA30 > EMA 150
let filtered_3rd_symbols_c = filtered_3rd_symbols_arc.lock().await.clone();
let ema30_30m_data: Vec<(String, Vec<EmaData>)> =
ema(30, &alldata.rt_price_30m_vec, &filtered_3rd_symbols_c).await?;
let ema150_30m_data: Vec<(String, Vec<EmaData>)> =
ema(150, &alldata.rt_price_30m_vec, &filtered_3rd_symbols_c).await?;
let mut task_vec = Vec::new();
let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new();
let mut filtered_4th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
Arc::new(Mutex::new(filtered_4th_symbols)); // (symbol, closetime)
for element in filtered_3rd_symbols_c {
let mut ema30_30m_vec: Vec<EmaData> = Vec::new();
let mut ema150_30m_vec: Vec<EmaData> = Vec::new();
let ema30_30m_option = ema30_30m_data.iter().position(|x| *x.0 == element.0);
let ema30_30m_option_c = ema30_30m_option.clone();
let ema150_30m_option = ema150_30m_data.iter().position(|x| *x.0 == element.0);
let ema150_30m_option_c = ema150_30m_option.clone();
let element_c = element.clone();
let filtered_4th_symbols_arc_c = Arc::clone(&filtered_4th_symbols_arc);
if ema30_30m_option_c.is_some() && ema150_30m_option_c.is_some() {
ema30_30m_vec = ema30_30m_data[ema30_30m_option.unwrap()].1.clone();
ema150_30m_vec = ema150_30m_data[ema150_30m_option.unwrap()].1.clone();
if ema30_30m_vec.len() >= 10 && ema150_30m_vec.len() >= 10 {
let ema30_30m_vec_c = ema30_30m_vec.clone();
let ema150_30m_vec_c = ema150_30m_vec.clone();
task_vec.push(tokio::spawn(async move {
let ema30_search_result = ema30_30m_vec_c.binary_search_by_key(
&element_c.1,
|&EmaData {
ema_value,
close_time,
}| close_time,
);
let ema150_search_result = ema150_30m_vec_c.binary_search_by_key(
&element_c.1,
|&EmaData {
ema_value,
close_time,
}| close_time,
);
if ema30_search_result.is_ok() && ema150_search_result.is_ok() {
if ema30_30m_vec_c[ema30_search_result.unwrap() - 3].ema_value
> ema150_30m_vec_c[ema150_search_result.unwrap() - 3].ema_value
&& ema30_30m_vec_c[ema30_search_result.unwrap() - 2].ema_value
> ema150_30m_vec_c[ema150_search_result.unwrap() - 2].ema_value
&& ema30_30m_vec_c[ema30_search_result.unwrap() - 1].ema_value
> ema150_30m_vec_c[ema150_search_result.unwrap() - 1].ema_value
&& ema30_30m_vec_c[ema30_search_result.unwrap()].ema_value
> ema150_30m_vec_c[ema150_search_result.unwrap()].ema_value
&& ema30_30m_vec_c[ema30_search_result.unwrap()].ema_value
> ema30_30m_vec_c[ema30_search_result.unwrap() - 1].ema_value
&& ema30_30m_vec_c[ema30_search_result.unwrap() - 1].ema_value
> ema30_30m_vec_c[ema30_search_result.unwrap() - 2].ema_value
&& ema30_30m_vec_c[ema30_search_result.unwrap() - 2].ema_value
> ema30_30m_vec_c[ema30_search_result.unwrap() - 3].ema_value
{
let mut filtered_4th_symbols_lock =
filtered_4th_symbols_arc_c.lock().await;
filtered_4th_symbols_lock.push(element_c);
}
}
}));
}
}
}
try_join_all(task_vec).await?;
// 4th filtering: StochRSI (RSI length: 10, Stoch length: 10, smooth k: 3, smooth d: 3) 20 > k > kn-1 > kn-2 > kn-3,
let filtered_4th_symbol_c = filtered_4th_symbols_arc.lock().await.clone();
let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> =
rsi(10, &alldata.rt_price_30m_vec, &filtered_4th_symbol_c).await?;
let stoch_rsi_data = stoch_rsi(&rsi10_30m_data, 10, 3, 3).await?;
let mut stoch_rsi10_30m_vec: Vec<StochRsiData> = Vec::new();
let mut filtered_5th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
for element in filtered_4th_symbol_c {
let stoch_rsi10_30m_option = stoch_rsi_data.iter().position(|x| *x.0 == element.0);
if stoch_rsi10_30m_option.is_some() {
stoch_rsi10_30m_vec = stoch_rsi_data[stoch_rsi10_30m_option.unwrap()].1.clone();
if stoch_rsi10_30m_vec.len() >= 3 {
let stoch_rsi_search_result = stoch_rsi10_30m_vec
.binary_search_by_key(&element.1, |&StochRsiData { k, d, close_time }| {
close_time
});
if stoch_rsi_search_result.is_ok() {
if 10.0 > stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap()].k
&& stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap()].k
> stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 1].k
&& stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 1].k
<= stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 2].k
&& stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 2].k
<= stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 3].k
{
filtered_5th_symbols.push(element);
}
}
}
}
}
// 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();
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,
));
}
}
}));
}
try_join_all(task_vec).await?;
// TODO: abnormal price filtering (too high current price)
// 6th filtering condition: MACD
// let mut opclo_30m_vec: Vec<RealtimePriceData> = Vec::new(); // let mut opclo_30m_vec: Vec<RealtimePriceData> = Vec::new();
// let mut ema3_1d_vec: &Vec<EmaData> = &Vec::new(); // let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
// let mut ema10_1d_vec: &Vec<EmaData> = &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, 100, 6.0, true).await;
// let mut filtered_7th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime) // if opclo_30m_option.is_some() && supertrend_option_30m.is_some() {
// for element in filtered_6th_symbols { // opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
// let ema3_1d_option = alldata.ema3_1d_data.iter().position(|x| *x.0 == *element.0); // supertrend_vec = supertrend_option_30m.unwrap();
// let ema10_1d_option = alldata.ema10_1d_data.iter().position(|x| *x.0 == *element.0);
// if ema3_1d_option.is_some() && ema10_1d_option.is_some() { // if opclo_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 {
// ema3_1d_vec = &alldata.ema3_1d_data[ema3_1d_option.unwrap()].1; // let supertrend_search_result = supertrend_vec.binary_search_by_key(
// ema10_1d_vec = &alldata.ema10_1d_data[ema10_1d_option.unwrap()].1; // &opclo_30m_vec.last().unwrap().close_time,
// |SupertrendData {
// if ema3_1d_vec.len() > 20 && ema10_1d_vec.len() > 20 { // band_value,
// let macd_vec = ema_macd(&ema3_1d_vec, &ema10_1d_vec, 10).await?; // signal,
// // let macd_search_result = macd_vec.binary_search_by_key(&element.1, |&EmaMacd{macd_value, close_time}|close_time); // area,
// close_time,
// // if macd_search_result.is_ok() { // }| *close_time,
// if macd_vec.last().unwrap().macd_value - macd_vec[macd_vec.len() -2].macd_value >= 0.0 { // );
// filtered_7th_symbols.push(element); // if supertrend_search_result.is_ok() {
// if supertrend_vec[supertrend_search_result.unwrap()]
// .area
// .contains("UP")
// {
// 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?;
// // 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");
// 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();
// 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(3.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;
// 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?;
// // 3rd filtering: EMA30 > EMA 150
// let filtered_3rd_symbols_c = filtered_3rd_symbols_arc.lock().await.clone();
// let ema30_30m_data: Vec<(String, Vec<EmaData>)> =
// ema(30, &alldata.rt_price_30m_vec, &filtered_3rd_symbols_c).await?;
// let ema150_30m_data: Vec<(String, Vec<EmaData>)> =
// ema(150, &alldata.rt_price_30m_vec, &filtered_3rd_symbols_c).await?;
// let mut task_vec = Vec::new();
// let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new();
// let mut filtered_4th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
// Arc::new(Mutex::new(filtered_4th_symbols)); // (symbol, closetime)
// for element in filtered_3rd_symbols_c {
// let mut ema30_30m_vec: Vec<EmaData> = Vec::new();
// let mut ema150_30m_vec: Vec<EmaData> = Vec::new();
// let ema30_30m_option = ema30_30m_data.iter().position(|x| *x.0 == element.0);
// let ema30_30m_option_c = ema30_30m_option.clone();
// let ema150_30m_option = ema150_30m_data.iter().position(|x| *x.0 == element.0);
// let ema150_30m_option_c = ema150_30m_option.clone();
// let element_c = element.clone();
// let filtered_4th_symbols_arc_c = Arc::clone(&filtered_4th_symbols_arc);
// if ema30_30m_option_c.is_some() && ema150_30m_option_c.is_some() {
// ema30_30m_vec = ema30_30m_data[ema30_30m_option.unwrap()].1.clone();
// ema150_30m_vec = ema150_30m_data[ema150_30m_option.unwrap()].1.clone();
// if ema30_30m_vec.len() >= 10 && ema150_30m_vec.len() >= 10 {
// let ema30_30m_vec_c = ema30_30m_vec.clone();
// let ema150_30m_vec_c = ema150_30m_vec.clone();
// task_vec.push(tokio::spawn(async move {
// let ema30_search_result = ema30_30m_vec_c.binary_search_by_key(
