tradingbot/src/strategy_team/mod.rs

pub mod strategy_001;
pub mod strategy_002;
pub mod strategy_003;
pub mod strategy_004;
pub mod strategy_005;
pub mod strategy_006;
pub mod strategy_007;
// pub mod strategy_test;
pub mod strategy_manager;

use crate::coex::order_team::{limit_order_sell, select_filled_buy_orders};
use crate::coex::exchange_team::get_server_epoch;
use crate::coin_health_check_team::request_others::{ExchangeInfo, TradeFee};
use crate::database_control::*;
use crate::decimal_funcs::*;
use crate::value_estimation_team::datapoints::price_data::{RealtimePriceData, CandleType};
use crate::value_estimation_team::indicators::bollingerband::{bollingerband, BollingerBandData};
use crate::value_estimation_team::indicators::ema::{ema, ema_opclo, EmaData};
use crate::value_estimation_team::indicators::heatmap_volume::{
    heatmap_volume, HeatMapLevel, HeatmapVolumeData,
};
use crate::value_estimation_team::indicators::macd::{ema_macd, MacdData};
use crate::value_estimation_team::indicators::rsi::{rsi, RsiData};
use crate::value_estimation_team::indicators::sma::{sma, sma_opclo, SmaData};
use crate::value_estimation_team::indicators::stoch_rsi::{stoch_rsi, StochRsiData};
use crate::value_estimation_team::indicators::supertrend::{supertrend, SupertrendData, SuperTrendArea, SuperTrendSignal};
use crate::value_estimation_team::indicators::adx::{AdxData, adx};
use crate::value_estimation_team::indicators::dema::{DemaData, dema};
use crate::value_estimation_team::indicators::tema::{TemaData, tema};
use futures::future::try_join_all;
use reqwest::{Client, ClientBuilder};
use rust_decimal::{prelude::FromPrimitive, prelude::ToPrimitive, Decimal, RoundingStrategy};
use rust_decimal_macros::dec;
use sqlx::FromRow;
use std::sync::Arc;
use strategy_manager::insert_pre_suggested_coins;
use tokio::sync::Mutex;
use std::collections::{HashMap, HashSet};

#[derive(Debug, Clone)]
pub struct AllData {
    pub valid_symbol_vec: HashSet<String>,
    pub rt_price_1m_vec: HashMap<String, Vec<RealtimePriceData>>,
    pub rt_price_30m_vec: HashMap<String, Vec<RealtimePriceData>>,
    pub rt_price_1d_vec: HashMap<String, Vec<RealtimePriceData>>,
    pub rt_price_1w_vec: HashMap<String, Vec<RealtimePriceData>>,
    pub rt_price_1mon_vec: HashMap<String, Vec<RealtimePriceData>>,
}
impl AllData {
    pub fn new() -> AllData {
        let a = AllData {
            valid_symbol_vec: HashSet::new(),
            rt_price_1m_vec: HashMap::new(),
            rt_price_30m_vec: HashMap::new(),
            rt_price_1d_vec: HashMap::new(),
            rt_price_1w_vec: HashMap::new(),
            rt_price_1mon_vec: HashMap::new(),
        };
        a
    }
}

#[derive(Debug, FromRow)]
pub struct TimeData {
    pub server_epoch: u64,
    pub local_epoch: u64,
    pub epoch_difference: i64,
    pub server_ymdhs: String,
    pub local_ymdhs: String,
    pub last_server_epoch: u64,
    pub last_server_ymdhs: String,
}

#[derive(Clone)]
pub struct FilteredDataValue {
    pub closetime: i64,
    pub stoploss: Decimal,
    pub target_price: Decimal,
    pub current_price: Decimal,
}

impl FilteredDataValue {
    fn new() -> FilteredDataValue {
        let a = FilteredDataValue {
            closetime: 0,
            stoploss: Decimal::new(0, 8),
            target_price: Decimal::new(0, 8),
            current_price: Decimal::new(0, 8),
        };
        a
    }
}

pub async fn duplicate_filter(registerer: i32, original_filtered_data: &HashMap<String, FilteredDataValue>) 
-> Result<HashMap<String, FilteredDataValue>, Box<dyn std::error::Error + Send + Sync>> 
{
    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: HashMap<String, FilteredDataValue> = HashMap::new();
    let mut filtered_data_arc: Arc<Mutex<HashMap<String, FilteredDataValue>>> =
        Arc::new(Mutex::new(filtered_data));
    let mut task_vec = Vec::new();

    for (symbol, filtered_data) in original_filtered_data {
        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(registerer.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_c = filtered_data.clone();
        let filtered_data_arc_c = Arc::clone(&filtered_data_arc);
        task_vec.push(tokio::spawn(async move {
            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_lock = filtered_data_arc_c.lock().await;
                filtered_data_lock.insert(symbol_c, filtered_data_c);
            }
        }));
    }
    try_join_all(task_vec).await?;
    let filtered_data_c = filtered_data_arc.lock().await.clone();
    Ok(filtered_data_c)
}

pub async fn remove_keys(filtered_data: &mut HashMap<String, FilteredDataValue>, keys_to_remove: HashSet<String>) {
    let len_prev = filtered_data.len();
    // remove key-value in filtered_data
    for symbol in keys_to_remove {
        filtered_data.remove(&symbol);
    }
    let len_now = filtered_data.len();
    
    // shrink capacity of filtered_data
    if len_now != len_prev {
        filtered_data.shrink_to_fit();
    }
}

// useful functions for strategists
pub async fn get_current_price(
    symbol: &String,
    rt_price_map: &HashMap<String, Vec<RealtimePriceData>>,
) -> Option<f64> {
    if let Some(rt_vec) = rt_price_map.get(symbol) {
        if rt_vec.last().is_some() {
            return Some(rt_vec.last().unwrap().close_price);
        }
    }
    None
}