578 lines
21 KiB
Rust
578 lines
21 KiB
Rust
// assets_managing_team manages [asset_manage_announcement], [kelly_criterion], and[wallet] ([wallet_testnet] as well)
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use crate::coex::exchange_team::*;
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use crate::database_control::*;
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use crate::decimal_funcs::*;
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use crate::RunningMode::*;
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use crate::RUNNING_MODE;
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use reqwest::Client;
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use rust_decimal::{prelude::ToPrimitive, Decimal, RoundingStrategy};
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use rust_decimal_macros::dec;
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use serde_json::{Result, Value};
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use sqlx::FromRow;
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use crate::coex::order_team::{DBlist, SellHistoryList};
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#[derive(Debug, FromRow)]
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pub struct AchievementEvaluationInfo {
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pub strategist: u16,
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pub invested_usdt: Decimal,
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pub usdt_profit: Decimal,
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pub profit_percent: f64,
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}
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impl DBlist for AchievementEvaluationInfo {
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fn new() -> AchievementEvaluationInfo {
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let a = AchievementEvaluationInfo {
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strategist: 0,
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invested_usdt: Decimal::new(0, 8),
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usdt_profit: Decimal::new(0, 8),
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profit_percent: 0.0,
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};
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a
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}
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}
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#[derive(Debug, FromRow)]
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pub struct AssetInfo {
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pub initial_usdt: Decimal,
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pub current_total_usdt: Decimal,
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pub profit: Decimal,
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pub realtime_expected_total_usdt: f64,
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pub realtime_profit: f64,
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pub available_usdt: Decimal,
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pub is_tradable: u8,
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pub unit_trade_usdt: Decimal,
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}
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impl DBlist for AssetInfo {
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fn new() -> AssetInfo {
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let a = AssetInfo {
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initial_usdt: Decimal::new(0, 8),
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current_total_usdt: Decimal::new(0, 8),
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profit: Decimal::new(0, 8),
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realtime_expected_total_usdt: 0.0,
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realtime_profit: 0.0,
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available_usdt: Decimal::new(0, 8),
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is_tradable: 0,
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unit_trade_usdt: Decimal::new(0, 8),
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};
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a
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}
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}
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#[derive(Debug, FromRow)]
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pub struct WalletInfo {
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pub asset: String,
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pub free: Decimal,
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pub locked: Decimal,
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}
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impl DBlist for WalletInfo {
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fn new() -> WalletInfo {
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let a = WalletInfo {
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asset: String::new(),
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free: Decimal::new(0, 8),
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locked: Decimal::new(0, 8),
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};
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a
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}
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}
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#[derive(Debug, FromRow)]
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pub struct KellyCriterionInfo {
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pub betting_rate: f64,
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pub win_rate: f64,
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pub lose_rate: f64,
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pub profit_rate: f64,
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pub loss_rate: f64,
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}
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impl DBlist for KellyCriterionInfo {
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fn new() -> KellyCriterionInfo {
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let a = KellyCriterionInfo {
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betting_rate: 0.0,
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win_rate: 0.0,
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lose_rate: 0.0,
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profit_rate: 0.0,
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loss_rate: 0.0,
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};
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a
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}
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}
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// set unit_trade_usdt
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pub async fn set_unit_usdt() {
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let asset_info = select_asset_manage_announcement().await;
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let mut set_unit_trade_usdt = Decimal::new(0, 8);
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set_unit_trade_usdt = dec!(30.0); // $30 for each trade
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// update fields in [asset_manage_announcement] table
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let update_table_name = String::from("asset_manage_announcement");
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let update_values = vec![(
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String::from("unit_trade_usdt"),
