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/******************************************************************************
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* Copyright © 2014-2017 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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//
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// LP_portfolio.c
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// marketmaker
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//
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char LP_portfolio_base[16],LP_portfolio_rel[16];
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double LP_portfolio_relvolume;
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cJSON *LP_portfolio_entry(struct iguana_info *coin)
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{
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cJSON *item = cJSON_CreateObject();
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jaddstr(item,"coin",coin->symbol);
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jaddstr(item,"address",coin->smartaddr);
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jaddnum(item,"amount",dstr(coin->maxamount));
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jaddnum(item,"price",coin->price_kmd);
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jaddnum(item,"kmd_equiv",dstr(coin->kmd_equiv));
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jaddnum(item,"perc",coin->perc);
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jaddnum(item,"goal",coin->goal);
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jaddnum(item,"goalperc",coin->goalperc);
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jaddnum(item,"relvolume",coin->relvolume);
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jaddnum(item,"force",coin->force);
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jaddnum(item,"balanceA",dstr(coin->balanceA));
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jaddnum(item,"valuesumA",dstr(coin->valuesumA));
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if ( coin->valuesumA != 0 )
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jaddnum(item,"aliceutil",100. * (double)coin->balanceA/coin->valuesumA);
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jaddnum(item,"balanceB",dstr(coin->balanceB));
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jaddnum(item,"valuesumB",dstr(coin->valuesumB));
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if ( coin->valuesumB != 0 )
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jaddnum(item,"bobutil",100. * (double)coin->balanceB/coin->valuesumB);
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return(item);
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}
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uint64_t LP_balance(uint64_t *valuep,int32_t iambob,char *symbol,char *coinaddr)
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{
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cJSON *array,*item; int32_t i,n; uint64_t valuesum,satoshisum,value;
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valuesum = satoshisum = 0;
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if ( (array= LP_listunspent(symbol,coinaddr)) != 0 )
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{
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if ( is_cJSON_Array(array) != 0 && (n= cJSON_GetArraySize(array)) > 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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value = SATOSHIDEN * jdouble(item,"amount");
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if ( value == 0 )
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value = SATOSHIDEN * jdouble(item,"value");
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valuesum += value;
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}
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}
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free_json(array);
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}
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if ( (array= LP_inventory(symbol,iambob)) != 0 )
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{
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if ( (n= cJSON_GetArraySize(array)) > 0 && is_cJSON_Array(array) != 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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//valuesum += j64bits(item,"value") + j64bits(item,"value2");
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satoshisum += j64bits(item,"satoshis");
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}
