diff --git a/src/strategy_team/mod.rs b/src/strategy_team/mod.rs index ef8f45e..102998d 100644 --- a/src/strategy_team/mod.rs +++ b/src/strategy_team/mod.rs @@ -8,6 +8,7 @@ pub mod strategy_test; pub mod strategy_manager; use crate::coex::order_team::{limit_order_sell, select_filled_buy_orders}; +use crate::coex::exchange_team::server_epoch; use crate::coin_health_check_team::request_others::{ExchangeInfo, TradeFee}; use crate::database_control::*; use crate::decimal_funcs::*; diff --git a/src/strategy_team/strategy_004.rs b/src/strategy_team/strategy_004.rs index 95eb686..ff449ba 100644 --- a/src/strategy_team/strategy_004.rs +++ b/src/strategy_team/strategy_004.rs @@ -2,7 +2,7 @@ use super::{ dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, - RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3 + RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, server_epoch }; // Triple SuperTrend strategy diff --git a/src/strategy_team/strategy_005.rs b/src/strategy_team/strategy_005.rs index c653ce3..37cfd7c 100644 --- a/src/strategy_team/strategy_005.rs +++ b/src/strategy_team/strategy_005.rs @@ -2,7 +2,7 @@ use super::{ dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, - RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData + RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch }; // Triple SuperTrend strategy @@ -89,8 +89,8 @@ pub async fn list_up_for_buy( if rt_30m_option.is_some() && supertrend_option_30m.is_some() { rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); supertrend_vec = supertrend_option_30m.unwrap(); - - if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 { + let server_epoch = server_epoch().await; + if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch { let supertrend_search_result = supertrend_vec.binary_search_by_key( &rt_30m_vec.last().unwrap().close_time, |SupertrendData { @@ -209,7 +209,7 @@ pub async fn list_up_for_buy( } try_join_all(task_vec).await?; - // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% + // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.5% let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone(); let mut filtered_data_5th: Vec = Vec::new(); let mut filtered_data_5th_arc: Arc>> = @@ -235,7 +235,7 @@ pub async fn list_up_for_buy( } average_amplitude /= 10.0; - if 0.005 <= average_amplitude && average_amplitude <= 0.01 { + if 0.005 <= average_amplitude && average_amplitude <= 0.015 { 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(); diff --git a/src/strategy_team/strategy_006.rs b/src/strategy_team/strategy_006.rs index 6e8b9fd..02bf7b5 100644 --- a/src/strategy_team/strategy_006.rs +++ b/src/strategy_team/strategy_006.rs @@ -2,7 +2,7 @@ use super::{ dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, - RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData + RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch }; // Triple SuperTrend strategy @@ -89,8 +89,8 @@ pub async fn list_up_for_buy( if rt_30m_option.is_some() && supertrend_option_30m.is_some() { rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); supertrend_vec = supertrend_option_30m.unwrap(); - - if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 { + let server_epoch = server_epoch().await; + if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch { let supertrend_search_result = supertrend_vec.binary_search_by_key( &rt_30m_vec.last().unwrap().close_time, |SupertrendData { @@ -217,7 +217,7 @@ pub async fn list_up_for_buy( } try_join_all(task_vec).await?; - // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% + // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.5% let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone(); let mut filtered_data_5th: Vec = Vec::new(); let mut filtered_data_5th_arc: Arc>> = @@ -243,7 +243,7 @@ pub async fn list_up_for_buy( } average_amplitude /= 10.0; - if 0.005 <= average_amplitude && average_amplitude <= 0.01 { + if 0.005 <= average_amplitude && average_amplitude <= 0.015 { 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();