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Test

etomic
jl777 7 years ago
parent
d1f30b81e9
commit
17e0e1b89e
4 changed files with 98 additions and 67 deletions
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  1. 2
      iguana/exchanges/LP_commands.c
  2. 1
      iguana/exchanges/LP_include.h
  3. 160
      iguana/exchanges/LP_portfolio.c
  4. 2
      iguana/exchanges/LP_remember.c

2
iguana/exchanges/LP_commands.c
View File

@ -321,7 +321,7 @@ instantdex_claim()\n\
double price,bid,ask;
if ( strcmp(method,"autoprice") == 0 )
{
if ( LP_autoprice(base,rel,argjson) < 0 )
if ( LP_autoprice(ctx,base,rel,argjson) < 0 )
return(clonestr("{\"error\":\"couldnt set autoprice\"}"));
else return(clonestr("{\"result\":\"success\"}"));
}

1
iguana/exchanges/LP_include.h
View File

@ -517,6 +517,7 @@ cJSON *LP_transactioninit(struct iguana_info *coin,bits256 txid,int32_t iter,cJS
int32_t LP_mempoolscan(char *symbol,bits256 searchtxid);
int32_t LP_txheight(struct iguana_info *coin,bits256 txid);
int32_t LP_numpeers();
double LP_CMCbtcprice(double *price_usdp,char *symbol);
char *basilisk_swapentry(uint32_t requestid,uint32_t quoteid,int32_t forceflag);
int64_t LP_KMDvalue(struct iguana_info *coin,int64_t balance);
int32_t LP_address_utxoadd(uint32_t timestamp,char *debug,struct iguana_info *coin,char *coinaddr,bits256 txid,int32_t vout,uint64_t value,int32_t height,int32_t spendheight);

