use super::{ dec, decimal_add, decimal_sub, decimal_div, decimal_mul, ema, exists_record, insert_pre_suggested_coins, limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData, Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredDataValue, Mutex, RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, get_server_epoch, MacdData, ema_macd, BollingerBandData, ToPrimitive, duplicate_filter, HashMap, HashSet, remove_keys, SuperTrendArea, SuperTrendSignal, get_current_price, dema, DemaData, tema, TemaData }; // BUY conditions // (1) 1d MACD (3, 7, 30): MACD_current - Signal_current < 0, MACD_prev - Signal_prev < MACD_current - Signal_current // (2) stoch RSI(30, 30, 2, 2): K_prev < 10, K_prev < K_current // stoploss: (update) supertrend(10, 1.5) lowerband // target price: (fixed) stoploss inverse x 3 times profit pub async fn list_up_for_buy( alldata: &AllData, ) -> Result<(), Box> { // print rt_price for debugging // let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT"); // println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap()); // 1st 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()); } // 2nd filtering: 1d MACD (3, 7, 30) cross let mut keys_to_remove: HashSet = HashSet::new(); let macd_1d_map = ema_macd(3, 7, 30, &alldata.rt_price_1d_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { if let (Some(macd_vec), Some(rt_price_vec)) = (macd_1d_map.get(symbol), alldata.rt_price_1d_vec.get(symbol)) { if macd_vec.last().unwrap().close_time == rt_price_vec.last().unwrap().close_time && rt_price_vec.last().unwrap().close_time > server_epoch { if macd_vec.len() >= 30 && (macd_vec[macd_vec.len()-1].macd_value - macd_vec[macd_vec.len()-1].signal_value).is_sign_negative() && (macd_vec[macd_vec.len()-2].macd_value - macd_vec[macd_vec.len()-2].signal_value).is_sign_negative() && (macd_vec[macd_vec.len()-1].macd_value - macd_vec[macd_vec.len()-1].signal_value > macd_vec[macd_vec.len()-2].macd_value - macd_vec[macd_vec.len()-2].signal_value) { values.current_price = rust_decimal::prelude::FromPrimitive::from_f64(rt_price_vec.last().unwrap().close_price).unwrap(); values.closetime = rt_price_vec.last().unwrap().close_time; } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; // 1d StochRSI (RSI_len: 30, StochRSI_len: 30, K: 3, D: 3) K_prev < 10, K_prev < K_current let mut keys_to_remove: HashSet = HashSet::new(); let stoch_rsis = stoch_rsi(30, 30, 3, 3, &alldata.rt_price_1d_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { if stoch_rsis.contains_key(symbol) { let stoch_rsi_vec = stoch_rsis.get(symbol).unwrap(); let search_result = stoch_rsi_vec.iter().position(|x| x.close_time == values.closetime); if stoch_rsi_vec.len() > 10 && search_result.is_some_and(|a| stoch_rsi_vec[a-3].k < 20.0 && stoch_rsi_vec[a-2].k < 15.0 && stoch_rsi_vec[a-1].k < 10.0 && stoch_rsi_vec[a-1].k < stoch_rsi_vec[a].k && stoch_rsi_vec[a].k < stoch_rsi_vec[a].d && !stoch_rsi_vec[a].d.is_subnormal() && stoch_rsi_vec[a].d > 0.00000001) { } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; // 2nd filtering: supertrend(ATR period 30, multiplier: 2.0, 1d close price) UP area let mut keys_to_remove: HashSet = HashSet::new(); let server_epoch = get_server_epoch().await; let supertrend_1d_map = supertrend(30, 2.0, true, &alldata.rt_price_1d_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { if let (Some(supertrend_vec), Some(rt_price_vec)) = (supertrend_1d_map.get(symbol), alldata.rt_price_1d_vec.get(symbol)) { if supertrend_vec.last().unwrap().close_time == rt_price_vec.last().unwrap().close_time && rt_price_vec.last().unwrap().close_time > server_epoch { if supertrend_vec.last().unwrap().area == SuperTrendArea::UP { } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; // 