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Test

etomic
jl777 7 years ago
parent
commit
2acc7df4dc
  1. 4
      iguana/exchanges/LP_portfolio.c

4
iguana/exchanges/LP_portfolio.c

@ -275,14 +275,14 @@ void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *basepp,struct LP
if ( fabs(price) < SMALLVAL && refbase != 0 && refrel != 0 ) if ( fabs(price) < SMALLVAL && refbase != 0 && refrel != 0 )
{ {
price = LP_myprice(&bid,&ask,refbase,refrel); price = LP_myprice(&bid,&ask,refbase,refrel);
printf("USE ref %s/%s %.8f factor %.8f offset %.8f\n",refbase,refrel,price,factor,offset); printf("USE ref %s/%s %.8f factor %.8f offset %.8f margin %.8f\n",refbase,refrel,price,factor,offset,margin);
} }
if ( LP_pricevalid(price) > 0 ) if ( LP_pricevalid(price) > 0 )
{ {
if ( factor > SMALLVAL ) if ( factor > SMALLVAL )
{ {
double tmp = (price * factor) + offset; double tmp = (price * factor) + offset;
printf("price %.8f -> %.8f factor %.8f offset %.8f [%.8f %.8f]\n",price,tmp,factor,offset,(tmp * (1. + margin)),1./(tmp * (1. + margin))); printf("price %.8f -> %.8f factor %.8f offset %.8f margin %.8f [%.8f %.8f] [%.8f %.8f]\n",price,tmp,factor,offset,margin,(tmp * (1. + margin)),1./(tmp * (1. - margin)),(tmp * (1. - margin)),1./(tmp * (1. + margin)));
price = (price * factor) + offset; price = (price * factor) + offset;
} }
if ( margin == 0. ) if ( margin == 0. )

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