New filtering
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@ -1,424 +1,425 @@
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// pub async fn strategist_001(
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use crate::value_estimation_team::indicators::bollingerband::bollingerband;
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// alldata: &AllData,
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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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// // // 1st filtering: supertrend(ATR period 10, multiplier: 1.3, 30m close price), the area should be in SELL area.
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use super::{
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// // let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new();
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dec, decimal_add, decimal_sub, decimal_div, ema, exists_record, insert_pre_suggested_coins,
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// // let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
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limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
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// // Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime)
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Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
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// // let mut task_vec = Vec::new();
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RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch, MacdData, ema_macd,
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// // let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
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BollingerBandData, ToPrimitive
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// // for symbol in valid_symbol_vec_c {
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};
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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, 10, 1.3, true).await;
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// // if opclo_30m_option.is_some() && supertrend_option_30m.is_some() {
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// BB lowerband + SuperTrend + StochRSI
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// // opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
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// SuperTrend length: 20, multiplier: 1.5, BUY signal
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// // supertrend_vec = supertrend_option_30m.unwrap();
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// ADX(10, 10) < 25.0
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pub async fn list_up_for_buy(
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alldata: AllData,
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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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// // if opclo_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 {
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// 1st filtering: lookup tables if the tradepair is already there
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// // let supertrend_search_result = supertrend_vec.binary_search_by_key(
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let inspect_table_name_1 = String::from("buy_ordered_coin_list");
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// // &opclo_30m_vec.last().unwrap().close_time,
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let inspect_table_name_2 = String::from("sell_ordered_coin_list");
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// // |SupertrendData {
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let inspect_table_name_3 = String::from("pre_suggested_coin_list");
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// // band_value,
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let inspect_table_name_4 = String::from("suggested_coin_list");
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// // signal,
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// // area,
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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("DOWN")
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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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// // 1st filtering: making basic form
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let mut filtered_data_1st: Vec<FilteredData> = Vec::new();
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// let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new();
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let mut filtered_data_1st_arc: Arc<Mutex<Vec<FilteredData>>> =
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// let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
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Arc::new(Mutex::new(filtered_data_1st));
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// Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime)
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let mut task_vec = Vec::new();
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// let mut task_vec = Vec::new();
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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 rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
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for symbol in &alldata.valid_symbol_vec {
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// let filtered_2nd_symbols_arc_c = Arc::clone(&filtered_2nd_symbols_arc);
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let mut exists_condition_build = String::from("symbol=\'");
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// task_vec.push(tokio::spawn(async move {
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exists_condition_build.push_str(symbol.as_str());
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// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == symbol);
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exists_condition_build.push_str("\' AND registerer=");
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exists_condition_build.push_str(1.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 opclo_30m_option.is_some() {
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if inspect_result_1 == false
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// opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
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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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// if opclo_30m_vec.len() >= 3 {
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filtered_data.symbol = symbol_c;
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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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// try_join_all(task_vec).await?;
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// // 2nd filtering: lookup tables if the tradepair is already there
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filtered_data_1st_lock.push(filtered_data);
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// let inspect_table_name_1 = String::from("buy_ordered_coin_list");
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}
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// let inspect_table_name_2 = String::from("sell_ordered_coin_list");
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}));
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// let inspect_table_name_3 = String::from("pre_suggested_coin_list");
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}
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// let inspect_table_name_4 = String::from("suggested_coin_list");
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try_join_all(task_vec).await?;
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// let mut filtered_3rd_symbols: Vec<(String, i64)> = Vec::new();
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// 2nd filtering: supertrend(ATR period 20, multiplier: 2, 30m close price)
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// let mut filtered_3rd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
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let filtered_data_1st = filtered_data_1st_arc.lock().await.clone();
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// Arc::new(Mutex::new(filtered_3rd_symbols)); // (symbol, closetime)
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let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
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// let mut task_vec = 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 filtered_2nd_iter = filtered_2nd_symbols_arc.lock().await.clone().into_iter();
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for element in filtered_data_1st {
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// for element in filtered_2nd_iter {
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let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
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// let mut exists_condition_build = String::from("symbol=\'");
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let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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// exists_condition_build.push_str(element.0.as_str());
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let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
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// exists_condition_build.push_str("\' AND registerer=");
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let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc);
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// exists_condition_build.push_str(1.to_string().as_str());
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task_vec.push(tokio::spawn(async move {
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// // exists_condition_build.push_str("\' AND close_time=");
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let rt_30m_option = rt_price_30m_vec_c
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// // exists_condition_build.push_str(element.1.to_string().as_str());
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.iter()
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// let exists_condition = Some(exists_condition_build);
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.position(|x| *x.0 == element.symbol);
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// let exists_condition_c = exists_condition.clone();
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let supertrend_option_30m =
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// let inspect_table_name_1_c = inspect_table_name_1.clone();
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supertrend(&element.symbol, &rt_price_30m_vec_c, 20, 2.0, true).await;
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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 rt_30m_option.is_some() && supertrend_option_30m.is_some() {
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// && inspect_result_2 == false
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rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
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// && inspect_result_3 == false
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supertrend_vec = supertrend_option_30m.unwrap();
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// && inspect_result_4 == false
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let server_epoch = server_epoch().await;
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// {
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if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch {
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// let mut filtered_3rd_symbols_lock = filtered_3rd_symbols_arc_c.lock().await;
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let supertrend_search_result = supertrend_vec.binary_search_by_key(
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// filtered_3rd_symbols_lock.push(element_c);
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&rt_30m_vec.last().unwrap().close_time,
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// }
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|SupertrendData {
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// }));
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band_value,
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// }
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signal,
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// try_join_all(task_vec).await?;
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area,
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close_time,
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);
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if supertrend_search_result.is_ok() {
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let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap();
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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 = current_price;
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if supertrend_vec[supertrend_search_result.unwrap()].area.contains("DOWN")
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&& supertrend_vec[supertrend_search_result.unwrap()].band_value > element.current_price.to_f64().unwrap()
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{
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let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap();
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let stop_loss = decimal_sub(filtered_data.current_price, decimal_div(decimal_sub(band_value, filtered_data.current_price), dec!(2)));
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filtered_data.stoploss = stop_loss;
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filtered_data_2nd_lock.push(filtered_data);
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} else if supertrend_vec[supertrend_search_result.unwrap()].area.contains("UP")
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&& supertrend_vec[supertrend_search_result.unwrap()].band_value < element.current_price.to_f64().unwrap()
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{
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let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap();
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filtered_data.stoploss = band_value;
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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: BollingerBand (length 10, stddev: 2.5, 30m close price) the current price should be under the lowerband of BB.
