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Add back utxo info

etomic
jl777 7 years ago
parent
c0c36f2076
commit
10dac4ab97
4 changed files with 119 additions and 24 deletions
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  1. 11
      iguana/exchanges/LP_include.h
  2. 7
      iguana/exchanges/LP_nativeDEX.c
  3. 110
      iguana/exchanges/LP_prices.c
  4. 15
      iguana/exchanges/LP_signatures.c

11
iguana/exchanges/LP_include.h
View File

@ -364,12 +364,21 @@ struct basilisk_swap
};
struct LP_pubkey_quote
{
struct LP_pubkey_quote *next,*prev;
float price;
uint32_t maxutxo,aveutxo;
uint8_t baseind,relind,numutxos,scale;
};
#define LP_MAXPRICEINFOS 256
struct LP_pubkeyinfo
{
UT_hash_handle hh;
bits256 pubkey;
float matrix[LP_MAXPRICEINFOS][LP_MAXPRICEINFOS];
struct LP_pubkey_quote *quotes;
//float matrix[LP_MAXPRICEINFOS][LP_MAXPRICEINFOS];
//uint32_t timestamps[LP_MAXPRICEINFOS][LP_MAXPRICEINFOS];
uint32_t timestamp,numerrors,lasttime;
int32_t istrusted;

7
iguana/exchanges/LP_nativeDEX.c
View File

@ -533,8 +533,6 @@ void LP_coinsloop(void *_coins)
{
if ( (backupep= ep->prev) == 0 )
backupep = ep;
// skip cLP_address MNZ bXcSsYBiVKtTzYErqxvma4UsojZTEf5L6H
//printf("electrum %s\n",coin->symbol);
if ( (ap= LP_addressfind(coin,coin->smartaddr)) != 0 )
{
if ( (retjson= electrum_address_listunspent(coin->symbol,ep,&retjson,ap->coinaddr,1)) != 0 )
@ -892,6 +890,11 @@ void LPinit(uint16_t myport,uint16_t mypullport,uint16_t mypubport,uint16_t mybu
char *myipaddr=0,version[64]; long filesize,n; int32_t valid,timeout,pubsock=-1; struct LP_peerinfo *mypeer=0; char pushaddr[128],subaddr[128],bindaddr[128],*coins_str=0; cJSON *coinsjson=0; void *ctx = bitcoin_ctx();
sprintf(version,"Marketmaker %s.%s %s rsize.%ld",LP_MAJOR_VERSION,LP_MINOR_VERSION,LP_BUILD_NUMBER,sizeof(struct basilisk_request));
printf("%s %u\n",version,calc_crc32(0,version,(int32_t)strlen(version)));
if ( LP_MAXPRICEINFOS > 256 )
{
printf("LP_MAXPRICEINFOS %d wont fit in a uint8_t, need to increase the width of the baseind and relind for struct LP_pubkey_quote\n",LP_MAXPRICEINFOS);
exit(-1);
}
LP_showwif = juint(argjson,"wif");
if ( passphrase == 0 || passphrase[0] == 0 )
{