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set_unit_trade_usdt.to_string(),
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)];
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let update_condition = vec![(String::from("id"), String::from("1"))];
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update_record3(&update_table_name, &update_values, &update_condition)
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.await
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.unwrap();
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}
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// add extra usdt to initial usdt
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pub async fn add_extra_usdt(extra_usdt: Decimal) {
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// update fields in [asset_manage_announcement] table
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let update_table_name = String::from("asset_manage_announcement");
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let mut value_build = String::from("initial_usdt + ");
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value_build.push_str(
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extra_usdt
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.round_dp_with_strategy(8, RoundingStrategy::ToZero)
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.to_string()
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.as_str(),
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);
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let update_values = vec![(String::from("initial_usdt"), value_build)];
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let update_condition = vec![(String::from("id"), String::from("1"))];
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update_record3(&update_table_name, &update_values, &update_condition)
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.await
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.unwrap();
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let mut value_build = String::from("current_total_usdt + ");
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value_build.push_str(
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extra_usdt
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.round_dp_with_strategy(8, RoundingStrategy::ToZero)
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.to_string()
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.as_str(),
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);
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let update_values = vec![(String::from("current_total_usdt"), value_build)];
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let update_condition = vec![(String::from("id"), String::from("1"))];
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update_record3(&update_table_name, &update_values, &update_condition)
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.await
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.unwrap();
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add_available_usdt(extra_usdt.round_dp_with_strategy(8, RoundingStrategy::ToZero)).await;
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// add additional_usdt into [wallet_simul]
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let mut update_table_name = String::new();
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if RUNNING_MODE == SIMUL {
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let update_table_name = String::from("wallet");
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let mut value_build = String::from("free + ");
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value_build.push_str(extra_usdt.to_string().as_str());
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let update_values = vec![(String::from("free"), value_build)];
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let update_condition = vec![(String::from("asset"), String::from("USDT"))];
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update_record3(&update_table_name, &update_values, &update_condition)
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.await
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.unwrap();
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}
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println!("add_extra_usdt 완료");
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}
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// update current_total_usdt and profit of asset
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pub async fn update_current_total_usdt() {
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let mut update_values: Vec<(String, String)> = Vec::new();
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if RUNNING_MODE == REAL || RUNNING_MODE == TEST {
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let free_usdt = fetch_free_usdt().await;
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let initial_usdt = select_asset_manage_announcement().await.initial_usdt;
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// println!("update_current_total_usdt실행 free_usdt: {}, initial_usdt: {}", free_usdt, initial_usdt);
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let mut profit: Decimal;
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if initial_usdt.is_zero() {
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profit = dec!(0.0);
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} else {
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profit = decimal_sub(decimal_div(free_usdt, initial_usdt), dec!(1));
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}
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update_values = vec![
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(String::from("current_total_usdt"), free_usdt.to_string()),
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(String::from("profit"), profit.to_string()),
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(
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String::from("realtime_expected_total_usdt"),
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0.0.to_string(),
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),
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(String::from("realtime_profit"), 0.0.to_string()),
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];
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} else {
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let asset_info = select_asset_manage_announcement().await;
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let achievement_evaluation = select_achievement_evaluation().await;
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let balance = decimal_sub(achievement_evaluation.usdt_profit, achievement_evaluation.invested_usdt);
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let current_total_usdt = decimal_add(asset_info.initial_usdt, balance);
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let profit = decimal_sub(
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decimal_div(current_total_usdt, asset_info.initial_usdt),
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dec!(1));
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update_values = vec![
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(
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String::from("current_total_usdt"),
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current_total_usdt.to_string(),
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),
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(String::from("profit"), profit.to_string()),
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(
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String::from("realtime_expected_total_usdt"),
