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324 lines
13 KiB
324 lines
13 KiB
9 years ago
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/******************************************************************************
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* Copyright © 2014-2015 The SuperNET Developers. *
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* *
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* See the AUTHORS, DEVELOPER-AGREEMENT and LICENSE files at *
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* the top-level directory of this distribution for the individual copyright *
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* holder information and the developer policies on copyright and licensing. *
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* *
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* Unless otherwise agreed in a custom licensing agreement, no part of the *
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* SuperNET software, including this file may be copied, modified, propagated *
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* or distributed except according to the terms contained in the LICENSE file *
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* *
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* Removal or modification of this copyright notice is prohibited. *
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* *
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******************************************************************************/
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#ifndef xcode_tradebots_h
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#define xcode_tradebots_h
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#define TRADEBOT_DEFAULT_DURATION (600)
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struct tradebot_info
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{
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char buf[512],name[64],*prevobookstr,NXTADDR[64],NXTACCTSECRET[64];
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uint32_t starttime,expiration,finishtime,startedtrades,apitag;
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int32_t numtrades,havetrade,numlinks;
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double price,volume;
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struct prices777_order trades[256]; void *cHandles[256]; int32_t curlings[256];
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struct tradebot_info *linkedbots[8];
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struct apitag_info *api;
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struct tradebot_info *oppo;
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struct InstantDEX_quote iQ;
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};
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// ./SNapi "{\"allfields\":1,\"agent\":\"InstantDEX\",\"method\":\"orderbook\",\"exchange\":\"active\",\"base\":\"NXT\",\"rel\":\"BTC\"}"
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// test balance verifier
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// test tradeleg verifier
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// test pass through quotes
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// user lockin addrs
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// atomic swaps using 2of3 msig
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// broadcast request to all marketmakers
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// pick best response and do BTC <-> NXT and NXT <-> ABC
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int32_t tradebot_havealltrades(struct tradebot_info *bot)
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{
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int32_t i;
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if ( bot->havetrade != 0 )
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{
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if ( bot->numlinks > 0 )
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{
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for (i=0; i<bot->numlinks; i++)
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if ( bot->linkedbots[i] == 0 || bot->linkedbots[i]->havetrade == 0 )
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return(0);
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}
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return(1);
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}
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return(0);
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}
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struct tradebot_info *tradebot_compile(cJSON *argjson,struct InstantDEX_quote *iQ,struct apitag_info *api)
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{
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static uint64_t lastmonce;
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uint64_t monce; char *name,*tmp,*tmp2; int32_t duration; struct tradebot_info *bot = calloc(1,sizeof(*bot));
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monce = (long long)(1000*time(NULL) + milliseconds());
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if ( monce == lastmonce )
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monce++;
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lastmonce = monce;
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bot->iQ = *iQ;
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bot->api = api;
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if ( (duration= juint(argjson,"duration")) == 0 )
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duration = TRADEBOT_DEFAULT_DURATION;
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bot->expiration = (uint32_t)time(NULL) + duration;
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if ( (name= jstr(argjson,"name")) != 0 )
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safecopy(bot->name,name,sizeof(bot->name));
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else sprintf(bot->name,"bot.%llu",monce);
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if ( (tmp= jstr(argjson,"botnxt")) == 0 || (tmp2= jstr(argjson,"secret")) == 0 )
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{
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safecopy(bot->NXTADDR,SUPERNET.NXTADDR,sizeof(bot->NXTADDR));
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safecopy(bot->NXTACCTSECRET,SUPERNET.NXTACCTSECRET,sizeof(bot->NXTACCTSECRET));
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}
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else
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{
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safecopy(bot->NXTADDR,tmp,sizeof(bot->NXTADDR));
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safecopy(bot->NXTACCTSECRET,tmp2,sizeof(bot->NXTACCTSECRET));
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}
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//bot->arbmargin = jdouble(argjson,"arbmargin");
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return(bot);
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}
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int32_t tradebot_acceptable(struct tradebot_info *bot,cJSON *item)
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{
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double price,volume; int32_t dir,i,n; cJSON *trades,*trade;
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if ( bot->iQ.s.isask != 0 )
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dir = -1;
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else dir = 1;
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bot->price = price = jdouble(item,"price");
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bot->volume = volume = jdouble(item,"volume");
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if ( (trades= jarray(&n,item,"trades")) != 0 )
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{
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/*{
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"plugin": "InstantDEX",
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"method": "tradesequence",
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"dotrade": 1,
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"price": 0.00001858,
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"volume": 484.39181916,
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"trades": [
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{
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"basket": "bid",
