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Define FilteredData struct

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This commit is contained in:
Sik Yoon 2023-11-19 23:29:56 +09:00
parent 420173a361
commit 689a3cd8a7
3 changed files with 416 additions and 332 deletions
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26
src/strategy_team/mod.rs
View File

@ -24,11 +24,13 @@ use futures::future::try_join_all;
use reqwest::{Client, ClientBuilder}; use reqwest::{Client, ClientBuilder};
use rust_decimal::{prelude::FromPrimitive, prelude::ToPrimitive, Decimal, RoundingStrategy}; use rust_decimal::{prelude::FromPrimitive, prelude::ToPrimitive, Decimal, RoundingStrategy};
use rust_decimal_macros::dec; use rust_decimal_macros::dec;
use crate::decimal_funcs::*;
use sqlx::FromRow; use sqlx::FromRow;
use std::sync::Arc; use std::sync::Arc;
use tokio::sync::Mutex; use tokio::sync::Mutex;
use strategy_manager::insert_pre_suggested_coins;
#[derive(Debug)] #[derive(Debug, Clone)]
pub struct AllData { pub struct AllData {
pub valid_symbol_vec: Vec<String>, pub valid_symbol_vec: Vec<String>,
pub rt_price_1m_vec: Vec<(String, Vec<RealtimePriceData>)>, pub rt_price_1m_vec: Vec<(String, Vec<RealtimePriceData>)>,
@ -61,3 +63,25 @@ pub struct TimeData {
pub last_server_epoch: u64, pub last_server_epoch: u64,
pub last_server_ymdhs: String, pub last_server_ymdhs: String,
} }
#[derive(Clone)]
pub struct FilteredData {
pub symbol: String,
pub closetime: i64,
pub stoploss: Decimal,
pub target_price: Decimal,
pub current_price: Decimal,
}
impl FilteredData {
fn new() -> FilteredData {
let a = FilteredData {
symbol: String::new(),
closetime: 0,
stoploss: Decimal::new(0, 8),
target_price: Decimal::new(0, 8),
current_price: Decimal::new(0, 8),
};
a
}
}

538
src/strategy_team/strategy_004.rs
View File

@ -1,268 +1,310 @@
// pub async fn strategist_004( use super::{
// alldata: &AllData, dec, ema, exists_record, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi,
// ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> { supertrend, try_join_all, AllData, Arc, Client, ClientBuilder, EmaData, ExchangeInfo, Mutex,
// // print rt_price for debugging RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee,
// // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT"); insert_pre_suggested_coins, Decimal, FilteredData, decimal_add, decimal_sub
// // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap()); };
// // 1st filtering: supertrend(ATR period 10, multiplier: 2.0, 30m close price), the area should be in UP area. // Triple SuperTrend strategy
// let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new(); // SuperTrend length: 10, multiplier: 5, already up area
// let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> = // SuperTrend length: 10, multiplier: 3, already up area
// Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime) // SuperTrend length: 10, multiplier: 1.2, buy signal
// let mut task_vec = Vec::new(); pub async fn list_up_for_buy(
// let valid_symbol_vec_c = alldata.valid_symbol_vec.clone(); alldata: AllData,
// for symbol in valid_symbol_vec_c { ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
// let mut opclo_30m_vec: Vec<RealtimePriceData> = Vec::new(); // print rt_price for debugging
// let mut supertrend_vec: Vec<SupertrendData> = Vec::new(); // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT");
// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());
// let filtered_2nd_symbols_arc_c = Arc::clone(&filtered_2nd_symbols_arc);
// task_vec.push(tokio::spawn(async move {
// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == symbol);
// let supertrend_option_30m =
// supertrend(&symbol, &rt_price_30m_vec_c, 10, 2.0, true).await;
// if opclo_30m_option.is_some() && supertrend_option_30m.is_some() { // 1st filtering: lookup tables if the tradepair is already there
// opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone(); let inspect_table_name_1 = String::from("buy_ordered_coin_list");
// supertrend_vec = supertrend_option_30m.unwrap(); let inspect_table_name_2 = String::from("sell_ordered_coin_list");
let inspect_table_name_3 = String::from("pre_suggested_coin_list");
let inspect_table_name_4 = String::from("suggested_coin_list");
// if opclo_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 { let mut filtered_data_1st: Vec<FilteredData> = Vec::new();
// let supertrend_search_result = supertrend_vec.binary_search_by_key( let mut filtered_data_1st_arc: Arc<Mutex<Vec<FilteredData>>> =