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// 3rd filtering: the latest 5 30m candle close prices > EMA 200
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// let filtered_3rd_symbols_c = filtered_3rd_symbols_arc.lock().await.clone();
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let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone();
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// let sma10_30m_data: Vec<(String, Vec<SmaData>)> = sma(
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let mut filtered_data_3rd: Vec<FilteredData> = Vec::new();
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// 10,
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let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
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// &alldata.rt_price_30m_vec,
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Arc::new(Mutex::new(filtered_data_3rd));
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// &filtered_3rd_symbols_c,
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let mut task_vec = Vec::new();
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// )
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let ema_vec = ema(200, &alldata.rt_price_30m_vec, &filtered_data_2nd).await?;
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// .await?;
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for element in filtered_data_2nd {
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let mut opclo_30m_vec = alldata.rt_price_30m_vec.clone();
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let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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let ema_vec_c = ema_vec.clone();
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let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc);
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task_vec.push(tokio::spawn(async move {
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let ema_search_result = ema_vec_c.iter().position(|x| x.0 == element.symbol);
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let candle_search_result = opclo_30m_vec.iter().position(|x| x.0 == element.symbol);
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if ema_search_result.is_some() && candle_search_result.is_some() {
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let search_result = ema_vec_c[ema_search_result.unwrap()].1.binary_search_by_key(
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&opclo_30m_vec[candle_search_result.unwrap()].1.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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if search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-1].close_price) &&
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search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-1].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-2].close_price) &&
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search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-2].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-3].close_price) &&
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search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-3].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-4].close_price) &&
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search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-4].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-5].close_price) {
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||||||
|
let mut filtered_3rd_symbols_lock =
|
||||||
|
filtered_data_3rd_arc_c.lock().await;
|
||||||
|
let mut filtered_data = FilteredData::new();
|
||||||
|
filtered_data.symbol = element.symbol.clone();
|
||||||
|
filtered_data.closetime = element.closetime;
|
||||||
|
filtered_data.current_price = element.current_price;
|
||||||
|
filtered_data.stoploss = element.stoploss;
|
||||||
|
filtered_data.target_price = element.target_price;
|
||||||
|
|
||||||
// let bb10_30m_data: Vec<(String, Vec<BollingerBandData>)> =
|
filtered_3rd_symbols_lock.push(filtered_data);
|
||||||
// bollingerband(
|
}
|
||||||
// 10,
|
}
|
||||||
// 3.0,
|
}));
|
||||||
// &sma10_30m_data,
|
}
|
||||||
// &alldata.rt_price_30m_vec,
|
try_join_all(task_vec).await?;
|
||||||
// &filtered_3rd_symbols_c,
|
|
||||||
// )
|
// 4th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0%
|
||||||
// .await?;
|
let filtered_data_3rd_c = filtered_data_3rd_arc.lock().await.clone();
|
||||||
|
let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
|
||||||
|
let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||||
|
Arc::new(Mutex::new(filtered_data_4th));
|
||||||
|
let mut task_vec = Vec::new();
|
||||||
|
for element in filtered_data_3rd_c {
|
||||||
|
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
|
||||||
|
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
|
||||||
|
let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
|
||||||
|
|
||||||
// let mut task_vec = Vec::new();
|
task_vec.push(tokio::spawn(async move {
|
||||||
// let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new();
|
let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol);
|
||||||
// let mut filtered_4th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
|
|
||||||
// Arc::new(Mutex::new(filtered_4th_symbols)); // (symbol, closetime)
|
if position_idx.is_some() {
|
||||||
// for element in filtered_3rd_symbols_c {
|
let vec_len = rt_price_30m_vec_c[position_idx.unwrap()].1.len();
|
||||||
// let mut bb10_30m_vec: Vec<BollingerBandData> = Vec::new();
|
if vec_len >= 11 {
|
||||||
// let bb10_30m_option = bb10_30m_data.iter().position(|x| *x.0 == element.0);
|
let candles = rt_price_30m_vec_c[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap();
|
||||||
// let bb10_30m_option_c = bb10_30m_option.clone();
|
let windows = candles.windows(2);
|
||||||
// let element_c = element.clone();
|
let mut average_amplitude = 0.0;
|
||||||
// let filtered_4th_symbols_arc_c = Arc::clone(&filtered_4th_symbols_arc);
|
|
||||||
|
|
||||||
// if bb10_30m_option_c.is_some() {
|
for window in windows {
|
||||||
// bb10_30m_vec = bb10_30m_data[bb10_30m_option_c.unwrap()].1.clone();
|
average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price;
|
||||||
|
}
|
||||||
|
average_amplitude /= 10.0;
|
||||||
|
|
||||||
// if bb10_30m_vec.len() >= 3 {
|
if 0.005 <= average_amplitude && average_amplitude <= 0.01 {
|
||||||
// let bb10_30m_vec_c = bb10_30m_vec.clone();
|
let mut filtered_data_4th_lock = filtered_data_4th_arc_c.lock().await;
|
||||||
// let current_price = get_current_price(&element_c.0, &alldata.rt_price_30m_vec)
|
let mut filtered_data = FilteredData::new();
|
||||||
// .await
|
filtered_data.symbol = element.symbol.clone();
|
||||||
// .unwrap();
|
filtered_data.closetime = element.closetime;
|
||||||
// task_vec.push(tokio::spawn(async move {
|
filtered_data.current_price = element.current_price;
|
||||||
// let bb_search_result = bb10_30m_vec_c.binary_search_by_key(
|
filtered_data.stoploss = element.stoploss;
|
||||||
// &element_c.1,
|
filtered_data.target_price = element.target_price;
|
||||||
// |&BollingerBandData {
|
|
||||||
// sma,
|
filtered_data_4th_lock.push(filtered_data);
|
||||||
// upperband,
|
}
|
||||||
// lowerband,
|
}
|
||||||
// close_time,
|
}
|
||||||
// }| close_time,
|
}));
|
||||||
// );
|
}
|
||||||
// if bb_search_result.is_ok() {
|
try_join_all(task_vec).await?;
|
||||||
// if bb10_30m_vec_c[bb_search_result.unwrap()].lowerband > current_price {
|
|
||||||
// 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: the current price should be lower than lowest price from the latest 20 candles.