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0.0.to_string(),
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),
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(String::from("realtime_profit"), 0.0.to_string()),
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];
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}
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let update_table_name = String::from("asset_manage_announcement");
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let update_condition = vec![(String::from("id"), String::from("1"))];
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update_record3(&update_table_name, &update_values, &update_condition)
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.await
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.unwrap();
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}
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// monitor whether [buy_ordered_coin_list] is empty to update current_total_usdt and available_usdt in [asset_manage_announcement]
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pub async fn monitoring_asset_usdt(previous_result: &mut bool, client: &Client) -> Result<()> {
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let table_name = String::from("buy_ordered_coin_list");
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let condition = None;
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let buy_list_result = exists_record(&table_name, &condition).await;
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let table_name = String::from("sell_ordered_coin_list");
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let condition = None;
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let sell_list_result = exists_record(&table_name, &condition).await;
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if buy_list_result == false && sell_list_result == false {
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if buy_list_result == false
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&& sell_list_result == false
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&& *previous_result == true
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&& (RUNNING_MODE == TEST || RUNNING_MODE == REAL)
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{
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let mut result = crate::coex::order_team::account_information(&client).await; // (/api, Weight(IP) 10)
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loop {
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if result.is_ok() {
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break;
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} else {
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println!("retry account_information()");
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tokio::time::sleep(tokio::time::Duration::from_secs(1)).await;
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result = crate::coex::order_team::account_information(&client).await;
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// (/api, Weight(IP) 10)
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}
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}
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// FIXME: 아래 함수들을 고쳐야함. 순환 오류 빠지는 듯
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update_current_total_usdt().await;
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set_available_usdt().await;
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set_unit_usdt().await;
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} else if buy_list_result == false
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&& sell_list_result == false
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&& *previous_result == true
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&& (RUNNING_MODE == SIMUL)
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{
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update_current_total_usdt().await;
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set_is_tradable().await;
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}
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*previous_result = false;
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} else {
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update_realtime_asset().await;
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*previous_result = true;
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}
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Ok(())
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}
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// update kelly_criterion table and kelly_betting_usdt
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pub async fn update_kelly_criterion() -> Result<()> {
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let table_name = String::from("sell_history");
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let condition = None;
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let is_exist = exists_record(&table_name, &condition).await;
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if is_exist == true {
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let select_columns = String::from("*");
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let select_condition = None;
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let data_struct = SellHistoryList::new();
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let sell_history_vec = select_record(
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&table_name,
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&select_columns,
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&select_condition,
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&data_struct,
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)
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.await
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.unwrap();
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let least_number = 50; // the least number of sell hostory to calculate kelly criterion
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if sell_history_vec.len() >= least_number {
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let lose_collection_vec = sell_history_vec.iter().filter(|&a| a.pure_profit_percent < 0.0).collect::<Vec<_>>();
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let win_collection_vec = sell_history_vec.iter().filter(|&a| a.pure_profit_percent >= 0.0).collect::<Vec<_>>();
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let win_rate: f64 = (win_collection_vec.len() as f64)/(sell_history_vec.len() as f64);
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let lose_rate: f64 = 1.0 - win_rate;
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let loss_sum = lose_collection_vec.iter().fold(0.0, |acc, x| acc + x.pure_profit_percent);
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let loss_rate_avg = (loss_sum * 0.01) / (lose_collection_vec.len() as f64) * -1.0;
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let profit_sum = win_collection_vec.iter().fold(0.0, |acc, x| acc + x.pure_profit_percent);
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let profit_rate_avg = (profit_sum * 0.01) / (win_collection_vec.len() as f64);
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let betting_rate = (win_rate / loss_rate_avg) - (lose_rate / profit_rate_avg);
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// update kelly_criterion
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let update_table_name = String::from("kelly_criterion");
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let update_value = vec![
