Refactor codes
This commit is contained in:
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9d7e001860
commit
39b8c31e30
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@ -90,6 +90,61 @@ pub struct SellOrderedCoinList {
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pub is_long: u8,
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}
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pub trait DBlist {
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fn new() -> Self;
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}
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impl DBlist for SellOrderedCoinList {
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fn new() -> SellOrderedCoinList {
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let a = SellOrderedCoinList {
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id: 0,
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symbol: String::new(),
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buy_order_id: 0,
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sell_order_id: 0,
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transact_time: 0,
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close_time: 0,
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status: String::new(),
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used_usdt: Decimal::new(0, 8),
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get_usdt: Decimal::new(0, 8),
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get_usdt_fee_adjusted: Decimal::new(0, 8),
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buy_price: Decimal::new(0, 8),
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sell_price: Decimal::new(0, 8),
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base_qty_ordered: Decimal::new(0, 8),
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pure_profit_percent: Decimal::new(0, 8),
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maximum_profit_percent: 0.0,
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registerer: 0,
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is_long: 0,
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};
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a
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}
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}
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impl DBlist for BuyOrderedCoinList {
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fn new() -> BuyOrderedCoinList {
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let a = BuyOrderedCoinList {
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id: 0,
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symbol: String::new(),
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order_id: 0,
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transact_time: 0,
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close_time: 0,
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status: String::new(),
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used_usdt: Decimal::new(0, 8),
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expected_get_usdt: 0.0,
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expected_usdt_profit: 0.0,
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buy_price: Decimal::new(0, 8),
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current_price: Decimal::new(0, 8),
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base_qty_ordered: Decimal::new(0, 8),
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base_qty_fee_adjusted: Decimal::new(0, 8),
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pure_profit_percent: 0.0,
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minimum_profit_percent: 0.0,
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maximum_profit_percent: 0.0,
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registerer: 0,
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is_long: 0,
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};
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a
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}
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}
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#[derive(Debug, FromRow)]
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pub struct SignalDecisionInfo {
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pub decision: String,
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@ -258,6 +313,8 @@ pub async fn limit_order_buy(
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// reflect available_usdt in [asset_manage_announcement]
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sub_available_usdt(used_usdt).await;
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println!("SIMUL buy coin: {}", element.symbol);
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} else {
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// building URL and API-keys
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let mut url = String::new();
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@ -436,7 +493,8 @@ pub async fn monitoring_filled_buy_order(
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// let scoreboard_list = select_scoreboard().await;
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// let signal_decision = select_signal_decision().await;
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let filled_buy_orders = select_filled_buy_orders().await;
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let filled_buy_orders = select_filled_buy_orders().await?;
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if !filled_buy_orders.is_empty() {
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// 심볼들을 2개씩 청스로 나누어 테스크를 생성하고 각 태스크 별로 병렬로 처리한다.
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// update real-time current price to each record through chunks
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@ -463,7 +521,7 @@ pub async fn monitoring_filled_buy_order(
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let result = try_join_all(task_vec).await;
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// sell coin if its sell condition is satisfied
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let filled_buy_orders = select_filled_buy_orders().await;
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let filled_buy_orders = select_filled_buy_orders().await?;
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let client = ClientBuilder::new()
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.timeout(tokio::time::Duration::from_millis(5000))
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.build()
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@ -506,11 +564,15 @@ pub async fn monitoring_filled_buy_order(
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let mut opclo_30m_vec = all_data.rt_price_30m_vec[opclo_30m_option.unwrap()]
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.1
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.clone();
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let opclo_sample_length: usize = 50; // 50 candle samsples
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opclo_30m_vec.pop();
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opclo_30m_vec.reverse();
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let mut opclo_sample_length: usize = 50; // 50 candle samsples
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let nbr_of_exclusive: usize = 5;
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opclo_30m_vec.truncate(opclo_sample_length);
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opclo_30m_vec.reverse();
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opclo_30m_vec.sort_by(|a, b| (a.high_price-a.low_price).total_cmp(&(b.high_price-b.low_price)));
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opclo_30m_vec.truncate(opclo_sample_length - nbr_of_exclusive);
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opclo_sample_length -= nbr_of_exclusive;
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let mut sum_amplitude_candles = 0.0;
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let mut sum_ratio_amp_body = 0.0;
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@ -536,41 +598,54 @@ pub async fn monitoring_filled_buy_order(
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// let target_profit_percent = average_amplitude + (standard_deviation_amplitude * (average_ratio_amp_body));
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let target_profit_percent = |multiplier: f64| -> f64 {
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if multiplier < 0.0 {
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((average_amplitude / 2.0) * multiplier) - (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
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((average_amplitude) * multiplier) - (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
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} else {
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((average_amplitude / 2.0) * multiplier) + (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
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((average_amplitude) * multiplier) + (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
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}
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};
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if element.is_long == 0 || element.is_long == 1 {
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if element.pure_profit_percent >= 0.0 {
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let mut is_sell = false;
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if element.maximum_profit_percent >= target_profit_percent(2.0)
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&& element.pure_profit_percent >= target_profit_percent(2.0)
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{
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println!(
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"Selling {} 200% target_profit_percent: {:.3}",
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element.symbol,
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target_profit_percent(2.0)
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);
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is_sell = true;
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} else if element.maximum_profit_percent < target_profit_percent(2.0)
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&& element.maximum_profit_percent >= target_profit_percent(1.5)
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&& element.pure_profit_percent < target_profit_percent(0.2)
