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Change find() with position()

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This commit is contained in:
Sik Yoon 2023-11-20 20:25:56 +09:00
parent 689a3cd8a7
commit f45d5da3c3
2 changed files with 401 additions and 418 deletions
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147
src/coex/order_team.rs
View File

@ -439,11 +439,11 @@ pub async fn limit_order_buy(
T.get("cummulativeQuoteQty").unwrap().as_str().unwrap(),
)
.unwrap();
let base_asset_precision = exchange_info_vec
.iter()
.find(|exchange_info| exchange_info.symbol == element.symbol)
.unwrap()
.base_asset_precision;
// let base_asset_precision = exchange_info_vec
// .iter()
// .find(|exchange_info| exchange_info.symbol == element.symbol)
// .unwrap()
// .base_asset_precision;
let buy_price = decimal_div(cummulative_quote_qty, base_qty_ordered)
.round_dp_with_strategy(8, RoundingStrategy::ToZero);
@ -718,18 +718,16 @@ pub async fn limit_order_sell(
let mut insert_value_container: Vec<String> = Vec::new();
let server_epoch = server_epoch().await;
if RUNNING_MODE == SIMUL && buy_ordered_coin.status == "SIMUL" {
let quote_asset_precision = exchange_info_vec
let quote_asset_precision_option = exchange_info_vec
.iter()
// FIXME: find() should be position()
.find(|exchange_info| exchange_info.symbol == buy_ordered_coin.symbol)
.unwrap()
.quote_asset_precision;
let trade_fee = trade_fee_vec
.position(|exchange_info| exchange_info.symbol == buy_ordered_coin.symbol);
let trade_fee_option = trade_fee_vec
.iter()
// FIXME: find() should be position()
.find(|trade_fee| trade_fee.symbol == buy_ordered_coin.symbol)
.unwrap()
.takercommission;
.position(|trade_fee| trade_fee.symbol == buy_ordered_coin.symbol);
if quote_asset_precision_option.is_some() && trade_fee_option.is_some() {
let quote_asset_precision = exchange_info_vec[quote_asset_precision_option.unwrap()].quote_asset_precision;
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission;
let get_usdt = decimal_mul(sell_base_quantity, sell_base_price)
.round_dp_with_strategy(quote_asset_precision, RoundingStrategy::ToZero);
let get_usdt_fee_adjusted = decimal_mul(get_usdt, decimal_sub(dec!(1), trade_fee))
@ -770,6 +768,7 @@ pub async fn limit_order_sell(
let mut delete_condition = String::from("WHERE id = ");
delete_condition.push_str(buy_ordered_coin.id.to_string().as_str());
delete_record(&delete_table_name, &delete_condition).await;
}
} else if RUNNING_MODE == REAL || RUNNING_MODE == TEST {
// building URL and API-keys
let mut url = String::new();
@ -831,18 +830,15 @@ pub async fn limit_order_sell(
.push(T.get("status").unwrap().as_str().unwrap().to_string()); // status
insert_value_container.push(buy_ordered_coin.used_usdt.to_string()); // used_usdt
let quote_asset_precision = exchange_info_vec
let quote_asset_precision_option = exchange_info_vec
.iter()
// FIXME: find() should be position()
.find(|exchange_info| exchange_info.symbol == buy_ordered_coin.symbol)
.unwrap()
.quote_asset_precision;
let trade_fee = trade_fee_vec
.position(|exchange_info| exchange_info.symbol == buy_ordered_coin.symbol);
let trade_fee_option = trade_fee_vec
.iter()
// FIXME: find() should be position()
.find(|trade_fee| trade_fee.symbol == buy_ordered_coin.symbol)
.unwrap()
.takercommission;
.position(|trade_fee| trade_fee.symbol == buy_ordered_coin.symbol);
if quote_asset_precision_option.is_some() && trade_fee_option.is_some() {
let quote_asset_precision = exchange_info_vec[quote_asset_precision_option.unwrap()].quote_asset_precision;
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission;
let get_usdt = rust_decimal::prelude::FromStr::from_str(
T.get("cummulativeQuoteQty").unwrap().as_str().unwrap(),
)
@ -913,6 +909,7 @@ pub async fn limit_order_sell(
delete_record(&delete_table_name, &delete_condition).await;
}
}
}
Err(e) => {
println!("sell order failed!: {}", body);
}
@ -1188,26 +1185,26 @@ pub async fn cancel_buy_order(
status_value_build.push('\'');