// &element_c.1,
// |&EmaData {
// ema_value,
// close_time,
// }| close_time,
// );
// let ema150_search_result = ema150_30m_vec_c.binary_search_by_key(
// &element_c.1,
// |&EmaData {
// ema_value,
// close_time,
// }| close_time,
// );
// if ema30_search_result.is_ok() && ema150_search_result.is_ok() {
// if ema30_30m_vec_c[ema30_search_result.unwrap() - 3].ema_value
// > ema150_30m_vec_c[ema150_search_result.unwrap() - 3].ema_value
// && ema30_30m_vec_c[ema30_search_result.unwrap() - 2].ema_value
// > ema150_30m_vec_c[ema150_search_result.unwrap() - 2].ema_value
// && ema30_30m_vec_c[ema30_search_result.unwrap() - 1].ema_value
// > ema150_30m_vec_c[ema150_search_result.unwrap() - 1].ema_value
// && ema30_30m_vec_c[ema30_search_result.unwrap()].ema_value
// > ema150_30m_vec_c[ema150_search_result.unwrap()].ema_value
// && ema30_30m_vec_c[ema30_search_result.unwrap()].ema_value
// > ema30_30m_vec_c[ema30_search_result.unwrap() - 1].ema_value
// && ema30_30m_vec_c[ema30_search_result.unwrap() - 1].ema_value
// > ema30_30m_vec_c[ema30_search_result.unwrap() - 2].ema_value
// && ema30_30m_vec_c[ema30_search_result.unwrap() - 2].ema_value
// > ema30_30m_vec_c[ema30_search_result.unwrap() - 3].ema_value
// {
// let mut filtered_4th_symbols_lock =
// filtered_4th_symbols_arc_c.lock().await;
// filtered_4th_symbols_lock.push(element_c);
// }
// }
// }));
// }
// }
// }
// try_join_all(task_vec).await?;
// // 4th filtering: StochRSI (RSI length: 10, Stoch length: 10, smooth k: 3, smooth d: 3) 20 > k > kn-1 > kn-2 > kn-3,
// let filtered_4th_symbol_c = filtered_4th_symbols_arc.lock().await.clone();
// let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> =
// rsi(10, &alldata.rt_price_30m_vec, &filtered_4th_symbol_c).await?;
// let stoch_rsi_data = stoch_rsi(&rsi10_30m_data, 10, 3, 3).await?;
// let mut stoch_rsi10_30m_vec: Vec<StochRsiData> = Vec::new();
// let mut filtered_5th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
// for element in filtered_4th_symbol_c {
// let stoch_rsi10_30m_option = stoch_rsi_data.iter().position(|x| *x.0 == element.0);
// if stoch_rsi10_30m_option.is_some() {
// stoch_rsi10_30m_vec = stoch_rsi_data[stoch_rsi10_30m_option.unwrap()].1.clone();
// if stoch_rsi10_30m_vec.len() >= 3 {
// let stoch_rsi_search_result = stoch_rsi10_30m_vec
// .binary_search_by_key(&element.1, |&StochRsiData { k, d, close_time }| {
// close_time
// });
// if stoch_rsi_search_result.is_ok() {
// if 10.0 > stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap()].k
// && stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap()].k
// > stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 1].k
// && stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 1].k
// <= stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 2].k
// && stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 2].k
// <= stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 3].k
// {
// filtered_5th_symbols.push(element);
// }
// }
// }
// }
// }
// // 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();
// 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,
// ));
// }
// }
// }));
// }
// try_join_all(task_vec).await?;
// // TODO: abnormal price filtering (too high current price)
// // 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();
// // let mut filtered_7th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
// // for element in filtered_6th_symbols {
// // let ema3_1d_option = alldata.ema3_1d_data.iter().position(|x| *x.0 == *element.0);
// // let ema10_1d_option = alldata.ema10_1d_data.iter().position(|x| *x.0 == *element.0);
// // if ema3_1d_option.is_some() && ema10_1d_option.is_some() {
// // ema3_1d_vec = &alldata.ema3_1d_data[ema3_1d_option.unwrap()].1;
// // ema10_1d_vec = &alldata.ema10_1d_data[ema10_1d_option.unwrap()].1;
// // 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);
// // // if macd_search_result.is_ok() {
// // if macd_vec.last().unwrap().macd_value - macd_vec[macd_vec.len() -2].macd_value >= 0.0 {
// // filtered_7th_symbols.push(element);
// // } // // }
// // // }
// // }
// // }
// // }
// let a = filtered_symbols_arc.lock().await.clone();