2nd filtering: supertrend(ATR period 14, multiplier: 1.2, 1d close price) let mut keys_to_remove: HashSet = HashSet::new(); let server_epoch = get_server_epoch().await; let supertrend_1d_map = supertrend(14, 1.2, true, &alldata.rt_price_1d_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { if let (Some(supertrend_vec), Some(rt_price_vec)) = (supertrend_1d_map.get(symbol), alldata.rt_price_1d_vec.get(symbol)) { if supertrend_vec.last().unwrap().close_time == rt_price_vec.last().unwrap().close_time && rt_price_vec.last().unwrap().close_time > server_epoch { // input stoploss, target_price let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec.last().unwrap().band_value).unwrap(); if supertrend_vec.last().unwrap().area == SuperTrendArea::DOWN && supertrend_vec.last().unwrap().band_value > values.current_price.to_f64().unwrap() { values.stoploss = decimal_sub(values.current_price, decimal_sub(band_value, values.current_price)); values.target_price = decimal_add(decimal_mul(decimal_sub(values.current_price, values.stoploss), dec!(2.0)), values.current_price); } else if supertrend_vec.last().unwrap().area == SuperTrendArea::UP && supertrend_vec.last().unwrap().band_value < values.current_price.to_f64().unwrap() { values.stoploss = band_value; values.target_price = decimal_add(decimal_mul(decimal_sub(values.current_price, values.stoploss), dec!(2.0)), values.current_price); } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; // limit buy price: 3 * abs(이전 3 개 중 최대값 제거 한 opclo 값 평균 - 현재 open 값) + 현재 open 값 > current_price let mut keys_to_remove: HashSet = HashSet::new(); let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { if let Some(rt_price_vec) = alldata.rt_price_1d_vec.get(symbol) { if rt_price_vec.last().unwrap().close_time > server_epoch && rt_price_vec.len() >= 6 { let mut opclo_vec: Vec = Vec::new(); opclo_vec.push(rt_price_vec[rt_price_vec.len()-2].opclo_price); opclo_vec.push(rt_price_vec[rt_price_vec.len()-3].opclo_price); opclo_vec.push(rt_price_vec[rt_price_vec.len()-4].opclo_price); opclo_vec.push(rt_price_vec[rt_price_vec.len()-5].opclo_price); opclo_vec.push(rt_price_vec[rt_price_vec.len()-6].opclo_price); let max_idx = opclo_vec.iter().position(|&x| x == *opclo_vec.iter().max_by(|&a, &b| a.partial_cmp(b).unwrap()).unwrap()); opclo_vec.remove(max_idx.unwrap()); let mut mean = 0.0; for element in &opclo_vec { mean += element; } mean /= opclo_vec.len() as f64; let current_price = rt_price_vec.last().unwrap().close_price; let difference = (mean - rt_price_vec.last().unwrap().open_price).abs(); if current_price < rt_price_vec.last().unwrap().open_price + (3.0 * difference) { } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; let final_filtered_data = duplicate_filter(6, &filtered_data).await?; insert_pre_suggested_coins(6, false, &final_filtered_data, &alldata).await; Ok(()) } pub async fn list_up_for_sell( all_data: &AllData, exchange_info_map: &HashMap, trade_fee_map: &HashMap, ) -> Result<(), Box> { let filled_buy_orders = select_filled_buy_orders(6).await?; if !filled_buy_orders.is_empty() { let client = ClientBuilder::new() .timeout(tokio::time::Duration::from_millis(5000)) .build() .unwrap(); let mut supertrend_vec: Vec = Vec::new(); let server_epoch = get_server_epoch().await; let mut filtered_symbols: HashMap = HashMap::new(); for element in &filled_buy_orders { filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); } let supertrend_1d = supertrend(14, 1.2, true, &all_data.rt_price_1d_vec, &filtered_symbols).await?; for element in filled_buy_orders { let mut is_sell = false; let opclo_sample_length: usize = 15; // 15 candle samsples let mut target_profit_percent = 0.0; if