// &opclo_30m_vec.last().unwrap().close_time, Arc::new(Mutex::new(filtered_data_1st));
// |SupertrendData { let mut task_vec = Vec::new();
// band_value,
// signal,
// area,
// close_time,
// }| *close_time,
// );
// if supertrend_search_result.is_ok() {
// if supertrend_vec[supertrend_search_result.unwrap()]
// .area
// .contains("UP")
// {
// let mut filtered_2nd_symbols_lock =
// filtered_2nd_symbols_arc_c.lock().await;
// filtered_2nd_symbols_lock
// .push((symbol.clone(), opclo_30m_vec.last().unwrap().close_time));
// }
// }
// }
// }
// }));
// }
// try_join_all(task_vec).await?;
// // 2nd filtering: lookup tables if the tradepair is already there for symbol in &alldata.valid_symbol_vec {
// let inspect_table_name_1 = String::from("buy_ordered_coin_list"); let mut exists_condition_build = String::from("symbol=\'");
// let inspect_table_name_2 = String::from("sell_ordered_coin_list"); exists_condition_build.push_str(symbol.as_str());
// let inspect_table_name_3 = String::from("pre_suggested_coin_list"); exists_condition_build.push_str("\' AND registerer=");
// let inspect_table_name_4 = String::from("suggested_coin_list"); exists_condition_build.push_str(4.to_string().as_str());
// exists_condition_build.push_str("\' AND close_time=");
// exists_condition_build.push_str(element.1.to_string().as_str());
let exists_condition = Some(exists_condition_build);
let exists_condition_c = exists_condition.clone();
let inspect_table_name_1_c = inspect_table_name_1.clone();
let inspect_table_name_2_c = inspect_table_name_2.clone();
let inspect_table_name_3_c = inspect_table_name_3.clone();
let inspect_table_name_4_c = inspect_table_name_4.clone();
let symbol_c = symbol.clone();
let filtered_data_1st_arc_c = Arc::clone(&filtered_data_1st_arc);
task_vec.push(tokio::spawn(async move {
let mut filtered_data = FilteredData::new();
let inspect_result_1 =
exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
let inspect_result_2 =
exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
let inspect_result_3 =
exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
let inspect_result_4 =
exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
// let mut filtered_3rd_symbols: Vec<(String, i64)> = Vec::new(); if inspect_result_1 == false
// let mut filtered_3rd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> = && inspect_result_2 == false
// Arc::new(Mutex::new(filtered_3rd_symbols)); // (symbol, closetime) && inspect_result_3 == false
// let mut task_vec = Vec::new(); && inspect_result_4 == false
{
let mut filtered_data_1st_lock = filtered_data_1st_arc_c.lock().await;
// let filtered_2nd_iter = filtered_2nd_symbols_arc.lock().await.clone().into_iter(); filtered_data.symbol = symbol_c;
// for element in filtered_2nd_iter {
// let mut exists_condition_build = String::from("symbol=\'");
// exists_condition_build.push_str(element.0.as_str());
// exists_condition_build.push_str("\' AND registerer=");
// exists_condition_build.push_str(4.to_string().as_str());
// // exists_condition_build.push_str("\' AND close_time=");
// // exists_condition_build.push_str(element.1.to_string().as_str());
// let exists_condition = Some(exists_condition_build);
// let exists_condition_c = exists_condition.clone();
// let inspect_table_name_1_c = inspect_table_name_1.clone();
// let inspect_table_name_2_c = inspect_table_name_2.clone();
// let inspect_table_name_3_c = inspect_table_name_3.clone();
// let inspect_table_name_4_c = inspect_table_name_4.clone();
// let element_c = element.clone();
// let filtered_3rd_symbols_arc_c = Arc::clone(&filtered_3rd_symbols_arc);
// task_vec.push(tokio::spawn(async move {
// let inspect_result_1 =
// exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
// let inspect_result_2 =
// exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
// let inspect_result_3 =
// exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
// let inspect_result_4 =
// exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
// if inspect_result_1 == false filtered_data_1st_lock.push(filtered_data);
// && inspect_result_2 == false }
// && inspect_result_3 == false }));
// && inspect_result_4 == false }
// { try_join_all(task_vec).await?;
// let mut filtered_3rd_symbols_lock = filtered_3rd_symbols_arc_c.lock().await;
// filtered_3rd_symbols_lock.push(element_c);
// }
// }));
// }
// try_join_all(task_vec).await?;
// // 3rd filtering: EMA30 >= EMA 150 // 2nd filtering: supertrend(ATR period 10, multiplier: 5.0, 30m close price), the area should be in UP area.