// insert_pre_suggested_coins(3, false, &a, &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(3).await?;
// if !filled_buy_orders.is_empty() {
// let client = ClientBuilder::new()
// .timeout(tokio::time::Duration::from_millis(5000))
// .build()
// .unwrap();
// let mut sell_order_count = 0;
// for element in filled_buy_orders {
// if element.used_usdt >= dec!(10.0) {
// // ignore coins having 10 usdt below because of not traded
// let sell_percent_for_uptrend = |z: f64| 0.94 * z - 0.5;
// let lot_step_size_option = exchange_info_vec
// .iter()
// .find(|exchange_info| exchange_info.symbol == element.symbol);
// let quote_commission_precision_option = exchange_info_vec
// .iter()
// .find(|exchange_info| exchange_info.symbol == element.symbol);
// let opclo_30m_option = all_data
// .rt_price_30m_vec
// .iter()
// .position(|x| *x.0 == element.symbol);
// if lot_step_size_option.is_some()
// && quote_commission_precision_option.is_some()
// && opclo_30m_option.is_some()
// {
// let lot_step_size = lot_step_size_option.unwrap().stepsize;
// let quote_commission_precision = quote_commission_precision_option
// .unwrap()
// .quote_commission_precision;
// let base_qty_to_be_ordered =
// element.base_qty_fee_adjusted.round_dp_with_strategy(
// lot_step_size.normalize().scale(),
// RoundingStrategy::ToZero,
// );
// let mut opclo_30m_vec = all_data.rt_price_30m_vec[opclo_30m_option.unwrap()]
// .1
// .clone();
// opclo_30m_vec.pop();
// opclo_30m_vec.reverse();
// let mut opclo_sample_length: usize = 50; // 50 candle samsples
// let nbr_of_exclusive: usize = 5;
// opclo_30m_vec.truncate(opclo_sample_length);
// opclo_30m_vec.sort_by(|a, b| {
// (a.high_price - a.low_price).total_cmp(&(b.high_price - b.low_price))
// });
// opclo_30m_vec.truncate(opclo_sample_length - nbr_of_exclusive);
// opclo_sample_length -= nbr_of_exclusive;
// let mut sum_amplitude_candles = 0.0;
// let mut sum_ratio_amp_body = 0.0;
// for element in &opclo_30m_vec {
// sum_amplitude_candles +=
// ((element.high_price / element.low_price) - 1.0) * 100.0;
// sum_ratio_amp_body += (element.close_price - element.open_price).abs()
// / (element.high_price - element.low_price);
// }
// let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit
// let average_ratio_amp_body = sum_ratio_amp_body / opclo_sample_length as f64;
// let mut amplitude_variance = 0.0;
// for element in &opclo_30m_vec {
// amplitude_variance += ((((element.high_price / element.low_price) - 1.0)
// * 100.0)
// - average_amplitude)
// .powi(2);
// }
// amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
// let standard_deviation_amplitude = amplitude_variance.sqrt();
// // let target_profit_percent = average_amplitude + (standard_deviation_amplitude * (average_ratio_amp_body));
// let target_profit_percent = |multiplier: f64| -> f64 {
// if multiplier < 0.0 {
// ((average_amplitude) * multiplier)
// - (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
// } else {
// ((average_amplitude) * multiplier)
// + (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
// }
// };
// if element.is_long == 0 || element.is_long == 1 {
// if element.pure_profit_percent >= 0.0 {
// let mut is_sell = false;
// if element.maximum_profit_percent >= target_profit_percent(5.0) + 0.2
// && element.pure_profit_percent >= target_profit_percent(5.0) + 0.2
// {
// println!(
// "Selling {} 500% target_profit_percent: {:.3}",
// element.symbol, element.pure_profit_percent
// );
// is_sell = true;
// } else if element.pure_profit_percent >= 7.0 {
// println!("Selling {} 7% profit_percent", element.symbol);
// is_sell = true;
// }
// if is_sell == true {
// // let mut sell_price_ahead: Decimal = Decimal::new(14, 8);
// // sell_price_ahead = decimal_mul(decimal_add(decimal_mul(decimal_mul(rust_decimal::Decimal::from_f64(element.pure_profit_percent).unwrap(), dec!(0.01)), dec!(0.97)), dec!(1)), element.buy_price).round_dp_with_strategy(2, RoundingStrategy::ToZero);
// limit_order_sell(
// &element,
// element.current_price,
// base_qty_to_be_ordered,
// &client,
// &exchange_info_vec,
// &trade_fee_vec,
// )
// .await;
// }
// } else {
// let mut is_sell = false;
// if element.pure_profit_percent <= target_profit_percent(-2.5) - 0.2
// // -0.2 means about total trade fees.
