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Test

etomic
jl777 7 years ago
parent
ab621571cb
commit
247016885b
3 changed files with 154 additions and 155 deletions
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  1. 157
      iguana/exchanges/LP_ordermatch.c
  2. 2
      iguana/exchanges/LP_signatures.c
  3. 150
      iguana/exchanges/LP_statemachine.c

157
iguana/exchanges/LP_ordermatch.c
View File

@ -496,7 +496,7 @@ int32_t LP_connectstartbob(void *ctx,int32_t pubsock,cJSON *argjson,char *base,c
bits256 zero;
memset(zero.bytes,0,sizeof(zero));
LP_reserved_msg(1,base,rel,zero,jprint(retjson,0));
LP_reserved_msg(0,base,rel,zero,jprint(retjson,0));
//LP_reserved_msg(0,base,rel,zero,jprint(retjson,0));
free_json(retjson);
retval = 0;
} else printf("error launching swaploop\n");
@ -1005,7 +1005,7 @@ int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,
bits256 zero;
memset(zero.bytes,0,sizeof(zero));
LP_reserved_msg(1,Q.srccoin,Q.destcoin,zero,clonestr(msg));
LP_reserved_msg(0,Q.srccoin,Q.destcoin,zero,clonestr(msg));
//LP_reserved_msg(0,Q.srccoin,Q.destcoin,zero,clonestr(msg));
free(msg);
butxo->T.lasttime = (uint32_t)time(NULL);
return(retval);
@ -1024,113 +1024,6 @@ int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,
return(retval);
}
#ifdef oldway
struct LP_utxoinfo *LP_ordermatch_iter(struct LP_address_utxo **utxos,int32_t max,double *ordermatchpricep,int64_t *bestsatoshisp,int64_t *bestdestsatoshisp,struct iguana_info *basecoin,char *coinaddr,uint64_t asatoshis,double price,uint64_t txfee,uint64_t desttxfee,bits256 pubkey,char *gui)
{
uint64_t basesatoshis; struct LP_utxoinfo *bestutxo;
basesatoshis = LP_basesatoshis(dstr(asatoshis),price,txfee,desttxfee);
//printf("basesatoshis %.8f price %.8f txfee %.8f desttxfee %.8f\n",dstr(basesatoshis),price,dstr(txfee),dstr(desttxfee));
if ( basesatoshis != 0 && (bestutxo= LP_address_utxopair(0,utxos,max,basecoin,coinaddr,txfee,dstr(basesatoshis)*price,price,desttxfee)) != 0 )
{
bestutxo->pubkey = pubkey;
safecopy(bestutxo->gui,gui,sizeof(bestutxo->gui));
*bestsatoshisp = basesatoshis;
*ordermatchpricep = price;
*bestdestsatoshisp = asatoshis;
return(bestutxo);
}
return(0);
}
struct LP_utxoinfo *LP_buyutxo(double *ordermatchpricep,int64_t *bestsatoshisp,int64_t *bestdestsatoshisp,struct LP_utxoinfo *autxo,char *base,double maxprice,int32_t duration,uint64_t txfee,uint64_t desttxfee,char *gui,bits256 *avoids,int32_t numavoids,bits256 destpubkey)
{
bits256 pubkey; char *obookstr,coinaddr[64]; cJSON *orderbook,*asks,*rawasks,*item; int32_t maxiters,i,j,numasks,max; struct LP_address_utxo **utxos; double price; struct LP_pubkey_info *pubp; uint64_t asatoshis; struct iguana_info *basecoin; struct LP_utxoinfo *bestutxo = 0;
maxiters = 100;
*ordermatchpricep = 0.;
*bestsatoshisp = *bestdestsatoshisp = 0;
basecoin = LP_coinfind(base);
if ( duration <= 0 )
duration = LP_ORDERBOOK_DURATION;
if ( maxprice <= 0. || LP_priceinfofind(base) == 0 || basecoin == 0 )
return(0);
if ( basecoin->electrum == 0 )
max = 1000;
else max = LP_MAXDESIRED_UTXOS;
utxos = calloc(max,sizeof(*utxos));
LP_txfees(&txfee,&desttxfee,base,autxo->coin);