// let filtered_3rd_symbols_c = filtered_3rd_symbols_arc.lock().await.clone(); let filtered_data_1st = filtered_data_1st_arc.lock().await.clone();
// let ema30_30m_data: Vec<(String, Vec<EmaData>)> = ema( let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
// 30, let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
// &alldata.rt_price_30m_vec, Arc::new(Mutex::new(filtered_data_2nd));
// &filtered_3rd_symbols_c, let mut task_vec = Vec::new();
// )
// .await?;
// let ema150_30m_data: Vec<(String, Vec<EmaData>)> = ema(
// 150,
// &alldata.rt_price_30m_vec,
// &filtered_3rd_symbols_c,
// )
// .await?;
// let mut task_vec = Vec::new(); for element in filtered_data_1st {
// let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new(); let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
// let mut filtered_4th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> = let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
// Arc::new(Mutex::new(filtered_4th_symbols)); // (symbol, closetime) let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
// for element in filtered_3rd_symbols_c { let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc);
// let mut ema30_30m_vec: Vec<EmaData> = Vec::new(); task_vec.push(tokio::spawn(async move {
// let mut ema150_30m_vec: Vec<EmaData> = Vec::new(); let mut filtered_data = FilteredData::new();
// let ema30_30m_option = ema30_30m_data.iter().position(|x| *x.0 == element.0); let rt_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.symbol);
// let ema30_30m_option_c = ema30_30m_option.clone(); let supertrend_option_30m =
// let ema150_30m_option = ema150_30m_data.iter().position(|x| *x.0 == element.0); supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 5.0, true).await;
// let ema150_30m_option_c = ema150_30m_option.clone();
// let element_c = element.clone();
// let filtered_4th_symbols_arc_c = Arc::clone(&filtered_4th_symbols_arc);
// if ema30_30m_option_c.is_some() && ema150_30m_option_c.is_some() { if rt_30m_option.is_some() && supertrend_option_30m.is_some() {
// ema30_30m_vec = ema30_30m_data[ema30_30m_option.unwrap()].1.clone(); rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
// ema150_30m_vec = ema150_30m_data[ema150_30m_option.unwrap()].1.clone(); supertrend_vec = supertrend_option_30m.unwrap();
// if ema30_30m_vec.len() >= 10 && ema150_30m_vec.len() >= 10 { if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 {
// let ema30_30m_vec_c = ema30_30m_vec.clone(); let supertrend_search_result = supertrend_vec.binary_search_by_key(
// let ema150_30m_vec_c = ema150_30m_vec.clone(); &rt_30m_vec.last().unwrap().close_time,
|SupertrendData {
band_value,
signal,
area,
close_time,
}| *close_time,
);
if supertrend_search_result.is_ok() {
if supertrend_vec[supertrend_search_result.unwrap()]
.area
.contains("UP")
{
let mut filtered_data_2nd_lock =
filtered_data_2nd_arc_c.lock().await;
// task_vec.push(tokio::spawn(async move { filtered_data.symbol = element.symbol.clone();
// let ema30_search_result = ema30_30m_vec_c.binary_search_by_key( filtered_data.closetime = rt_30m_vec.last().unwrap().close_time;
// &element_c.1, filtered_data.current_price = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap();
// |&EmaData { filtered_data_2nd_lock
// ema_value, .push(filtered_data);
// close_time, }
// }| close_time, }
// ); }
// let ema150_search_result = ema150_30m_vec_c.binary_search_by_key( }
// &element_c.1, }));
// |&EmaData { }
// ema_value, try_join_all(task_vec).await?;
// close_time,
// }| close_time,
// );
// if ema30_search_result.is_ok() && ema150_search_result.is_ok() { // 3rd filtering: supertrend(ATR period 10, multiplier: 3.0, 30m close price), the area should be in UP area.
// if ema30_30m_vec_c[ema30_search_result.unwrap()-9].ema_value < ema150_30m_vec_c[ema150_search_result.unwrap()-9].ema_value && let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone();
// ema30_30m_vec_c[ema30_search_result.unwrap()-8].ema_value < ema150_30m_vec_c[ema150_search_result.unwrap()-8].ema_value && let mut filtered_data_3rd: Vec<FilteredData> = Vec::new();
// ema30_30m_vec_c[ema30_search_result.unwrap()-7].ema_value < ema150_30m_vec_c[ema150_search_result.unwrap()-7].ema_value && let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
// ema30_30m_vec_c[ema30_search_result.unwrap()-6].ema_value < ema150_30m_vec_c[ema150_search_result.unwrap()-6].ema_value && Arc::new(Mutex::new(filtered_data_3rd));
// ema30_30m_vec_c[ema30_search_result.unwrap()-5].ema_value < ema150_30m_vec_c[ema150_search_result.unwrap()-5].ema_value && let mut task_vec = Vec::new();
// ema30_30m_vec_c[ema30_search_result.unwrap()-4].ema_value < ema150_30m_vec_c[ema150_search_result.unwrap()-4].ema_value && let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
