use crate::value_estimation_team::indicators::bollingerband::bollingerband; use super::{ adx, dec, decimal_add, decimal_div, decimal_sub, duplicate_filter, ema, ema_macd, exists_record, get_server_epoch, insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, update_record3, AdxData, AllData, Arc, BollingerBandData, CandleType, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredDataValue, HashMap, HashSet, MacdData, Mutex, RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SuperTrendArea, SuperTrendSignal, SupertrendData, ToPrimitive, TradeFee, }; // 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: 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()); } // 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0% let mut keys_to_remove: HashSet = HashSet::new(); for (symbol, filtered_data) in &mut filtered_data { if let Some(rt_price_30m_vec) = alldata.rt_price_30m_vec.get(symbol) { let vec_len = rt_price_30m_vec.len(); if vec_len >= 11 { let candles = rt_price_30m_vec.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 { } 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; // 2nd filtering: BollingerBand (len:30, multiplier 3) previous_30m_price (close or low price) < lower_band let mut keys_to_remove: HashSet = HashSet::new(); let bollingerband_map = bollingerband(30, 3.0, &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(bb_vec), Some(rt_30m_vec)) = ( bollingerband_map.get(symbol), alldata.rt_price_30m_vec.get(symbol), ) { 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 == CandleType::DOWN && rt_30m_vec[rt_30m_vec.len() - 2].high_price < bb_vec[bb_search_result.unwrap() - 1].sma { 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(); } 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; // 3rd filtering: supertrend(ATR period 10, multiplier: 2, 30m close price), area should be DOWN 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, filtered_data) in &mut filtered_data { if let (Some(supertrend_vec), Some(rt_30m_vec)) = ( supertrend_30m_map.get(symbol), alldata.rt_price_30m_vec.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_and(|x| { supertrend_vec[x].area == SuperTrendArea::DOWN && supertrend_vec[x].band_value > filtered_data.current_price.to_f64().unwrap() }) { 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; } 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; // 4th filtering: the latest 5 30m candle close prices > EMA 200 let mut keys_to_remove: HashSet = HashSet::new(); let ema_map = ema(200, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, filtered_data) in &mut filtered_data { if let (Some(ema_vec), Some(rt_30m_vec)) = (ema_map.get(symbol), alldata.rt_price_30m_vec.get(symbol)) { let search_result = ema_vec.binary_search_by_key( &rt_30m_vec.last().unwrap().close_time, |EmaData { ema_value, close_time, }| *close_time, ); if search_result.is_ok_and(|x| { ema_vec[search_result.unwrap()].ema_value < rt_30m_vec[rt_30m_vec.len() - 1].close_price }) && search_result.is_ok_and(|x| { ema_vec[search_result.unwrap() - 1].ema_value < rt_30m_vec[rt_30m_vec.len() - 2].close_price }) && search_result.is_ok_and(|x| { ema_vec[search_result.unwrap() - 2].ema_value < rt_30m_vec[rt_30m_vec.len() - 3].close_price }) && search_result.is_ok_and(|x| { ema_vec[search_result.unwrap() - 3].ema_value < rt_30m_vec[rt_30m_vec.len() - 4].close_price }) && search_result.is_ok_and(|x| { ema_vec[search_result.unwrap() - 4].ema_value < rt_30m_vec[rt_30m_vec.len() - 5].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; // 6th filtering: 30m StochRSI (RSI_len: 10, StochRSI_len: 10, K: 3, D: 3) current K, D < 20 let mut keys_to_remove: HashSet = HashSet::new(); let stoch_rsi_map = stoch_rsi(10, 10, 3, 3, &alldata.rt_price_30m_vec, &filtered_data).await?; for (symbol, filtered_data) in &mut filtered_data { if let Some(stoch_rsi_vec) = stoch_rsi_map.get(symbol) { let search_result = stoch_rsi_vec .iter() .position(|x| x.close_time == filtered_data.closetime); if search_result.is_some_and(|a| stoch_rsi_vec[a].k < 15.0 && stoch_rsi_vec[a].d < 15.0) { } 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(4, &filtered_data).await?; insert_pre_suggested_coins(4, false, &final_filtered_data).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(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 = get_server_epoch().await; for element in filled_buy_orders { if element.used_usdt >= dec!(10.0) { if let Some(exchange_info) = exchange_info_map.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, ); 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) * 20 { 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(()) }