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"price": 0.00001858,
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"volume": 484.39181916,
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"group": 0,
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"exchange": "bittrex",
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"base": "NXT",
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"rel": "BTC",
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"trade": "sell",
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"name": "NXT/BTC",
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"orderprice": 0.00001858,
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"ordervolume": 484.39181916
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}
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]
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}*/
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if ( n == 1 && is_cJSON_Array(jitem(trades,0)) != 0 )
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{
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//printf("NESTED ARRAY DETECTED\n");
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trades = jitem(trades,0);
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n = cJSON_GetArraySize(trades);
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}
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sprintf(bot->buf,"[%s %s%s %.8f %.4f] <- ",bot->iQ.s.isask != 0 ? "sell" : "buy ",bot->iQ.base,bot->iQ.rel,price,volume);
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for (i=0; i<n; i++)
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{
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trade = jitem(trades,i);
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sprintf(bot->buf+strlen(bot->buf),"[%s %s %.8f %.4f] ",jstr(trade,"exchange"),jstr(trade,"trade"),jdouble(trade,"orderprice"),jdouble(trade,"ordervolume"));
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}
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sprintf(bot->buf+strlen(bot->buf),"n.%d\n",n);
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if ( bot->iQ.s.isask == 0 && bot->oppo != 0 && bot->price > 0. && bot->oppo->price > 0 )
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{
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//if ( bot->price < bot->oppo->price )
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{
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printf("%s%s%.8f -> %.8f = gain %.3f%%\n\n",bot->buf,bot->oppo->buf,bot->price,bot->oppo->price,(bot->oppo->price/bot->price - 1)*100);
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}
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}
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}
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//printf("%s: dir.%d price %.8f vol %f vs bot price %.8f vol %f\n",bot->name,dir,price,volume,bot->iQ.s.price,bot->iQ.s.vol);
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//if ( (dir > 0 && price < bot->iQ.s.price) || (dir < 0 && price >= bot->iQ.s.price) )
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return(1);
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return(0);
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}
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int32_t tradebot_isvalidtrade(struct tradebot_info *bot,struct prices777_order *order,cJSON *retjson)
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{
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cJSON *array,*item; char *resultval; double balance,required; int32_t i,n,valid = 0;
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if ( (array= jarray(&n,retjson,"traderesults")) != 0 )
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{
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for (i=0; i<n; i++)
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{
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item = jitem(array,i);
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if ( jstr(item,"error") == 0 && (resultval= jstr(item,"success")) != 0 )
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{
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balance = jdouble(item,"balance");
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required = jdouble(item,"required");
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printf("[%s %f R%f] ",resultval,balance,required);
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valid++;
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}
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}
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//printf("valid.%d of %d\n",valid,n);
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if ( valid == n )
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return(0);
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}
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return(-1);
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}
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int32_t tradebot_tradedone(struct tradebot_info *bot,struct prices777_order *order)
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{
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struct pending_trade *pend;
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if ( (pend= order->pend) != 0 && pend->finishtime != 0 )
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return(1);
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else return(0);
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}
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int32_t tradebot_haspending(struct tradebot_info *bot)
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{
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int32_t i,finished;
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for (i=finished=0; i<bot->numtrades; i++)
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{
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if ( tradebot_tradedone(bot,&bot->trades[i]) > 0 )
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finished++;
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}
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return(finished < bot->numtrades);
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}
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void tradebot_free(struct tradebot_info *bot)
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{
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int32_t i; struct pending_trade *pend;
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for (i=0; i<bot->numtrades; i++)
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{
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if ( (pend= bot->trades[i].pend) != 0 )
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free_pending(pend);
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if ( bot->trades[i].retitem != 0 )
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free_json(bot->trades[i].retitem);
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if ( bot->cHandles[i] != 0 )
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{
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while ( bot->curlings[i] != 0 )
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{
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fprintf(stderr,"%s: wait for curlrequest[%d] to finish\n",bot->name,i);
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sleep(3);
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}
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curlhandle_free(bot->cHandles[i]);
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}
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}
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if ( bot->prevobookstr != 0 )
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free(bot->prevobookstr);
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free(bot);
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}
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void Tradebot_loop(void *ptr)
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{
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int32_t i,n,dotrade; char *obookstr,*retstr; cJSON *json,*array,*item,*retjson,*submit;
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char jsonstr[1024]; struct tradebot_info *bot = ptr;
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printf("START Tradebot.(%s)\n",bot->name);
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while ( bot->finishtime == 0 && time(NULL) < bot->expiration )
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{