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}
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free_json(array);
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}
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*valuep = valuesum;
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return(satoshisum);
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}
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char *LP_portfolio()
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{
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double maxval = 0.,minval = 0.,goalsum = 0.; uint64_t kmdsum = 0; int32_t iter; cJSON *retjson,*array; struct iguana_info *coin,*tmp,*sellcoin = 0,*buycoin = 0;
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array = cJSON_CreateArray();
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retjson = cJSON_CreateObject();
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for (iter=0; iter<2; iter++)
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{
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HASH_ITER(hh,LP_coins,coin,tmp)
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{
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if ( coin->inactive != 0 )
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continue;
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if ( iter == 0 )
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{
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LP_privkey_init(-1,coin,LP_mypriv25519,LP_mypub25519);
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coin->balanceA = LP_balance(&coin->valuesumA,0,coin->symbol,coin->smartaddr);
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coin->balanceB = LP_balance(&coin->valuesumB,1,coin->symbol,coin->smartaddr);
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if ( strcmp(coin->symbol,"KMD") != 0 )
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coin->price_kmd = LP_price(coin->symbol,"KMD");
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else coin->price_kmd = 1.;
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coin->maxamount = coin->valuesumA;
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if ( coin->valuesumB > coin->maxamount )
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coin->maxamount = coin->valuesumB;
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coin->kmd_equiv = coin->maxamount * coin->price_kmd;
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kmdsum += coin->kmd_equiv;
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goalsum += coin->goal;
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}
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else
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{
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coin->relvolume = 0.;
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if ( kmdsum > SMALLVAL )
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coin->perc = 100. * coin->kmd_equiv / kmdsum;
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if ( goalsum > SMALLVAL && coin->goal > SMALLVAL )
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{
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coin->goalperc = 100. * coin->goal / goalsum;
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if ( (coin->force= (coin->goalperc - coin->perc)) < 0. )
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{
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coin->force *= -coin->force;
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if ( coin->price_kmd > SMALLVAL )
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coin->relvolume = (dstr(coin->maxamount) * (coin->perc - coin->goalperc)) / 100.;
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} else coin->force *= coin->force;
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if ( coin->force > maxval )
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{
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maxval = coin->force;
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buycoin = coin;
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}
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if ( coin->force < minval )
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{
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minval = coin->force;
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sellcoin = coin;
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}
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} else coin->goalperc = coin->force = 0.;
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jaddi(array,LP_portfolio_entry(coin));