// calculate values to be updated
let trade_fee = trade_fee_vec
let trade_fee_option = trade_fee_vec
.iter()
// FIXME: find() should be position()
.find(|trade_fee| trade_fee.symbol == order.symbol)
.unwrap()
.takercommission;
.position(|trade_fee| trade_fee.symbol == order.symbol);
let base_asset_precision_option = exchange_info_vec
.iter()
.position(|exchange_info| exchange_info.symbol == order.symbol);
if trade_fee_option.is_some() && base_asset_precision_option.is_some() {
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission;
let base_qty_ordered = rust_decimal::prelude::FromStr::from_str(
T.get("executedQty").unwrap().as_str().unwrap(),
)
.unwrap();
let base_qty_fee_adjusted =
decimal_mul(base_qty_ordered, decimal_sub(dec!(1), trade_fee));
let base_asset_precision = exchange_info_vec
.iter()
// FIXME: find() should be position()
.find(|exchange_info| exchange_info.symbol == order.symbol)
.unwrap()
.base_asset_precision;
let base_asset_precision = exchange_info_vec[base_asset_precision_option.unwrap()].base_asset_precision;
let buy_price = decimal_div(cummulative_quote_qty, base_qty_ordered)
.round_dp_with_strategy(8, RoundingStrategy::ToZero);
@ -1241,6 +1238,7 @@ pub async fn cancel_buy_order(
println!("partially buy {}", order.symbol);
}
}
}
} else if T.get("code").is_some() {
// case that the order isn't canceled because the order completes while canceling
// update record in ordered_coin_list
@ -1371,22 +1369,19 @@ pub async fn cancel_sell_order(
insert_values.push(insert_value_container.clone());
insert_records(&insert_table_name, &insert_columns, &insert_values).await;
} else {
let quote_asset_precision_option = exchange_info_vec
.iter()
.position(|exchange_info| exchange_info.symbol == order.symbol);
let trade_fee_option = trade_fee_vec
.iter()
.position(|trade_fee| trade_fee.symbol == order.symbol);
if quote_asset_precision_option.is_some() && trade_fee_option.is_some() {
let quote_asset_precision = exchange_info_vec[quote_asset_precision_option.unwrap()].quote_asset_precision;
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission;
if base_qty_executed == base_qty_ordered {
// FILLED case
// update status FILLED
let quote_asset_precision = exchange_info_vec
.iter()
// FIXME: find() should be position()
.find(|exchange_info| exchange_info.symbol == order.symbol)
.unwrap()
.quote_asset_precision;
let trade_fee = trade_fee_vec
.iter()
// FIXME: find() should be position()
.find(|trade_fee| trade_fee.symbol == order.symbol)
.unwrap()
.takercommission;
let get_usdt = rust_decimal::prelude::FromStr::from_str(
T.get("cummulativeQuoteQty").unwrap().as_str().unwrap(),
)
@ -1435,18 +1430,6 @@ pub async fn cancel_sell_order(
} else {
// PARTIALLY FILLED case
// reflect partially filled information and update status with FILLED
let quote_asset_precision = exchange_info_vec
.iter()
// FIXME: find() should be position()
.find(|exchange_info| exchange_info.symbol == order.symbol)
.unwrap()
.quote_asset_precision;
let trade_fee = trade_fee_vec
.iter()
// FIXME: find() should be position()
.find(|trade_fee| trade_fee.symbol == order.symbol)
.unwrap()
.takercommission;
let used_usdt = decimal_mul(base_qty_executed, order.buy_price);
let get_usdt = rust_decimal::prelude::FromStr::from_str(
T.get("cummulativeQuoteQty").unwrap().as_str().unwrap(),
@ -1529,6 +1512,7 @@ pub async fn cancel_sell_order(
.await;
}
}
}
} else {
query_sell_order(&order, &client, exchange_info_vec, trade_fee_vec).await;
}
@ -1675,13 +1659,16 @@ pub async fn query_buy_order(
value_build.push('\'');
// calculate values to be updated
let trade_fee = trade_fee_vec
let trade_fee_option = trade_fee_vec
.iter()
// FIXME: find() should be position()
.find(|trade_fee| trade_fee.symbol == order.symbol)
.unwrap()
.takercommission;
.position(|trade_fee| trade_fee.symbol == order.symbol);
let base_asset_precision_option = exchange_info_vec
.iter()
.position(|exchange_info| exchange_info.symbol == order.symbol);
