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1899 lines
89 KiB
1899 lines
89 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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#include <math.h>
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#include "../crypto777/OS_portable.h"
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#define _extrapolate_Spline(Splines,gap) ((double)(Splines)[0] + ((gap) * ((double)(Splines)[1] + ((gap) * ((double)(Splines)[2] + ((gap) * (double)(Splines)[3]))))))
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#define _extrapolate_Slope(Splines,gap) ((double)(Splines)[1] + ((gap) * ((double)(Splines)[2] + ((gap) * (double)(Splines)[3]))))
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#define PRICE_BLEND(oldval,newval,decay,oppodecay) ((oldval == 0.) ? newval : ((oldval * decay) + (oppodecay * newval)))
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#define PRICE_BLEND64(oldval,newval,decay,oppodecay) ((oldval == 0) ? newval : ((oldval * decay) + (oppodecay * newval) + 0.499))
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#define USD 0
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#define EUR 1
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#define JPY 2
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#define GBP 3
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#define AUD 4
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#define CAD 5
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#define CHF 6
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#define NZD 7
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#define CNY 8
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#define RUB 9
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#define NZDUSD 0
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#define NZDCHF 1
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#define NZDCAD 2
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#define NZDJPY 3
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#define GBPNZD 4
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#define EURNZD 5
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#define AUDNZD 6
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#define CADJPY 7
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#define CADCHF 8
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#define USDCAD 9
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#define EURCAD 10
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#define GBPCAD 11
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#define AUDCAD 12
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#define USDCHF 13
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#define CHFJPY 14
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#define EURCHF 15
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#define GBPCHF 16
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#define AUDCHF 17
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#define EURUSD 18
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#define EURAUD 19
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#define EURJPY 20
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#define EURGBP 21
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#define GBPUSD 22
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#define GBPJPY 23
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#define GBPAUD 24
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#define USDJPY 25
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#define AUDJPY 26
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#define AUDUSD 27
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#define USDNUM 28
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#define EURNUM 29
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#define JPYNUM 30
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#define GBPNUM 31
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#define AUDNUM 32
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#define CADNUM 33
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#define CHFNUM 34
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#define NZDNUM 35
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#define NUM_CONTRACTS 28
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#define NUM_CURRENCIES 8
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#define NUM_COMBINED (NUM_CONTRACTS + NUM_CURRENCIES)
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#define MAX_SPLINES 64
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#define MAX_LOOKAHEAD 48
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#define MAX_EXCHANGES 64
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#define MAX_CURRENCIES 32
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#define PRICE_DECAY 0.9
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#define INSTANTDEX_EXCHANGEID 0
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#define INSTANTDEX_UNCONFID 1
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#define INSTANTDEX_NXTAEID 2
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#define DAYS_FIFO (512)
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struct prices777_data
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{
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uint64_t tmillistamps[128]; double tbids[128],tasks[128],topens[128],thighs[128],tlows[128];
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double flhlogmatrix[8][8],flogmatrix[8][8],fbids[128],fasks[128],fhighs[128],flows[128];
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uint32_t itimestamps[128]; double ilogmatrix[8][8],ibids[128],iasks[128];
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char edate[128]; double ecbmatrix[32][32],dailyprices[MAX_CURRENCIES * MAX_CURRENCIES],metals[4];
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int32_t ecbdatenum,ecbyear,ecbmonth,ecbday; double RTmatrix[32][32],RTprices[128],RTmetals[4];
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double btcusd,btcdbtc,cryptos[8];
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};
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struct prices777_spline { char name[64]; int32_t splineid,lasti,basenum,num,firstx,dispincr,spline32[MAX_SPLINES][4]; uint32_t utc32[MAX_SPLINES]; int64_t spline64[MAX_SPLINES][4]; double dSplines[MAX_SPLINES][4],pricevals[MAX_SPLINES+MAX_LOOKAHEAD],lastutc,lastval,aveslopeabs; };
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struct prices777_info
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{
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struct prices777 *ptrs[1024],*truefx[128],*fxcm[128],*instaforex[128],*ecb[128];
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struct prices777_spline splines[128]; double cryptovols[2][8][2],btcusd,btcdbtc,cnyusd;
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int32_t num,numt,numf,numi,nume; char *jsonstr;
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char truefxuser[64],truefxpass[64]; uint64_t truefxidnum;
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struct prices777_data data,tmp; struct kv777 *kv;
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float ecbdaily[DAYS_FIFO][MAX_CURRENCIES][MAX_CURRENCIES];
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} BUNDLE;
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uint64_t Currencymasks[NUM_CURRENCIES+1];
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char CONTRACTS[][16] = { "NZDUSD", "NZDCHF", "NZDCAD", "NZDJPY", "GBPNZD", "EURNZD", "AUDNZD", "CADJPY", "CADCHF", "USDCAD", "EURCAD", "GBPCAD", "AUDCAD", "USDCHF", "CHFJPY", "EURCHF", "GBPCHF", "AUDCHF", "EURUSD", "EURAUD", "EURJPY", "EURGBP", "GBPUSD", "GBPJPY", "GBPAUD", "USDJPY", "AUDJPY", "AUDUSD", "USDCNY", "USDHKD", "USDMXN", "USDZAR", "USDTRY", "EURTRY", "TRYJPY", "USDSGD", "EURNOK", "USDNOK","USDSEK","USDDKK","EURSEK","EURDKK","NOKJPY","SEKJPY","USDPLN","EURPLN","USDILS", // no more currencies
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"XAUUSD", "XAGUSD", "XPTUSD", "XPDUSD", "Copper", "NGAS", "UKOil", "USOil", // commodities
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// cryptos
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"NAS100", "SPX500", "US30", "Bund", "EUSTX50", "UK100", "JPN225", "GER30", "SUI30", "AUS200", "HKG33", "FRA40", "ESP35", "ITA40", "USDOLLAR", // indices
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"SuperNET" // assets
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};
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char CURRENCIES[][8] = { "USD", "EUR", "JPY", "GBP", "AUD", "CAD", "CHF", "NZD", // major currencies
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"CNY", "RUB", "MXN", "BRL", "INR", "HKD", "TRY", "ZAR", "PLN", "NOK", "SEK", "DKK", "CZK", "HUF", "ILS", "KRW", "MYR", "PHP", "RON", "SGD", "THB", "BGN", "IDR", "HRK", // end of currencies
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"XAU", "XAG", "XPT", "XPD", // metals, gold must be first
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"BTCD", "BTC", "NXT", "LTC", "ETH", "DOGE", "BTS", "MAID", "XCP", "XMR" // cryptos
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};
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int32_t MINDENOMS[] = { 1000, 1000, 100000, 1000, 1000, 1000, 1000, 1000, // major currencies
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10000, 100000, 10000, 1000, 100000, 10000, 1000, 10000, 1000, 10000, 10000, 10000, 10000, 100000, 1000, 1000000, 1000, 10000, 1000, 1000, 10000, 1000, 10000000, 10000, // end of currencies
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1, 100, 1, 1, // metals, gold must be first
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1, 10, 100000, 100, 100, 10000000, 10000, 1000, 1000, 1000, 100000, 100000, 1000000 // cryptos
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};
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int32_t prices777_mindenomination(int32_t base)
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{
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return(MINDENOMS[base]);
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}
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short Contract_base[NUM_COMBINED+1] = { 7, 7, 7, 7, 3, 1, 4, 5, 5, 0, 1, 3, 4, 0, 6, 1, 3, 4, 1, 1, 1, 1, 3, 3, 3, 0, 4, 4, 0,1,2,3,4,5,6,7, 8 };// Contract_base };
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short Contract_rel[NUM_COMBINED+1] = { 0, 6, 5, 2, 7, 7, 7, 2, 6, 5, 5, 5, 5, 6, 2, 6, 6, 6, 0, 4, 2, 3, 0, 2, 4, 2, 2, 0, 0,1,2,3,4,5,6,7,8 };// Contract_rel
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short Baserel_contractnum[NUM_CURRENCIES+1][NUM_CURRENCIES+1] =
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{
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{ 28, 18, 25, 22, 27, 9, 13, 0, 36 },
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{ 18, 29, 20, 21, 19, 10, 15, 5, 37 },
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{ 25, 20, 30, 23, 26, 7, 14, 3, -1 },
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{ 22, 21, 23, 31, 24, 11, 16, 4, 38 },
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{ 27, 19, 26, 24, 32, 12, 17, 6, 39 },
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{ 9, 10, 7, 11, 12, 33, 8, 2, -1 },
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{ 13, 15, 14, 16, 17, 8, 34, 1, 40 },
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{ 0, 5, 3, 4, 6, 2, 1, 35, -1 },
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{ 36, 37, -1, 38, 39, -1, 40, -1, 74 },
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};
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short Baserel_contractdir[NUM_CURRENCIES+1][NUM_CURRENCIES+1] =
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{
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{ 1, -1, 1, -1, -1, 1, 1, -1, -1 },
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{ 1, 1, 1, 1, 1, 1, 1, 1, -1 },
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{ -1, -1, 1, -1, -1, -1, -1, -1, 0 },
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{ 1, -1, 1, 1, 1, 1, 1, 1, -1 },
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{ 1, -1, 1, -1, 1, 1, 1, 1, -1 },
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{ -1, -1, 1, -1, -1, 1, 1, -1, 0 },
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{ -1, -1, 1, -1, -1, -1, 1, -1, -1 },
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{ 1, -1, 1, -1, -1, 1, 1, 1, 0 },
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{ -1, -1, 0, -1, -1, 0, -1, 0, 1 },
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};
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short Currency_contracts[NUM_CURRENCIES+1][NUM_CURRENCIES] =
