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Test

etomic
jl777 8 years ago
parent
348ea72061
commit
023fb10057
1 changed files with 26 additions and 29 deletions
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  1. 55
      iguana/exchanges/LP_ordermatch.c

55
iguana/exchanges/LP_ordermatch.c
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@ -119,7 +119,7 @@ int32_t LP_quoteparse(struct LP_quoteinfo *qp,cJSON *argjson)
return(0);
}
int32_t LP_quoteinfoinit(struct LP_quoteinfo *qp,struct LP_utxoinfo *utxo,char *destcoin,double price)
int32_t LP_quoteinfoinit(struct LP_quoteinfo *qp,struct LP_utxoinfo *utxo,char *destcoin,double price,uint64_t destsatoshis)
{
memset(qp,0,sizeof(*qp));
if ( qp->timestamp == 0 )
@ -127,14 +127,15 @@ int32_t LP_quoteinfoinit(struct LP_quoteinfo *qp,struct LP_utxoinfo *utxo,char *
safecopy(qp->destcoin,destcoin,sizeof(qp->destcoin));
if ( (qp->txfee= LP_getestimatedrate(utxo->coin)*LP_AVETXSIZE) < 10000 )
qp->txfee = 10000;
if ( utxo->iambob == 0 || qp->txfee >= utxo->S.satoshis || qp->txfee >= utxo->deposit.value || utxo->deposit.value < LP_DEPOSITSATOSHIS(utxo->S.satoshis) )
qp->satoshis = destsatoshis / price;
if ( utxo->iambob == 0 || qp->txfee >= qp->satoshis || qp->txfee >= utxo->deposit.value || utxo->deposit.value < LP_DEPOSITSATOSHIS(qp->satoshis) )
return(-1);
qp->satoshis -= qp->txfee;
qp->txid = utxo->payment.txid;
qp->vout = utxo->payment.vout;
qp->txid2 = utxo->deposit.txid;
qp->vout2 = utxo->deposit.vout;
qp->satoshis = utxo->S.satoshis - qp->txfee;
qp->destsatoshis = qp->satoshis * price;
qp->destsatoshis = destsatoshis;
if ( (qp->desttxfee= LP_getestimatedrate(qp->destcoin) * LP_AVETXSIZE) < 10000 )
qp->desttxfee = 10000;
if ( qp->desttxfee >= qp->destsatoshis )
@ -146,9 +147,8 @@ int32_t LP_quoteinfoinit(struct LP_quoteinfo *qp,struct LP_utxoinfo *utxo,char *
return(0);
}
int32_t LP_quotedestinfo(struct LP_quoteinfo *qp,uint64_t destsatoshis,bits256 desttxid,int32_t destvout,bits256 feetxid,int32_t feevout,bits256 desthash,char *destaddr)
int32_t LP_quotedestinfo(struct LP_quoteinfo *qp,bits256 desttxid,int32_t destvout,bits256 feetxid,int32_t feevout,bits256 desthash,char *destaddr)
{
qp->destsatoshis = destsatoshis;
qp->desttxid = desttxid;
qp->destvout = destvout;
qp->desthash = desthash;
@ -515,13 +515,14 @@ int32_t LP_tradecommand(char *myipaddr,int32_t pubsock,cJSON *argjson,uint8_t *d
char *LP_autotrade(char *myipaddr,int32_t mypubsock,double profitmargin,char *base,char *rel,double maxprice,double volume,int32_t timeout)
{
uint64_t destsatoshis,asatoshis; bits256 txid,pubkey; char *obookstr; cJSON *orderbook,*asks,*item,*bestitem=0; struct LP_utxoinfo *autxo,*butxo,*bestutxo = 0; int32_t i,vout,numasks,DEXselector=0; uint32_t expiration; double ordermatchprice,bestmetric,metric,bestprice=0.,vol,price; struct LP_quoteinfo Q;
uint64_t destsatoshis,desttxfee,txfee,bestdestsatoshis=0; bits256 txid,pubkey; char *obookstr; cJSON *orderbook,*asks,*item,*bestitem=0; struct LP_utxoinfo *autxo,*butxo,*bestutxo = 0; int32_t i,vout,numasks,DEXselector=0; uint32_t expiration; double ordermatchprice,bestmetric,metric,bestprice=0.,vol,price; struct LP_quoteinfo Q;
if ( maxprice <= 0. || volume <= 0. || LP_priceinfofind(base) == 0 || LP_priceinfofind(rel) == 0 )
return(clonestr("{\"error\":\"invalid parameter\"}"));
destsatoshis = SATOSHIDEN * volume;
if ( (autxo= LP_utxo_bestfit(rel,destsatoshis)) == 0 )
if ( (autxo= LP_utxo_bestfit(rel,SATOSHIDEN * volume)) == 0 )
return(clonestr("{\"error\":\"cant find utxo that is big enough\"}"));