// ema30_30m_vec_c[ema30_search_result.unwrap()-3].ema_value < ema150_30m_vec_c[ema150_search_result.unwrap()-3].ema_value && for element in filtered_data_2nd {
// ema30_30m_vec_c[ema30_search_result.unwrap()-2].ema_value < ema150_30m_vec_c[ema150_search_result.unwrap()-2].ema_value && let mut opclo_30m_vec: Vec<RealtimePriceData> = Vec::new();
// ema30_30m_vec_c[ema30_search_result.unwrap()-1].ema_value < ema150_30m_vec_c[ema150_search_result.unwrap()-1].ema_value && let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
// ema30_30m_vec_c[ema30_search_result.unwrap()].ema_value >= ema150_30m_vec_c[ema150_search_result.unwrap()].ema_value && let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
// ema30_30m_vec_c[ema30_search_result.unwrap()].ema_value > ema30_30m_vec_c[ema30_search_result.unwrap()-1].ema_value && let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc);
// ema30_30m_vec_c[ema30_search_result.unwrap()-1].ema_value > ema30_30m_vec_c[ema30_search_result.unwrap()-2].ema_value && task_vec.push(tokio::spawn(async move {
// ema30_30m_vec_c[ema30_search_result.unwrap()-2].ema_value > ema30_30m_vec_c[ema30_search_result.unwrap()-3].ema_value let mut filtered_data = FilteredData::new();
// { let supertrend_option_30m =
// let mut filtered_4th_symbols_lock = supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 3.0, true).await;
// filtered_4th_symbols_arc_c.lock().await;
// filtered_4th_symbols_lock.push(element_c);
// }
// }
// }));
// }
// }
// }
// try_join_all(task_vec).await?;
// // 4th filtering: heatmap volume(MA length 10, std length 10, 30m close price), the current candle should be Normal or Low. if supertrend_option_30m.is_some() {
// let filtered_4th_symbols_c = filtered_4th_symbols_arc.lock().await.clone(); supertrend_vec = supertrend_option_30m.unwrap();
// let mut filtered_5th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
// for element in filtered_4th_symbols_c {
// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0);
// if opclo_30m_option.is_some() {
// let opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
// if opclo_30m_vec.len() >= 3 { if supertrend_vec.len() >= 3 {
// let heatmap_volume_option = let supertrend_search_result = supertrend_vec.binary_search_by_key(
// heatmap_volume(&element.0, &rt_price_30m_vec_c, 10, 10, 4.0, 2.5, 1.0, -0.5) &element.closetime,
// .await; |SupertrendData {
// if heatmap_volume_option.is_some() { band_value,
// let heatmap_volume_vec = heatmap_volume_option.unwrap(); signal,
// let heatmap_search_result = heatmap_volume_vec.binary_search_by_key( area,
// &element.1, close_time,
// |HeatmapVolumeData { }| *close_time,
// heatmap_value, );
// heatmap_level, if supertrend_search_result.is_ok() {
// close_time, if supertrend_vec[supertrend_search_result.unwrap()]
// }| *close_time, .area
// ); .contains("UP")
// if heatmap_search_result.is_ok() { {
// if (heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level let mut filtered_3rd_symbols_lock =
// == HeatMapLevel::Low filtered_data_3rd_arc_c.lock().await;
// ||
// heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level
// == HeatMapLevel::Normal) &&
// (heatmap_volume_vec[heatmap_search_result.unwrap()-1].heatmap_level
// == HeatMapLevel::Low
// ||
// heatmap_volume_vec[heatmap_search_result.unwrap()-1].heatmap_level
// == HeatMapLevel::Normal
// )
// {
// filtered_5th_symbols.push(element);
// }
// }
// }
// }
// }
// }
// // final job: adding price information to filtered results filtered_data.symbol = element.symbol.clone();
// let mut filtered_symbols: Vec<(String, i64, f64)> = Vec::new(); // (symbol, closetime, current price) filtered_data.closetime = element.closetime;
// let mut filtered_symbols_arc = Arc::new(Mutex::new(filtered_symbols)); filtered_data.current_price = element.current_price;
// let mut task_vec = Vec::new();
// for element in filtered_5th_symbols {
// let mut filtered_symbols_arc_c = Arc::clone(&filtered_symbols_arc);
// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
// let elememt_c = element.clone(); filtered_3rd_symbols_lock
// task_vec.push(tokio::spawn(async move { .push(filtered_data);
// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0); }
// if opclo_30m_option.is_some() { }
// if rt_price_30m_vec_c[opclo_30m_option.unwrap()] }
// .1 }
// .last() }));
// .is_some() }
// { try_join_all(task_vec).await?;
// let mut filtered_symbols_lock: tokio::sync::MutexGuard<
// '_,
// Vec<(String, i64, f64)>,
// > = filtered_symbols_arc_c.lock().await;
// filtered_symbols_lock.push((
// elememt_c.0,
// elememt_c.1,
// rt_price_30m_vec_c[opclo_30m_option.unwrap()]
// .1
// .last()
// .unwrap()
// .close_price,
// ));
// }
// }
// }));
// }
// try_join_all(task_vec).await?; // 4th filtering: supertrend(ATR period 10, multiplier: 1.2, 30m close price), the area should be in UP area.
