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Update filtering

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This commit is contained in:
Sik Yoon 2024-05-25 00:37:31 +09:00
parent b867d231fa
commit 2561a1081d
3 changed files with 92 additions and 62 deletions
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75
src/strategy_team/future_strategy_long.rs
View File

@ -134,7 +134,7 @@ pub async fn list_up_for_buy(
Ok(())
}
pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
let filled_positions = select_filled_positions().await?;
let client = ClientBuilder::new()
@ -142,37 +142,52 @@ pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send +
.build()
.unwrap();
let server_epoch = get_server_epoch().await;
let mut filtered_symbols: HashMap<String, FilteredDataValue> = HashMap::new();
for element in &filled_positions {
filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
}
let server_epoch = get_server_epoch().await;
let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_symbols).await?;
for element in filled_positions {
let mut is_sell = false;
// TODO: BNB 코인이 있으면
// let base_qty_to_be_ordered =
// element.base_qty_ordered.round_dp_with_strategy(
// lot_step_size.normalize().scale(),
// RoundingStrategy::ToZero,
// );
// TODO: BNB 코인이 없으면
if !element.current_price.is_zero() {
if element.pure_profit_percent >= 0.6 {
is_sell = true;
} else if element.pure_profit_percent <= -0.8 {
is_sell = true;
} else if server_epoch - element.transact_time >= (300_000) * 1 {
// time up selling
is_sell = true;
if let Some(stoch_rsis_vec) = stoch_rsis.get(&element.symbol) {
let mut over_turned = false;
let mut is_sell = false;
if stoch_rsis_vec.last().unwrap().close_time > server_epoch
&& stoch_rsis_vec.last().unwrap().k < stoch_rsis_vec.last().unwrap().d {
over_turned = true;
}
if is_sell == true {
limit_order_close(
&element,
TimeInForce::Gtc,
element.current_price,
element.base_qty_ordered,
&client
)
.await;
// TODO: BNB 코인이 있으면
// let base_qty_to_be_ordered =
// element.base_qty_ordered.round_dp_with_strategy(
// lot_step_size.normalize().scale(),
// RoundingStrategy::ToZero,
// );
// TODO: BNB 코인이 없으면
if !element.current_price.is_zero() {
if element.pure_profit_percent >= 0.6 {
is_sell = true;
} else if element.pure_profit_percent <= -0.8 {
is_sell = true;
} else if server_epoch - element.transact_time >= (300_000) * 1 {
// time up selling
is_sell = true;
} else if over_turned == true {
is_sell = true;
}
if is_sell == true {
limit_order_close(
&element,
TimeInForce::Gtc,
element.current_price,
element.base_qty_ordered,
&client
)
.await;
}
}
}
}

75
src/strategy_team/future_strategy_short.rs
View File

@ -133,45 +133,60 @@ pub async fn list_up_for_buy(
Ok(())
}
pub async fn list_up_for_sell() -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
let filled_positions = select_filled_positions().await?;
let client = ClientBuilder::new()
.timeout(tokio::time::Duration::from_millis(5000))
.build()
.unwrap();
let mut filtered_symbols: HashMap<String, FilteredDataValue> = HashMap::new();
for element in &filled_positions {
filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
}
let server_epoch = get_server_epoch().await;
let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_symbols).await?;
for element in filled_positions {
let mut is_sell = false;
// TODO: BNB 코인이 있으면
// let base_qty_to_be_ordered =
// element.base_qty_ordered.round_dp_with_strategy(
// lot_step_size.normalize().scale(),
// RoundingStrategy::ToZero,
// );
// TODO: BNB 코인이 없으면
if !element.current_price.is_zero() {
if element.pure_profit_percent >= 0.6 {
is_sell = true;
} else if element.pure_profit_percent <= -0.8 {
is_sell = true;
} else if server_epoch - element.transact_time >= (300_000) * 1 {
// time up selling
is_sell = true;
if let Some(stoch_rsis_vec) = stoch_rsis.get(&element.symbol) {
let mut over_turned = false;
let mut is_sell = false;
if stoch_rsis_vec.last().unwrap().close_time > server_epoch
&& stoch_rsis_vec.last().unwrap().k > stoch_rsis_vec.last().unwrap().d {
over_turned = true;
}
if is_sell == true {
limit_order_close(
&element,
TimeInForce::Gtc,
element.current_price,
element.base_qty_ordered,
&client
)
.await;
// TODO: BNB 코인이 있으면
// let base_qty_to_be_ordered =
// element.base_qty_ordered.round_dp_with_strategy(
// lot_step_size.normalize().scale(),
// RoundingStrategy::ToZero,
// );
// TODO: BNB 코인이 없으면
if !element.current_price.is_zero() {
if element.pure_profit_percent >= 0.6 {
is_sell = true;
} else if element.pure_profit_percent <= -0.8 {
is_sell = true;
} else if server_epoch - element.transact_time >= (300_000) * 1 {
// time up selling
is_sell = true;
} else if over_turned == true {
is_sell = true;
}
if is_sell == true {
limit_order_close(
&element,
TimeInForce::Gtc,
element.current_price,
element.base_qty_ordered,
&client
)
.await;
}
}
}
}

4
src/strategy_team/strategy_manager.rs
View File

@ -84,8 +84,8 @@ pub async fn execute_list_up_for_sell(
// &trade_fee_map,
// )
// .await;
crate::strategy_team::future_strategy_long::list_up_for_sell().await;
crate::strategy_team::future_strategy_short::list_up_for_sell().await;
crate::strategy_team::future_strategy_long::list_up_for_sell(&all_data).await;
crate::strategy_team::future_strategy_short::list_up_for_sell(&all_data).await;
Ok(())
}