110
iguana/exchanges/LP_prices.c
View File

@ -18,7 +18,7 @@
// marketmaker
//
struct LP_orderbookentry { bits256 pubkey; double price; uint64_t minsatoshis,maxsatoshis,depth; uint32_t timestamp; int32_t numutxos; char coinaddr[64]; };
struct LP_orderbookentry { bits256 pubkey; double price; uint64_t avesatoshis,maxsatoshis,depth; uint32_t timestamp; int32_t numutxos; char coinaddr[64]; };
struct LP_priceinfo
{
@ -48,6 +48,75 @@ struct LP_cacheinfo
uint32_t timestamp;
} *LP_cacheinfos;
float LP_pubkey_price(int32_t *numutxosp,int64_t *avesatoshisp,int64_t *maxsatoshisp,struct LP_pubkeyinfo *pubp,uint32_t baseind,uint32_t relind)
{
struct LP_pubkey_quote *pq,*tmp; int32_t scale; int64_t scale64;
*numutxosp = 0;
*avesatoshisp = *maxsatoshisp = 0;
DL_FOREACH_SAFE(pubp->quotes,pq,tmp)
{
if ( baseind == pq->baseind && relind == pq->relind )
{
if ( (scale= pq->scale) == 0 )
pq->scale = scale = 6;
scale64 = 1;
while ( scale > 0 )
{
scale64 *= 10;
scale--;
}
*numutxosp = pq->numutxos;
*avesatoshisp = pq->aveutxo * scale64;
*maxsatoshisp = pq->maxutxo * scale64;
return(pq->price);
}
}
return(0);
}
void LP_pubkey_update(struct LP_pubkeyinfo *pubp,uint32_t baseind,uint32_t relind,float price,int64_t balance,int32_t numutxos,int64_t minutxo,int64_t maxutxo)
{
struct LP_pubkey_quote *pq,*tmp; int64_t aveutxo,scale64,ave64,max64; int32_t scale;
DL_FOREACH_SAFE(pubp->quotes,pq,tmp)
{
if ( baseind == pq->baseind && relind == pq->relind )
break;
pq = 0;
}
if ( pq == 0 )
{
pq = calloc(1,sizeof(*pq));
pq->baseind = baseind;
pq->relind = relind;
pq->scale = 6; // millions of SATOSHIS, ie. 0.01
DL_APPEND(pubp->quotes,pq); // already serialized as only path is via stats_JSON()
}
pq->price = price;
if ( numutxos != 0 )
{
if ( (scale= pq->scale) == 0 )
pq->scale = scale = 6;
scale64 = 1;
while ( scale > 0 )
{
scale64 *= 10;
scale--;
}
if ( numutxos > (1L << sizeof(pq->numutxos)) )
pq->numutxos = (1L << sizeof(pq->numutxos)) - 1;
else pq->numutxos = numutxos;
aveutxo = balance / numutxos;
if ( (ave64= (aveutxo / scale64)) > (1LL << 32) )
ave64 = (1LL << 32) - 1;
if ( (max64= (maxutxo / scale64)) > (1LL << 32) )
max64 = (1LL << 32) - 1;
pq->aveutxo = (uint32_t)ave64;
pq->maxutxo = (uint32_t)max64;
printf("scale64 = %llu, ave %llu, ave32 %u (%llu) max32 %u (%llu)\n",(long long)scale64,(long long)aveutxo,pq->aveutxo,(long long)pq->aveutxo * scale64,pq->maxutxo,(long long)pq->maxutxo * scale64);
}
}
struct LP_priceinfo *LP_priceinfo(int32_t ind)
{
if ( ind < 0 || ind >= LP_MAXPRICEINFOS )
@ -272,7 +341,7 @@ uint64_t LP_unspents_metric(struct iguana_info *coin,char *coinaddr)
cJSON *LP_pubkeyjson(struct LP_pubkeyinfo *pubp)
{
int32_t baseid,relid; char *base,hexstr[67],hexstr2[67],sigstr[256]; double price; cJSON *item,*array,*obj;
int32_t baseid,relid,numutxos; int64_t avesatoshis,maxsatoshis; char *base,hexstr[67],hexstr2[67],sigstr[256]; double price; cJSON *item,*array,*obj;
obj = cJSON_CreateObject();
array = cJSON_CreateArray();
for (baseid=0; baseid<LP_numpriceinfos; baseid++)
@ -280,7 +349,7 @@ cJSON *LP_pubkeyjson(struct LP_pubkeyinfo *pubp)
base = LP_priceinfos[baseid].symbol;
for (relid=0; relid<LP_numpriceinfos; relid++)
{
price = pubp->matrix[baseid][relid];
price = LP_pubkey_price(&numutxos,&avesatoshis,&maxsatoshis,pubp,baseid,relid);//pubp->matrix[baseid][relid];
if ( LP_pricevalid(price) > 0 )
{
item = cJSON_CreateArray();
@ -495,7 +564,8 @@ int32_t LP_mypriceset(int32_t *changedp,char *base,char *rel,double price)
if ( (pubp= LP_pubkeyadd(G.LP_mypub25519)) != 0 )
{
pubp->timestamp = (uint32_t)time(NULL);
pubp->matrix[basepp->ind][relpp->ind] = price;
LP_pubkey_update(pubp,basepp->ind,relpp->ind,price,0,0,0,0);
//pubp->matrix[basepp->ind][relpp->ind] = price;
//pubp->timestamps[basepp->ind][relpp->ind] = pubp->timestamp;
//pubp->matrix[relpp->ind][basepp->ind] = (1. / price);
}
@ -671,7 +741,7 @@ cJSON *LP_orderbookjson(char *symbol,struct LP_orderbookentry *op)
jaddstr(item,"address",op->coinaddr);
jaddnum(item,"price",op->price);
jaddnum(item,"numutxos",op->numutxos);
jaddnum(item,"minvolume",dstr(op->minsatoshis)*0.8);
jaddnum(item,"avevolume",dstr(op->avesatoshis)*0.8);
jaddnum(item,"maxvolume",dstr(op->maxsatoshis)*0.8);
jaddnum(item,"depth",dstr(op->depth)*0.8);
jaddbits256(item,"pubkey",op->pubkey);
