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test

etomic
jl777 8 years ago
parent
83df9acdd6
commit
0508d53f04
6 changed files with 154 additions and 88 deletions
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  1. 225
      basilisk/tradebots_liquidity.c
  2. 5
      iguana/dpow/dpow_fsm.c
  3. 3
      iguana/iguana777.h
  4. 4
      iguana/tests/gensvm
  5. 2
      iguana/tests/openliquidity
  6. 3
      includes/iguana_apideclares.h

225
basilisk/tradebots_liquidity.c
View File

@ -878,58 +878,30 @@ void tradebot_arbcandidate(struct supernet_info *myinfo,char *exchange,int32_t t
}
}
void _default_swap_balancingtrade(struct supernet_info *myinfo,struct basilisk_swap *swap,int32_t iambob)
cJSON *linfo_json(struct liquidity_info *li)
{
// update balance, compare to target balance, issue balancing trade via central exchanges, if needed
double price,volume,srcamount,destamount,profitmargin,dir=0.,dotrade=1.; char base[64],rel[64];
srcamount = swap->I.req.srcamount;
destamount = swap->I.req.destamount;
profitmargin = (double)swap->I.req.profitmargin / 1000000.;
if ( srcamount <= SMALLVAL || destamount <= SMALLVAL )
{
printf("illegal amount for balancing %f %f\n",srcamount,destamount);
return;
}
strcpy(rel,"BTC");
if ( strcmp(swap->I.req.src,"BTC") == 0 )
{
strcpy(base,swap->I.req.dest);
price = (srcamount / destamount);
volume = destamount / SATOSHIDEN;
dir = -1.;
}
else if ( strcmp(swap->I.req.dest,"BTC") == 0 )
{
strcpy(base,swap->I.req.src);
price = (destamount / srcamount);
volume = srcamount / SATOSHIDEN;
dir = 1.;
}
else
{
printf("only BTC trades can be balanced, not (%s/%s)\n",swap->I.req.src,swap->I.req.dest);
return;
}
if ( iambob != 0 )
{
if ( myinfo->IAMLP != 0 )
{
printf("BOB: price %f * vol %f -> %s newprice %f margin %.2f%%\n",price,volume,dir < 0. ? "buy" : "sell",price + dir * price * profitmargin,100*profitmargin);
if ( dir < 0. )
InstantDEX_buy(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
else InstantDEX_sell(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
}
}
else
{
if ( myinfo->IAMLP != 0 )
{
printf("ALICE: price %f * vol %f -> %s newprice %f margin %.2f%%\n",price,volume,dir > 0. ? "buy" : "sell",price - dir * price * profitmargin,100*profitmargin);
if ( dir > 0. )
InstantDEX_buy(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
else InstantDEX_sell(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
}
}
cJSON *item = cJSON_CreateObject();
jaddstr(item,"base",li->base);
jaddstr(item,"rel",li->rel);
if ( li->exchange[0] != 0 )
jaddstr(item,"exchange",li->exchange);
if ( li->assetid != 0 )
jadd64bits(item,"assetid",li->assetid);
if ( li->profit != 0. )
jaddnum(item,"profitmargin",li->profit);
if ( li->refprice != 0. )
jaddnum(item,"refprice",li->refprice);
if ( li->bid != 0. )
jaddnum(item,"bid",li->bid);
if ( li->ask != 0. )
jaddnum(item,"ask",li->ask);
if ( li->minvol != 0. )
jaddnum(item,"minvol",li->minvol);
if ( li->maxvol != 0. )
jaddnum(item,"maxvol",li->maxvol);
if ( li->totalvol != 0. )
jaddnum(item,"totalvol",li->totalvol);
return(item);
}
void _default_liquidity_command(struct supernet_info *myinfo,char *base,bits256 hash,cJSON *vals)
@ -953,18 +925,17 @@ void _default_liquidity_command(struct supernet_info *myinfo,char *base,bits256
memset(&li,0,sizeof(li));
safecopy(li.base,base,sizeof(li.base));
safecopy(li.rel,relstr,sizeof(li.rel));
safecopy(li.exchange,exchange,sizeof(li.exchange));
strncpy(li.exchange,exchange,sizeof(li.exchange));
li.profit = jdouble(vals,"profit");
li.refprice = jdouble(vals,"refprice");