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(String::from("betting_rate"), betting_rate.to_string()),
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(String::from("win_rate"), win_rate.to_string()),
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(String::from("lose_rate"), lose_rate.to_string()),
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(String::from("profit_rate"), profit_rate_avg.to_string()),
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(String::from("loss_rate"), loss_rate_avg.to_string()),
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]
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;
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let update_condition = vec![(String::from("id"), String::from("1"))];
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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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}
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Ok(())
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}
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// update realtime_expected_total_usdt and realtime_profit
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pub async fn update_realtime_asset() {
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let asset_info = select_asset_manage_announcement().await;
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let scoreboard_list = select_scoreboard().await;
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let scoreboard_short = scoreboard_list.first().unwrap();
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let scoreboard_long = scoreboard_list.last().unwrap();
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if scoreboard_short.total_number_of_coin != 0 || scoreboard_long.total_number_of_coin != 0 {
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// calculate expect_realtime_asset
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let available_usdt = asset_info.available_usdt.to_f64().unwrap();
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let total_used_usdt = scoreboard_short.total_used_usdt + scoreboard_long.total_used_usdt;
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let current_pos_profit_usdt =
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scoreboard_short.total_pos_profit_usdt + scoreboard_long.total_pos_profit_usdt;
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let current_neg_profit_usdt =
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scoreboard_short.total_neg_profit_usdt + scoreboard_long.total_neg_profit_usdt;
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let expect_realtime_expected_total_usdt =
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available_usdt + total_used_usdt + current_pos_profit_usdt + current_neg_profit_usdt;
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// calculate realtime_profit
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let mut realtime_profit = 0.0;
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let current_total_usdt = asset_info.current_total_usdt;
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if current_total_usdt.is_zero() {
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realtime_profit = 0.0;
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} else {
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realtime_profit = ((expect_realtime_expected_total_usdt
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/ current_total_usdt.to_f64().unwrap())
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- 1.0)
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* 100.0;
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}
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// update record
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let update_table_name = String::from("asset_manage_announcement");
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let update_values = vec![
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(
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String::from("realtime_expected_total_usdt"),
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expect_realtime_expected_total_usdt.to_string(),
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),
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(String::from("realtime_profit"), realtime_profit.to_string()),
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];
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let update_condition = vec![(String::from("id"), String::from("1"))];
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update_record3(&update_table_name, &update_values, &update_condition)
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.await
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.unwrap();
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}
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}
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// set available_usdt
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pub async fn set_available_usdt() {
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let update_table_name = String::from("asset_manage_announcement");
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// fetch current_total_usdt
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let mut asset_info = select_asset_manage_announcement().await;
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let kelly_criterion_info = select_kelly_criterion().await;
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let mut available_usdt: Decimal;
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if kelly_criterion_info.betting_rate >= 5.0 && kelly_criterion_info.betting_rate < 100.0 {;
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available_usdt = decimal_mul(asset_info.current_total_usdt, rust_decimal::prelude::FromPrimitive::from_f64(
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kelly_criterion_info.betting_rate * 0.01,
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)
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.unwrap());
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} else if kelly_criterion_info.betting_rate >= 100.0 {
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available_usdt = asset_info.current_total_usdt;
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} else { // default: 5% of current_total_usdt
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available_usdt = decimal_mul(asset_info.current_total_usdt, dec!(0.05));
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}
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let unit_trade_usdt = asset_info.unit_trade_usdt;
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// set available_usdt with current_total_usdt and update is_tradable
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let update_value = {
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if available_usdt > unit_trade_usdt {
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vec![
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(String::from("available_usdt"), available_usdt.to_string()),
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(String::from("is_tradable"), (String::from("1"))),
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]
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} else {
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vec![
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(String::from("available_usdt"), available_usdt.to_string()),
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(String::from("is_tradable"), (String::from("0"))),
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]
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}
