From 3dbaab6365a557d553bac4d6b77546cc64007fdf Mon Sep 17 00:00:00 2001 From: Sik Yoon Date: Sat, 5 Aug 2023 03:29:21 +0900 Subject: [PATCH] Change evaluation for selling --- src/coex/order_team.rs | 254 ++--------------------------------------- 1 file changed, 11 insertions(+), 243 deletions(-) diff --git a/src/coex/order_team.rs b/src/coex/order_team.rs index 25a551d..71208d0 100644 --- a/src/coex/order_team.rs +++ b/src/coex/order_team.rs @@ -536,7 +536,7 @@ pub async fn monitoring_filled_buy_order( // let target_profit_percent = average_amplitude + (standard_deviation_amplitude * (average_ratio_amp_body)); let target_profit_percent = - (average_amplitude / 2.0) + (standard_deviation_amplitude * 1.0); // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy)) + (average_amplitude / 2.0) + (standard_deviation_amplitude * 1.5); // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy)) // if scoreboard_list.first().unwrap().pos_liquidation_signal == 1 // || scoreboard_list.first().unwrap().neg_liquidation_signal == 1 @@ -558,259 +558,27 @@ pub async fn monitoring_filled_buy_order( if element.pure_profit_percent >= 0.0 { let mut is_sell = false; if element.maximum_profit_percent >= target_profit_percent * 2.0 - && element.pure_profit_percent <= target_profit_percent * 1.5 - { - println!( - "Sold 150% target_profit_percent: {:.3}", - target_profit_percent * 1.5 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 2.1 - && element.pure_profit_percent <= target_profit_percent * 1.6 - { - println!( - "Sold 160% target_profit_percent: {:.3}", - target_profit_percent * 1.6 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 2.2 - && element.pure_profit_percent <= target_profit_percent * 1.7 - { - println!( - "Sold 170% target_profit_percent: {:.3}", - target_profit_percent * 1.7 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 2.3 - && element.pure_profit_percent <= target_profit_percent * 1.8 - { - println!( - "Sold 180% target_profit_percent: {:.3}", - target_profit_percent * 1.8 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 2.4 - && element.pure_profit_percent <= target_profit_percent * 1.9 - { - println!( - "Sold 190% target_profit_percent: {:.3}", - target_profit_percent * 1.9 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 2.5 - && element.pure_profit_percent <= target_profit_percent * 2.0 + && element.pure_profit_percent >= target_profit_percent * 2.0 { println!( "Sold 200% target_profit_percent: {:.3}", target_profit_percent * 2.0 ); is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 2.6 - && element.pure_profit_percent <= target_profit_percent * 2.1 + } else if element.maximum_profit_percent < target_profit_percent * 2.0 + && element.maximum_profit_percent >= target_profit_percent * 1.8 + && element.pure_profit_percent < target_profit_percent * 0.33 { println!( - "Sold 210% target_profit_percent: {:.3}", - target_profit_percent * 2.1 + "Sold 33% target_profit_percent: {:.3}", + target_profit_percent * 0.33 ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 2.7 - && element.pure_profit_percent <= target_profit_percent * 2.2 + } else if server_epoch - element.transact_time > 12_600_000 { println!( - "Sold 220% target_profit_percent: {:.3}", - target_profit_percent * 2.2 + "Sold time up {:.3}", + element.pure_profit_percent ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 2.8 - && element.pure_profit_percent <= target_profit_percent * 2.3 - { - println!( - "Sold 230% target_profit_percent: {:.3}", - target_profit_percent * 2.3 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 2.9 - && element.pure_profit_percent <= target_profit_percent * 2.4 - { - println!( - "Sold 240% target_profit_percent: {:.3}", - target_profit_percent * 2.4 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 3.0 - && element.pure_profit_percent <= target_profit_percent * 2.5 - { - println!( - "Sold 250% target_profit_percent: {:.3}", - target_profit_percent * 2.5 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 3.1 - && element.pure_profit_percent <= target_profit_percent * 2.6 - { - println!( - "Sold 260% target_profit_percent: {:.3}", - target_profit_percent * 2.6 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 3.2 - && element.pure_profit_percent <= target_profit_percent * 2.7 - { - println!( - "Sold 270% target_profit_percent: {:.3}", - target_profit_percent * 2.7 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 3.3 - && element.pure_profit_percent <= target_profit_percent * 2.8 - { - println!