Add strategy 003
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@ -1,495 +1,256 @@
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// use super::{
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use crate::value_estimation_team::indicators::bollingerband::bollingerband;
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// dec, ema, exists_record, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi,
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// supertrend, try_join_all, AllData, Arc, Client, ClientBuilder, EmaData, ExchangeInfo, Mutex,
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// RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee,
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// insert_pre_suggested_coins, Decimal, FilteredData, decimal_add, decimal_sub
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// };
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// pub async fn list_up_for_buy(
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use super::{
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// alldata: AllData,
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dec, decimal_add, decimal_sub, decimal_div, ema, ema_opclo, sma_opclo, exists_record, insert_pre_suggested_coins,
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// ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
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// // print rt_price for debugging
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Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex, SmaData,
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// // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT");
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RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch, MacdData, ema_macd,
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// // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());
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BollingerBandData, ToPrimitive
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};
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// // 1st filtering: lookup tables if the tradepair is already there
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// BUY: 30m SMA5 (opclo_price) < 30m EMA3 (opclo_price)
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// let inspect_table_name_1 = String::from("buy_ordered_coin_list");
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// SELL: 30m SMA5 (opclo_price) > 30m EMA3 (opclo_price)
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// let inspect_table_name_2 = String::from("sell_ordered_coin_list");
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pub async fn list_up_for_buy(
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// let inspect_table_name_3 = String::from("pre_suggested_coin_list");
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alldata: AllData,
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// let inspect_table_name_4 = String::from("suggested_coin_list");
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) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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// print rt_price for debugging
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// let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT");
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// println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());
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// let mut filtered_data_1st: Vec<FilteredData> = Vec::new();
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// 1st filtering: lookup tables if the tradepair is already there
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// let mut filtered_data_1st_arc: Arc<Mutex<Vec<FilteredData>>> =
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let inspect_table_name_1 = String::from("buy_ordered_coin_list");
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// Arc::new(Mutex::new(filtered_data_1st));
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let inspect_table_name_2 = String::from("sell_ordered_coin_list");
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// let mut task_vec = Vec::new();
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let inspect_table_name_3 = String::from("pre_suggested_coin_list");
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let inspect_table_name_4 = String::from("suggested_coin_list");
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// for symbol in &alldata.valid_symbol_vec {
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let mut filtered_data_1st: Vec<FilteredData> = Vec::new();
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// let mut exists_condition_build = String::from("symbol=\'");
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let mut filtered_data_1st_arc: Arc<Mutex<Vec<FilteredData>>> =
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// exists_condition_build.push_str(symbol.as_str());
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Arc::new(Mutex::new(filtered_data_1st));
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// exists_condition_build.push_str("\' AND registerer=");
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let mut task_vec = Vec::new();
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// exists_condition_build.push_str(3.to_string().as_str());
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// // exists_condition_build.push_str("\' AND close_time=");