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}
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}
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}
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jaddstr(retjson,"result","success");
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jaddnum(retjson,"kmd_equiv",dstr(kmdsum));
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if ( buycoin != 0 )
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{
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jaddstr(retjson,"buycoin",buycoin->symbol);
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jaddnum(retjson,"buyforce",maxval);
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}
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if ( sellcoin != 0 )
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{
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jaddstr(retjson,"sellcoin",sellcoin->symbol);
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jaddnum(retjson,"sellforce",minval);
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}
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if ( LP_portfolio_relvolume > SMALLVAL )
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{
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jaddstr(retjson,"base",LP_portfolio_base);
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jaddstr(retjson,"rel",LP_portfolio_rel);
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jaddnum(retjson,"relvolume",LP_portfolio_relvolume);
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}
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jadd(retjson,"portfolio",array);
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return(jprint(retjson,1));
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}
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char *LP_portfolio_goal(char *symbol,double goal)
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{
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struct iguana_info *coin,*tmp; int32_t iter,n = 0; double kmdbtc = 50.;
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if ( strcmp(symbol,"*") == 0 )
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{
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for (iter=0; iter<2; iter++)
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{
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HASH_ITER(hh,LP_coins,coin,tmp)
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{
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if ( coin->inactive != 0 )
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continue;
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if ( iter == 0 )
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coin->goal = 0;
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if ( coin->inactive == 0 && strcmp(coin->symbol,"KMD") != 0 && strcmp(coin->symbol,"BTC") != 0 )
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{
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if ( iter == 0 )
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n++;
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else coin->goal = (100. - kmdbtc) / n;
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}
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}
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if ( n == 0 )
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break;
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}
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if ( (coin= LP_coinfind("KMD")) != 0 && coin->inactive == 0 )
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coin->goal = kmdbtc * 0.5;
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if ( (coin= LP_coinfind("BTC")) != 0 && coin->inactive == 0 )
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coin->goal = kmdbtc * 0.5;
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return(LP_portfolio());
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}
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else if ( (coin= LP_coinfind(symbol)) != 0 && coin->inactive == 0 )
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{
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coin->goal = goal;
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printf("set %s goal %f\n",coin->symbol,goal);
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return(LP_portfolio());
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} else return(clonestr("{\"error\":\"cant set goal for inactive coin\"}"));
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}