160
iguana/exchanges/LP_portfolio.c
View File

@ -18,6 +18,14 @@
// marketmaker
//
struct LP_autoprice_ref
{
char refbase[65],refrel[65],base[65],rel[65];
double margin;
} LP_autorefs[100];
int32_t LP_autoprices,num_LP_autorefs;
char LP_portfolio_base[128],LP_portfolio_rel[128];
double LP_portfolio_relvolume;
@ -201,13 +209,6 @@ char *LP_portfolio_goal(char *symbol,double goal)
} else return(clonestr("{\"error\":\"cant set goal for inactive coin\"}"));
}
int32_t LP_autoprices,num_LP_autorefs;
struct LP_autoprice_ref
{
char refbase[65],refrel[65],base[65],rel[65];
} LP_autorefs[100];
/*int32_t LP_autofill(char *base,char *rel,double maxprice,double totalrelvolume)
{
struct LP_priceinfo *basepp,*relpp;
@ -221,58 +222,6 @@ struct LP_autoprice_ref
return(-1);
}*/
int32_t LP_autoprice(char *base,char *rel,cJSON *argjson)
{
//curl --url "http://127.0.0.1:7783" --data "{\"userpass\":\"$userpass\",\"method\":\"autoprice\",\"base\":\"MNZ\",\"rel\":\"KMD\",\"offset\":0.1,\"refbase\":\"KMD\",\refrel\":\"BTC\",\"factor\":15000,\"margin\":0.01}"
struct LP_priceinfo *basepp,*relpp; int32_t i; char *refbase="",*refrel=""; double minprice,margin,offset,factor,fixedprice;
//printf("autoprice.(%s %s) %s\n",base,rel,jprint(argjson,0));
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
if ( jobj(argjson,"minprice") != 0 )
minprice = jdouble(argjson,"minprice");
else minprice = 0.;
margin = jdouble(argjson,"margin");
offset = jdouble(argjson,"offset");
factor = jdouble(argjson,"factor");
fixedprice = jdouble(argjson,"fixed");
basepp->fixedprices[relpp->ind] = fixedprice;
basepp->minprices[relpp->ind] = minprice;
basepp->margins[relpp->ind] = margin;
basepp->offsets[relpp->ind] = offset;
basepp->factors[relpp->ind] = factor;
if ( fixedprice > SMALLVAL || ((refbase= jstr(argjson,"refbase")) != 0 && (refrel= jstr(argjson,"refrel")) != 0) )
{
if ( fixedprice > SMALLVAL )
{
refbase = base;
refrel = rel;
}
for (i=0; i<num_LP_autorefs; i++)
{
if ( strcmp(base,LP_autorefs[i].base) == 0 && strcmp(rel,LP_autorefs[i].rel) == 0 )
{
safecopy(LP_autorefs[i].refbase,refbase,sizeof(LP_autorefs[i].refbase));
safecopy(LP_autorefs[i].refrel,refrel,sizeof(LP_autorefs[i].refrel));
printf("%d Update ref %s/%s for %s/%s factor %.8f offset %.8f\n",i,refbase,refrel,base,rel,factor,offset);
break;
}
}
if ( i == num_LP_autorefs && num_LP_autorefs < sizeof(LP_autorefs)/sizeof(*LP_autorefs) )
{
safecopy(LP_autorefs[num_LP_autorefs].refbase,refbase,sizeof(LP_autorefs[num_LP_autorefs].refbase));
safecopy(LP_autorefs[num_LP_autorefs].refrel,refrel,sizeof(LP_autorefs[num_LP_autorefs].refrel));
safecopy(LP_autorefs[num_LP_autorefs].base,base,sizeof(LP_autorefs[num_LP_autorefs].base));
safecopy(LP_autorefs[num_LP_autorefs].rel,rel,sizeof(LP_autorefs[num_LP_autorefs].rel));
printf("%d Using ref %s/%s for %s/%s factor %.8f, offset %.8f, margin %.8f fixed %.8f\n",num_LP_autorefs,refbase,refrel,base,rel,factor,offset,margin,fixedprice);
num_LP_autorefs++;
}
}
LP_autoprices++;
return(0);
}
return(-1);
}
void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *basepp,struct LP_priceinfo *relpp,double price,char *refbase,char *refrel)
{
static uint32_t lasttime;
@ -418,7 +367,7 @@ double LP_pricesparse(void *ctx,int32_t trexflag,char *retstr,struct LP_priceinf
void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
{
char *retstr; cJSON *retjson,*bid,*ask; uint64_t bidsatoshis,asksatoshis; int32_t i; double nxtkmd,price; struct LP_priceinfo *kmdpp,*fiatpp,*nxtpp,*basepp,*relpp;
char *retstr,*base,*rel; cJSON *retjson,*bid,*ask; uint64_t bidsatoshis,asksatoshis; int32_t i,changed; double nxtkmd,price,newprice,margin,price_btc,price_usd,kmd_btc,kmd_usd; struct LP_priceinfo *kmdpp,*fiatpp,*nxtpp,*basepp,*relpp;
if ( (retstr= issue_curlt("https://bittrex.com/api/v1.1/public/getmarketsummaries",LP_HTTP_TIMEOUT*10)) == 0 )
{
printf("trex error getting marketsummaries\n");
@ -477,16 +426,97 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
}
}
}
kmd_btc = LP_CMCbtcprice(&kmd_usd,"komodo");
for (i=0; i<num_LP_autorefs; i++)
{
basepp = LP_priceinfofind(LP_autorefs[i].base);
relpp = LP_priceinfofind(LP_autorefs[i].rel);
if ( basepp != 0 && relpp != 0 )
if ( strcmp(LP_autorefs[i].refrel,"coinmarketcap") == 0 )
{
//printf("check ref-autoprice %s/%s %f %f\n",LP_autorefs[i].refbase,LP_autorefs[i].refrel,relpp->fixedprices[basepp->ind],basepp->fixedprices[relpp->ind]);
