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Test

beta
jl777 7 years ago
parent
07f867358b
commit
2cd3632f94
2 changed files with 20 additions and 126 deletions
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  1. 6
      iguana/exchanges/LP_commands.c
  2. 140
      iguana/exchanges/LP_ordermatch.c

6
iguana/exchanges/LP_commands.c
View File

@ -104,7 +104,6 @@ disable(coin)\n\
inventory(coin)\n\
bestfit(rel, relvolume)\n\
buy(base, rel, price, relvolume, timeout=10, duration=3600)\n\
sell(base, rel, price, basevolume, timeout=10, duration=3600)\n\
swapstatus()\n\
swapstatus(requestid, quoteid)\n\
public API:\n \
@ -124,7 +123,8 @@ snapshot(coin, height)\n\
snapshot_balance(coin, height, addresses[])\n\
dividends(coin, height, <args>)\n\
\"}"));
//sell(base, rel, price, basevolume, timeout=10, duration=3600)\n\
base = jstr(argjson,"base");
rel = jstr(argjson,"rel");
if ( USERPASS[0] != 0 && strcmp(remoteaddr,"127.0.0.1") == 0 && port != 0 )
@ -244,7 +244,7 @@ dividends(coin, height, <args>)\n\
{
if ( price > SMALLVAL )
{
return(LP_autosell(ctx,myipaddr,pubsock,base,rel,price,jdouble(argjson,"basevolume"),jint(argjson,"timeout"),jint(argjson,"duration"),jstr(argjson,"gui")));
return(LP_autobuy(ctx,myipaddr,pubsock,rel,base,1./price,jdouble(argjson,"basevolume")*price,jint(argjson,"timeout"),jint(argjson,"duration"),jstr(argjson,"gui")));
} else return(clonestr("{\"error\":\"no price set\"}"));
}
}