// set stoploss and target_price
let filtered_data_3rd_c = filtered_data_3rd_arc.lock().await.clone();
let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
Arc::new(Mutex::new(filtered_data_4th));
let mut task_vec = Vec::new();
for element in filtered_data_3rd_c {
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
// let a = filtered_symbols_arc.lock().await.clone(); task_vec.push(tokio::spawn(async move {
// insert_pre_suggested_coins(4, false, &a, alldata).await; let supertrend_option_30m =
supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 1.2, true).await;
let mut filtered_data = FilteredData::new();
if supertrend_option_30m.is_some() {
supertrend_vec = supertrend_option_30m.unwrap();
// Ok(()) if supertrend_vec.len() >= 3 {
// } let supertrend_search_result = supertrend_vec.binary_search_by_key(
&element.closetime,
|SupertrendData {
band_value,
signal,
area,
close_time,
}| *close_time,
);
if supertrend_search_result.is_ok() {
let supertrend_prev_element = supertrend_vec[supertrend_search_result.unwrap()-1].clone();
let supertrend_element = supertrend_vec[supertrend_search_result.unwrap()].clone();
if supertrend_element.signal.is_some_and(|x| x.contains("BUY"))
&& element.current_price < rust_decimal::prelude::FromPrimitive::from_f64(supertrend_prev_element.band_value * 1.003).unwrap()
{
let mut filtered_data_4th_lock =
filtered_data_4th_arc_c.lock().await;
filtered_data.symbol = element.symbol.clone();
filtered_data.closetime = element.closetime;
filtered_data.current_price = element.current_price;
filtered_data.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_element.band_value).unwrap();
let target_price = decimal_add(element.current_price, decimal_sub(element.current_price, filtered_data.stoploss));
filtered_data.target_price = target_price;
filtered_data_4th_lock
.push(filtered_data);
}
}
}
}
}));
}
try_join_all(task_vec).await?;
let final_filtered_data = filtered_data_4th_arc.lock().await.clone();
insert_pre_suggested_coins(4, false, &final_filtered_data, &alldata).await;
Ok(())
}
pub async fn list_up_for_sell(
all_data: &AllData,
exchange_info_vec: &Vec<ExchangeInfo>,
trade_fee_vec: &Vec<TradeFee>,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
let filled_buy_orders = select_filled_buy_orders(4).await?;
if !filled_buy_orders.is_empty() {
let client = ClientBuilder::new()
.timeout(tokio::time::Duration::from_millis(5000))
.build()
.unwrap();
for element in filled_buy_orders {
if element.used_usdt >= dec!(10.0) {
let lot_step_size_option = exchange_info_vec
.iter()
.find(|exchange_info| exchange_info.symbol == element.symbol);
let quote_commission_precision_option = exchange_info_vec
.iter()
.find(|exchange_info| exchange_info.symbol == element.symbol);
let opclo_30m_option = all_data
.rt_price_30m_vec
.iter()
.position(|x| *x.0 == element.symbol);
if lot_step_size_option.is_some()
&& quote_commission_precision_option.is_some()
&& opclo_30m_option.is_some()
{
let lot_step_size = lot_step_size_option.unwrap().stepsize;
let quote_commission_precision = quote_commission_precision_option
.unwrap()
.quote_commission_precision;
let base_qty_to_be_ordered =
element.base_qty_fee_adjusted.round_dp_with_strategy(
lot_step_size.normalize().scale(),
RoundingStrategy::ToZero,
);
if (element.is_long == 0 || element.is_long == 1) && !element.current_price.is_zero() {
if element.current_price >= element.target_price {
println!("target selling {} {}", element.symbol, element.pure_profit_percent);
limit_order_sell(
&element,
element.current_price,
base_qty_to_be_ordered,
&client,
&exchange_info_vec,
&trade_fee_vec,
)
.await;
} else if element.current_price <= element.stoploss {
println!("stoploss selling {} {}", element.symbol, element.pure_profit_percent);
limit_order_sell(
&element,
element.current_price,
base_qty_to_be_ordered,
&client,
&exchange_info_vec,
&trade_fee_vec,
)
.await;
}
}
}
}
}
}
Ok(())
}

184
src/strategy_team/strategy_manager.rs
View File

@ -8,7 +8,7 @@ use serde::Deserialize;
use super::{ use super::{
exists_record, insert_one_record, try_select_record, AllData, ExchangeInfo, FromRow, exists_record, insert_one_record, try_select_record, AllData, ExchangeInfo, FromRow,
RealtimePriceData, TradeFee, RealtimePriceData, TradeFee, FilteredData, try_join_all
}; };
use crate::signal_association::signal_decision::*; use crate::signal_association::signal_decision::*;
use tokio::time::{sleep, Duration, Instant}; use tokio::time::{sleep, Duration, Instant};
@ -31,13 +31,22 @@ struct Record {
pub async fn execute_list_up_for_buy( pub async fn execute_list_up_for_buy(
all_data: &AllData, all_data: &AllData,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> { ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
let mut task_vec = Vec::new();
// let all_data_c3 = all_data.clone();
let all_data_c4 = all_data.clone();
// strategist_001(all_data).await?; // strategist_001(all_data).await?;
// strategist_002(all_data).await?; // strategist_002(all_data).await?;