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int32_t LP_autoprices;
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/*int32_t LP_autofill(char *base,char *rel,double maxprice,double totalrelvolume)
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{
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struct LP_priceinfo *basepp,*relpp;
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if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
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{
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basepp->maxprices[relpp->ind] = maxprice;
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basepp->relvols[relpp->ind] = totalrelvolume;
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LP_autofills++;
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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 LP_autoprice(char *base,char *rel,double minprice,double margin,char *type)
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{
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struct LP_priceinfo *basepp,*relpp;
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if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
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{
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basepp->minprices[relpp->ind] = minprice;
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basepp->margins[relpp->ind] = margin;
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LP_autoprices++;
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return(0);
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}
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return(-1);
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}
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void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *relpp,struct LP_priceinfo *basepp,double price)
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{
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double margin,minprice,oppomargin; int32_t changed;
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margin = basepp->margins[relpp->ind];
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oppomargin = relpp->margins[basepp->ind];
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if ( margin != 0. || oppomargin != 0. )
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{
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if ( margin == 0. )
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margin = oppomargin;
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//printf("min %.8f %s/%s %.8f dir.%d margin %.8f (%.8f %.8f)\n",basepp->minprices[relpp->ind],relpp->symbol,basepp->symbol,price,dir,margin,1. / (price * (1. - margin)),(price * (1. + margin)));
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if ( dir > 0 )
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price = 1. / (price * (1. - margin));
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else price = (price * (1. + margin));
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if ( (minprice= basepp->minprices[relpp->ind]) == 0. || price >= minprice )
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{
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LP_mypriceset(&changed,relpp->symbol,basepp->symbol,price);
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//printf("changed.%d\n",changed);
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if ( changed != 0 )
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LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,relpp->symbol,basepp->symbol,price);
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}
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}
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}
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double LP_pricesparse(void *ctx,int32_t trexflag,char *retstr,struct LP_priceinfo *btcpp)
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{
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//{"success":true,"message":"","result":[{"MarketName":"BTC-KMD","High":0.00040840,"Low":0.00034900,"Volume":328042.46061669,"Last":0.00037236,"BaseVolume":123.36439511,"TimeStamp":"2017-07-15T13:50:21.87","Bid":0.00035721,"Ask":0.00037069,"OpenBuyOrders":343,"OpenSellOrders":1690,"PrevDay":0.00040875,"Created":"2017-02-11T23:04:01.853"},
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//{"TradePairId":4762,"Label":"WAVES/BTC","AskPrice":0.00099989,"BidPrice":0.00097350,"Low":0.00095000,"High":0.00108838,"Volume":6501.24403100,"LastPrice":0.00098028,"BuyVolume":1058994.86554882,"SellVolume":2067.87377158,"Change":-7.46,"Open":0.00105926,"Close":0.00098028,"BaseVolume":6.52057452,"BuyBaseVolume":2.33098660,"SellBaseVolume":1167.77655709},