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{
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{ 0, 9, 13, 18, 22, 25, 27, 28, },
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{ 5, 10, 15, 18, 19, 20, 21, 29, },
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{ 3, 7, 14, 20, 23, 25, 26, 30, },
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{ 4, 11, 16, 21, 22, 23, 24, 31, },
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{ 6, 12, 17, 19, 24, 26, 27, 32, },
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{ 2, 7, 8, 9, 10, 11, 12, 33, },
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{ 1, 8, 13, 14, 15, 16, 17, 34, },
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{ 0, 1, 2, 3, 4, 5, 6, 35, },
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{ 36, 37, -1, 38, 39, -1, 40, 41, },
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};
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short Currency_contractothers[NUM_CURRENCIES+1][NUM_CURRENCIES] = // buggy!
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{
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{ 7, 5, 6, 1, 3, 2, 4, 0, },
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{ 7, 5, 6, 0, 4, 2, 3, 1, },
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{ 7, 5, 6, 1, 3, 0, 4, 2, },
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{ 7, 5, 6, 1, 0, 2, 4, 3, },
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{ 7, 5, 6, 1, 3, 2, 0, 4, },
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{ 7, 2, 6, 0, 1, 3, 4, 5, },
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{ 7, 5, 0, 2, 1, 3, 4, 6, },
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{ 0, 6, 5, 2, 1, 3, 4, 7, },
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{ 0, 1,-1, 3, 4,-1, 5,-1, },
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};
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short Currency_contractdirs[NUM_CURRENCIES+1][NUM_CURRENCIES] =
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{
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{ -1, 1, 1, -1, -1, 1, -1, 1 },
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{ 1, 1, 1, 1, 1, 1, 1, 1 },
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{ -1, -1, -1, -1, -1, -1, -1, 1 },
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{ 1, 1, 1, -1, 1, 1, 1, 1 },
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{ 1, 1, 1, -1, -1, 1, 1, 1 },
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{ -1, 1, 1, -1, -1, -1, -1, 1 },
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{ -1, -1, -1, 1, -1, -1, -1, 1 },
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{ 1, 1, 1, 1, -1, -1, -1, 1 },
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{ 1, 1, 1, 1, 1, 1, 1, 1 },
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};
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char *Yahoo_metals[] = { "XAU", "XAG", "XPT", "XPD" };
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#define dto64(x) ((int64_t)((x) * (double)SATOSHIDEN * SATOSHIDEN))
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#define dto32(x) ((int32_t)((x) * (double)SATOSHIDEN))
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#define i64tod(x) ((double)(x) / ((double)SATOSHIDEN * SATOSHIDEN))
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#define i32tod(x) ((double)(x) / (double)SATOSHIDEN)
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#define _extrapolate_spline64(spline64,gap) ((double)i64tod((spline64)[0]) + ((gap) * ((double)i64tod(.001*.001*(spline64)[1]) + ((gap) * ((double)i64tod(.001*.001*.001*.001*(spline64)[2]) + ((gap) * (double)i64tod(.001*.001*.001*.001*.001*.001*(spline64)[3])))))))
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#define _extrapolate_spline32(spline32,gap) ((double)i32tod((spline32)[0]) + ((gap) * ((double)i32tod(.001*.001*(spline32)[1]) + ((gap) * ((double)i32tod(.001*.001*.001*.001*(spline32)[2]) + ((gap) * (double)i32tod(.001*.001*.001*.001*.001*.001*(spline32)[3])))))))
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double prices777_splineval(struct prices777_spline *spline,uint32_t timestamp,int32_t lookahead)
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{
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int32_t i,gap,ind = (spline->num - 1);
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if ( timestamp >= spline->utc32[ind] )
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{
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gap = (timestamp - spline->utc32[ind]);
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if ( gap < lookahead )
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return(_extrapolate_spline64(spline->spline64[ind],gap));
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else return(0.);
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}
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else if ( timestamp <= spline->utc32[0] )
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{
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gap = (spline->utc32[0] - timestamp);
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if ( gap < lookahead )
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return(_extrapolate_spline64(spline->spline64[0],gap));
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else return(0.);
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}
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for (i=0; i<spline->num-1; i++)
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{
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ind = (i + spline->lasti) % (spline->num - 1);
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if ( timestamp >= spline->utc32[ind] && timestamp < spline->utc32[ind+1] )
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{
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spline->lasti = ind;
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return(_extrapolate_spline64(spline->spline64[ind],timestamp - spline->utc32[ind]));
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}
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}
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return(0.);
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}
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double prices777_calcspline(struct prices777_spline *spline,double *outputs,double *slopes,int32_t dispwidth,uint32_t *utc32,double *splinevals,int32_t num)
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{
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static double errsums[3]; static int errcount;
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double c[MAX_SPLINES],f[MAX_SPLINES],dd[MAX_SPLINES],dl[MAX_SPLINES],du[MAX_SPLINES],gaps[MAX_SPLINES];
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int32_t n,i,lasti,x,numsplines,nonz; double vx,vy,vw,vz,gap,sum,xval,yval,abssum,lastval,lastxval,yval64,yval32,yval3; uint32_t gap32;
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sum = lastxval = n = lasti = nonz = 0;
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for (i=0; i<MAX_SPLINES&&i<num; i++)
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{
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if ( (f[n]= splinevals[i]) != 0. && utc32[i] != 0 )
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{
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//printf("i%d.(%f %f) ",i,utc[i],splinevals[i]);
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if ( n > 0 )
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{
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if ( (gaps[n-1]= utc32[i] - lastxval) < 0 )
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{
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printf("illegal gap %f to t%d\n",lastxval,utc32[i]);
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return(0);
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}
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}
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spline->utc32[n] = lastxval = utc32[i];
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n++;
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}
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}
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if ( (numsplines= n) < 4 )
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return(0);
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for (i=0; i<n-3; i++)
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dl[i] = du[i] = gaps[i+1];
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for (i=0; i<n-2; i++)
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{
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|
|
dd[i] = 2.0 * (gaps[i] + gaps[i+1]);
|
||
|
|
c[i] = (3.0 / (double)gaps[i+1]) * (f[i+2] - f[i+1]) - (3.0 / (double)gaps[i]) * (f[i+1] - f[i]);
|
||
|
|
}
|
||
|
|
//for (i=0; i<n; i++) printf("%f ",f[i]);
|
||
|
|
//printf("F2[%d]\n",n);
|
||
|
|
dd[0] += (gaps[0] + (double)gaps[0]*gaps[0] / gaps[1]);
|
||
|
|
du[0] -= ((double)gaps[0]*gaps[0] / gaps[1]);
|
||
|
|
dd[n-3] += (gaps[n-2] + (double)gaps[n-2]*gaps[n-2] / gaps[n-3]);
|
||
|
|
dl[n-4] -= ((double)gaps[n-2]*gaps[n-2] / gaps[n-3]);
|
||
|
|
|
||
|
|
//tridiagonal(n-2, dl, dd, du, c);
|
||
|
|
for (i=0; i<n-1-2; i++)
|
||
|
|
{
|
||
|
|
du[i] /= dd[i];
|
||
|
|
dd[i+1] -= dl[i]*du[i];
|
||
|
|
}
|
||
|
|
c[0] /= dd[0];
|
||
|
|
for (i=1; i<n-2; i++)
|
||
|
|
c[i] = (c[i] - dl[i-1] * c[i-1]) / dd[i];
|
||
|
|
for (i=n-2-4; i>=0; i--)
|
||
|
|
c[i] -= c[i+1] * du[i];
|
||
|
|
//tridiagonal(n-2, dl, dd, du, c);
|
||
|
|
|
||
|
|
for (i=n-3; i>=0; i--)
|
||
|
|
c[i+1] = c[i];
|
||
|
|
c[0] = (1.0 + (double)gaps[0] / gaps[1]) * c[1] - ((double)gaps[0] / gaps[1] * c[2]);
|
||
|
|
c[n-1] = (1.0 + (double)gaps[n-2] / gaps[n-3] ) * c[n-2] - ((double)gaps[n-2] / gaps[n-3] * c[n-3]);
|
||
|
|
//printf("c[n-1] %f, n-2 %f, n-3 %f\n",c[n-1],c[n-2],c[n-3]);
|
||
|
|
abssum = nonz = lastval = 0;
|
||
|
|
outputs[spline->firstx] = f[0];
|
||
|
|
spline->num = numsplines;
|
||
|
|
for (i=0; i<n; i++)
|
||
|
|
{
|
||
|
|
vx = f[i];
|
||
|
|
vz = c[i];
|
||
|
|
if ( i < n-1 )
|
||
|
|
{
|
||
|
|
gap = gaps[i];
|
||
|
|
vy = ((f[i+1] - f[i]) / gap) - (gap * (c[i+1] + 2.*c[i]) / 3.);
|
||
|
|
vw = (c[i+1] - c[i]) / (3. * gap);
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
vy = 0;
|
||
|
|
vw = 0;
|
||
|
|
}
|
||
|
|
//printf("%3d: t%u [%14.11f %14.11f %14.11f %14.11f] gap %f | %d\n",i,spline->utc32[i],(vx),vy*1000*1000,vz*1000*1000*1000*1000,vw*1000*1000*1000*1000*1000*1000,gap,conv_unixtime(&tmp,spline->utc32[i]));
|
||
|
|
spline->dSplines[i][0] = vx, spline->dSplines[i][1] = vy, spline->dSplines[i][2] = vz, spline->dSplines[i][3] = vw;
|
||
|
|
spline->spline64[i][0] = dto64(vx), spline->spline64[i][1] = dto64(vy*1000*1000), spline->spline64[i][2] = dto64(vz*1000*1000*1000*1000), spline->spline64[i][3] = dto64(vw*1000*1000*1000*1000*1000*1000);
|
||
|
|
spline->spline32[i][0] = dto32(vx), spline->spline32[i][1] = dto32(vy*1000*1000), spline->spline32[i][2] = dto32(vz*1000*1000*1000*1000), spline->spline32[i][3] = dto32(vw*1000*1000*1000*1000*1000*1000);
|
||
|
|
gap32 = gap = spline->dispincr;
|
||
|
|
xval = spline->utc32[i] + gap;
|
||
|
|
lastval = vx;
|
||
|
|
while ( i < n-1 )
|
||
|
|
{
|
||
|
|
x = spline->firstx + ((xval - spline->utc32[0]) / spline->dispincr);
|
||
|
|
if ( x > dispwidth-1 ) x = dispwidth-1;
|
||
|
|
if ( x < 0 ) x = 0;
|
||
|
|
if ( (i < n-2 && gap > gaps[i] + spline->dispincr) )
|
||
|
|
break;
|
||
|
|
if ( i == n-2 && xval > spline->utc32[n-1] + MAX_LOOKAHEAD*spline->dispincr )
|
||
|
|
{
|
||
|
|
//printf("x.%d dispwidth.%d xval %f > utc[n-1] %f + %f\n",x,dispwidth,xval,utc[n-1],MAX_LOOKAHEAD*incr);
|
||
|
|
break;
|
||
|
|
}
|
||
|
|
if ( x >= 0 )
|
||
|
|
{
|
||
|
|
yval = _extrapolate_Spline(spline->dSplines[i],gap);
|
||
|
|
yval64 = _extrapolate_spline64(spline->spline64[i],gap32);
|
||
|
|
if ( (yval3 = prices777_splineval(spline,gap32 + spline->utc32[i],MAX_LOOKAHEAD*spline->dispincr)) != 0 )
|
||
|
|
{
|
||
|
|
yval32 = _extrapolate_spline32(spline->spline32[i],gap32);
|
||
|
|
errsums[0] += fabs(yval - yval64), errsums[1] += fabs(yval - yval32), errsums[2] += fabs(yval - yval3), errcount++;
|
||
|
|
if ( fabs(yval - yval3) > SMALLVAL )
|
||
|
|
printf("(%.10f vs %.10f %.10f %.10f [%.16f %.16f %.16f]) ",yval,yval64,yval32,yval3, errsums[0]/errcount,errsums[1]/errcount,errsums[2]/errcount);
|
||
|
|
}
|
||
|
|
if ( yval > 5000. ) yval = 5000.;
|
||
|
|
else if ( yval < -5000. ) yval = -5000.;
|
||
|
|
if ( isnan(yval) == 0 )
|
||
|
|
{
|
||
|
|
outputs[x] = yval;
|
||
|
|
spline->lastval = outputs[x], spline->lastutc = xval;
|
||
|
|
if ( 1 && fabs(lastval) > SMALLVAL )
|
||
|
|
{
|
||
|
|
if ( lastval != 0 && outputs[x] != 0 )
|
||
|
|
{
|
||
|
|
if ( slopes != 0 )
|
||
|
|