printf("LP_buyutxo maxprice %.8f relvol %.8f %s/%s %.8f %.8f\n",maxprice,dstr(autxo->S.satoshis),base,autxo->coin,dstr(txfee),dstr(desttxfee));
if ( (obookstr= LP_orderbook(base,autxo->coin,duration)) != 0 )
{
if ( (orderbook= cJSON_Parse(obookstr)) != 0 )
{
if ( (rawasks= jarray(&numasks,orderbook,"asks")) != 0 )
{
if ( (asks= LP_RTmetrics_sort(base,autxo->coin,rawasks,numasks,maxprice,dstr(autxo->S.satoshis))) == 0 )
asks = rawasks;
for (i=0; i<numasks; i++)
{
item = jitem(asks,i);
price = jdouble(item,"price");
//if ( price < maxprice && price > maxprice*0.8)
// price = price * 0.9 + 0.1 * maxprice;
//else price *= 1.005;
pubkey = jbits256(item,"pubkey");
if ( bits256_nonz(destpubkey) != 0 && bits256_cmp(destpubkey,pubkey) != 0 )
continue;
if ( LP_RTmetrics_blacklisted(pubkey) >= 0 )
continue;
//printf("[%d/%d] %s pubcmp %d price %.8f vs maxprice %.8f asatoshis %.8f\n",i,numasks,jprint(item,0),bits256_cmp(pubkey,G.LP_mypub25519),price,maxprice,dstr(autxo->S.satoshis));
if ( LP_pricevalid(price) > 0 && price <= maxprice )
{
if ( bits256_nonz(destpubkey) == 0 )
{
for (j=0; j<numavoids; j++)
if ( bits256_cmp(pubkey,avoids[j]) == 0 )
break;
if ( j != numavoids )
continue;
}
if ( bits256_cmp(pubkey,G.LP_mypub25519) != 0 && (pubp= LP_pubkeyadd(pubkey)) != 0 )
{
bitcoin_address(coinaddr,basecoin->taddr,basecoin->pubtype,pubp->rmd160,sizeof(pubp->rmd160));
asatoshis = autxo->S.satoshis;
//LP_listunspent_query(base,coinaddr);
for (j=0; j<maxiters; j++)
{
if ( (bestutxo= LP_ordermatch_iter(utxos,max,ordermatchpricep,bestsatoshisp,bestdestsatoshisp,basecoin,coinaddr,asatoshis,maxprice*.999,txfee,desttxfee,pubp->pubkey,gui)) != 0 )
{
//printf("j.%d/%d ordermatch %.8f best satoshis %.8f destsatoshis %.8f txfees (%.8f %.8f)\n",j,maxiters,price,dstr(*bestsatoshisp),dstr(*bestdestsatoshisp),dstr(txfee),dstr(desttxfee));
break;
}
asatoshis = (asatoshis / 64) * 63;
}
if ( j < maxiters )
break;
} else printf("self trading or blacklisted peer\n");
}
else
{
if ( i == 0 )
printf("too expensive maxprice %.8f vs %.8f\n",maxprice,price);
break;
}
}
if ( asks != 0 && asks != rawasks )
free_json(asks);
}
free_json(orderbook);
}
free(obookstr);
}
free(utxos);
if ( *ordermatchpricep == 0. || *bestdestsatoshisp == 0 )
return(0);
int32_t changed;
LP_mypriceset(&changed,autxo->coin,base,1. / *ordermatchpricep);
return(bestutxo);
}
#endif
char *LP_autobuy(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel,double maxprice,double relvolume,int32_t timeout,int32_t duration,char *gui,uint32_t nonce,bits256 destpubkey,uint32_t tradeid)
{
uint64_t desttxfee,txfee; uint32_t lastnonce; int64_t bestsatoshis=0,destsatoshis; struct iguana_info *basecoin,*relcoin; struct LP_utxoinfo *autxo,B,A; struct LP_quoteinfo Q; bits256 pubkeys[100]; struct LP_address_utxo *utxos[1000]; int32_t max=(int32_t)(sizeof(utxos)/sizeof(*utxos));
@ -1173,8 +1066,7 @@ char *LP_autobuy(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel
else maxprice *= 1.001;
memset(pubkeys,0,sizeof(pubkeys));
LP_txfees(&txfee,&desttxfee,base,rel);
destsatoshis = SATOSHIDEN * relvolume;
//LP_address_utxo_reset(relcoin);
destsatoshis = SATOSHIDEN * relvolume + 2*desttxfee;
memset(&A,0,sizeof(A));
LP_address_utxo_reset(relcoin);
