241 lines
11 KiB
Rust
241 lines
11 KiB
Rust
use crate::value_estimation_team::{datapoints::price_data::CandleType, indicators::wiliams_percent_r};
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use super::{
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adx, dec, decimal_add, decimal_div, decimal_mul, decimal_sub, dema, duplicate_filter, ema,
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ema_macd, exists_record, get_current_price_decimal, get_server_epoch, heatmap_volume,
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insert_pre_suggested_coins, limit_order_sell, remove_keys, rsi, select_filled_buy_orders,
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stoch_rsi, supertrend, tema, try_join_all, update_record3, wiliams_percent_r, AdxData, AllData,
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Arc, BollingerBandData, Client, ClientBuilder, Decimal, DemaData, EmaData, ExchangeInfo,
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FilteredDataValue, HashMap, HashSet, HeatMapLevel, HeatmapVolumeData, MacdData, Mutex,
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RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SuperTrendArea, SuperTrendSignal,
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SupertrendData, TemaData, ToPrimitive, TradeFee, WiliamsPercentR,
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};
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// BUY conditions
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pub async fn list_up_for_buy(
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alldata: &AllData,
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) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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// print rt_price for debugging
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// let a = alldata.rt_price_30m_vec.iter().position(|a| a.0 == "BTCUSDT");
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// println!("BTCUSDT: {:?}", alldata.rt_price_30m_vec[a.unwrap()].1.last().unwrap());
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// basic filtering: filtering valid trade pair
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let mut filtered_data: HashMap<String, FilteredDataValue> = HashMap::new();
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for symbol in &alldata.valid_symbol_vec {
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filtered_data.insert(symbol.clone(), FilteredDataValue::new());
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}
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// Heatmap volume: filtering close price with Extra High is over the previous candle from 30 previous candles
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let mut keys_to_remove: HashSet<String> = HashSet::new();
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let heatmap_volumes = heatmap_volume(
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60,
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60,
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4.0,
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2.5,
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1.0,
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-0.5,
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&filtered_data,
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&alldata.rt_price_1m_vec,
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)
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.await?;
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let server_epoch = get_server_epoch().await;
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for (symbol, values) in &mut filtered_data {
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let mut do_buy = false;
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if let (Some(heatmap_volume_vec), Some(rt_price_vec), Some(rt_price_vec_30m)) = (heatmap_volumes.get(symbol), alldata.rt_price_1m_vec.get(symbol), alldata.rt_price_30m_vec.get(symbol)) {
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if heatmap_volume_vec.len() > 100
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&& heatmap_volume_vec.last().unwrap().close_time > server_epoch
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&& rt_price_vec.last().unwrap().close_time == heatmap_volume_vec.last().unwrap().close_time
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&& heatmap_volume_vec[heatmap_volume_vec.len()-2].heatmap_level == HeatMapLevel::ExtraHigh
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&& rt_price_vec[rt_price_vec.len()-2].candle_type == CandleType::DOWN {
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let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(
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rt_price_vec_30m.last().unwrap().close_price,
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)
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.unwrap();
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values.closetime = heatmap_volume_vec.last().unwrap().close_time;
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values.current_price = current_price;
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do_buy = true;
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}
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}
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if do_buy == false {
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keys_to_remove.insert(symbol.clone());
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}
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}
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remove_keys(&mut filtered_data, keys_to_remove).await;
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// Wiliams %R(30) wpr_n-1 < -60.0
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// let mut keys_to_remove: HashSet<String> = HashSet::new();
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// let mut wprs30 = wiliams_percent_r(30, &alldata.rt_price_1m_vec, &filtered_data).await?;
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// for (symbol, values) in &mut filtered_data {
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// let mut do_buy = false;
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// if let Some(wpr30_vec) = wprs30.get(symbol) {
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// if wpr30_vec.len() > 15
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// && wpr30_vec.last().unwrap().close_time > server_epoch
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// && wpr30_vec[wpr30_vec.len()-2].r_value < -60.0
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// {
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// do_buy = true;
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// }
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// }
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// if do_buy == false {
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// keys_to_remove.insert(symbol.clone());
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// }
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// }
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// remove_keys(&mut filtered_data, keys_to_remove).await;
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let final_filtered_data = duplicate_filter(10, &filtered_data).await?;
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if !final_filtered_data.is_empty() {
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insert_pre_suggested_coins(10, false, &final_filtered_data).await;
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}
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Ok(())
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}
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pub async fn list_up_for_sell(
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all_data: &AllData,
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exchange_info_map: &HashMap<String, ExchangeInfo>,
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trade_fee_map: &HashMap<String, TradeFee>,
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) -> Result<(), Box<dyn std::error::Error + Send + Sync>> {
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let filled_buy_orders = select_filled_buy_orders(10).await?;
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if !filled_buy_orders.is_empty() {
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let client = ClientBuilder::new()
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.timeout(tokio::time::Duration::from_millis(5000))
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.build()
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.unwrap();
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let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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let server_epoch = get_server_epoch().await;
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let mut filtered_symbols: HashMap<String, FilteredDataValue> = HashMap::new();
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for element in &filled_buy_orders {
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filtered_symbols.insert(element.symbol.clone(), FilteredDataValue::new());
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}
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// let supertrend_30m =
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// supertrend(10, 3.0, true, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
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// let dema_30 = dema(30, &all_data.rt_price_1m_vec, &filtered_symbols).await?;