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// // exists_condition_build.push_str(element.1.to_string().as_str());
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// let exists_condition = Some(exists_condition_build);
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// let exists_condition_c = exists_condition.clone();
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// let inspect_table_name_1_c = inspect_table_name_1.clone();
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// let inspect_table_name_2_c = inspect_table_name_2.clone();
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// let inspect_table_name_3_c = inspect_table_name_3.clone();
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// let inspect_table_name_4_c = inspect_table_name_4.clone();
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// let symbol_c = symbol.clone();
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// let filtered_data_1st_arc_c = Arc::clone(&filtered_data_1st_arc);
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// task_vec.push(tokio::spawn(async move {
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// let mut filtered_data = FilteredData::new();
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// let inspect_result_1 =
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// exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
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// let inspect_result_2 =
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// exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
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// let inspect_result_3 =
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// exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
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// let inspect_result_4 =
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// exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
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// if inspect_result_1 == false
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for symbol in &alldata.valid_symbol_vec {
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// && inspect_result_2 == false
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let mut exists_condition_build = String::from("symbol=\'");
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// && inspect_result_3 == false
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exists_condition_build.push_str(symbol.as_str());
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// && inspect_result_4 == false
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exists_condition_build.push_str("\' AND registerer=");
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// {
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exists_condition_build.push_str(3.to_string().as_str());
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// let mut filtered_data_1st_lock = filtered_data_1st_arc_c.lock().await;
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// exists_condition_build.push_str("\' AND close_time=");
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// exists_condition_build.push_str(element.1.to_string().as_str());
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let exists_condition = Some(exists_condition_build);
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let exists_condition_c = exists_condition.clone();
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let inspect_table_name_1_c = inspect_table_name_1.clone();
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let inspect_table_name_2_c = inspect_table_name_2.clone();
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let inspect_table_name_3_c = inspect_table_name_3.clone();
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let inspect_table_name_4_c = inspect_table_name_4.clone();
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let symbol_c = symbol.clone();
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let filtered_data_1st_arc_c = Arc::clone(&filtered_data_1st_arc);
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task_vec.push(tokio::spawn(async move {
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let mut filtered_data = FilteredData::new();
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let inspect_result_1 =
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exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
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let inspect_result_2 =
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exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
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let inspect_result_3 =
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exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
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let inspect_result_4 =
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exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
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// filtered_data.symbol = symbol_c;
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if inspect_result_1 == false
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&& inspect_result_2 == false
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&& inspect_result_3 == false
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&& inspect_result_4 == false
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{
