update

src/app.ts

@@ -6,7 +6,7 @@ import positionsApi from './api/positions';
 import candlesApi from './api/candles';
 import swaggerUi from 'swagger-ui-express';
 import YAML from 'yamljs';
-import './schedule/candleAnalysisSchedule';
+import './schedule';
 
 
 const app: Application = express();

src/dao/analysis.ts

@@ -0,0 +1,22 @@
+export interface Analysis {
+  symbol: string;
+  interval: string;
+  emaDirection: string;
+  macdDirection: string;
+  isMacdCrossUp: boolean;
+  isMacdCrossDown: boolean;
+  isMacdUpper: boolean;
+  isMacdLower: boolean;
+  isEmaCrossUp: boolean;
+  isEmaCrossDown: boolean;
+  isPinBar: boolean;
+  isHighVolatility: boolean;
+  isBuy: boolean;
+  isSell: boolean;
+  isTouch200: boolean;
+  isReverse200: boolean;
+  lowHight: number;
+  numberTouch200: number;
+  numberMacdCrossUp: number;
+  numberMacdCrossDown: number;
+}

src/dao/order.ts

@@ -0,0 +1,9 @@
+export interface Order {
+  symbol: string;
+  side: "buy" | "sell";
+  entry: number;
+  volume: number;
+  leverage?: number;
+  stopLoss?: number;
+  takeProfit?: number;
+}

src/dao/position.ts

@@ -0,0 +1,9 @@
+export interface Position {
+  symbol: string;
+  side: string;
+  entry: number;
+  leverage: number;
+  volume: number;
+  profit: number;
+  profitPercentage: number;
+}

src/dao/subwave.ts

@@ -0,0 +1,10 @@
+export interface Subwave {
+  symbol: string;
+  interval: string;
+  subwave: string;
+  subwaveDirection: string;
+  subwaveType: string;
+  subwaveLength: number;
+  subwaveStart: number;
+  subwaveEnd: number;
+}

src/dao/wave.ts

@@ -0,0 +1,9 @@
+export interface Wave {
+  symbol: string;
+  interval: string;
+  trend: 'Bullish' | 'Bearish';
+  numberTouchEma: number;
+  numberMacdCrossUp: number;
+  numberMacdCrossDown: number;
+  lowOrHighPrice: number;
+} 

src/handlers/candleHandler.ts

@@ -1,11 +1,23 @@
 import { Request, Response } from 'express';
 import { BybitService } from '../services/bybitService';
-import * as indicatorService from '../services/indicatorService';
+import { IndicatorService } from '../services/indicatorService';
+import { Candle } from '../dao/candles';
+import { KlineIntervalV3 } from 'bybit-api';
 
 export const analyzeCandles = async (req: Request, res: Response) => {
-  const { symbol, interval } = req.params;
+  const { symbol, interval: intervalString } = req.params;
+  const interval = intervalString as KlineIntervalV3;
   const bybitService = new BybitService(process.env.BYBIT_API_KEY!, process.env.BYBIT_API_SECRET!);
-  const candles = await bybitService.getCandles({ symbol, interval: '5', category: 'linear', limit: 200 });
-  const analysis = indicatorService.analyze(candles);
+  const candles = await bybitService.getCandles({ symbol, interval, category: 'linear', limit: 200 });
+  const indicatorService = new IndicatorService();
+  const analysis = indicatorService.analyze(candles, {
+    symbol,
+    interval,
+    trend: 'Bullish',
+    numberTouchEma: 0,
+    numberMacdCrossUp: 0,
+    numberMacdCrossDown: 0,
+    lowOrHighPrice: 0,
+  });
   res.json(analysis);
 }; 

src/helpers/candles.ts

@@ -1,9 +1,4 @@
-interface Candle {
-  open: number;
-  close: number;
-  low: number;
-  high: number;
-}
+import { Candle } from "../dao/candles";
 