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// let dema_120 = dema(120, &all_data.rt_price_1m_vec, &filtered_symbols).await?;
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// let tema_100 = tema(100, &all_data.rt_price_30m_vec, &filtered_symbols).await?;
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for element in filled_buy_orders {
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let mut is_sell = false;
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let mut is_overturned = false;
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if element.used_usdt >= dec!(10.0) {
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// if let (Some(dema30_vec), Some(dema120_vec)) = (
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// dema_30.get(&element.symbol),
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// dema_120.get(&element.symbol)
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// ) {
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// if dema120_vec.len() > 2
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// && dema30_vec.len() > 2
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// && dema120_vec.last().unwrap().close_time
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// == dema30_vec.last().unwrap().close_time
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// && dema30_vec.last().unwrap().close_time > server_epoch
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// && dema120_vec.last().unwrap().close_time > server_epoch
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// && ((dema120_vec.last().unwrap().dema_value
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// > dema30_vec.last().unwrap().dema_value)
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// && dema120_vec[dema120_vec.len() - 2].dema_value
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// < dema30_vec[dema30_vec.len() - 2].dema_value)
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// {
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// is_overturned = true;
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// }
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// }
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if let (Some(exchange_info), Some(tradefee)) = (
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exchange_info_map.get(&element.symbol),
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trade_fee_map.get(&element.symbol),
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) {
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// update stoploss
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// let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(
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// supertrend_vec.last().unwrap().band_value,
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// )
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// .unwrap();
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// if supertrend_vec.last().unwrap().area == SuperTrendArea::UP
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// && band_value > element.stoploss
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// {
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// let update_table_name = String::from("buy_ordered_coin_list");
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// let update_value = vec![(String::from("stoploss"), band_value.to_string())];
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// let update_condition = vec![(String::from("id"), element.id.to_string())];
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// update_record3(&update_table_name, &update_value, &update_condition)
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// .await
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// .unwrap();
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// }
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let lot_step_size = exchange_info.stepsize;
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let quote_commission_precision = exchange_info.quote_commission_precision;
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// TODO: BNB 코인이 있으면
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// let base_qty_to_be_ordered =
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// element.base_qty_ordered.round_dp_with_strategy(
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// lot_step_size.normalize().scale(),
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// RoundingStrategy::ToZero,
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// );
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// TODO: BNB 코인이 없으면
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let base_qty_to_be_ordered =
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element.base_qty_fee_adjusted.round_dp_with_strategy(
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lot_step_size.normalize().scale(),
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RoundingStrategy::ToZero,
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);
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// let target_profit_percent = decimal_mul(
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// decimal_div(
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// decimal_sub(element.target_price, element.buy_price),
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// element.buy_price,
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// ),
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// dec!(100),
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// )
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// .to_f64()
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// .unwrap();
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if !element.current_price.is_zero() {
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if element.pure_profit_percent >= 1.0 {
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is_sell = true;
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} else if element.pure_profit_percent <= -0.8 {
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is_sell = true;
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} else if is_overturned == true {
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is_sell = true;
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} else if server_epoch - element.transact_time >= (1_800_000) * 1 {
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// time up selling
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is_sell = true;
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}
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// TODO: sell_count가 1일 때 적용하기
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// else if (supertrend_vec
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// .last()
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// .unwrap()
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// .signal
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// .as_ref()
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// .is_some_and(|x| x.contains("SELL"))
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// || supertrend_vec.last().unwrap().area.contains("DOWN"))
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// && (supertrend_vec.last().unwrap().close_time > element.close_time)
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// {
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// println!(
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// "SELL signal selling {} {:.2}",
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// element.symbol, element.pure_profit_percent
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// );
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// limit_order_sell(
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// &element,
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// element.current_price,
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// base_qty_to_be_ordered,
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// &client,
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// &exchange_info_vec,
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// &trade_fee_vec,
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// )
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// .await;
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// }
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if is_sell == true {
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limit_order_sell(
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&element,
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element.current_price,
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base_qty_to_be_ordered,
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&client,
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&exchange_info_map,
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&trade_fee_map,
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)
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.await;
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}
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}
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}
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}
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}
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}
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Ok(())
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}
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