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let mut filtered_data_1st_lock = filtered_data_1st_arc_c.lock().await;
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// filtered_data_1st_lock.push(filtered_data);
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filtered_data.symbol = symbol_c;
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// }
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// }));
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// }
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// try_join_all(task_vec).await?;
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// // 1st filtering: supertrend(ATR period 100, multiplier: 6.0, 30m close price), the area should be in UP area.
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filtered_data_1st_lock.push(filtered_data);
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// let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new();
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}
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// let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
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}));
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// Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime)
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}
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// let mut task_vec = Vec::new();
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try_join_all(task_vec).await?;
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// let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
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// for symbol in valid_symbol_vec_c {
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// let mut opclo_30m_vec: Vec<RealtimePriceData> = Vec::new();
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// let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
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// let filtered_2nd_symbols_arc_c = Arc::clone(&filtered_2nd_symbols_arc);
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// task_vec.push(tokio::spawn(async move {
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// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == symbol);
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// let supertrend_option_30m =
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// supertrend(&symbol, &rt_price_30m_vec_c, 100, 6.0, true).await;
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// if opclo_30m_option.is_some() && supertrend_option_30m.is_some() {
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// 2nd filtering: SMA5 (opclo_price) < EMA3 (opclo_price)
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// opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
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let filtered_data_1st = filtered_data_1st_arc.lock().await.clone();
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// supertrend_vec = supertrend_option_30m.unwrap();
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let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
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let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
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Arc::new(Mutex::new(filtered_data_2nd));
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let mut task_vec = Vec::new();
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let sma_opclos = sma_opclo(5, &alldata.rt_price_30m_vec, &filtered_data_1st).await?;
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let ema_opclos = ema_opclo(3, &alldata.rt_price_30m_vec, &filtered_data_1st).await?;
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for element in filtered_data_1st {
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let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
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let mut sma_vec: Vec<SmaData> = Vec::new();
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let mut ema_vec: Vec<EmaData> = Vec::new();
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let rt_price_30m_vec_c: Vec<(String, Vec<RealtimePriceData>)> = alldata.rt_price_30m_vec.clone();
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let sma_opclos_c = sma_opclos.clone();
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let ema_opclos_c = ema_opclos.clone();
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// if opclo_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 {
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let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc);
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// let supertrend_search_result = supertrend_vec.binary_search_by_key(
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task_vec.push(tokio::spawn(async move {
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// &opclo_30m_vec.last().unwrap().close_time,
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let rt_30m_option = rt_price_30m_vec_c
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// |SupertrendData {
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.iter()
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// band_value,
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.position(|x: &(String, Vec<RealtimePriceData>)| *x.0 == element.symbol);
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// signal,