crate::strategy_team::strategy_003::list_up_for_buy(all_data).await?; // task_vec.push(tokio::spawn(async move {
// crate::strategy_team::strategy_003::list_up_for_buy(all_data_c3).await;
// }));
task_vec.push(tokio::spawn(async move {
crate::strategy_team::strategy_004::list_up_for_buy(all_data_c4).await;
}));
// strategist_004(all_data).await?; // strategist_004(all_data).await?;
// strategist_005(all_data).await?; // strategist_005(all_data).await?;
// strategist_006(all_data).await?; // strategist_006(all_data).await?;
try_join_all(task_vec).await?;
Ok(()) Ok(())
} }
@ -46,7 +55,8 @@ pub async fn execute_list_up_for_sell(
exchange_info_vec: &Vec<ExchangeInfo>, exchange_info_vec: &Vec<ExchangeInfo>,
trade_fee_vec: &Vec<TradeFee>, trade_fee_vec: &Vec<TradeFee>,
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> { ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
crate::strategy_team::strategy_003::list_up_for_sell(
crate::strategy_team::strategy_004::list_up_for_sell(
all_data, all_data,
exchange_info_vec, exchange_info_vec,
trade_fee_vec, trade_fee_vec,
@ -77,9 +87,8 @@ pub async fn get_current_price(
pub async fn insert_pre_suggested_coins( pub async fn insert_pre_suggested_coins(
registerer: i32, registerer: i32,
is_long: bool, is_long: bool,
filtered_symbols: &Vec<(String, i64, f64)>, filtered_coins: &Vec<FilteredData>,
alldata: &AllData, alldata: &AllData,
target_price: Decimal
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> { ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
// Check the existance of record that is registered by this strategist // Check the existance of record that is registered by this strategist
let mut dest_table_name = String::from("suggested_coin_list"); let mut dest_table_name = String::from("suggested_coin_list");
@ -97,6 +106,7 @@ pub async fn insert_pre_suggested_coins(
"close_time", "close_time",
"suggested_price", "suggested_price",
"current_price", "current_price",
"stoploss",
"target_price", "target_price",
"registered_server_epoch", "registered_server_epoch",
"profit_percent", "profit_percent",
@ -154,12 +164,12 @@ pub async fn insert_pre_suggested_coins(
.await?; .await?;
// insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list] // insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list]
for filtered_element in filtered_symbols { for filtered_coin in filtered_coins {
let mut is_dupe = false; // initialize let mut is_dupe = false; // initialize
for list_element in &suggested_coin_list { for list_element in &suggested_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -167,8 +177,8 @@ pub async fn insert_pre_suggested_coins(
} }
for list_element in &ordered_coin_list { for list_element in &ordered_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -176,8 +186,8 @@ pub async fn insert_pre_suggested_coins(
} }
for list_element in &pre_suggested_coin_list { for list_element in &pre_suggested_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -186,11 +196,12 @@ pub async fn insert_pre_suggested_coins(
if is_dupe == false { if is_dupe == false {
let mut insert_values = vec![ let mut insert_values = vec![
filtered_element.0.clone(), // symbol filtered_coin.symbol.clone(), // symbol
filtered_element.1.to_string(), // close_time filtered_coin.closetime.to_string(), // close_time
filtered_element.2.to_string(), // suggested_price filtered_coin.current_price.to_string(), // suggested_price
filtered_element.2.to_string(), // current_price filtered_coin.current_price.to_string(), // current_price
target_price.to_string(), // target_price filtered_coin.stoploss.to_string(), // stoploss
filtered_coin.target_price.to_string(), // target_price
server_epoch().await.to_string(), // registered_server_epoch server_epoch().await.to_string(), // registered_server_epoch
0.0.to_string(), // profit_percent 0.0.to_string(), // profit_percent
0.0.to_string(), // minimum_profit_percent 0.0.to_string(), // minimum_profit_percent
@ -248,12 +259,12 @@ pub async fn insert_pre_suggested_coins(
.await?; .await?;
// insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list] // insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list]
for filtered_element in filtered_symbols { for filtered_coin in filtered_coins {
let mut is_dupe = false; // initialize let mut is_dupe = false; // initialize
for list_element in &suggested_coin_list { for list_element in &suggested_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -261,8 +272,8 @@ pub async fn insert_pre_suggested_coins(
} }
for list_element in &ordered_coin_list { for list_element in &ordered_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -271,11 +282,12 @@ pub async fn insert_pre_suggested_coins(
if is_dupe == false { if is_dupe == false {
let mut insert_values = vec![ let mut insert_values = vec![
filtered_element.0.clone(), // symbol filtered_coin.symbol.clone(), // symbol
filtered_element.1.to_string(), // close_time filtered_coin.closetime.to_string(), // close_time
filtered_element.2.to_string(), // suggested_price filtered_coin.current_price.to_string(), // suggested_price
