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New orderbook

beta
jl777 8 years ago
parent
d1a4b07f07
commit
041963d66b
3 changed files with 70 additions and 24 deletions
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  1. 5
      iguana/exchanges/LP_nativeDEX.c
  2. 71
      iguana/exchanges/LP_prices.c
  3. 18
      iguana/exchanges/LP_utxo.c

5
iguana/exchanges/LP_nativeDEX.c
View File

@ -84,8 +84,8 @@ char *blocktrail_listtransactions(char *symbol,char *coinaddr,int32_t num,int32_
#include "LP_bitcoin.c"
#include "LP_coins.c"
#include "LP_rpc.c"
#include "LP_prices.c"
#include "LP_utxo.c"
#include "LP_prices.c"
#include "LP_scan.c"
#include "LP_transaction.c"
#include "LP_remember.c"
@ -356,7 +356,10 @@ int32_t LP_mainloop_iter(void *ctx,char *myipaddr,struct LP_peerinfo *mypeer,int
//if ( IAMLP != 0 && peer->numpeers != numpeers )
// printf("%s num.%d vs %d\n",peer->ipaddr,peer->numpeers,numpeers);
if ( strcmp(peer->ipaddr,myipaddr) != 0 )
{
LP_peersquery(mypeer,pubsock,peer->ipaddr,peer->port,myipaddr,myport);
LP_peer_pricesquery(peer->ipaddr,peer->port);
}
if ( enable_utxos && IAMLP != 0 && LP_mypeer != 0 && strcmp(peer->ipaddr,myipaddr) != 0 )
{
if ( (retstr= issue_LP_numutxos(peer->ipaddr,peer->port,LP_mypeer->ipaddr,LP_mypeer->port,LP_mypeer->numpeers,LP_mypeer->numutxos)) != 0 )