 type PatternType =
   | "Doji"
@@ -647,3 +642,28 @@ export function isHighVolatilityCandle(candles: Candle[]): boolean {
   // A candle is considered high volatility if either its range or its body size (or both) are significantly larger
   return isRangeHigh || isBodySizeHigh;
 }
+
+function upperShadow(candle: Candle): number {
+  return candle.high - Math.max(candle.open, candle.close);
+}
+
+function lowerShadow(candle: Candle): number {
+  return Math.min(candle.open, candle.close) - candle.low;
+}
+
+export function isPinBar(candle: Candle): {isPinBar: boolean, isBullish: boolean, isBearish: boolean} {
+  const bodySize = getBodySize(candle);
+  const totalRange = getTotalRange(candle);
+  const upperShadowSize = upperShadow(candle);
+  const lowerShadowSize = lowerShadow(candle);
+
+  if (bodySize < totalRange * 0.3 && upperShadowSize > bodySize * 2) {
+    return {isPinBar: true, isBullish: true, isBearish: false};
+  }
+
+  if (bodySize < totalRange * 0.3 && lowerShadowSize > bodySize * 2) {
+    return {isPinBar: true, isBullish: false, isBearish: true};
+  }
+
+  return {isPinBar: false, isBullish: false, isBearish: false};
+}

src/schedule/candleAnalysisSchedule.ts

@@ -1,25 +1,94 @@
 import schedule from 'node-schedule';
-import * as indicatorService from '../services/indicatorService';
+import { IndicatorService } from '../services/indicatorService';
 import { BybitService } from '../services/bybitService';
 import { KlineIntervalV3 } from 'bybit-api';
 import { sendLarkMessage } from '../services/messageService';
+import { Candle } from '../dao/candles';
+import { Order } from '../dao/order';
 
-// Hàm thực hiện phân tích nến
-async function analyzeCandlesJob(symbol: string, interval: KlineIntervalV3) {
-  const bybitService = new BybitService(process.env.BYBIT_API_KEY!, process.env.BYBIT_API_SECRET!, false);
-  // TODO: Lấy client thật nếu cần
-  const candles = await bybitService.getCandles({ symbol, interval, category: 'linear', limit: 200 });
-  const analysis = indicatorService.analyze(candles);
-  await sendLarkMessage('oc_f9b2e8f0309ecab0c94e3e134b0ddd29', JSON.stringify(analysis));
-  // Có thể gửi kết quả qua Lark, lưu DB, ...
+const indicatorService = new IndicatorService();
+const bybitService = new BybitService(process.env.BYBIT_API_KEY!, process.env.BYBIT_API_SECRET!, false);
+
+function sendMessage(message: string) {
+  sendLarkMessage('oc_f9b2e8f0309ecab0c94e3e134b0ddd29', message);
 }
 
-// Lập lịch chạy vào 00:00 mỗi ngày
-const rule = new schedule.RecurrenceRule();
-rule.minute = [4, 9, 14, 19, 24, 29, 34, 39, 44, 49, 54, 59];
-rule.second = 59;
+// Hàm thực hiện phân tích nến
+export async function analyzeCandlesJob(symbol: string, interval: KlineIntervalV3, end?: number) {
+  // TODO: Lấy client thật nếu cần
+  const candles = await bybitService.getCandles({ symbol, interval, category: 'linear', limit: 500, end });
+  const wave = await indicatorService.getWave(symbol, interval);
+  console.log(wave);
+  const analysis= indicatorService.analyze(candles, wave);
+  indicatorService.handleEvent(analysis, candles, {
+    onBuy: (order: Order, reason: string) => {
+      sendMessage(`Buy ${symbol} ${interval}M ${reason}
+        symbol: ${order.symbol}
+        side: ${order.side}
+        entry: ${order.entry}
+        stopLoss: ${order.stopLoss}
+        volume: ${order.volume}
+        reason: ${reason}
+        `);
+      console.log(`Buy ${symbol} ${interval}M ${reason} ${candles[0].time}`);
+    },
+    onSell: (order: Order, reason: string) => {
+      sendMessage(`Sell ${symbol} ${interval}M ${reason}
+        symbol: ${order.symbol}
+        side: ${order.side}
+        entry: ${order.entry}
+        stopLoss: ${order.stopLoss}
+        volume: ${order.volume}
+        reason: ${reason}
+        `);
+      console.log(`Sell ${symbol} ${interval}M ${reason} ${candles[0].time}`);
+    },
+    onEvent: (data: any, eventType: string) => {
+      sendMessage(`${eventType} ${symbol} ${interval}M ${data.close}`)
+      console.log(`${eventType} ${symbol} ${interval}M ${JSON.stringify(data)}`);
+    },
+  });
+  analysis.symbol = symbol;
+  analysis.interval = interval;
+  console.log(analysis);
+  await indicatorService.upsertWave({
+    symbol,
+    interval,
+    trend: analysis.emaDirection as 'Bullish' | 'Bearish',
+    numberTouchEma: analysis.numberTouch200,
+    numberMacdCrossUp: analysis.numberMacdCrossUp,
+    numberMacdCrossDown: analysis.numberMacdCrossDown,
+    lowOrHighPrice: analysis.lowHight,
+  });
+}
 
