use crate::value_estimation_team::indicators::bollingerband::bollingerband; use super::{ dec, decimal_add, decimal_sub, decimal_div, ema, ema_opclo, sma, sma_opclo, 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, SmaData, 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 }; // BUY: 30m SMA5 (opclo_price) < 30m EMA3 (opclo_price) // SELL: 30m SMA5 (opclo_price) > 30m EMA3 (opclo_price) 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()); } // 3rd filtering: supertrend(ATR period 20, multiplier: 4.0, 30m close price), area should be UP let mut keys_to_remove: HashSet = HashSet::new(); let supertrend_30m_map = supertrend(20, 4.0, true, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, filtered_data) in &mut filtered_data { if let (Some(rt_30m_vec), Some(supertrend_vec)) = (alldata.rt_price_30m_vec.get(symbol), supertrend_30m_map.get(symbol)) { 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 == SuperTrendArea::UP && supertrend_vec[supertrend_search_result.unwrap()].band_value < filtered_data.current_price.to_f64().unwrap() { } else { keys_to_remove.insert(symbol.clone()); } } 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; // 5th filtering: 30m StochRSI (RSI_len: 30, StochRSI_len: 30, K: 3, D: 3) previous K, D / current K, D < 10 && current K > current D let mut keys_to_remove: HashSet = HashSet::new(); let stoch_rsis = stoch_rsi(30, 30, 3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { if alldata.rt_price_30m_vec.contains_key(symbol) && 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 search_result.is_some_and(|a| stoch_rsi_vec[a-1].k < 10.0 && stoch_rsi_vec[a].k < 10.0 && stoch_rsi_vec[a-1].d < 10.0 && stoch_rsi_vec[a].d< 10.0 && stoch_rsi_vec[a-1].k <= stoch_rsi_vec[a-1].d && stoch_rsi_vec[a].k > stoch_rsi_vec[a].d) { } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; // 3rd filtering: the latest 5 30m candle close prices > EMA 200 let mut keys_to_remove: HashSet = HashSet::new(); let emas = ema(200, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { if emas.contains_key(symbol) && alldata.rt_price_30m_vec.contains_key(symbol) { let ema = emas.get(symbol).unwrap(); let rt_price_30m = alldata.rt_price_30m_vec.get(symbol).unwrap(); let rt_price_30m_len = rt_price_30m.len(); let search_result = ema.binary_search_by_key( &alldata.rt_price_30m_vec.get(symbol).unwrap().last().unwrap().close_time, |EmaData { ema_value, close_time, }| *close_time); if search_result.is_ok_and(|x| ema[search_result.unwrap()].ema_value < rt_price_30m[rt_price_30m_len-1].close_price) && search_result.is_ok_and(|x| ema[search_result.unwrap()-1].ema_value < rt_price_30m[rt_price_30m_len-2].close_price) { } else { keys_to_remove.insert(symbol.clone()); } } else { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; // filtering: 1d MACD (3, 7, 30) current MACD-signal > prev MACD-signal 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?; 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[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; let final_filtered_data = duplicate_filter(3, &filtered_data).await?; insert_pre_suggested_coins(3, 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(3).await?; if !filled_buy_orders.is_empty() { let client = ClientBuilder::new() .timeout(tokio::time::Duration::from_millis(5000)) .build() .unwrap(); let mut filtered_symbols: HashMap = HashMap::new(); for element in &filled_buy_orders { filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); } let server_epoch = get_server_epoch().await; let stoch_rsis = stoch_rsi(30, 30, 3, 3, &all_data.rt_price_30m_vec, &filtered_symbols).await?; for element in filled_buy_orders { if element.used_usdt >= dec!(10.0) { if let (Some(exchange_info), Some(stoch_rsi)) = (exchange_info_map.get(&element.symbol), stoch_rsis.get(&element.symbol)) { 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, ); let stoch_rsi_k = stoch_rsi.last().unwrap().k; let stoch_rsi_k_prev = stoch_rsi[stoch_rsi.len()-2].k; let stoch_rsi_d = stoch_rsi.last().unwrap().d; let stoch_rsi_d_prev = stoch_rsi[stoch_rsi.len()-2].d; 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_map, &trade_fee_map, ) .await; } else if element.current_price <= element.stoploss { limit_order_sell( &element, element.current_price, base_qty_to_be_ordered, &client, &exchange_info_map, &trade_fee_map, ) .await; } else if server_epoch - element.transact_time > (1_800_000) * 35 { limit_order_sell( &element, element.current_price, base_qty_to_be_ordered, &client, &exchange_info_map, &trade_fee_map, ) .await; } else if stoch_rsi_k >= 90.0 { limit_order_sell( &element, element.current_price, base_qty_to_be_ordered, &client, &exchange_info_map, &trade_fee_map, ) .await; } else if stoch_rsi_k >= 20.0 && stoch_rsi_k >= 20.0 && stoch_rsi_k_prev >= 20.0 && stoch_rsi_k_prev >= 20.0 && stoch_rsi_k < stoch_rsi_d && stoch_rsi_k_prev >= stoch_rsi_d_prev { limit_order_sell( &element, element.current_price, base_qty_to_be_ordered, &client, &exchange_info_map, &trade_fee_map, ) .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; // } } } } } } Ok(()) }