diff --git a/src/strategy_team/future_strategy_long.rs b/src/strategy_team/future_strategy_long.rs index d55ec21..efeca7f 100644 --- a/src/strategy_team/future_strategy_long.rs +++ b/src/strategy_team/future_strategy_long.rs @@ -8,7 +8,8 @@ use super::{ Arc, BollingerBandData, Client, ClientBuilder, Decimal, DemaData, EmaData, ExchangeInfo, FilteredDataValue, HashMap, HashSet, HeatMapLevel, HeatmapVolumeData, MacdData, Mutex, RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SuperTrendArea, SuperTrendSignal, - SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR, future_duplicate_filter, insert_future_coins, get_current_price_decimal + SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR, future_duplicate_filter, insert_future_coins, get_current_price_decimal, + sma, sma_open }; use crate::future::{Position, FuturesExchangeInfo}; @@ -30,25 +31,32 @@ pub async fn list_up_for_buy( filtered_data.insert(symbol.clone(), FilteredDataValue::new()); } - // current Tema(15) > current Tema(30) + // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev) let mut keys_to_remove: HashSet = HashSet::new(); - let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; - let tema_30 = tema(30, &alldata.rt_price_30m_vec, &filtered_data).await?; + let sma3_open = sma_open(3, &alldata.rt_price_30m_vec, &filtered_data).await?; + let sma3_close = sma(3, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; - let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; - if let (Some(tema10_vec), Some(tema30_vec), Some(current_info)) = (tema_10.get(symbol), tema_30.get(symbol), price_and_closetime) { - if tema10_vec.len() > 10 - && tema30_vec.len() > 10 - && tema10_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time - && tema10_vec.last().unwrap().close_time > server_epoch - && tema30_vec.last().unwrap().close_time > server_epoch + let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await; + if let (Some(sma3_open_vec), Some(sma3_close_vec), Some(current_info)) = (sma3_open.get(symbol), sma3_close.get(symbol), price_and_closetime) { + if sma3_open_vec.len() > 10 + && sma3_close_vec.len() > 10 + && sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time + && sma3_open_vec.last().unwrap().close_time > server_epoch + && sma3_close_vec.last().unwrap().close_time > server_epoch { - if tema10_vec[tema10_vec.len()-1].tema_value > tema30_vec[tema30_vec.len()-1].tema_value - && tema10_vec[tema10_vec.len()-2].tema_value > tema30_vec[tema30_vec.len()-2].tema_value - && tema10_vec[tema10_vec.len()-1].tema_value > tema10_vec[tema10_vec.len()-2].tema_value + if sma3_open_vec[sma3_open_vec.len()-1].sma_value < sma3_close_vec[sma3_close_vec.len()-1].sma_value + && sma3_open_vec[sma3_open_vec.len()-2].sma_value > sma3_close_vec[sma3_close_vec.len()-2].sma_value + && sma3_open_vec[sma3_open_vec.len()-1].sma_value < sma3_open_vec[sma3_open_vec.len()-2].sma_value + && sma3_open_vec[sma3_open_vec.len()-2].sma_value < sma3_open_vec[sma3_open_vec.len()-3].sma_value + && sma3_open_vec[sma3_open_vec.len()-3].sma_value < sma3_open_vec[sma3_open_vec.len()-4].sma_value + && sma3_close_vec[sma3_close_vec.len()-1].sma_value > sma3_close_vec[sma3_close_vec.len()-2].sma_value + && sma3_close_vec[sma3_close_vec.len()-2].sma_value < sma3_close_vec[sma3_close_vec.len()-3].sma_value + && sma3_close_vec[sma3_close_vec.len()-3].sma_value < sma3_close_vec[sma3_close_vec.len()-4].sma_value { + values.closetime = current_info.1; + values.current_price = current_info.0; do_buy = true; } } @@ -59,117 +67,146 @@ pub async fn list_up_for_buy( } remove_keys(&mut filtered_data, keys_to_remove).await; - // supertrend(ATR period 10, multiplier: 3.0, 30m close price) - let mut keys_to_remove: HashSet = HashSet::new(); - let server_epoch = get_server_epoch().await; - let supertrend_1m_map = - supertrend(60, 1.5, true, &alldata.rt_price_1m_vec, &filtered_data).await?; - for (symbol, values) in &mut