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_open, 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, sma, sma_open, LrData, linear_regression }; use crate::future::{Position, FuturesExchangeInfo}; use crate::future::table_mgmt::select_long_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()); } let server_epoch = get_server_epoch().await; // current lr > prev lr, current r_squared <= 0.01 let mut keys_to_remove: HashSet = HashSet::new(); let lr_map = linear_regression(10, 0, &alldata.rt_price_30m_vec, &filtered_data).await?; let sma_map = sma(10, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { let mut do_buy = false; if let (Some(lr_vec), Some(sma_vec), Some(current_info)) = (lr_map.get(symbol), sma_map.get(symbol), get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await) { if lr_vec.len() > 10 && sma_vec.len() > 10 && lr_vec.last().is_some_and(|x| x.close_time > server_epoch) && sma_vec.last().is_some_and(|x| x.close_time > server_epoch) && lr_vec[lr_vec.len()-1].lr_value > lr_vec[lr_vec.len()-2].lr_value && lr_vec[lr_vec.len()-2].lr_value > lr_vec[lr_vec.len()-3].lr_value && lr_vec.last().unwrap().r_squared <= 0.01 && lr_vec[lr_vec.len()-1].lr_value >= sma_vec[sma_vec.len()-1].sma_value && lr_vec[lr_vec.len()-2].lr_value <= sma_vec[sma_vec.len()-1].sma_value { values.closetime = current_info.1; do_buy = true; } } if do_buy == false { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; // sma3_close(current) > sma3_open (current), sma3_close(prev) < sma3_open (prev) // let mut keys_to_remove: HashSet = HashSet::new(); // let ema10_open = ema_open(5, &alldata.rt_price_30m_vec, &filtered_data).await?; // let ema10_close = ema(5, &alldata.rt_price_30m_vec, &filtered_data).await?; // let ema200_close = ema(200, &alldata.rt_price_30m_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_30m_vec).await; // if let (Some(ema10_open_vec), Some(ema10_close_vec), Some(ema200_close_vec), Some(current_info)) // = (ema10_open.get(symbol), ema10_close.get(symbol), ema200_close.get(symbol), price_and_closetime) { // if ema10_open_vec.len() > 20 // && ema10_close_vec.len() > 20 // && ema200_close_vec.len() > 20 // && ema10_open_vec.last().unwrap().close_time > server_epoch // && ema10_open_vec.last().unwrap().close_time == ema10_close_vec.last().unwrap().close_time // && ema10_open_vec.last().unwrap().close_time == ema200_close_vec.last().unwrap().close_time // { // if ema10_open_vec.last().unwrap().ema_value < ema10_close_vec.last().unwrap().ema_value // && current_info.0.to_f64().is_some_and(|a| a > ema200_close_vec.last().unwrap().ema_value) // { // values.current_price = current_info.0; // values.closetime = current_info.1; // do_buy = true; // } // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // current ADX(3, 3), current ADX > prev ADX // let mut keys_to_remove: HashSet = HashSet::new(); // let adx_vec = adx(3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?; // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // if let Some(adx_vec) = adx_vec.get(symbol) { // if let Some(last_idx) = adx_vec.iter().position(|elem| elem.close_time == values.closetime) { // if adx_vec.len() > 10 // && adx_vec[last_idx].adx > adx_vec[last_idx-1].adx // { // do_buy = true; // } // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // supertrend(ATR period 30, multiplier: 2.0, 30m close price) // let mut keys_to_remove: HashSet = HashSet::new(); // let supertrend_30m_map = // supertrend(100, 1.5, true, &alldata.rt_price_30m_vec, &filtered_data).await?; // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // if let Some(supertrend_vec) = supertrend_30m_map.get(symbol) // { // if supertrend_vec.len() > 10 // && supertrend_vec.last().is_some_and(|a| a.close_time == values.closetime) // && supertrend_vec.last().unwrap().area == SuperTrendArea::UP // && supertrend_vec[supertrend_vec.len()-2].area == SuperTrendArea::UP { // do_buy = true; // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // set target_price and stop_loss // let mut keys_to_remove: HashSet = HashSet::new(); // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // if let Some(realtime_price_vec) = alldata.rt_price_30m_vec.get(symbol) // { // let element_number = 5; // if let Some(truncated_vec) = realtime_price_vec.get(realtime_price_vec.len()-element_number..) { // let min_price = truncated_vec // .iter() // .min_by(|x, y| x.low_price.partial_cmp(&y.low_price).unwrap()) // .unwrap().low_price; // if values.current_price.to_f64().is_some_and(|a| a < min_price) { // let mut stoploss_percent = ((values.current_price.to_f64().unwrap() - min_price) * 100.0) / values.current_price.to_f64().unwrap(); // stoploss_percent = (stoploss_percent * 100.0).floor() / 100.0; // values.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(stoploss_percent).unwrap(); // let mut target_percent = stoploss_percent.abs() * 1.5; // target_percent = (target_percent * 100.0).floor() / 100.0; // values.target_price = rust_decimal::prelude::FromPrimitive::from_f64(target_percent).unwrap(); // do_buy = true; // } // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // Wiliams -60 > %R(100) let mut keys_to_remove: HashSet = HashSet::new(); let mut wpr100_map = wiliams_percent_r(100, &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(wpr100_vec) = wpr100_map.get(symbol) { if wpr100_vec.len() > 15 && wpr100_vec.last().unwrap().close_time > server_epoch && wpr100_vec.last().unwrap().r_value < -60.0 { do_buy = true; } } if do_buy == false { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; // current Tema(15) > current Tema(30) // let mut keys_to_remove: HashSet = HashSet::new(); // let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; // let tema_30 = tema(30, &alldata.rt_price_30m_vec, &filtered_data).await?; // let server_epoch = get_server_epoch().