71
iguana/exchanges/LP_prices.c
View File

@ -18,7 +18,7 @@
// marketmaker
//
struct LP_orderbookentry { bits256 txid,txid2,pubkey; double price; uint64_t basesatoshis; int32_t vout,vout2,age; };
struct LP_orderbookentry { bits256 pubkey; double price; uint64_t basesatoshis,maxsatoshis; int32_t age,numutxos; char coinaddr[64]; };
#define LP_MAXPRICEINFOS 256
struct LP_priceinfo
@ -513,8 +513,8 @@ static int _cmp_orderbook(const void *a,const void *b)
{
#undef ptr_a
#undef ptr_b
#define ptr_a ((struct LP_orderbookentry *)a)->basesatoshis
#define ptr_b ((struct LP_orderbookentry *)b)->basesatoshis
#define ptr_a ((struct LP_orderbookentry *)a)->maxsatoshis
#define ptr_b ((struct LP_orderbookentry *)b)->maxsatoshis
if ( ptr_b > ptr_a )
return(-1);
else if ( ptr_b < ptr_a )
@ -531,60 +531,83 @@ cJSON *LP_orderbookjson(struct LP_orderbookentry *op)
cJSON *item = cJSON_CreateObject();
if ( LP_pricevalid(op->price) > 0 )
{
jaddstr(item,"address",op->coinaddr);
jaddnum(item,"price",op->price);
jaddnum(item,"volume",dstr(op->basesatoshis));
jaddbits256(item,"txid",op->txid);
jaddnum(item,"vout",op->vout);
jaddnum(item,"numutxos",op->numutxos);
jaddnum(item,"minvolume",dstr(op->basesatoshis));
jaddnum(item,"maxvolume",dstr(op->maxsatoshis));
//jaddbits256(item,"txid",op->txid);
//jaddnum(item,"vout",op->vout);
jaddbits256(item,"pubkey",op->pubkey);
jaddnum(item,"age",op->age);
}
return(item);
}
struct LP_orderbookentry *LP_orderbookentry(char *base,char *rel,bits256 txid,int32_t vout,bits256 txid2,int32_t vout2,double price,uint64_t basesatoshis,bits256 pubkey,int32_t age)
struct LP_orderbookentry *LP_orderbookentry(char *address,char *base,char *rel,double price,int32_t numutxos,uint64_t basesatoshis,uint64_t maxsatoshis,bits256 pubkey,int32_t age)
{
struct LP_orderbookentry *op;
if ( (op= calloc(1,sizeof(*op))) != 0 )
{
op->txid = txid;
op->vout = vout;
op->txid2 = txid2;
op->vout2 = vout2;
//op->txid = txid;
//op->vout = vout;
//op->txid2 = txid2;
//op->vout2 = vout2;
safecopy(op->coinaddr,address,sizeof(op->coinaddr));
op->price = price;
op->numutxos = numutxos;
op->basesatoshis = basesatoshis;
op->maxsatoshis = maxsatoshis;
op->pubkey = pubkey;
op->age = age;
}
return(op);
}
int32_t LP_orderbookfind(struct LP_orderbookentry **array,int32_t num,bits256 txid,int32_t vout)
/*int32_t LP_orderbookfind(struct LP_orderbookentry **array,int32_t num,bits256 txid,int32_t vout)
{
int32_t i;
for (i=0; i<num; i++)
if ( (array[i]->vout == vout && bits256_cmp(array[i]->txid,txid) == 0) || (array[i]->vout2 == vout && bits256_cmp(array[i]->txid2,txid) == 0) )
return(i);
return(-1);
}
}*/
int32_t LP_orderbook_utxoentries(uint32_t now,int32_t polarity,char *base,char *rel,struct LP_orderbookentry *(**arrayp),int32_t num,int32_t cachednum,int32_t duration)
{
struct LP_utxoinfo *utxo,*tmp; struct LP_pubkeyinfo *pubp=0; struct LP_priceinfo *basepp; struct LP_orderbookentry *op; uint32_t oldest; double price; int32_t baseid,relid; uint64_t basesatoshis,val,val2;
char coinaddr[64]; struct LP_pubkeyinfo *pubp=0,*tmp; struct LP_priceinfo *basepp; struct LP_orderbookentry *op; struct LP_address *ap; struct iguana_info *basecoin; uint32_t oldest; double price; int32_t baseid,relid,n; uint64_t basesatoshis,maxsatoshis;
if ( (basepp= LP_priceinfoptr(&relid,base,rel)) != 0 )
baseid = basepp->ind;
else return(num);
if ( (basecoin= LP_coinfind(base)) == 0 )
return(-1);
now = (uint32_t)time(NULL);
oldest = now - duration;
HASH_ITER(hh,LP_utxoinfos[1],utxo,tmp)
HASH_ITER(hh,LP_pubkeyinfos,pubp,tmp)
{
if ( pubp == 0 || bits256_cmp(pubp->pubkey,utxo->pubkey) != 0 )
pubp = LP_pubkeyfind(utxo->pubkey);
if ( pubp != 0 && pubp->numerrors >= LP_MAXPUBKEY_ERRORS )
if ( pubp->timestamp < oldest )
continue;
bitcoin_address(coinaddr,basecoin->taddr,basecoin->pubtype,pubp->rmd160,sizeof(pubp->rmd160));
basesatoshis = maxsatoshis = 0;
//char str[65],str2[65]; printf("check utxo.%s/v%d from %s\n",bits256_str(str,utxo->payment.txid),utxo->payment.vout,bits256_str(str2,utxo->pubkey));
if ( strcmp(base,utxo->coin) == 0 && LP_isavailable(utxo) > 0 && pubp != 0 && (price= pubp->matrix[baseid][relid]) > SMALLVAL && pubp->timestamp > oldest && pubp->timestamp <= now )
if ( (price= pubp->matrix[baseid][relid]) > SMALLVAL && (ap= LP_addressfind(basecoin,coinaddr)) != 0 )
{
if ( LP_orderbookfind(*arrayp,cachednum,utxo->payment.txid,utxo->payment.vout) < 0 )
n = LP_address_minmax(&basesatoshis,&maxsatoshis,ap);
//if ( strcmp(base,utxo->coin) == 0 && LP_isavailable(utxo) > 0 && pubp != 0 && (price= pubp->matrix[baseid][relid]) > SMALLVAL )
//if ( polarity > 0 )
// basesatoshis = utxo->S.satoshis;
//else basesatoshis = utxo->S.satoshis * price;
if ( polarity < 0 )
{
basesatoshis *= price;
maxsatoshis *= price;
}
if ( (op= LP_orderbookentry(coinaddr,base,rel,polarity > 0 ? price : 1./price,n,basesatoshis,maxsatoshis,pubp->pubkey,now - pubp->timestamp)) != 0 )
{
*arrayp = realloc(*arrayp,sizeof(*(*arrayp)) * (num+1));
(*arrayp)[num++] = op;
}
/*if ( LP_orderbookfind(*arrayp,cachednum,utxo->payment.txid,utxo->payment.vout) < 0 )
{
if ( LP_iseligible(&val,&val2,utxo->iambob,utxo->coin,utxo->payment.txid,utxo->payment.vout,utxo->S.satoshis,utxo->deposit.txid,utxo->deposit.vout) == 0 )
continue;
@ -599,7 +622,8 @@ int32_t LP_orderbook_utxoentries(uint32_t now,int32_t polarity,char *base,char *
if ( LP_ismine(utxo) > 0 && utxo->T.lasttime == 0 )
LP_utxo_clientpublish(utxo);
}
}
}*/
}
}
return(num);
@ -851,9 +875,10 @@ void LP_pricefeedupdate(bits256 pubkey,char *base,char *rel,double price)
}
if ( (pubp= LP_pubkeyadd(pubkey)) != 0 )
{
if ( (rand() % 100) == 0 && fabs(pubp->matrix[basepp->ind][relpp->ind] - price) > SMALLVAL )
printf("PRICEFEED UPDATE.(%-6s/%6s) %12.8f %s %12.8f\n",base,rel,price,bits256_str(str,pubkey),1./price);
if ( fabs(pubp->matrix[basepp->ind][relpp->ind] - price) > SMALLVAL )
{
if ( (rand() % 100) == 0 )
printf("PRICEFEED UPDATE.(%-6s/%6s) %12.8f %s %12.8f\n",base,rel,price,bits256_str(str,pubkey),1./price);
pubp->matrix[basepp->ind][relpp->ind] = price;
dxblend(&basepp->relvals[relpp->ind],price,0.9);
dxblend(&relpp->relvals[basepp->ind],1. / price,0.9);

18
iguana/exchanges/LP_utxo.c
View File

@ -96,6 +96,24 @@ struct LP_address *LP_addressfind(struct iguana_info *coin,char *coinaddr)
return(ap);
}
int32_t LP_address_minmax(uint64_t *minp,uint64_t *maxp,struct LP_address *ap)
{
struct LP_address_utxo *up,*tmp; int32_t n = 0;
*minp = *maxp = 0;
DL_FOREACH_SAFE(ap->utxos,up,tmp)
{
if ( up->spendheight <= 0 )
{
if ( up->U.value > *maxp )
*maxp = up->U.value;
if ( *minp == 0 || up->U.value < *minp )
*minp = up->U.value;
n++;
}
}
return(n);
}
int32_t LP_address_utxoadd(struct iguana_info *coin,char *coinaddr,bits256 txid,int32_t vout,uint64_t value,int32_t height,int32_t spendheight)
{
struct LP_address *ap; struct LP_address_utxo *up,*tmp; int32_t flag,retval = 0;

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