140
iguana/exchanges/LP_ordermatch.c
View File

@ -439,13 +439,17 @@ int32_t LP_connectstartbob(void *ctx,int32_t pubsock,struct LP_utxoinfo *utxo,cJ
char *LP_connectedalice(cJSON *argjson) // alice
{
cJSON *retjson; double bid,ask,price,qprice; int32_t pairsock = -1; char *pairstr; int32_t DEXselector = 0; struct LP_utxoinfo *autxo,*butxo; struct LP_quoteinfo Q; struct basilisk_swap *swap; struct iguana_info *coin;
cJSON *retjson; double bid,ask,price,qprice; int32_t pairsock = -1; char *pairstr; int32_t DEXselector = 0; struct LP_utxoinfo A,B,*autxo,*butxo; struct LP_quoteinfo Q; struct basilisk_swap *swap; struct iguana_info *coin;
if ( LP_quoteparse(&Q,argjson) < 0 )
clonestr("{\"error\":\"cant parse quote\"}");
if ( bits256_cmp(Q.desthash,LP_mypub25519) != 0 )
return(clonestr("{\"result\",\"update stats\"}"));
printf("CONNECTED.(%s)\n",jprint(argjson,0));
//if ( (qprice= LP_quote_validate(&autxo,&butxo,&Q,0)) <= SMALLVAL )
memset(&A,0,sizeof(A));
memset(&B,0,sizeof(B));
autxo = &A;
butxo = &B;
if ( (qprice= LP_quote_validate(autxo,butxo,&Q,0)) <= SMALLVAL )
{
LP_availableset(autxo);
LP_pendingswaps--;
@ -460,15 +464,7 @@ char *LP_connectedalice(cJSON *argjson) // alice
return(clonestr("{\"error\":\"no price set\"}"));
}
printf("%s/%s bid %.8f ask %.8f\n",Q.srccoin,Q.destcoin,bid,ask);
//if ( (price= ask) == 0. )
price = bid;
/*if ( SATOSHIDEN*qprice > (SATOSHIDEN * price) * 1.001 + 10 )
{
printf("qprice %.8f too big vs %.8f\n",qprice,price);
LP_availableset(autxo);
LP_pendingswaps--;
return(clonestr("{\"error\":\"quote price too expensive\"}"));
}*/
price = bid;
if ( (coin= LP_coinfind(Q.destcoin)) == 0 )
{
LP_pendingswaps--;
@ -515,7 +511,7 @@ char *LP_connectedalice(cJSON *argjson) // alice
int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,uint8_t *data,int32_t datalen)
{
char *method,*msg; cJSON *retjson; double qprice,price,bid,ask; struct LP_utxoinfo *autxo,*butxo; int32_t retval = -1; struct LP_quoteinfo Q;
char *method,*msg; cJSON *retjson; double qprice,price,bid,ask; struct LP_utxoinfo A,B,*autxo,*butxo; int32_t retval = -1; struct LP_quoteinfo Q;
if ( (method= jstr(argjson,"method")) != 0 && (strcmp(method,"request") == 0 ||strcmp(method,"connect") == 0) )
{
printf("TRADECOMMAND.(%s)\n",jprint(argjson,0));
@ -528,7 +524,11 @@ int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,
return(-3);
}
price = ask;
//if ( (qprice= LP_quote_validate(&autxo,&butxo,&Q,1)) <= SMALLVAL )
memset(&A,0,sizeof(A));
memset(&B,0,sizeof(B));
autxo = &A;
butxo = &B;
if ( (qprice= LP_quote_validate(autxo,butxo,&Q,1)) <= SMALLVAL )
{
printf("quote validate error %.0f\n",qprice);
return(-4);
@ -834,16 +834,14 @@ int32_t LP_nearest_utxovalue(struct LP_address_utxo **utxos,int32_t n,uint64_t t
return(mini);
}
struct LP_utxoinfo *LP_address_utxopair(int32_t relflag,struct LP_utxoinfo *utxo,struct LP_address_utxo **utxos,int32_t max,struct iguana_info *coin,char *coinaddr,uint64_t txfee,double volume,double price)
struct LP_utxoinfo *LP_address_utxopair(struct LP_utxoinfo *utxo,struct LP_address_utxo **utxos,int32_t max,struct iguana_info *coin,char *coinaddr,uint64_t txfee,double volume,double price)
{
struct LP_address *ap; uint64_t targetval; int32_t m,mini; struct LP_address_utxo *up,*up2;
if ( (ap= LP_addressfind(coin,coinaddr)) != 0 )
{
if ( (m= LP_address_utxo_ptrs(utxos,max,ap)) > 1 )
{
if ( relflag != 0 )
targetval = SATOSHIDEN * (volume / price) + 2*txfee;
else targetval = SATOSHIDEN * (volume * price) + 2*txfee;
targetval = SATOSHIDEN * (volume / price) + 2*txfee;
{
int32_t i;
for (i=0; i<m; i++)
@ -868,9 +866,7 @@ struct LP_utxoinfo *LP_address_utxopair(int32_t relflag,struct LP_utxoinfo *utxo
utxo->deposit.txid = up2->U.txid;
utxo->deposit.vout = up2->U.vout;
utxo->deposit.value = up2->U.value;
if ( relflag != 0 )
utxo->S.satoshis = SATOSHIDEN * (volume / price);
else utxo->S.satoshis = SATOSHIDEN * (volume * price);
utxo->S.satoshis = SATOSHIDEN * (volume / price);
return(utxo);
}
}
@ -914,7 +910,7 @@ struct LP_utxoinfo *LP_buyutxo(struct LP_utxoinfo *bestutxo,double *ordermatchpr
if ( relvolume >= minvol && relvolume <= maxvol )
{
bitcoin_address(coinaddr,basecoin->taddr,basecoin->pubtype,pubp->rmd160,sizeof(pubp->rmd160));
if ( (bestutxo= LP_address_utxopair(1,bestutxo,utxos,max,basecoin,coinaddr,txfee,relvolume,price)) != 0 )
if ( (bestutxo= LP_address_utxopair(bestutxo,utxos,max,basecoin,coinaddr,txfee,relvolume,price)) != 0 )
{
bestutxo->pubkey = pubp->pubkey;
safecopy(bestutxo->gui,gui,sizeof(bestutxo->gui));
@ -949,75 +945,6 @@ struct LP_utxoinfo *LP_buyutxo(struct LP_utxoinfo *bestutxo,double *ordermatchpr