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int32_t i,j,n,iter; double price,kmdbtc,bid,ask,nxtkmd=0.; struct LP_priceinfo *coinpp,*refpp; char symbol[16],*name,*refcoin; cJSON *retjson,*array,*item;
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if ( (retjson= cJSON_Parse(retstr)) != 0 )
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{
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//printf("got.(%s)\n",retstr);
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kmdbtc = 0.;
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refcoin = "BTC";
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refpp = btcpp;
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if ( (array= jarray(&n,retjson,trexflag != 0 ? "result" : "Data")) != 0 )
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{
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for (iter=0; iter<2; iter++)
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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 ( (name= jstr(item,trexflag != 0 ? "MarketName" : "Label")) != 0 )
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{
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symbol[0] = 0;
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if ( trexflag != 0 )
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{
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if ( strncmp("BTC-",name,4) == 0 )
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{
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name += 4;
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strcpy(symbol,name);
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}
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}
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else
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{
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for (j=0; j<sizeof(symbol)-1; j++)
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if ( (symbol[j]= name[j]) == '/' )
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break;
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symbol[j] = 0;
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if ( strcmp(name+j+1,"BTC") != 0 )
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continue;
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}
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if ( symbol[0] != 0 )
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{
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//printf("%s\n",jprint(item,0));
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bid = jdouble(item,trexflag != 0 ? "Bid" : "BidPrice");
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ask = jdouble(item,trexflag != 0 ? "Ask" : "AskPrice");
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if ( iter == 1 && kmdbtc > SMALLVAL && strcmp(symbol,"NXT") == 0 )
|
|
|
|
|
nxtkmd = 0.5 * (bid + ask) / kmdbtc;
|
|
|
|
|
if ( (coinpp= LP_priceinfofind(symbol)) != 0 )
|
|
|
|
|
{
|
|
|
|
|
coinpp->high[trexflag] = jdouble(item,"High");
|
|
|
|
|
coinpp->low[trexflag] = jdouble(item,"Low");
|
|
|
|
|
//coinpp->volume = jdouble(item,"Volume");
|
|
|
|
|
//coinpp->btcvolume = jdouble(item,"BaseVolume");
|
|
|
|
|
coinpp->last[trexflag] = jdouble(item,trexflag != 0 ? "Last" : "LastPrice");
|
|
|
|
|
coinpp->bid[trexflag] = bid;
|
|
|
|
|
coinpp->ask[trexflag] = ask;
|
|
|
|
|
//coinpp->prevday = jdouble(item,"PrevDay");
|
|
|
|
|
//printf("iter.%d trexflag.%d %s high %.8f, low %.8f, last %.8f hbla.(%.8f %.8f)\n",iter,trexflag,symbol,coinpp->high[trexflag],coinpp->low[trexflag],coinpp->last[trexflag],coinpp->bid[trexflag],coinpp->ask[trexflag]);
|
|
|
|
|
if ( coinpp->bid[trexflag] > SMALLVAL && coinpp->ask[trexflag] > SMALLVAL )
|
|
|
|
|
{
|
|
|
|
|
price = 0.5 * (coinpp->bid[trexflag] + coinpp->ask[trexflag]);
|
|
|
|
|
if ( iter == 0 )
|
|
|
|
|
{
|
|
|
|
|
if ( strcmp(symbol,"KMD") == 0 )
|
|
|
|
|
kmdbtc = price;
|
|
|
|
|
}
|
|
|
|
|
else
|
|
|
|
|
{
|
|
|
|
|
if ( strcmp(symbol,"KMD") == 0 )
|
|
|
|
|
continue;
|
|
|
|
|
//printf("(%s/%s) iter.%d trexflag.%d %s %.8f %.8f\n",refpp->symbol,coinpp->symbol,iter,trexflag,symbol,price,price/kmdbtc);
|
|
|
|
|
price /= kmdbtc;
|
|
|
|
|
}
|
|
|
|
|
if ( trexflag == 0 && coinpp->bid[1] > SMALLVAL && coinpp->ask[1] > SMALLVAL )
|
|
|
|
|
{
|
|
|
|
|
//printf("have trex: iter.%d trexflag.%d %s %.8f %.8f\n",iter,trexflag,symbol,coinpp->bid[1],coinpp->ask[1]);
|
|
|
|
|
continue;
|
|
|
|
|
}
|
|
|
|
|
LP_autopriceset(ctx,1,refpp,coinpp,price);
|
|
|
|
|
