use crate::value_estimation_team::indicators::bollingerband::bollingerband; use super::{ dec, decimal_add, decimal_sub, decimal_div, 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, FilteredData, Mutex, RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch, MacdData, ema_macd, BollingerBandData, ToPrimitive }; // BB lowerband + SuperTrend + StochRSI // SuperTrend length: 20, multiplier: 1.5, BUY signal // ADX(10, 10) < 25.0 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: lookup tables if the tradepair is already there let inspect_table_name_1 = String::from("buy_ordered_coin_list"); let inspect_table_name_2 = String::from("sell_ordered_coin_list"); let inspect_table_name_3 = String::from("pre_suggested_coin_list"); let inspect_table_name_4 = String::from("suggested_coin_list"); let mut filtered_data_1st: Vec = Vec::new(); let mut filtered_data_1st_arc: Arc>> = Arc::new(Mutex::new(filtered_data_1st)); let mut task_vec = Vec::new(); for symbol in &alldata.valid_symbol_vec { let mut exists_condition_build = String::from("symbol=\'"); exists_condition_build.push_str(symbol.as_str()); exists_condition_build.push_str("\' AND registerer="); exists_condition_build.push_str(4.to_string().as_str()); // exists_condition_build.push_str("\' AND close_time="); // exists_condition_build.push_str(element.1.to_string().as_str()); let exists_condition = Some(exists_condition_build); let exists_condition_c = exists_condition.clone(); let inspect_table_name_1_c = inspect_table_name_1.clone(); let inspect_table_name_2_c = inspect_table_name_2.clone(); let inspect_table_name_3_c = inspect_table_name_3.clone(); let inspect_table_name_4_c = inspect_table_name_4.clone(); let symbol_c = symbol.clone(); let filtered_data_1st_arc_c = Arc::clone(&filtered_data_1st_arc); task_vec.push(tokio::spawn(async move { let mut filtered_data = FilteredData::new(); let inspect_result_1 = exists_record(&inspect_table_name_1_c, &exists_condition_c).await; let inspect_result_2 = exists_record(&inspect_table_name_2_c, &exists_condition_c).await; let inspect_result_3 = exists_record(&inspect_table_name_3_c, &exists_condition_c).await; let inspect_result_4 = exists_record(&inspect_table_name_4_c, &exists_condition_c).await; if inspect_result_1 == false && inspect_result_2 == false && inspect_result_3 == false && inspect_result_4 == false { let mut filtered_data_1st_lock = filtered_data_1st_arc_c.lock().await; filtered_data.symbol = symbol_c; filtered_data_1st_lock.push(filtered_data); } })); } try_join_all(task_vec).await?; // 2nd filtering: BollingerBand (len:30, multiplier 3) previous_30m_price (close or low price) < lower_band let filtered_data_1st = filtered_data_1st_arc.lock().await.clone(); let mut filtered_data_2nd: Vec = Vec::new(); let mut filtered_data_2nd_arc: Arc>> = Arc::new(Mutex::new(filtered_data_2nd)); let mut task_vec = Vec::new(); let bollingerbands = bollingerband(30, 3.0, &alldata.rt_price_30m_vec, &filtered_data_1st).await?; for element in filtered_data_1st { let mut rt_30m_vec: Vec = Vec::new(); let mut bb_vec: Vec = Vec::new(); let rt_price_30m_vec_c: Vec<(String, Vec)> = alldata.rt_price_30m_vec.clone(); let bollingerbands_c = bollingerbands.clone(); let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc); task_vec.push(tokio::spawn(async move { let rt_30m_option = rt_price_30m_vec_c .iter() .position(|x| *x.0 == element.symbol); let bb_option_30m = bollingerbands_c.iter().position(|x| x.0 == element.symbol); if rt_30m_option.is_some() && bb_option_30m.is_some() { rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); bb_vec = bollingerbands_c[bb_option_30m.unwrap()].1.clone(); let server_epoch = server_epoch().await; if rt_30m_vec.len() >= 3 && bb_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch { let bb_search_result = bb_vec.binary_search_by_key( &rt_30m_vec.last().unwrap().close_time, |BollingerBandData { sma, upperband, lowerband, close_time, }| *close_time, ); if bb_search_result.is_ok() { if bb_vec[bb_search_result.unwrap()-1].lowerband > rt_30m_vec[rt_30m_vec.len()-2].low_price && rt_30m_vec[rt_30m_vec.len()-2].opclo_price > rt_30m_vec.last().unwrap().close_price && rt_30m_vec[rt_30m_vec.len()-2].candle_type.contains("DOWN") && rt_30m_vec[rt_30m_vec.len()-2].high_price < bb_vec[bb_search_result.unwrap()-1].sma { let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await; let mut filtered_data = FilteredData::new(); filtered_data.symbol = element.symbol.clone(); filtered_data.closetime = rt_30m_vec.last().unwrap().close_time; filtered_data.current_price = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap();; filtered_data_2nd_lock.push(filtered_data); } } } } })); } try_join_all(task_vec).await?; // 3rd filtering: supertrend(ATR period 10, multiplier: 2, 30m close price), area should be DOWN let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone(); let mut filtered_data_3rd: Vec = Vec::new(); let mut filtered_data_3rd_arc: Arc>> = Arc::new(Mutex::new(filtered_data_3rd)); let mut task_vec = Vec::new(); for element in filtered_data_2nd { let mut rt_30m_vec: Vec = Vec::new(); let mut supertrend_vec: Vec = Vec::new(); let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc); task_vec.push(tokio::spawn(async move { let rt_30m_option = rt_price_30m_vec_c .iter() .position(|x| *x.0 == element.symbol); let supertrend_option_30m = supertrend(&element.symbol, &rt_price_30m_vec_c, 10, 2.0, true).await; if rt_30m_option.is_some() && supertrend_option_30m.is_some() { rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone(); supertrend_vec = supertrend_option_30m.unwrap(); let server_epoch = server_epoch().await; 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() { let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap(); if supertrend_vec[supertrend_search_result.unwrap()].area.contains("DOWN") && supertrend_vec[supertrend_search_result.unwrap()].band_value > element.current_price.to_f64().unwrap() { let mut filtered_data_3rd_lock = filtered_data_3rd_arc_c.lock().await; let mut filtered_data = FilteredData::new(); filtered_data.symbol = element.symbol.clone(); filtered_data.closetime = element.closetime; filtered_data.current_price = element.current_price; filtered_data.target_price = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap(); let stop_loss = decimal_sub(filtered_data.current_price, decimal_div(decimal_sub(filtered_data.target_price, filtered_data.current_price), dec!(2))); filtered_data.stoploss = stop_loss; filtered_data_3rd_lock.push(filtered_data); } } } } })); } try_join_all(task_vec).await?; // 4th filtering: MACD 1d (fast:3, slow:7, smoothing:3) MACD > signal let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone(); let mut filtered_data_4th: Vec = Vec::new(); let mut filtered_data_4th_arc: Arc>> = Arc::new(Mutex::new(filtered_data_4th)); let mut task_vec = Vec::new(); let macd_vec = ema_macd(3, 7, 3, &alldata.rt_price_1d_vec, &filtered_data_3rd).await?; for element in filtered_data_3rd { let mut opclo_1d_vec: Vec = Vec::new(); let mut supertrend_vec: Vec = Vec::new(); let macd_vec_c = macd_vec.clone(); let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc); task_vec.push(tokio::spawn(async move { let search_result = macd_vec_c.iter().position(|x| x.0 == element.symbol); if search_result.is_some_and(|a| macd_vec_c[a].1.last().unwrap().macd_value > macd_vec_c[a].1.last().unwrap().signal_value) { let mut filtered_4th_symbols_lock = filtered_data_4th_arc_c.lock().await; let mut filtered_data = FilteredData::new(); filtered_data.symbol = element.symbol.clone(); filtered_data.closetime = element.closetime; filtered_data.current_price = element.current_price; filtered_data.stoploss = element.stoploss; filtered_data.target_price = element.target_price; filtered_4th_symbols_lock.push(filtered_data); } })); } try_join_all(task_vec).await?; // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone(); let mut filtered_data_5th: Vec = Vec::new(); let mut filtered_data_5th_arc: Arc>> = Arc::new(Mutex::new(filtered_data_5th)); let mut task_vec = Vec::new(); for element in filtered_data_4th_c { let mut supertrend_vec: Vec = Vec::new(); let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc); task_vec.push(tokio::spawn(async