if ( (autxo= LP_address_myutxopair(&A,0,utxos,max,relcoin,relcoin->smartaddr,txfee,dstr(destsatoshis),maxprice,desttxfee)) == 0 )
@ -1208,49 +1100,6 @@ char *LP_autobuy(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel
int32_t changed;
LP_mypriceset(&changed,autxo->coin,base,1. / maxprice);
return(LP_trade(ctx,myipaddr,mypubsock,&Q,maxprice,timeout,duration,tradeid,destpubkey));
#ifdef oldway
//LP_RTmetrics_update(base,rel);
while ( 1 )
{
if ( (bestutxo= LP_buyutxo(&ordermatchprice,&bestsatoshis,&bestdestsatoshis,autxo,base,maxprice,duration,txfee,desttxfee,gui,pubkeys,numpubs,destpubkey)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )
{
printf("bestutxo.%p ordermatchprice %.8f bestdestsatoshis %.8f\n",bestutxo,ordermatchprice,dstr(bestdestsatoshis));
return(clonestr("{\"error\":\"cant find ordermatch utxo, need to change relvolume to be closer to available\"}"));
}
pubkeys[numpubs++] = bestutxo->pubkey;
if ( LP_quoteinfoinit(&Q,bestutxo,rel,ordermatchprice,bestsatoshis,bestdestsatoshis) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote\"}"));
if ( LP_quotedestinfo(&Q,autxo->payment.txid,autxo->payment.vout,autxo->fee.txid,autxo->fee.vout,G.LP_mypub25519,autxo->coinaddr) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote info\"}"));
maxiters = 200;
qprice = 1. / SMALLVAL;
for (i=0; i<maxiters; i++)
{
if ( (qprice= LP_quote_validate(autxo,0,&Q,0)) <= SMALLVAL )
{
printf("quote validate error %.0f\n",qprice);
return(clonestr("{\"error\":\"quote validate error\"}"));
}
if ( qprice/ordermatchprice < 1.+SMALLVAL )
{
//printf("i.%d/%d qprice %.8f < ordermatchprice %.8f\n",i,maxiters,qprice,ordermatchprice);
if ( strcmp("BTC",Q.destcoin) == 0 || strcmp("BTC",Q.srccoin) == 0 )
Q.satoshis *= 0.999;
else Q.satoshis *= 0.9999;
} else break;
}
if ( i == maxiters || qprice > maxprice )
{
printf("i.%d maxiters.%d qprice %.8f vs maxprice %.8f, no acceptable quote for this pubkey\n",i,maxiters,dstr(qprice),dstr(maxprice));
if ( bits256_nonz(destpubkey) == 0 )
continue;
else return(clonestr("{\"error\":\"cant ordermatch to destpubkey\"}"));
}
printf("i.%d maxiters.%d qprice %.8f vs maxprice %.8f\n",i,maxiters,dstr(qprice),dstr(maxprice));
return(LP_trade(ctx,myipaddr,mypubsock,&Q,maxprice,timeout,duration,tradeid,destpubkey));
}
return(clonestr("{\"error\":\"cant get here\"}"));
#endif
}

2
iguana/exchanges/LP_signatures.c
View File

@ -723,7 +723,7 @@ void LP_query(void *ctx,char *myipaddr,int32_t mypubsock,char *method,struct LP_
memset(&zero,0,sizeof(zero));
LP_reserved_msg(1,qp->srccoin,qp->destcoin,qp->desthash,clonestr(msg));
LP_reserved_msg(1,qp->srccoin,qp->destcoin,zero,clonestr(msg));
LP_reserved_msg(0,qp->srccoin,qp->destcoin,zero,clonestr(msg));
//LP_reserved_msg(0,qp->srccoin,qp->destcoin,zero,clonestr(msg));
free(msg);
/*portable_mutex_lock(&LP_reservedmutex);
if ( num_Reserved_msgs[1] < sizeof(Reserved_msgs[1])/sizeof(*Reserved_msgs[1])-2 )

150
iguana/exchanges/LP_statemachine.c
View File

@ -3089,6 +3089,156 @@ if ( (0) )
portable_mutex_unlock(&ep->pendingQ.mutex);*/
//printf("%p SENT.(%s) to %s:%u\n",sitem,sitem->str,ep->ipaddr,ep->port);
#ifdef oldway