@ -680,7 +750,7 @@ cJSON *LP_orderbookjson(char *symbol,struct LP_orderbookentry *op)
return(item);
}
struct LP_orderbookentry *LP_orderbookentry(char *address,char *base,char *rel,double price,int32_t numutxos,uint64_t minsatoshis,uint64_t maxsatoshis,bits256 pubkey,uint32_t timestamp,uint64_t balance)
struct LP_orderbookentry *LP_orderbookentry(char *address,char *base,char *rel,double price,int32_t numutxos,uint64_t avesatoshis,uint64_t maxsatoshis,bits256 pubkey,uint32_t timestamp,uint64_t balance)
{
struct LP_orderbookentry *op;
if ( (op= calloc(1,sizeof(*op))) != 0 )
@ -688,8 +758,8 @@ struct LP_orderbookentry *LP_orderbookentry(char *address,char *base,char *rel,d
safecopy(op->coinaddr,address,sizeof(op->coinaddr));
op->price = price;
op->numutxos = numutxos;
op->minsatoshis = minsatoshis;
op->maxsatoshis = maxsatoshis;
op->avesatoshis = avesatoshis;
op->maxsatoshis = avesatoshis;
op->pubkey = pubkey;
op->timestamp = timestamp;
op->depth = balance;
@ -718,7 +788,7 @@ void LP_pubkeys_query()
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)
{
char coinaddr[64]; uint8_t zeroes[20]; 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 minsatoshis,maxsatoshis,balance;
char coinaddr[64]; uint8_t zeroes[20]; 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; int64_t maxsatoshis,balance,avesatoshis;
if ( (basepp= LP_priceinfoptr(&relid,base,rel)) != 0 )
baseid = basepp->ind;
else return(num);
@ -737,23 +807,23 @@ int32_t LP_orderbook_utxoentries(uint32_t now,int32_t polarity,char *base,char *
if ( pubp->timestamp < oldest )
continue;
bitcoin_address(coinaddr,basecoin->taddr,basecoin->pubtype,pubp->rmd160,sizeof(pubp->rmd160));
minsatoshis = maxsatoshis = n = 0;
avesatoshis = maxsatoshis = n = 0;
ap = 0;
if ( (price= pubp->matrix[baseid][relid]) > SMALLVAL )//&& pubp->timestamps[baseid][relid] >= oldest )
if ( (price= LP_pubkey_price(&n,&avesatoshis,&maxsatoshis,pubp,baseid,relid)) > SMALLVAL ) //pubp->matrix[baseid][relid]) > SMALLVAL )//&& pubp->timestamps[baseid][relid] >= oldest )
{
balance = 0;
if ( (ap= LP_addressfind(basecoin,coinaddr)) != 0 )
balance = avesatoshis * n;
//if ( (ap= LP_addressfind(basecoin,coinaddr)) != 0 )
{
n = LP_address_minmax(&balance,&minsatoshis,&maxsatoshis,ap);
//n = LP_address_minmax(&balance,&minsatoshis,&maxsatoshis,ap);
if ( polarity > 0 )
{
balance *= price;
minsatoshis *= price;
avesatoshis *= price;
maxsatoshis *= price;
}
//printf("%s/%s %s n.%d ap->n.%d %.8f\n",base,rel,coinaddr,n,ap->n,dstr(ap->total));
}
if ( (op= LP_orderbookentry(coinaddr,base,rel,polarity > 0 ? price : 1./price,n,minsatoshis,maxsatoshis,pubp->pubkey,pubp->timestamp,balance)) != 0 )
if ( (op= LP_orderbookentry(coinaddr,base,rel,polarity > 0 ? price : 1./price,n,avesatoshis,maxsatoshis,pubp->pubkey,pubp->timestamp,balance)) != 0 )
{
*arrayp = realloc(*arrayp,sizeof(*(*arrayp)) * (num+1));
(*arrayp)[num++] = op;
@ -1036,7 +1106,7 @@ cJSON *LP_pricearray(char *base,char *rel,uint32_t firsttime,uint32_t lasttime,i
return(retarray);
}
void LP_pricefeedupdate(bits256 pubkey,char *base,char *rel,double price)
void LP_pricefeedupdate(bits256 pubkey,char *base,char *rel,double price,int32_t numutxos,int64_t balance,int64_t minutxo,int64_t maxutxo)
{
struct LP_priceinfo *basepp,*relpp; uint32_t now; uint64_t price64; struct LP_pubkeyinfo *pubp; char str[65],fname[512]; FILE *fp;
//printf("check PRICEFEED UPDATE.(%s/%s) %.8f %s\n",base,rel,price,bits256_str(str,pubkey));
@ -1073,9 +1143,11 @@ void LP_pricefeedupdate(bits256 pubkey,char *base,char *rel,double price)
if ( (LP_rand() % 1000) == 0 )
printf("PRICEFEED UPDATE.(%-6s/%6s) %12.8f %s %12.8f\n",base,rel,price,bits256_str(str,pubkey),1./price);
pubp->timestamp = (uint32_t)time(NULL);
if ( fabs(pubp->matrix[basepp->ind][relpp->ind] - price) > SMALLVAL )
LP_pubkey_update(pubp,basepp->ind,relpp->ind,price,balance,numutxos,minutxo,maxutxo);
//pubp->depthinfo[basepp->ind][relpp->ind] = LP_depthinfo_compact();
//if ( fabs(pubp->matrix[basepp->ind][relpp->ind] - price) > SMALLVAL )
{
pubp->matrix[basepp->ind][relpp->ind] = price;
//pubp->matrix[basepp->ind][relpp->ind] = price;
//pubp->timestamps[basepp->ind][relpp->ind] = pubp->timestamp;
dxblend(&basepp->relvals[relpp->ind],price,0.9);
dxblend(&relpp->relvals[basepp->ind],1. / price,0.9);