// {
// println!(
// "Selling {} -250% target_profit_percent: {:.3}",
// element.symbol, element.pure_profit_percent
// );
// is_sell = true;
// } else if element.pure_profit_percent <= -5.0 {
// println!("selling {} -5.0% profit", element.symbol);
// is_sell = true;
// }
// if is_sell == true {
// limit_order_sell(
// &element,
// element.current_price,
// base_qty_to_be_ordered,
// &client,
// &exchange_info_vec,
// &trade_fee_vec,
// )
// .await;
// }
// }
// }
// }
// } // }
// } // }
// } // }
let a = filtered_symbols_arc.lock().await.clone();
super::strategy_manager::insert_pre_suggested_coins(3, false, &a, alldata, dec!(0)).await;
Ok(()) // 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(3).await?;
if !filled_buy_orders.is_empty() {
let client = ClientBuilder::new()
.timeout(tokio::time::Duration::from_millis(5000))
.build()
.unwrap();
let mut sell_order_count = 0;
for element in filled_buy_orders {
if element.used_usdt >= dec!(10.0) {
// ignore coins having 10 usdt below because of not traded
let sell_percent_for_uptrend = |z: f64| 0.94 * z - 0.5;
let lot_step_size_option = exchange_info_vec
.iter()
.find(|exchange_info| exchange_info.symbol == element.symbol);
let quote_commission_precision_option = exchange_info_vec
.iter()
.find(|exchange_info| exchange_info.symbol == element.symbol);
let opclo_30m_option = all_data
.rt_price_30m_vec
.iter()
.position(|x| *x.0 == element.symbol);
if lot_step_size_option.is_some()
&& quote_commission_precision_option.is_some()
&& opclo_30m_option.is_some()
{
let lot_step_size = lot_step_size_option.unwrap().stepsize;
let quote_commission_precision = quote_commission_precision_option
.unwrap()
.quote_commission_precision;
let base_qty_to_be_ordered =
element.base_qty_fee_adjusted.round_dp_with_strategy(
lot_step_size.normalize().scale(),
RoundingStrategy::ToZero,
);
let mut opclo_30m_vec = all_data.rt_price_30m_vec[opclo_30m_option.unwrap()]
.1
.clone();
opclo_30m_vec.pop();
opclo_30m_vec.reverse();
let mut opclo_sample_length: usize = 50; // 50 candle samsples
let nbr_of_exclusive: usize = 5;
opclo_30m_vec.truncate(opclo_sample_length);
opclo_30m_vec.sort_by(|a, b| {
(a.high_price - a.low_price).total_cmp(&(b.high_price - b.low_price))
});
opclo_30m_vec.truncate(opclo_sample_length - nbr_of_exclusive);
opclo_sample_length -= nbr_of_exclusive;
let mut sum_amplitude_candles = 0.0;
let mut sum_ratio_amp_body = 0.0;
for element in &opclo_30m_vec {
sum_amplitude_candles +=
((element.high_price / element.low_price) - 1.0) * 100.0;
sum_ratio_amp_body += (element.close_price - element.open_price).abs()
/ (element.high_price - element.low_price);
}
let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit
let average_ratio_amp_body = sum_ratio_amp_body / opclo_sample_length as f64;
let mut amplitude_variance = 0.0;
for element in &opclo_30m_vec {
amplitude_variance += ((((element.high_price / element.low_price) - 1.0)
* 100.0)
- average_amplitude)
.powi(2);
}
amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
let standard_deviation_amplitude = amplitude_variance.sqrt();
// let target_profit_percent = average_amplitude + (standard_deviation_amplitude * (average_ratio_amp_body));
let target_profit_percent = |multiplier: f64| -> f64 {
if multiplier < 0.0 {
((average_amplitude) * multiplier)
- (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
} else {
((average_amplitude) * multiplier)
+ (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
}
};
if element.is_long == 0 || element.is_long == 1 {
if element.pure_profit_percent >= 0.0 {
let mut is_sell = false;
if element.maximum_profit_percent >= target_profit_percent(5.0) + 0.2
&& element.pure_profit_percent >= target_profit_percent(5.0) + 0.2
{
println!(
"Selling {} 500% target_profit_percent: {:.3}",
element.symbol, element.pure_profit_percent
);
is_sell = true;
} else if element.pure_profit_percent >= 7.0 {
println!("Selling {} 7% profit_percent", element.symbol);
is_sell = true;
}
if is_sell == true {
// let mut sell_price_ahead: Decimal = Decimal::new(14, 8);
// sell_price_ahead = decimal_mul(decimal_add(decimal_mul(decimal_mul(rust_decimal::Decimal::from_f64(element.pure_profit_percent).unwrap(), dec!(0.01)), dec!(0.97)), dec!(1)), element.buy_price).round_dp_with_strategy(2, RoundingStrategy::ToZero);
limit_order_sell(
&element,
element.current_price,
base_qty_to_be_ordered,
&client,
&exchange_info_vec,
&trade_fee_vec,
)
.await;
}
} else {
let mut is_sell = false;
if element.pure_profit_percent <= target_profit_percent(-2.5) - 0.2
// -0.2 means about total trade fees.
