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Test

etomic
jl777 8 years ago
parent
230a65b6ab
commit
2c9ba2c52b
1 changed files with 13 additions and 7 deletions
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  1. 20
      iguana/exchanges/LP_prices.c

20
iguana/exchanges/LP_prices.c
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@ -668,7 +668,7 @@ void LP_priceitemadd(cJSON *retarray,uint32_t timestamp,double avebid,double ave
cJSON *LP_pricearray(char *base,char *rel,uint32_t firsttime,uint32_t lasttime,int32_t timescale)
{
cJSON *retarray; char askfname[1024],bidfname[1024]; uint64_t bidprice64,askprice64; uint32_t bidnow,asknow,bidi,aski,lastbidi,lastaski; int32_t numbids,numasks; double bidemit,askemit,bidsum,asksum,bid,ask,highbid,lowbid,highask,lowask; FILE *askfp=0,*bidfp=0;
cJSON *retarray; char askfname[1024],bidfname[1024]; uint64_t bidprice64,askprice64; uint32_t bidnow,asknow,bidi,aski,lastbidi,lastaski; int32_t numbids,numasks; double bidemit,askemit,bidsum,asksum,bid,ask,highbid,lowbid,highask,lowask,bidemit2,askemit2; FILE *askfp=0,*bidfp=0;
if ( timescale <= 0 )
timescale = 60;
if ( lasttime == 0 )
@ -684,7 +684,7 @@ cJSON *LP_pricearray(char *base,char *rel,uint32_t firsttime,uint32_t lasttime,i
while ( bidfp != 0 || askfp != 0 )
{
bidi = aski = 0;
bidemit = askemit = 0.;
bidemit = askemit = bidemit2 = askemit2 = 0.;
if ( bidfp != 0 && fread(&bidnow,1,sizeof(bidnow),bidfp) == sizeof(bidnow) && fread(&bidprice64,1,sizeof(bidprice64),bidfp) == sizeof(bidprice64) )
{
//printf("bidnow.%u %.8f\n",bidnow,dstr(bidprice64));
@ -694,8 +694,11 @@ cJSON *LP_pricearray(char *base,char *rel,uint32_t firsttime,uint32_t lasttime,i
if ( bidi != lastbidi )
{
if ( bidsum != 0. && numbids != 0 )
{
bidemit = bidsum / numbids;
bidsum = 0.;
bidemit2 = highbid;
}
bidsum = highbid = lowbid = 0.;
numbids = 0;
}
if ( (bid= 1. / dstr(bidprice64)) != 0. )
@ -719,8 +722,11 @@ cJSON *LP_pricearray(char *base,char *rel,uint32_t firsttime,uint32_t lasttime,i
if ( aski != lastaski )
{
if ( asksum != 0. && numasks != 0 )
{
askemit = asksum / numasks;
asksum = 0.;
askemit2 = lowask;
}
asksum = highask = lowask = 0.;
numasks = 0;
}
if ( (ask= dstr(askprice64)) != 0. )
@ -739,7 +745,7 @@ cJSON *LP_pricearray(char *base,char *rel,uint32_t firsttime,uint32_t lasttime,i
{
if ( bidemit != 0. && askemit != 0. && lastbidi == lastaski )
{
LP_priceitemadd(retarray,lastbidi * timescale,bidemit,askemit,highbid,lowask);
LP_priceitemadd(retarray,lastbidi * timescale,bidemit,askemit,bidemit2,askemit2);
highbid = lowbid = highask = lowask = 0.;
}
else
@ -747,13 +753,13 @@ cJSON *LP_pricearray(char *base,char *rel,uint32_t firsttime,uint32_t lasttime,i
if ( bidemit != 0. )
{
printf("bidonly %.8f %.8f\n",bidemit,highbid);
LP_priceitemadd(retarray,lastbidi * timescale,bidemit,0.,highbid,0.);
LP_priceitemadd(retarray,lastbidi * timescale,bidemit,0.,bidemit2,0.);
highbid = lowbid = 0.;
}
if ( askemit != 0. )
{
printf("askonly %.8f %.8f\n",askemit,lowask);
LP_priceitemadd(retarray,lastaski * timescale,0.,askemit,0.,lowask);
LP_priceitemadd(retarray,lastaski * timescale,0.,askemit,0.,askemit2);
highask = lowask = 0.;
}
}

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