slopes[x] = (outputs[x] - lastval), abssum += fabs(slopes[x]);
|
||
|
|
nonz++;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
//else outputs[x] = 0.;
|
||
|
|
//printf("x.%-4d %d %f %f %f i%-4d: gap %9.6f %9.6f last %9.6f slope %9.6f | %9.1f [%9.1f %9.6f %9.6f %9.6f %9.6f]\n",x,firstx,xval,utc[0],incr,i,gap,yval,lastval,slopes[x],xval,utc[i+1],dSplines[i][0],dSplines[i][1]*1000*1000,dSplines[i][2]*1000*1000*1000*1000,dSplines[i][3]*1000*1000*1000*1000*1000*1000);
|
||
|
|
}
|
||
|
|
gap32 += spline->dispincr, gap += spline->dispincr, xval += spline->dispincr;
|
||
|
|
}
|
||
|
|
//double pred = (i>0) ? _extrapolate_Spline(dSplines[i-1],gaps[i-1]) : 0.;
|
||
|
|
//printf("%2d: w%8.1f [gap %f -> %9.6f | %9.6f %9.6f %9.6f %9.6f %9.6f]\n",i,weekinds[i],gap,pred,f[i],dSplines[i].x,1000000*dSplines[i].y,1000000*1000000*dSplines[i].z,1000000*1000000*1000*dSplines[i].w);
|
||
|
|
}
|
||
|
|
if ( nonz != 0 )
|
||
|
|
abssum /= nonz;
|
||
|
|
spline->aveslopeabs = abssum;
|
||
|
|
return(lastval);
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t prices777_genspline(struct prices777_spline *spline,int32_t splineid,char *name,uint32_t *utc32,double *splinevals,int32_t maxsplines,double *refvals)
|
||
|
|
{
|
||
|
|
int32_t i; double output[2048],slopes[2048],origvals[MAX_SPLINES];
|
||
|
|
memset(spline,0,sizeof(*spline)), memset(output,0,sizeof(output)), memset(slopes,0,sizeof(slopes));
|
||
|
|
spline->dispincr = 3600, spline->basenum = splineid, strcpy(spline->name,name);
|
||
|
|
memcpy(origvals,splinevals,sizeof(*splinevals) * MAX_SPLINES);
|
||
|
|
spline->lastval = prices777_calcspline(spline,output,slopes,sizeof(output)/sizeof(*output),utc32,splinevals,maxsplines);
|
||
|
|
for (i=0; i<spline->num+3; i++)
|
||
|
|
{
|
||
|
|
if ( i < spline->num )
|
||
|
|
{
|
||
|
|
if ( refvals[i] != 0 && output[i * 24] != refvals[i] )
|
||
|
|
printf("{%.8f != %.8f}.%d ",output[i * 24],refvals[i],i);
|
||
|
|
}
|
||
|
|
else printf("{%.8f %.3f} ",output[i * 24],slopes[i * 24]/spline->aveslopeabs);
|
||
|
|
spline->pricevals[i] = output[i * 24];
|
||
|
|
}
|
||
|
|
printf("spline.%s num.%d\n",name,spline->num);
|
||
|
|
return(spline->num);
|
||
|
|
}
|
||
|
|
|
||
|
|
double prices777_baseprice(uint32_t timestamp,int32_t basenum)
|
||
|
|
{
|
||
|
|
double btc,btcd,btcdusd,usdval;
|
||
|
|
btc = 1000. * _pairaved(prices777_splineval(&BUNDLE.splines[MAX_CURRENCIES+0],timestamp,0),prices777_splineval(&BUNDLE.splines[MAX_CURRENCIES+1],timestamp,0));
|
||
|
|
btcd = .01 * prices777_splineval(&BUNDLE.splines[MAX_CURRENCIES+2],timestamp,0);
|
||
|
|
if ( btc != 0. && btcd != 0. )
|
||
|
|
{
|
||
|
|
btcdusd = (btc * btcd);
|
||
|
|
usdval = prices777_splineval(&BUNDLE.splines[USD],timestamp,0);
|
||
|
|
if ( basenum == USD )
|
||
|
|
return(1. / btcdusd);
|
||
|
|
else return(prices777_splineval(&BUNDLE.splines[basenum],timestamp,0) / (btcdusd * usdval));
|
||
|
|
}
|
||
|
|
return(0.);
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t prices777_ispair(char *base,char *rel,char *contract)
|
||
|
|
{
|
||
|
|
int32_t i,j;
|
||
|
|
base[0] = rel[0] = 0;
|
||
|
|
for (i=0; i<sizeof(CURRENCIES)/sizeof(*CURRENCIES); i++)
|
||
|
|
{
|
||
|
|
if ( strncmp(CURRENCIES[i],contract,strlen(CURRENCIES[i])) == 0 )
|
||
|
|
{
|
||
|
|
for (j=0; j<sizeof(CURRENCIES)/sizeof(*CURRENCIES); j++)
|
||
|
|
if ( strcmp(CURRENCIES[j],contract+strlen(CURRENCIES[i])) == 0 )
|
||
|
|
{
|
||
|
|
strcpy(base,CURRENCIES[i]);
|
||
|
|
strcpy(rel,CURRENCIES[j]);
|
||
|
|
/*USDCNY 6.209700 -> 0.655564
|
||
|
|
USDCNY 6.204146 -> 0.652686
|
||
|
|
USDHKD 7.753400 -> 0.749321
|
||
|
|
USDHKD 7.746396 -> 0.746445
|
||
|
|
USDZAR 12.694000 -> 1.101688
|
||
|
|
USDZAR 12.682408 -> 1.098811
|
||
|
|
USDTRY 2.779700 -> 0.341327
|
||
|
|
EURTRY 3.048500 -> 0.386351
|
||
|
|
TRYJPY 44.724000 -> 0.690171
|
||
|
|
TRYJPY 44.679966 -> 0.687290
|
||
|
|
USDSGD 1.375200 -> 0.239415*/
|
||
|
|
//if ( strcmp(contract,"USDCNY") == 0 || strcmp(contract,"TRYJPY") == 0 || strcmp(contract,"USDZAR") == 0 )
|
||
|
|
// printf("i.%d j.%d base.%s rel.%s\n",i,j,base,rel);
|
||
|
|
return((i<<8) | j);
|
||
|
|
}
|
||
|
|
break;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return(-1);
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t prices777_basenum(char *base)
|
||
|
|
{
|
||
|
|
int32_t i,j;
|
||
|
|
if ( 1 )
|
||
|
|
{
|
||
|
|
for (i=0; i<sizeof(CURRENCIES)/sizeof(*CURRENCIES); i++)
|
||
|
|
for (j=0; j<sizeof(CURRENCIES)/sizeof(*CURRENCIES); j++)
|
||
|
|
if ( i != j && strcmp(CURRENCIES[i],CURRENCIES[j]) == 0 )
|
||
|
|
printf("duplicate.(%s)\n",CURRENCIES[i]);//, getchar();
|
||
|
|
}
|
||
|
|
for (i=0; i<sizeof(CURRENCIES)/sizeof(*CURRENCIES); i++)
|
||
|
|
if ( strcmp(CURRENCIES[i],base) == 0 )
|
||
|
|
return(i);
|
||
|
|
return(-1);
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t prices777_contractnum(char *base,char *rel)
|
||
|
|
{
|
||
|
|
int32_t i,j,c; char contractstr[16],*contract = 0;
|
||
|
|
if ( 0 )
|
||
|
|
{
|
||
|
|
for (i=0; i<sizeof(CONTRACTS)/sizeof(*CONTRACTS); i++)
|
||
|
|
for (j=0; j<sizeof(CONTRACTS)/sizeof(*CONTRACTS); j++)
|
||
|
|
if ( i != j && strcmp(CONTRACTS[i],CONTRACTS[j]) == 0 )
|
||
|
|
printf("duplicate.(%s)\n",CONTRACTS[i]);//, getchar();
|
||
|
|
}
|
||
|
|
if ( base != 0 && base[0] != 0 && rel != 0 && rel[0] != 0 )
|
||
|
|
{
|
||
|
|
for (i=0; i<NUM_CURRENCIES; i++)
|
||
|
|
if ( strcmp(base,CURRENCIES[i]) == 0 )
|
||
|
|
{
|
||
|
|
for (j=0; j<NUM_CURRENCIES; j++)
|
||
|
|
if ( strcmp(rel,CURRENCIES[j]) == 0 )
|
||
|
|
return(Baserel_contractnum[i][j]);
|
||
|
|
break;
|
||
|
|
}
|
||
|
|
sprintf(contractstr,"%s%s",base,rel);
|
||
|
|
contract = contractstr;
|
||
|
|
} else contract = base;
|
||
|
|
if ( contract != 0 && contract[0] != 0 )
|
||
|
|
{
|
||
|
|
for (c=0; c<sizeof(CONTRACTS)/sizeof(*CONTRACTS); c++)
|
||
|
|
if ( strcmp(CONTRACTS[c],contract) == 0 )
|
||
|
|
return(c);
|
||
|
|
}
|
||
|
|
return(-1);
|
||
|
|
}
|
||
|
|
|
||
|
|
void init_Currencymasks()
|
||
|
|
{
|
||
|
|
int32_t base,j,c; uint64_t basemask;
|
||
|
|
for (base=0; base<NUM_CURRENCIES; base++)
|
||
|
|
{
|
||
|
|
basemask = 0L;
|
||
|
|
for (j=0; j<7; j++)
|
||
|
|
{
|
||
|
|
if ( (c= Currency_contracts[base][j]) >= 0 )
|
||
|
|
{
|
||
|
|
basemask |= (1L << c);
|
||
|
|
//printf("(%s %lx) ",CONTRACTS[c],1L<<c);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
Currencymasks[base] = basemask;
|
||
|
|
printf("0x%llx, ",(long long)basemask);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
double calc_primary_currencies(double logmatrix[8][8],double *bids,double *asks)
|
||
|
|
{
|
||
|
|
uint64_t nonzmask; int32_t c,base,rel; double bid,ask;
|
||
|
|
memset(logmatrix,0,sizeof(double)*8*8);
|
||
|
|
nonzmask = 0;
|
||
|
|
for (c=0; c<28; c++)
|
||
|
|
{
|
||
|
|
bid = bids[c];
|
||
|
|
ask = asks[c];
|
||
|
|
if ( bid != 0 && ask != 0 )
|
||
|
|
{
|
||
|
|
base = Contract_base[c];
|
||
|
|
rel = Contract_rel[c];
|
||
|
|
nonzmask |= (1L << c);
|
||
|
|
logmatrix[base][rel] = log(bid);
|
||
|
|
logmatrix[rel][base] = -log(ask);
|
||
|
|
//printf("[%f %f] ",bid,ask);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
//printf("%07lx\n",nonzmask);
|
||
|
|
if ( nonzmask != 0 )
|
||
|
|
{
|
||
|
|
bids[USDNUM] = (logmatrix[USD][EUR] + logmatrix[USD][JPY] + logmatrix[USD][GBP] + logmatrix[USD][AUD] + logmatrix[USD][CAD] + logmatrix[USD][CHF] + logmatrix[USD][NZD]) / 8.;
|
||
|
|
asks[USDNUM] = -(logmatrix[EUR][USD] + logmatrix[JPY][USD] + logmatrix[GBP][USD] + logmatrix[AUD][USD] + logmatrix[CAD][USD] + logmatrix[CHF][USD] + logmatrix[NZD][USD]) / 8.;
|
||
|
|
|
||
|
|
bids[EURNUM] = (logmatrix[EUR][USD] + logmatrix[EUR][JPY] + logmatrix[EUR][GBP] + logmatrix[EUR][AUD] + logmatrix[EUR][CAD] + logmatrix[EUR][CHF] + logmatrix[EUR][NZD]) / 8.;
|
||
|
|
asks[EURNUM] = -(logmatrix[USD][EUR] + logmatrix[JPY][EUR] + logmatrix[GBP][EUR] + logmatrix[AUD][EUR] + logmatrix[CAD][EUR] + logmatrix[CHF][EUR] + logmatrix[NZD][EUR]) / 8.;
|
||
|
|
|
||
|
|
bids[JPYNUM] = (logmatrix[JPY][USD] + logmatrix[JPY][EUR] + logmatrix[JPY][GBP] + logmatrix[JPY][AUD] + logmatrix[JPY][CAD] + logmatrix[JPY][CHF] + logmatrix[JPY][NZD]) / 8.;
|
||
|
|
asks[JPYNUM] = -(logmatrix[USD][JPY] + logmatrix[EUR][JPY] + logmatrix[GBP][JPY] + logmatrix[AUD][JPY] + logmatrix[CAD][JPY] + logmatrix[CHF][JPY] + logmatrix[NZD][JPY]) / 8.;
|
||
|
|
|
||
|
|
bids[GBPNUM] = (logmatrix[GBP][USD] + logmatrix[GBP][EUR] + logmatrix[GBP][JPY] + logmatrix[GBP][AUD] + logmatrix[GBP][CAD] + logmatrix[GBP][CHF] + logmatrix[GBP][NZD]) / 8.;
|
||
|
|
asks[GBPNUM] = -(logmatrix[USD][GBP] + logmatrix[EUR][GBP] + logmatrix[JPY][GBP] + logmatrix[AUD][GBP] + logmatrix[CAD][GBP] + logmatrix[CHF][GBP] + logmatrix[NZD][GBP]) / 8.;
|
||
|
|
|
||
|
|
bids[AUDNUM] = (logmatrix[AUD][USD] + logmatrix[AUD][EUR] + logmatrix[AUD][JPY] + logmatrix[AUD][GBP] + logmatrix[AUD][CAD] + logmatrix[AUD][CHF] + logmatrix[AUD][NZD]) / 8.;
|
||
|
|
asks[AUDNUM] = -(logmatrix[USD][AUD] + logmatrix[EUR][AUD] + logmatrix[JPY][AUD] + logmatrix[GBP][AUD] + logmatrix[CAD][AUD] + logmatrix[CHF][AUD] + logmatrix[NZD][AUD]) / 8.;
|
||
|
|
|
||
|
|
bids[CADNUM] = (logmatrix[CAD][USD] + logmatrix[CAD][EUR] + logmatrix[CAD][JPY] + logmatrix[CAD][GBP] + logmatrix[CAD][AUD] + logmatrix[CAD][CHF] + logmatrix[CAD][NZD]) / 8.;
|
||
|
|
asks[CADNUM] = -(logmatrix[USD][CAD] + logmatrix[EUR][CAD] + logmatrix[JPY][CAD] + logmatrix[GBP][CAD] + logmatrix[AUD][CAD] + logmatrix[CHF][CAD] + logmatrix[NZD][CAD]) / 8.;
|
||
|
|
|
||
|
|
bids[CHFNUM] = (logmatrix[CHF][USD] + logmatrix[CHF][EUR] + logmatrix[CHF][JPY] + logmatrix[CHF][GBP] + logmatrix[CHF][AUD] + logmatrix[CHF][CAD] + logmatrix[CHF][NZD]) / 8.;
|
||
|
|
asks[CHFNUM] = -(logmatrix[USD][CHF] + logmatrix[EUR][CHF] + logmatrix[JPY][CHF] + logmatrix[GBP][CHF] + logmatrix[AUD][CHF] + logmatrix[CAD][CHF] + logmatrix[NZD][CHF]) / 8.;
|
||
|
|
|
||
|
|
bids[NZDNUM] = (logmatrix[NZD][USD] + logmatrix[NZD][EUR] + logmatrix[NZD][JPY] + logmatrix[NZD][GBP] + logmatrix[NZD][AUD] + logmatrix[NZD][CAD] + logmatrix[NZD][CHF]) / 8.;
|
||
|
|
asks[NZDNUM] = -(logmatrix[USD][NZD] + logmatrix[EUR][NZD] + logmatrix[JPY][NZD] + logmatrix[GBP][NZD] + logmatrix[AUD][NZD] + logmatrix[CAD][NZD] + logmatrix[CHF][NZD]) / 8.;
|
||
|
|
if ( nonzmask != ((1<<28)-1) )
|
||
|
|
{
|
||
|
|
for (base=0; base<8; base++)
|
||
|
|
{
|
||
|
|
if ( (nonzmask & Currencymasks[base]) != Currencymasks[base] )
|
||
|
|
bids[base+28] = asks[base+28] = 0;
|
||
|
|
//else printf("%s %9.6f | ",CONTRACTS[base+28],_pairaved(bids[base+28],asks[base+28]));
|
||
|
|
}
|
||
|
|
//printf("keep.%07lx\n",nonzmask);
|
||
|
|
return(0);
|
||
|
|
}
|
||
|
|
if ( 0 && nonzmask != 0 )
|
||
|
|
{
|
||
|
|
for (base=0; base<8; base++)
|
||
|
|
printf("%s.%9.6f | ",CONTRACTS[base+28],_pairaved(bids[base+28],asks[base+28]));
|
||
|
|
printf("%07llx\n",(long long)nonzmask);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return(0);
|
||
|
|
}
|
||
|
|
|
||
|
|
double prices777_getprice(char *retbuf,char *base,char *rel,char *contract)
|
||
|
|
{
|
||
|
|
int32_t i,c,basenum,relnum,n = 0; double yprice,daily,revdaily,price,bid,ask;
|
||
|
|
struct prices777 *prices; struct prices777_data *dp = &BUNDLE.data;
|
||
|
|
price = yprice = daily = revdaily = 0.;
|
||
|
|
prices777_ispair(base,rel,contract);
|
||
|
|
if ( base[0] != 0 && rel[0] != 0 )
|
||
|
|
{
|
||
|
|
basenum = prices777_basenum(base), relnum = prices777_basenum(rel);
|
||
|
|
if ( basenum >= 0 && relnum >= 0 && basenum < MAX_CURRENCIES && relnum < MAX_CURRENCIES )
|
||
|
|
daily = dp->dailyprices[basenum*MAX_CURRENCIES + relnum], revdaily = dp->dailyprices[relnum*MAX_CURRENCIES + basenum];
|
||
|
|
}
|
||
|
|
for (i=0; i<sizeof(Yahoo_metals)/sizeof(*Yahoo_metals); i++)
|
||
|
|
if ( strncmp(Yahoo_metals[i],contract,3) == 0 && strcmp(contract+3,"USD") == 0 )
|
||
|
|
{
|
||
|
|
yprice = dp->metals[i];
|
||
|
|
break;
|
||
|
|
}
|
||
|
|
sprintf(retbuf,"{\"result\":\"success\",\"contract\":\"%s\",\"base\":\"%s\",\"rel\":\"%s\"",contract,base,rel);
|
||
|
|
for (i=0; i<BUNDLE.num; i++)
|
||
|
|
{
|
||
|
|
if ( (prices= BUNDLE.ptrs[i]) != 0 )
|
||
|
|
{
|
||
|
|
//printf("(%s) (%s) (%s)\n",prices->contract,prices->base,prices->rel);
|
||
|
|
if ( strcmp(contract,prices->contract) == 0 && (bid= prices->lastbid) != 0 && (ask= prices->lastask) != 0 )
|
||
|
|
{
|
||
|
|
price += (bid + ask), n += 2;
|
||
|
|
printf("%s add %f %f -> %f [%f]\n",prices->exchange,bid,ask,price,price/n);
|
||
|
|
sprintf(retbuf+strlen(retbuf),",\"%s\":{\"bid\":%.8f,\"ask\":%.8f}",prices->exchange,bid,ask);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( (c= prices777_contractnum(contract,0)) >= 0 )
|
||
|
|
{
|
||
|
|
if ( dp->tbids[c] != 0. && dp->tasks[c] != 0. )
|
||
|
|
{
|
||
|
|
price += (dp->tbids[c] + dp->tasks[c]), n += 2;
|
||
|
|
sprintf(retbuf+strlen(retbuf),",\"truefx\":{\"millistamp\":\"%llu\",\"bid\":%.8f,\"ask\":%.8f,\"open\":%.8f,\"high\":%.8f,\"low\":%.8f}",(long long)dp->tmillistamps[c],dp->tbids[c],dp->tasks[c],dp->topens[c],dp->thighs[c],dp->tlows[c]);