{
println!(
"Selling {} -250% target_profit_percent: {:.3}",
element.symbol, element.pure_profit_percent
);
is_sell = true;
} else if element.pure_profit_percent <= -5.0 {
println!("selling {} -5.0% profit", element.symbol);
is_sell = true;
}
if is_sell == true {
limit_order_sell(
&element,
element.current_price,
base_qty_to_be_ordered,
&client,
&exchange_info_vec,
&trade_fee_vec,
)
.await;
}
}
}
}
}
}
}
Ok(())
}

237
src/strategy_team/strategy_004.rs
View File

@ -1,13 +1,13 @@
use super::{ use super::{
dec, ema, exists_record, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins,
supertrend, try_join_all, AllData, Arc, Client, ClientBuilder, EmaData, ExchangeInfo, Mutex, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
insert_pre_suggested_coins, Decimal, FilteredData, decimal_add, decimal_sub RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3
}; };
// Triple SuperTrend strategy // Triple SuperTrend strategy
// SuperTrend length: 10, multiplier: 5, already up area
// SuperTrend length: 10, multiplier: 3, already up area // SuperTrend length: 10, multiplier: 3, already up area
// SuperTrend length: 10, multiplier: 2, already up area
// SuperTrend length: 10, multiplier: 1.2, buy signal // SuperTrend length: 10, multiplier: 1.2, buy signal
pub async fn list_up_for_buy( pub async fn list_up_for_buy(
alldata: AllData, alldata: AllData,
@ -68,7 +68,7 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 2nd filtering: supertrend(ATR period 10, multiplier: 5.0, 30m close price), the area should be in UP area. // 2nd filtering: supertrend(ATR period 10, multiplier: 1.5, 30m close price), signal should be BUY
let filtered_data_1st = filtered_data_1st_arc.lock().await.clone(); 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: Vec<FilteredData> = Vec::new();
let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> = let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
@ -81,10 +81,11 @@ pub async fn list_up_for_buy(
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc); let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc);
task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
let mut filtered_data = FilteredData::new(); let rt_30m_option = rt_price_30m_vec_c
let rt_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.symbol); .iter()
.position(|x| *x.0 == element.symbol);
let supertrend_option_30m = let supertrend_option_30m =
supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 5.0, true).await; supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.5, true).await;
if rt_30m_option.is_some() && supertrend_option_30m.is_some() { 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(); rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
@ -101,18 +102,29 @@ pub async fn list_up_for_buy(
}| *close_time, }| *close_time,
); );
if supertrend_search_result.is_ok() { if supertrend_search_result.is_ok() {
if supertrend_vec[supertrend_search_result.unwrap()] let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap();
.area
.contains("UP")
{
let mut filtered_data_2nd_lock =
filtered_data_2nd_arc_c.lock().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.symbol = element.symbol.clone();
filtered_data.closetime = rt_30m_vec.last().unwrap().close_time; filtered_data.closetime = rt_30m_vec.last().unwrap().close_time;
filtered_data.current_price = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap(); filtered_data.current_price = current_price;
filtered_data_2nd_lock filtered_data.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap();
.push(filtered_data); let target_price = decimal_add(
filtered_data.current_price,
decimal_sub(filtered_data.current_price, filtered_data.stoploss),
);
filtered_data.target_price = target_price;
filtered_data_2nd_lock.push(filtered_data);
} }
} }
} }
@ -121,7 +133,7 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 3rd filtering: supertrend(ATR period 10, multiplier: 3.0, 30m close price), the area should be in UP area. // 3rd filtering: supertrend(ATR period 50, multiplier: 4.0, 30m close price), the area should be in UP area.
let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone(); 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: Vec<FilteredData> = Vec::new();
let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> = let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
@ -134,9 +146,8 @@ pub async fn list_up_for_buy(
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc); let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc);
task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
let mut filtered_data = FilteredData::new();
let supertrend_option_30m = let supertrend_option_30m =
supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 3.0, true).await; supertrend(&element.symbol, &rt_price_30m_vec_c, 50, 4.0, true).await;
if supertrend_option_30m.is_some() { if supertrend_option_30m.is_some() {
supertrend_vec = supertrend_option_30m.unwrap(); supertrend_vec = supertrend_option_30m.unwrap();