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{
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println!(
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"selling {} 20% target_profit_percent: {:.3}",
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element.symbol,
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target_profit_percent(0.2)
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);
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is_sell = true;
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} else if server_epoch - element.close_time > (1_800_000) * 10 // 30min * 10
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if server_epoch - element.close_time >= (1_800_000 * 2) * 12 // (30min * 2) * 12
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{
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println!(
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"selling {} due to time up {:.3}",
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element.symbol,
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element.pure_profit_percent
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);
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limit_order_sell(
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&element,
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element.current_price,
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base_qty_to_be_ordered,
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&client,
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&exchange_info_vec,
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&trade_fee_vec,
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)
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.await;
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} else {
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if element.pure_profit_percent >= 0.0 {
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let mut is_sell = false;
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if element.maximum_profit_percent >= target_profit_percent(2.0) + 0.2
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&& element.pure_profit_percent >= target_profit_percent(2.0) + 0.2
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{
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println!(
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"Selling {} 200% target_profit_percent: {:.3}",
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element.symbol,
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element.pure_profit_percent
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);
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is_sell = true;
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} else if server_epoch - element.close_time >= (1_800_000 * 2) * 6 // (30min * 2) * 6
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{
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println!(
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"selling {} due to time up {:.3}",
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element.symbol,
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element.pure_profit_percent
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);
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is_sell = true;
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} else if element.pure_profit_percent >= 1.5 {
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println!(
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"selling {} 1.5% profit",
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element.symbol
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);
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is_sell = true;
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}
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@ -588,13 +663,25 @@ pub async fn monitoring_filled_buy_order(
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.await;
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}
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} else {
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if element.pure_profit_percent < target_profit_percent(-1.333) - 0.2 // -0.2 means about total trade fees.
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let mut is_sell = false;
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if element.pure_profit_percent <= target_profit_percent(-1.5) - 0.2 // -0.2 means about total trade fees.
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{
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println!(
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"selling {} due to lower limit {:.3}",
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"Selling {} -150% target_profit_percent: {:.3}",
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element.symbol,
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element.pure_profit_percent
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);
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is_sell = true;
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} else if element.pure_profit_percent <= -1.0 && server_epoch - element.close_time >= (1_800_000 * 2) * 2 // (30min * 2) * 2
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{
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println!(
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"selling {} -1.0% profit",
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element.symbol
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);
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is_sell = true;
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}
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if is_sell == true {
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limit_order_sell(
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&element,
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element.current_price,
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@ -607,6 +694,7 @@ pub async fn monitoring_filled_buy_order(
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}
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}
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}
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}
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}
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@ -796,6 +884,7 @@ pub async fn limit_order_sell(
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dec!(100),
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);
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insert_value_container.push(pure_profit_percent.to_string()); // pure_profit_percent
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insert_value_container.push(buy_ordered_coin.maximum_profit_percent.to_string()); // maximum_profit_percent
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insert_value_container.push(buy_ordered_coin.registerer.to_string()); // registerer
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insert_value_container.push(buy_ordered_coin.is_long.to_string()); // is_long
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@ -2140,30 +2229,11 @@ async fn get_timestamp() -> String {
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timestamp
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}
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pub async fn select_filled_buy_orders() -> Vec<BuyOrderedCoinList> {
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pub async fn select_filled_buy_orders() -> Result<Vec<BuyOrderedCoinList>, Box<dyn std::error::Error + Send + Sync>> {
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let select_table_name = String::from("buy_ordered_coin_list");
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let select_columns = String::from("*");
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let select_condition = Some(String::from("WHERE status = 'FILLED' or status = 'SIMUL'"));
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let data_struct = BuyOrderedCoinList {
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id: 0,
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symbol: String::new(),
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order_id: 0,
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transact_time: 0,
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close_time: 0,
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status: String::new(),
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used_usdt: Decimal::new(0, 8),
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expected_get_usdt: 0.0,
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expected_usdt_profit: 0.0,
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buy_price: Decimal::new(0, 8),
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current_price: Decimal::new(0, 8),
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base_qty_ordered: Decimal::new(0, 8),
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base_qty_fee_adjusted: Decimal::new(0, 8),
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pure_profit_percent: 0.0,
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minimum_profit_percent: 0.0,
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maximum_profit_percent: 0.0,
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registerer: 0,
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is_long: 0,
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};
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let data_struct = BuyOrderedCoinList::new();
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let select_result = try_select_record(
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&select_table_name,
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@ -2171,10 +2241,15 @@ pub async fn select_filled_buy_orders() -> Vec<BuyOrderedCoinList> {
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&select_condition,
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&data_struct,
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)
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.await
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.unwrap();
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.await;
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if select_result.is_ok() {
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Ok(select_result.unwrap())
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} else {
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eprint!("select_filled_buy_order() error!");
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Err("error")?