( - "Sold 280% target_profit_percent: {:.3}", - target_profit_percent * 2.8 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 3.4 - && element.pure_profit_percent <= target_profit_percent * 2.9 - { - println!( - "Sold 290% target_profit_percent: {:.3}", - target_profit_percent * 2.9 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 3.5 - && element.pure_profit_percent <= target_profit_percent * 3.0 - { - println!( - "Sold 300% target_profit_percent: {:.3}", - target_profit_percent * 3.0 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 3.6 - && element.pure_profit_percent <= target_profit_percent * 3.1 - { - println!( - "Sold 310% target_profit_percent: {:.3}", - target_profit_percent * 3.1 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 3.7 - && element.pure_profit_percent <= target_profit_percent * 3.2 - { - println!( - "Sold 320% target_profit_percent: {:.3}", - target_profit_percent * 3.2 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 3.8 - && element.pure_profit_percent <= target_profit_percent * 3.3 - { - println!( - "Sold 330% target_profit_percent: {:.3}", - target_profit_percent * 3.3 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 3.9 - && element.pure_profit_percent <= target_profit_percent * 3.4 - { - println!( - "Sold 340% target_profit_percent: {:.3}", - target_profit_percent * 3.4 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 4.0 - && element.pure_profit_percent <= target_profit_percent * 3.5 - { - println!( - "Sold 350% target_profit_percent: {:.3}", - target_profit_percent * 3.5 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 4.1 - && element.pure_profit_percent <= target_profit_percent * 3.6 - { - println!( - "Sold 360% target_profit_percent: {:.3}", - target_profit_percent * 3.6 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 4.2 - && element.pure_profit_percent <= target_profit_percent * 3.7 - { - println!( - "Sold 370% target_profit_percent: {:.3}", - target_profit_percent * 3.7 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 4.3 - && element.pure_profit_percent <= target_profit_percent * 3.8 - { - println!( - "Sold 380% target_profit_percent: {:.3}", - target_profit_percent * 3.8 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 4.4 - && element.pure_profit_percent <= target_profit_percent * 3.9 - { - println!( - "Sold 390% target_profit_percent: {:.3}", - target_profit_percent * 3.9 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 4.5 - && element.pure_profit_percent <= target_profit_percent * 4.0 - { - println!( - "Sold 400% target_profit_percent: {:.3}", - target_profit_percent * 4.0 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 4.6 - && element.pure_profit_percent <= target_profit_percent * 4.1 - { - println!( - "Sold 410% target_profit_percent: {:.3}", - target_profit_percent * 4.1 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 4.7 - && element.pure_profit_percent <= target_profit_percent * 4.2 - { - println!( - "Sold 420% target_profit_percent: {:.3}", - target_profit_percent * 4.2 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 4.8 - && element.pure_profit_percent <= target_profit_percent * 4.3 - { - println!( - "Sold 430% target_profit_percent: {:.3}", - target_profit_percent * 4.3 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 4.9 - && element.pure_profit_percent <= target_profit_percent * 4.4 - { - println!( - "Sold 440% target_profit_percent: {:.3}", - target_profit_percent * 4.4 - ); - is_sell = true; - } else if element.maximum_profit_percent >= target_profit_percent * 5.0 - && element.pure_profit_percent <= target_profit_percent * 4.5 - { - println!( - "Sold 450% target_profit_percent: {:.3}", - target_profit_percent * 4.5 - ); - is_sell = true; - } else if element.pure_profit_percent >= target_profit_percent * 5.0 { - println!( - "Sold 500% target_profit_percent: {:.3}", - target_profit_percent * 5.0 - ); - is_sell = true; } // if element.maximum_profit_percent >= target_profit_percent * 1.0 { @@ -858,7 +626,7 @@ pub async fn monitoring_filled_buy_order( // limit_order_sell(&element, sell_price_ahead, base_qty_to_be_ordered, &client, &exchange_info_vec, &trade_fee_vec).await; } } else { - if element.pure_profit_percent < (target_profit_percent * -1.0) - 0.1 { + if element.pure_profit_percent < (target_profit_percent * -1.0) - 0.2 { // -0.2 means about double trade fees. limit_order_sell( &element,