li.bid = jdouble(vals,"bid");
li.ask = jdouble(vals,"ask");
li.maxvol = jdouble(vals,"maxvol");
li.dir = jint(vals,"dir"); // positive -> buy, negative -> sell, 0 or missing -> both
li.onetime = jint(vals,"onetime");
// li.theoretical = ... dotproduct
// li.filter = ...
// li.trigger = ...
// PAX response
if ( (li.minvol= jdouble(vals,"minvol")) <= 0. )
li.minvol = (strcmp("BTC",base) == 0) ? 0.0001 : 0.01;
if ( (li.maxvol= jdouble(vals,"maxvol")) < li.minvol )
li.maxvol = li.minvol;
if ( (li.totalvol= jdouble(vals,"total")) < li.maxvol )
li.totalvol = li.maxvol;
if ( strcmp("NXT",li.rel) == 0 )
li.assetid = NXT_assetidfind(base);
else if ( strcmp("UNITY",base) == 0 )
@ -986,20 +957,20 @@ void _default_liquidity_command(struct supernet_info *myinfo,char *base,bits256
for (i=0; i<sizeof(myinfo->linfos)/sizeof(*myinfo->linfos); i++)
{
refli = myinfo->linfos[i];
/*if ( strcmp(li.rel,refli.base) == 0 && strcmp(li.base,refli.rel) == 0 )
if ( strcmp(li.rel,refli.base) == 0 && strcmp(li.base,refli.rel) == 0 )
{
li = refli;
/*li = refli;
strcpy(li.base,refli.base);
strcpy(li.rel,refli.rel);
if ( fabs(li.refprice) > SMALLVAL )
li.refprice = (1. / li.refprice);
else li.refprice = 0.;
li.dir = -li.dir;
printf("Set rev linfo[%d] (%s/%s) %.6f %.8f\n",i,li.base,li.rel,li.profit,li.refprice);
myinfo->linfos[i] = li;
myinfo->linfos[i] = li;*/
printf("cant Set rev linfo[%d] (%s/%s) %.6f %.8f already have (%s/%s)\n",i,li.rel,li.base,li.profit,li.refprice,refli.base,refli.rel);
return;
}
else*/ if ( refli.base[0] == 0 || (strcmp(li.base,refli.base) == 0 && strcmp(li.rel,refli.rel) == 0 && strcmp(li.exchange,refli.exchange) == 0) )
else if ( refli.base[0] == 0 || (strcmp(li.base,refli.base) == 0 && strcmp(li.rel,refli.rel) == 0 && strcmp(li.exchange,refli.exchange) == 0) )
{
if ( refli.base[0] == 0 && li.exchange[0] != 0 && strcmp(li.exchange,"DEX") != 0 )
{
@ -1020,9 +991,9 @@ void _default_liquidity_command(struct supernet_info *myinfo,char *base,bits256
int32_t _default_volume_ok(struct supernet_info *myinfo,struct liquidity_info *li,int32_t dir,double volume)
{
// check order exposure
// check cumulative exposure
return(0);
if ( (li->minvol == 0 || volume >= li->minvol) && (li->maxvol == 0 || volume <= li->maxvol) )
return(0);
else return(-1);
}
double _default_liquidity_active(struct supernet_info *myinfo,double *refpricep,char *exchange,char *base,char *rel,double volume)
@ -1030,7 +1001,7 @@ double _default_liquidity_active(struct supernet_info *myinfo,double *refpricep,
int32_t i,dir; struct liquidity_info refli;
*refpricep = 0.;
//printf("%s %s/%s\n",exchange,base,rel);
for (i=sizeof(myinfo->linfos)/sizeof(*myinfo->linfos)-1; i>=0; i--)
for (i=0; i<sizeof(myinfo->linfos)/sizeof(*myinfo->linfos); i++)
{
refli = myinfo->linfos[i];
if ( refli.base[0] == 0 )
@ -1046,25 +1017,106 @@ double _default_liquidity_active(struct supernet_info *myinfo,double *refpricep,
continue;
}
//printf(">>>>>>>> %s %s/%s [%d] dir.%d refli.dir %d vs %s/%s\n",exchange,base,rel,i,dir,refli.dir,refli.base,refli.rel);
if ( dir != 0 && dir * refli.dir <= 0 )
if ( _default_volume_ok(myinfo,&refli,dir,volume) == 0 )
{
if ( refli.profit != 0. )
{
if ( _default_volume_ok(myinfo,&refli,dir,volume) == 0 )
{
*refpricep = refli.refprice;
return(refli.profit);
} else break;
}
else
{
//bid, ask, track pending, recover expired, onetime
}
*refpricep = refli.refprice;
else if ( dir > 0 )
*refpricep = refli.bid;
else if ( dir < 0 )
*refpricep = refli.ask;
return(refli.profit);
}
break;
}
return(0.);
}