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}
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select_result
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}
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// select open buy orders (NEW, Partially Filled)
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@ -2184,26 +2259,7 @@ async fn select_open_buy_orders() -> Vec<BuyOrderedCoinList> {
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let select_condition = Some(String::from(
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"WHERE status = 'NEW' or status = 'PARTIALLY_FILLED'",
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));
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let data_struct = BuyOrderedCoinList {
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id: 0,
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symbol: String::new(),
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order_id: 0,
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transact_time: 0,
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close_time: 0,
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status: String::new(),
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used_usdt: Decimal::new(0, 8),
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expected_get_usdt: 0.0,
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expected_usdt_profit: 0.0,
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buy_price: Decimal::new(0, 8),
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current_price: Decimal::new(0, 8),
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base_qty_ordered: Decimal::new(0, 8),
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base_qty_fee_adjusted: Decimal::new(0, 8),
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pure_profit_percent: 0.0,
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minimum_profit_percent: 0.0,
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maximum_profit_percent: 0.0,
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registerer: 0,
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is_long: 0,
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};
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let data_struct = BuyOrderedCoinList::new();
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let select_result = try_select_record(
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&select_table_name,
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&select_columns,
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@ -2220,25 +2276,7 @@ pub async fn select_filled_sell_orders() -> Vec<SellOrderedCoinList> {
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let select_table_name = String::from("sell_ordered_coin_list");
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let select_columns = String::from("*");
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let select_condition = Some(String::from("WHERE status = 'FILLED' or status = 'SIMUL'"));
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let data_struct = SellOrderedCoinList {
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id: 0,
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symbol: String::new(),
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buy_order_id: 0,
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sell_order_id: 0,
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transact_time: 0,
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close_time: 0,
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status: String::new(),
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used_usdt: Decimal::new(0, 8),
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get_usdt: Decimal::new(0, 8),
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get_usdt_fee_adjusted: Decimal::new(0, 8),
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buy_price: Decimal::new(0, 8),
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sell_price: Decimal::new(0, 8),
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base_qty_ordered: Decimal::new(0, 8),
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pure_profit_percent: Decimal::new(0, 8),
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maximum_profit_percent: 0.0,
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registerer: 0,
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is_long: 0,
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};
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let data_struct = SellOrderedCoinList::new();
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let select_result = try_select_record(
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&select_table_name,
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@ -2259,25 +2297,7 @@ async fn select_open_sell_orders() -> Vec<SellOrderedCoinList> {
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let select_condition = Some(String::from(
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"WHERE status = 'NEW' or status = 'PARTIALLY_FILLED'",
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));
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let data_struct = SellOrderedCoinList {
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id: 0,
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symbol: String::new(),
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buy_order_id: 0,
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sell_order_id: 0,
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transact_time: 0,
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close_time: 0,
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status: String::new(),
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used_usdt: Decimal::new(0, 8),
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get_usdt: Decimal::new(0, 8),
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get_usdt_fee_adjusted: Decimal::new(0, 8),
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buy_price: Decimal::new(0, 8),
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sell_price: Decimal::new(0, 8),
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base_qty_ordered: Decimal::new(0, 8),
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pure_profit_percent: Decimal::new(0, 8),
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maximum_profit_percent: 0.0,
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registerer: 0,
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is_long: 0,
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};
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let data_struct = SellOrderedCoinList::new();
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let select_result = try_select_record(
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&select_table_name,
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