struct LP_utxoinfo *LP_ordermatch_iter(struct LP_address_utxo **utxos,int32_t max,double *ordermatchpricep,int64_t *bestsatoshisp,int64_t *bestdestsatoshisp,struct iguana_info *basecoin,char *coinaddr,uint64_t asatoshis,double price,uint64_t txfee,uint64_t desttxfee,bits256 pubkey,char *gui)
{
uint64_t basesatoshis; struct LP_utxoinfo *bestutxo;
basesatoshis = LP_basesatoshis(dstr(asatoshis),price,txfee,desttxfee);
//printf("basesatoshis %.8f price %.8f txfee %.8f desttxfee %.8f\n",dstr(basesatoshis),price,dstr(txfee),dstr(desttxfee));
if ( basesatoshis != 0 && (bestutxo= LP_address_utxopair(0,utxos,max,basecoin,coinaddr,txfee,dstr(basesatoshis)*price,price,desttxfee)) != 0 )
{
bestutxo->pubkey = pubkey;
safecopy(bestutxo->gui,gui,sizeof(bestutxo->gui));
*bestsatoshisp = basesatoshis;
*ordermatchpricep = price;
*bestdestsatoshisp = asatoshis;
return(bestutxo);
}
return(0);
}
struct LP_utxoinfo *LP_buyutxo(double *ordermatchpricep,int64_t *bestsatoshisp,int64_t *bestdestsatoshisp,struct LP_utxoinfo *autxo,char *base,double maxprice,int32_t duration,uint64_t txfee,uint64_t desttxfee,char *gui,bits256 *avoids,int32_t numavoids,bits256 destpubkey)
{
bits256 pubkey; char *obookstr,coinaddr[64]; cJSON *orderbook,*asks,*rawasks,*item; int32_t maxiters,i,j,numasks,max; struct LP_address_utxo **utxos; double price; struct LP_pubkey_info *pubp; uint64_t asatoshis; struct iguana_info *basecoin; struct LP_utxoinfo *bestutxo = 0;
maxiters = 100;
*ordermatchpricep = 0.;
*bestsatoshisp = *bestdestsatoshisp = 0;
basecoin = LP_coinfind(base);
if ( duration <= 0 )
duration = LP_ORDERBOOK_DURATION;
if ( maxprice <= 0. || LP_priceinfofind(base) == 0 || basecoin == 0 )
return(0);
if ( basecoin->electrum == 0 )
max = 1000;
else max = LP_MAXDESIRED_UTXOS;
utxos = calloc(max,sizeof(*utxos));
LP_txfees(&txfee,&desttxfee,base,autxo->coin);
printf("LP_buyutxo maxprice %.8f relvol %.8f %s/%s %.8f %.8f\n",maxprice,dstr(autxo->S.satoshis),base,autxo->coin,dstr(txfee),dstr(desttxfee));
if ( (obookstr= LP_orderbook(base,autxo->coin,duration)) != 0 )
{
if ( (orderbook= cJSON_Parse(obookstr)) != 0 )
{
if ( (rawasks= jarray(&numasks,orderbook,"asks")) != 0 )
{
if ( (asks= LP_RTmetrics_sort(base,autxo->coin,rawasks,numasks,maxprice,dstr(autxo->S.satoshis))) == 0 )
asks = rawasks;
for (i=0; i<numasks; i++)
{
item = jitem(asks,i);
price = jdouble(item,"price");
//if ( price < maxprice && price > maxprice*0.8)
// price = price * 0.9 + 0.1 * maxprice;
//else price *= 1.005;
pubkey = jbits256(item,"pubkey");
if ( bits256_nonz(destpubkey) != 0 && bits256_cmp(destpubkey,pubkey) != 0 )
continue;
if ( LP_RTmetrics_blacklisted(pubkey) >= 0 )
continue;
//printf("[%d/%d] %s pubcmp %d price %.8f vs maxprice %.8f asatoshis %.8f\n",i,numasks,jprint(item,0),bits256_cmp(pubkey,G.LP_mypub25519),price,maxprice,dstr(autxo->S.satoshis));
if ( LP_pricevalid(price) > 0 && price <= maxprice )
{
if ( bits256_nonz(destpubkey) == 0 )
{
for (j=0; j<numavoids; j++)
if ( bits256_cmp(pubkey,avoids[j]) == 0 )
break;
if ( j != numavoids )
continue;
}
if ( bits256_cmp(pubkey,G.LP_mypub25519) != 0 && (pubp= LP_pubkeyadd(pubkey)) != 0 )
{
bitcoin_address(coinaddr,basecoin->taddr,basecoin->pubtype,pubp->rmd160,sizeof(pubp->rmd160));
asatoshis = autxo->S.satoshis;
//LP_listunspent_query(base,coinaddr);
for (j=0; j<maxiters; j++)