|
// 5th filtering: 30m StochRSI (RSI_len: 10, StochRSI_len: 10, K: 3, D: 3) previous K < 5 && current K > previous K
|
||||||
// let mut task_vec = Vec::new();
|
let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone();
|
||||||
// let filtered_4th_symbols_c = filtered_4th_symbols_arc.lock().await.clone();
|
let mut filtered_data_5th: Vec<FilteredData> = Vec::new();
|
||||||
// let mut filtered_5th_symbols: Vec<(String, i64)> = Vec::new();
|
let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||||
// let mut filtered_5th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
|
Arc::new(Mutex::new(filtered_data_5th));
|
||||||
// Arc::new(Mutex::new(filtered_5th_symbols)); // (symbol, closetime)
|
let mut task_vec = Vec::new();
|
||||||
// for element in filtered_4th_symbols_c {
|
let stoch_rsis = stoch_rsi(10, 10, 3, 3, &alldata.rt_price_30m_vec, &filtered_data_4th_c).await?;
|
||||||
// let rt_price_30m_option = alldata.rt_price_30m_vec.iter().position(|x| *x.0 == element.0);
|
for element in filtered_data_4th_c {
|
||||||
// let element_c = element.clone();
|
let stoch_rsis_c = stoch_rsis.clone();
|
||||||
// let filtered_5th_symbols_arc_c = Arc::clone(&filtered_5th_symbols_arc);
|
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
|
||||||
|
let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc);
|
||||||
|
|
||||||
// if rt_price_30m_option.is_some() {
|
task_vec.push(tokio::spawn(async move {
|
||||||
// let mut rt_price_30m_vec_c = alldata.rt_price_30m_vec[rt_price_30m_option.unwrap()].1.clone();
|
let position_idx = stoch_rsis_c.iter().position(|elem| elem.0 == element.symbol);
|
||||||
// let current_price = get_current_price(&element_c.0, &alldata.rt_price_30m_vec)
|
|
||||||
// .await
|
if position_idx.is_some() {
|
||||||
// .unwrap();
|
let stoch_rsi_vec = stoch_rsis_c[position_idx.unwrap()].1.clone();
|
||||||
|
let search_result = stoch_rsi_vec.iter().position(|x| x.close_time == element.closetime);
|
||||||
|
if search_result.is_some_and(|a| stoch_rsi_vec[a-1].k < 5.0 && stoch_rsi_vec[a].k > stoch_rsi_vec[a-1].k) {
|
||||||
|
let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await;
|
||||||
|
let mut filtered_data = FilteredData::new();
|
||||||
|
filtered_data.symbol = element.symbol.clone();
|
||||||
|
filtered_data.closetime = element.closetime;
|
||||||
|
filtered_data.current_price = element.current_price;
|
||||||
|
filtered_data.stoploss = element.stoploss;
|
||||||
|
filtered_data.target_price = element.target_price;
|
||||||
|
|
||||||
|
filtered_data_5th_lock.push(filtered_data);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
try_join_all(task_vec).await?;
|
||||||
|
|
||||||
// task_vec.push(tokio::spawn(async move {
|
let final_filtered_data = filtered_data_5th_arc.lock().await.clone();
|
||||||
// if rt_price_30m_vec_c.len() >= 21 {
|
insert_pre_suggested_coins(1, false, &final_filtered_data, &alldata).await;
|
||||||
// rt_price_30m_vec_c.pop();
|
|
||||||
// rt_price_30m_vec_c.reverse();
|
|
||||||
// rt_price_30m_vec_c.truncate(20);
|
|
||||||
|
|
||||||
// let lowest_price_option = rt_price_30m_vec_c.iter()
|
Ok(())
|
||||||
// .enumerate()
|
}
|
||||||
// .min_by(|(_, a), (_, b)| {
|
|
||||||
// a.low_price
|
|
||||||
// .partial_cmp(&b.low_price)
|
|
||||||
// .expect("Nan was forbidden.")
|
|
||||||
// })
|
|
||||||
// .map(|(index, _)| index);
|
|
||||||
|
|
||||||
// if lowest_price_option.is_some() {
|
pub async fn list_up_for_sell(
|
||||||
// let lowest_price = rt_price_30m_vec_c[lowest_price_option.unwrap()].low_price;
|
all_data: &AllData,
|
||||||
// if lowest_price > current_price {
|
exchange_info_vec: &Vec<ExchangeInfo>,
|
||||||
// let mut filtered_5th_symbols_lock =
|
trade_fee_vec: &Vec<TradeFee>,
|
||||||
// filtered_5th_symbols_arc_c.lock().await;
|
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
|
||||||
// filtered_5th_symbols_lock.push(element_c);
|
let filled_buy_orders = select_filled_buy_orders(1).await?;
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }));
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// try_join_all(task_vec).await?;
|
|
||||||
|
|
||||||
// // 5th filtering: RSI (length: 10, 30m close price) the current index should be lower than 30.
|
if !filled_buy_orders.is_empty() {
|
||||||
// let filtered_5th_symbol_c = filtered_5th_symbols_arc.lock().await.clone();
|
let client = ClientBuilder::new()
|
||||||
// let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> = rsi(
|
.timeout(tokio::time::Duration::from_millis(5000))
|
||||||
// 10,
|
.build()
|
||||||
// &alldata.rt_price_30m_vec,
|
.unwrap();
|
||||||
// &filtered_5th_symbol_c,
|
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
|
||||||
// )
|
let server_epoch = server_epoch().await;
|
||||||
// .await?;
|
|
||||||
// let mut task_vec = Vec::new();
|
|
||||||
// let mut filtered_6th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
|
|
||||||
// let mut filtered_6th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
|
|
||||||
// Arc::new(Mutex::new(filtered_6th_symbols)); // (symbol, closetime)
|
|
||||||
|
|
||||||
// for element in filtered_5th_symbol_c {
|
let mut filtered_symbol_vec: Vec<FilteredData> = Vec::new();
|
||||||
// let rsi10_30m_option = rsi10_30m_data.iter().position(|x| *x.0 == element.0);
|
for element in &filled_buy_orders {
|
||||||
// let filtered_6th_symbols_arc_c = Arc::clone(&filtered_6th_symbols_arc);
|
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 stoch_rsis = stoch_rsi(10, 10, 3, 3, &all_data.rt_price_30m_vec, &filtered_symbol_vec).await?;
|
||||||
|
for element in filled_buy_orders {
|
||||||
|