LP_autopriceset(ctx,-1,coinpp,refpp,price);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
refcoin = "KMD";
|
|
|
|
|
if ( kmdbtc == 0. || (refpp= LP_priceinfofind("KMD")) == 0 )
|
|
|
|
|
break;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
free_json(retjson);
|
|
|
|
|
}
|
|
|
|
|
return(nxtkmd);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
static char *assetids[][3] =
|
|
|
|
|
{
|
|
|
|
|
{ "12071612744977229797", "UNITY", "10000" },
|
|
|
|
|
{ "15344649963748848799", "DEX", "1" },
|
|
|
|
|
{ "6883271355794806507", "PANGEA", "10000" },
|
|
|
|
|
{ "17911762572811467637", "JUMBLR", "10000" },
|
|
|
|
|
{ "17083334802666450484", "BET", "10000" },
|
|
|
|
|
{ "13476425053110940554", "CRYPTO", "1000" },
|
|
|
|
|
{ "6932037131189568014", "HODL", "1" },
|
|
|
|
|
{ "3006420581923704757", "SHARK", "10000" },
|
|
|
|
|
{ "17571711292785902558", "BOTS", "1" },
|
|
|
|
|
{ "10524562908394749924", "MGW", "1" },
|
|
|
|
|
};
|
|
|
|
|
|
|
|
|
|
void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
|
|
|
|
|
{
|
|
|
|
|
char *retstr; cJSON *retjson,*bid,*ask; uint64_t bidsatoshis,asksatoshis; int32_t i; double nxtkmd,price; struct LP_priceinfo *kmdpp,*fiatpp,*nxtpp;
|
|
|
|
|
if ( (retstr= issue_curlt("https://bittrex.com/api/v1.1/public/getmarketsummaries",LP_HTTP_TIMEOUT*10)) == 0 )
|
|
|
|
|
{
|
|
|
|
|
printf("trex error getting marketsummaries\n");
|
|
|
|
|
sleep(60);
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
nxtkmd = LP_pricesparse(ctx,1,retstr,btcpp);
|
|
|
|
|
free(retstr);
|
|
|
|
|
if ( (retstr= issue_curlt("https://www.cryptopia.co.nz/api/GetMarkets",LP_HTTP_TIMEOUT*10)) == 0 )
|
|
|
|
|
{
|
|
|
|
|
printf("cryptopia error getting marketsummaries\n");
|
|
|
|
|
sleep(60);
|
|
|
|
|
return;
|
|
|
|
|
}
|
|
|
|
|
LP_pricesparse(ctx,0,retstr,btcpp);
|
|
|
|
|
free(retstr);
|
|
|
|
|
if ( (kmdpp= LP_priceinfofind("KMD")) != 0 )
|
|
|
|
|
{
|
|
|
|
|
for (i=0; i<32; i++)
|
|
|
|
|
{
|
|
|
|
|
if ( (fiatpp= LP_priceinfofind(CURRENCIES[i])) != 0 )
|
|
|
|
|
{
|
|
|
|
|
if ( (retjson= LP_paxprice(CURRENCIES[i])) != 0 )
|
|
|
|
|
{
|
|
|
|
|
//printf("(%s %.8f %.8f) ",CURRENCIES[i],jdouble(retjson,"price"),jdouble(retjson,"invprice"));
|
|
|
|
|
price = jdouble(retjson,"price");
|
|
|
|
|
LP_autopriceset(ctx,1,kmdpp,fiatpp,price);
|
|
|
|
|
LP_autopriceset(ctx,-1,fiatpp,kmdpp,price);
|
|
|
|
|
free_json(retjson);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
if ( nxtkmd > SMALLVAL )
|
|
|
|
|
{
|
|
|
|
|
for (i=0; i<sizeof(assetids)/sizeof(*assetids); i++)
|
|
|
|
|
{
|
|
|
|
|
if ( (nxtpp= LP_priceinfofind(assetids[i][1])) != 0 )
|
|
|
|
|
{
|
|
|
|
|
price = 0.;
|
|
|
|
|
bidsatoshis = asksatoshis = 0;
|
|
|
|
|
if ( (retjson= LP_assethbla(assetids[i][0])) != 0 )
|
|
|
|
|
{
|
|
|
|
|
if ( (bid= jobj(retjson,"bid")) != 0 && (ask= jobj(retjson,"ask")) != 0 )
|
|
|
|
|
{
|
|
|
|
|
bidsatoshis = j64bits(bid,"priceNQT") * atoi(assetids[i][2]);
|
|
|
|
|
asksatoshis = j64bits(ask,"priceNQT") * atoi(assetids[i][2]);
|
|
|
|
|
if ( bidsatoshis != 0 && asksatoshis != 0 )
|
|
|
|
|
price = 0.5 * dstr(bidsatoshis + asksatoshis) * nxtkmd;
|
|
|
|
|
}
|
|
|
|
|
LP_autopriceset(ctx,1,kmdpp,nxtpp,price);
|
|
|
|
|
LP_autopriceset(ctx,-1,nxtpp,kmdpp,price);
|
|
|
|
|
//printf("%s %s -> (%s) nxtkmd %.8f %.8f %.8f\n",assetids[i][1],assetids[i][0],jprint(retjson,0),nxtkmd,0.5*dstr(bidsatoshis + asksatoshis),price);
|
|
|
|
|
free_json(retjson);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
int32_t LP_portfolio_trade(void *ctx,uint32_t *requestidp,uint32_t *quoteidp,struct iguana_info *buy,struct iguana_info *sell,double relvolume,int32_t setbaserel)
|
|
|
|
|
{
|
|
|
|
|
char *retstr2; double bid,ask,maxprice; uint32_t requestid,quoteid,iter; cJSON *retjson2;
|
|
|
|
|
requestid = quoteid = 0;
|
|
|
|
|
LP_myprice(&bid,&ask,buy->symbol,sell->symbol);
|
|
|
|
|
maxprice = ask;
|
|
|
|
|
if ( setbaserel != 0 )
|
|
|
|
|
{
|
|
|
|
|
strcpy(LP_portfolio_base,"");
|
|
|
|
|
strcpy(LP_portfolio_rel,"");
|
|
|
|
|
LP_portfolio_relvolume = 0.;
|
|
|
|
|
}
|
|
|
|
|
if ( LP_pricevalid(maxprice) > 0 )
|
|
|
|
|
{
|
|
|
|
|
printf("pending.%d base buy.%s, rel sell.%s relvolume %f maxprice %.8f (%.8f %.8f)\n",LP_pendingswaps,buy->symbol,sell->symbol,sell->relvolume,maxprice,bid,ask);
|
|
|
|
|
relvolume = sell->relvolume;
|
|
|
|
|
for (iter=0; iter<3; iter++)
|
|
|
|
|
{
|
|
|
|
|
if ( relvolume < dstr(LP_MIN_TXFEE) )
|
|
|
|
|
break;
|
|
|
|
|
if ( LP_utxo_bestfit(sell->symbol,SATOSHIDEN * relvolume) != 0 )
|
|
|
|
|
{
|
|
|
|
|
if ( (retstr2= LP_autotrade(ctx,"127.0.0.1",-1,buy->symbol,sell->symbol,maxprice,relvolume,60,24*3600)) != 0 )
|
|
|
|
|
{
|
|
|
|
|
if ( (retjson2= cJSON_Parse(retstr2)) != 0 )