|
||
|
|
}
|
||
|
|
if ( dp->fbids[c] != 0. && dp->fasks[c] != 0. )
|
||
|
|
{
|
||
|
|
price += (dp->fbids[c] + dp->fasks[c]), n += 2;
|
||
|
|
sprintf(retbuf+strlen(retbuf),",\"fxcm\":{\"bid\":%.8f,\"ask\":%.8f,\"high\":%.8f,\"low\":%.8f}",dp->fbids[c],dp->fasks[c],dp->fhighs[c],dp->flows[c]);
|
||
|
|
}
|
||
|
|
if ( dp->ibids[c] != 0. && dp->iasks[c] != 0. )
|
||
|
|
{
|
||
|
|
price += (dp->ibids[c] + dp->iasks[c]), n += 2;
|
||
|
|
sprintf(retbuf+strlen(retbuf),",\"instaforex\":{\"timestamp\":%u,\"bid\":%.8f,\"ask\":%.8f}",dp->itimestamps[c],dp->ibids[c],dp->iasks[c]);
|
||
|
|
}
|
||
|
|
if ( yprice != 0. )
|
||
|
|
sprintf(retbuf+strlen(retbuf),",\"yahoo\":{\"price\":%.8f}",yprice);
|
||
|
|
if ( daily != 0. || revdaily != 0. )
|
||
|
|
sprintf(retbuf+strlen(retbuf),",\"ecb\":{\"date\":\"%s\",\"daily\":%.8f,\"reverse\":%.8f}",dp->edate,daily,revdaily);
|
||
|
|
}
|
||
|
|
if ( n > 0 )
|
||
|
|
price /= n;
|
||
|
|
sprintf(retbuf+strlen(retbuf),",\"aveprice\":%.8f,\"n\":%d}",price,n);
|
||
|
|
return(price);
|
||
|
|
}
|
||
|
|
|
||
|
|
struct prices777 *prices777_initpair(int32_t needfunc,char *exchange,char *_base,char *_rel,double decay,char *_name,uint64_t baseid,uint64_t relid,int32_t basketsize)
|
||
|
|
{
|
||
|
|
static long allocated;
|
||
|
|
int32_t i,rellen; char basebuf[64],relbuf[64],base[64],rel[64],name[64]; struct exchange_info *exchangeptr;
|
||
|
|
struct prices777 *prices;
|
||
|
|
safecopy(base,_base,sizeof(base));
|
||
|
|
safecopy(rel,_rel,sizeof(rel));
|
||
|
|
safecopy(name,_name,sizeof(name));
|
||
|
|
if ( needfunc < 0 )
|
||
|
|
{
|
||
|
|
for (i=0; i<sizeof(funcs)/sizeof(*funcs); i++)
|
||
|
|
{
|
||
|
|
if ( (exchangeptr= find_exchange(0,funcs[i].exchange)) != 0 )
|
||
|
|
{
|
||
|
|
printf("%p %s set supports.%p %p coinbalance.%p\n",exchangeptr,funcs[i].exchange,funcs[i].supports,funcs[i].trade,funcs[i].parsebalance);
|
||
|
|
exchangeptr->issue = funcs[i];
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return(0);
|
||
|
|
}
|
||
|
|
//printf("init.(%s/%s) name.(%s) %llu %llu\n",base,rel,name,(long long)baseid,(long long)relid);
|
||
|
|
if ( strcmp(exchange,"nxtae") == 0 || strcmp(exchange,"unconf") == 0 )//|| strcmp(exchange,"InstantDEX") == 0 )
|
||
|
|
{
|
||
|
|
if ( strcmp(base,"NXT") == 0 || baseid == NXT_ASSETID )
|
||
|
|
{
|
||
|
|
strcpy(base,rel), baseid = relid;
|
||
|
|
strcpy(rel,"NXT"), relid = NXT_ASSETID;
|
||
|
|
printf("flip.(%s/%s) %llu %llu\n",base,rel,(long long)baseid,(long long)relid);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
for (i=0; i<BUNDLE.num; i++)
|
||
|
|
{
|
||
|
|
if ( strcmp(BUNDLE.ptrs[i]->exchange,exchange) == 0 )
|
||
|
|
{
|
||
|
|
if ( baseid != 0 && relid != 0 && BUNDLE.ptrs[i]->baseid == baseid && BUNDLE.ptrs[i]->relid == relid )
|
||
|
|
return(BUNDLE.ptrs[i]);
|
||
|
|
if ( strcmp(BUNDLE.ptrs[i]->origbase,base) == 0 && strcmp(BUNDLE.ptrs[i]->origrel,rel) == 0 )
|
||
|
|
return(BUNDLE.ptrs[i]);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
printf("cant find (%s) (%llu) (%llu) (%s) (%s)\n",exchange,(long long)baseid,(long long)relid,base,rel);
|
||
|
|
prices = calloc(1,sizeof(*prices) + basketsize*sizeof(*prices->basket));
|
||
|
|
// printf("new prices %ld\n",sizeof(*prices));
|
||
|
|
strcpy(prices->exchange,exchange), strcpy(prices->contract,name), strcpy(prices->base,base), strcpy(prices->rel,rel);
|
||
|
|
prices->baseid = baseid, prices->relid = relid;
|
||
|
|
prices->contractnum = InstantDEX_name(prices->key,&prices->keysize,exchange,prices->contract,prices->base,&prices->baseid,prices->rel,&prices->relid);
|
||
|
|
portable_mutex_init(&prices->mutex);
|
||
|
|
strcpy(prices->origbase,base);
|
||
|
|
if ( rel[0] != 0 )
|
||
|
|
strcpy(prices->origrel,rel);
|
||
|
|
allocated += sizeof(*prices);
|
||
|
|
safecopy(prices->exchange,exchange,sizeof(prices->exchange));
|
||
|
|
if ( strcmp(exchange,"nxtae") == 0 || strcmp(exchange,"unconf") == 0 || strcmp(exchange,INSTANTDEX_NAME) == 0 )
|
||
|
|
{
|
||
|
|
char tmp[16];
|
||
|
|
_set_assetname(&prices->basemult,tmp,0,prices->baseid);
|
||
|
|
_set_assetname(&prices->relmult,tmp,0,prices->relid);
|
||
|
|
if ( (prices->relid != NXT_ASSETID && prices->relid < (1LL << (5*8))) || (prices->baseid != NXT_ASSETID && prices->baseid == (1LL << (5*8))) )
|
||
|
|
{
|
||
|
|
printf("illegal baseid.%llu or relid.%llu\n",(long long)prices->baseid,(long long)prices->relid);
|
||
|
|
free(prices);
|
||
|
|
return(0);
|
||
|
|
}
|
||
|
|
//prices->nxtbooks = calloc(1,sizeof(*prices->nxtbooks));
|
||
|
|
safecopy(prices->lbase,base,sizeof(prices->lbase)), tolowercase(prices->lbase);
|
||
|
|
safecopy(prices->lrel,rel,sizeof(prices->lrel)), tolowercase(prices->lrel);
|
||
|
|
rellen = (int32_t)(strlen(prices->rel) + 1);
|
||
|
|
tmp[0] = 0;
|
||
|
|
prices->type = _set_assetname(&prices->ap_mult,tmp,0,prices->baseid);
|
||
|
|
printf("nxtbook.(%s) -> NXT %s %llu/%llu vs (%s) mult.%llu (%llu/%llu)\n",base,prices->contract,(long long)prices->baseid,(long long)prices->relid,tmp,(long long)prices->ap_mult,(long long)prices->basemult,(long long)prices->relmult);
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
prices->basemult = prices->relmult = 1;
|
||
|
|
safecopy(prices->base,base,sizeof(prices->base)), touppercase(prices->base);
|
||
|
|
safecopy(prices->lbase,base,sizeof(prices->lbase)), tolowercase(prices->lbase);
|
||
|
|
if ( rel[0] == 0 && prices777_ispair(basebuf,relbuf,base) >= 0 )
|
||
|
|
{
|
||
|
|
strcpy(base,basebuf), strcpy(rel,relbuf);
|
||
|
|
//printf("(%s) is a pair (%s)+(%s)\n",base,basebuf,relbuf);
|
||
|
|
}
|
||
|
|
if ( rel[0] != 0 )
|
||
|
|
{
|
||
|
|
rellen = (int32_t)(strlen(rel) + 1);
|
||
|
|
safecopy(prices->rel,rel,sizeof(prices->rel)), touppercase(prices->rel);
|
||
|
|
safecopy(prices->lrel,rel,sizeof(prices->lrel)), tolowercase(prices->lrel);
|
||
|
|
if ( prices->contract[0] == 0 )
|
||
|
|
{
|
||
|
|
strcpy(prices->contract,prices->base);
|
||
|
|
if ( strcmp(prices->rel,&prices->contract[strlen(prices->contract)-3]) != 0 )
|
||
|
|
strcat(prices->contract,"/"), strcat(prices->contract,prices->rel);
|
||
|
|
}
|
||
|
|
//printf("create base.(%s) rel.(%s)\n",prices->base,prices->rel);
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
if ( prices->contract[0] == 0 )
|
||
|
|
strcpy(prices->contract,base);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
char str[65]; printf("%s init_pair.(%s) (%s)(%s).%llu -> (%s) keysize.%d crc.%u (baseid.%llu relid.%llu)\n",mbstr(str,allocated),exchange,base,rel,(long long)prices->contractnum,prices->contract,prices->keysize,calc_crc32(0,(void *)prices->key,prices->keysize),(long long)prices->baseid,(long long)prices->relid);
|
||
|
|
prices->decay = decay, prices->oppodecay = (1. - decay);
|
||
|
|
prices->RTflag = 1;
|
||
|
|
if ( (exchangeptr= find_exchange(0,exchange)) != 0 )
|
||
|
|
{
|
||
|
|
if ( prices->commission == 0. )
|
||
|
|
prices->commission = exchangeptr->commission;
|
||
|
|
prices->exchangeid = exchangeptr->exchangeid;
|
||
|
|
if ( exchangeptr->issue.update == 0 )
|
||
|
|
{
|
||
|
|
for (i=0; i<sizeof(funcs)/sizeof(*funcs); i++)
|
||
|
|
{
|
||
|
|
if ( strcmp(exchange,funcs[i].exchange) == 0 )
|
||
|
|
{
|
||
|
|
exchangeptr->issue = funcs[i];
|
||
|
|
//printf("return prices.%p\n",prices);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( exchangeptr->refcount == 0 )
|
||
|
|
{
|
||
|
|
printf("incr refcount.%s from %d\n",exchangeptr->name,exchangeptr->refcount);
|
||
|
|
exchangeptr->refcount++;
|
||
|
|
}
|
||
|
|
return(prices);
|
||
|
|
}
|
||
|
|
//printf("initialized.(%s).%lld\n",prices->contract,(long long)prices->contractnum);
|
||
|
|
return(prices);
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t is_pair(char *base,char *rel,char *refbase,char *refrel)
|
||
|
|
{
|
||
|
|
if ( strcmp(base,refbase) == 0 && strcmp(rel,refrel) == 0 )
|
||
|
|
return(1);
|
||
|
|
else if ( strcmp(rel,refbase) == 0 && strcmp(base,refrel) == 0 )
|
||
|
|
return(-1);
|
||
|
|
return(0);
|
||
|
|
}
|
||
|
|
|
||
|
|
struct prices777 *prices777_poll(char *_exchangestr,char *_name,char *_base,uint64_t refbaseid,char *_rel,uint64_t refrelid)
|
||
|
|
{
|
||
|
|
char exchangestr[64],base[64],rel[64],name[64],key[1024]; uint64_t baseid,relid;
|
||
|
|
int32_t keysize,exchangeid,valid; struct exchange_info *exchange; struct prices777 *prices;
|
||
|
|
baseid = refbaseid, relid = refrelid;
|
||
|
|
strcpy(exchangestr,_exchangestr), strcpy(base,_base), strcpy(rel,_rel), strcpy(name,_name);
|
||
|
|
if ( (strcmp(exchangestr,"huobi") == 0 && is_pair(base,rel,"BTC","CNY") == 0 && is_pair(base,rel,"LTC","CNY") == 0) ||
|
||
|
|
((strcmp(exchangestr,"bityes") == 0 || strcmp(exchangestr,"okcoin") == 0) && is_pair(base,rel,"BTC","USD") == 0 && is_pair(base,rel,"LTC","USD") == 0) ||
|
||
|
|
((strcmp(exchangestr,"bitstamp") == 0 || strcmp(exchangestr,"coinbase") == 0) && is_pair(base,rel,"BTC","USD") == 0) ||
|
||
|
|
(strcmp(exchangestr,"lakebtc") == 0 && is_pair(base,rel,"BTC","CNY") == 0 && is_pair(base,rel,"BTC","USD") == 0) ||
|
||
|
|
(strcmp(exchangestr,"quadriga") == 0 && is_pair(base,rel,"BTC","CAD") == 0 && is_pair(base,rel,"BTC","USD") == 0) ||
|
||
|
|
0 )
|
||
|
|
{
|
||
|
|
printf("%s (%s/%s) is not a supported trading pair\n",exchangestr,base,rel);
|
||
|
|
return(0);
|
||
|
|
}
|
||
|
|
InstantDEX_name(key,&keysize,exchangestr,name,base,&baseid,rel,&relid);
|
||
|
|
//printf("call addbundle\n");
|
||
|
|
if ( (prices= prices777_addbundle(&valid,0,0,exchangestr,baseid,relid)) != 0 )
|
||
|
|
{
|
||
|
|
printf("found (%s/%s).%s %llu %llu in slot-> %p\n",base,rel,exchangestr,(long long)baseid,(long long)relid,prices);
|
||
|
|
return(prices);
|
||
|
|
}
|
||
|
|
//printf("call find_exchange\n");
|
||
|
|
if ( (exchange= find_exchange(&exchangeid,exchangestr)) == 0 )
|
||
|
|
{
|
||
|
|
printf("cant add exchange.(%s)\n",exchangestr);
|
||
|
|
return(0);
|
||
|
|
}
|
||
|
|
if ( strcmp(exchangestr,"nxtae") == 0 || strcmp(exchangestr,"unconf") == 0 )
|
||
|
|
{
|
||
|
|
if ( strcmp(base,"NXT") != 0 && strcmp(rel,"NXT") != 0 )
|
||
|
|
{
|
||
|
|
printf("nxtae/unconf needs to be relative to NXT (%s/%s) %llu/%llu\n",base,rel,(long long)baseid,(long long)relid);
|
||
|
|
return(0);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( (prices= prices777_initpair(1,exchangestr,base,rel,0.,name,baseid,relid,0)) != 0 )
|
||
|
|
{
|
||
|
|
//printf("call addbundle after initpair\n");
|
||
|
|
prices777_addbundle(&valid,1,prices,0,0,0);
|
||
|
|
}
|
||
|
|
return(prices);
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t prices777_propagate(struct prices777 *prices)
|
||
|
|
{
|
||
|
|
int32_t i,n = 0;
|
||
|
|
for (i=0; i<prices->numdependents; i++)
|
||
|
|
{
|
||
|
|
n++;
|
||
|
|
if ( (*prices->dependents[i]) < 0xff )
|
||
|
|
(*prices->dependents[i])++;
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("numdependents.%d of %d %p %d\n",i,prices->numdependents,prices->dependents[i],*prices->dependents[i]);
|
||
|
|
}
|
||
|
|
return(n);
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t prices777_updated;
|
||
|
|
void prices777_basketsloop(void *ptr)
|
||
|
|
{
|
||
|
|
extern int32_t prices777_NXTBLOCK;
|
||
|
|
int32_t i,n; uint32_t updated; struct prices777 *prices;
|
||
|
|
while ( 1 )
|
||
|
|
{
|
||
|
|
for (i=n=0; i<BUNDLE.num; i++)
|
||
|
|
{
|
||
|
|
updated = (uint32_t)time(NULL);
|
||
|
|
if ( (prices= BUNDLE.ptrs[i]) != 0 && prices->disabled == 0 && prices->basketsize != 0 )
|
||
|
|
{
|
||
|
|
if ( prices->changed != 0 )
|
||
|
|
{
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("%s updating basket(%s) lastprice %.8f changed.%p %d\n",prices->exchange,prices->contract,prices->lastprice,&prices->changed,prices->changed);
|
||
|
|
prices->pollnxtblock = prices777_NXTBLOCK;
|
||
|
|
n++;
|
||
|
|
prices->lastupdate = updated;
|
||
|
|
if ( (prices->lastprice= prices777_basket(prices,MAX_DEPTH)) != 0. )
|
||
|
|
{
|
||
|
|
if ( prices->O.numbids > 0 || prices->O.numasks > 0 )
|
||
|
|
{
|
||
|
|
prices777_jsonstrs(prices,&prices->O);
|
||
|
|
prices777_updated += prices777_propagate(prices);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
prices->changed = 0;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( n == 0 )
|
||
|
|
usleep(250000);
|
||
|
|
else usleep(10000);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
void prices777_exchangeloop(void *ptr)
|
||
|
|
{
|
||
|
|
extern int32_t prices777_NXTBLOCK;
|
||
|
|
struct prices777 *prices; int32_t i,n,pollflag,isnxtae = 0; double updated = 0.; struct exchange_info *exchange = ptr;
|
||
|
|
if ( strcmp(exchange->name,"nxtae") == 0 || strcmp(exchange->name,"unconf") == 0 )
|
||
|
|
isnxtae = 1;
|
||
|
|
printf("POLL.(%s)\n",exchange->name);
|
||
|
|
while ( 1 )
|
||
|
|
{
|
||
|
|
for (i=n=0; i<BUNDLE.num; i++)
|
||
|
|
{
|
||
|
|
if ( (prices= BUNDLE.ptrs[i]) != 0 && prices->disabled == 0 && prices->basketsize == 0 && prices->exchangeid == exchange->exchangeid )
|
||
|
|
{
|
||
|
|