if 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);
|
||||||
|
let search_result = stoch_rsis.iter().position(|x| x.0 == element.symbol);
|
||||||
|
|
||||||
|
let opclo_30m_option = all_data
|
||||||
|
.rt_price_30m_vec
|
||||||
|
.iter()
|
||||||
|
.position(|x| *x.0 == element.symbol);
|
||||||
|
let supertrend_option_30m =
|
||||||
|
supertrend(&element.symbol, &all_data.rt_price_30m_vec, 20, 1.5, true).await;
|
||||||
|
|
||||||
// if rsi10_30m_option.is_some() {
|
if lot_step_size_option.is_some()
|
||||||
// let mut rsi10_30m_vec = rsi10_30m_data[rsi10_30m_option.unwrap()].1.clone();
|
&& quote_commission_precision_option.is_some()
|
||||||
|
&& search_result.is_some()
|
||||||
|
&& opclo_30m_option.is_some()
|
||||||
|
&& supertrend_option_30m.is_some()
|
||||||
|
{
|
||||||
|
// update stoploss
|
||||||
|
supertrend_vec = supertrend_option_30m.unwrap();
|
||||||
|
let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec.last().unwrap().band_value).unwrap();
|
||||||
|
if supertrend_vec.last().unwrap().area.contains("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_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,
|
||||||
|
);
|
||||||
|
let stoch_rsi_k = stoch_rsis[search_result.unwrap()].1.last().unwrap().k;
|
||||||
|
let stoch_rsi_k_prev = stoch_rsis[search_result.unwrap()].1[stoch_rsis[search_result.unwrap()].1.len()-2].k;
|
||||||
|
if (element.is_long == 0 || element.is_long == 1)
|
||||||
|
&& !element.current_price.is_zero()
|
||||||
|
{
|
||||||
|
if element.current_price >= element.target_price
|
||||||
|
{
|
||||||
|
limit_order_sell(
|
||||||
|
&element,
|
||||||
|
element.current_price,
|
||||||
|
base_qty_to_be_ordered,
|
||||||
|
&client,
|
||||||
|
&exchange_info_vec,
|
||||||
|
&trade_fee_vec,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
} else if element.current_price <= element.stoploss {
|
||||||
|
limit_order_sell(
|
||||||
|
&element,
|
||||||
|
element.current_price,
|
||||||
|
base_qty_to_be_ordered,
|
||||||
|
&client,
|
||||||
|
&exchange_info_vec,
|
||||||
|
&trade_fee_vec,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
} else if server_epoch - element.transact_time > (1_800_000) * 20 {
|
||||||
|
limit_order_sell(
|
||||||
|
&element,
|
||||||
|
element.current_price,
|
||||||
|
base_qty_to_be_ordered,
|
||||||
|
&client,
|
||||||
|
&exchange_info_vec,
|
||||||
|
&trade_fee_vec,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
} else if element.pure_profit_percent > 3.0 {
|
||||||
|
limit_order_sell(
|
||||||
|
&element,
|
||||||
|
element.current_price,
|
||||||
|
base_qty_to_be_ordered,
|
||||||
|
&client,
|
||||||
|
&exchange_info_vec,
|
||||||
|
&trade_fee_vec,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
} else if stoch_rsi_k > 90.0 {
|
||||||
|
limit_order_sell(
|
||||||
|
&element,
|
||||||
|
element.current_price,
|
||||||
|
base_qty_to_be_ordered,
|
||||||
|
&client,
|
||||||
|
&exchange_info_vec,
|
||||||
|
&trade_fee_vec,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
}
|
||||||
|
// 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 rsi10_30m_vec.len() >= 3 {
|
Ok(())
|
||||||
// let element_c = element.clone();
|
}
|
||||||
// task_vec.push(tokio::spawn(async move {
|
|
||||||
// let rsi_search_result = rsi10_30m_vec.binary_search_by_key(
|
|
||||||
// &element.1,
|
|
||||||
// |&RsiData {
|
|
||||||
// rsi_value,
|
|
||||||
// close_time,
|
|
||||||
// }| close_time,
|
|
||||||
// );
|
|
||||||
// if rsi_search_result.is_ok() {
|
|
||||||
// if rsi10_30m_vec[rsi_search_result.unwrap()].rsi_value <= 20.0 {
|
|
||||||
// let mut filtered_6th_symbols_lock =
|
|
||||||
// filtered_6th_symbols_arc_c.lock().await;
|
|
||||||
// filtered_6th_symbols_lock.push(element_c);
|
|
||||||
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }));
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// try_join_all(task_vec).await?;
|
|
||||||
|
|
||||||
// // 6th filtering: StochRSI (RSI length: 14, Stoch length: 14, smooth k: 3, smooth d: 3) smooth kn <= 10, kn-1 <= 25.0
|
|
||||||
// let filtered_6th_symbol_c = filtered_6th_symbols_arc.lock().await.clone();
|
|
||||||
// let mut rsi14_30m_data: Vec<(String, Vec<RsiData>)> = rsi(
|
|
||||||
// 14,
|
|
||||||
// &alldata.rt_price_30m_vec,
|
|
||||||
// &filtered_6th_symbol_c,
|
|
||||||
// )
|
|
||||||
// .await?;
|
|
||||||
// let stoch_rsi_data = stoch_rsi(&rsi14_30m_data, 14, 3, 3).await?;
|
|
||||||
// let mut stoch_rsi14_30m_vec: Vec<StochRsiData> = Vec::new();
|
|
||||||
// let mut filtered_7th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
|
|
||||||
// for element in filtered_6th_symbol_c {
|
|
||||||
// let stoch_rsi14_30m_option = stoch_rsi_data.iter().position(|x| *x.0 == element.0);
|
|
||||||
|
|
||||||
// if stoch_rsi14_30m_option.is_some() {
|
|
||||||
// stoch_rsi14_30m_vec = stoch_rsi_data[stoch_rsi14_30m_option.unwrap()].1.clone();
|
|
||||||
|
|
||||||
// if stoch_rsi14_30m_vec.len() >= 3 {
|
|
||||||
// let stoch_rsi_search_result = stoch_rsi14_30m_vec.binary_search_by_key(
|
|
||||||
// &element.1,
|
|
||||||
// |&StochRsiData {
|
|
||||||
// k,
|
|
||||||
// d,
|
|
||||||
// close_time,
|
|
||||||
// }| close_time,
|
|
||||||
// );
|
|
||||||
// if stoch_rsi_search_result.is_ok() {
|
|
||||||
// if stoch_rsi14_30m_vec[stoch_rsi_search_result.unwrap()].k <= 10.0 && stoch_rsi14_30m_vec[stoch_rsi_search_result.unwrap()-1].k <= 25.0 {
|
|
||||||
// filtered_7th_symbols.push(element);
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
|
|
||||||
// // 7th filtering: heatmap volume(MA length 10, std length 10, 30m close price), the current candle should be over than high at least.
