use crate::value_estimation_team::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_current_price, 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, }; // 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; // Wiliams %R < -50.0 let mut keys_to_remove: HashSet = HashSet::new(); let mut wprs = wiliams_percent_r(200, &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(wpr_vec) = wprs.get(symbol) { if wpr_vec.len() > 15 && wpr_vec.last().unwrap().close_time > server_epoch && wpr_vec.last().unwrap().r_value < -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; // current Tema(300) < current Tema(200) < current Tema(100) // previous Tema(300) < previous Tema(100) // previous Tema(200) < previous Tema(100) // previous Tema(300) > previous Tema(200) let mut keys_to_remove: HashSet = HashSet::new(); let tema_100 = tema(100, &alldata.rt_price_30m_vec, &filtered_data).await?; let tema_200 = tema(200, &alldata.rt_price_30m_vec, &filtered_data).await?; let tema_300 = tema(300, &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(tema100_vec), Some(tema200_vec), Some(tema300_vec)) = ( tema_100.get(symbol), tema_200.get(symbol), tema_300.get(symbol), ) { if (tema100_vec.len() > 15 && tema200_vec.len() > 15 && tema300_vec.len() > 15) && tema100_vec.last().unwrap().close_time == tema200_vec.last().unwrap().close_time && tema200_vec.last().unwrap().close_time == tema300_vec.last().unwrap().close_time && tema100_vec.last().unwrap().close_time > server_epoch { if tema100_vec.last().unwrap().tema_value > tema300_vec.last().unwrap().tema_value && tema200_vec.last().unwrap().tema_value > tema300_vec.last().unwrap().tema_value && tema200_vec.last().unwrap().tema_value < tema100_vec.last().unwrap().tema_value && tema100_vec[tema100_vec.len() - 2].tema_value > tema300_vec[tema300_vec.len() - 2].tema_value && tema200_vec[tema200_vec.len() - 2].tema_value < tema300_vec[tema300_vec.len() - 2].tema_value && tema200_vec[tema200_vec.len() - 2].tema_value < tema100_vec[tema100_vec.len() - 2].tema_value && tema100_vec[tema100_vec.len() - 3].tema_value > tema300_vec[tema300_vec.len() - 3].tema_value && tema200_vec[tema200_vec.len() - 3].tema_value < tema300_vec[tema300_vec.len() - 3].tema_value && tema200_vec[tema200_vec.len() - 3].tema_value < tema100_vec[tema100_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!(10.0)), 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!(10.0)), 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: 200, StochRSI_len: 200, K: 3, D: 3) K_current < 70, K_prev < 70, K_prev_1 < 70 // let mut keys_to_remove: HashSet = HashSet::new(); // let stoch_rsis = stoch_rsi(200, 200, 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 < 70.0 // && stoch_rsi_vec[a - 1].k < 70.0 // && stoch_rsi_vec[a - 2].k < 70.0 // }) // { // } 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 let Some(heatmap_volume_vec) = heatmap_volumes.get(symbol) { 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 + (0.5 * 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_200 = tema(200, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let tema_100 = tema(100, &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(tema200_vec), Some(tema100_vec)) = (tema_200.get(&element.symbol), tema_100.get(&element.symbol)) { if tema200_vec.len() > 2 && tema100_vec.len() > 2 && tema200_vec.last().unwrap().close_time == tema100_vec.last().unwrap().close_time && tema200_vec.last().unwrap().close_time > server_epoch && tema100_vec.last().unwrap().close_time > server_epoch && tema200_vec.last().unwrap().tema_value > tema100_vec.last().unwrap().tema_value && tema200_vec[tema200_vec.len() - 2].tema_value < tema100_vec[tema100_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) * 5 && is_overturned == true { is_sell = true; } let minimum_candles = 5; let maximum_candles = 240; for count_candles in minimum_candles..=maximum_candles { if count_candles < maximum_candles && server_epoch - element.transact_time > (1_800_000) * count_candles && (target_profit_percent != 0.0 && target_profit_percent.is_sign_positive() && target_profit_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.transact_time >= (1_800_000) * maximum_candles { // 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(()) }