use crate::value_estimation_team::{datapoints::price_data::CandleType, indicators::wiliams_percent_r}; use super::{ adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, dema, duplicate_filter, ema, ema_macd, exists_record, get_server_epoch, heatmap_volume, insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, stoch_rsi, supertrend, tema, try_join_all, update_record3, wiliams_percent_r, AdxData, AllData, Arc, BollingerBandData, Client, ClientBuilder, Decimal, DemaData, EmaData, ExchangeInfo, FilteredDataValue, HashMap, HashSet, HeatMapLevel, HeatmapVolumeData, MacdData, Mutex, RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SuperTrendArea, SuperTrendSignal, SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR, future_duplicate_filter, insert_future_coins, get_current_price_decimal }; use crate::future::{Position, FuturesExchangeInfo}; use crate::future::table_mgmt::select_filled_positions; use crate::future::order::{limit_order_close, TimeInForce}; // BUY conditions pub async fn list_up_for_buy( alldata: &AllData, future_exchange_info_map: &HashMap ) -> Result<(), Box> { // print rt_price for debugging // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT"); // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap()); // basic filtering: filtering valid trade pair let mut filtered_data: HashMap = HashMap::new(); for symbol in &alldata.valid_symbol_vec { filtered_data.insert(symbol.clone(), FilteredDataValue::new()); } // current Tema(15) < current Tema(60) // let mut keys_to_remove: HashSet = HashSet::new(); // let tema_15 = tema(15, &alldata.rt_price_1m_vec, &filtered_data).await?; // let tema_60 = tema(60, &alldata.rt_price_1m_vec, &filtered_data).await?; // let server_epoch = get_server_epoch().await; // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // if let (Some(tema15_vec), Some(tema60_vec)) = (tema_15.get(symbol), tema_60.get(symbol)) { // if tema15_vec.len() > 10 // && tema60_vec.len() > 10 // && tema15_vec.last().unwrap().close_time == tema60_vec.last().unwrap().close_time // && tema15_vec.last().unwrap().close_time > server_epoch // && tema60_vec.last().unwrap().close_time > server_epoch // { // if tema15_vec.last().unwrap().tema_value > tema60_vec.last().unwrap().tema_value { // do_buy = true; // } // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles // let mut keys_to_remove: HashSet = HashSet::new(); // let heatmap_volumes = heatmap_volume( // 60, // 60, // 4.0, // 2.5, // 1.0, // -0.5, // &filtered_data, // &alldata.rt_price_1m_vec, // ) // .await?; // let server_epoch = get_server_epoch().await; // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // if let (Some(heatmap_volume_vec), Some(rt_price_vec), Some(rt_price_vec_30m)) = (heatmap_volumes.get(symbol), alldata.rt_price_1m_vec.get(symbol), alldata.rt_price_30m_vec.get(symbol)) { // if heatmap_volume_vec.len() > 100 // && heatmap_volume_vec.last().unwrap().close_time > server_epoch // && rt_price_vec.last().unwrap().close_time == heatmap_volume_vec.last().unwrap().close_time // && heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh // && rt_price_vec[rt_price_vec.len()-2].candle_type == CandleType::DOWN { // let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64( // rt_price_vec_30m.last().unwrap().close_price, // ) // .unwrap(); // values.closetime = heatmap_volume_vec.last().unwrap().close_time; // values.current_price = current_price; // do_buy = true; // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70 let server_epoch = get_server_epoch().await; let mut keys_to_remove: HashSet = HashSet::new(); let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { let mut do_buy = false; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; if let (Some(stoch_rsi_vec), Some(current_info)) = (stoch_rsis.get(symbol), price_and_closetime) { if server_epoch < current_info.1 { let search_result = stoch_rsi_vec .iter() .position(|x| x.close_time == current_info.1); if stoch_rsi_vec.len() > 10 && search_result.is_some_and(|a| { stoch_rsi_vec[a].k > 20.0 && stoch_rsi_vec[a].k > stoch_rsi_vec[a].d && stoch_rsi_vec[a - 1].k < 20.0 && stoch_rsi_vec[a - 2].k < 20.0 && stoch_rsi_vec[a - 3].k < 20.0 && stoch_rsi_vec[a - 4].k < 20.0 }) { values.closetime = current_info.1; values.current_price = current_info.0; do_buy = true; } } } if do_buy == false { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; let final_filtered_data = future_duplicate_filter(&filtered_data, &future_exchange_info_map).await?; insert_future_coins(Position::Long, server_epoch, &final_filtered_data).await?; Ok(()) } pub async fn list_up_for_sell(alldata: &AllData) -> Result<(), Box> { let filled_positions = select_filled_positions().await?; let client = ClientBuilder::new() .timeout(tokio::time::Duration::from_millis(5000)) .build() .unwrap(); let server_epoch = get_server_epoch().await; let mut filtered_symbols: HashMap = HashMap::new(); for element in &filled_positions { filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); } let server_epoch = get_server_epoch().await; let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_symbols).await?; for element in filled_positions { if let Some(stoch_rsis_vec) = stoch_rsis.get(&element.symbol) { let mut over_turned = false; let mut is_sell = false; if stoch_rsis_vec.last().unwrap().close_time > server_epoch && stoch_rsis_vec[stoch_rsis.len()-1].k < stoch_rsis_vec[stoch_rsis.len()-1].d && stoch_rsis_vec[stoch_rsis.len()-2].k > stoch_rsis_vec[stoch_rsis.len()-2].d { over_turned = true; } // TODO: BNB 코인이 있으면 // let base_qty_to_be_ordered = // element.base_qty_ordered.round_dp_with_strategy( // lot_step_size.normalize().scale(), // RoundingStrategy::ToZero, // ); // TODO: BNB 코인이 없으면 if !element.current_price.is_zero() { if element.pure_profit_percent >= 0.6 { is_sell = true; } else if element.pure_profit_percent <= -0.8 { is_sell = true; } else if server_epoch - element.transact_time >= (300_000) * 1 { // time up selling is_sell = true; } else if over_turned == true { is_sell = true; } if is_sell == true { limit_order_close( &element, TimeInForce::Gtc, element.current_price, element.base_qty_ordered, &client ) .await; } } } } Ok(()) }