filtered_data { - let mut do_buy = false; - let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; - if let (Some(supertrend_vec), Some(current_info)) = ( - supertrend_1m_map.get(symbol), - price_and_closetime, - ) { - if supertrend_vec.last().unwrap().close_time > server_epoch - && supertrend_vec.last().unwrap().signal.as_ref().is_some_and(|a| *a == SuperTrendSignal::BUY) - { - values.current_price = current_info.0; - values.closetime = current_info.1; - do_buy = true; - } - } + // current Tema(15) > current Tema(30) + // let mut keys_to_remove: HashSet = HashSet::new(); + // let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; + // let tema_30 = tema(30, &alldata.rt_price_30m_vec, &filtered_data).await?; + // let server_epoch = get_server_epoch().await; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; + // if let (Some(tema10_vec), Some(tema30_vec), Some(current_info)) = (tema_10.get(symbol), tema_30.get(symbol), price_and_closetime) { + // if tema10_vec.len() > 10 + // && tema30_vec.len() > 10 + // && tema10_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time + // && tema10_vec.last().unwrap().close_time > server_epoch + // && tema30_vec.last().unwrap().close_time > server_epoch + // { + // if tema10_vec[tema10_vec.len()-1].tema_value > tema30_vec[tema30_vec.len()-1].tema_value + // && tema10_vec[tema10_vec.len()-2].tema_value > tema30_vec[tema30_vec.len()-2].tema_value + // && tema10_vec[tema10_vec.len()-1].tema_value > tema10_vec[tema10_vec.len()-2].tema_value + // { + // do_buy = true; + // } + // } + // } + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; - if do_buy == false { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // supertrend(ATR period 10, multiplier: 3.0, 30m close price) + // let mut keys_to_remove: HashSet = HashSet::new(); + // let server_epoch = get_server_epoch().await; + // let supertrend_1m_map = + // supertrend(60, 1.5, true, &alldata.rt_price_1m_vec, &filtered_data).await?; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; + // if let (Some(supertrend_vec), Some(current_info)) = ( + // supertrend_1m_map.get(symbol), + // price_and_closetime, + // ) { + // if supertrend_vec.last().unwrap().close_time > server_epoch + // && supertrend_vec.last().unwrap().signal.as_ref().is_some_and(|a| *a == SuperTrendSignal::BUY) + // { + // values.current_price = current_info.0; + // values.closetime = current_info.1; + // do_buy = true; + // } + // } + + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; // Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles - let mut keys_to_remove: HashSet = HashSet::new(); - let heatmap_volumes = heatmap_volume( - 30, - 30, - 4.0, - 1.5, - 0.5, - -0.5, - &filtered_data, - &alldata.rt_price_1m_vec, - ) - .await?; - let server_epoch = get_server_epoch().await; - for (symbol, values) in &mut filtered_data { - let mut do_buy = false; - if let Some(heatmap_volume_vec) = heatmap_volumes.get(symbol) { - if heatmap_volume_vec.len() > 100 - && heatmap_volume_vec.last().unwrap().close_time > server_epoch - && (heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::High - || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::High - || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::High - || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::High) - { - do_buy = true; - } - } + // let mut keys_to_remove: HashSet = HashSet::new(); + // let heatmap_volumes = heatmap_volume( + // 30, + // 30, + // 4.0, + // 1.5, + // 0.5, + // -0.5, + // &filtered_data, + // &alldata.rt_price_1m_vec, + // ) + // .await?; + // let server_epoch = get_server_epoch().await; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // if let Some(heatmap_volume_vec) = heatmap_volumes.get(symbol) { + // if heatmap_volume_vec.len() > 100 + // && heatmap_volume_vec.last().unwrap().close_time > server_epoch + // && (heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::High + // || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::High + // || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::High + // || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::High) + // { + // do_buy = true; + // } + // } - if do_buy == false { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; - let mut keys_to_remove: HashSet = HashSet::new(); - let server_epoch = get_server_epoch().await; - for (symbol, values) in &mut filtered_data { - let mut do_buy = false; - let opclo_sample_length: usize = 60; // 15 candle samsples - let mut target_profit_percent = 0.0; - if let Some(price_1m_vec) = alldata.rt_price_1m_vec.get(symbol) { - let vec_len = price_1m_vec.len(); - if let Some(candles) = - price_1m_vec.get(vec_len - opclo_sample_length - 2..vec_len - 1) - { - let windows = candles.windows(2); - let mut sum_amplitude_candles = 0.0; - let mut sum_ratio_amp_body = 0.0; - let mut average_amplitude = 0.0; + // let mut keys_to_remove: HashSet = HashSet::new(); + // let server_epoch = get_server_epoch().await; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // let opclo_sample_length: usize = 60; // 15 candle samsples + // let mut target_profit_percent = 0.0; + // if let Some(price_1m_vec) = alldata.rt_price_1m_vec.get(symbol) { + // let vec_len = price_1m_vec.len(); + // if let Some(candles) = + // price_1m_vec.get(vec_len - opclo_sample_length - 2..vec_len - 1) + // { + // let windows = candles.windows(2); + // let mut sum_amplitude_candles = 0.0; + // let mut sum_ratio_amp_body = 0.0; + // let mut average_amplitude = 0.0; - for window in windows { - sum_amplitude_candles += ((window.last().unwrap().high_price - - window.last().unwrap().low_price) - * 100.0) - / window.first().unwrap().close_price; - } - let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit - let mut amplitude_variance = 0.0; + // for window in windows { + // sum_amplitude_candles += ((window.last().unwrap().high_price + // - window.last().unwrap().low_price) + // * 100.0) + // / window.first().unwrap().close_price; + // } + // let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit + // let mut amplitude_variance = 0.0; - let windows = candles.windows(2); - for window in windows { - amplitude_variance += ((((window.last().unwrap().high_price - - window.last().unwrap().low_price) - * 100.0) - / window.first().unwrap().close_price) - - average_amplitude) - .powi(2); - } - amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64; - let standard_deviation_amplitude = amplitude_variance.sqrt(); - target_profit_percent = - average_amplitude + (standard_deviation_amplitude * 2.0); + // let windows = candles.windows(2); + // for window in windows { + // amplitude_variance += ((((window.last().unwrap().high_price + // - window.last().unwrap().low_price) + // * 100.0) + // / window.first().unwrap().close_price) + // - average_amplitude) + // .powi(2); + // } + // amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64; + // let standard_deviation_amplitude = amplitude_variance.sqrt(); + // target_profit_percent = + // average_amplitude + (standard_deviation_amplitude * 2.0); - if target_profit_percent * 2.0 > 0.14 { - do_buy = true; - } - } - } + // if target_profit_percent * 2.0 > 0.14 { + // do_buy = true; + // } + // } + // } - if do_buy == false { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70 // let server_epoch = get_server_epoch().await; @@ -224,47 +261,21 @@ pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box 10 && sma3_open_vec.len() > 10 { + if sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time + && sma3_open_vec.last().unwrap().close_time > server_epoch + && sma3_open_vec.last().unwrap().sma_value > sma3_close_vec.last().unwrap().sma_value { + is_sell = true; } - let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit - let mut amplitude_variance = 0.0; - - let windows = candles.windows(2); - for window in windows { - amplitude_variance += ((((window.last().unwrap().high_price - - window.last().unwrap().low_price) - * 100.0) - / window.first().unwrap().close_price) - - average_amplitude) - .powi(2); - } - amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64; - let standard_deviation_amplitude = amplitude_variance.sqrt(); - target_profit_percent = - average_amplitude + (standard_deviation_amplitude * 2.0); } } - let mut is_sell = false; - // TODO: BNB 코인이 있으면 // let base_qty_to_be_ordered = // element.base_qty_ordered.round_dp_with_strategy( @@ -273,15 +284,12 @@ pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box= target_profit_percent * 2.5 { - is_sell = true; - } else if element.pure_profit_percent <= target_profit_percent * -2.0 { - is_sell = true; - } else if server_epoch - element.transact_time >= (900_000) * 1 { - // time up selling - is_sell = true; - } + if !element.current_price.is_zero() { + // if element.pure_profit_percent >= target_profit_percent * 2.5 { + // is_sell = true; + // } else if element.pure_profit_percent <= target_profit_percent * -2.0 { + // is_sell = true; + // } if is_sell == true { limit_order_close( diff --git a/src/strategy_team/future_strategy_short.rs b/src/strategy_team/future_strategy_short.rs index ec1690b..95d8e98 100644 --- a/src/strategy_team/future_strategy_short.rs +++ b/src/strategy_team/future_strategy_short.rs @@ -8,7 +8,8 @@ use super::{ Arc, BollingerBandData, Client, ClientBuilder, Decimal, DemaData, EmaData, ExchangeInfo, FilteredDataValue, HashMap, HashSet, HeatMapLevel, HeatmapVolumeData, MacdData, Mutex, RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SuperTrendArea, SuperTrendSignal, - SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR, future_duplicate_filter, insert_future_coins, get_current_price_decimal + SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR, future_duplicate_filter, insert_future_coins, get_current_price_decimal, + sma, sma_open }; use crate::future::{Position, FuturesExchangeInfo}; @@ -30,25 +31,32 @@ pub async fn list_up_for_buy( filtered_data.insert(symbol.clone(), FilteredDataValue::new()); } - // current Tema(15) < current Tema(30) + // sma3_close(current) < sma3_open (current), sma3_close(prev) > sma3_open (prev) let mut keys_to_remove: HashSet = HashSet::new(); - let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; - let tema_30 = tema(30, &alldata.rt_price_30m_vec, &filtered_data).await?; + let sma3_open = sma_open(3, &alldata.rt_price_30m_vec, &filtered_data).await?; + let sma3_close = sma(3, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; - let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; - if let (Some(tema10_vec), Some(tema30_vec), Some(current_info)) = (tema_10.get(symbol), tema_30.get(symbol), price_and_closetime) { - if tema10_vec.len() > 10 - && tema30_vec.len() > 10 - && tema10_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time - && tema10_vec.last().unwrap().close_time > server_epoch - && tema30_vec.last().unwrap().close_time > server_epoch + let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await; + if let (Some(sma3_open_vec), Some(sma3_close_vec), Some(current_info)) = (sma3_open.get(symbol), sma3_close.get(symbol), price_and_closetime) { + if sma3_open_vec.len() > 10 + && sma3_close_vec.len() > 10 + && sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time + && sma3_open_vec.last().unwrap().close_time > server_epoch + && sma3_close_vec.last().unwrap().close_time > server_epoch { - if tema10_vec[tema10_vec.len()-1].tema_value < tema30_vec[tema30_vec.len()-1].tema_value - && tema10_vec[tema10_vec.len()-2].tema_value < tema30_vec[tema30_vec.len()-2].tema_value - && tema10_vec[tema10_vec.len()-1].tema_value < tema10_vec[tema10_vec.len()-2].tema_value + if sma3_open_vec[sma3_open_vec.len()-1].sma_value > sma3_close_vec[sma3_close_vec.len()-1].sma_value + && sma3_open_vec[sma3_open_vec.len()-2].sma_value < sma3_close_vec[sma3_close_vec.len()-2].sma_value + && sma3_open_vec[sma3_open_vec.len()-1].sma_value > sma3_open_vec[sma3_open_vec.len()-2].sma_value + && sma3_open_vec[sma3_open_vec.len()-2].sma_value > sma3_open_vec[sma3_open_vec.len()-3].sma_value + && sma3_open_vec[sma3_open_vec.len()-3].sma_value > sma3_open_vec[sma3_open_vec.len()-4].sma_value + && sma3_close_vec[sma3_close_vec.len()-1].sma_value < sma3_close_vec[sma3_close_vec.len()-2].sma_value + && sma3_close_vec[sma3_close_vec.len()-2].sma_value > sma3_close_vec[sma3_close_vec.len()-3].sma_value + && sma3_close_vec[sma3_close_vec.len()-3].sma_value > sma3_close_vec[sma3_close_vec.len()-4].sma_value { + values.closetime = current_info.1; + values.current_price = current_info.0; do_buy = true; } } @@ -59,117 +67,146 @@ pub async fn list_up_for_buy( } remove_keys(&mut filtered_data, keys_to_remove).await; - // supertrend(ATR period 10, multiplier: 3.0, 30m close price) - let mut keys_to_remove: HashSet = HashSet::new(); - let server_epoch = get_server_epoch().await; - let supertrend_1m_map = - supertrend(60, 1.5, true, &alldata.rt_price_1m_vec, &filtered_data).await?; - for (symbol, values) in &mut filtered_data { - let mut do_buy = false; - let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; - if let (Some(supertrend_vec), Some(current_info)) = ( - supertrend_1m_map.get(symbol), - price_and_closetime, - ) { - if supertrend_vec.last().unwrap().close_time > server_epoch - && supertrend_vec.last().unwrap().signal.as_ref().is_some_and(|a| *a == SuperTrendSignal::SELL) - { - values.current_price = current_info.0; - values.closetime = current_info.1; - do_buy = true; - } - } + // current Tema(15) < current Tema(30) + // let mut keys_to_remove: HashSet = HashSet::new(); + // let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; + // let tema_30 = tema(30, &alldata.rt_price_30m_vec, &filtered_data).await?; + // let server_epoch = get_server_epoch().await; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; + // if let (Some(tema10_vec), Some(tema30_vec), Some(current_info)) = (tema_10.get(symbol), tema_30.get(symbol), price_and_closetime) { + // if tema10_vec.len() > 10 + // && tema30_vec.len() > 10 + // && tema10_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time + // && tema10_vec.last().unwrap().close_time > server_epoch + // && tema30_vec.last().unwrap().close_time > server_epoch + // { + // if tema10_vec[tema10_vec.len()-1].tema_value < tema30_vec[tema30_vec.len()-1].tema_value + // && tema10_vec[tema10_vec.len()-2].tema_value < tema30_vec[tema30_vec.len()-2].tema_value + // && tema10_vec[tema10_vec.len()-1].tema_value < tema10_vec[tema10_vec.len()-2].tema_value + // { + // do_buy = true; + // } + // } + // } + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; - if do_buy == false { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // supertrend(ATR period 10, multiplier: 3.0, 30m close price) + // let mut keys_to_remove: HashSet = HashSet::new(); + // let server_epoch = get_server_epoch().await; + // let supertrend_1m_map = + // supertrend(60, 1.5, true, &alldata.rt_price_1m_vec, &filtered_data).await?; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; + // if let (Some(supertrend_vec), Some(current_info)) = ( + // supertrend_1m_map.get(symbol), + // price_and_closetime, + // ) { + // if supertrend_vec.last().unwrap().close_time > server_epoch + // && supertrend_vec.last().unwrap().signal.as_ref().is_some_and(|a| *a == SuperTrendSignal::SELL) + // { + // values.current_price = current_info.0; + // values.closetime = current_info.1; + // do_buy = true; + // } + // } + + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; // Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles - let mut keys_to_remove: HashSet = HashSet::new(); - let heatmap_volumes = heatmap_volume( - 30, - 30, - 4.0, - 1.5, - 0.5, - -0.5, - &filtered_data, - &alldata.rt_price_1m_vec, - ) - .await?; - let server_epoch = get_server_epoch().await; - for (symbol, values) in &mut filtered_data { - let mut do_buy = false; - if let Some(heatmap_volume_vec) = heatmap_volumes.get(symbol) { - if heatmap_volume_vec.len() > 100 - && heatmap_volume_vec.last().unwrap().close_time > server_epoch - && (heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::High - || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::High - || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::High - || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::High) - { - do_buy = true; - } - } + // let mut keys_to_remove: HashSet = HashSet::new(); + // let heatmap_volumes = heatmap_volume( + // 30, + // 30, + // 4.0, + // 1.5, + // 0.5, + // -0.5, + // &filtered_data, + // &alldata.rt_price_1m_vec, + // ) + // .await?; + // let server_epoch = get_server_epoch().await; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // if let Some(heatmap_volume_vec) = heatmap_volumes.get(symbol) { + // if heatmap_volume_vec.len() > 100 + // && heatmap_volume_vec.last().unwrap().close_time > server_epoch + // && (heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::High + // || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::High + // || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::High + // || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::High) + // { + // do_buy = true; + // } + // } - if do_buy == false { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; - let mut keys_to_remove: HashSet = HashSet::new(); - let server_epoch = get_server_epoch().await; - for (symbol, values) in &mut filtered_data { - let mut do_buy = false; - let opclo_sample_length: usize = 60; // 15 candle samsples - let mut target_profit_percent = 0.0; - if let Some(price_1m_vec) = alldata.rt_price_1m_vec.get(symbol) { - let vec_len = price_1m_vec.len(); - if let Some(candles) = - price_1m_vec.get(vec_len - opclo_sample_length - 2..vec_len - 1) - { - let windows = candles.windows(2); - let mut sum_amplitude_candles = 0.0; - let mut sum_ratio_amp_body = 0.0; - let mut average_amplitude = 0.0; + // let mut keys_to_remove: HashSet = HashSet::new(); + // let server_epoch = get_server_epoch().await; + // for (symbol, values) in &mut filtered_data { + // let mut do_buy = false; + // let opclo_sample_length: usize = 60; // 15 candle samsples + // let mut target_profit_percent = 0.0; + // if let Some(price_1m_vec) = alldata.rt_price_1m_vec.get(symbol) { + // let vec_len = price_1m_vec.len(); + // if let Some(candles) = + // price_1m_vec.get(vec_len - opclo_sample_length - 2..vec_len - 1) + // { + // let windows = candles.windows(2); + // let mut sum_amplitude_candles = 0.0; + // let mut sum_ratio_amp_body = 0.0; + // let mut average_amplitude = 0.0; - for window in windows { - sum_amplitude_candles += ((window.last().unwrap().high_price - - window.last().unwrap().low_price) - * 100.0) - / window.first().unwrap().close_price; - } - let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit - let mut amplitude_variance = 0.0; + // for window in windows { + // sum_amplitude_candles += ((window.last().unwrap().high_price + // - window.last().unwrap().low_price) + // * 100.0) + // / window.first().unwrap().close_price; + // } + // let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit + // let mut amplitude_variance = 0.0; - let windows = candles.windows(2); - for window in windows { - amplitude_variance += ((((window.last().unwrap().high_price - - window.last().unwrap().low_price) - * 100.0) - / window.first().unwrap().close_price) - - average_amplitude) - .powi(2); - } - amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64; - let standard_deviation_amplitude = amplitude_variance.sqrt(); - target_profit_percent = - average_amplitude + (standard_deviation_amplitude * 2.0); + // let windows = candles.windows(2); + // for window in windows { + // amplitude_variance += ((((window.last().unwrap().high_price + // - window.last().unwrap().low_price) + // * 100.0) + // / window.first().unwrap().close_price) + // - average_amplitude) + // .powi(2); + // } + // amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64; + // let standard_deviation_amplitude = amplitude_variance.sqrt(); + // target_profit_percent = + // average_amplitude + (standard_deviation_amplitude * 2.0); - if target_profit_percent * 2.0 > 0.14 { - do_buy = true; - } - } - } + // if target_profit_percent * 2.0 > 0.14 { + // do_buy = true; + // } + // } + // } - if do_buy == false { - keys_to_remove.insert(symbol.clone()); - } - } - remove_keys(&mut filtered_data, keys_to_remove).await; + // if do_buy == false { + // keys_to_remove.insert(symbol.clone()); + // } + // } + // remove_keys(&mut filtered_data, keys_to_remove).await; // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70 // let server_epoch = get_server_epoch().await; @@ -224,47 +261,21 @@ pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box 10 && sma3_open_vec.len() > 10 { + if sma3_open_vec.last().unwrap().close_time == sma3_close_vec.last().unwrap().close_time + && sma3_open_vec.last().unwrap().close_time > server_epoch + && sma3_open_vec.last().unwrap().sma_value < sma3_close_vec.last().unwrap().sma_value { + is_sell = true; } - let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit - let mut amplitude_variance = 0.0; - - let windows = candles.windows(2); - for window in windows { - amplitude_variance += ((((window.last().unwrap().high_price - - window.last().unwrap().low_price) - * 100.0) - / window.first().unwrap().close_price) - - average_amplitude) - .powi(2); - } - amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64; - let standard_deviation_amplitude = amplitude_variance.sqrt(); - target_profit_percent = - average_amplitude + (standard_deviation_amplitude * 2.0); } } - - let mut is_sell = false; - // TODO: BNB 코인이 있으면 // let base_qty_to_be_ordered = // element.base_qty_ordered.round_dp_with_strategy( @@ -273,15 +284,12 @@ pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box= target_profit_percent * 2.5 { - is_sell = true; - } else if element.pure_profit_percent <= target_profit_percent * -2.0 { - is_sell = true; - } else if server_epoch - element.transact_time >= (900_000) * 1 { - // time up selling - is_sell = true; - } + if !element.current_price.is_zero() { + // if element.pure_profit_percent >= target_profit_percent * 2.5 { + // is_sell = true; + // } else if element.pure_profit_percent <= target_profit_percent * -2.0 { + // is_sell = true; + // } if is_sell == true { limit_order_close( @@ -294,7 +302,8 @@ pub async fn list_up_for_sell(all_data: &AllData) -> Result<(), Box>, + filtered_symbols: &HashMap, +) -> Result>, Box> { + if filtered_symbols.is_empty() { + Err("Err")?; + } + + let mut sma_data_wrapper: HashMap> = HashMap::new(); + let mut sma_data_wrapper_arc = Arc::new(Mutex::new(sma_data_wrapper)); + + let mut task_vec = Vec::new(); + for (symbol, filtered_data) in filtered_symbols { + if let Some(vec) = input_rt_data.get(symbol) { + let sma_data_wrapper_arc_c = Arc::clone(&sma_data_wrapper_arc); + let symbol_c = symbol.clone(); + let rt_price_data = vec.clone(); + task_vec.push(tokio::spawn(async move { + let mut sma_data = SmaData::new(); + let mut sma_data_vec: Vec = Vec::new(); + + if rt_price_data.len() >= moving_number { + let mut iter = rt_price_data.windows(moving_number); + for buffer in iter { + let mut avg = 0.0; + for element in buffer { + avg += element.open_price; + } + avg /= (moving_number as f64); + + sma_data.sma_value = avg; + sma_data.close_time = buffer.last().unwrap().close_time; + sma_data_vec.push(sma_data.clone()); + } + } + let mut sma_data_wrapper_lock = sma_data_wrapper_arc_c.lock().await; + sma_data_wrapper_lock.insert(symbol_c, sma_data_vec.clone()); + })); + } + } + try_join_all(task_vec).await?; + let a = sma_data_wrapper_arc.lock().await.to_owned(); + Ok(a) +} +