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let sma_option_30m = sma_opclos_c.iter().position(|x| x.0 == element.symbol);
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// area,
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let ema_option_30m = ema_opclos_c.iter().position(|x| x.0 == element.symbol);
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// close_time,
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// }| *close_time,
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// );
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// if supertrend_search_result.is_ok() {
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// if supertrend_vec[supertrend_search_result.unwrap()]
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// .area
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// .contains("UP")
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// {
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// let mut filtered_2nd_symbols_lock =
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// filtered_2nd_symbols_arc_c.lock().await;
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// filtered_2nd_symbols_lock
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// .push((symbol.clone(), opclo_30m_vec.last().unwrap().close_time));
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// }
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// }
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// }
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// }
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// }));
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// }
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// try_join_all(task_vec).await?;
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// // 2nd filtering: lookup tables if the tradepair is already there
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if rt_30m_option.is_some() && sma_option_30m.is_some() && ema_option_30m.is_some() {
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// let inspect_table_name_1 = String::from("buy_ordered_coin_list");
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rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
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// let inspect_table_name_2 = String::from("sell_ordered_coin_list");
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sma_vec = sma_opclos_c[sma_option_30m.unwrap()].1.clone();
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// let inspect_table_name_3 = String::from("pre_suggested_coin_list");
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ema_vec = ema_opclos_c[ema_option_30m.unwrap()].1.clone();
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// let inspect_table_name_4 = String::from("suggested_coin_list");
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let server_epoch = server_epoch().await;
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if rt_30m_vec.len() >= 3 && sma_vec.len() >= 3 && ema_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch {
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let sma_search_result = sma_vec.binary_search_by_key(
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&rt_30m_vec.last().unwrap().close_time,
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|SmaData {
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sma_value,
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close_time,
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}| *close_time,
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);
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let ema_search_result = ema_vec.binary_search_by_key(
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&rt_30m_vec.last().unwrap().close_time,
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|EmaData {
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ema_value,
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close_time,
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}| *close_time,
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);
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if sma_search_result.is_ok() && ema_search_result.is_ok() {
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if sma_vec[sma_search_result.unwrap()].sma_value < ema_vec[ema_search_result.unwrap()].ema_value {
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let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await;
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let mut filtered_data = FilteredData::new();
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filtered_data.symbol = element.symbol.clone();
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filtered_data.closetime = rt_30m_vec.last().unwrap().close_time;
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filtered_data.current_price = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap();;
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filtered_data_2nd_lock.push(filtered_data);
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}
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}
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}
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}
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}));
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}
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try_join_all(task_vec).await?;
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// 3rd filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0%