-schedule.scheduleJob(rule, () => {
-  // Có thể lặp qua nhiều symbol/interval nếu muốn
-  analyzeCandlesJob('BTCUSDT', '5');
-}); 
+export function createCandleAnalysisSchedule(symbol: string, interval: KlineIntervalV3) {
+  const rule = new schedule.RecurrenceRule();
+  rule.tz = 'Asia/Ho_Chi_Minh';
+  switch (interval) {
+    case '5':
+      rule.minute = [4, 9, 14, 19, 24, 29, 34, 39, 44, 49, 54, 59];
+      break;
+    case '15':
+      rule.minute = [14, 29, 44, 59];
+      break;
+    case '30':
+      rule.minute = [29, 59];
+      break;
+    case '60':
+      rule.minute = [59];
+      break;
+    case '240':
+      rule.minute = [59];
+      rule.hour = [2, 6, 10, 14, 18, 22];
+      break;
+    case 'D':
+      rule.minute = [59];
+      rule.hour = [6];
+      break;
+  }
+  rule.second = 59;
+  schedule.scheduleJob(rule, () => {
+    analyzeCandlesJob(symbol, interval);
+  });
+}

src/schedule/index.ts

@@ -0,0 +1,8 @@
+import { createCandleAnalysisSchedule } from "./candleAnalysisSchedule";
+
+createCandleAnalysisSchedule("ETHUSDT", "15");
+createCandleAnalysisSchedule("BTCUSDT", "15");
+createCandleAnalysisSchedule("ETHUSDT", "60");
+createCandleAnalysisSchedule("BTCUSDT", "60");
+createCandleAnalysisSchedule("ETHUSDT", "240");
+createCandleAnalysisSchedule("BTCUSDT", "240");

src/services/indicatorService.ts

@@ -1,11 +1,33 @@
 import { EMA, MACD } from "technicalindicators";
 import { Candle } from "../dao/candles";
-import { analyzeCandleSequence } from "../helpers/candles";
+import { analyzeCandleSequence, isHighVolatilityCandle, isPinBar } from "../helpers/candles";
+import { Analysis } from "../dao/analysis";
+import { KlineIntervalV3 } from "bybit-api";
+import { Order } from "../dao/order";
+import { supabase } from "./supabaseService";
+import { Wave } from "../dao/wave";
+
+export interface EventHandler {
+  onBuy: (candle: Order, reason: string) => void;
+  onSell: (candle: Order, reason: string) => void;
+  onEvent: (data: any, eventType: string) => void;
+}
 