bestmetric = ordermatchprice = 0.;
desttxfee = LP_getestimatedrate(rel) * LP_AVETXSIZE;
txfee = LP_getestimatedrate(base) * LP_AVETXSIZE;
if ( timeout == 0 )
timeout = LP_AUTOTRADE_TIMEOUT;
if ( (obookstr= LP_orderbook(base,rel)) != 0 )
@ -543,25 +544,23 @@ char *LP_autotrade(char *myipaddr,int32_t mypubsock,double profitmargin,char *ba
txid = jbits256(item,"txid");
vout = jint(item,"vout");
vol = jdouble(item,"volume");
if ( (butxo= LP_utxofind(1,txid,vout)) != 0 && vol*SATOSHIDEN == butxo->payment.value && LP_isavailable(butxo) > 0 && LP_ismine(butxo) == 0 )
metric = price / bestprice;
if ( (butxo= LP_utxofind(1,txid,vout)) != 0 && metric < 1.1 && vol*SATOSHIDEN == butxo->payment.value && LP_isavailable(butxo) > 0 && LP_ismine(butxo) == 0 )
{
asatoshis = butxo->payment.value * price;
if ( asatoshis <= destsatoshis && destsatoshis > (asatoshis >> 1) && asatoshis > (autxo->payment.value >> 1) )
if ( (destsatoshis= (butxo->payment.value * price)) > autxo->payment.value-desttxfee )
destsatoshis *= ((double)autxo->payment.value / destsatoshis - desttxfee*2);
if ( destsatoshis-desttxfee > (autxo->payment.value >> 1) && destsatoshis/price-txfee > (butxo->payment.value >> 1) )
{
metric = price / bestprice;
printf("%f %f %f %f ",price,metric,dstr(asatoshis),metric * metric * metric);
if ( metric < 1.1 )
metric = dstr(destsatoshis) * metric * metric * metric;
printf("(%f) <- metric\n",metric);
if ( bestmetric == 0. || metric < bestmetric )
{
metric = dstr(asatoshis) * metric * metric * metric;
printf("(%f) <- metric\n",metric);
if ( bestmetric == 0. || metric < bestmetric )
{
bestutxo = butxo;
ordermatchprice = price;
bestmetric = metric;
}
bestutxo = butxo;
ordermatchprice = price;
bestdestsatoshis = destsatoshis;
bestmetric = metric;
}
} printf("skip.(%d %d %d) destsatoshis %.8f asatoshis %.8f < half of %.8f\n",asatoshis <= destsatoshis,destsatoshis > (asatoshis >> 1),asatoshis > (autxo->payment.value >> 1),dstr(destsatoshis),dstr(asatoshis),dstr(autxo->payment.value));
} else printf("skip.(%d %d) destsatoshis %.8f value %.8f destvalue %.8f\n",destsatoshis > (autxo->payment.value >> 1) ,destsatoshis/price > (butxo->payment.value >> 1),dstr(destsatoshis),dstr(butxo->payment.value),dstr(autxo->payment.value));
} else printf("cant find butxo.%p or value mismatch %.8f != %.8f\n",butxo,vol,butxo!=0?dstr(butxo->payment.value):0);
}
} else break;
@ -571,13 +570,11 @@ char *LP_autotrade(char *myipaddr,int32_t mypubsock,double profitmargin,char *ba
}
free(obookstr);
}
if ( bestutxo == 0 || ordermatchprice == 0. )
if ( bestutxo == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )
return(clonestr("{\"error\":\"cant find ordermatch utxo\"}"));
if ( LP_quoteinfoinit(&Q,bestutxo,rel,ordermatchprice) < 0 )
if ( LP_quoteinfoinit(&Q,bestutxo,rel,ordermatchprice,bestdestsatoshis) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote\"}"));
asatoshis = (Q.satoshis * ordermatchprice + Q.desttxfee + 1);
printf("asatoshis %.8f = bvalue %.8f * ordermatch %.8f\n",dstr(asatoshis),dstr(Q.satoshis),ordermatchprice);
if ( LP_quotedestinfo(&Q,asatoshis,autxo->payment.txid,autxo->payment.vout,autxo->fee.txid,autxo->fee.vout,LP_mypubkey,autxo->coinaddr) < 0 )
if ( LP_quotedestinfo(&Q,autxo->payment.txid,autxo->payment.vout,autxo->fee.txid,autxo->fee.vout,LP_mypubkey,autxo->coinaddr) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote info\"}"));
price = LP_query(myipaddr,mypubsock,profitmargin,"request",&Q);
bestitem = LP_quotejson(&Q);

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