397 lines
20 KiB
Rust
397 lines
20 KiB
Rust
use super::{
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dec, decimal_add, decimal_sub, ema, exists_record, insert_pre_suggested_coins,
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limit_order_sell, rsi, select_filled_buy_orders, stoch_rsi, supertrend, try_join_all, AllData,
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Arc, Client, ClientBuilder, Decimal, EmaData, ExchangeInfo, FilteredData, Mutex,
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RealtimePriceData, RoundingStrategy, RsiData, StochRsiData, SupertrendData, TradeFee, update_record3, adx, AdxData, server_epoch
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};
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// Triple SuperTrend strategy
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// SuperTrend length: 20, multiplier: 1.5, BUY signal
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// ADX(10, 10) < 25.0
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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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// 1st filtering: lookup tables if the tradepair is already there
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let inspect_table_name_1 = String::from("buy_ordered_coin_list");
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let inspect_table_name_2 = String::from("sell_ordered_coin_list");
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let inspect_table_name_3 = String::from("pre_suggested_coin_list");
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let inspect_table_name_4 = String::from("suggested_coin_list");
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let mut filtered_data_1st: Vec<FilteredData> = Vec::new();
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let mut filtered_data_1st_arc: Arc<Mutex<Vec<FilteredData>>> =
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Arc::new(Mutex::new(filtered_data_1st));
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let mut task_vec = Vec::new();
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for symbol in &alldata.valid_symbol_vec {
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let mut exists_condition_build = String::from("symbol=\'");
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exists_condition_build.push_str(symbol.as_str());
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exists_condition_build.push_str("\' AND registerer=");
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exists_condition_build.push_str(6.to_string().as_str());
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// exists_condition_build.push_str("\' AND close_time=");
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// exists_condition_build.push_str(element.1.to_string().as_str());
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let exists_condition = Some(exists_condition_build);
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let exists_condition_c = exists_condition.clone();
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let inspect_table_name_1_c = inspect_table_name_1.clone();
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let inspect_table_name_2_c = inspect_table_name_2.clone();
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let inspect_table_name_3_c = inspect_table_name_3.clone();
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let inspect_table_name_4_c = inspect_table_name_4.clone();
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let symbol_c = symbol.clone();
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let filtered_data_1st_arc_c = Arc::clone(&filtered_data_1st_arc);
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task_vec.push(tokio::spawn(async move {
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let mut filtered_data = FilteredData::new();
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let inspect_result_1 =
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exists_record(&inspect_table_name_1_c, &exists_condition_c).await;
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let inspect_result_2 =
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exists_record(&inspect_table_name_2_c, &exists_condition_c).await;
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let inspect_result_3 =
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exists_record(&inspect_table_name_3_c, &exists_condition_c).await;
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let inspect_result_4 =
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exists_record(&inspect_table_name_4_c, &exists_condition_c).await;
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if inspect_result_1 == false
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&& inspect_result_2 == false
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&& inspect_result_3 == false
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&& inspect_result_4 == false
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{
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let mut filtered_data_1st_lock = filtered_data_1st_arc_c.lock().await;
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filtered_data.symbol = symbol_c;
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filtered_data_1st_lock.push(filtered_data);
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}
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}));
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}
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try_join_all(task_vec).await?;
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// 2nd filtering: supertrend(ATR period 20, multiplier: 1.5, 30m close price), signal should be BUY
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let filtered_data_1st = filtered_data_1st_arc.lock().await.clone();
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let mut filtered_data_2nd: Vec<FilteredData> = Vec::new();
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let mut filtered_data_2nd_arc: Arc<Mutex<Vec<FilteredData>>> =
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Arc::new(Mutex::new(filtered_data_2nd));
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let mut task_vec = Vec::new();
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for element in filtered_data_1st {
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let mut rt_30m_vec: Vec<RealtimePriceData> = Vec::new();
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let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
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let filtered_data_2nd_arc_c = Arc::clone(&filtered_data_2nd_arc);
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task_vec.push(tokio::spawn(async move {
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let rt_30m_option = rt_price_30m_vec_c
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.iter()
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.position(|x| *x.0 == element.symbol);
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let supertrend_option_30m =
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supertrend(&element.symbol, &rt_price_30m_vec_c, 20, 1.5, true).await;
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if rt_30m_option.is_some() && supertrend_option_30m.is_some() {
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rt_30m_vec = rt_price_30m_vec_c[rt_30m_option.unwrap()].1.clone();
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supertrend_vec = supertrend_option_30m.unwrap();
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let server_epoch = server_epoch().await;
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if rt_30m_vec.len() >= 3 && supertrend_vec.len() >= 3 && rt_30m_vec.last().unwrap().close_time > server_epoch {