struct liquidity_info *_default_lifind(struct supernet_info *myinfo,int32_t *dirp,char *base,char *rel)
{
struct liquidity_info *li; int32_t i;
*dirp = 0;
for (i=0; i<sizeof(myinfo->linfos)/sizeof(*myinfo->linfos); i++)
{
li = &myinfo->linfos[i];
if ( strcmp(li->base,base) == 0 && strcmp(li->rel,rel) == 0 )
{
*dirp = 1;
return(li);
}
else if ( strcmp(li->base,rel) == 0 && strcmp(li->rel,base) == 0 )
{
*dirp = -1;
return(li);
}
}
return(0);
}
void _default_swap_balancingtrade(struct supernet_info *myinfo,struct basilisk_swap *swap,int32_t iambob)
{
// update balance, compare to target balance, issue balancing trade via central exchanges, if needed
struct liquidity_info *li; double vol,price,volume,srcamount,destamount,profitmargin,dir=0.,dotrade=1.; char base[64],rel[64]; int32_t idir;
srcamount = swap->I.req.srcamount;
destamount = swap->I.req.destamount;
profitmargin = (double)swap->I.req.profitmargin / 1000000.;
if ( srcamount <= SMALLVAL || destamount <= SMALLVAL )
{
printf("illegal amount for balancing %f %f\n",srcamount,destamount);
return;
}
if ( (li= _default_lifind(myinfo,&idir,swap->I.req.src,swap->I.req.dest)) != 0 )
{
if ( idir < 0 )
vol = 1. / ((double)destamount / SATOSHIDEN);
else vol = ((double)srcamount / SATOSHIDEN);
li->totalvol -= vol;
if ( li->totalvol <= 0. || (li->minvol != 0. && li->totalvol < li->minvol) )
li->minvol = li->maxvol = li->totalvol = 0.;
printf("li.(%s/%s) totalvol %f after -= %f minmax.(%f %f)\n",li->base,li->rel,li->totalvol,vol,li->minvol,li->maxvol);
}
strcpy(rel,"BTC");
if ( strcmp(swap->I.req.src,"BTC") == 0 )
{
strcpy(base,swap->I.req.dest);
price = (srcamount / destamount);
volume = destamount / SATOSHIDEN;
dir = -1.;
}
else if ( strcmp(swap->I.req.dest,"BTC") == 0 )
{
strcpy(base,swap->I.req.src);
price = (destamount / srcamount);
volume = srcamount / SATOSHIDEN;
dir = 1.;
}
else
{
printf("only BTC trades can be balanced, not (%s/%s)\n",swap->I.req.src,swap->I.req.dest);
return;
}
if ( iambob != 0 )
{
if ( myinfo->IAMLP != 0 )
{
printf("BOB: price %f * vol %f -> %s newprice %f margin %.2f%%\n",price,volume,dir < 0. ? "buy" : "sell",price + dir * price * profitmargin,100*profitmargin);
if ( dir < 0. )
InstantDEX_buy(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
else InstantDEX_sell(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
}
}
else
{
if ( myinfo->IAMLP != 0 )
{
printf("ALICE: price %f * vol %f -> %s newprice %f margin %.2f%%\n",price,volume,dir > 0. ? "buy" : "sell",price - dir * price * profitmargin,100*profitmargin);
if ( dir > 0. )
InstantDEX_buy(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
else InstantDEX_sell(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
}
}
}
void tradebot_swap_balancingtrade(struct supernet_info *myinfo,struct basilisk_swap *swap,int32_t iambob)
{
if ( swap->balancingtrade == 0 )
@ -1145,7 +1197,7 @@ void tradebots_processprices(struct supernet_info *myinfo,struct exchange_info *
#include "../includes/iguana_apidefs.h"
#include "../includes/iguana_apideclares.h"
TWO_STRINGS(tradebots,gensvm,base,rel)
TWO_STRINGS(tradebot,gensvm,base,rel)
{
#ifdef _WIN
return(clonestr("{\"error\":\"windows doesnt support SVM\"}"));
@ -1161,4 +1213,15 @@ TWO_STRINGS(tradebots,gensvm,base,rel)
#endif
}
ZERO_ARGS(tradebot,openliquidity)
{
int32_t i; cJSON *array = cJSON_CreateArray();
for (i=0; i<sizeof(myinfo->linfos)/sizeof(*myinfo->linfos); i++)
{
if ( myinfo->linfos[i].base[0] != 0 )
jaddi(array,linfo_json(&myinfo->linfos[i]));
}
return(jprint(array,1));
}
#include "../includes/iguana_apiundefs.h"