filtered_element.2.to_string(), // current_price filtered_coin.current_price.to_string(), // current_price
target_price.to_string(), // target_price filtered_coin.stoploss.to_string(), // stoploss
filtered_coin.target_price.to_string(), // target_price
server_epoch().await.to_string(), // registered_server_epoch server_epoch().await.to_string(), // registered_server_epoch
0.0.to_string(), // profit_percent 0.0.to_string(), // profit_percent
0.0.to_string(), // minimum_profit_percent 0.0.to_string(), // minimum_profit_percent
@ -323,12 +335,12 @@ pub async fn insert_pre_suggested_coins(
.await?; .await?;
// insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list] // insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list]
for filtered_element in filtered_symbols { for filtered_coin in filtered_coins {
let mut is_dupe = false; // initialize let mut is_dupe = false; // initialize
for list_element in &suggested_coin_list { for list_element in &suggested_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -336,8 +348,8 @@ pub async fn insert_pre_suggested_coins(
} }
for list_element in &pre_suggested_coin_list { for list_element in &pre_suggested_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -346,11 +358,12 @@ pub async fn insert_pre_suggested_coins(
if is_dupe == false { if is_dupe == false {
let mut insert_values = vec![ let mut insert_values = vec![
filtered_element.0.clone(), // symbol filtered_coin.symbol.clone(), // symbol
filtered_element.1.to_string(), // close_time filtered_coin.closetime.to_string(), // close_time
filtered_element.2.to_string(), // suggested_price filtered_coin.current_price.to_string(), // suggested_price
filtered_element.2.to_string(), // current_price filtered_coin.current_price.to_string(), // current_price
target_price.to_string(), // target_price filtered_coin.stoploss.to_string(), // stoploss
filtered_coin.target_price.to_string(), // target_price
server_epoch().await.to_string(), // registered_server_epoch server_epoch().await.to_string(), // registered_server_epoch
0.0.to_string(), // profit_percent 0.0.to_string(), // profit_percent
0.0.to_string(), // minimum_profit_percent 0.0.to_string(), // minimum_profit_percent
@ -391,12 +404,12 @@ pub async fn insert_pre_suggested_coins(
.await?; .await?;
// insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list] // insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list]
for filtered_element in filtered_symbols { for filtered_coin in filtered_coins {
let mut is_dupe = false; // initialize let mut is_dupe = false; // initialize
for list_element in &suggested_coin_list { for list_element in &suggested_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -405,11 +418,12 @@ pub async fn insert_pre_suggested_coins(
if is_dupe == false { if is_dupe == false {
let mut insert_values = vec![ let mut insert_values = vec![
filtered_element.0.clone(), // symbol filtered_coin.symbol.clone(), // symbol
filtered_element.1.to_string(), // close_time filtered_coin.closetime.to_string(), // close_time
filtered_element.2.to_string(), // suggested_price filtered_coin.current_price.to_string(), // suggested_price
filtered_element.2.to_string(), // current_price filtered_coin.current_price.to_string(), // current_price
target_price.to_string(), // target_price filtered_coin.stoploss.to_string(), // stoploss
filtered_coin.target_price.to_string(), // target_price
server_epoch().await.to_string(), // registered_server_epoch server_epoch().await.to_string(), // registered_server_epoch
0.0.to_string(), // profit_percent 0.0.to_string(), // profit_percent
0.0.to_string(), // minimum_profit_percent 0.0.to_string(), // minimum_profit_percent
@ -467,12 +481,12 @@ pub async fn insert_pre_suggested_coins(
.await?; .await?;
// insert record without duplicate(registerer, close_time, symbol) into [pre_suggested_coin_list] // insert record without duplicate(registerer, close_time, symbol) into [pre_suggested_coin_list]
for filtered_element in filtered_symbols { for filtered_coin in filtered_coins {
let mut is_dupe = false; // initialize let mut is_dupe = false; // initialize
for list_element in &ordered_coin_list { for list_element in &ordered_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -480,8 +494,8 @@ pub async fn insert_pre_suggested_coins(
} }
for list_element in &pre_suggested_coin_list { for list_element in &pre_suggested_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -490,11 +504,12 @@ pub async fn insert_pre_suggested_coins(
if is_dupe == false { if is_dupe == false {
let mut insert_values = vec![ let mut insert_values = vec![
filtered_element.0.clone(), // symbol filtered_coin.symbol.clone(), // symbol
filtered_element.1.to_string(), // close_time filtered_coin.closetime.to_string(), // close_time
filtered_element.2.to_string(), // suggested_price filtered_coin.current_price.to_string(), // suggested_price
filtered_element.2.to_string(), // current_price filtered_coin.current_price.to_string(), // current_price