{
if ( (bestutxo= LP_ordermatch_iter(utxos,max,ordermatchpricep,bestsatoshisp,bestdestsatoshisp,basecoin,coinaddr,asatoshis,maxprice*.999,txfee,desttxfee,pubp->pubkey,gui)) != 0 )
{
//printf("j.%d/%d ordermatch %.8f best satoshis %.8f destsatoshis %.8f txfees (%.8f %.8f)\n",j,maxiters,price,dstr(*bestsatoshisp),dstr(*bestdestsatoshisp),dstr(txfee),dstr(desttxfee));
break;
}
asatoshis = (asatoshis / 64) * 63;
}
if ( j < maxiters )
break;
} else printf("self trading or blacklisted peer\n");
}
else
{
if ( i == 0 )
printf("too expensive maxprice %.8f vs %.8f\n",maxprice,price);
break;
}
}
if ( asks != 0 && asks != rawasks )
free_json(asks);
}
free_json(orderbook);
}
free(obookstr);
}
free(utxos);
if ( *ordermatchpricep == 0. || *bestdestsatoshisp == 0 )
return(0);
int32_t changed;
LP_mypriceset(&changed,autxo->coin,base,1. / *ordermatchpricep);
return(bestutxo);
}
#endif
#ifdef oldway
//LP_RTmetrics_update(base,rel);
while ( 1 )
{
if ( (bestutxo= LP_buyutxo(&ordermatchprice,&bestsatoshis,&bestdestsatoshis,autxo,base,maxprice,duration,txfee,desttxfee,gui,pubkeys,numpubs,destpubkey)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )
{
printf("bestutxo.%p ordermatchprice %.8f bestdestsatoshis %.8f\n",bestutxo,ordermatchprice,dstr(bestdestsatoshis));
return(clonestr("{\"error\":\"cant find ordermatch utxo, need to change relvolume to be closer to available\"}"));
}
pubkeys[numpubs++] = bestutxo->pubkey;
if ( LP_quoteinfoinit(&Q,bestutxo,rel,ordermatchprice,bestsatoshis,bestdestsatoshis) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote\"}"));
if ( LP_quotedestinfo(&Q,autxo->payment.txid,autxo->payment.vout,autxo->fee.txid,autxo->fee.vout,G.LP_mypub25519,autxo->coinaddr) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote info\"}"));
maxiters = 200;
qprice = 1. / SMALLVAL;
for (i=0; i<maxiters; i++)
{
if ( (qprice= LP_quote_validate(autxo,0,&Q,0)) <= SMALLVAL )
{
printf("quote validate error %.0f\n",qprice);
return(clonestr("{\"error\":\"quote validate error\"}"));
}
if ( qprice/ordermatchprice < 1.+SMALLVAL )
{
//printf("i.%d/%d qprice %.8f < ordermatchprice %.8f\n",i,maxiters,qprice,ordermatchprice);
if ( strcmp("BTC",Q.destcoin) == 0 || strcmp("BTC",Q.srccoin) == 0 )
Q.satoshis *= 0.999;
else Q.satoshis *= 0.9999;
} else break;
}
if ( i == maxiters || qprice > maxprice )
{
printf("i.%d maxiters.%d qprice %.8f vs maxprice %.8f, no acceptable quote for this pubkey\n",i,maxiters,dstr(qprice),dstr(maxprice));
if ( bits256_nonz(destpubkey) == 0 )
continue;
else return(clonestr("{\"error\":\"cant ordermatch to destpubkey\"}"));
}
printf("i.%d maxiters.%d qprice %.8f vs maxprice %.8f\n",i,maxiters,dstr(qprice),dstr(maxprice));
return(LP_trade(ctx,myipaddr,mypubsock,&Q,maxprice,timeout,duration,tradeid,destpubkey));
}
return(clonestr("{\"error\":\"cant get here\"}"));
#endif
char *LP_ordermatch(char *base,int64_t txfee,double maxprice,double maxvolume,char *rel,bits256 txid,int32_t vout,bits256 feetxid,int32_t feevout,int64_t desttxfee,int32_t duration)
{
struct LP_quoteinfo Q; int64_t bestsatoshis=0,bestdestsatoshis = 0; double ordermatchprice = 0.; struct LP_utxoinfo *autxo,*bestutxo;

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