if ( prices->exchangeid == INSTANTDEX_EXCHANGEID && prices->dirty != 0 )
|
||
|
|
pollflag = 1;
|
||
|
|
else if ( isnxtae == 0 )
|
||
|
|
pollflag = milliseconds() > (exchange->lastupdate + exchange->pollgap*1000) && milliseconds() > (prices->lastupdate + 1000*IGUANA_EXCHANGEIDLE);
|
||
|
|
else if ( (strcmp(exchange->name,"unconf") == 0 && milliseconds() > prices->lastupdate + 5000) || prices->pollnxtblock < prices777_NXTBLOCK || milliseconds() > prices->lastupdate + 1000*IGUANA_EXCHANGEIDLE )
|
||
|
|
pollflag = 1;
|
||
|
|
else continue;
|
||
|
|
//printf("(%s) pollflag.%d %p\n",exchange->name,pollflag,exchange->issue.update);
|
||
|
|
if ( pollflag != 0 && exchange->issue.update != 0 )
|
||
|
|
{
|
||
|
|
portable_mutex_lock(&exchange->mutex);
|
||
|
|
prices->lastprice = (*exchange->issue.update)(prices,MAX_DEPTH);
|
||
|
|
portable_mutex_unlock(&exchange->mutex);
|
||
|
|
updated = exchange->lastupdate = milliseconds(), prices->lastupdate = milliseconds();
|
||
|
|
if ( prices->lastprice != 0. )
|
||
|
|
{
|
||
|
|
if ( Debuglevel > 2 && strcmp(exchange->name,"unconf") != 0 )
|
||
|
|
printf("%-8s %8s (%8s %8s) %llu %llu isnxtae.%d poll %u -> %u %.8f hbla %.8f %.8f\n",prices->exchange,prices->contract,prices->base,prices->rel,(long long)prices->baseid,(long long)prices->relid,isnxtae,prices->pollnxtblock,prices777_NXTBLOCK,prices->lastprice,prices->lastbid,prices->lastask);
|
||
|
|
prices777_propagate(prices);
|
||
|
|
}
|
||
|
|
prices->pollnxtblock = prices777_NXTBLOCK;
|
||
|
|
prices->dirty = 0;
|
||
|
|
n++;
|
||
|
|
}
|
||
|
|
/*if ( 0 && exchange->issue.trade != 0 && exchange->apikey[0] != 0 && exchange->exchangeid >= FIRST_EXTERNAL && time(NULL) > exchange->lastbalancetime+300 )
|
||
|
|
{
|
||
|
|
if ( (json= (*exchange->issue.balances)(exchange)) != 0 )
|
||
|
|
{
|
||
|
|
if ( exchange->balancejson != 0 )
|
||
|
|
free_json(exchange->balancejson);
|
||
|
|
exchange->balancejson = json;
|
||
|
|
}
|
||
|
|
exchange->lastbalancetime = (uint32_t)time(NULL);
|
||
|
|
}*/
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( n == 0 )
|
||
|
|
sleep(3);
|
||
|
|
else sleep(1);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t prices777_init(char *jsonstr,int32_t peggyflag)
|
||
|
|
{
|
||
|
|
static int32_t didinit;
|
||
|
|
char *btcdexchanges[] = { "poloniex", "bittrex" };//, "bter" };
|
||
|
|
char *btcusdexchanges[] = { "bityes", "bitfinex", "bitstamp", "okcoin", "coinbase", "btce", "lakebtc", "kraken" };
|
||
|
|
cJSON *json=0,*item,*exchanges; int32_t i,n; char *exchange,*base,*rel,*contract; struct exchange_info *exchangeptr=0; struct destbuf tmp;
|
||
|
|
if ( didinit != 0 )
|
||
|
|
return(0);
|
||
|
|
didinit = 1;
|
||
|
|
if ( (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,"unconf","BTC","NXT",0,"BTC/NXT",calc_nxt64bits("12659653638116877017"),NXT_ASSETID,0)) != 0 )
|
||
|
|
BUNDLE.num++;
|
||
|
|
if ( peggyflag != 0 )
|
||
|
|
{
|
||
|
|
if ( (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,"huobi","BTC","USD",0.,0,0,0,0)) != 0 )
|
||
|
|
BUNDLE.num++;
|
||
|
|
if ( (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,"btc38","CNY","NXT",0.,0,0,0,0)) != 0 )
|
||
|
|
BUNDLE.num++;
|
||
|
|
if ( (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,"okcoin","LTC","BTC",0.,0,0,0,0)) != 0 )
|
||
|
|
BUNDLE.num++;
|
||
|
|
if ( (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,"poloniex","LTC","BTC",0.,0,0,0,0)) != 0 )
|
||
|
|
BUNDLE.num++;
|
||
|
|
if ( (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,"poloniex","XMR","BTC",0.,0,0,0,0)) != 0 )
|
||
|
|
BUNDLE.num++;
|
||
|
|
if ( (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,"poloniex","BTS","BTC",0.,0,0,0,0)) != 0 )
|
||
|
|
BUNDLE.num++;
|
||
|
|
if ( (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,"poloniex","XCP","BTC",0.,0,0,0,0)) != 0 )
|
||
|
|
BUNDLE.num++;
|
||
|
|
for (i=0; i<sizeof(btcdexchanges)/sizeof(*btcdexchanges); i++)
|
||
|
|
if ( (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,btcusdexchanges[i],"BTC","USD",0.,0,0,0,0)) != 0 )
|
||
|
|
BUNDLE.num++;
|
||
|
|
for (i=0; i<sizeof(btcdexchanges)/sizeof(*btcdexchanges); i++)
|
||
|
|
if ( (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,btcdexchanges[i],"BTCD","BTC",0.,0,0,0,0)) != 0 )
|
||
|
|
BUNDLE.num++;
|
||
|
|
}
|
||
|
|
if ( (json= cJSON_Parse(jsonstr)) != 0 && (exchanges= jarray(&n,json,"prices")) != 0 )
|
||
|
|
{
|
||
|
|
printf("prices has %d items\n",n);
|
||
|
|
for (i=0; i<n; i++)
|
||
|
|
{
|
||
|
|
item = jitem(exchanges,i);
|
||
|
|
exchange = jstr(item,"exchange"), base = jstr(item,"base"), rel = jstr(item,"rel");
|
||
|
|
if ( (base == 0 || rel == 0) && (contract= jstr(item,"contract")) != 0 )
|
||
|
|
rel = 0, base = contract;
|
||
|
|
else contract = 0;
|
||
|
|
//printf("PRICES[%d] %p %p %p\n",i,exchange,base,rel);
|
||
|
|
if ( exchange != 0 && (strcmp(exchange,"bter") == 0 || strcmp(exchange,"exmo") == 0) )
|
||
|
|
continue;
|
||
|
|
if ( exchange != 0 && (exchangeptr= find_exchange(0,exchange)) != 0 )
|
||
|
|
{
|
||
|
|
exchangeptr->pollgap = get_API_int(cJSON_GetObjectItem(item,"pollgap"),IGUANA_EXCHANGEIDLE);
|
||
|
|
extract_cJSON_str(exchangeptr->apikey,sizeof(exchangeptr->apikey),item,"key");
|
||
|
|
if ( exchangeptr->apikey[0] == 0 )
|
||
|
|
extract_cJSON_str(exchangeptr->apikey,sizeof(exchangeptr->apikey),item,"apikey");
|
||
|
|
extract_cJSON_str(exchangeptr->userid,sizeof(exchangeptr->userid),item,"userid");
|
||
|
|
extract_cJSON_str(exchangeptr->apisecret,sizeof(exchangeptr->apisecret),item,"secret");
|
||
|
|
if ( exchangeptr->apisecret[0] == 0 )
|
||
|
|
extract_cJSON_str(exchangeptr->apisecret,sizeof(exchangeptr->apisecret),item,"apisecret");
|
||
|
|
if ( exchangeptr->commission == 0. )
|
||
|
|
exchangeptr->commission = jdouble(item,"commission");
|
||
|
|
printf("%p ADDEXCHANGE.(%s) [%s, %s, %s] commission %.3f%%\n",exchangeptr,exchange,exchangeptr->apikey,exchangeptr->userid,exchangeptr->apisecret,exchangeptr->commission * 100);
|
||
|
|
} else printf(" exchangeptr.%p for (%p)\n",exchangeptr,exchange);
|
||
|
|
if ( exchange != 0 && strcmp(exchange,"truefx") == 0 )
|
||
|
|
{
|
||
|
|
copy_cJSON(&tmp,jobj(item,"truefxuser")), safecopy(BUNDLE.truefxuser,tmp.buf,sizeof(BUNDLE.truefxuser));
|
||
|
|
copy_cJSON(&tmp,jobj(item,"truefxpass")), safecopy(BUNDLE.truefxpass,tmp.buf,sizeof(BUNDLE.truefxpass));;
|
||
|
|
printf("truefx.(%s %s)\n",BUNDLE.truefxuser,BUNDLE.truefxpass);
|
||
|
|
}
|
||
|
|
else if ( base != 0 && rel != 0 && base[0] != 0 && rel[0] != 0 && (BUNDLE.ptrs[BUNDLE.num]= prices777_initpair(1,exchange,base,rel,jdouble(item,"decay"),contract,stringbits(base),stringbits(rel),0)) != 0 )
|
||
|
|
{
|
||
|
|
if ( exchangeptr != 0 && (BUNDLE.ptrs[BUNDLE.num]->commission= jdouble(item,"commission")) == 0. )
|
||
|
|
BUNDLE.ptrs[BUNDLE.num]->commission = exchangeptr->commission;
|
||
|
|
printf("SET COMMISSION.%s %f for %s/%s\n",exchange,exchangeptr!=0?exchangeptr->commission:0,base,rel);
|
||
|
|
BUNDLE.num++;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
} else printf("(%s) has no prices[]\n",jsonstr);
|
||
|
|
if ( json != 0 )
|
||
|
|
free_json(json);
|
||
|
|
for (i=0; i<MAX_EXCHANGES; i++)
|
||
|
|
{
|
||
|
|
exchangeptr = &Exchanges[i];
|
||
|
|
if ( (exchangeptr->refcount > 0 || strcmp(exchangeptr->name,"unconf") == 0) )//&& strcmp(exchangeptr->name,"pangea") != 0 && strcmp(exchangeptr->name,"jumblr") != 0 )
|
||
|
9 years ago
|
iguana_launch(0,"exchangeloop",(void *)prices777_exchangeloop,exchangeptr,IGUANA_EXCHANGETHREAD);
|
||
|
9 years ago
|
}
|
||
|
|
return(0);
|
||
|
|
}
|
||
|
|
|
||
|
|
double prices777_yahoo(char *metal)
|
||
|
|
{
|
||
|
|
// http://finance.yahoo.com/webservice/v1/symbols/allcurrencies/quote?format=json
|
||
|
|
// http://finance.yahoo.com/webservice/v1/symbols/XAU=X/quote?format=json
|
||
|
|
// http://finance.yahoo.com/webservice/v1/symbols/XAG=X/quote?format=json
|
||
|
|
// http://finance.yahoo.com/webservice/v1/symbols/XPT=X/quote?format=json
|
||
|
|
// http://finance.yahoo.com/webservice/v1/symbols/XPD=X/quote?format=json
|
||
|
|
char url[1024],*jsonstr; cJSON *json,*obj,*robj,*item,*field; double price = 0.;
|
||
|
|
sprintf(url,"http://finance.yahoo.com/webservice/v1/symbols/%s=X/quote?format=json",metal);
|
||
|
|
if ( (jsonstr= issue_curl(url)) != 0 )
|
||
|
|
{
|
||
|
|
//printf("(%s)\n",jsonstr);
|
||
|
|
if ( (json= cJSON_Parse(jsonstr)) != 0 )
|
||
|
|
{
|
||
|
|
if ( (obj= jobj(json,"list")) != 0 && (robj= jobj(obj,"resources")) != 0 && (item= jitem(robj,0)) != 0 )
|
||
|
|
{
|
||
|
|
if ( (robj= jobj(item,"resource")) != 0 && (field= jobj(robj,"fields")) != 0 && (price= jdouble(field,"price")) != 0 )
|
||
|
|
price = 1. / price;
|
||
|
|
}
|
||
|
|
free_json(json);
|
||
|
|
}
|
||
|
|
free(jsonstr);
|
||
|
|
}
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("(%s %f) ",metal,price);
|
||
|
|
return(price);
|
||
|
|
}
|
||
|
|
|
||
|
|
cJSON *url_json(char *url)
|
||
|
|
{
|
||
|
|
char *jsonstr; cJSON *json = 0;
|
||
|
|
if ( (jsonstr= issue_curl(url)) != 0 )
|
||
|
|
{
|
||
|
|
//printf("(%s) -> (%s)\n",url,jsonstr);
|
||
|
|
json = cJSON_Parse(jsonstr);
|
||
|
|
free(jsonstr);
|
||
|
|
}
|
||
|
|
return(json);
|
||
|
|
}
|
||
|
|
|
||
|
|
cJSON *url_json2(char *url)
|
||
|
|
{
|
||
|
|
char *jsonstr; cJSON *json = 0;
|
||
|
|
if ( (jsonstr= issue_curl(url)) != 0 )
|
||
|
|
{
|
||
|
|
//printf("(%s) -> (%s)\n",url,jsonstr);
|
||
|
|
json = cJSON_Parse(jsonstr);
|
||
|
|
free(jsonstr);
|
||
|
|
}
|
||
|
|
return(json);
|
||
|
|
}
|
||
|
|
|
||
|
9 years ago
|
void PAX_btcprices(int32_t enddatenum,int32_t numdates)
|
||
|
9 years ago
|
{
|
||
|
|
int32_t i,n,year,month,day,seconds,datenum; char url[1024],date[64],*dstr,*str; uint32_t timestamp,utc32[MAX_SPLINES];
|
||
|
|
cJSON *coindesk,*quandl,*btcdhist,*bpi,*array,*item;
|
||
|
|
double btcddaily[MAX_SPLINES],cdaily[MAX_SPLINES],qdaily[MAX_SPLINES],ask,high,low,bid,close,vol,quotevol,open,price = 0.;
|
||
|
|
coindesk = url_json("http://api.coindesk.com/v1/bpi/historical/close.json");
|
||
|
|
sprintf(url,"https://poloniex.com/public?command=returnChartData¤cyPair=BTC_BTCD&start=%ld&end=9999999999&period=86400",(long)(time(NULL)-numdates*3600*24));
|
||
|
|
if ( (bpi= jobj(coindesk,"bpi")) != 0 )
|
||
|
|
{
|
||
|
|
datenum = enddatenum;
|
||
|
|
memset(utc32,0,sizeof(utc32));
|
||
|
|
memset(cdaily,0,sizeof(cdaily));
|
||
|
|
if ( datenum == 0 )
|
||
|
|
{
|
||
|
|
datenum = OS_conv_unixtime(&seconds,(uint32_t)time(NULL));
|
||
|
|
printf("got datenum.%d %d %d %d\n",datenum,seconds/3600,(seconds/60)%24,seconds%60);
|
||
|
|
}
|
||
|
|
for (i=0; i<numdates; i++)
|
||
|
|
{
|
||
|
|
expand_datenum(date,datenum);
|
||
|
|
if ( (price= jdouble(bpi,date)) != 0 )
|
||
|
|
{
|
||
|
|
utc32[numdates - 1 - i] = OS_conv_datenum(datenum,12,0,0);
|
||
|
|
cdaily[numdates - 1 - i] = price * .001;
|
||
|
|
//printf("(%s %u %f) ",date,utc32[numdates - 1 - i],price);
|
||
|
|
}
|
||
|
|
datenum = ecb_decrdate(&year,&month,&day,date,datenum);
|
||
|
|
}
|
||
|
|
prices777_genspline(&BUNDLE.splines[MAX_CURRENCIES],MAX_CURRENCIES,"coindesk",utc32,cdaily,numdates,cdaily);
|
||
|
|
|
||
|
|
} else printf("no bpi\n");
|
||
|
|
quandl = url_json("https://www.quandl.com/api/v1/datasets/BAVERAGE/USD.json?rows=64");
|
||
|
|
if ( (str= jstr(quandl,"updated_at")) != 0 && (datenum= conv_date(&seconds,str)) > 0 && (array= jarray(&n,quandl,"data")) != 0 )
|
||
|
|
{
|
||
|
|
printf("datenum.%d data.%d %d\n",datenum,n,cJSON_GetArraySize(array));
|
||
|
|
memset(utc32,0,sizeof(utc32)), memset(qdaily,0,sizeof(qdaily));
|
||
|
|
for (i=0; i<n&&i<MAX_SPLINES; i++)
|
||
|
|
{
|
||
|
|
// ["Date","24h Average","Ask","Bid","Last","Total Volume"]
|
||
|
|
// ["2015-07-25",289.27,288.84,288.68,288.87,44978.61]
|
||
|
|
item = jitem(array,i);
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("(%s) ",cJSON_Print(item));
|
||
|
|
if ( (dstr= jstr(jitem(item,0),0)) != 0 && (datenum= conv_date(&seconds,dstr)) > 0 )
|
||
|
|
{
|
||
|
|
price = jdouble(jitem(item,1),0), ask = jdouble(jitem(item,2),0), bid = jdouble(jitem(item,3),0);
|
||
|
|
close = jdouble(jitem(item,4),0), vol = jdouble(jitem(item,5),0);
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
fprintf(stderr,"%d.[%d %f %f %f %f %f].%d ",i,datenum,price,ask,bid,close,vol,n);
|
||
|
|
utc32[numdates - 1 - i] = OS_conv_datenum(datenum,12,0,0), qdaily[numdates - 1 - i] = price * .001;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
prices777_genspline(&BUNDLE.splines[MAX_CURRENCIES+1],MAX_CURRENCIES+1,"quandl",utc32,qdaily,n<MAX_SPLINES?n:MAX_SPLINES,qdaily);
|
||
|
|
}
|
||
|
|
btcdhist = url_json(url);
|
||
|
|
//{"date":1406160000,"high":0.01,"low":0.00125,"open":0.01,"close":0.001375,"volume":1.50179994,"quoteVolume":903.58818412,"weightedAverage":0.00166204},
|
||
|
|
if ( (array= jarray(&n,btcdhist,0)) != 0 )
|
||
|
|
{
|
||
|
|
memset(utc32,0,sizeof(utc32)), memset(btcddaily,0,sizeof(btcddaily));
|
||
|
|
//printf("GOT.(%s)\n",cJSON_Print(array));