|
|
|
|
|
{
|
|
|
|
|
if ( (requestid= juint(retjson2,"requestid")) != 0 && (quoteid= juint(retjson2,"quoteid")) != 0 )
|
|
|
|
|
{
|
|
|
|
|
|
|
|
|
|
}
|
|
|
|
|
free_json(retjson2);
|
|
|
|
|
}
|
|
|
|
|
printf("%s relvolume %.8f LP_autotrade.(%s)\n",sell->symbol,relvolume,retstr2);
|
|
|
|
|
free(retstr2);
|
|
|
|
|
}
|
|
|
|
|
if ( requestid != 0 && quoteid != 0 )
|
|
|
|
|
break;
|
|
|
|
|
} else printf("cant find alice %.8f %s\n",relvolume,sell->symbol);
|
|
|
|
|
relvolume /= 3.;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
else if ( setbaserel != 0 )
|
|
|
|
|
{
|
|
|
|
|
strcpy(LP_portfolio_base,buy->symbol);
|
|
|
|
|
strcpy(LP_portfolio_rel,sell->symbol);
|
|
|
|
|
LP_portfolio_relvolume = sell->relvolume;
|
|
|
|
|
}
|
|
|
|
|
*requestidp = requestid;
|
|
|
|
|
*quoteidp = quoteid;
|
|
|
|
|
if ( requestid != 0 && quoteid != 0 )
|
|
|
|
|
return(0);
|
|
|
|
|
else return(-1);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
struct LP_portfoliotrade { double metric; char buycoin[16],sellcoin[16]; };
|
|
|
|
|
|
|
|
|
|
int32_t LP_portfolio_order(struct LP_portfoliotrade *trades,int32_t max,cJSON *array)
|
|
|
|
|
{
|
|
|
|
|
int32_t i,j,m,n = 0; cJSON *item; struct LP_portfoliotrade coins[256];
|
|
|
|
|
memset(coins,0,sizeof(coins));
|
|
|
|
|
if ( (m= cJSON_GetArraySize(array)) > 0 )
|
|
|
|
|
{
|
|
|
|
|
for (i=j=0; i<m && i<sizeof(coins)/sizeof(*coins); i++)
|
|
|
|
|
{
|
|
|
|
|
item = jitem(array,i);
|
|
|
|
|
safecopy(coins[j].buycoin,jstr(item,"coin"),sizeof(coins[j].buycoin));
|
|
|
|
|
coins[j].metric = jdouble(item,"force");
|
|
|
|
|
if ( fabs(coins[j].metric) > SMALLVAL && coins[j].buycoin[0] != 0 )
|
|
|
|
|
j++;
|
|
|
|
|
}
|
|
|
|
|
if ( (m= j) > 1 )
|
|
|
|
|
{
|
|
|
|
|
for (i=n=0; i<m-1; i++)
|
|
|
|
|
for (j=i+1; j<m; j++)
|
|
|
|
|
if ( coins[i].metric*coins[j].metric < 0. )
|
|
|
|
|
{
|
|
|
|
|
if ( coins[i].metric > 0. )
|
|
|
|
|
{
|
|
|
|
|
trades[n].metric = (coins[i].metric - coins[j].metric);
|
|
|
|
|
strcpy(trades[n].buycoin,coins[i].buycoin);
|
|
|
|
|
strcpy(trades[n].sellcoin,coins[j].buycoin);
|
|
|
|
|
printf("buy %s %f, sell %s %f -> %f\n",trades[n].buycoin,coins[i].metric,trades[n].sellcoin,coins[j].metric,trades[n].metric);
|
|
|
|
|
}
|
|
|
|
|
else
|
|
|
|
|
{
|
|
|
|
|
trades[n].metric = (coins[j].metric - coins[i].metric);
|
|
|
|
|
strcpy(trades[n].buycoin,coins[j].buycoin);
|
|
|
|
|
strcpy(trades[n].sellcoin,coins[i].buycoin);
|
|
|
|
|
printf("buy %s %f, sell %s %f -> %f\n",trades[n].buycoin,coins[j].metric,trades[n].sellcoin,coins[i].metric,trades[n].metric);
|
|
|
|
|
}
|
|
|
|
|
n++;
|
|
|
|
|
if ( n >= max )
|
|
|
|
|
break;
|
|
|
|
|
}
|
|
|
|
|
revsortds((void *)trades,n,sizeof(*trades));
|
|
|
|
|
for (i=0; i<n; i++)
|
|
|
|
|
printf("%d: buy %s, sell %s -> %f\n",i,trades[i].buycoin,trades[i].sellcoin,trades[i].metric);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
return(n);
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
void prices_loop(void *ignore)
|
|
|
|
|
{
|
|
|
|
|
char *retstr; cJSON *retjson,*array; char *buycoin,*sellcoin; struct iguana_info *buy,*sell; uint32_t requestid,quoteid; int32_t i,n,m; struct LP_portfoliotrade trades[256]; struct LP_priceinfo *btcpp; void *ctx = bitcoin_ctx();
|
|
|
|
|
while ( 1 )
|
|
|
|
|
{
|
|
|
|
|
if ( (btcpp= LP_priceinfofind("BTC")) == 0 )
|
|
|
|
|
{
|
|
|
|
|
sleep(60);
|
|
|
|
|
continue;
|
|
|
|
|
}
|
|
|
|
|
if ( LP_autoprices != 0 )
|
|
|
|
|
LP_autoprice_iter(ctx,btcpp);
|
|
|
|
|
if ( (retstr= LP_portfolio()) != 0 )
|
|
|
|
|
{
|
|
|
|
|
if ( (retjson= cJSON_Parse(retstr)) != 0 )
|
|
|
|
|
{
|
|
|
|
|
if ( (buycoin= jstr(retjson,"buycoin")) != 0 && (buy= LP_coinfind(buycoin)) != 0 && (sellcoin= jstr(retjson,"sellcoin")) != 0 && (sell= LP_coinfind(sellcoin)) != 0 && buy->inactive == 0 && sell->inactive == 0 )
|
|
|
|
|
{
|
|
|
|
|
//if ( LP_portfolio_trade(ctx,&requestid,"eid,buy,sell,sell->relvolume,1) < 0 )
|
|
|
|
|
{
|
|
|
|
|
array = jarray(&m,retjson,"portfolio");
|
|
|
|
|
if ( array != 0 && (n= LP_portfolio_order(trades,(int32_t)(sizeof(trades)/sizeof(*trades)),array)) > 0 )
|
|
|
|
|
{
|
|
|
|
|
for (i=0; i<n; i++)
|
|
|
|
|
{
|
|
|
|
|
if ( strcmp(trades[i].buycoin,buycoin) != 0 || strcmp(trades[i].sellcoin,sellcoin) != 0 )
|
|
|
|
|
{
|
|
|
|
|
buy = LP_coinfind(trades[i].buycoin);
|
|
|
|
|
sell = LP_coinfind(trades[i].sellcoin);
|
|
|
|
|
if ( buy != 0 && sell != 0 && LP_portfolio_trade(ctx,&requestid,"eid,buy,sell,sell->relvolume,0) == 0 )
|
|
|
|
|
break;
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
free_json(retjson);
|
|
|
|
|
}
|
|
|
|
|
free(retstr);
|
|
|
|
|
}
|
|
|
|
|
sleep(60);
|
|
|
|
|
}
|
|
|
|
|
}
|
|
|
|
|
|
|
|
|
|
|