 export class IndicatorService {
   constructor() {}
 
-  analyze(candles: Candle[]): { ema34: number; ema200: number; macd: any } {
+  analyze(candles: Candle[], wave: Wave): Analysis {
+    if (!wave) {
+      wave = {
+        symbol: "",
+        interval: "",
+        trend: "Bullish",
+        numberTouchEma: 0,
+        numberMacdCrossUp: 0,
+        numberMacdCrossDown: 0,
+        lowOrHighPrice: 0,
+      };
+    }
     let close = candles.map((c) => c.close);
     const ema34 = EMA.calculate({
       period: 34,
@@ -27,28 +49,213 @@ export class IndicatorService {
       reversedInput: true,
     });
     const candle = candles[0];
+
+    const analysis: Analysis = {
+      symbol: wave.symbol,
+      interval: wave.interval,
+      emaDirection: "",
+      macdDirection: "",
+      isMacdCrossUp: false,
+      isMacdCrossDown: false,
+      isEmaCrossUp: false,
+      isEmaCrossDown: false,
+      isPinBar: false,
+      isHighVolatility: false,
+      isBuy: false,
+      isSell: false,
+      isTouch200: false,
+      isReverse200: false,
+      lowHight: wave.lowOrHighPrice,  
+      numberTouch200: wave.numberTouchEma,
+      numberMacdCrossUp: wave.numberMacdCrossUp, 
+      numberMacdCrossDown: wave.numberMacdCrossDown,
+      isMacdUpper: false,
+      isMacdLower: false,
+    };
+
+    if (ema34[0] > ema200[0]) {
+      if (wave.trend === "Bearish") {
+        analysis.numberTouch200 = 0;
+      }
+      analysis.emaDirection = "Bullish";
+    } else {
+      if (wave.trend === "Bullish") {
+        analysis.numberTouch200 = 0;
+      }
+      analysis.emaDirection = "Bearish";
+    }
+
+    if (macd[0].MACD! > macd[0].signal!) {
+      if (wave.trend === "Bearish") {
+        analysis.numberMacdCrossUp = 0;
+        analysis.numberMacdCrossDown = 0;
+      }
+      analysis.macdDirection = "Bullish";
+    } else {
+      if (wave.trend === "Bullish") {
+        analysis.numberMacdCrossDown = 0;
+        analysis.numberMacdCrossUp = 0;
+      }
+      analysis.macdDirection = "Bearish";
+    }
+
+    if (analysis.emaDirection === "Bullish") {
+      if (analysis.lowHight < candle.high) {
+        analysis.lowHight = candle.high;
+      }
+    } else {
+      if (analysis.lowHight > candle.low) {
+        analysis.lowHight = candle.low;
+      }
+    }
+
+    if (macd[0].MACD! > 0) {
+      analysis.isMacdUpper = true;
+    } else {
+      analysis.isMacdLower = true;
+    }
+
+    if (macd[0].MACD! > macd[0].signal! && macd[1].MACD! < macd[1].signal!) {
+      analysis.isMacdCrossUp = true;
+      analysis.numberMacdCrossUp++;
+    } else if (macd[0].MACD! < macd[0].signal! && macd[1].MACD! > macd[1].signal!) {
+      analysis.isMacdCrossDown = true;
+      analysis.numberMacdCrossDown++;
+    }
+
+    if (ema34[0] > ema200[0] && ema34[1] < ema200[1]) {
+      analysis.isEmaCrossUp = true;
+    } else if (ema34[0] < ema200[0] && ema34[1] > ema200[1]) {
+      analysis.isEmaCrossDown = true;
+    }
+
+    if (isPinBar(candle).isPinBar) {
+      analysis.isPinBar = true;
+    }
+
+    if (isHighVolatilityCandle(candles.slice(0, 50).reverse())) {
+      analysis.isHighVolatility = true;
+    }
+
     if (
       candle.low < ema200[0] &&
       candle.high > ema200[0] &&
-      candle.close > ema200[0]
+      candle.close > ema200[0] &&
+      candle.open > ema200[0] &&
+      analysis.emaDirection === "Bullish"
     ) {
-      console.log("Buy");
+      analysis.numberTouch200++;
+      analysis.isTouch200 = true;
     }
 
     if (
       candle.high > ema200[0] &&
       candle.low < ema200[0] &&
-      candle.close < ema200[0]
+      candle.close < ema200[0] &&
+      candle.open < ema200[0] &&
+      analysis.emaDirection === "Bearish"
     ) {
-      console.log("Sell");
+      analysis.numberTouch200++;
+      analysis.isTouch200 = true;
     }
 
-    const candleAnalysis = analyzeCandleSequence([
-      candles[2],
-      candles[1],
-      candles[0],
-    ]);
+    if (candle.open < ema200[0] && candle.close > ema200[0] && analysis.emaDirection === "Bullish") {
+      const candlesCheck = [candles[3], candles[2], candles[1], candles[0]];
+      const ema200Check = [ema200[3], ema200[2], ema200[1], ema200[0]];
+      const candleCheck = candlesCheck.find(
+        (c, i) => c.close < ema200Check[i] && c.open > ema200Check[i]
+      );
+      if (candleCheck) {
+        analysis.numberTouch200++;
+        analysis.isReverse200 = true;
+      }
+    }
 