let Some(price_1d_vec) = all_data .rt_price_1d_vec .get(&element.symbol) { let vec_len = price_1d_vec.len(); if let Some(candles) = price_1d_vec.get(vec_len-opclo_sample_length-2..vec_len-1) { let windows = candles.windows(2); let mut sum_amplitude_candles = 0.0; let mut sum_ratio_amp_body = 0.0; let mut average_amplitude = 0.0; for window in windows { sum_amplitude_candles += ((window.last().unwrap().high_price - window.last().unwrap().low_price) * 100.0) / window.first().unwrap().close_price; } let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit let mut amplitude_variance = 0.0; let windows = candles.windows(2); for window in windows { amplitude_variance += ((((window.last().unwrap().high_price - window.last().unwrap().low_price) * 100.0) / window.first().unwrap().close_price) - average_amplitude).powi(2); } amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64; let standard_deviation_amplitude = amplitude_variance.sqrt(); target_profit_percent = average_amplitude + (standard_deviation_amplitude * 0.5); } } if element.used_usdt >= dec!(10.0) { if let (Some(exchange_info), Some(tradefee), Some(supertrend_vec)) = (exchange_info_map.get(&element.symbol), trade_fee_map.get(&element.symbol), supertrend_1d.get(&element.symbol)) { // update stoploss let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec.last().unwrap().band_value).unwrap(); if supertrend_vec.last().unwrap().area == SuperTrendArea::UP && band_value > element.stoploss { let update_table_name = String::from("buy_ordered_coin_list"); let update_value = vec![ (String::from("stoploss"), band_value.to_string()), ]; let update_condition = vec![(String::from("id"), element.id.to_string())]; update_record3(&update_table_name, &update_value, &update_condition) .await .unwrap(); } let lot_step_size = exchange_info.stepsize; let quote_commission_precision = exchange_info.quote_commission_precision; let base_qty_to_be_ordered = element.base_qty_ordered.round_dp_with_strategy( lot_step_size.normalize().scale(), RoundingStrategy::ToZero, ); if (element.is_long == 0 || element.is_long == 1) && !element.current_price.is_zero() { if element.current_price <= element.stoploss { is_sell = true; } else if element.current_price >= element.target_price { is_sell = true; } else if (element.pure_profit_percent >= target_profit_percent * 2.5) && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive()) { // absolute sell profit percent is_sell = true; } else if server_epoch - element.transact_time > (86_400_000) * 5 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * 2.0 <= element.pure_profit_percent){ // scaled selling with time up selling (5 days) is_sell = true; } else if server_epoch - element.transact_time > (86_400_000) * 6 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * 1.5 <= element.pure_profit_percent){ // scaled selling with time up selling (6 days) is_sell = true; } else if server_epoch - element.transact_time > (86_400_000) * 7 { // time up selling is_sell = true; } // TODO: sell_count가 1일 때 적용하기 // else if (supertrend_vec // .last() // .unwrap() // .signal // .as_ref() // .is_some_and(|x| x.contains("SELL")) // || supertrend_vec.last().unwrap().area.contains("DOWN")) // && (supertrend_vec.last().unwrap().close_time > element.close_time) // { // println!( // "SELL signal selling {} {:.2}", // element.symbol, element.pure_profit_percent // ); // limit_order_sell( // &element, // element.current_price, // base_qty_to_be_ordered, // &client, // &exchange_info_vec, // &trade_fee_vec, // ) // .await; // } if is_sell == true { limit_order_sell( &element, element.current_price, base_qty_to_be_ordered, &client, &exchange_info_map, &trade_fee_map, ) .await; } } } } } } Ok(()) }