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(tema10_vec), Some(tema30_vec), Some(current_info)) = (tema_10.get(symbol), tema_30.get(symbol), price_and_closetime) { // if tema10_vec.len() > 10 // && tema30_vec.len() > 10 // && tema10_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time // && tema10_vec.last().unwrap().close_time > server_epoch // && tema30_vec.last().unwrap().close_time > server_epoch // { // if tema10_vec[tema10_vec.len()-1].tema_value > tema30_vec[tema30_vec.len()-1].tema_value // && tema10_vec[tema10_vec.len()-2].tema_value > tema30_vec[tema30_vec.len()-2].tema_value // && tema10_vec[tema10_vec.len()-1].tema_value > tema10_vec[tema10_vec.len()-2].tema_value // { // do_buy = true; // } // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // supertrend(ATR period 10, multiplier: 3.0, 30m close price) // let mut keys_to_remove: HashSet = HashSet::new(); // let server_epoch = get_server_epoch().await; // let supertrend_1m_map = // supertrend(60, 1.5, true, &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(supertrend_vec), Some(current_info)) = ( // supertrend_1m_map.get(symbol), // price_and_closetime, // ) { // if supertrend_vec.last().unwrap().close_time > server_epoch // && supertrend_vec.last().unwrap().signal.as_ref().is_some_and(|a| *a == SuperTrendSignal::BUY) // { // values.current_price = current_info.0; // values.closetime = current_info.1; // 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( // 30, // 30, // 4.0, // 1.5, // 0.5, // -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) = heatmap_volumes.get(symbol) { // if heatmap_volume_vec.len() > 100 // && heatmap_volume_vec.last().unwrap().close_time > server_epoch // && (heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::High // || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::High // || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::High // || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::High) // { // do_buy = true; // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // let mut keys_to_remove: HashSet = HashSet::new(); // let server_epoch = get_server_epoch().await; // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // let opclo_sample_length: usize = 60; // 15 candle samsples // let mut target_profit_percent = 0.0; // if let Some(price_1m_vec) = alldata.rt_price_1m_vec.get(symbol) { // let vec_len = price_1m_vec.len(); // if let Some(candles) = // price_1m_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 * 2.0); // if target_profit_percent * 2.0 > 0.14 { // 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(Position::Long, &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(all_data: &AllData, futures_exchange_info_map: &HashMap,) -> Result<(), Box> { let filled_positions = select_long_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 supertrend_vec: Vec = Vec::new(); let mut filtered_symbols: HashMap = HashMap::new(); for element in &filled_positions { filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); } let lr_map = linear_regression(10, 0, &all_data.rt_price_30m_vec, &filtered_symbols).await?; // let supertrend_30m_map = // supertrend(100, 1.5, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; // let adx_vec = adx(15, 15, &all_data.rt_price_1m_vec, &filtered_symbols).await?; for element in filled_positions { let mut is_sell = false; if let Some(lr_vec) = lr_map.get(&element.symbol) { if !element.current_price.is_zero() && lr_vec.len() > 10 && lr_vec.last().is_some_and(|x| x.close_time > server_epoch) { // if element.pure_profit_percent >= element.target_percent { // is_sell = true; // } else if element.pure_profit_percent <= element.stoploss_percent { // is_sell = true; // } else if element.pure_profit_percent.is_sign_positive() && lr_vec.last().unwrap().r_squared >= 0.75 { is_sell = true; } else if server_epoch - element.close_time > 900_000 && lr_vec[lr_vec.len()-1].lr_value < lr_vec[lr_vec.len()-2].lr_value { is_sell = true; } else if server_epoch - element.close_time > 900_000 && lr_vec[lr_vec.len()-1].r_squared < lr_vec[lr_vec.len()-2].r_squared && lr_vec[lr_vec.len()-2].r_squared > lr_vec[lr_vec.len()-3].r_squared && lr_vec[lr_vec.len()-3].r_squared > lr_vec[lr_vec.len()-4].r_squared { is_sell = true; } else if server_epoch - element.close_time > 600_000 && element.pure_profit_percent <= -0.8 { is_sell = true; } let minimum_candles = 5; let maximum_candles = 20; // for count_candles in minimum_candles..=maximum_candles { // if count_candles < maximum_candles // && server_epoch - element.transact_time // > (1_800_000) * count_candles // && ((element.pure_profit_percent > 0.0 // && element.target_percent // * ((maximum_candles - count_candles) as f64 // / (maximum_candles - minimum_candles + 1) as f64) // <= element.pure_profit_percent) // || // (element.pure_profit_percent < 0.0 // && element.stoploss_percent // * ((maximum_candles - count_candles) as f64 // / (maximum_candles - minimum_candles + 1) as f64) // >= element.pure_profit_percent) // ) // { // is_sell = true; // break; // } else { // break; // } // } if server_epoch - element.close_time > 1_800_000 * maximum_candles { is_sell = true; } //} else if server_epoch - element.close_time > 300_000 // && adx_vec.get(&element.symbol).is_some_and(|a| a.len() > 10 && a.last().is_some_and(|b| b.close_time > server_epoch && b.adx < 15.0)) { // is_sell = true; // } if is_sell == true { limit_order_close( &element, TimeInForce::Gtc, element.current_price, element.base_qty_ordered, &futures_exchange_info_map, &client ) .await; } } } } Ok(()) }