LP_autopriceset(ctx,1,basepp,relpp,0.,LP_autorefs[i].refbase,LP_autorefs[i].refrel);
rel = LP_autorefs[i].rel;
base = LP_autorefs[i].base;
margin = LP_autorefs[i].margin;
printf("%s/%s for %s/%s margin %.8f\n",base,rel,LP_autorefs[i].refbase,LP_autorefs[i].refrel,margin);
if ( (price_btc= LP_CMCbtcprice(&price_usd,LP_autorefs[i].refbase)) > SMALLVAL )
{
if ( strcmp(rel,"KMD") == 0 )
price = price_btc / kmd_btc;
else if ( strcmp(rel,"BTC") == 0 )
price = price_btc;
else continue;
newprice = (price * (1. + margin));
LP_mypriceset(&changed,rel,base,newprice);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,newprice);
printf("price %.8f margin %.8f newprice %.8f %.8f\n",price,margin,newprice,(1. / price) * (1. + margin));
newprice = (1. / price) * (1. + margin);
LP_mypriceset(&changed,base,rel,newprice);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,newprice);
}
}
else
{
basepp = LP_priceinfofind(LP_autorefs[i].base);
relpp = LP_priceinfofind(LP_autorefs[i].rel);
if ( basepp != 0 && relpp != 0 )
{
//printf("check ref-autoprice %s/%s %f %f\n",LP_autorefs[i].refbase,LP_autorefs[i].refrel,relpp->fixedprices[basepp->ind],basepp->fixedprices[relpp->ind]);
LP_autopriceset(ctx,1,basepp,relpp,0.,LP_autorefs[i].refbase,LP_autorefs[i].refrel);
}
}
}
}
int32_t LP_autoprice(void *ctx,char *base,char *rel,cJSON *argjson)
{
//curl --url "http://127.0.0.1:7783" --data "{\"userpass\":\"$userpass\",\"method\":\"autoprice\",\"base\":\"MNZ\",\"rel\":\"KMD\",\"offset\":0.1,\"refbase\":\"KMD\",\refrel\":\"BTC\",\"factor\":15000,\"margin\":0.01}"
struct LP_priceinfo *basepp,*relpp; int32_t i,retval = -1; char *refbase="",*refrel=""; double minprice,margin,offset,factor,fixedprice;
//printf("autoprice.(%s %s) %s\n",base,rel,jprint(argjson,0));
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
if ( jobj(argjson,"minprice") != 0 )
minprice = jdouble(argjson,"minprice");
else minprice = 0.;
margin = jdouble(argjson,"margin");
offset = jdouble(argjson,"offset");
factor = jdouble(argjson,"factor");
fixedprice = jdouble(argjson,"fixed");
basepp->fixedprices[relpp->ind] = fixedprice;
basepp->minprices[relpp->ind] = minprice;
basepp->margins[relpp->ind] = margin;
basepp->offsets[relpp->ind] = offset;
basepp->factors[relpp->ind] = factor;
if ( fixedprice > SMALLVAL || ((refbase= jstr(argjson,"refbase")) != 0 && (refrel= jstr(argjson,"refrel")) != 0) )
{
if ( fixedprice > SMALLVAL )
{
refbase = base;
refrel = rel;
}
for (i=0; i<num_LP_autorefs; i++)
{
if ( strcmp(base,LP_autorefs[i].base) == 0 && strcmp(rel,LP_autorefs[i].rel) == 0 )
{
LP_autorefs[i].margin = margin;
safecopy(LP_autorefs[i].refbase,refbase,sizeof(LP_autorefs[i].refbase));
safecopy(LP_autorefs[i].refrel,refrel,sizeof(LP_autorefs[i].refrel));
printf("%d Update ref %s/%s for %s/%s factor %.8f offset %.8f\n",i,refbase,refrel,base,rel,factor,offset);
break;
}
}
if ( i == num_LP_autorefs && num_LP_autorefs < sizeof(LP_autorefs)/sizeof(*LP_autorefs) )
{
LP_autorefs[num_LP_autorefs].margin = margin;
safecopy(LP_autorefs[num_LP_autorefs].refbase,refbase,sizeof(LP_autorefs[num_LP_autorefs].refbase));
safecopy(LP_autorefs[num_LP_autorefs].refrel,refrel,sizeof(LP_autorefs[num_LP_autorefs].refrel));
safecopy(LP_autorefs[num_LP_autorefs].base,base,sizeof(LP_autorefs[num_LP_autorefs].base));
safecopy(LP_autorefs[num_LP_autorefs].rel,rel,sizeof(LP_autorefs[num_LP_autorefs].rel));
printf("%d Using ref %s/%s for %s/%s factor %.8f, offset %.8f, margin %.8f fixed %.8f\n",num_LP_autorefs,refbase,refrel,base,rel,factor,offset,margin,fixedprice);
num_LP_autorefs++;
}
}
LP_autoprices++;
retval = 0;
}
LP_autoprice_iter(ctx,LP_priceinfofind("BTC"));
return(retval);
}
int32_t LP_portfolio_trade(void *ctx,uint32_t *requestidp,uint32_t *quoteidp,struct iguana_info *buy,struct iguana_info *sell,double relvolume,int32_t setbaserel,char *gui)

2
iguana/exchanges/LP_remember.c
View File

@ -1357,7 +1357,7 @@ char *LP_recent_swaps(int32_t limit)
subitem = cJSON_CreateObject();
jaddnum(subitem,base,srcamount);
jaddnum(subitem,rel,destamount);
jaddnum(subitem,"price",destamount/srcamount);
jaddnum(subitem,"price",-destamount/srcamount);
jaddi(item,subitem);
}
} else printf("base.%p rel.%p statusstr.%p baseind.%d relind.%d\n",base,rel,statusstr,baseind,relind);

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