|
|
||||||
// let mut filtered_8th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
|
|
||||||
// for element in filtered_7th_symbols {
|
|
||||||
// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
|
|
||||||
// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0);
|
|
||||||
// if opclo_30m_option.is_some() {
|
|
||||||
// let opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
|
|
||||||
|
|
||||||
// if opclo_30m_vec.len() >= 3 {
|
|
||||||
// let heatmap_volume_option =
|
|
||||||
// heatmap_volume(&element.0, &rt_price_30m_vec_c, 10, 10, 4.0, 2.5, 1.0, -0.5)
|
|
||||||
// .await;
|
|
||||||
// if heatmap_volume_option.is_some() {
|
|
||||||
// let heatmap_volume_vec = heatmap_volume_option.unwrap();
|
|
||||||
// let heatmap_search_result = heatmap_volume_vec.binary_search_by_key(
|
|
||||||
// &element.1,
|
|
||||||
// |HeatmapVolumeData {
|
|
||||||
// heatmap_value,
|
|
||||||
// heatmap_level,
|
|
||||||
// close_time,
|
|
||||||
// }| *close_time,
|
|
||||||
// );
|
|
||||||
// if heatmap_search_result.is_ok() {
|
|
||||||
// if heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level
|
|
||||||
// == HeatMapLevel::Medium
|
|
||||||
// ||
|
|
||||||
// heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level
|
|
||||||
// == HeatMapLevel::High
|
|
||||||
// || heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level
|
|
||||||
// == HeatMapLevel::ExtraHigh
|
|
||||||
// {
|
|
||||||
// filtered_8th_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_8th_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?;
|
|
||||||
|
|
||||||
// // 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(1, false, &a, alldata).await;
|
|
||||||
|
|
||||||
// Ok(())
|
|
||||||
// }
|
|
||||||
|
|
|
||||||
|
|
@ -1,277 +1,372 @@
|
||||||
// pub async fn strategist_002(
|
use crate::value_estimation_team::indicators::bollingerband::bollingerband;
|
||||||
// alldata: &AllData,
|
|
||||||
// ) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
|
|
||||||
// // 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());
|
|
||||||
|
|
||||||
// // 1st filtering: making basic form
|
use super::{
|
||||||
// let mut filtered_2nd_symbols: Vec<(String, i64)> = Vec::new();
|
dec, decimal_add, decimal_sub, decimal_div, ema, exists_record, insert_pre_suggested_coins,
|
||||||
// let mut filtered_2nd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
|
limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
|
||||||
// Arc::new(Mutex::new(filtered_2nd_symbols)); // (symbol, closetime)
|
Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
|
||||||
// let mut task_vec = Vec::new();
|
RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch, MacdData, ema_macd,
|
||||||
// let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
|
BollingerBandData, ToPrimitive
|
||||||
// for symbol in valid_symbol_vec_c {
|
};
|
||||||
// let mut opclo_30m_vec: Vec<RealtimePriceData> = Vec::new();
|
|
||||||
|
|
||||||
// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
|
// BB lowerband + SuperTrend + StochRSI
|
||||||
// let filtered_2nd_symbols_arc_c = Arc::clone(&filtered_2nd_symbols_arc);
|
// SuperTrend length: 20, multiplier: 1.5, BUY signal
|
||||||
// task_vec.push(tokio::spawn(async move {
|
// ADX(10, 10) < 25.0
|
||||||
// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == symbol);
|
pub async fn list_up_for_buy(
|
||||||
|
alldata: AllData,
|
||||||
|
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
|
||||||
|
// 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());
|
||||||
|
|
||||||
// if opclo_30m_option.is_some() {
|
// 1st filtering: lookup tables if the tradepair is already there
|
||||||
// opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
|
let inspect_table_name_1 = String::from("buy_ordered_coin_list");
|
||||||
|
let inspect_table_name_2 = String::from("sell_ordered_coin_list");
|
||||||
|
let inspect_table_name_3 = String::from("pre_suggested_coin_list");
|
||||||
|
let inspect_table_name_4 = String::from("suggested_coin_list");
|
||||||
|
|
||||||
// if opclo_30m_vec.len() >= 3 {
|
let mut filtered_data_1st: Vec<FilteredData> = Vec::new();
|
||||||
// let mut filtered_2nd_symbols_lock =
|
let mut filtered_data_1st_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||||
// filtered_2nd_symbols_arc_c.lock().await;
|
Arc::new(Mutex::new(filtered_data_1st));
|
||||||
// filtered_2nd_symbols_lock
|
let mut task_vec = Vec::new();
|
||||||
// .push((symbol.clone(), opclo_30m_vec.last().unwrap().close_time));
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }));
|
|
||||||
// }
|
|
||||||
// try_join_all(task_vec).await?;
|
|
||||||
|
|
||||||
// // 2nd filtering: lookup tables if the tradepair is already there
|
for symbol in &alldata.valid_symbol_vec {
|
||||||
// let inspect_table_name_1 = String::from("buy_ordered_coin_list");
|
let mut exists_condition_build = String::from("symbol=\'");
|
||||||
// let inspect_table_name_2 = String::from("sell_ordered_coin_list");
|
exists_condition_build.push_str(symbol.as_str());
|
||||||
// let inspect_table_name_3 = String::from("pre_suggested_coin_list");
|
exists_condition_build.push_str("\' AND registerer=");
|
||||||
// let inspect_table_name_4 = String::from("suggested_coin_list");
|
exists_condition_build.push_str(2.to_string().as_str());
|
||||||
|
// exists_condition_build.push_str("\' AND close_time=");
|
||||||
|
// exists_condition_build.push_str(element.1.to_string().as_str());
|
||||||
|
let exists_condition = Some(exists_condition_build);
|
||||||
|
let exists_condition_c = exists_condition.clone();
|
||||||
|
let inspect_table_name_1_c = inspect_table_name_1.clone();
|
||||||
|
let inspect_table_name_2_c = inspect_table_name_2.clone();
|
||||||
|
let inspect_table_name_3_c = inspect_table_name_3.clone();
|
||||||
|
let inspect_table_name_4_c = inspect_table_name_4.clone();
|
||||||
|
let symbol_c = symbol.clone();
|
||||||
|
let filtered_data_1st_arc_c = Arc::clone(&filtered_data_1st_arc);
|
||||||
|
task_vec.push(tokio::spawn(async move {
|
||||||
|
let mut filtered_data = FilteredData::new();
|
||||||
|
let inspect_result_1 =
|
||||||
|
exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
|
||||||
|
let inspect_result_2 =
|
||||||
|
exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
|
||||||
|
let inspect_result_3 =
|
||||||
|
exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
|
||||||
|
let inspect_result_4 =
|
||||||
|
exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
|
||||||
|
|
||||||
// let mut filtered_3rd_symbols: Vec<(String, i64)> = Vec::new();
|
if inspect_result_1 == false
|
||||||
// let mut filtered_3rd_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
|
&& inspect_result_2 == false
|
||||||
// Arc::new(Mutex::new(filtered_3rd_symbols)); // (symbol, closetime)
|
&& inspect_result_3 == false
|
||||||
// let mut task_vec = Vec::new();
|
&& inspect_result_4 == false
|
||||||
|
{
|
||||||
|
let mut filtered_data_1st_lock = filtered_data_1st_arc_c.lock().await;
|
||||||
|
|
||||||
// let filtered_2nd_iter = filtered_2nd_symbols_arc.lock().await.clone().into_iter();
|
filtered_data.symbol = symbol_c;
|
||||||
// for element in filtered_2nd_iter {
|
|
||||||
// let mut exists_condition_build = String::from("symbol=\'");
|
|
||||||
// exists_condition_build.push_str(element.0.as_str());
