인터벌 오류 수정

src/App.vue

@@ -30,9 +30,9 @@ const scrollContainer2 = ref()
 const signal1 = ref([])
 const signal2 = ref([])
 
-const contract = ref('BTC_USDT')
+const contract = ref('ETH_USDT')
 /*	Interval : "10s", "1m", "5m", "15m", "30m", "1h", "4h", "8h", "1d", "7d"*/
-const time = ref('1h')
+const time = ref('5m')
 const chartOptions = ref({
   layout: {
     textColor: 'black',
@@ -165,11 +165,10 @@ const init = (cont, ti) => {
     // console.table(entrySignals(data))
     candleTick.value = data
   })
-
   candleSocket(cont, ti)
 }
 
-const distroy = (cont) => {
+const distroy = () => {
   candleTick.value = []
   socket.close()
 }
@@ -187,15 +186,17 @@ const lazyLoad = async (ti) => {
   })
 }
 
+let loopIdx = 0
 const candleSocket = (cont, ti) => {
   socket.addEventListener('open', (event) => {
     // socket.send(JSON.stringify({"type":"subscribe", "channel": cont, "time": ti}))
-    console.log(cont, ti)
     socket.send(JSON.stringify({"time" : curToUnix(), "channel" : "futures.candlesticks","event": "subscribe", "payload" : [ti, cont]}))
+    socket.send(JSON.stringify({"time" : curToUnix(), "channel" : "futures.trades","event": "subscribe", "payload" : [cont]}))
   })
 
   socket.addEventListener('message', (message) => {
     const msg = JSON.parse(message.data)
+    if(msg.channel === 'futures.candlesticks') {
       if(msg.event === 'update') {
         const item = msg.result[0]
 
@@ -208,6 +209,29 @@ const candleSocket = (cont, ti) => {
           candleTick.value = [...ticks]
         }
 
+      }
+    } else {
+      if(msg.event === 'update') {
+        const item = msg.result[0]
+        // console.log(item)
+        const ticks = candleTick.value
+        try {
+          let diff = 0
+          if(time.value === '10s') diff = 10
+          else if(time.value === '1m') diff = 60
+          else if(time.value === '5m') diff = (60 * 5)
+          else if(time.value === '15m') diff = (60 * 15)
+          else if(time.value === '30m') diff = (60 * 30)
+          else if(time.value === '1h') diff = (60 * 60)
+          else if(time.value === '4h') diff = (60 * 60 * 4)
+          else if(time.value === '8h') diff = (60 * 60 * 8)
+          else if(time.value === '1d') diff = (60 * 60 * 24)
+          else if(time.value === '7d') diff = (60 * 60 * 24 * 7)
+          if(item.create_time >= ticks[ticks.length - 1].t && item.create_time <= (ticks[ticks.length - 1].t + diff)) {
+            ticks[ticks.length - 1].c = item.price
+            if(ticks[ticks.length - 1].h < item.price) ticks[ticks.length - 1].h = item.price
+            if(ticks[ticks.length - 1].l > item.price) ticks[ticks.length - 1].l = item.price
+            candleTick.value = [...ticks]
             ema.value = calculateEMA(ticks, 20)
             macd.value = calculateMACD(ticks)
             bb.value = calculateBollingerBands(ticks)
@@ -215,14 +239,21 @@ const candleSocket = (cont, ti) => {
             // console.table(entrySignals(ticks))
             const dd = entrySignals(ticks)
             if(dd.length) signal2.value = [...signal2.value, entrySignals(ticks)]
-
             const tt = swingSignal(ticks)
             console.log(tt)
             if(tt[0] !== 'HOLD') signal1.value = [...signal1.value, swingSignal(ticks)]
-      lazyLock.value = false
           }
+        } catch(error) {}
 
-
+        loopIdx++;
+        if(loopIdx > 1000) {
+          console.clear();
+          loopIdx = 0;
+        }
+        // console.log('trade', socketLock)
+      }
+    }
+    lazyLock.value = false
   })
 }
 

src/utils/sig.ts

@@ -128,18 +128,38 @@ const swingSignal = (data: any) => {
     const bbl    = bbands.lower[latest - offsetBb];
     const bbu    = bbands.upper[latest - offsetBb];
 
-    // 4) 최종 조건
+    // 시나리오1
-    if (volatilityBreak &&
+    // if (volatilityBreak &&
-        prev < 0 && hist >= 0 &&
+    //     prev < 0 && hist >= 0 &&
+    //     rsiVal <= 35 && close <= bbl)
+    //     return ['LONG',volatilityBreak, prev, hist, rsiVal, close, bbl]
+    //
+    // if (volatilityBreak &&
+    //     prev > 0 && hist <= 0 &&
+    //     rsiVal >= 65 && close >= bbu)
+    //     return ['SHORT',volatilityBreak, prev, hist, rsiVal, close, bbl]
+
+    // 시나리오2
+    // if (volatilityBreak &&
+    //     prev < hist &&
+    //     rsiVal <= 35 && close <= bbl)
+    //     return ['LONG',volatilityBreak, prev, hist, rsiVal, close, bbl]
+    //
+    // if (volatilityBreak &&
+    //     prev > hist &&
+    //     rsiVal >= 65 && close >= bbu)
+    //     return ['SHORT',volatilityBreak, prev, hist, rsiVal, close, bbl]
+
+    // 시나리오3
+    if (prev < hist &&
         rsiVal <= 35 && close <= bbl)
-        return ['LONG',volatilityBreak, prev, hist, rsiVal, close, bbl]
+        return ['LONG', prev, hist, rsiVal, close, bbl]
 
-    if (volatilityBreak &&
+    if (prev > hist &&
-        prev > 0 && hist <= 0 &&
         rsiVal >= 65 && close >= bbu)
-        return ['SHORT',volatilityBreak, prev, hist, rsiVal, close, bbl]
+        return ['SHORT', prev, hist, rsiVal, close, bbl]
 
-    return ['HOLD',volatilityBreak, prev, hist, rsiVal, close, bbl];
+    return ['HOLD', prev, hist, rsiVal, close, bbl];
 };
 
 export {swingSignal}