diff --git a/src/strategy_team/mod.rs b/src/strategy_team/mod.rs index e8b4ded..50f9204 100644 --- a/src/strategy_team/mod.rs +++ b/src/strategy_team/mod.rs @@ -5,6 +5,7 @@ pub mod strategy_004; pub mod strategy_005; pub mod strategy_006; pub mod strategy_007; +pub mod strategy_008; // pub mod strategy_test; pub mod strategy_manager; diff --git a/src/strategy_team/strategy_008.rs b/src/strategy_team/strategy_008.rs new file mode 100644 index 0000000..b401099 --- /dev/null +++ b/src/strategy_team/strategy_008.rs @@ -0,0 +1,287 @@ +use super::{ + dec, decimal_add, decimal_sub, decimal_div, decimal_mul, ema, exists_record, insert_pre_suggested_coins, + limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, + Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredDataValue, Mutex, + RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, get_server_epoch, MacdData, ema_macd, + BollingerBandData, ToPrimitive, duplicate_filter, HashMap, HashSet, remove_keys, SuperTrendArea, SuperTrendSignal, get_current_price, dema, DemaData, tema, TemaData +}; + +// BUY conditions +pub async fn list_up_for_buy( + alldata: &AllData, +) -> Result<(), Box> { + // print rt_price for debugging + // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT"); + // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap()); + + // basic filtering: filtering valid trade pair + let mut filtered_data: HashMap = HashMap::new(); + for symbol in &alldata.valid_symbol_vec { + filtered_data.insert(symbol.clone(), FilteredDataValue::new()); + } + + // current Tema(5) > current Tema(10) + let mut keys_to_remove: HashSet = HashSet::new(); + let tema_5 = tema(5, &alldata.rt_price_1d_vec, &filtered_data).await?; + let tema_10 = tema(10, &alldata.rt_price_1d_vec, &filtered_data).await?; + let server_epoch = get_server_epoch().await; + for (symbol, values) in &mut filtered_data { + if let (Some(tema5_vec), Some(tema10_vec)) = (tema_5.get(symbol), tema_10.get(symbol)) { + if tema5_vec.len() > 2 && tema10_vec.len() > 2 && + tema5_vec.last().unwrap().close_time == tema10_vec.last().unwrap().close_time && + tema5_vec.last().unwrap().close_time > server_epoch && + tema10_vec.last().unwrap().close_time > server_epoch { + if tema5_vec.last().unwrap().tema_value > tema10_vec.last().unwrap().tema_value { + } else { + keys_to_remove.insert(symbol.clone()); + } + } else { + keys_to_remove.insert(symbol.clone()); + } + } else { + keys_to_remove.insert(symbol.clone()); + } + } + remove_keys(&mut filtered_data, keys_to_remove).await; + + // current Dema(20) < current Tema(10) + // previous Dema(20) > previous Tema(10) + let mut keys_to_remove: HashSet = HashSet::new(); + let dema_20 = dema(20, &alldata.rt_price_30m_vec, &filtered_data).await?; + let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; + let server_epoch = get_server_epoch().await; + for (symbol, values) in &mut filtered_data { + if let (Some(dema_vec), Some(tema_vec)) = (dema_20.get(symbol), tema_10.get(symbol)) { + if dema_vec.len() > 2 && tema_vec.len() > 2 && + dema_vec.last().unwrap().close_time == tema_vec.last().unwrap().close_time && + dema_vec.last().unwrap().close_time > server_epoch && + tema_vec.last().unwrap().close_time > server_epoch { + if dema_vec.last().unwrap().dema_value < tema_vec.last().unwrap().tema_value && + dema_vec[dema_vec.len()-2].dema_value > tema_vec[tema_vec.len()-2].tema_value { + } else { + keys_to_remove.insert(symbol.clone()); + } + } else { + keys_to_remove.insert(symbol.clone()); + } + } else { + keys_to_remove.insert(symbol.clone()); + } + } + remove_keys(&mut filtered_data, keys_to_remove).await; + + // StochRSI (RSI_len: 15, StochRSI_len: 15, K: 3, D: 3) K_current < 70, K_current > d_current + let mut keys_to_remove: HashSet = HashSet::new(); + let stoch_rsis = stoch_rsi(15, 15, 3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?; + for (symbol, values) in &mut filtered_data { + if stoch_rsis.contains_key(symbol) { + let stoch_rsi_vec = stoch_rsis.get(symbol).unwrap(); + let search_result = stoch_rsi_vec.iter().position(|x| x.close_time == values.closetime); + if stoch_rsi_vec.len() > 10 && search_result.is_some_and(|a| stoch_rsi_vec[a].k > stoch_rsi_vec[a].d && + stoch_rsi_vec[a].k < 70.0 && + stoch_rsi_vec[a-1].k < 60.0 && + stoch_rsi_vec[a-2].k < 50.0) { + } else { + keys_to_remove.insert(symbol.clone()); + } + } else { + keys_to_remove.insert(symbol.clone()); + } + } + remove_keys(&mut filtered_data, keys_to_remove).await; + + // supertrend(ATR period 10, multiplier: 2.0, 30m close price) + let mut keys_to_remove: HashSet = HashSet::new(); + let server_epoch = get_server_epoch().await; + let supertrend_30m_map = supertrend(10, 2.0, true, &alldata.rt_price_30m_vec, &filtered_data).await?; + for (symbol, values) in &mut filtered_data { + if let (Some(supertrend_vec), Some(rt_price_vec)) = (supertrend_30m_map.get(symbol), alldata.rt_price_30m_vec.get(symbol)) { + if supertrend_vec.last().unwrap().close_time == rt_price_vec.last().unwrap().close_time && + rt_price_vec.last().unwrap().close_time > server_epoch { + // input stoploss, target_price + let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec.last().unwrap().band_value).unwrap(); + if supertrend_vec.last().unwrap().area == SuperTrendArea::UP && + supertrend_vec.last().unwrap().band_value < values.current_price.to_f64().unwrap() + { + values.current_price = rust_decimal::prelude::FromPrimitive::from_f64(rt_price_vec.last().unwrap().close_price).unwrap(); + values.closetime = rt_price_vec.last().unwrap().close_time; + values.stoploss = band_value; + values.target_price = decimal_add(decimal_mul(decimal_sub(values.current_price, values.stoploss), dec!(2.0)), values.current_price); + } else if supertrend_vec.last().unwrap().area == SuperTrendArea::DOWN && + supertrend_vec.last().unwrap().band_value > values.current_price.to_f64().unwrap() + { + values.current_price = rust_decimal::prelude::FromPrimitive::from_f64(rt_price_vec.last().unwrap().close_price).unwrap(); + values.closetime = rt_price_vec.last().unwrap().close_time; + values.stoploss = decimal_sub(values.current_price, decimal_sub(band_value, values.current_price)); + values.target_price = decimal_add(decimal_mul(decimal_sub(values.current_price, values.stoploss), dec!(2.0)), values.current_price); + + } else { + keys_to_remove.insert(symbol.clone()); + } + } else { + keys_to_remove.insert(symbol.clone()); + } + } else { + keys_to_remove.insert(symbol.clone()); + } + } + remove_keys(&mut filtered_data, keys_to_remove).await; + + // limit buy price: 3 * abs(이전 3 개 중 최대값 제거 한 opclo 값 평균 - 현재 open 값) + 현재 open 값 > current_price + let mut keys_to_remove: HashSet = HashSet::new(); + let server_epoch = get_server_epoch().await; + for (symbol, values) in &mut filtered_data { + if let Some(rt_price_vec) = alldata.rt_price_30m_vec.get(symbol) { + if rt_price_vec.last().unwrap().close_time > server_epoch && rt_price_vec.len() >= 6 { + let mut opclo_vec: Vec = Vec::new(); + opclo_vec.push(rt_price_vec[rt_price_vec.len()-2].opclo_price); + opclo_vec.push(rt_price_vec[rt_price_vec.len()-3].opclo_price); + opclo_vec.push(rt_price_vec[rt_price_vec.len()-4].opclo_price); + opclo_vec.push(rt_price_vec[rt_price_vec.len()-5].opclo_price); + opclo_vec.push(rt_price_vec[rt_price_vec.len()-6].opclo_price); + let max_idx = opclo_vec.iter().position(|&x| x == *opclo_vec.iter().max_by(|&a, &b| a.partial_cmp(b).unwrap()).unwrap()); + opclo_vec.remove(max_idx.unwrap()); + + let mut mean = 0.0; + for element in &opclo_vec { + mean += element; + } + mean /= opclo_vec.len() as f64; + let current_price = rt_price_vec.last().unwrap().close_price; + let difference = (mean - rt_price_vec.last().unwrap().open_price).abs(); + + if current_price < rt_price_vec.last().unwrap().open_price + (3.0 * difference) { + } else { + keys_to_remove.insert(symbol.clone()); + } + } else { + keys_to_remove.insert(symbol.clone()); + } + } else { + keys_to_remove.insert(symbol.clone()); + } + } + remove_keys(&mut filtered_data, keys_to_remove).await; + + let final_filtered_data = duplicate_filter(8, &filtered_data).await?; + insert_pre_suggested_coins(8, false, &final_filtered_data, &alldata).await; + + Ok(()) +} + +pub async fn list_up_for_sell( + all_data: &AllData, + exchange_info_map: &HashMap, + trade_fee_map: &HashMap, +) -> Result<(), Box> { + let filled_buy_orders = select_filled_buy_orders(8).await?; + + if !filled_buy_orders.is_empty() { + let client = ClientBuilder::new() + .timeout(tokio::time::Duration::from_millis(5000)) + .build() + .unwrap(); + let mut supertrend_vec: Vec = Vec::new(); + let server_epoch = get_server_epoch().await; + let mut filtered_symbols: HashMap = HashMap::new(); + for element in &filled_buy_orders { + filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); + } + let supertrend_30m = supertrend(10, 2.