target_price.to_string(), // target_price filtered_coin.stoploss.to_string(), // stoploss
filtered_coin.target_price.to_string(), // target_price
server_epoch().await.to_string(), // registered_server_epoch server_epoch().await.to_string(), // registered_server_epoch
0.0.to_string(), // profit_percent 0.0.to_string(), // profit_percent
0.0.to_string(), // minimum_profit_percent 0.0.to_string(), // minimum_profit_percent
@ -545,12 +560,12 @@ pub async fn insert_pre_suggested_coins(
.await?; .await?;
// insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list] // insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list]
for filtered_element in filtered_symbols { for filtered_coin in filtered_coins {
let mut is_dupe = false; // initialize let mut is_dupe = false; // initialize
for list_element in &ordered_coin_list { for list_element in &ordered_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -559,11 +574,12 @@ pub async fn insert_pre_suggested_coins(
if is_dupe == false { if is_dupe == false {
let mut insert_values = vec![ let mut insert_values = vec![
filtered_element.0.clone(), // symbol filtered_coin.symbol.clone(), // symbol
filtered_element.1.to_string(), // close_time filtered_coin.closetime.to_string(), // close_time
filtered_element.2.to_string(), // suggested_price filtered_coin.current_price.to_string(), // suggested_price
filtered_element.2.to_string(), // current_price filtered_coin.current_price.to_string(), // current_price
target_price.to_string(), // target_price filtered_coin.stoploss.to_string(), // stoploss
filtered_coin.target_price.to_string(), // target_price
server_epoch().await.to_string(), // registered_server_epoch server_epoch().await.to_string(), // registered_server_epoch
0.0.to_string(), // profit_percent 0.0.to_string(), // profit_percent
0.0.to_string(), // minimum_profit_percent 0.0.to_string(), // minimum_profit_percent
@ -604,12 +620,12 @@ pub async fn insert_pre_suggested_coins(
.await?; .await?;
// insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list] // insert record without duplicate(registerer, closetime, symbol) into [pre_suggested_coin_list]
for filtered_element in filtered_symbols { for filtered_coin in filtered_coins {
let mut is_dupe = false; // initialize let mut is_dupe = false; // initialize
for list_element in &pre_suggested_coin_list { for list_element in &pre_suggested_coin_list {
if (filtered_element.0 == list_element.symbol) if (filtered_coin.symbol == list_element.symbol)
&& (filtered_element.1 == list_element.close_time) && (filtered_coin.closetime == list_element.close_time)
{ {
is_dupe = true; is_dupe = true;
break; break;
@ -618,11 +634,12 @@ pub async fn insert_pre_suggested_coins(
if is_dupe == false { if is_dupe == false {
let mut insert_values = vec![ let mut insert_values = vec![
filtered_element.0.clone(), // symbol filtered_coin.symbol.clone(), // symbol
filtered_element.1.to_string(), // close_time filtered_coin.closetime.to_string(), // close_time
filtered_element.2.to_string(), // suggested_price filtered_coin.current_price.to_string(), // suggested_price
filtered_element.2.to_string(), // current_price filtered_coin.current_price.to_string(), // current_price
target_price.to_string(), // target_price filtered_coin.stoploss.to_string(), // stoploss
filtered_coin.target_price.to_string(), // target_price
server_epoch().await.to_string(), // registered_server_epoch server_epoch().await.to_string(), // registered_server_epoch
0.0.to_string(), // profit_percent 0.0.to_string(), // profit_percent
0.0.to_string(), // minimum_profit_percent 0.0.to_string(), // minimum_profit_percent
@ -640,19 +657,20 @@ pub async fn insert_pre_suggested_coins(
} }
} }
} else { } else {
for filtered_element in filtered_symbols { for filtered_coin in filtered_coins {
let mut insert_values = vec![ let mut insert_values = vec![
filtered_element.0.clone(), // symbol filtered_coin.symbol.clone(), // symbol
filtered_element.1.to_string(), // close_time filtered_coin.closetime.to_string(), // close_time
filtered_element.2.to_string(), // suggested_price filtered_coin.current_price.to_string(), // suggested_price
filtered_element.2.to_string(), // current_price filtered_coin.current_price.to_string(), // current_price
target_price.to_string(), // target_price filtered_coin.stoploss.to_string(), // stoploss
server_epoch().await.to_string(), // registered_server_epoch filtered_coin.target_price.to_string(), // target_price
0.0.to_string(), // profit_percent server_epoch().await.to_string(), // registered_server_epoch
0.0.to_string(), // minimum_profit_percent 0.0.to_string(), // profit_percent
0.0.to_string(), // maximum_profit_percent 0.0.to_string(), // minimum_profit_percent
registerer.to_string(), // registerer 0.0.to_string(), // maximum_profit_percent
]; registerer.to_string(), // registerer
];
if is_long == true { if is_long == true {
insert_values.push(1.to_string()); // is_long insert_values.push(1.to_string()); // is_long