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};
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let update_condition = vec![(String::from("id"), String::from("1"))];
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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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// get available_usdt
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pub async fn get_available_usdt() -> Decimal {
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let update_table_name = String::from("asset_manage_announcement");
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let mut asset_info = select_asset_manage_announcement().await;
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asset_info.available_usdt
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}
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// add available_usdt
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pub async fn add_available_usdt(add_usdt: Decimal) {
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let update_table_name = String::from("asset_manage_announcement");
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let mut value_build = String::from("available_usdt + ");
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value_build.push_str(add_usdt.to_string().as_str());
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let update_values = vec![(String::from("available_usdt"), value_build)];
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let update_condition = vec![(String::from("id"), String::from("1"))];
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update_record3(&update_table_name, &update_values, &update_condition)
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.await
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.unwrap();
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}
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// subtract available_usdt
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pub async fn sub_available_usdt(sub_usdt: Decimal) {
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let update_table_name = String::from("asset_manage_announcement");
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let mut value_build = String::from("available_usdt - ");
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value_build.push_str(sub_usdt.to_string().as_str());
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let update_values = vec![(String::from("available_usdt"), value_build)];
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let update_condition = vec![(String::from("id"), String::from("1"))];
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update_record3(&update_table_name, &update_values, &update_condition)
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.await
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.unwrap();
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}
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// set is_tradable as available_usdt
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pub async fn set_is_tradable() {
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let update_table_name = String::from("asset_manage_announcement");
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let mut asset_info = select_asset_manage_announcement().await;
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let unit_trade_usdt = asset_info.unit_trade_usdt;
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let available_usdt = asset_info.available_usdt;
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let update_value = {
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if available_usdt > unit_trade_usdt {
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vec![(String::from("is_tradable"), (String::from("1")))]
|
|
} else {
|
|
vec![(String::from("is_tradable"), (String::from("0")))]
|
|
}
|
|
};
|
|
let update_condition = vec![(String::from("id"), String::from("1"))];
|
|
update_record3(&update_table_name, &update_value, &update_condition)
|
|
.await
|
|
.unwrap();
|
|
}
|
|
|
|
// get is_tradable
|
|
pub async fn get_is_tradable() -> bool {
|
|
let asset_info = select_asset_manage_announcement().await;
|
|
let is_tradable = asset_info.is_tradable;
|
|
|
|
if asset_info.is_tradable == 1 {
|
|
true
|
|
} else {
|
|
false
|
|
}
|
|
}
|
|
|
|
pub async fn get_unit_trade_usdt() -> Decimal {
|
|
let asset_info = select_asset_manage_announcement().await;
|
|
asset_info.unit_trade_usdt
|
|
}
|
|
|
|
pub async fn get_current_total_usdt() -> Decimal {
|
|
let asset_info = select_asset_manage_announcement().await;
|
|
asset_info.current_total_usdt
|
|
}
|
|
|
|
pub async fn select_asset_manage_announcement() -> AssetInfo {
|
|
let mut asset_info = AssetInfo::new();
|
|
|
|
let table_name = String::from("asset_manage_announcement");
|
|
let columns = String::from("*");
|
|
let condition = None;
|
|
|
|
let select_result = select_record(&table_name, &columns, &condition, &asset_info)
|
|
.await
|
|
.unwrap();
|
|
let result_vec = select_result.first().unwrap();
|
|
|
|
asset_info.initial_usdt = result_vec.initial_usdt;
|
|
asset_info.current_total_usdt = result_vec.current_total_usdt;
|
|
asset_info.profit = result_vec.profit;
|
|
asset_info.realtime_expected_total_usdt = result_vec.realtime_expected_total_usdt;
|
|
asset_info.realtime_profit = result_vec.realtime_profit;
|
|
asset_info.available_usdt = result_vec.available_usdt;
|
|
asset_info.is_tradable = result_vec.is_tradable;
|
|
asset_info.unit_trade_usdt = result_vec.unit_trade_usdt;
|
|
|
|
asset_info
|
|
}
|
|
|
|
// fetch free usdt from wallet
|
|
pub async fn fetch_free_usdt() -> Decimal {
|
|
let wallet_info = WalletInfo::new();
|
|
let select_table_name = {
|
|
if RUNNING_MODE == SIMUL || RUNNING_MODE == REAL {
|
|
String::from("wallet")
|
|
} else {
|
|
String::from("wallet_testnet")
|
|
}
|
|
};
|
|
|
|
let select_columns_name = String::from("*");
|
|
let condition = Some(String::from("WHERE asset = 'USDT'"));
|
|
|
|
let mut select_result = select_record(
|
|
&select_table_name,
|
|
&select_columns_name,
|
|
&condition,
|
|
&wallet_info,
|
|
)
|
|
.await
|
|
.unwrap();
|
|
select_result.first().unwrap().free
|
|
}
|
|
|
|
pub async fn select_kelly_criterion() -> KellyCriterionInfo {
|
|
let mut kelly_criterion_info = KellyCriterionInfo::new();
|
|
|
|
let table_name = String::from("kelly_criterion");
|
|
let columns = String::from("*");
|
|
let condition = None;
|
|
|
|
let select_result = select_record(&table_name, &columns, &condition, &kelly_criterion_info)
|
|
.await
|
|
.unwrap();
|
|
let result_vec = select_result.first().unwrap();
|
|
|
|
kelly_criterion_info.betting_rate = result_vec.betting_rate;
|
|
kelly_criterion_info.win_rate = result_vec.win_rate;
|
|
kelly_criterion_info.lose_rate = result_vec.lose_rate;
|
|
kelly_criterion_info.profit_rate = result_vec.profit_rate;
|
|
kelly_criterion_info.loss_rate = result_vec.loss_rate;
|
|
|
|
kelly_criterion_info
|
|
}
|
|
|
|
pub async fn select_achievement_evaluation() -> AchievementEvaluationInfo {
|
|
let mut achievement_evaluation_info = AchievementEvaluationInfo::new();
|
|
|
|
let table_name = String::from("achievement_evaluation");
|
|
let columns = String::from("*");
|
|
let condition = None;
|
|
// FIXME: this code should be general
|
|
let select_result = select_record(&table_name, &columns, &condition, &achievement_evaluation_info)
|
|
.await
|
|
.unwrap();
|
|
let result_vec = &select_result[2]; //strategist #3
|
|
|
|
achievement_evaluation_info.strategist = result_vec.strategist;
|
|
achievement_evaluation_info.invested_usdt = result_vec.invested_usdt;
|
|
achievement_evaluation_info.usdt_profit = result_vec.usdt_profit;
|
|
achievement_evaluation_info.profit_percent = result_vec.profit_percent;
|
|
|
|
achievement_evaluation_info
|
|
}
|