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let filtered_data_2nd_c = filtered_data_2nd_arc.lock().await.clone();
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let mut filtered_data_3rd: Vec<FilteredData> = Vec::new();
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let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
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Arc::new(Mutex::new(filtered_data_3rd));
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let mut task_vec = Vec::new();
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for element in filtered_data_2nd_c {
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let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
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let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc);
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// let mut filtered_3rd_symbols: Vec<(String, i64)> = Vec::new();
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task_vec.push(tokio::spawn(async move {
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// let mut filtered_3rd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
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let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol);
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// Arc::new(Mutex::new(filtered_3rd_symbols)); // (symbol, closetime)
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// let mut task_vec = Vec::new();
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if position_idx.is_some() {
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let vec_len = rt_price_30m_vec_c[position_idx.unwrap()].1.len();
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if vec_len >= 11 {
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let candles = rt_price_30m_vec_c[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap();
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let windows = candles.windows(2);
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let mut average_amplitude = 0.0;
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// let filtered_2nd_iter = filtered_2nd_symbols_arc.lock().await.clone().into_iter();
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for window in windows {
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// for element in filtered_2nd_iter {
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average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price;
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// let mut exists_condition_build = String::from("symbol=\'");
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}
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// exists_condition_build.push_str(element.0.as_str());
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average_amplitude /= 10.0;
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// exists_condition_build.push_str("\' AND registerer=");
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// exists_condition_build.push_str(3.to_string().as_str());
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// // exists_condition_build.push_str("\' AND close_time=");
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// // exists_condition_build.push_str(element.1.to_string().as_str());
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// let exists_condition = Some(exists_condition_build);
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// let exists_condition_c = exists_condition.clone();
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// let inspect_table_name_1_c = inspect_table_name_1.clone();
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// let inspect_table_name_2_c = inspect_table_name_2.clone();
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// let inspect_table_name_3_c = inspect_table_name_3.clone();
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// let inspect_table_name_4_c = inspect_table_name_4.clone();
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// let element_c = element.clone();
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// let filtered_3rd_symbols_arc_c = Arc::clone(&filtered_3rd_symbols_arc);
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// task_vec.push(tokio::spawn(async move {
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// let inspect_result_1 =
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// exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
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// let inspect_result_2 =
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// exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
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// let inspect_result_3 =
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// exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
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// let inspect_result_4 =
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// exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
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// if inspect_result_1 == false
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if 0.005 <= average_amplitude && average_amplitude <= 0.01 {
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// && inspect_result_2 == false
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let mut filtered_data_3rd_lock = filtered_data_3rd_arc_c.lock().await;
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// && inspect_result_3 == false