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let supertrend_search_result = supertrend_vec.binary_search_by_key(
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&rt_30m_vec.last().unwrap().close_time,
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|SupertrendData {
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band_value,
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signal,
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area,
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close_time,
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}| *close_time,
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);
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if supertrend_search_result.is_ok() {
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let current_price: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(rt_30m_vec.last().unwrap().close_price).unwrap();
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if supertrend_vec[supertrend_search_result.unwrap()].signal.as_ref().is_some_and(|x| x.contains("BUY"))
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&& current_price
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< rust_decimal::prelude::FromPrimitive::from_f64(
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supertrend_vec[supertrend_search_result.unwrap()-1].band_value * 1.002,
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)
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.unwrap()
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&& supertrend_vec[supertrend_search_result.unwrap()-1].band_value > supertrend_vec[supertrend_search_result.unwrap()].band_value
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{
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let mut filtered_data_2nd_lock = filtered_data_2nd_arc_c.lock().await;
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let mut filtered_data = FilteredData::new();
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filtered_data.symbol = element.symbol.clone();
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filtered_data.closetime = supertrend_vec[supertrend_search_result.unwrap()].close_time;
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filtered_data.current_price = current_price;
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filtered_data.stoploss = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec[supertrend_search_result.unwrap()].band_value).unwrap();
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let target_price = decimal_add(
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filtered_data.current_price,
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decimal_sub(filtered_data.current_price, filtered_data.stoploss),
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);
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filtered_data.target_price = target_price;
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filtered_data_2nd_lock.push(filtered_data);
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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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try_join_all(task_vec).await?;
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// 3rd filtering: the 5 previous ADX(10, 10)s are over 25.0 and increased
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let filtered_data_2nd = filtered_data_2nd_arc.lock().await.clone();
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let mut filtered_data_3rd: Vec<FilteredData> = Vec::new();
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let mut filtered_data_3rd_arc: Arc<Mutex<Vec<FilteredData>>> =
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Arc::new(Mutex::new(filtered_data_3rd));
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let mut task_vec = Vec::new();
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let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
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let adx_vec = adx(10, 10, &alldata.rt_price_30m_vec, &filtered_data_2nd).await?;
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for element in filtered_data_2nd {
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let mut adx_vec_c = adx_vec.clone();
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let symbol = element.symbol.clone();
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let close_time = element.closetime;
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let idx_result = adx_vec.iter().position(|elem| elem.0 == symbol);
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let filtered_data_3rd_arc_c = Arc::clone(&filtered_data_3rd_arc);
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if idx_result.is_some(){
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task_vec.push(tokio::spawn(async move {
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let closetime_idx_result = adx_vec_c[idx_result.unwrap()].1.iter().position(|elem| elem.close_time==close_time);
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if closetime_idx_result.is_some() {
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if adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-1].adx > 25.0 &&
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adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx > 25.0 &&
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adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx > 25.0 &&
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adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx > 25.0 &&
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adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-5].adx > 25.0 &&
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adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-1].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx &&
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adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-2].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx &&
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adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-3].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx &&
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adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-4].adx > adx_vec_c[idx_result.unwrap()].1[closetime_idx_result.unwrap()-5].adx {
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let mut filtered_3rd_symbols_lock =
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filtered_data_3rd_arc_c.lock().await;
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let mut filtered_data = FilteredData::new();
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filtered_data.symbol = element.symbol.clone();
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filtered_data.closetime = element.closetime;
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filtered_data.current_price = element.current_price;
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filtered_data.stoploss = element.stoploss;
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filtered_data.target_price = element.target_price;
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filtered_3rd_symbols_lock.push(filtered_data);
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}
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}
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}));
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}
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}
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try_join_all(task_vec).await?;
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// 4th filtering: supertrend(ATR period 3, multiplier: 1.1, 1d close price), the area should be in UP area.