|
|
||||||
// exists_condition_build.push_str("\' AND registerer=");
|
|
||||||
// exists_condition_build.push_str(2.to_string().as_str());
|
|
||||||
// // exists_condition_build.push_str("\' AND close_time=");
|
|
||||||
// // exists_condition_build.push_str(element.1.to_string().as_str());
|
|
||||||
|
|
||||||
// let exists_condition = Some(exists_condition_build);
|
filtered_data_1st_lock.push(filtered_data);
|
||||||
// let exists_condition_c = exists_condition.clone();
|
}
|
||||||
// let inspect_table_name_1_c = inspect_table_name_1.clone();
|
}));
|
||||||
// let inspect_table_name_2_c = inspect_table_name_2.clone();
|
}
|
||||||
// let inspect_table_name_3_c = inspect_table_name_3.clone();
|
try_join_all(task_vec).await?;
|
||||||
// let inspect_table_name_4_c = inspect_table_name_4.clone();
|
|
||||||
// let element_c = element.clone();
|
|
||||||
// let filtered_3rd_symbols_arc_c = Arc::clone(&filtered_3rd_symbols_arc);
|
|
||||||
// task_vec.push(tokio::spawn(async move {
|
|
||||||
// let inspect_result_1 =
|
|
||||||
// exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
|
|
||||||
// let inspect_result_2 =
|
|
||||||
// exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
|
|
||||||
// let inspect_result_3 =
|
|
||||||
// exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
|
|
||||||
// let inspect_result_4 =
|
|
||||||
// exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
|
|
||||||
|
|
||||||
// if inspect_result_1 == false
|
// 2nd filtering: BollingerBand (len:10, multiplier 2.5) previous_30m_price (close or low price) < lower_band
|
||||||
// && inspect_result_2 == false
|
let filtered_data_1st = filtered_data_1st_arc.lock().await.clone();
|
||||||
// && inspect_result_3 == false
|
let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
|
||||||
// && inspect_result_4 == false
|
let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||||
// {
|
Arc::new(Mutex::new(filtered_data_2nd));
|
||||||
// let mut filtered_3rd_symbols_lock = filtered_3rd_symbols_arc_c.lock().await;
|
let mut task_vec = Vec::new();
|
||||||
// filtered_3rd_symbols_lock.push(element_c);
|
let bollingerbands = bollingerband(10, 2.5, &alldata.rt_price_30m_vec, &filtered_data_1st).await?;
|
||||||
// }
|
for element in filtered_data_1st {
|
||||||
// }));
|
let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
|
||||||
// }
|
let mut bb_vec: Vec<BollingerBandData> = Vec::new();
|
||||||
// try_join_all(task_vec).await?;
|
let rt_price_30m_vec_c: Vec<(String, Vec<RealtimePriceData>)> = alldata.rt_price_30m_vec.clone();
|
||||||
|
let bollingerbands_c = bollingerbands.clone();
|
||||||
|
let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc);
|
||||||
|
task_vec.push(tokio::spawn(async move {
|
||||||
|
let rt_30m_option = rt_price_30m_vec_c
|
||||||
|
.iter()
|
||||||
|
.position(|x| *x.0 == element.symbol);
|
||||||
|
let bb_option_30m = bollingerbands_c.iter().position(|x| x.0 == element.symbol);
|
||||||
|
|
||||||
// // 3rd filtering: EMA30 > EMA 150
|
if rt_30m_option.is_some() && bb_option_30m.is_some() {
|
||||||
// let filtered_3rd_symbols_c = filtered_3rd_symbols_arc.lock().await.clone();
|
rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
|
||||||
// let ema30_30m_data: Vec<(String, Vec<EmaData>)> = ema(
|
bb_vec = bollingerbands_c[bb_option_30m.unwrap()].1.clone();
|
||||||
// 30,
|
let server_epoch = server_epoch().await;
|
||||||
// &alldata.rt_price_30m_vec,
|
if rt_30m_vec.len() >= 3 && bb_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch {
|
||||||
// &filtered_3rd_symbols_c,
|
let bb_search_result = bb_vec.binary_search_by_key(
|
||||||
// )
|
&rt_30m_vec.last().unwrap().close_time,
|
||||||
// .await?;
|
|BollingerBandData {
|
||||||
// let ema150_30m_data: Vec<(String, Vec<EmaData>)> = ema(
|
sma,
|
||||||
// 150,
|
upperband,
|
||||||
// &alldata.rt_price_30m_vec,
|
lowerband,
|
||||||
// &filtered_3rd_symbols_c,
|
close_time,
|
||||||
// )
|
}| *close_time,
|
||||||
// .await?;
|
);
|
||||||
|
if bb_search_result.is_ok() {
|
||||||
|
if bb_vec[bb_search_result.unwrap()].lowerband > rt_30m_vec[rt_30m_vec.len()-1].close_price
|
||||||
|
{
|
||||||
|
let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await;
|
||||||
|
let mut filtered_data = FilteredData::new();
|
||||||
|
filtered_data.symbol = element.symbol.clone();
|
||||||
|
filtered_data.closetime = rt_30m_vec.last().unwrap().close_time;
|
||||||
|
filtered_data.current_price = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap();
|
||||||
|
filtered_data_2nd_lock.push(filtered_data);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
try_join_all(task_vec).await?;
|
||||||
|
|
||||||
// let mut task_vec = Vec::new();
|
// 3rd filtering: supertrend(ATR period 7, multiplier: 1.5, 30m close price), area should be DOWN
|
||||||
// let mut filtered_4th_symbols: Vec<(String, i64)> = Vec::new();
|
let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone();
|
||||||
// let mut filtered_4th_symbols_arc: Arc<Mutex<Vec<(String, i64)>>> =
|
let mut filtered_data_3rd: Vec<FilteredData> = Vec::new();
|
||||||
// Arc::new(Mutex::new(filtered_4th_symbols)); // (symbol, closetime)
|
let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||||
// for element in filtered_3rd_symbols_c {
|
Arc::new(Mutex::new(filtered_data_3rd));
|
||||||
// let mut ema30_30m_vec: Vec<EmaData> = Vec::new();
|
let mut task_vec = 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() {
|
for element in filtered_data_2nd {
|
||||||
// ema30_30m_vec = ema30_30m_data[ema30_30m_option.unwrap()].1.clone();
|
let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
|
||||||
// ema150_30m_vec = ema150_30m_data[ema150_30m_option.unwrap()].1.clone();
|
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
|
||||||
|
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
|
||||||
|
let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc);
|
||||||
|
task_vec.push(tokio::spawn(async move {
|
||||||
|
let rt_30m_option = rt_price_30m_vec_c
|
||||||
|
.iter()
|
||||||
|
.position(|x| *x.0 == element.symbol);
|
||||||
|
let supertrend_option_30m =
|
||||||
|
supertrend(&element.symbol, &rt_price_30m_vec_c, 7, 1.5, true).await;
|
||||||
|
|
||||||
// if ema30_30m_vec.len() >= 10 && ema150_30m_vec.len() >= 10 {
|
if rt_30m_option.is_some() && supertrend_option_30m.is_some() {
|
||||||
// let ema30_30m_vec_c = ema30_30m_vec.clone();
|
rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
|
||||||
// let ema150_30m_vec_c = ema150_30m_vec.clone();
|
supertrend_vec = supertrend_option_30m.unwrap();
|
||||||
|
let server_epoch = server_epoch().await;
|
||||||
|
if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch {
|
||||||
|
let supertrend_search_result = supertrend_vec.binary_search_by_key(
|
||||||
|
&rt_30m_vec.last().unwrap().close_time,
|
||||||
|
|SupertrendData {
|
||||||
|
band_value,
|
||||||
|
signal,
|
||||||
|
area,
|
||||||
|
close_time,
|
||||||
|
}| *close_time,
|
||||||
|
);
|
||||||
|
if supertrend_search_result.is_ok() {
|
||||||
|
if supertrend_vec[supertrend_search_result.unwrap()].area.contains("DOWN")
|
||||||
|
&& supertrend_vec[supertrend_search_result.unwrap()].band_value > element.current_price.to_f64().unwrap()
|
||||||
|
{
|
||||||
|
let mut filtered_data_3rd_lock = filtered_data_3rd_arc_c.lock().await;
|
||||||
|