move { let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol); if position_idx.is_some() { let vec_len = rt_price_30m_vec_c[position_idx.unwrap()].1.len(); if vec_len >= 11 { let candles = rt_price_30m_vec_c[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap(); let windows = candles.windows(2); let mut average_amplitude = 0.0; for window in windows { average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price; } average_amplitude /= 10.0; if 0.005 <= average_amplitude && average_amplitude <= 0.01 { let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await; let mut filtered_data = FilteredData::new(); filtered_data.symbol = element.symbol.clone(); filtered_data.closetime = element.closetime; filtered_data.current_price = element.current_price; filtered_data.stoploss = element.stoploss; filtered_data.target_price = element.target_price; filtered_data_5th_lock.push(filtered_data); } } } })); } try_join_all(task_vec).await?; // 6th filtering: 30m StochRSI (RSI_len: 10, StochRSI_len: 10, K: 3, D: 3) current K, D < 20 let filtered_data_5th_c = filtered_data_5th_arc.lock().await.clone(); let mut filtered_data_6th: Vec = Vec::new(); let mut filtered_data_6th_arc: Arc>> = Arc::new(Mutex::new(filtered_data_6th)); let mut task_vec = Vec::new(); let stoch_rsis = stoch_rsi(10, 10, 3, 3, &alldata.rt_price_30m_vec, &filtered_data_5th_c).await?; for element in filtered_data_5th_c { let stoch_rsis_c = stoch_rsis.clone(); let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone(); let filtered_data_6th_arc_c = Arc::clone(&filtered_data_6th_arc); task_vec.push(tokio::spawn(async move { let position_idx = stoch_rsis_c.iter().position(|elem| elem.0 == element.symbol); if position_idx.is_some() { let stoch_rsi_vec = stoch_rsis_c[position_idx.unwrap()].1.clone(); let search_result = stoch_rsi_vec.iter().position(|x| x.close_time == element.closetime); if search_result.is_some_and(|a| stoch_rsi_vec[a].k < 15.0 && stoch_rsi_vec[a].d < 15.0) { let mut filtered_data_6th_lock = filtered_data_6th_arc_c.lock().await; let mut filtered_data = FilteredData::new(); filtered_data.symbol = element.symbol.clone(); filtered_data.closetime = element.closetime; filtered_data.current_price = element.current_price; filtered_data.stoploss = element.stoploss; filtered_data.target_price = element.target_price; filtered_data_6th_lock.push(filtered_data); } } })); } try_join_all(task_vec).await?; let final_filtered_data = filtered_data_6th_arc.lock().await.clone(); insert_pre_suggested_coins(4, false, &final_filtered_data, &alldata).await; Ok(()) } pub async fn list_up_for_sell( all_data: &AllData, exchange_info_vec: &Vec, trade_fee_vec: &Vec, ) -> Result<(), Box> { let filled_buy_orders = select_filled_buy_orders(4).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 = server_epoch().await; for element in filled_buy_orders { if element.used_usdt >= dec!(10.0) { let lot_step_size_option = exchange_info_vec .iter() .position(|exchange_info| exchange_info.symbol == element.symbol); let quote_commission_precision_option = exchange_info_vec .iter() .position(|exchange_info| exchange_info.symbol == element.symbol); if lot_step_size_option.is_some() && quote_commission_precision_option.is_some() { let lot_step_size = exchange_info_vec[lot_step_size_option.unwrap()].stepsize; let quote_commission_precision = exchange_info_vec [quote_commission_precision_option.unwrap()] .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.target_price { limit_order_sell( &element, element.current_price, base_qty_to_be_ordered, &client, &exchange_info_vec, &trade_fee_vec, ) .await; } else if element.current_price <= element.stoploss { limit_order_sell( &element, element.current_price, base_qty_to_be_ordered, &client, &exchange_info_vec, &trade_fee_vec, ) .await; } else if server_epoch - element.transact_time > (1_800_000) * 20 { limit_order_sell( &element, element.current_price, base_qty_to_be_ordered, &client, &exchange_info_vec, &trade_fee_vec, ) .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(()) }