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let mut filtered_data = FilteredData::new();
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||||||
// && inspect_result_4 == false
|
filtered_data.symbol = element.symbol.clone();
|
||||||
// {
|
filtered_data.closetime = element.closetime;
|
||||||
// let mut filtered_3rd_symbols_lock = filtered_3rd_symbols_arc_c.lock().await;
|
filtered_data.current_price = element.current_price;
|
||||||
// filtered_3rd_symbols_lock.push(element_c);
|
filtered_data.stoploss = element.stoploss;
|
||||||
// }
|
filtered_data.target_price = element.target_price;
|
||||||
// }));
|
|
||||||
// }
|
filtered_data_3rd_lock.push(filtered_data);
|
||||||
// try_join_all(task_vec).await?;
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
try_join_all(task_vec).await?;
|
||||||
|
|
||||||
// // 3rd filtering: EMA30 > EMA 150
|
let final_filtered_data = filtered_data_3rd_arc.lock().await.clone();
|
||||||
// let filtered_3rd_symbols_c = filtered_3rd_symbols_arc.lock().await.clone();
|
insert_pre_suggested_coins(3, false, &final_filtered_data, &alldata).await;
|
||||||
// let ema30_30m_data: Vec<(String, Vec<EmaData>)> =
|
|
||||||
// ema(30, &alldata.rt_price_30m_vec, &filtered_3rd_symbols_c).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();
|
Ok(())
|
||||||
// let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new();
|
}
|
||||||
// let mut filtered_4th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
|
|
||||||
// Arc::new(Mutex::new(filtered_4th_symbols)); // (symbol, closetime)
|
|
||||||
// for element in filtered_3rd_symbols_c {
|
|
||||||
// let mut ema30_30m_vec: Vec<EmaData> = Vec::new();
|
|
||||||
// let mut ema150_30m_vec: Vec<EmaData> = Vec::new();
|
|
||||||
// let ema30_30m_option = ema30_30m_data.iter().position(|x| *x.0 == element.0);
|
|
||||||
// let ema30_30m_option_c = ema30_30m_option.clone();
|
|
||||||
// let ema150_30m_option = ema150_30m_data.iter().position(|x| *x.0 == element.0);
|
|
||||||
// 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() {
|
pub async fn list_up_for_sell(
|
||||||
// ema30_30m_vec = ema30_30m_data[ema30_30m_option.unwrap()].1.clone();
|
all_data: &AllData,
|
||||||
// ema150_30m_vec = ema150_30m_data[ema150_30m_option.unwrap()].1.clone();
|
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(3).await?;
|
||||||
|
|
||||||
// if ema30_30m_vec.len() >= 10 && ema150_30m_vec.len() >= 10 {
|
if !filled_buy_orders.is_empty() {
|
||||||
// let ema30_30m_vec_c = ema30_30m_vec.clone();
|
let client = ClientBuilder::new()
|
||||||
// let ema150_30m_vec_c = ema150_30m_vec.clone();
|
.timeout(tokio::time::Duration::from_millis(5000))
|
||||||
|
.build()
|
||||||
|
.unwrap();
|
||||||
|
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
|
||||||
|
let server_epoch = server_epoch().await;
|
||||||
|
|
||||||
|
let mut filtered_symbol_vec: Vec<FilteredData> = Vec::new();
|
||||||
|
for element in &filled_buy_orders {
|
||||||
|
let filltered_data = FilteredData{
|
||||||
|
symbol: element.symbol.clone(),
|
||||||
|
closetime: 0,
|
||||||
|
stoploss: dec!(0),
|
||||||
|
target_price: dec!(0),
|
||||||
|
current_price: dec!(0),
|
||||||
|
};
|
||||||
|
filtered_symbol_vec.push(filltered_data);
|
||||||
|
}
|
||||||
|
let sma_opclos = sma_opclo(5, &all_data.rt_price_30m_vec, &filtered_symbol_vec).await?;
|
||||||
|
let ema_opclos = ema_opclo(3, &all_data.rt_price_30m_vec, &filtered_symbol_vec).await?;
|
||||||
|
for element in filled_buy_orders {
|
||||||
|
let sma_result = sma_opclos.iter().position(|x| x.0 == element.symbol);
|
||||||
|
let ema_result = ema_opclos.iter().position(|x| x.0 == element.symbol);
|
||||||
|
if sma_result.is_some() && ema_result.is_some() && element.used_usdt >= dec!(10.0) {
|
||||||
|
let lot_step_size_option = exchange_info_vec
|
||||||
|
.iter()
|
||||||
|
.position(|exchange_info| exchange_info.symbol == element.symbol);
|
||||||
|
let quote_commission_precision_option = exchange_info_vec
|
||||||
|
.iter()
|
||||||
|
.position(|exchange_info| exchange_info.symbol == element.symbol);
|
||||||
|
|
||||||
|
if lot_step_size_option.is_some()
|
||||||
|
&& quote_commission_precision_option.is_some()
|
||||||
|
{
|
||||||
|
let lot_step_size = exchange_info_vec[lot_step_size_option.unwrap()].stepsize;
|
||||||
|
let quote_commission_precision = exchange_info_vec
|
||||||
|
[quote_commission_precision_option.unwrap()]
|
||||||
|
.quote_commission_precision;
|
||||||
|
let base_qty_to_be_ordered =
|
||||||
|
element.base_qty_ordered.round_dp_with_strategy(
|
||||||
|
lot_step_size.normalize().scale(),
|
||||||
|
RoundingStrategy::ToZero,
|
||||||
|
);
|
||||||
|
|
||||||
// task_vec.push(tokio::spawn(async move {
|
if (element.is_long == 0 || element.is_long == 1)
|
||||||
// let ema30_search_result = ema30_30m_vec_c.binary_search_by_key(
|
&& !element.current_price.is_zero()
|
||||||
// &element_c.1,
|
{
|
||||||
// |&EmaData {
|
if sma_opclos[sma_result.unwrap()].1.last().unwrap().sma_value > ema_opclos[ema_result.unwrap()].1.last().unwrap().ema_value
|
||||||
// ema_value,
|
{
|
||||||
// close_time,
|
limit_order_sell(
|
||||||
// }| close_time,
|
&element,
|
||||||
// );
|
element.current_price,
|
||||||
// let ema150_search_result = ema150_30m_vec_c.binary_search_by_key(
|
base_qty_to_be_ordered,
|
||||||
// &element_c.1,
|
&client,
|
||||||
// |&EmaData {
|
&exchange_info_vec,
|
||||||
// ema_value,
|
&trade_fee_vec,
|
||||||
// close_time,
|
)
|
||||||
// }| close_time,
|
.await;
|
||||||
// );