let mut filtered_data = FilteredData::new();
|
||||||
|
filtered_data.symbol = element.symbol.clone();
|
||||||
|
filtered_data.closetime = element.closetime;
|
||||||
|
filtered_data.current_price = element.current_price;
|
||||||
|
filtered_data.target_price = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap();
|
||||||
|
let stop_loss = decimal_sub(filtered_data.current_price, decimal_div(decimal_sub(filtered_data.target_price, filtered_data.current_price), dec!(2)));
|
||||||
|
filtered_data.stoploss = stop_loss;
|
||||||
|
|
||||||
|
filtered_data_3rd_lock.push(filtered_data);
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}));
|
||||||
|
}
|
||||||
|
try_join_all(task_vec).await?;
|
||||||
|
|
||||||
// task_vec.push(tokio::spawn(async move {
|
// 4th filtering: the latest 5 30m candle close prices > EMA 200
|
||||||
// let ema30_search_result = ema30_30m_vec_c.binary_search_by_key(
|
let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone();
|
||||||
// &element_c.1,
|
let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
|
||||||
// |&EmaData {
|
let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||||
// ema_value,
|
Arc::new(Mutex::new(filtered_data_4th));
|
||||||
// close_time,
|
let mut task_vec = Vec::new();
|
||||||
// }| close_time,
|
let ema_vec = ema(200, &alldata.rt_price_30m_vec, &filtered_data_3rd).await?;
|
||||||
// );
|
for element in filtered_data_3rd {
|
||||||
// let ema150_search_result = ema150_30m_vec_c.binary_search_by_key(
|
let mut opclo_30m_vec = alldata.rt_price_30m_vec.clone();
|
||||||
// &element_c.1,
|
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
|
||||||
// |&EmaData {
|
let ema_vec_c = ema_vec.clone();
|
||||||
// ema_value,
|
let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
|
||||||
// close_time,
|
task_vec.push(tokio::spawn(async move {
|
||||||
// }| close_time,
|
let ema_search_result = ema_vec_c.iter().position(|x| x.0 == element.symbol);
|
||||||
// );
|
let candle_search_result = opclo_30m_vec.iter().position(|x| x.0 == element.symbol);
|
||||||
|
if ema_search_result.is_some() && candle_search_result.is_some() {
|
||||||
|
let search_result = ema_vec_c[ema_search_result.unwrap()].1.binary_search_by_key(
|
||||||
|
&opclo_30m_vec[candle_search_result.unwrap()].1.last().unwrap().close_time,
|
||||||
|
|EmaData {
|
||||||
|
ema_value,
|
||||||
|
close_time,
|
||||||
|
}| *close_time);
|
||||||
|
if search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-1].close_price) &&
|
||||||
|
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-1].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-2].close_price) &&
|
||||||
|
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-2].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-3].close_price) &&
|
||||||
|
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-3].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-4].close_price) &&
|
||||||
|
search_result.is_ok_and(|x| ema_vec_c[ema_search_result.unwrap()].1[search_result.unwrap()-4].ema_value < opclo_30m_vec[candle_search_result.unwrap()].1[opclo_30m_vec[candle_search_result.unwrap()].1.len()-5].close_price) {
|
||||||
|
let mut filtered_4th_symbols_lock =
|
||||||
|
filtered_data_4th_arc_c.lock().await;
|
||||||
|
let mut filtered_data = FilteredData::new();
|
||||||
|
filtered_data.symbol = element.symbol.clone();
|
||||||
|
filtered_data.closetime = element.closetime;
|
||||||
|
filtered_data.current_price = element.current_price;
|
||||||
|
filtered_data.stoploss = element.stoploss;
|
||||||
|
filtered_data.target_price = element.target_price;
|
||||||
|
|
||||||
// if ema30_search_result.is_ok() && ema150_search_result.is_ok() {
|
filtered_4th_symbols_lock.push(filtered_data);
|
||||||
// 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 &&
|
try_join_all(task_vec).await?;
|
||||||
// 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
|
// 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0%
|
||||||
// {
|
let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone();
|
||||||
// let mut filtered_4th_symbols_lock =
|
let mut filtered_data_5th: Vec<FilteredData> = Vec::new();
|
||||||
// filtered_4th_symbols_arc_c.lock().await;
|
let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> =
|
||||||
// filtered_4th_symbols_lock.push(element_c);
|
Arc::new(Mutex::new(filtered_data_5th));
|
||||||
// }
|
let mut task_vec = Vec::new();
|
||||||
// }
|
for element in filtered_data_4th_c {
|
||||||
// }));
|
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
|
||||||
// }
|
let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
|
||||||
// }
|
let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc);
|
||||||
// }
|
|
||||||
// try_join_all(task_vec).await?;
|
|
||||||
|
|
||||||
// // 6th filtering: StochRSI (RSI length: 10, Stoch length: 10, smooth k: 3, smooth d: 3) smooth dn == 0, kn == 0, kn-1 < 5
|
task_vec.push(tokio::spawn(async move {
|
||||||
// let filtered_4th_symbol_c = filtered_4th_symbols_arc.lock().await.clone();
|
let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol);
|
||||||
// let mut rsi10_30m_data: Vec<(String, Vec<RsiData>)> = rsi(
|
|
||||||
// 10,
|
if position_idx.is_some() {
|
||||||
// &alldata.rt_price_30m_vec,
|
let vec_len = rt_price_30m_vec_c[position_idx.unwrap()].1.len();
|
||||||
// &filtered_4th_symbol_c,
|
if vec_len >= 11 {
|
||||||
// )
|
let candles = rt_price_30m_vec_c[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap();
|
||||||
// .await?;
|
let windows = candles.windows(2);
|
||||||
// let stoch_rsi_data = stoch_rsi(&rsi10_30m_data, 10, 3, 3).await?;
|
let mut average_amplitude = 0.0;
|
||||||
// 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() {
|
for window in windows {
|
||||||
// stoch_rsi10_30m_vec = stoch_rsi_data[stoch_rsi10_30m_option.unwrap()].1.clone();
|
average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price;
|
||||||
|
}
|
||||||
|
average_amplitude /= 10.0;
|
||||||
|
|
||||||
// if stoch_rsi10_30m_vec.len() >= 3 {
|
if 0.005 <= average_amplitude && average_amplitude <= 0.01 {
|
||||||
// let stoch_rsi_search_result = stoch_rsi10_30m_vec.binary_search_by_key(
|
let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await;
|
||||||
// &element.1,
|
let mut filtered_data = FilteredData::new();
|
||||||
// |&StochRsiData {
|
filtered_data.symbol = element.symbol.clone();
|
||||||
// k,
|
filtered_data.closetime = element.closetime;
|
||||||
// d,
|
filtered_data.current_price = element.current_price;
|
||||||
// close_time,
|
filtered_data.stoploss = element.stoploss;
|
||||||
// }| close_time,
|
filtered_data.target_price = element.target_price;
|
||||||
// );
|
|
||||||
// if stoch_rsi_search_result.is_ok() {
|
filtered_data_5th_lock.push(filtered_data);
|
||||||
// if stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap()].k <= 5.0 &&
|
}
|
||||||
// stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap()].d <= 5.0 &&
|
}
|
||||||
// stoch_rsi10_30m_vec[stoch_rsi_search_result.unwrap()-1].k <= 5.0 {
|
}
|
||||||
// filtered_5th_symbols.push(element);
|
}));
|
||||||
// }
|
}
|
||||||
// }
|
try_join_all(task_vec).await?;
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
|
|
||||||
// // 7th filtering: heatmap volume(MA length 10, std length 10, 30m close price), the current candle should be over than high at least.