|
||
|
|
for (i=0; i<n; i++)
|
||
|
|
{
|
||
|
|
item = jitem(array,i);
|
||
|
|
timestamp = juint(item,"date"), high = jdouble(item,"high"), low = jdouble(item,"low"), open = jdouble(item,"open");
|
||
|
|
close = jdouble(item,"close"), vol = jdouble(item,"volume"), quotevol = jdouble(item,"quoteVolume"), price = jdouble(item,"weightedAverage");
|
||
|
|
//printf("[%u %f %f %f %f %f %f %f]",timestamp,high,low,open,close,vol,quotevol,price);
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("[%u %d %f]",timestamp,OS_conv_unixtime(&seconds,timestamp),price);
|
||
|
|
utc32[i] = timestamp - 12*3600, btcddaily[i] = price * 100.;
|
||
|
|
}
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("poloniex.%d\n",n);
|
||
|
|
prices777_genspline(&BUNDLE.splines[MAX_CURRENCIES+2],MAX_CURRENCIES+2,"btcdhist",utc32,btcddaily,n<MAX_SPLINES?n:MAX_SPLINES,btcddaily);
|
||
|
|
}
|
||
|
|
// https://poloniex.com/public?command=returnChartData¤cyPair=BTC_BTCD&start=1405699200&end=9999999999&period=86400
|
||
|
|
}
|
||
|
|
|
||
|
9 years ago
|
int32_t PAX_calcmatrix(double matrix[32][32])
|
||
|
9 years ago
|
{
|
||
|
|
int32_t basenum,relnum,nonz,vnum,iter,numbase,numerrs = 0; double sum,vsum,price,price2,basevals[32],errsum=0;
|
||
|
|
memset(basevals,0,sizeof(basevals));
|
||
|
|
for (iter=0; iter<2; iter++)
|
||
|
|
{
|
||
|
|
numbase = 32;
|
||
|
|
for (basenum=0; basenum<numbase; basenum++)
|
||
|
|
{
|
||
|
|
for (vsum=sum=vnum=nonz=relnum=0; relnum<numbase; relnum++)
|
||
|
|
{
|
||
|
|
if ( basenum != relnum )
|
||
|
|
{
|
||
|
|
if ( (price= matrix[basenum][relnum]) != 0. )
|
||
|
|
{
|
||
|
|
price /= (MINDENOMS[relnum] * .001);
|
||
|
|
price *= (MINDENOMS[basenum] * .001);
|
||
|
|
if ( iter == 0 )
|
||
|
|
sum += (price), nonz++;//, printf("%.8f ",price);
|
||
|
|
else sum += fabs((price) - (basevals[basenum] / basevals[relnum])), nonz++;
|
||
|
|
}
|
||
|
|
if ( (price2= matrix[relnum][basenum]) != 0. )
|
||
|
|
{
|
||
|
|
price2 *= (MINDENOMS[relnum] * .001);
|
||
|
|
price2 /= (MINDENOMS[basenum] * .001);
|
||
|
|
if ( iter == 0 )
|
||
|
|
vsum += (price2), vnum++;
|
||
|
|
else vsum += fabs(price2 - (basevals[relnum] / basevals[basenum])), vnum++;
|
||
|
|
}
|
||
|
|
//if ( iter == 0 && 1/price2 > price )
|
||
|
|
// printf("base.%d rel.%d price2 %f vs %f\n",basenum,relnum,1/price2,price);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( iter == 0 )
|
||
|
|
sum += 1., vsum += 1.;
|
||
|
|
if ( nonz != 0 )
|
||
|
|
sum /= nonz;
|
||
|
|
if ( vnum != 0 )
|
||
|
|
vsum /= vnum;
|
||
|
|
if ( iter == 0 )
|
||
|
|
basevals[basenum] = (sum + 1./vsum) / 2.;
|
||
|
|
else errsum += (sum + vsum)/2, numerrs++;//, printf("(%.8f %.8f) ",sum,vsum);
|
||
|
|
//printf("date.%d (%.8f/%d %.8f/%d).%02d -> %.8f\n",i,sum,nonz,vsum,vnum,basenum,basevals[basenum]);
|
||
|
|
}
|
||
|
|
if ( iter == 0 )
|
||
|
|
{
|
||
|
|
for (sum=relnum=0; relnum<numbase; relnum++)
|
||
|
|
sum += (basevals[relnum]);//, printf("%.8f ",(basevals[relnum]));
|
||
|
|
//printf("date.%d sums %.8f and vsums iter.%d\n",i,sum/7,iter);
|
||
|
|
sum /= (numbase - 1);
|
||
|
|
for (relnum=0; relnum<numbase; relnum++)
|
||
|
|
basevals[relnum] /= sum;//, printf("%.8f ",basevals[relnum]);
|
||
|
|
//printf("date.%d sums %.8f and vsums iter.%d\n",i,sum,iter);
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
for (basenum=0; basenum<numbase; basenum++)
|
||
|
|
matrix[basenum][basenum] = basevals[basenum];
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( numerrs != 0 )
|
||
|
|
errsum /= numerrs;
|
||
|
|
return(errsum);
|
||
|
|
}
|
||
|
|
|
||
|
9 years ago
|
int32_t prices777_ecbparse(char *date,double *prices,char *url,int32_t basenum)
|
||
|
|
{
|
||
|
|
char *jsonstr,*relstr,*basestr; int32_t count=0,i,relnum; cJSON *json,*ratesobj,*item; struct destbuf tmp;
|
||
|
|
if ( (jsonstr= issue_curl(url)) != 0 )
|
||
|
|
{
|
||
|
|
//if ( Debuglevel > 2 )
|
||
|
|
printf("(%s)\n",jsonstr);
|
||
|
|
if ( (json= cJSON_Parse(jsonstr)) != 0 )
|
||
|
|
{
|
||
|
|
copy_cJSON(&tmp,jobj(json,"date")), safecopy(date,tmp.buf,64);
|
||
|
|
if ( (basestr= jstr(json,"base")) != 0 && strcmp(basestr,CURRENCIES[basenum]) == 0 && (ratesobj= jobj(json,"rates")) != 0 && (item= ratesobj->child) != 0 )
|
||
|
|
{
|
||
|
|
while ( item != 0 )
|
||
|
|
{
|
||
|
|
if ( (relstr= get_cJSON_fieldname(item)) != 0 && (relnum= prices777_basenum(relstr)) >= 0 )
|
||
|
|
{
|
||
|
|
i = basenum*MAX_CURRENCIES + relnum;
|
||
|
|
prices[i] = item->valuedouble;
|
||
|
|
//if ( basenum == JPYNUM )
|
||
|
|
// prices[i] *= 100.;
|
||
|
|
// else if ( relnum == JPYNUM )
|
||
|
|
// prices[i] /= 100.;
|
||
|
|
count++;
|
||
|
|
//if ( Debuglevel > 2 )
|
||
|
|
printf("(%02d:%02d %f) ",basenum,relnum,prices[i]);
|
||
|
|
} else printf("cant find.(%s)\n",relstr);//, getchar();
|
||
|
|
item = item->next;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
free_json(json);
|
||
|
|
}
|
||
|
|
free(jsonstr);
|
||
|
|
}
|
||
|
|
return(count);
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t prices777_ecb(char *date,double *prices,int32_t year,int32_t month,int32_t day)
|
||
|
|
{
|
||
|
|
// http://api.fixer.io/latest?base=CNH
|
||
|
|
// http://api.fixer.io/2000-01-03?base=USD
|
||
|
|
// "USD", "EUR", "JPY", "GBP", "AUD", "CAD", "CHF", "NZD"
|
||
|
|
char baseurl[512],tmpdate[64],url[512],checkdate[16]; int32_t basenum,count,i,iter,nonz;
|
||
|
|
checkdate[0] = 0;
|
||
|
|
if ( year == 0 )
|
||
|
|
strcpy(baseurl,"http://api.fixer.io/latest?base=");
|
||
|
|
else
|
||
|
|
{
|
||
|
|
sprintf(checkdate,"%d-%02d-%02d",year,month,day);
|
||
|
|
sprintf(baseurl,"http://api.fixer.io/%s?base=",checkdate);
|
||
|
|
}
|
||
|
|
count = 0;
|
||
|
|
for (iter=0; iter<2; iter++)
|
||
|
|
{
|
||
|
|
for (basenum=0; basenum<sizeof(CURRENCIES)/sizeof(*CURRENCIES); basenum++)
|
||
|
|
{
|
||
|
|
if ( strcmp(CURRENCIES[basenum],"XAU") == 0 )
|
||
|
|
break;
|
||
|
|
if ( iter == 0 )
|
||
|
|
{
|
||
|
|
sprintf(url,"%s%s",baseurl,CURRENCIES[basenum]);
|
||
|
|
count += prices777_ecbparse(basenum == 0 ? date : tmpdate,prices,url,basenum);
|
||
|
|
if ( (basenum != 0 && strcmp(tmpdate,date) != 0) || (checkdate[0] != 0 && strcmp(checkdate,date) != 0) )
|
||
|
|
{
|
||
|
|
printf("date mismatch (%s) != (%s) or checkdate.(%s)\n",tmpdate,date,checkdate);
|
||
|
|
return(-1);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
for (nonz=i=0; i<sizeof(CURRENCIES)/sizeof(*CURRENCIES); i++)
|
||
|
|
{
|
||
|
|
if ( strcmp(CURRENCIES[i],"XAU") == 0 )
|
||
|
|
break;
|
||
|
|
if ( prices[MAX_CURRENCIES*basenum + i] != 0. )
|
||
|
|
nonz++;
|
||
|
|
//if ( Debuglevel > 2 )
|
||
|
|
printf("%8.5f ",prices[MAX_CURRENCIES*basenum + i]);
|
||
|
|
}
|
||
|
|
//if ( Debuglevel > 2 )
|
||
|
|
printf("%s.%d %d\n",CURRENCIES[basenum],basenum,nonz);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
return(count);
|
||
|
|
}
|
||
|
|
|
||
|
9 years ago
|
int32_t ecb_matrix(double matrix[32][32],char *date)
|
||
|
|
{
|
||
|
|
FILE *fp=0; int32_t n=0,datenum,year=0,seconds,month=0,day=0,loaded = 0; char fname[64],_date[64];
|
||
|
|
if ( date == 0 )
|
||
|
|
date = _date, memset(_date,0,sizeof(_date));
|
||
|
|
sprintf(fname,"ECB/%s",date), iguana_compatible_path(fname);
|
||
|
|
if ( date[0] != 0 && (fp= fopen(fname,"rb")) != 0 )
|
||
|
|
{
|
||
|
|
if ( fread(matrix,1,sizeof(matrix[0][0])*32*32,fp) == sizeof(matrix[0][0])*32*32 )
|
||
|
|
loaded = 1;
|
||
|
|
else printf("fread error\n");
|
||
|
|
fclose(fp);
|
||
|
|
} else printf("ecb_matrix.(%s) load error fp.%p\n",fname,fp);
|
||
|
|
if ( loaded == 0 )
|
||
|
|
{
|
||
|
|
datenum = conv_date(&seconds,date);
|
||
|
|
year = datenum / 10000, month = (datenum / 100) % 100, day = (datenum % 100);
|
||
|
|
if ( (n= prices777_ecb(date,&matrix[0][0],year,month,day)) > 0 )
|
||
|
|
{
|
||
|
|
sprintf(fname,"ECB/%s",date), iguana_compatible_path(fname);
|
||
|
|
if ( (fp= fopen(fname,"wb")) != 0 )
|
||
|
|
{
|
||
|
|
if ( fwrite(matrix,1,sizeof(matrix[0][0])*32*32,fp) == sizeof(matrix[0][0])*32*32 )
|
||
|
|
loaded = 1;
|
||
|
|
fclose(fp);
|
||
|
|
}
|
||
|
|
} else printf("peggy_matrix error loading %d.%d.%d\n",year,month,day);
|
||
|
|
}
|
||
|
|
if ( loaded == 0 && n == 0 )
|
||
|
|
{
|
||
|
|
printf("peggy_matrix couldnt process loaded.%d n.%d\n",loaded,n);
|
||
|
|
return(-1);
|
||
|
|
}
|
||
|
|
//"2000-01-03"
|
||
|
|
if ( (datenum= conv_date(&seconds,date)) < 0 )
|
||
|
|
return(-1);
|
||
|
|
printf("loaded.(%s) nonz.%d (%d %d %d) datenum.%d\n",date,n,year,month,day,datenum);
|
||
|
|
return(datenum);
|
||
|
|
}
|
||
|
|
|
||
|
|
void price777_update(double *btcusdp,double *btcdbtcp)
|
||
|
|
{
|
||
|
|
int32_t i,n,seconds,datenum; uint32_t timestamp; char url[1024],*dstr,*str;
|
||
|
|
double btcddaily=0.,btcusd=0.,ask,high,low,bid,close,vol,quotevol,open,price = 0.;
|
||
|
|
//cJSON *btcdtrades,*btcdtrades2,*,*bitcoincharts,;
|
||
|
|
cJSON *quandl,*btcdhist,*array,*item,*bitcoinave,*blockchaininfo,*coindesk=0;
|
||
|
|
//btcdtrades = url_json("https://poloniex.com/public?command=returnTradeHistory¤cyPair=BTC_BTCD");
|
||
|
|
//btcdtrades2 = url_json("https://bittrex.com/api/v1.1/public/getmarkethistory?market=BTC-BTCD&count=50");
|
||
|
|
bitcoinave = url_json("https://api.bitcoinaverage.com/ticker/USD/");
|
||
|
|
//bitcoincharts = url_json("http://api.bitcoincharts.com/v1/weighted_prices.json");
|
||
|
|
blockchaininfo = url_json("https://blockchain.info/ticker");
|
||
|
|
coindesk = url_json("http://api.coindesk.com/v1/bpi/historical/close.json");
|
||
|
|
sprintf(url,"https://poloniex.com/public?command=returnChartData¤cyPair=BTC_BTCD&start=%ld&end=9999999999&period=86400",(long)(time(NULL)-2*3600*24));
|
||
|
|
quandl = url_json("https://www.quandl.com/api/v1/datasets/BAVERAGE/USD.json?rows=1");
|
||
|
|
if ( quandl != 0 && (str= jstr(quandl,"updated_at")) != 0 && (datenum= conv_date(&seconds,str)) > 0 && (array= jarray(&n,quandl,"data")) != 0 )
|
||
|
|
{
|
||
|
|
//printf("datenum.%d data.%d %d\n",datenum,n,cJSON_GetArraySize(array));
|
||
|
|
for (i=0; i<1; i++)
|
||
|
|
{
|
||
|
|
// ["Date","24h Average","Ask","Bid","Last","Total Volume"]
|
||
|
|
// ["2015-07-25",289.27,288.84,288.68,288.87,44978.61]
|
||
|
|
item = jitem(array,i);
|
||
|
|
if ( (dstr= jstr(jitem(item,0),0)) != 0 && (datenum= conv_date(&seconds,dstr)) > 0 )
|
||
|
|
{
|
||
|
|
btcusd = price = jdouble(jitem(item,1),0), ask = jdouble(jitem(item,2),0), bid = jdouble(jitem(item,3),0);
|
||
|
|
close = jdouble(jitem(item,4),0), vol = jdouble(jitem(item,5),0);
|
||
|
|
//fprintf(stderr,"%d.[%d %f %f %f %f %f].%d ",i,datenum,price,ask,bid,close,vol,n);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
price = 0.;
|
||
|
|
for (i=n=0; i<BUNDLE.num; i++)
|
||
|
|
{
|
||
|
|
if ( strcmp(BUNDLE.ptrs[i]->lbase,"btcd") == 0 && strcmp(BUNDLE.ptrs[i]->lrel,"btc") == 0 && BUNDLE.ptrs[i]->lastprice != 0. )
|
||
|
|
{
|
||
|
|
price += BUNDLE.ptrs[i]->lastprice;
|
||
|
|
n++;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( n != 0 )
|
||
|
|
{
|
||
|
|
price /= n;
|
||
|
|
*btcdbtcp = price;
|
||
|
|
//printf("set BTCD price %f\n",price);
|
||
|
|
BUNDLE.btcdbtc = price;
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
btcdhist = url_json(url);
|
||
|
|
//{"date":1406160000,"high":0.01,"low":0.00125,"open":0.01,"close":0.001375,"volume":1.50179994,"quoteVolume":903.58818412,"weightedAverage":0.00166204},
|
||
|
|
if ( btcdhist != 0 && (array= jarray(&n,btcdhist,0)) != 0 )
|
||
|
|
{
|
||
|
|
//printf("GOT.(%s)\n",cJSON_Print(array));
|
||
|
|
for (i=0; i<1; i++)
|
||
|
|
{
|
||
|
|
item = jitem(array,i);
|
||
|
|
timestamp = juint(item,"date"), high = jdouble(item,"high"), low = jdouble(item,"low"), open = jdouble(item,"open");
|
||
|
|
close = jdouble(item,"close"), vol = jdouble(item,"volume"), quotevol = jdouble(item,"quoteVolume"), price = jdouble(item,"weightedAverage");
|
||
|
|
//printf("[%u %f %f %f %f %f %f %f]",timestamp,high,low,open,close,vol,quotevol,price);
|
||
|
|
//printf("[%u %d %f]",timestamp,OS_conv_unixtime(&seconds,timestamp),price);
|
||
|
|
btcddaily = price;
|
||
|
|
if ( btcddaily != 0 )
|
||
|
|
BUNDLE.btcdbtc = *btcdbtcp = btcddaily;
|
||
|
|
}
|
||
|
|
//printf("poloniex.%d\n",n);
|
||
|
|
}
|
||
|
|
if ( btcdhist != 0 )
|
||
|
|
free_json(btcdhist);
|
||
|
|
}
|
||
|
|
// https://blockchain.info/ticker
|
||
|
|
/*
|
||
|
|
{
|
||
|
|
"USD" : {"15m" : 288.22, "last" : 288.22, "buy" : 288.54, "sell" : 288.57, "symbol" : "$"},
|
||
|
|
"ISK" : {"15m" : 38765.88, "last" : 38765.88, "buy" : 38808.92, "sell" : 38812.95, "symbol" : "kr"},
|
||
|
|
"HKD" : {"15m" : 2234, "last" : 2234, "buy" : 2236.48, "sell" : 2236.71, "symbol" : "$"},
|
||
|
|
"TWD" : {"15m" : 9034.19, "last" : 9034.19, "buy" : 9044.22, "sell" : 9045.16, "symbol" : "NT$"},
|
||
|
|
"CHF" : {"15m" : 276.39, "last" : 276.39, "buy" : 276.69, "sell" : 276.72, "symbol" : "CHF"},
|
||
|
|
"EUR" : {"15m" : 262.46, "last" : 262.46, "buy" : 262.75, "sell" : 262.78, "symbol" : "€"},
|
||
|
|