@ -158,13 +169,14 @@ pub async fn list_up_for_buy(
{ {
let mut filtered_3rd_symbols_lock = let mut filtered_3rd_symbols_lock =
filtered_data_3rd_arc_c.lock().await; filtered_data_3rd_arc_c.lock().await;
let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data.symbol = element.symbol.clone();
filtered_data.closetime = element.closetime; filtered_data.closetime = element.closetime;
filtered_data.current_price = element.current_price; filtered_data.current_price = element.current_price;
filtered_data.stoploss = element.stoploss;
filtered_data.target_price = element.target_price;
filtered_3rd_symbols_lock filtered_3rd_symbols_lock.push(filtered_data);
.push(filtered_data);
} }
} }
} }
@ -173,7 +185,7 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
// 4th filtering: supertrend(ATR period 10, multiplier: 1.2, 30m close price), the area should be in UP area. // 5th filtering: supertrend(ATR period 10, multiplier: 1.2, 30m close price), the area should be UP
// set stoploss and target_price // set stoploss and target_price
let filtered_data_3rd_c = filtered_data_3rd_arc.lock().await.clone(); let filtered_data_3rd_c = filtered_data_3rd_arc.lock().await.clone();
let mut filtered_data_4th: Vec<FilteredData> = Vec::new(); let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
@ -188,7 +200,7 @@ pub async fn list_up_for_buy(
task_vec.push(tokio::spawn(async move { task_vec.push(tokio::spawn(async move {
let supertrend_option_30m = let supertrend_option_30m =
supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.2, true).await; supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.2, true).await;
let mut filtered_data = FilteredData::new();
if supertrend_option_30m.is_some() { if supertrend_option_30m.is_some() {
supertrend_vec = supertrend_option_30m.unwrap(); supertrend_vec = supertrend_option_30m.unwrap();
@ -203,23 +215,19 @@ pub async fn list_up_for_buy(
}| *close_time, }| *close_time,
); );
if supertrend_search_result.is_ok() { if supertrend_search_result.is_ok() {
let supertrend_prev_element = supertrend_vec[supertrend_search_result.unwrap()-1].clone(); if supertrend_vec[supertrend_search_result.unwrap()]
let supertrend_element = supertrend_vec[supertrend_search_result.unwrap()].clone(); .area
if supertrend_element.signal.is_some_and(|x| x.contains("BUY")) .contains("UP")
&& element.current_price < rust_decimal::prelude::FromPrimitive::from_f64(supertrend_prev_element.band_value * 1.003).unwrap()
{ {
let mut filtered_data_4th_lock = let mut filtered_data_4th_lock = filtered_data_4th_arc_c.lock().await;
filtered_data_4th_arc_c.lock().await; let mut filtered_data = FilteredData::new();
filtered_data.symbol = element.symbol.clone(); filtered_data.symbol = element.symbol.clone();
filtered_data.closetime = element.closetime; filtered_data.closetime = element.closetime;
filtered_data.current_price = element.current_price; filtered_data.current_price = element.current_price;
filtered_data.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_element.band_value).unwrap(); filtered_data.stoploss = element.stoploss;
let target_price = decimal_add(element.current_price, decimal_sub(element.current_price, filtered_data.stoploss)); filtered_data.target_price = element.target_price;
filtered_data.target_price = target_price;
filtered_data_4th_lock filtered_data_4th_lock.push(filtered_data);
.push(filtered_data);
} }
} }
} }
@ -228,7 +236,89 @@ pub async fn list_up_for_buy(
} }
try_join_all(task_vec).await?; try_join_all(task_vec).await?;
let final_filtered_data = filtered_data_4th_arc.lock().await.clone(); // 4th filtering: StochRSI (RSI length: 3, Stoch length: 3, smooth k: 3, smooth d: 3) 80 > k > kn-1
let filtered_4th_symbol_c = filtered_data_4th_arc.lock().await.clone();
let mut rsi10_1d_data: Vec<(String, Vec<RsiData>)> =
rsi(3, &alldata.rt_price_1d_vec, &filtered_4th_symbol_c).await?;
let stoch_rsi_data = stoch_rsi(&rsi10_1d_data, 3, 3, 3).await?;
let mut stoch_rsi3_1d_vec: Vec<StochRsiData> = Vec::new();
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_4th_symbol_c {
let stoch_rsi3_1d_option = stoch_rsi_data.iter().position(|x| *x.0 == element.symbol);
let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc);
if stoch_rsi3_1d_option.is_some() {
stoch_rsi3_1d_vec = stoch_rsi_data[stoch_rsi3_1d_option.unwrap()].1.clone();
if stoch_rsi3_1d_vec.len() >= 3 {
task_vec.push(tokio::spawn(async move {
let stoch_rsi_search_result = stoch_rsi3_1d_vec
.binary_search_by_key(&element.closetime, |&StochRsiData { k, d, close_time }| {
close_time
});
if stoch_rsi_search_result.is_ok() {
if 95.0 >= stoch_rsi3_1d_vec[stoch_rsi_search_result.unwrap()].k
&& stoch_rsi3_1d_vec[stoch_rsi_search_result.unwrap()].k
> stoch_rsi3_1d_vec[stoch_rsi_search_result.unwrap() - 1].k
&& stoch_rsi3_1d_vec[stoch_rsi_search_result.unwrap()].k
> stoch_rsi3_1d_vec[stoch_rsi_search_result.unwrap()].d
{
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);
}
}
}));
