diff --git a/iguana/exchanges/LP_ordermatch.c b/iguana/exchanges/LP_ordermatch.c index 59303e7a9..eb3c7b368 100644 --- a/iguana/exchanges/LP_ordermatch.c +++ b/iguana/exchanges/LP_ordermatch.c @@ -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);