"DKK" : {"15m" : 1958.92, "last" : 1958.92, "buy" : 1961.1, "sell" : 1961.3, "symbol" : "kr"},
|
||
|
|
"CLP" : {"15m" : 189160.6, "last" : 189160.6, "buy" : 189370.62, "sell" : 189390.31, "symbol" : "$"},
|
||
|
|
"CAD" : {"15m" : 375.45, "last" : 375.45, "buy" : 375.87, "sell" : 375.91, "symbol" : "$"},
|
||
|
|
"CNY" : {"15m" : 1783.67, "last" : 1783.67, "buy" : 1785.65, "sell" : 1785.83, "symbol" : "¥"},
|
||
|
|
"THB" : {"15m" : 10046.98, "last" : 10046.98, "buy" : 10058.14, "sell" : 10059.18, "symbol" : "฿"},
|
||
|
|
"AUD" : {"15m" : 394.77, "last" : 394.77, "buy" : 395.2, "sell" : 395.25, "symbol" : "$"},
|
||
|
|
"SGD" : {"15m" : 395.08, "last" : 395.08, "buy" : 395.52, "sell" : 395.56, "symbol" : "$"},
|
||
|
|
"KRW" : {"15m" : 335991.51, "last" : 335991.51, "buy" : 336364.55, "sell" : 336399.52, "symbol" : "₩"},
|
||
|
|
"JPY" : {"15m" : 35711.99, "last" : 35711.99, "buy" : 35751.64, "sell" : 35755.35, "symbol" : "¥"},
|
||
|
|
"PLN" : {"15m" : 1082.74, "last" : 1082.74, "buy" : 1083.94, "sell" : 1084.06, "symbol" : "zł"},
|
||
|
|
"GBP" : {"15m" : 185.84, "last" : 185.84, "buy" : 186.04, "sell" : 186.06, "symbol" : "£"},
|
||
|
|
"SEK" : {"15m" : 2471.02, "last" : 2471.02, "buy" : 2473.76, "sell" : 2474.02, "symbol" : "kr"},
|
||
|
|
"NZD" : {"15m" : 436.89, "last" : 436.89, "buy" : 437.37, "sell" : 437.42, "symbol" : "$"},
|
||
|
|
"BRL" : {"15m" : 944.91, "last" : 944.91, "buy" : 945.95, "sell" : 946.05, "symbol" : "R$"},
|
||
|
|
"RUB" : {"15m" : 16695.05, "last" : 16695.05, "buy" : 16713.58, "sell" : 16715.32, "symbol" : "RUB"}
|
||
|
|
}*/
|
||
|
|
/*{
|
||
|
|
"24h_avg": 281.22,
|
||
|
|
"ask": 280.12,
|
||
|
|
"bid": 279.33,
|
||
|
|
"last": 279.58,
|
||
|
|
"timestamp": "Sun, 02 Aug 2015 09:36:34 -0000",
|
||
|
|
"total_vol": 39625.8
|
||
|
|
}*/
|
||
|
|
|
||
|
|
if ( bitcoinave != 0 )
|
||
|
|
{
|
||
|
|
if ( (price= jdouble(bitcoinave,"24h_avg")) > SMALLVAL )
|
||
|
|
{
|
||
|
|
//printf("bitcoinave %f %f\n",btcusd,price);
|
||
|
|
dxblend(&btcusd,price,0.5);
|
||
|
|
}
|
||
|
|
free_json(bitcoinave);
|
||
|
|
}
|
||
|
|
if ( quandl != 0 )
|
||
|
|
free_json(quandl);
|
||
|
|
if ( coindesk != 0 )
|
||
|
|
free_json(coindesk);
|
||
|
|
if ( blockchaininfo != 0 )
|
||
|
|
{
|
||
|
|
if ( (item= jobj(blockchaininfo,"USD")) != 0 && item != 0 && (price= jdouble(item,"15m")) > SMALLVAL )
|
||
|
|
{
|
||
|
|
//printf("blockchaininfo %f %f\n",btcusd,price);
|
||
|
|
dxblend(&btcusd,price,0.5);
|
||
|
|
}
|
||
|
|
free_json(blockchaininfo);
|
||
|
|
}
|
||
|
|
if ( btcusd != 0 )
|
||
|
|
BUNDLE.btcusd = *btcusdp = btcusd;
|
||
|
|
|
||
|
|
|
||
|
|
// https://poloniex.com/public?command=returnChartData¤cyPair=BTC_BTCD&start=1405699200&end=9999999999&period=86400
|
||
|
|
|
||
|
|
// https://poloniex.com/public?command=returnTradeHistory¤cyPair=BTC_BTCD
|
||
|
|
//https://bittrex.com/api/v1.1/public/getmarkethistory?market=BTC-BTCD&count=50
|
||
|
|
/*{"success":true,"message":"","result":[{"Id":8551089,"TimeStamp":"2015-07-25T16:00:41.597","Quantity":59.60917089,"Price":0.00642371,"Total":0.38291202,"FillType":"FILL","OrderType":"BUY"},{"Id":8551088,"TimeStamp":"2015-07-25T16:00:41.597","Quantity":7.00000000,"Price":0.00639680,"Total":0.04477760,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8551087,"TimeStamp":"2015-07-25T16:00:41.597","Quantity":6.51000000,"Price":0.00639679,"Total":0.04164310,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8551086,"TimeStamp":"2015-07-25T16:00:41.597","Quantity":6.00000000,"Price":0.00633300,"Total":0.03799800,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8551085,"TimeStamp":"2015-07-25T16:00:41.593","Quantity":4.76833955,"Price":0.00623300,"Total":0.02972106,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8551084,"TimeStamp":"2015-07-25T16:00:41.593","Quantity":5.00000000,"Price":0.00620860,"Total":0.03104300,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8551083,"TimeStamp":"2015-07-25T16:00:41.593","Quantity":4.91803279,"Price":0.00620134,"Total":0.03049839,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8551082,"TimeStamp":"2015-07-25T16:00:41.593","Quantity":4.45166432,"Price":0.00619316,"Total":0.02756986,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8551081,"TimeStamp":"2015-07-25T16:00:41.59","Quantity":2.00000000,"Price":0.00619315,"Total":0.01238630,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8547525,"TimeStamp":"2015-07-25T06:20:43.69","Quantity":1.23166045,"Price":0.00623300,"Total":0.00767693,"FillType":"FILL","OrderType":"BUY"},{"Id":8547524,"TimeStamp":"2015-07-25T06:20:43.69","Quantity":5.00000000,"Price":0.00613300,"Total":0.03066500,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8547523,"TimeStamp":"2015-07-25T06:20:43.687","Quantity":10.00000000,"Price":0.00609990,"Total":0.06099900,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8547522,"TimeStamp":"2015-07-25T06:20:43.687","Quantity":0.12326502,"Price":0.00609989,"Total":0.00075190,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8547521,"TimeStamp":"2015-07-25T06:20:43.687","Quantity":3.29000000,"Price":0.00609989,"Total":0.02006863,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8547520,"TimeStamp":"2015-07-25T06:20:43.687","Quantity":5.00000000,"Price":0.00604400,"Total":0.03022000,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8547519,"TimeStamp":"2015-07-25T06:20:43.683","Quantity":12.80164947,"Price":0.00603915,"Total":0.07731108,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8547518,"TimeStamp":"2015-07-25T06:20:43.683","Quantity":10.00000000,"Price":0.00602715,"Total":0.06027150,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8547517,"TimeStamp":"2015-07-25T06:20:43.683","Quantity":4.29037397,"Price":0.00600000,"Total":0.02574224,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8547516,"TimeStamp":"2015-07-25T06:20:43.683","Quantity":77.55994092,"Price":0.00598921,"Total":0.46452277,"FillType":"PARTIAL_FILL","OrderType":"BUY"},{"Id":8547515,"TimeStamp":"2015-07-25T06:20:43.68","Quantity":0.08645064,"Price":0.00598492,"Total":0.00051740,"FillType":"PARTIAL_FILL","OrderType":"BUY"}]}
|
||
|
|
*/
|
||
|
|
|
||
|
|
// https://api.bitcoinaverage.com/ticker/global/all
|
||
|
|
/* {
|
||
|
|
"AED": {
|
||
|
|
"ask": 1063.28,
|
||
|
|
"bid": 1062.1,
|
||
|
|
"last": 1062.29,
|
||
|
|
"timestamp": "Sat, 25 Jul 2015 17:13:14 -0000",
|
||
|
|
"volume_btc": 0.0,
|
||
|
|
"volume_percent": 0.0
|
||
|
|
},*/
|
||
|
|
|
||
|
|
// http://api.bitcoincharts.com/v1/weighted_prices.json
|
||
|
|
// {"USD": {"7d": "279.79", "30d": "276.05", "24h": "288.55"}, "IDR": {"7d": "3750799.88", "30d": "3636926.02", "24h": "3860769.92"}, "ILS": {"7d": "1033.34", "30d": "1031.58", "24h": "1092.36"}, "GBP": {"7d": "179.51", "30d": "175.30", "24h": "185.74"}, "DKK": {"30d": "1758.61"}, "CAD": {"7d": "364.04", "30d": "351.27", "24h": "376.12"}, "MXN": {"30d": "4369.33"}, "XRP": {"7d": "35491.70", "30d": "29257.39", "24h": "36979.02"}, "SEK": {"7d": "2484.50", "30d": "2270.94"}, "SGD": {"7d": "381.93", "30d": "373.69", "24h": "393.94"}, "HKD": {"7d": "2167.99", "30d": "2115.77", "24h": "2232.12"}, "AUD": {"7d": "379.42", "30d": "365.85", "24h": "394.93"}, "CHF": {"30d": "250.61"}, "timestamp": 1437844509, "CNY": {"7d": "1724.99", "30d": "1702.32", "24h": "1779.48"}, "LTC": {"7d": "67.46", "30d": "51.97", "24h": "61.61"}, "NZD": {"7d": "425.01", "30d": "409.33", "24h": "437.86"}, "THB": {"30d": "8632.82"}, "EUR": {"7d": "257.32", "30d": "249.88", "24h": "263.42"}, "ARS": {"30d": "3271.98"}, "NOK": {"30d": "2227.54"}, "RUB": {"7d": "16032.32", "30d": "15600.38", "24h": "16443.39"}, "INR": {"30d": "16601.17"}, "JPY": {"7d": "34685.73", "30d": "33617.77", "24h": "35652.79"}, "CZK": {"30d": "6442.13"}, "BRL": {"7d": "946.76", "30d": "900.77", "24h": "964.09"}, "NMC": {"7d": "454.06", "30d": "370.39", "24h": "436.71"}, "PLN": {"7d": "1041.81", "30d": "1024.96", "24h": "1072.49"}, "ZAR": {"30d": "3805.55"}}
|
||
|
|
}
|
||
|
|
|
||
|
|
double blend_price(double *volp,double wtA,cJSON *jsonA,double wtB,cJSON *jsonB)
|
||
|
|
{
|
||
|
|
//A.{"ticker":{"base":"BTS","target":"CNY","price":"0.02958291","volume":"3128008.39295500","change":"0.00019513","markets":[{"market":"BTC38","price":"0.02960000","volume":3051650.682955},{"market":"Bter","price":"0.02890000","volume":76357.71}]},"timestamp":1438490881,"success":true,"error":""}
|
||
|
|
// B.{"id":"bts\/cny","price":"0.02940000","price_before_24h":"0.02990000","volume_first":"3048457.6857147217","volume_second":"90629.45859575272","volume_btc":"52.74","best_market":"btc38","latest_trade":"2015-08-02 03:57:38","coin1":"BitShares","coin2":"CNY","markets":[{"market":"btc38","price":"0.02940000","volume":"3048457.6857147217","volume_btc":"52.738317962865"},{"market":"bter","price":"0.04350000","volume":"0","volume_btc":"0"}]}
|
||
|
|
double priceA,priceB,priceB24,price,volA,volB; cJSON *obj;
|
||
|
|
priceA = priceB = priceB24= price = volA = volB = 0.;
|
||
|
|
if ( jsonA != 0 && (obj= jobj(jsonA,"ticker")) != 0 )
|
||
|
|
{
|
||
|
|
priceA = jdouble(obj,"price");
|
||
|
|
volA = jdouble(obj,"volume");
|
||
|
|
}
|
||
|
|
if ( jsonB != 0 )
|
||
|
|
{
|
||
|
|
priceB = jdouble(jsonB,"price");
|
||
|
|
priceB24 = jdouble(jsonB,"price_before_24h");
|
||
|
|
volB = jdouble(jsonB,"volume_first");
|
||
|
|
}
|
||
|
|
//printf("priceA %f volA %f, priceB %f %f volB %f\n",priceA,volA,priceB,priceB24,volB);
|
||
|
|
if ( priceB > SMALLVAL && priceB24 > SMALLVAL )
|
||
|
|
priceB = (priceB * .1) + (priceB24 * .9);
|
||
|
|
else if ( priceB < SMALLVAL )
|
||
|
|
priceB = priceB24;
|
||
|
|
if ( priceA*volA < SMALLVAL )
|
||
|
|
price = priceB;
|
||
|
|
else if ( priceB*volB < SMALLVAL )
|
||
|
|
price = priceA;
|
||
|
|
else price = (wtA * priceA) + (wtB * priceB);
|
||
|
|
*volp = (volA + volB);
|
||
|
|
return(price);
|
||
|
|
}
|
||
|
|
|
||
|
|
void _crypto_update(double cryptovols[2][8][2],struct prices777_data *dp,int32_t selector,int32_t peggyflag)
|
||
|
|
{
|
||
|
|
char *cryptonatorA = "https://www.cryptonator.com/api/full/%s-%s"; //unity-btc
|
||
|
|
char *cryptocoinchartsB = "http://api.cryptocoincharts.info/tradingPair/%s_%s"; //bts_btc
|
||
|
|
char *cryptostrs[9] = { "btc", "nxt", "unity", "eth", "ltc", "xmr", "bts", "xcp", "etc" };
|
||
|
|
int32_t iter,i,j; double btcusd,btcdbtc,cnyusd,prices[8][2],volumes[8][2];
|
||
|
|
char base[16],rel[16],url[512],*str; cJSON *jsonA,*jsonB;
|
||
|
|
if ( peggyflag != 0 )
|
||
|
|
{
|
||
|
|
cnyusd = BUNDLE.cnyusd;
|
||
|
|
btcusd = BUNDLE.btcusd;
|
||
|
|
btcdbtc = BUNDLE.btcdbtc;
|
||
|
|
//printf("update with btcusd %f btcd %f cnyusd %f cnybtc %f\n",btcusd,btcdbtc,cnyusd,cnyusd/btcusd);
|
||
|
|
if ( btcusd < SMALLVAL || btcdbtc < SMALLVAL )
|
||
|
|
{
|
||
|
|
price777_update(&btcusd,&btcdbtc);
|
||
|
|
printf("price777_update with btcusd %f btcd %f\n",btcusd,btcdbtc);
|
||
|
|
}
|
||
|
|
memset(prices,0,sizeof(prices));
|
||
|
|
memset(volumes,0,sizeof(volumes));
|
||
|
|
for (j=0; j<sizeof(cryptostrs)/sizeof(*cryptostrs); j++)
|
||
|
|
{
|
||
|
|
str = cryptostrs[j];
|
||
|
|
if ( strcmp(str,"etc") == 0 )
|
||
|
|
{
|
||
|
|
if ( prices[3][0] > SMALLVAL )
|
||
|
|
break;
|
||
|
|
i = 3;
|
||
|
|
} else i = j;
|
||
|
|
for (iter=0; iter<1; iter++)
|
||
|
|
{
|
||
|
|
if ( i == 0 && iter == 0 )
|
||
|
|
strcpy(base,"btcd"), strcpy(rel,"btc");
|
||
|
|
else strcpy(base,str), strcpy(rel,iter==0?"btc":"cny");
|
||
|
|
//if ( selector == 0 )
|
||
|
|
{
|
||
|
|
sprintf(url,cryptonatorA,base,rel);
|
||
|
|
jsonA = url_json(url);
|
||
|
|
}
|
||
|
|
//else
|
||
|
|
{
|
||
|
|
sprintf(url,cryptocoinchartsB,base,rel);
|
||
|
|
jsonB = url_json(url);
|
||
|
|
}
|
||
|
|
prices[i][iter] = blend_price(&volumes[i][iter],0.4,jsonA,0.6,jsonB);
|
||
|
|
if ( iter == 1 )
|
||
|
|
{
|
||
|
|
if ( btcusd > SMALLVAL )
|
||
|
|
{
|
||
|
|
prices[i][iter] *= cnyusd / btcusd;
|
||
|
|
volumes[i][iter] *= cnyusd / btcusd;
|
||
|
|
} else prices[i][iter] = volumes[i][iter] = 0.;
|
||
|
|
}
|
||
|
|
cryptovols[0][i][iter] = _pairaved(cryptovols[0][i][iter],prices[i][iter]);
|
||
|
|
cryptovols[1][i][iter] = _pairaved(cryptovols[1][i][iter],volumes[i][iter]);
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("(%f %f).%d:%d ",cryptovols[0][i][iter],cryptovols[1][i][iter],i,iter);
|
||
|
|
//if ( cnyusd < SMALLVAL || btcusd < SMALLVAL )
|
||
|
|
// break;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
void crypto_update(int32_t peggyflag)
|
||
|
|
{
|
||
|
|
_crypto_update(BUNDLE.cryptovols,&BUNDLE.data,1,peggyflag);
|
||
|
|
while ( 1 )
|
||
|
|
{
|
||
|
|
_crypto_update(BUNDLE.cryptovols,&BUNDLE.data,1,peggyflag);
|
||
|
|
sleep(100);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
|
||
|
|
void prices777_RTupdate(double cryptovols[2][8][2],double RTmetals[4],double *RTprices,struct prices777_data *dp)
|
||
|
|
{
|
||
|
|
char *cryptostrs[8] = { "btc", "nxt", "unity", "eth", "ltc", "xmr", "bts", "xcp" };
|
||
|
|
int32_t iter,i,c,baserel,basenum,relnum; double cnyusd,btcusd,btcdbtc,bid,ask,price,vol,prices[8][2],volumes[8][2];