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
// if ema30_search_result.is_ok() && ema150_search_result.is_ok() {
|
Ok(())
|
||||||
// if ema30_30m_vec_c[ema30_search_result.unwrap() - 3].ema_value
|
}
|
||||||
// > ema150_30m_vec_c[ema150_search_result.unwrap() - 3].ema_value
|
|
||||||
// && ema30_30m_vec_c[ema30_search_result.unwrap() - 2].ema_value
|
|
||||||
// > ema150_30m_vec_c[ema150_search_result.unwrap() - 2].ema_value
|
|
||||||
// && ema30_30m_vec_c[ema30_search_result.unwrap() - 1].ema_value
|
|
||||||
// > ema150_30m_vec_c[ema150_search_result.unwrap() - 1].ema_value
|
|
||||||
// && ema30_30m_vec_c[ema30_search_result.unwrap()].ema_value
|
|
||||||
// > ema150_30m_vec_c[ema150_search_result.unwrap()].ema_value
|
|
||||||
// && ema30_30m_vec_c[ema30_search_result.unwrap()].ema_value
|
|
||||||
// > ema30_30m_vec_c[ema30_search_result.unwrap() - 1].ema_value
|
|
||||||
// && ema30_30m_vec_c[ema30_search_result.unwrap() - 1].ema_value
|
|
||||||
// > ema30_30m_vec_c[ema30_search_result.unwrap() - 2].ema_value
|
|
||||||
// && 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_4th_symbols_lock =
|
|
||||||
// filtered_4th_symbols_arc_c.lock().await;
|
|
||||||
// filtered_4th_symbols_lock.push(element_c);
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }));
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// try_join_all(task_vec).await?;
|
|
||||||
|
|
||||||
// // 4th filtering: StochRSI (RSI length: 10, Stoch length: 10, smooth k: 3, smooth d: 3) 20 > k > kn-1 > kn-2 > kn-3,
|
|
||||||
// let filtered_4th_symbol_c = filtered_4th_symbols_arc.lock().await.clone();
|
|
||||||
// let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> =
|
|
||||||
// rsi(10, &alldata.rt_price_30m_vec, &filtered_4th_symbol_c).await?;
|
|
||||||
// let stoch_rsi_data = stoch_rsi(&rsi10_30m_data, 10, 3, 3).await?;
|
|
||||||
// let mut stoch_rsi10_30m_vec: Vec<StochRsiData> = Vec::new();
|
|
||||||
// let mut filtered_5th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
|
|
||||||
// for element in filtered_4th_symbol_c {
|
|
||||||
// let stoch_rsi10_30m_option = stoch_rsi_data.iter().position(|x| *x.0 == element.0);
|
|
||||||
|
|
||||||
// if stoch_rsi10_30m_option.is_some() {
|
|
||||||
// stoch_rsi10_30m_vec = stoch_rsi_data[stoch_rsi10_30m_option.unwrap()].1.clone();
|
|
||||||
|
|
||||||
// if stoch_rsi10_30m_vec.len() >= 3 {
|
|
||||||
// let stoch_rsi_search_result = stoch_rsi10_30m_vec
|
|
||||||
// .binary_search_by_key(&element.1, |&StochRsiData { k, d, close_time }| {
|
|
||||||
// close_time
|
|
||||||
// });
|
|
||||||
// if stoch_rsi_search_result.is_ok() {
|
|
||||||
// if 10.0 > stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap()].k
|
|
||||||
// && stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap()].k
|
|
||||||
// > stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 1].k
|
|
||||||
// && stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 1].k
|
|
||||||
// <= stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 2].k
|
|
||||||
// && stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 2].k
|
|
||||||
// <= stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap() - 3].k
|
|
||||||
// {
|
|
||||||
// filtered_5th_symbols.push(element);
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
|
|
||||||
// // final job: adding price information to filtered results
|
|
||||||
// let mut filtered_symbols: Vec<(String, i64, f64)> = Vec::new(); // (symbol, closetime, current price)
|
|
||||||
// let mut filtered_symbols_arc = Arc::new(Mutex::new(filtered_symbols));
|
|
||||||
// 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();
|
|
||||||
// task_vec.push(tokio::spawn(async move {
|
|
||||||
// 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()
|
|
||||||
// {
|
|
||||||
// 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?;
|
|
||||||
|
|
||||||
// // TODO: abnormal price filtering (too high current price)
|
|
||||||
|
|
||||||
// // 6th filtering condition: MACD
|
|
||||||
// // let mut opclo_30m_vec: Vec<RealtimePriceData> = Vec::new();
|
|
||||||
// // let mut ema3_1d_vec: &Vec<EmaData> = &Vec::new();
|
|
||||||
// // let mut ema10_1d_vec: &Vec<EmaData> = &Vec::new();
|
|
||||||
|
|
||||||
// // let mut filtered_7th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
|
|
||||||
// // for element in filtered_6th_symbols {
|
|
||||||
// // let ema3_1d_option = alldata.ema3_1d_data.iter().position(|x| *x.0 == *element.0);
|
|
||||||
// // let ema10_1d_option = alldata.ema10_1d_data.iter().position(|x| *x.0 == *element.0);
|
|
||||||
|
|
||||||
// // if ema3_1d_option.is_some() && ema10_1d_option.is_some() {
|
|
||||||
// // ema3_1d_vec = &alldata.ema3_1d_data[ema3_1d_option.unwrap()].1;
|
|
||||||
// // ema10_1d_vec = &alldata.ema10_1d_data[ema10_1d_option.unwrap()].1;
|
|
||||||
|
|
||||||
// // if ema3_1d_vec.len() > 20 && ema10_1d_vec.len() > 20 {
|
|
||||||
// // let macd_vec = ema_macd(&ema3_1d_vec, &ema10_1d_vec, 10).await?;
|
|
||||||
// // // let macd_search_result = macd_vec.binary_search_by_key(&element.1, |&EmaMacd{macd_value, close_time}|close_time);
|
|
||||||
|
|
||||||
// // // if macd_search_result.is_ok() {
|
|
||||||
// // if macd_vec.last().unwrap().macd_value - macd_vec[macd_vec.len() -2].macd_value >= 0.0 {
|
|
||||||
// // filtered_7th_symbols.push(element);
|
|
||||||
// // }
|
|
||||||
// // // }
|
|
||||||
// // }
|
|
||||||
// // }
|
|
||||||
// // }
|
|
||||||
// let a = filtered_symbols_arc.lock().await.clone();
|
|
||||||
