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, heatmap_volume, HeatMapLevel, HeatmapVolumeData }; // BUY conditions 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()); // 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(3) > current Tema(10) let mut keys_to_remove: HashSet = HashSet::new(); let tema_3 = tema(3, &alldata.rt_price_1d_vec, &filtered_data).await?; let tema_10 = tema(10, &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(tema5_vec), Some(tema10_vec)) = (tema_3.get(symbol), tema_10.get(symbol)) { if tema5_vec.len() > 2 && tema10_vec.len() > 2 && tema5_vec.last().unwrap().close_time == tema10_vec.last().unwrap().close_time && tema5_vec.last().unwrap().close_time > server_epoch && tema10_vec.last().unwrap().close_time > server_epoch { if tema5_vec.last().unwrap().tema_value > tema10_vec.last().unwrap().tema_value { } 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; // current Tema(10) < current Tema(5) // previous Tema(10) > previous Tema(5) let mut keys_to_remove: HashSet = HashSet::new(); let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; let tema_5 = tema(5, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { if let (Some(tema10_vec), Some(tema5_vec)) = (tema_10.get(symbol), tema_5.get(symbol)) { if tema10_vec.len() > 10 && tema5_vec.len() > 10 && tema10_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time && tema10_vec.last().unwrap().close_time > server_epoch && tema5_vec.last().unwrap().close_time > server_epoch { if tema10_vec.last().unwrap().tema_value < tema5_vec.last().unwrap().tema_value && tema10_vec[tema10_vec.len()-2].tema_value > tema5_vec[tema5_vec.len()-2].tema_value && tema10_vec[tema10_vec.len()-3].tema_value > tema5_vec[tema5_vec.len()-3].tema_value{ } 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; // supertrend(ATR period 10, multiplier: 2.0, 30m close price) let mut keys_to_remove: HashSet = HashSet::new(); let server_epoch = get_server_epoch().await; let supertrend_30m_map = supertrend(10, 2.0, true, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { if let (Some(supertrend_vec), Some(rt_price_vec)) = (supertrend_30m_map.get(symbol), alldata.rt_price_30m_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(); let open_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_price_vec.last().unwrap().open_price).unwrap(); let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_price_vec.last().unwrap().close_price).unwrap(); if supertrend_vec.last().unwrap().area == SuperTrendArea::UP && band_value < current_price && band_value < open_price { values.current_price = current_price; values.closetime = rt_price_vec.last().unwrap().close_time; values.stoploss = band_value; values.target_price = decimal_add(decimal_mul(decimal_sub(current_price, values.stoploss), dec!(4.0)), current_price); } else if supertrend_vec.last().unwrap().area == SuperTrendArea::DOWN && band_value > current_price && band_value > open_price { values.current_price = current_price; values.closetime = rt_price_vec.last().unwrap().close_time; values.stoploss = decimal_sub(open_price, decimal_sub(band_value, open_price)); values.target_price = decimal_add(decimal_mul(decimal_sub(open_price, values.stoploss), dec!(4.0)), 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; // current ADX(15, 15) < 25 let mut keys_to_remove: HashSet = HashSet::new(); let adx_vec = adx(15, 15, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, values) in &mut filtered_data { 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 < 25.0 { } 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; // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 3, D: 3) K_current < 70, K_current > d_current 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 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].k > stoch_rsi_vec[a].d && stoch_rsi_vec[a].k < 70.0 && stoch_rsi_vec[a-1].k < 60.0 && stoch_rsi_vec[a-2].k < 50.0) { } else { keys_to_remove.insert(symbol.clone()); } } else { 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, 2.5, 1.0, -0.5, &filtered_data, &alldata.rt_price_30m_vec).await?; for (symbol, values) in &mut filtered_data { if stoch_rsis.contains_key(symbol) { let heatmap_volume_vec = heatmap_volumes.get(symbol).unwrap(); if heatmap_volume_vec.len() > 50 { let heatmap_volume_trunc = heatmap_volume_vec.get(heatmap_volume_vec.len()-31..heatmap_volume_vec.len()-1).unwrap(); let windows = heatmap_volume_trunc.windows(2); for slice in windows { if slice[1].heatmap_level == HeatMapLevel::ExtraHigh { if let (prev_candle_idx, current_candle_idx) = ( (&alldata.rt_price_30m_vec.get(symbol).unwrap().iter().position(|x| x.close_time == slice[0].close_time)).unwrap(), (&alldata.rt_price_30m_vec.get(symbol).unwrap().iter().position(|x| x.close_time == slice[1].close_time)).unwrap() ) { let prev_candle = &alldata.rt_price_30m_vec.get(symbol).unwrap()[prev_candle_idx]; let current_candle = &alldata.rt_price_30m_vec.get(symbol).unwrap()[current_candle_idx]; if current_candle.close_price > prev_candle.close_price || current_candle.close_price > prev_candle.open_price || current_candle.close_price > prev_candle.high_price || current_candle.close_price > prev_candle.low_price { keys_to_remove.insert(symbol.clone()); } } } } } } } remove_keys(&mut filtered_data, keys_to_remove).await; // limit buy price: 0.25 * abs(이전 5 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_30m_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 + (0.25 * 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(8, &filtered_data).await?; insert_pre_suggested_coins(8, 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(8).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_30m = supertrend(10, 2.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let tema_10 = tema(10, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let tema_5 = tema(5, &all_data.rt_price_30m_vec, &filtered_symbols).await?; for element in filled_buy_orders { let mut is_sell = false; let mut is_overturned = false; if element.used_usdt >= dec!(10.0) { if let (Some(tema10_vec), Some(tema5_vec)) = (tema_10.get(&element.symbol), tema_5.get(&element.symbol)) { if tema10_vec.len() > 2 && tema5_vec.len() > 2 && tema10_vec.last().unwrap().close_time == tema5_vec.last().unwrap().close_time && tema10_vec.last().unwrap().close_time > server_epoch && tema5_vec.last().unwrap().close_time > server_epoch && tema10_vec.last().unwrap().tema_value > tema5_vec.last().unwrap().tema_value && tema10_vec[tema10_vec.len()-2].tema_value < tema5_vec[tema5_vec.len()-2].tema_value { is_overturned = true; } } if let (Some(exchange_info), Some(tradefee), Some(supertrend_vec)) = (exchange_info_map.get(&element.symbol), trade_fee_map.get(&element.symbol), supertrend_30m.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; // 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 let base_qty_to_be_ordered = element.base_qty_fee_adjusted.round_dp_with_strategy( lot_step_size.normalize().scale(), RoundingStrategy::ToZero, ); let target_profit_percent = decimal_div(decimal_sub(element.target_price, element.buy_price), element.buy_price).to_f64().unwrap(); if !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 server_epoch - element.transact_time > (1_800_000) * 1 && is_overturned == true { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 5 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (15.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 6 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (14.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 7 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (13.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 8 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (12.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 9 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (11.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 10 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (10.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 11 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (9.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 12 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (8.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 13 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (7.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 14 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (6.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 15 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (5.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 16 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (4.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 17 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (3.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 18 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (2.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 19 && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_percent * (1.0/16.0) <= element.pure_profit_percent) { is_sell = true; } else if server_epoch - element.transact_time > (1_800_000) * 20 { // 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(()) }