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Change evaluation for selling

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This commit is contained in:
Sik Yoon 2023-08-05 03:29:21 +09:00
parent 7bdb130865
commit 3dbaab6365
1 changed files with 11 additions and 243 deletions
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254
src/coex/order_team.rs
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@ -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 + (standard_deviation_amplitude * (average_ratio_amp_body));
let target_profit_percent = 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 // if scoreboard_list.first().unwrap().pos_liquidation_signal == 1
// || scoreboard_list.first().unwrap().neg_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 { if element.pure_profit_percent >= 0.0 {
let mut is_sell = false; let mut is_sell = false;
if element.maximum_profit_percent >= target_profit_percent * 2.0 if element.maximum_profit_percent >= target_profit_percent * 2.0
&& element.pure_profit_percent <= target_profit_percent * 1.5 && element.pure_profit_percent >= target_profit_percent * 2.0
{
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
{ {
println!( println!(
"Sold 200% target_profit_percent: {:.3}", "Sold 200% target_profit_percent: {:.3}",
target_profit_percent * 2.0 target_profit_percent * 2.0
); );
is_sell = true; is_sell = true;
} else if element.maximum_profit_percent >= target_profit_percent * 2.6 } else if element.maximum_profit_percent < target_profit_percent * 2.0
&& element.pure_profit_percent <= target_profit_percent * 2.1 && element.maximum_profit_percent >= target_profit_percent * 1.8
&& element.pure_profit_percent < target_profit_percent * 0.33
{ {
println!( println!(
"Sold 210% target_profit_percent: {:.3}", "Sold 33% target_profit_percent: {:.3}",
target_profit_percent * 2.1 target_profit_percent * 0.33
); );
is_sell = true; } else if server_epoch - element.transact_time > 12_600_000
} else if element.maximum_profit_percent >= target_profit_percent * 2.7
&& element.pure_profit_percent <= target_profit_percent * 2.2
{ {
println!( println!(
"Sold 220% target_profit_percent: {:.3}", "Sold time up {:.3}",
target_profit_percent * 2.2 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 { // 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; // limit_order_sell(&element, sell_price_ahead, base_qty_to_be_ordered, &client, &exchange_info_vec, &trade_fee_vec).await;
} }
} else { } 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. // -0.2 means about double trade fees.
limit_order_sell( limit_order_sell(
&element, &element,