use crate::value_estimation_team::{datapoints::price_data::CandleType, 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_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, future_duplicate_filter, insert_future_coins, get_current_price_decimal, sma, sma_open }; use crate::future::{Position, FuturesExchangeInfo}; use crate::future::table_mgmt::select_short_filled_positions; use crate::future::order::{limit_order_close, TimeInForce}; // BUY conditions pub async fn list_up_for_buy( alldata: &AllData, future_exchange_info_map: &HashMap ) -> 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()); } // sma3_close(current) < sma3_open (current), sma3_close(prev) > sma3_open (prev) let mut keys_to_remove: HashSet = HashSet::new(); let ema3 = ema(30, &alldata.rt_price_1m_vec, &filtered_data).await?; let sma3_open = sma_open(3, &alldata.rt_price_30m_vec, &filtered_data).await?; let tema3 = tema(3, &alldata.rt_price_30m_vec, &filtered_data).await?; let server_epoch = get_server_epoch().await; for (symbol, values) in &mut filtered_data { let mut do_buy = false; let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_30m_vec).await; if let (Some(sma3_open_vec), Some(tema3_vec), Some(ema3_vec), Some(current_info)) = (sma3_open.get(symbol), tema3.get(symbol), ema3.get(symbol), price_and_closetime) { if sma3_open_vec.len() > 10 && tema3_vec.len() > 10 && ema3_vec.len() > 10 && ema3_vec.last().unwrap().close_time > server_epoch && sma3_open_vec.last().unwrap().close_time == tema3_vec.last().unwrap().close_time && sma3_open_vec.last().unwrap().close_time > server_epoch && tema3_vec.last().unwrap().close_time > server_epoch { if sma3_open_vec[sma3_open_vec.len()-1].sma_value > tema3_vec[tema3_vec.len()-1].tema_value && sma3_open_vec[sma3_open_vec.len()-2].sma_value < tema3_vec[tema3_vec.len()-2].tema_value && sma3_open_vec[sma3_open_vec.len()-1].sma_value > sma3_open_vec[sma3_open_vec.len()-2].sma_value && sma3_open_vec[sma3_open_vec.len()-2].sma_value > sma3_open_vec[sma3_open_vec.len()-3].sma_value && sma3_open_vec[sma3_open_vec.len()-3].sma_value > sma3_open_vec[sma3_open_vec.len()-4].sma_value && tema3_vec[tema3_vec.len()-1].tema_value < tema3_vec[tema3_vec.len()-2].tema_value && tema3_vec[tema3_vec.len()-2].tema_value > tema3_vec[tema3_vec.len()-3].tema_value && tema3_vec[tema3_vec.len()-3].tema_value > tema3_vec[tema3_vec.len()-4].tema_value && current_info.0.to_f64().is_some_and(|a| ema3_vec.last().unwrap().ema_value > a) { values.closetime = current_info.1; values.current_price = current_info.0; do_buy = true; } } } if do_buy == false { keys_to_remove.insert(symbol.clone()); } } remove_keys(&mut filtered_data, keys_to_remove).await; // current Tema(15) < current Tema(30) // let mut keys_to_remove: HashSet = HashSet::new(); // let tema_10 = tema(10, &alldata.rt_price_30m_vec, &filtered_data).await?; // let tema_30 = tema(30, &alldata.rt_price_30m_vec, &filtered_data).await?; // let server_epoch = get_server_epoch().await; // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; // if let (Some(tema10_vec), Some(tema30_vec), Some(current_info)) = (tema_10.get(symbol), tema_30.get(symbol), price_and_closetime) { // if tema10_vec.len() > 10 // && tema30_vec.len() > 10 // && tema10_vec.last().unwrap().close_time == tema30_vec.last().unwrap().close_time // && tema10_vec.last().unwrap().close_time > server_epoch // && tema30_vec.last().unwrap().close_time > server_epoch // { // if tema10_vec[tema10_vec.len()-1].tema_value < tema30_vec[tema30_vec.len()-1].tema_value // && tema10_vec[tema10_vec.len()-2].tema_value < tema30_vec[tema30_vec.len()-2].tema_value // && tema10_vec[tema10_vec.len()-1].tema_value < tema10_vec[tema10_vec.len()-2].tema_value // { // do_buy = true; // } // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // supertrend(ATR period 10, multiplier: 3.0, 30m close price) // let mut keys_to_remove: HashSet = HashSet::new(); // let server_epoch = get_server_epoch().await; // let supertrend_1m_map = // supertrend(60, 1.5, true, &alldata.rt_price_1m_vec, &filtered_data).await?; // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; // if let (Some(supertrend_vec), Some(current_info)) = ( // supertrend_1m_map.get(symbol), // price_and_closetime, // ) { // if supertrend_vec.last().unwrap().close_time > server_epoch // && supertrend_vec.last().unwrap().signal.as_ref().is_some_and(|a| *a == SuperTrendSignal::SELL) // { // values.current_price = current_info.0; // values.closetime = current_info.1; // do_buy = true; // } // } // if do_buy == false { // 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, // 1.5, // 0.5, // -0.5, // &filtered_data, // &alldata.rt_price_1m_vec, // ) // .await?; // let server_epoch = get_server_epoch().await; // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // if let Some(heatmap_volume_vec) = heatmap_volumes.get(symbol) { // if heatmap_volume_vec.len() > 100 // && heatmap_volume_vec.last().unwrap().close_time > server_epoch // && (heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec.last().unwrap().heatmap_level == HeatMapLevel::High // || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::High // || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-3].heatmap_level == HeatMapLevel::High // || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::ExtraHigh || heatmap_volume_vec[heatmap_volume_vec.len()-4].heatmap_level == HeatMapLevel::High) // { // do_buy = true; // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // let mut keys_to_remove: HashSet = HashSet::new(); // let server_epoch = get_server_epoch().await; // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // let opclo_sample_length: usize = 60; // 15 candle samsples // let mut target_profit_percent = 0.0; // if let Some(price_1m_vec) = alldata.rt_price_1m_vec.get(symbol) { // let vec_len = price_1m_vec.len(); // if let Some(candles) = // price_1m_vec.get(vec_len - opclo_sample_length - 2..vec_len - 1) // { // let windows = candles.windows(2); // let mut sum_amplitude_candles = 0.0; // let mut sum_ratio_amp_body = 0.0; // let mut average_amplitude = 0.0; // for window in windows { // sum_amplitude_candles += ((window.last().unwrap().high_price // - window.last().unwrap().low_price) // * 100.0) // / window.first().unwrap().close_price; // } // let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit // let mut amplitude_variance = 0.0; // let windows = candles.windows(2); // for window in windows { // amplitude_variance += ((((window.last().unwrap().high_price // - window.last().unwrap().low_price) // * 100.0) // / window.first().unwrap().close_price) // - average_amplitude) // .powi(2); // } // amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64; // let standard_deviation_amplitude = amplitude_variance.sqrt(); // target_profit_percent = // average_amplitude + (standard_deviation_amplitude * 2.0); // if target_profit_percent * 2.0 > 0.14 { // do_buy = true; // } // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; // StochRSI (RSI_len: 30, StochRSI_len: 30, K: 2, D: 2) K_current < 70, K_prev < 70, K_prev_1 < 70 // let server_epoch = get_server_epoch().await; // let mut keys_to_remove: HashSet = HashSet::new(); // let stoch_rsis = stoch_rsi(30, 30, 2, 2, &alldata.rt_price_1m_vec, &filtered_data).await?; // for (symbol, values) in &mut filtered_data { // let mut do_buy = false; // let price_and_closetime = get_current_price_decimal(&symbol, &alldata.rt_price_1m_vec).await; // if let (Some(stoch_rsi_vec), Some(current_info)) = (stoch_rsis.get(symbol), price_and_closetime) { // if server_epoch < current_info.1 { // let search_result = stoch_rsi_vec // .iter() // .position(|x| x.close_time == current_info.1); // if stoch_rsi_vec.len() > 10 // && search_result.is_some_and(|a| { // stoch_rsi_vec[a].k < 80.0 // && stoch_rsi_vec[a].k < stoch_rsi_vec[a].d // && stoch_rsi_vec[a - 1].k > 80.0 // && stoch_rsi_vec[a - 2].k > 80.0 // && stoch_rsi_vec[a - 3].k > 80.0 // && stoch_rsi_vec[a - 4].k > 80.0 // }) // { // values.closetime = current_info.1; // values.current_price = current_info.0; // do_buy = true; // } // } // } // if do_buy == false { // keys_to_remove.insert(symbol.clone()); // } // } // remove_keys(&mut filtered_data, keys_to_remove).await; let final_filtered_data = future_duplicate_filter(&filtered_data, &future_exchange_info_map).await?; insert_future_coins(Position::Short, server_epoch, &final_filtered_data).await?; Ok(()) } pub async fn list_up_for_sell(all_data: &AllData, futures_exchange_info_map: &HashMap) -> Result<(), Box> { let filled_positions = select_short_filled_positions().await?; let client = ClientBuilder::new() .timeout(tokio::time::Duration::from_millis(5000)) .build() .unwrap(); let mut filtered_symbols: HashMap = HashMap::new(); for element in &filled_positions { filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new()); } let sma3_open = sma_open(3, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let tema3 = tema(3, &all_data.rt_price_30m_vec, &filtered_symbols).await?; let server_epoch = get_server_epoch().await; for element in filled_positions { let mut is_sell = false; let mut over_turned = false; if let (Some(sma3_open_vec), Some(tema3_vec)) = (sma3_open.get(&element.symbol), tema3.get(&element.symbol)) { if tema3_vec.len() > 10 && sma3_open_vec.len() > 10 { if sma3_open_vec.last().unwrap().close_time == tema3_vec.last().unwrap().close_time && sma3_open_vec.last().unwrap().close_time > server_epoch && sma3_open_vec.last().unwrap().sma_value < tema3_vec.last().unwrap().tema_value { over_turned = true; } } } let opclo_sample_length: usize = 60; // 15 candle samsples let mut target_profit_percent = 0.0; if let Some(price_30m_vec) = all_data.rt_price_30m_vec.get(&element.symbol) { let vec_len = price_30m_vec.len(); if let Some(candles) = price_30m_vec.get(vec_len - opclo_sample_length - 2..vec_len - 1) { let windows = candles.windows(2); let mut sum_amplitude_candles = 0.0; let mut sum_ratio_amp_body = 0.0; let mut average_amplitude = 0.0; for window in windows { sum_amplitude_candles += ((window.last().unwrap().high_price - window.last().unwrap().low_price) * 100.0) / window.first().unwrap().close_price; } let average_amplitude = sum_amplitude_candles / opclo_sample_length as f64; // percent unit let mut amplitude_variance = 0.0; let windows = candles.windows(2); for window in windows { amplitude_variance += ((((window.last().unwrap().high_price - window.last().unwrap().low_price) * 100.0) / window.first().unwrap().close_price) - average_amplitude) .powi(2); } amplitude_variance = amplitude_variance / (opclo_sample_length - 1) as f64; let standard_deviation_amplitude = amplitude_variance.sqrt(); target_profit_percent = average_amplitude - (standard_deviation_amplitude * 1.5); } } // 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 if !element.current_price.is_zero() { // if element.pure_profit_percent >= target_profit_percent * 2.5 { // is_sell = true; // } else if element.pure_profit_percent <= target_profit_percent * -2.0 { // is_sell = true; // } // if over_turned == true && server_epoch - element.close_time > 1_800_000 { // is_sell = true; // } else if target_profit_percent.is_normal() && element.pure_profit_percent > target_profit_percent + 0.7 { is_sell = true; } else if target_profit_percent.is_normal() && element.pure_profit_percent < (target_profit_percent * -1.0) - 0.7 { is_sell = true; } else if server_epoch - element.registered_server_epoch > 1_800_000 * 5 && element.pure_profit_percent >= 0.35{ is_sell = true; } if is_sell == true { limit_order_close( &element, TimeInForce::Gtc, element.current_price, element.base_qty_ordered, &futures_exchange_info_map, &client ) .await; } } } Ok(()) }