5
iguana/dpow/dpow_fsm.c
View File

@ -387,14 +387,15 @@ void dpow_statemachinestart(void *ptr)
}
sleep(1);
}
starttime = (uint32_t)time(NULL);
if ( bp->isratify == 0 )
{
//if ( (starttime= checkpoint.timestamp) == 0 )
bp->starttime = starttime = (uint32_t)time(NULL);
bp->starttime = starttime;
extralen = dpow_paxpending(extras,&bp->paxwdcrc);
bp->notaries[bp->myind].paxwdcrc = bp->paxwdcrc;
}
printf("PAXWDCRC.%x myind.%d isratify.%d DPOW.%s statemachine checkpoint.%d %s start.%u\n",bp->paxwdcrc,bp->myind,bp->isratify,src->symbol,checkpoint.blockhash.height,bits256_str(str,checkpoint.blockhash.hash),checkpoint.timestamp);
printf("PAXWDCRC.%x myind.%d isratify.%d DPOW.%s statemachine checkpoint.%d %s start.%u+dur.%d vs %ld\n",bp->paxwdcrc,bp->myind,bp->isratify,src->symbol,checkpoint.blockhash.height,bits256_str(str,checkpoint.blockhash.hash),starttime,bp->duration,time(NULL));
for (i=0; i<sizeof(srchash); i++)
srchash.bytes[i] = dp->minerkey33[i+1];
//printf("start utxosync start.%u %u\n",starttime,(uint32_t)time(NULL));

3
iguana/iguana777.h
View File

@ -92,8 +92,7 @@ struct liquidity_info
{
char base[16],rel[16],exchange[16];
uint64_t assetid;
double profit,refprice,bid,ask,maxvol;
int8_t dir,onetime;
double profit,refprice,bid,ask,minvol,maxvol,totalvol;
};
struct message_info { int32_t msgcount; bits256 refhash,msghashes[64]; uint32_t timestamps[64]; };

4
iguana/tests/gensvm
View File

@ -1,3 +1,3 @@
#!/bin/bash
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebots\",\"method\":\"gensvm\",\"base\":\"BTC\",\"rel\":\"USD\"}"
#curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebots\",\"method\":\"gensvm\",\"base\":\"BTCD\",\"rel\":\"BTC\"}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"gensvm\",\"base\":\"BTC\",\"rel\":\"USD\"}"
#curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"gensvm\",\"base\":\"BTCD\",\"rel\":\"BTC\"}"

2
iguana/tests/openliquidity
View File

@ -0,0 +1,2 @@
#!/bin/bash
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"openliquidity\"}"

3
includes/iguana_apideclares.h
View File

@ -44,7 +44,8 @@ ZERO_ARGS(pax,start);
HASH_ARRAY_STRING(tradebot,liquidity,hash,vals,targetcoin);
ZERO_ARGS(tradebot,amlp);
ZERO_ARGS(tradebot,notlp);
TWO_STRINGS(tradebots,gensvm,base,rel);
TWO_STRINGS(tradebot,gensvm,base,rel);
ZERO_ARGS(tradebot,openliquidity);
INT_AND_ARRAY(iguana,rates,unused,quotes);
TWO_STRINGS(iguana,rate,base,rel);

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