// insert_pre_suggested_coins(3, false, &a, &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(3).await?;
|
|
||||||
|
|
||||||
// if !filled_buy_orders.is_empty() {
|
|
||||||
// let client = ClientBuilder::new()
|
|
||||||
// .timeout(tokio::time::Duration::from_millis(5000))
|
|
||||||
// .build()
|
|
||||||
// .unwrap();
|
|
||||||
|
|
||||||
// let mut sell_order_count = 0;
|
|
||||||
// for element in filled_buy_orders {
|
|
||||||
// if element.used_usdt >= dec!(10.0) {
|
|
||||||
// // ignore coins having 10 usdt below because of not traded
|
|
||||||
// let sell_percent_for_uptrend = |z: f64| 0.94 * z - 0.5;
|
|
||||||
|
|
||||||
// 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,
|
|
||||||
// );
|
|
||||||
|
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||||||
// let mut opclo_30m_vec = all_data.rt_price_30m_vec[opclo_30m_option.unwrap()]
|
|
||||||
// .1
|
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||||||
// .clone();
|
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||||||
|
|
||||||
// opclo_30m_vec.pop();
|
|
||||||
// opclo_30m_vec.reverse();
|
|
||||||
// let mut opclo_sample_length: usize = 50; // 50 candle samsples
|
|
||||||
// let nbr_of_exclusive: usize = 5;
|
|
||||||
// opclo_30m_vec.truncate(opclo_sample_length);
|
|
||||||
// opclo_30m_vec.sort_by(|a, b| {
|
|
||||||
// (a.high_price - a.low_price).total_cmp(&(b.high_price - b.low_price))
|
|
||||||
// });
|
|
||||||
// opclo_30m_vec.truncate(opclo_sample_length - nbr_of_exclusive);
|
|
||||||
// opclo_sample_length -= nbr_of_exclusive;
|
|
||||||
|
|
||||||
// let mut sum_amplitude_candles = 0.0;
|
|
||||||
// let mut sum_ratio_amp_body = 0.0;
|
|
||||||
// for element in &opclo_30m_vec {
|
|
||||||
// sum_amplitude_candles +=
|
|
||||||
// ((element.high_price / element.low_price) - 1.0) * 100.0;
|
|
||||||
// sum_ratio_amp_body += (element.close_price - element.open_price).abs()
|
|
||||||
// / (element.high_price - element.low_price);
|
|
||||||
// }
|
|
||||||
// let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit
|
|
||||||
// let average_ratio_amp_body = sum_ratio_amp_body / opclo_sample_length as f64;
|
|
||||||
|
|
||||||
// let mut amplitude_variance = 0.0;
|
|
||||||
// for element in &opclo_30m_vec {
|
|
||||||
// amplitude_variance += ((((element.high_price / element.low_price) - 1.0)
|
|
||||||
// * 100.0)
|
|
||||||
// - average_amplitude)
|
|
||||||
// .powi(2);
|
|
||||||
// }
|
|
||||||
// amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64;
|
|
||||||
// let standard_deviation_amplitude = amplitude_variance.sqrt();
|
|
||||||
|
|
||||||
// // let target_profit_percent = average_amplitude + (standard_deviation_amplitude * (average_ratio_amp_body));
|
|
||||||
// let target_profit_percent = |multiplier: f64| -> f64 {
|
|
||||||
// if multiplier < 0.0 {
|
|
||||||
// ((average_amplitude) * multiplier)
|
|
||||||
// - (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
|
|
||||||
// } else {
|
|
||||||
// ((average_amplitude) * multiplier)
|
|
||||||
// + (standard_deviation_amplitude * 2.0) // 2.0 sigma (recommand: 0.5 ~ 2.0(patient & greedy))
|
|
||||||
// }
|
|
||||||
// };
|
|
||||||
|
|
||||||
// if element.is_long == 0 || element.is_long == 1 {
|
|
||||||
// if element.pure_profit_percent >= 0.0 {
|
|
||||||
// let mut is_sell = false;
|
|
||||||
// if element.maximum_profit_percent >= target_profit_percent(5.0) + 0.2
|
|
||||||
// && element.pure_profit_percent >= target_profit_percent(5.0) + 0.2
|
|
||||||
// {
|
|
||||||
// println!(
|
|
||||||
// "Selling {} 500% target_profit_percent: {:.3}",
|
|
||||||
// element.symbol, element.pure_profit_percent
|
|
||||||
// );
|
|
||||||
// is_sell = true;
|
|
||||||
// } else if element.pure_profit_percent >= 7.0 {
|
|
||||||
// println!("Selling {} 7% profit_percent", element.symbol);
|
|
||||||
// is_sell = true;
|
|
||||||
// }
|
|
||||||
|
|
||||||
// if is_sell == true {
|
|
||||||
// // let mut sell_price_ahead: Decimal = Decimal::new(14, 8);
|
|
||||||
// // sell_price_ahead = decimal_mul(decimal_add(decimal_mul(decimal_mul(rust_decimal::Decimal::from_f64(element.pure_profit_percent).unwrap(), dec!(0.01)), dec!(0.97)), dec!(1)), element.buy_price).round_dp_with_strategy(2, RoundingStrategy::ToZero);
|
|
||||||
// limit_order_sell(
|
|
||||||
// &element,
|
|
||||||
// element.current_price,
|
|
||||||
// base_qty_to_be_ordered,
|
|
||||||
// &client,
|
|
||||||
// &exchange_info_vec,
|
|
||||||
// &trade_fee_vec,
|
|
||||||
// )
|
|
||||||
// .await;
|
|
||||||
// }
|
|
||||||
// } else {
|
|
||||||
// let mut is_sell = false;
|
|
||||||
// if element.pure_profit_percent <= target_profit_percent(-2.5) - 0.2
|
|
||||||
// // -0.2 means about total trade fees.
|
|
||||||
// {
|
|
||||||
// println!(
|
|
||||||
// "Selling {} -250% target_profit_percent: {:.3}",
|
|
||||||
// element.symbol, element.pure_profit_percent
|
|
||||||
// );
|
|
||||||
// is_sell = true;
|
|
||||||
// } else if element.pure_profit_percent <= -5.0 {
|
|
||||||
// println!("selling {} -5.0% profit", element.symbol);
|
|
||||||
// is_sell = true;
|
|
||||||
// }
|
|
||||||
|
|
||||||
// if is_sell == true {
|
|
||||||
// limit_order_sell(
|
|
||||||
// &element,
|
|
||||||
// element.current_price,
|
|
||||||
// base_qty_to_be_ordered,
|
|
||||||
// &client,
|
|
||||||
// &exchange_info_vec,
|
|
||||||
// &trade_fee_vec,
|
|
||||||
// )
|
|
||||||
// .await;
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
|
|
||||||
// Ok(())
|
|
||||||
// }
|
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue
Block a user