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if ( bot->startedtrades == 0 )
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{
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sprintf(jsonstr,"{\"allfields\":1,\"agent\":\"InstantDEX\",\"method\":\"orderbook\",\"exchange\":\"active\",\"base\":\"%s\",\"rel\":\"%s\"}",bot->iQ.base,bot->iQ.rel);
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if ( (json= cJSON_Parse(jsonstr)) == 0 )
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{
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printf("cant parse.(%s)\n",jsonstr);
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exit(-1);
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}
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obookstr = SuperNET_SNapi(bot->api,json,0,1);
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//printf("GOT.(%s)\n",obookstr);
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free_json(json);
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if ( bot->prevobookstr == 0 || strcmp(obookstr,bot->prevobookstr) != 0 )
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{
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if ( bot->prevobookstr != 0 )
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free(bot->prevobookstr);
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bot->prevobookstr = obookstr;
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//printf("UPDATE.(%s)\n",obookstr);
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submit = 0;
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if ( (json= cJSON_Parse(obookstr)) != 0 )
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{
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array = (bot->iQ.s.isask != 0) ? jarray(&n,json,"bids") : jarray(&n,json,"asks");
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if ( array != 0 && n > 0 )
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{
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dotrade = 0;
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for (i=0; i<1; i++)
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{
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item = jitem(array,i);
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if ( tradebot_acceptable(bot,item) > 0 )
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{
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submit = cJSON_Duplicate(item,1);
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if ( jobj(submit,"dotrade") == 0 )
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jaddnum(submit,"dotrade",0);
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else cJSON_ReplaceItemInObject(submit,"dotrade",cJSON_CreateNumber(0));
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retstr = SuperNET_SNapi(bot->api,submit,0,1);
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free_json(submit);
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//retstr = InstantDEX_tradesequence(bot->curlings,bot,bot->cHandles,&bot->numtrades,bot->trades,(int32_t)( sizeof(bot->trades)/sizeof(*bot->trades)),dotrade,bot->NXTADDR,bot->NXTACCTSECRET,item);
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if ( retstr != 0 )
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{
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if ( (retjson= cJSON_Parse(retstr)) != 0 )
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{
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if ( tradebot_isvalidtrade(bot,&bot->trades[i],retjson) > 0 )
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bot->havetrade = 1;
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free_json(retjson);
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}
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free(retstr);
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if ( bot->havetrade == 0 )
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continue;
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}
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}
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break;
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}
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if ( 0 && submit != 0 && tradebot_havealltrades(bot) != 0 )
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{
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dotrade = 1;
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cJSON_ReplaceItemInObject(submit,"dotrade",cJSON_CreateNumber(1));
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bot->startedtrades = (uint32_t)time(NULL);
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retstr = InstantDEX_tradesequence(bot->curlings,bot,bot->cHandles,&bot->numtrades,bot->trades,(int32_t)(sizeof(bot->trades)/sizeof(*bot->trades)),dotrade,bot->NXTADDR,bot->NXTACCTSECRET,item);
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printf("TRADE RESULT.(%s)\n",retstr);
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break;
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}
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}
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free_json(json);
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}
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}
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}
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else if ( bot->startedtrades != 0 )
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{
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if ( tradebot_haspending(bot) > 0 && bot->finishtime == 0 )
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bot->finishtime = (uint32_t)time(NULL);
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}
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usleep(5000000);
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}
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while ( tradebot_haspending(bot) != 0 )
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sleep(60);
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printf("FINISHED Tradebot.(%s) at %u finishtime.%u expiration.%u\n",bot->name,(uint32_t)time(NULL),bot->finishtime,bot->expiration);
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tradebot_free(bot);
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}
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char *Tradebot_parser(cJSON *argjson,struct InstantDEX_quote *iQ,struct apitag_info *api)
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{
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char *submethod,*exchange; struct tradebot_info *bot,*oppobot;
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printf("InstantDEX_tradebot.(%s) (%s/%s)\n",jprint(argjson,0),iQ->base,iQ->rel);
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if ( (submethod= jstr(argjson,"submethod")) != 0 && (exchange= jstr(argjson,"exchange")) != 0 && strcmp(exchange,"active") == 0 && iQ != 0 )
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{
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if ( strcmp(submethod,"simplebot") == 0 )
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{
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if ( (bot= tradebot_compile(argjson,iQ,api)) == 0 )
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return(clonestr("{\"error\":\"tradebot compiler error\"}"));
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iQ->s.isask ^= 1;
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if ( (oppobot= tradebot_compile(argjson,iQ,api)) == 0 )
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return(clonestr("{\"error\":\"tradebot compiler error\"}"));
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bot->oppo = oppobot;
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oppobot->oppo = bot;
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iguana_launch("bot",(void *)Tradebot_loop,bot);
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iguana_launch("oppobot",(void *)Tradebot_loop,oppobot);
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return(clonestr("{\"result\":\"tradebot started\"}"));
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} else return(clonestr("{\"error\":\"unrecognized tradebot command\"}"));
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return(clonestr("{\"result\":\"tradebot command processed\"}"));
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} else return(clonestr("{\"error\":\"no prices777 or no tradebot submethod or not active exchange\"}"));
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}
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#endif
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