|
||
|
|
char base[16],rel[16];
|
||
|
|
price777_update(&btcusd,&btcdbtc);
|
||
|
|
memset(prices,0,sizeof(prices));
|
||
|
|
memset(volumes,0,sizeof(volumes));
|
||
|
|
for (i=0; i<sizeof(cryptostrs)/sizeof(*cryptostrs); i++)
|
||
|
|
for (iter=0; iter<2; iter++)
|
||
|
|
prices[i][iter] = cryptovols[0][i][iter], volumes[i][iter] = cryptovols[1][i][iter];
|
||
|
|
if ( prices[0][0] > SMALLVAL )
|
||
|
|
dxblend(&btcdbtc,prices[0][0],.9);
|
||
|
|
dxblend(&dp->btcdbtc,btcdbtc,.995);
|
||
|
|
if ( BUNDLE.btcdbtc < SMALLVAL )
|
||
|
|
BUNDLE.btcdbtc = dp->btcdbtc;
|
||
|
|
if ( (cnyusd= BUNDLE.cnyusd) > SMALLVAL )
|
||
|
|
{
|
||
|
|
if ( prices[0][1] > SMALLVAL )
|
||
|
|
{
|
||
|
|
//printf("cnyusd %f, btccny %f -> btcusd %f %f\n",cnyusd,prices[0][1],prices[0][1]*cnyusd,btcusd);
|
||
|
|
btcusd = prices[0][1] * cnyusd;
|
||
|
|
if ( dp->btcusd < SMALLVAL )
|
||
|
|
dp->btcusd = btcusd;
|
||
|
|
else dxblend(&dp->btcusd,btcusd,.995);
|
||
|
|
if ( BUNDLE.btcusd < SMALLVAL )
|
||
|
|
BUNDLE.btcusd = dp->btcusd;
|
||
|
|
if ( BUNDLE.data.btcusd < SMALLVAL )
|
||
|
|
BUNDLE.data.btcusd = dp->btcusd;
|
||
|
|
printf("cnyusd %f, btccny %f -> btcusd %f %f -> %f %f %f\n",cnyusd,prices[0][1],prices[0][1]*cnyusd,btcusd,dp->btcusd,BUNDLE.btcusd,BUNDLE.data.btcusd);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
for (i=1; i<sizeof(cryptostrs)/sizeof(*cryptostrs); i++)
|
||
|
|
{
|
||
|
|
if ( (vol= volumes[i][0]+volumes[i][1]) > SMALLVAL )
|
||
|
|
{
|
||
|
|
price = ((prices[i][0] * volumes[i][0]) + (prices[i][1] * volumes[i][1])) / vol;
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("%s %f v%f + %f v%f -> %f %f\n",cryptostrs[i],prices[i][0],volumes[i][0],prices[i][1],volumes[i][1],price,dp->cryptos[i]);
|
||
|
|
dxblend(&dp->cryptos[i],price,.995);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
btcusd = BUNDLE.btcusd;
|
||
|
|
btcdbtc = BUNDLE.btcdbtc;
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf(" update with btcusd %f btcd %f\n",btcusd,btcdbtc);
|
||
|
|
if ( btcusd < SMALLVAL || btcdbtc < SMALLVAL )
|
||
|
|
{
|
||
|
|
price777_update(&btcusd,&btcdbtc);
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf(" price777_update with btcusd %f btcd %f\n",btcusd,btcdbtc);
|
||
|
|
} else BUNDLE.btcusd = btcusd, BUNDLE.btcdbtc = btcdbtc;
|
||
|
|
for (c=0; c<sizeof(CONTRACTS)/sizeof(*CONTRACTS); c++)
|
||
|
|
{
|
||
|
|
for (iter=0; iter<3; iter++)
|
||
|
|
{
|
||
|
|
switch ( iter )
|
||
|
|
{
|
||
|
|
case 0: bid = dp->tbids[c], ask = dp->tasks[c]; break;
|
||
|
|
case 1: bid = dp->fbids[c], ask = dp->fasks[c]; break;
|
||
|
|
case 2: bid = dp->ibids[c], ask = dp->iasks[c]; break;
|
||
|
|
}
|
||
|
|
if ( (price= _pairaved(bid,ask)) > SMALLVAL )
|
||
|
|
{
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("%.6f ",price);
|
||
|
|
dxblend(&RTprices[c],price,.995);
|
||
|
|
if ( 0 && (baserel= prices777_ispair(base,rel,CONTRACTS[c])) >= 0 )
|
||
|
|
{
|
||
|
|
basenum = (baserel >> 8) & 0xff, relnum = baserel & 0xff;
|
||
|
|
if ( basenum < 32 && relnum < 32 )
|
||
|
|
{
|
||
|
|
//printf("%s.%d %f <- %f\n",CONTRACTS[c],c,RTmatrix[basenum][relnum],RTprices[c]);
|
||
|
|
//dxblend(&RTmatrix[basenum][relnum],RTprices[c],.999);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( strcmp(CONTRACTS[c],"XAUUSD") == 0 )
|
||
|
|
dxblend(&RTmetals[0],price,.995);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
for (i=0; i<sizeof(Yahoo_metals)/sizeof(*Yahoo_metals); i++)
|
||
|
|
if ( BUNDLE.data.metals[i] != 0 )
|
||
|
|
dxblend(&RTmetals[i],BUNDLE.data.metals[i],.995);
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t prices777_getmatrix(double *basevals,double *btcusdp,double *btcdbtcp,double Hmatrix[32][32],double *RTprices,char *contracts[],int32_t num,uint32_t timestamp)
|
||
|
|
{
|
||
|
|
int32_t i,j,c; char name[16]; double btcusd,btcdbtc;
|
||
|
|
memcpy(Hmatrix,BUNDLE.data.ecbmatrix,sizeof(BUNDLE.data.ecbmatrix));
|
||
|
|
prices777_calcmatrix(Hmatrix);
|
||
|
|
/*for (i=0; i<32; i++)
|
||
|
|
{
|
||
|
|
for (j=0; j<32; j++)
|
||
|
|
printf("%.6f ",Hmatrix[i][j]);
|
||
|
|
printf("%s\n",CURRENCIES[i]);
|
||
|
|
}*/
|
||
|
|
btcusd = BUNDLE.btcusd;
|
||
|
|
btcdbtc = BUNDLE.btcdbtc;
|
||
|
|
if ( btcusd > SMALLVAL )
|
||
|
|
dxblend(btcusdp,btcusd,.9);
|
||
|
|
if ( btcdbtc > SMALLVAL )
|
||
|
|
dxblend(btcdbtcp,btcdbtc,.9);
|
||
|
|
// char *cryptostrs[8] = { "btc", "nxt", "unity", "eth", "ltc", "xmr", "bts", "xcp" };
|
||
|
|
// "BTCUSD", "NXTBTC", "SuperNET", "ETHBTC", "LTCBTC", "XMRBTC", "BTSBTC", "XCPBTC", // BTC priced
|
||
|
|
for (i=0; i<num; i++)
|
||
|
|
{
|
||
|
|
if ( contracts[i] == 0 )
|
||
|
|
continue;
|
||
|
|
if ( i == num-1 && strcmp(contracts[i],"BTCUSD") == 0 )
|
||
|
|
{
|
||
|
|
RTprices[i] = *btcusdp;
|
||
|
|
continue;
|
||
|
|
}
|
||
|
|
else if ( i == num-2 && strcmp(contracts[i],"BTCCNY") == 0 )
|
||
|
|
{
|
||
|
|
continue;
|
||
|
|
}
|
||
|
|
else if ( i == num-3 && strcmp(contracts[i],"BTCRUB") == 0 )
|
||
|
|
{
|
||
|
|
continue;
|
||
|
|
}
|
||
|
|
else if ( i == num-4 && strcmp(contracts[i],"XAUUSD") == 0 )
|
||
|
|
{
|
||
|
|
continue;
|
||
|
|
}
|
||
|
|
if ( strcmp(contracts[i],"NXTBTC") == 0 )
|
||
|
|
RTprices[i] = BUNDLE.data.cryptos[1];
|
||
|
|
else if ( strcmp(contracts[i],"SuperNET") == 0 )
|
||
|
|
RTprices[i] = BUNDLE.data.cryptos[2];
|
||
|
|
else if ( strcmp(contracts[i],"ETHBTC") == 0 )
|
||
|
|
RTprices[i] = BUNDLE.data.cryptos[3];
|
||
|
|
else if ( strcmp(contracts[i],"LTCBTC") == 0 )
|
||
|
|
RTprices[i] = BUNDLE.data.cryptos[4];
|
||
|
|
else if ( strcmp(contracts[i],"XMRBTC") == 0 )
|
||
|
|
RTprices[i] = BUNDLE.data.cryptos[5];
|
||
|
|
else if ( strcmp(contracts[i],"BTSBTC") == 0 )
|
||
|
|
RTprices[i] = BUNDLE.data.cryptos[6];
|
||
|
|
else if ( strcmp(contracts[i],"XCPBTC") == 0 )
|
||
|
|
RTprices[i] = BUNDLE.data.cryptos[7];
|
||
|
|
else if ( i < 32 )
|
||
|
|
{
|
||
|
|
basevals[i] = Hmatrix[i][i];
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("(%s %f).%d ",CURRENCIES[i],basevals[i],i);
|
||
|
|
}
|
||
|
|
else if ( (c= prices777_contractnum(contracts[i],0)) >= 0 )
|
||
|
|
{
|
||
|
|
RTprices[i] = BUNDLE.data.RTprices[c];
|
||
|
|
//if ( is_decimalstr(contracts[i]+strlen(contracts[i])-2) != 0 )
|
||
|
|
// cprices[i] *= .0001;
|
||
|
|
}
|
||
|
|
else
|
||
|
|
{
|
||
|
|
for (j=0; j<sizeof(Yahoo_metals)/sizeof(*Yahoo_metals); j++)
|
||
|
|
{
|
||
|
|
sprintf(name,"%sUSD",Yahoo_metals[j]);
|
||
|
|
if ( contracts[i] != 0 && strcmp(name,contracts[i]) == 0 )
|
||
|
|
{
|
||
|
|
RTprices[i] = BUNDLE.data.RTmetals[j];
|
||
|
|
break;
|
||
|
|
}
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( Debuglevel > 2 )
|
||
|
|
printf("(%f %f) i.%d num.%d %s %f\n",*btcusdp,*btcdbtcp,i,num,contracts[i],RTprices[i]);
|
||
|
|
//printf("RT.(%s %f) ",contracts[i],RTprices[i]);
|
||
|
|
}
|
||
|
|
return(BUNDLE.data.ecbdatenum);
|
||
|
|
}
|
||
|
|
|
||
|
|
int32_t prices_idle(int32_t peggyflag,int32_t idlegap)
|
||
|
|
{
|
||
|
|
static double lastupdate,lastdayupdate; static int32_t didinit; static portable_mutex_t mutex;
|
||
|
|
int32_t i,datenum; struct prices777_data *dp = &BUNDLE.tmp;
|
||
|
|
*dp = BUNDLE.data;
|
||
|
|
if ( didinit == 0 )
|
||
|
|
{
|
||
|
|
portable_mutex_init(&mutex);
|
||
|
|
prices777_init(BUNDLE.jsonstr,peggyflag);
|
||
|
|
didinit = 1;
|
||
|
|
if ( peggyflag != 0 )
|
||
|
|
{
|
||
|
|
int32_t opreturns_init(uint32_t blocknum,uint32_t blocktimestamp,char *path);
|
||
|
|
opreturns_init(0,(uint32_t)time(NULL),"peggy");
|
||
|
|
}
|
||
|
|
}
|
||
|
|
if ( peggyflag != 0 && milliseconds() > lastupdate + (1000*idlegap) )
|
||
|
|
{
|
||
|
|
lastupdate = milliseconds();
|
||
|
|
if ( milliseconds() > lastdayupdate + 60000*60 )
|
||
|
|
{
|
||
|
|
lastdayupdate = milliseconds();
|
||
|
|
if ( (datenum= ecb_matrix(dp->ecbmatrix,dp->edate)) > 0 )
|
||
|
|
{
|
||
|
|
dp->ecbdatenum = datenum;
|
||
|
|
dp->ecbyear = dp->ecbdatenum / 10000, dp->ecbmonth = (dp->ecbdatenum / 100) % 100, dp->ecbday = (dp->ecbdatenum % 100);
|
||
|
|
expand_datenum(dp->edate,datenum);
|
||
|
|
memcpy(dp->RTmatrix,dp->ecbmatrix,sizeof(dp->RTmatrix));
|
||
|
|
}
|
||
|
|
}
|
||
|
|
for (i=0; i<sizeof(Yahoo_metals)/sizeof(*Yahoo_metals); i++)
|
||
|
|
BUNDLE.data.metals[i] = prices777_yahoo(Yahoo_metals[i]);
|
||
|
|
BUNDLE.truefxidnum = prices777_truefx(dp->tmillistamps,dp->tbids,dp->tasks,dp->topens,dp->thighs,dp->tlows,BUNDLE.truefxuser,BUNDLE.truefxpass,(uint32_t)BUNDLE.truefxidnum);
|
||
|
|
prices777_fxcm(dp->flhlogmatrix,dp->flogmatrix,dp->fbids,dp->fasks,dp->fhighs,dp->flows);
|
||
|
|
prices777_instaforex(dp->ilogmatrix,dp->itimestamps,dp->ibids,dp->iasks);
|
||
|
|
double btcdbtc,btcusd;
|
||
|
|
price777_update(&btcusd,&btcdbtc);
|
||
|
|
if ( btcusd > SMALLVAL )
|
||
|
|
dxblend(&dp->btcusd,btcusd,0.99);
|
||
|
|
if ( btcdbtc > SMALLVAL )
|
||
|
|
dxblend(&dp->btcdbtc,btcdbtc,0.99);
|
||
|
|
if ( BUNDLE.data.btcusd == 0 )
|
||
|
|
BUNDLE.data.btcusd = dp->btcusd;
|
||
|
|
if ( BUNDLE.data.btcdbtc == 0 )
|
||
|
|
BUNDLE.data.btcdbtc = dp->btcdbtc;
|
||
|
|
if ( dp->ecbmatrix[USD][USD] > SMALLVAL && dp->ecbmatrix[CNY][CNY] > SMALLVAL )
|
||
|
|
BUNDLE.cnyusd = (dp->ecbmatrix[CNY][CNY] / dp->ecbmatrix[USD][USD]);
|
||
|
|
portable_mutex_lock(&mutex);
|
||
|
|
BUNDLE.data = *dp;
|
||
|
|
portable_mutex_unlock(&mutex);
|
||
|
|
//kv777_write(BUNDLE.kv,"data",5,&BUNDLE.data,sizeof(BUNDLE.data));
|
||
|
|
prices777_RTupdate(BUNDLE.cryptovols,BUNDLE.data.RTmetals,BUNDLE.data.RTprices,&BUNDLE.data);
|
||
|
|
//printf("update finished\n");
|
||
|
|
void peggy();
|
||
|
|
peggy();
|
||
|
|
didinit = 1;
|
||
|
|
}
|
||
|
|
return(0);
|
||
|
|
}
|
||
|
|
|
||
|
|
void prices777_sim(uint32_t now,int32_t numiters)
|
||
|
|
{
|
||
|
|
double btca,btcb,btcd,btc,btcdusd,basevals[MAX_CURRENCIES],btcdprices[MAX_CURRENCIES+1];
|
||
|
|
int32_t i,j,datenum,seconds; uint32_t timestamp,starttime = (uint32_t)time(NULL);
|
||
|
|
for (i=0; i<numiters; i++)
|
||
|
|
{
|
||
|
|
timestamp = now - (rand() % (3600*24*64));
|
||
|
|
btca = 1000. * prices777_splineval(&BUNDLE.splines[MAX_CURRENCIES+0],timestamp,0);
|
||
|
|
btcb = 1000. * prices777_splineval(&BUNDLE.splines[MAX_CURRENCIES+1],timestamp,0);
|
||
|
|
btc = _pairaved(btca,btcb);
|
||
|
|
btcd = .01 * prices777_splineval(&BUNDLE.splines[MAX_CURRENCIES+2],timestamp,0);
|
||
|
|
btcdusd = (btc * btcd);
|
||
|
|
datenum = OS_conv_unixtime(&seconds,timestamp);
|
||
|
|
for (j=0; j<MAX_CURRENCIES; j++)
|
||
|
|
{
|
||
|
|
basevals[j] = prices777_splineval(&BUNDLE.splines[j],timestamp,0);
|
||
|
|
btcdprices[j] = basevals[j] / (btcdusd * basevals[USD]);
|
||
|
|
}
|
||
|
|
if ( (i % 100000) == 0 )
|
||
|
|
{
|
||
|
|
printf("%d:%02d:%02d %.8f %.8f -> USD %.8f (EURUSD %.8f %.8f) ",datenum,seconds/3600,(seconds%3600)/60,btc,btcd,btcdusd,btcdprices[EUR]/btcdprices[USD],basevals[EUR]/basevals[USD]);
|
||
|
|
for (j=0; j<MAX_CURRENCIES; j++)
|
||
|
|
printf("%.8f ",btcdprices[j]);
|
||
|
|
printf("\n");
|
||
|
|
}
|
||
|
|
}
|
||
|
|
printf("sim took %ld seconds\n",(long)(time(NULL) - starttime));
|
||
|
|
}
|
||
|
|
|
||
|
|
void prices777_getlist(char *retbuf)
|
||
|
|
{
|
||
|
|
int32_t i,j; struct prices777 *prices; char pair[16],*jsonstr; cJSON *json,*array,*item;
|
||
|
|
json = cJSON_CreateObject();
|
||
|
|
array = cJSON_CreateArray();
|
||
|
|
for (i=0; i<sizeof(CURRENCIES)/sizeof(*CURRENCIES); i++)
|
||
|
|
cJSON_AddItemToArray(array,cJSON_CreateString(CURRENCIES[i]));
|
||
|
|
cJSON_AddItemToObject(json,"currency",array);
|
||
|
|
array = cJSON_CreateArray();
|
||
|
|
for (i=0; i<32; i++)
|
||
|
|
for (j=0; j<32; j++)
|
||
|
|
{
|
||
|
|
if ( i != j )
|
||
|
|
{
|
||
|
|
sprintf(pair,"%s%s",CURRENCIES[i],CURRENCIES[j]);
|
||
|
|
cJSON_AddItemToArray(array,cJSON_CreateString(pair));
|
||
|
|
}
|
||
|
|
}
|
||
|
|
cJSON_AddItemToObject(json,"pairs",array);
|
||
|
|
array = cJSON_CreateArray();
|
||
|
|
for (i=0; i<sizeof(CONTRACTS)/sizeof(*CONTRACTS); i++)
|
||
|
|
cJSON_AddItemToArray(array,cJSON_CreateString(CONTRACTS[i]));
|
||
|
|
cJSON_AddItemToObject(json,"contract",array);
|
||
|
|
array = cJSON_CreateArray();
|
||
|
|
for (i=0; i<BUNDLE.num; i++)
|
||
|
|
{
|
||
|
|
if ( (prices= BUNDLE.ptrs[i]) != 0 )
|
||
|
|
{
|
||
|
|
item = cJSON_CreateObject();
|
||
|
|
cJSON_AddItemToObject(item,prices->exchange,cJSON_CreateString(prices->contract));
|
||
|
|
cJSON_AddItemToObject(item,"base",cJSON_CreateString(prices->base));
|
||
|
|
if ( prices->rel[0] != 0 )
|
||
|
|
cJSON_AddItemToObject(item,"rel",cJSON_CreateString(prices->rel));
|
||
|
|
//printf("(%s) (%s) (%s)\n",prices->contract,prices->base,prices->rel);
|
||
|
|
cJSON_AddItemToArray(array,item);
|
||
|
|
}
|
||
|
|
}
|
||
|
|
cJSON_AddItemToObject(json,"result",cJSON_CreateString("success"));
|
||
|
|
cJSON_AddItemToObject(json,"list",array);
|
||
|
|
jsonstr = cJSON_Print(json), _stripwhite(jsonstr,' '), free_json(json);
|
||
|
|
strcpy(retbuf,jsonstr), free(jsonstr);
|
||
|
|
printf("list -> (%s)\n",retbuf);
|
||
|
|
}
|
||
|
|
|