|
let final_filtered_data = filtered_data_5th_arc.lock().await.clone();
|
||||||
// let mut filtered_6th_symbols: Vec<(String, i64)> = Vec::new(); // (symbol, closetime)
|
insert_pre_suggested_coins(2, false, &final_filtered_data, &alldata).await;
|
||||||
// for element in filtered_5th_symbols {
|
|
||||||
// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
|
|
||||||
// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0);
|
|
||||||
// if opclo_30m_option.is_some() {
|
|
||||||
// let opclo_30m_vec = rt_price_30m_vec_c[opclo_30m_option.unwrap()].1.clone();
|
|
||||||
|
|
||||||
// if opclo_30m_vec.len() >= 3 {
|
Ok(())
|
||||||
// let heatmap_volume_option =
|
}
|
||||||
// heatmap_volume(&element.0, &rt_price_30m_vec_c, 10, 10, 4.0, 2.5, 1.0, -0.5)
|
|
||||||
// .await;
|
|
||||||
// if heatmap_volume_option.is_some() {
|
|
||||||
// let heatmap_volume_vec = heatmap_volume_option.unwrap();
|
|
||||||
// let heatmap_search_result = heatmap_volume_vec.binary_search_by_key(
|
|
||||||
// &element.1,
|
|
||||||
// |HeatmapVolumeData {
|
|
||||||
// heatmap_value,
|
|
||||||
// heatmap_level,
|
|
||||||
// close_time,
|
|
||||||
// }| *close_time,
|
|
||||||
// );
|
|
||||||
// if heatmap_search_result.is_ok() {
|
|
||||||
// if
|
|
||||||
// // heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level
|
|
||||||
// // == HeatMapLevel::Medium
|
|
||||||
// // ||
|
|
||||||
// heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level
|
|
||||||
// == HeatMapLevel::High
|
|
||||||
// || heatmap_volume_vec[heatmap_search_result.unwrap()].heatmap_level
|
|
||||||
// == HeatMapLevel::ExtraHigh
|
|
||||||
// {
|
|
||||||
// filtered_6th_symbols.push(element);
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
// }
|
|
||||||
|
|
||||||
// // final job: adding price information to filtered results
|
pub async fn list_up_for_sell(
|
||||||
// let mut filtered_symbols: Vec<(String, i64, f64)> = Vec::new(); // (symbol, closetime, current price)
|
all_data: &AllData,
|
||||||
// let mut filtered_symbols_arc = Arc::new(Mutex::new(filtered_symbols));
|
exchange_info_vec: &Vec<ExchangeInfo>,
|
||||||
// let mut task_vec = Vec::new();
|
trade_fee_vec: &Vec<TradeFee>,
|
||||||
// for element in filtered_6th_symbols {
|
) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
|
||||||
// let mut filtered_symbols_arc_c = Arc::clone(&filtered_symbols_arc);
|
let filled_buy_orders = select_filled_buy_orders(2).await?;
|
||||||
// let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
|
|
||||||
|
|
||||||
// let elememt_c = element.clone();
|
if !filled_buy_orders.is_empty() {
|
||||||
// task_vec.push(tokio::spawn(async move {
|
let client = ClientBuilder::new()
|
||||||
// let opclo_30m_option = rt_price_30m_vec_c.iter().position(|x| *x.0 == element.0);
|
.timeout(tokio::time::Duration::from_millis(5000))
|
||||||
// if opclo_30m_option.is_some() {
|
.build()
|
||||||
// if rt_price_30m_vec_c[opclo_30m_option.unwrap()]
|
.unwrap();
|
||||||
// .1
|
let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
|
||||||
// .last()
|
let server_epoch = server_epoch().await;
|
||||||
// .is_some()
|
for element in filled_buy_orders {
|
||||||
// {
|
if element.used_usdt >= dec!(10.0) {
|
||||||
// let mut filtered_symbols_lock: tokio::sync::MutexGuard<
|
let lot_step_size_option = exchange_info_vec
|
||||||
// '_,
|
.iter()
|
||||||
// Vec<(String, i64, f64)>,
|
.position(|exchange_info| exchange_info.symbol == element.symbol);
|
||||||
// > = filtered_symbols_arc_c.lock().await;
|
let quote_commission_precision_option = exchange_info_vec
|
||||||
// filtered_symbols_lock.push((
|
.iter()
|
||||||
// elememt_c.0,
|
.position(|exchange_info| exchange_info.symbol == element.symbol);
|
||||||
// elememt_c.1,
|
|
||||||
// rt_price_30m_vec_c[opclo_30m_option.unwrap()]
|
if lot_step_size_option.is_some()
|
||||||
// .1
|
&& quote_commission_precision_option.is_some()
|
||||||
// .last()
|
{
|
||||||
// .unwrap()
|
let lot_step_size = exchange_info_vec[lot_step_size_option.unwrap()].stepsize;
|
||||||
// .close_price,
|
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,
|
||||||
|
);
|
||||||
|
|
||||||
// try_join_all(task_vec).await?;
|
if (element.is_long == 0 || element.is_long == 1)
|
||||||
|
&& !element.current_price.is_zero()
|
||||||
|
{
|
||||||
|
if element.current_price >= element.target_price
|
||||||
|
{
|
||||||
|
limit_order_sell(
|
||||||
|
&element,
|
||||||
|
element.current_price,
|
||||||
|
base_qty_to_be_ordered,
|
||||||
|
&client,
|
||||||
|
&exchange_info_vec,
|
||||||
|
&trade_fee_vec,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
} else if element.current_price <= element.stoploss {
|
||||||
|
limit_order_sell(
|
||||||
|
&element,
|
||||||
|
element.current_price,
|
||||||
|
base_qty_to_be_ordered,
|
||||||
|
&client,
|
||||||
|
&exchange_info_vec,
|
||||||
|
&trade_fee_vec,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
} else if server_epoch - element.transact_time > (1_800_000) * 20 {
|
||||||
|
limit_order_sell(
|
||||||
|
&element,
|
||||||
|
element.current_price,
|
||||||
|
base_qty_to_be_ordered,
|
||||||
|
&client,
|
||||||
|
&exchange_info_vec,
|
||||||
|
&trade_fee_vec,
|
||||||
|
)
|
||||||
|
.await;
|
||||||
|
}
|
||||||
|
// 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;
|
||||||
|
// }
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
}
|
||||||
|
|
||||||
// let a = filtered_symbols_arc.lock().await.clone();
|
Ok(())
|
||||||
// insert_pre_suggested_coins(2, false, &a, alldata).await;
|
}
|
||||||
|
|
||||||
// Ok(())
|
|
||||||
// }
|
|
||||||
|
|
|
||||||
Loading…
Reference in New Issue
Block a user