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; + for element in filled_buy_orders { + let mut is_sell = false; + + + if element.used_usdt >= dec!(10.0) { + if let (Some(exchange_info), Some(tradefee), Some(supertrend_vec)) = + (exchange_info_map.get(&element.symbol), trade_fee_map.get(&element.symbol), supertrend_30m.get(&element.symbol)) { + // update stoploss + let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec.last().unwrap().band_value).unwrap(); + if supertrend_vec.last().unwrap().area == SuperTrendArea::UP + && band_value > element.stoploss { + let update_table_name = String::from("buy_ordered_coin_list"); + let update_value = vec![ + (String::from("stoploss"), band_value.to_string()), + ]; + let update_condition = vec![(String::from("id"), element.id.to_string())]; + update_record3(&update_table_name, &update_value, &update_condition) + .await + .unwrap(); + } + + let lot_step_size = exchange_info.stepsize; + let quote_commission_precision = exchange_info.quote_commission_precision; + let base_qty_to_be_ordered = + element.base_qty_ordered.round_dp_with_strategy( + lot_step_size.normalize().scale(), + RoundingStrategy::ToZero, + ); + let target_profit_percent = decimal_div(decimal_sub(element.target_price, element.buy_price), element.buy_price).to_f64().unwrap(); + if (element.is_long == 0 || element.is_long == 1) + && !element.current_price.is_zero() + { + if element.current_price <= element.stoploss { + is_sell = true; + } else if element.current_price >= element.target_price { + is_sell = true; + } else if server_epoch - element.transact_time > (1_800_000) * 5 && + (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (5.0/6.0) <= element.pure_profit_percent) { + is_sell = true; + } else if server_epoch - element.transact_time > (1_800_000) * 6 && + (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (4.0/6.0) <= element.pure_profit_percent) { + is_sell = true; + } else if server_epoch - element.transact_time > (1_800_000) * 7 && + (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (3.0/6.0) <= element.pure_profit_percent) { + is_sell = true; + } else if server_epoch - element.transact_time > (1_800_000) * 8 && + (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (2.0/6.0) <= element.pure_profit_percent) { + is_sell = true; + } else if server_epoch - element.transact_time > (1_800_000) * 9 && + (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (1.0/6.0) <= element.pure_profit_percent) { + is_sell = true; + } else if server_epoch - element.transact_time > (1_800_000) * 10 { // time up selling + is_sell = true; + } + // TODO: sell_count가 1일 때 적용하기 + // else if (supertrend_vec + // .last() + // .unwrap() + // .signal + // .as_ref() + // .is_some_and(|x| x.contains("SELL")) + // || supertrend_vec.last().unwrap().area.contains("DOWN")) + // && (supertrend_vec.last().unwrap().close_time > element.close_time) + // { + // println!( + // "SELL signal selling {} {:.2}", + // 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; + // } + if is_sell == true { + limit_order_sell( + &element, + element.current_price, + base_qty_to_be_ordered, + &client, + &exchange_info_map, + &trade_fee_map, + ) + .await; + } + } + } + } + } + } + + Ok(()) +} diff --git a/src/strategy_team/strategy_manager.rs b/src/strategy_team/strategy_manager.rs index c22a688..5714d62 100644 --- a/src/strategy_team/strategy_manager.rs +++ b/src/strategy_team/strategy_manager.rs @@ -38,6 +38,7 @@ pub async fn execute_list_up_for_buy( // crate::strategy_team::strategy_005::list_up_for_buy(all_data).await; crate::strategy_team::strategy_006::list_up_for_buy(all_data).await; crate::strategy_team::strategy_007::list_up_for_buy(all_data).await; + crate::strategy_team::strategy_008::list_up_for_buy(all_data).await; Ok(()) } @@ -54,6 +55,7 @@ pub async fn execute_list_up_for_sell( // crate::strategy_team::strategy_005::list_up_for_sell(&all_data, &exchange_info_map, &trade_fee_map).await; crate::strategy_team::strategy_006::list_up_for_sell(&all_data, &exchange_info_map, &trade_fee_map).await; crate::strategy_team::strategy_007::list_up_for_sell(&all_data, &exchange_info_map, &trade_fee_map).await; + crate::strategy_team::strategy_008::list_up_for_sell(&all_data, &exchange_info_map, &trade_fee_map).await; Ok(()) }