if trade_fee_option.is_some() && base_asset_precision_option.is_some() {
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission;
let base_asset_precision = exchange_info_vec[base_asset_precision_option.unwrap()].base_asset_precision;
let base_qty_ordered = rust_decimal::prelude::FromStr::from_str(
T.get("executedQty").unwrap().as_str().unwrap(),
)
@ -1693,12 +1680,7 @@ pub async fn query_buy_order(
T.get("cummulativeQuoteQty").unwrap().as_str().unwrap(),
)
.unwrap();
let base_asset_precision = exchange_info_vec
.iter()
// FIXME: find() should be position()
.find(|exchange_info| exchange_info.symbol == order.symbol)
.unwrap()
.base_asset_precision;
let buy_price = decimal_div(cummulative_quote_qty, base_qty_ordered)
.round_dp_with_strategy(8, RoundingStrategy::ToZero);
@ -1732,6 +1714,8 @@ pub async fn query_buy_order(
sub_available_usdt(decimal_sub(cummulative_quote_qty, order.used_usdt));
}
}
}
} else if T.get("status").unwrap().as_str().unwrap() == "CANCELED" {
let update_table_name = String::from("suggested_coin_list");
let update_condition = vec![
@ -1798,18 +1782,16 @@ pub async fn query_sell_order(
if T.get("status").unwrap().as_str().unwrap() == "FILLED"
|| T.get("status").unwrap().as_str().unwrap() == "PARTIALLY_FILLED"
{
let quote_asset_precision = exchange_info_vec
let quote_asset_precision_option = exchange_info_vec
.iter()
// FIXME: find() should be position()
.find(|exchange_info| exchange_info.symbol == order.symbol)
.unwrap()
.quote_asset_precision;
let trade_fee = trade_fee_vec
.position(|exchange_info| exchange_info.symbol == order.symbol);
let trade_fee_option = trade_fee_vec
.iter()
// FIXME: find() should be position()
.find(|trade_fee| trade_fee.symbol == order.symbol)
.unwrap()
.takercommission;
.position(|trade_fee| trade_fee.symbol == order.symbol);
if quote_asset_precision_option.is_some() && trade_fee_option.is_some() {
let quote_asset_precision = exchange_info_vec[quote_asset_precision_option.unwrap()].quote_asset_precision;
let trade_fee = trade_fee_vec[trade_fee_option.unwrap()].takercommission;
let get_usdt = rust_decimal::prelude::FromStr::from_str(
T.get("cummulativeQuoteQty").unwrap().as_str().unwrap(),
)
@ -1851,6 +1833,7 @@ pub async fn query_sell_order(
.unwrap();
}
}
}
Err(e) => {
println!("query sell order failed!: {}", body);
}

16
src/strategy_team/strategy_004.rs
View File

@ -252,10 +252,10 @@ pub async fn list_up_for_sell(
let lot_step_size_option = exchange_info_vec
.iter()
.find(|exchange_info| exchange_info.symbol == element.symbol);
.position(|exchange_info| exchange_info.symbol == element.symbol);
let quote_commission_precision_option = exchange_info_vec
.iter()
.find(|exchange_info| exchange_info.symbol == element.symbol);
.position(|exchange_info| exchange_info.symbol == element.symbol);
let opclo_30m_option = all_data
.rt_price_30m_vec
@ -266,9 +266,9 @@ pub async fn list_up_for_sell(
&& quote_commission_precision_option.is_some()
&& opclo_30m_option.is_some()
{
let lot_step_size = lot_step_size_option.unwrap().stepsize;
let quote_commission_precision = quote_commission_precision_option
.unwrap()
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_fee_adjusted.round_dp_with_strategy(
@ -277,8 +277,8 @@ pub async fn list_up_for_sell(
);
if (element.is_long == 0 || element.is_long == 1) && !element.current_price.is_zero() {
if element.current_price >= element.target_price {
println!("target selling {} {}", element.symbol, element.pure_profit_percent);
if element.current_price >= element.target_price && element.pure_profit_percent >= 0.1 {
println!("target selling {} {:.2}", element.symbol, element.pure_profit_percent);
limit_order_sell(
&element,
element.current_price,
@ -289,7 +289,7 @@ pub async fn list_up_for_sell(
)
.await;
} else if element.current_price <= element.stoploss {
println!("stoploss selling {} {}", element.symbol, element.pure_profit_percent);
println!("stoploss selling {} {:.2}", element.symbol, element.pure_profit_percent);
limit_order_sell(
&element,
element.current_price,