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let filtered_data_3rd = filtered_data_3rd_arc.lock().await.clone();
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let mut filtered_data_4th: Vec<FilteredData> = Vec::new();
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let mut filtered_data_4th_arc: Arc<Mutex<Vec<FilteredData>>> =
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Arc::new(Mutex::new(filtered_data_4th));
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let mut task_vec = Vec::new();
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let valid_symbol_vec_c = alldata.valid_symbol_vec.clone();
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for element in filtered_data_3rd {
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let mut opclo_1d_vec: Vec<RealtimePriceData> = Vec::new();
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let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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let rt_price_1d_vec_c = alldata.rt_price_1d_vec.clone();
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let filtered_data_4th_arc_c = Arc::clone(&filtered_data_4th_arc);
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task_vec.push(tokio::spawn(async move {
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let supertrend_option_1d =
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supertrend(&element.symbol, &rt_price_1d_vec_c, 3, 1.1, true).await;
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if supertrend_option_1d.is_some() {
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supertrend_vec = supertrend_option_1d.unwrap();
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if supertrend_vec.len() >= 3 {
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if supertrend_vec.last().unwrap()
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.area
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.contains("UP")
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{
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let mut filtered_4th_symbols_lock =
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filtered_data_4th_arc_c.lock().await;
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let mut filtered_data = FilteredData::new();
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filtered_data.symbol = element.symbol.clone();
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filtered_data.closetime = element.closetime;
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filtered_data.current_price = element.current_price;
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filtered_data.stoploss = element.stoploss;
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filtered_data.target_price = element.target_price;
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filtered_4th_symbols_lock.push(filtered_data);
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}
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}
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}
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}));
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}
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try_join_all(task_vec).await?;
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// 5th filtering: 0.5% <= the average amplitude of the latest 10 30m candles <= 1.0%
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let filtered_data_4th_c = filtered_data_4th_arc.lock().await.clone();
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let mut filtered_data_5th: Vec<FilteredData> = Vec::new();
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let mut filtered_data_5th_arc: Arc<Mutex<Vec<FilteredData>>> =
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Arc::new(Mutex::new(filtered_data_5th));
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let mut task_vec = Vec::new();
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for element in filtered_data_4th_c {
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let mut supertrend_vec: Vec<SupertrendData> = Vec::new();
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let rt_price_30m_vec_c = alldata.rt_price_30m_vec.clone();
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let filtered_data_5th_arc_c = Arc::clone(&filtered_data_5th_arc);
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task_vec.push(tokio::spawn(async move {
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let position_idx = rt_price_30m_vec_c.iter().position(|elem| elem.0 == element.symbol);
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if position_idx.is_some() {
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let vec_len = rt_price_30m_vec_c[position_idx.unwrap()].1.len();
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if vec_len >= 11 {
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let candles = rt_price_30m_vec_c[position_idx.unwrap()].1.get(vec_len-12..vec_len-1).unwrap();
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let windows = candles.windows(2);
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let mut average_amplitude = 0.0;
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for window in windows {
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average_amplitude += (window.last().unwrap().high_price - window.last().unwrap().low_price) / window.first().unwrap().close_price;
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}
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average_amplitude /= 10.0;
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if 0.005 <= average_amplitude && average_amplitude <= 0.01 {
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let mut filtered_data_5th_lock = filtered_data_5th_arc_c.lock().await;
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let mut filtered_data = FilteredData::new();
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filtered_data.symbol = element.symbol.clone();
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filtered_data.closetime = element.closetime;
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filtered_data.current_price = element.current_price;
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filtered_data.stoploss = element.stoploss;
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filtered_data.target_price = element.target_price;
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filtered_data_5th_lock.push(filtered_data);
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}
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}
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}
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}));
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}
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try_join_all(task_vec).await?;
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let final_filtered_data = filtered_data_5th_arc.lock().await.clone();
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insert_pre_suggested_coins(6, false, &final_filtered_data, &alldata).await;
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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_vec: &Vec<ExchangeInfo>,
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trade_fee_vec: &Vec<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(6).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 = server_epoch().await;
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for element in filled_buy_orders {
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if element.used_usdt >= dec!(10.0) {
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let lot_step_size_option = exchange_info_vec
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.iter()
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.position(|exchange_info| exchange_info.symbol == element.symbol);
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let quote_commission_precision_option = exchange_info_vec
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.iter()
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.position(|exchange_info| exchange_info.symbol == element.symbol);
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let opclo_30m_option = all_data
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.rt_price_30m_vec
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.iter()
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.position(|x| *x.0 == element.symbol);
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let supertrend_option_30m =
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supertrend(&element.symbol, &all_data.rt_price_30m_vec, 20, 1.5, true).await;
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if lot_step_size_option.is_some()
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&& quote_commission_precision_option.is_some()
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&& opclo_30m_option.is_some()
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&& supertrend_option_30m.is_some()
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{
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// update stoploss
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supertrend_vec = supertrend_option_30m.unwrap();
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let band_value: Decimal = rust_decimal::prelude::FromPrimitive::from_f64(supertrend_vec.last().unwrap().band_value).unwrap();
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if supertrend_vec.last().unwrap().area.contains("UP")
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&& band_value > element.stoploss {
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let update_table_name = String::from("buy_ordered_coin_list");
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let update_value = vec![
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(String::from("stoploss"), band_value.to_string()),
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];
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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_vec[lot_step_size_option.unwrap()].stepsize;
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let quote_commission_precision = exchange_info_vec
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[quote_commission_precision_option.unwrap()]
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.quote_commission_precision;
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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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if (element.is_long == 0 || element.is_long == 1)
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&& !element.current_price.is_zero()
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{
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if element.current_price >= element.target_price
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&& element.pure_profit_percent >= 0.1
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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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} else if element.current_price <= element.stoploss {
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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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} else if server_epoch - element.transact_time > 27_000_000 && element.pure_profit_percent.is_sign_positive() {
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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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// 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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// )
|
|
// .await;
|
|
// }
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
Ok(())
|
|
}
|