-    return { ema34: ema34[0], ema200: ema200[0], macd: macd[0] };
+    if (candle.open > ema200[0] && candle.close < ema200[0] && analysis.emaDirection === "Bearish") {
+      const candlesCheck = [candles[3], candles[2], candles[1], candles[0]];
+      const ema200Check = [ema200[3], ema200[2], ema200[1], ema200[0]];
+      const candleCheck = candlesCheck.find(
+        (c, i) => c.close > ema200Check[i] && c.open < ema200Check[i]
+      );
+      if (candleCheck) {
+        analysis.numberTouch200++;
+        analysis.isReverse200 = true;
+      }
+    }
+
+    console.log(analysis);
+
+    return analysis;
+  }
+
+  makeOrder(analysis: Analysis, candles: Candle[], side: "buy" | "sell"): Order {
+    const last10Candles = candles.slice(0, 12);
+    const lowestPrice = last10Candles.reduce((min, c) => Math.min(min, c.low), Number.MAX_SAFE_INTEGER);
+    const highestPrice = last10Candles.reduce((max, c) => Math.max(max, c.high), Number.MIN_SAFE_INTEGER);
+    const order: Order = {
+      symbol: analysis.symbol,
+      side,
+      entry: candles[0].close,
+      stopLoss: side === "buy" ? lowestPrice : highestPrice,
+      volume: 1,
+    };
+    return order;
+  }
+
+  handleEvent(analysis: Analysis, candles: Candle[], eventHandler: EventHandler) {
+    if (analysis.isTouch200 && analysis.emaDirection === "Bullish") {
+      const order = this.makeOrder(analysis, candles, "buy");
+      eventHandler.onBuy(order, "Follow trend EMA Touch 200");
+    }
+    if (analysis.isTouch200 && analysis.emaDirection === "Bearish") {
+      const order = this.makeOrder(analysis, candles, "sell");
+      eventHandler.onSell(order, "Follow trend EMA Touch 200");
+    }
+    if (analysis.isMacdCrossUp && analysis.isMacdUpper) {
+      const order = this.makeOrder(analysis, candles, "buy");
+      eventHandler.onBuy(order, "Follow trend MACD Cross Up");
+    }
+    if (analysis.isMacdCrossDown && analysis.isMacdLower) {
+      const order = this.makeOrder(analysis, candles, "sell");
+      eventHandler.onSell(order, "Follow trend MACD Cross Down");
+    }
+
+    if (analysis.isMacdCrossUp && analysis.isMacdLower && analysis.numberMacdCrossUp >= 2) {
+      const order = this.makeOrder(analysis, candles, "buy");
+      eventHandler.onBuy(order, "Counter trend rủi ro cao MACD Cross Up");
+    }
+    if (analysis.isMacdCrossDown && analysis.isMacdUpper && analysis.numberMacdCrossDown >= 2) {
+      const order = this.makeOrder(analysis, candles, "sell");
+      eventHandler.onSell(order, "Counter trend rủi ro cao MACD Cross Down");
+    }
+  } 
+
+  /**
+   * Lấy bản ghi wave theo symbol và interval
+   */
+  async getWave(symbol: string, interval: string) {
+    const { data, error } = await supabase
+      .from('waves')
+      .select('*')
+      .eq('symbol', symbol)
+      .eq('interval', interval)
+      .single();
+    if (error) return null;
+    return data;
+  }
+
+  /**
+   * Update hoặc Insert wave theo symbol và interval
+   */
+  async upsertWave(wave: Wave) {
+    const { data, error } = await supabase
+      .from('waves')
+      .upsert([
+        wave
+      ], { onConflict: 'symbol,interval' });
+    if (error) {
+      console.error(error);
+    }
+    return data;
   }
 }

src/services/supabaseService.ts

@@ -1,6 +1,6 @@
 import { createClient, SupabaseClient } from '@supabase/supabase-js';
 
-const supabase: SupabaseClient = createClient(
+export const supabase: SupabaseClient = createClient(
   process.env.SUPABASE_URL || '',
   process.env.SUPABASE_KEY || ''
 );