}
}
}
// 6th filtertering: coefficient-of-variation 0.5<= CV <= 1.0
// 20개 amplitude 기준 CV 계산
// // 6th filtering: Avoid high volatility
// let filtered_data_5th_c = filtered_data_5th_arc.lock().await.clone();
// let mut filtered_data_6th: Vec<FilteredData> = Vec::new();
// let mut filtered_data_6th_arc: Arc<Mutex<Vec<FilteredData>>> =
// Arc::new(Mutex::new(filtered_data_6th));
// let mut task_vec = Vec::new();
// for element in filtered_data_5th_c {
// let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
// let filtered_data_6th_arc_c = Arc::clone(&filtered_data_5th_arc);
// task_vec.push(tokio::spawn(async move {
// let mut filtered_data = FilteredData::new();
// if rt_price_30m_vec_c.len() >= 50 {
// let mut filtered_data_5th_lock = filtered_data_6th_arc_c.lock().await;
// 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(4, false, &final_filtered_data, &alldata).await; insert_pre_suggested_coins(4, false, &final_filtered_data, &alldata).await;
Ok(()) Ok(())
@ -246,10 +336,9 @@ pub async fn list_up_for_sell(
.timeout(tokio::time::Duration::from_millis(5000)) .timeout(tokio::time::Duration::from_millis(5000))
.build() .build()
.unwrap(); .unwrap();
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
for element in filled_buy_orders { for element in filled_buy_orders {
if element.used_usdt >= dec!(10.0) { if element.used_usdt >= dec!(10.0) {
let lot_step_size_option = exchange_info_vec let lot_step_size_option = exchange_info_vec
.iter() .iter()
.position(|exchange_info| exchange_info.symbol == element.symbol); .position(|exchange_info| exchange_info.symbol == element.symbol);
@ -261,24 +350,49 @@ pub async fn list_up_for_sell(
.rt_price_30m_vec .rt_price_30m_vec
.iter() .iter()
.position(|x| *x.0 == element.symbol); .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() if lot_step_size_option.is_some()
&& quote_commission_precision_option.is_some() && quote_commission_precision_option.is_some()
&& opclo_30m_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 lot_step_size = exchange_info_vec[lot_step_size_option.unwrap()].stepsize;
let quote_commission_precision = exchange_info_vec[quote_commission_precision_option let quote_commission_precision = exchange_info_vec
.unwrap()] [quote_commission_precision_option.unwrap()]
.quote_commission_precision; .quote_commission_precision;
let base_qty_to_be_ordered = let base_qty_to_be_ordered =
element.base_qty_fee_adjusted.round_dp_with_strategy( element.base_qty_ordered.round_dp_with_strategy(
lot_step_size.normalize().scale(), lot_step_size.normalize().scale(),
RoundingStrategy::ToZero, RoundingStrategy::ToZero,
); );
if (element.is_long == 0 || element.is_long == 1) && !element.current_price.is_zero() { if (element.is_long == 0 || element.is_long == 1)
if element.current_price >= element.target_price && element.pure_profit_percent >= 0.1 { && !element.current_price.is_zero()
println!("target selling {} {:.2}", element.symbol, element.pure_profit_percent); {
if element.current_price >= element.target_price
&& element.pure_profit_percent >= 0.1
{
println!(
"target selling {} {:.2}",
element.symbol, element.pure_profit_percent
);
limit_order_sell( limit_order_sell(
&element, &element,
element.current_price, element.current_price,
@ -289,7 +403,10 @@ pub async fn list_up_for_sell(
) )
.await; .await;
} else if element.current_price <= element.stoploss { } else if element.current_price <= element.stoploss {
println!("stoploss selling {} {:.2}", element.symbol, element.pure_profit_percent); println!(
"stoploss selling {} {:.2}",
element.symbol, element.pure_profit_percent
);
limit_order_sell( limit_order_sell(
&element, &element,
element.current_price, element.current_price,
@ -300,6 +417,30 @@ pub async fn list_up_for_sell(
) )
.await; .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;
// }
} }
} }
} }

5
src/strategy_team/strategy_manager.rs
View File

@ -7,8 +7,8 @@ use rust_decimal::Decimal;
use serde::Deserialize; use serde::Deserialize;
use super::{ use super::{
exists_record, insert_one_record, try_select_record, AllData, ExchangeInfo, FromRow, exists_record, insert_one_record, try_join_all, try_select_record, AllData, ExchangeInfo,
RealtimePriceData, TradeFee, FilteredData, try_join_all FilteredData, FromRow, RealtimePriceData, TradeFee,
}; };
use crate::signal_association::signal_decision::*; use crate::signal_association::signal_decision::*;
use tokio::time::{sleep, Duration, Instant}; use tokio::time::{sleep, Duration, Instant};
@ -55,7 +55,6 @@ pub async fn execute_list_up_for_sell(
exchange_info_vec: &Vec<ExchangeInfo>, exchange_info_vec: &Vec<ExchangeInfo>,
trade_fee_vec: &Vec<TradeFee>, trade_fee_vec: &Vec<TradeFee>,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> { ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
crate::strategy_team::strategy_004::list_up_for_sell( crate::strategy_team::strategy_004::list_up_for_sell(
all_data, all_data,
exchange_info_vec, exchange_info_vec,