15
iguana/exchanges/LP_signatures.c
View File

@ -451,7 +451,8 @@ int32_t LP_price_sigadd(cJSON *item,uint32_t timestamp,bits256 priv,uint8_t *pub
char *LP_pricepings(void *ctx,char *myipaddr,int32_t pubsock,char *base,char *rel,double price)
{
struct iguana_info *basecoin,*relcoin; char pubsecpstr[67]; uint32_t timestamp; uint64_t price64; bits256 zero; cJSON *reqjson = cJSON_CreateObject();
struct iguana_info *basecoin,*relcoin; struct LP_address *ap; char pubsecpstr[67]; uint32_t numutxos,timestamp; uint64_t price64,balance,minsize,maxsize; bits256 zero; cJSON *reqjson;
reqjson = cJSON_CreateObject();
// LP_addsig
if ( (basecoin= LP_coinfind(base)) != 0 && (relcoin= LP_coinfind(rel)) != 0 && basecoin->electrum == 0 )//&& relcoin->electrum == 0 )
{
@ -467,6 +468,16 @@ char *LP_pricepings(void *ctx,char *myipaddr,int32_t pubsock,char *base,char *re
jaddnum(reqjson,"timestamp",timestamp);
init_hexbytes_noT(pubsecpstr,G.LP_pubsecp,33);
jaddstr(reqjson,"pubsecp",pubsecpstr);
if ( (ap= LP_address(basecoin,basecoin->smartaddr)) != 0 )
{
if ( (numutxos= LP_address_minmax(&balance,&minsize,&maxsize,ap)) != 0 )
{
jaddnum(reqjson,"n",numutxos);
jaddnum(reqjson,"bal",dstr(balance));
jaddnum(reqjson,"min",dstr(minsize));
jaddnum(reqjson,"max",dstr(maxsize));
}
}
LP_price_sigadd(reqjson,timestamp,G.LP_privkey,G.LP_pubsecp,G.LP_mypub25519,base,rel,price64);
LP_reserved_msg(0,base,rel,zero,jprint(reqjson,1));
return(clonestr("{\"result\":\"success\"}"));
@ -484,7 +495,7 @@ char *LP_postprice_recv(cJSON *argjson)
{
if ( LP_price_sigcheck(juint(argjson,"timestamp"),jstr(argjson,"sig"),jstr(argjson,"pubsecp"),pubkey,base,rel,j64bits(argjson,"price64")) == 0 )
{
LP_pricefeedupdate(pubkey,base,rel,price);
LP_pricefeedupdate(pubkey,base,rel,price,jint(argjson,"n"),jdouble(argjson,"bal")*SATOSHIDEN,jdouble(argjson,"min")*SATOSHIDEN,jdouble(argjson,"max")*SATOSHIDEN);
return(clonestr("{\"result\":\"success\"}"));
} else return(clonestr("{\"error\":\"sig failure\"}"));
}

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