return(bestutxo);
}
struct LP_utxoinfo *LP_sellutxo(struct LP_utxoinfo *bestutxo,double *ordermatchpricep,int64_t *bestsatoshisp,int64_t *bestdestsatoshisp,struct LP_utxoinfo *autxo,char *rel,double minprice,int32_t duration,uint64_t txfee,uint64_t desttxfee,double basevolume,char *gui)
{
bits256 pubkey; char *obookstr,coinaddr[64]; cJSON *orderbook,*bids,*item; int32_t i,n,numasks,max = 1000; struct LP_address_utxo **utxos; double minvol,maxvol,price; struct LP_pubkeyinfo *pubp; struct iguana_info *relcoin;
*ordermatchpricep = 0.;
*bestsatoshisp = *bestdestsatoshisp = 0;
relcoin = LP_coinfind(rel);
if ( duration <= 0 )
duration = LP_ORDERBOOK_DURATION;
if ( minprice <= 0. || LP_priceinfofind(rel) == 0 || relcoin == 0 )
return(0);
utxos = calloc(max,sizeof(*utxos));
LP_txfees(&txfee,&desttxfee,autxo->coin,rel);
if ( (obookstr= LP_orderbook(autxo->coin,rel,duration)) != 0 )
{
if ( (orderbook= cJSON_Parse(obookstr)) != 0 )
{
if ( (bids= jarray(&numasks,orderbook,"bids")) != 0 )
{
for (i=0; i<numasks; i++)
{
item = jitem(bids,i);
price = jdouble(item,"price");
if ( LP_pricevalid(price) > 0 && price >= minprice )
{
pubkey = jbits256(item,"pubkey");
if ( bits256_cmp(pubkey,LP_mypub25519) != 0 && (pubp= LP_pubkeyadd(pubkey)) != 0 )
{
if ( (n= jint(item,"numutxos")) > 1 )
{
minvol = jdouble(item,"minvolume");
maxvol = jdouble(item,"maxvolume");
if ( basevolume >= minvol/price && basevolume <= maxvol/price )
{
printf("%s %.8f [%.8f] %.8f\n",jprint(item,0),minvol,basevolume*price,maxvol);
bitcoin_address(coinaddr,relcoin->taddr,relcoin->pubtype,pubp->rmd160,sizeof(pubp->rmd160));
if ( (bestutxo= LP_address_utxopair(0,bestutxo,utxos,max,relcoin,coinaddr,desttxfee,basevolume,price)) != 0 )
{
bestutxo->pubkey = pubp->pubkey;
safecopy(bestutxo->gui,gui,sizeof(bestutxo->gui));
*bestsatoshisp = autxo->S.satoshis;
*ordermatchpricep = price;
*bestdestsatoshisp = bestutxo->S.satoshis;
printf("ordermatch %.8f %.8f %.8f\n",price,dstr(*bestsatoshisp),dstr(*bestdestsatoshisp));
break;
}
}
}
} else printf("self trading or blacklisted peer\n");
}
else
{
if ( i == 0 )
printf("too little minprice %.8f vs %.8f\n",minprice,price);
break;
}
}
}
free_json(orderbook);
}
free(obookstr);
}
free(utxos);
if ( *ordermatchpricep == 0. || *bestdestsatoshisp == 0 )
return(0);
int32_t changed;
LP_mypriceset(&changed,autxo->coin,rel,*ordermatchpricep);
return(bestutxo);
}
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)
{
uint64_t desttxfee,txfee; int64_t bestsatoshis=0,bestdestsatoshis=0; struct LP_utxoinfo *autxo,_best,*bestutxo = 0; double qprice,ordermatchprice=0.; struct LP_quoteinfo Q;
@ -1050,37 +977,4 @@ char *LP_autobuy(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel
return(LP_trade(ctx,myipaddr,mypubsock,&Q,maxprice,timeout,duration));
}
char *LP_autosell(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel,double minprice,double basevolume,int32_t timeout,int32_t duration,char *gui)
{
uint64_t desttxfee,txfee; int64_t bestsatoshis=0,bestdestsatoshis=0; struct LP_utxoinfo *butxo,_best,*bestutxo = 0; double qprice,ordermatchprice=0.; struct LP_quoteinfo Q;
if ( duration <= 0 )
duration = LP_ORDERBOOK_DURATION;
if ( timeout <= 0 )
timeout = LP_AUTOTRADE_TIMEOUT;
if ( minprice <= 0. || basevolume <= 0. || LP_priceinfofind(base) == 0 || LP_priceinfofind(rel) == 0 )
return(clonestr("{\"error\":\"invalid parameter\"}"));
if ( (butxo= LP_utxo_bestfit(base,SATOSHIDEN * basevolume)) == 0 )
return(clonestr("{\"error\":\"cant find utxo that is big enough\"}"));
LP_txfees(&txfee,&desttxfee,base,rel);
if ( (bestutxo= LP_sellutxo(&_best,&ordermatchprice,&bestsatoshis,&bestdestsatoshis,butxo,rel,minprice,duration,txfee,desttxfee,basevolume,gui)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )
{
printf("bestutxo.%p ordermatchprice %.8f bestdestsatoshis %.8f\n",bestutxo,ordermatchprice,dstr(bestdestsatoshis));
return(clonestr("{\"error\":\"cant find ordermatch utxo\"}"));
}
if ( LP_quoteinfoinit(&Q,bestutxo,base,ordermatchprice,bestsatoshis,bestdestsatoshis) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote\"}"));
if ( LP_quotedestinfo(&Q,bestutxo->payment.txid,bestutxo->payment.vout,bestutxo->deposit.txid,bestutxo->deposit.vout,LP_mypub25519,bestutxo->coinaddr) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote info\"}"));
if ( (qprice= LP_quote_validate(bestutxo,butxo,&Q,0)) <= SMALLVAL )
{
printf("quote validate error %.0f\n",qprice);
return(clonestr("{\"error\":\"quote validation error\"}"));
}
printf("do quote.(%s)\n",jprint(LP_quotejson(&Q),1));
return(clonestr("{\"result\":\"success\"}"));
//return(LP_trade(ctx,myipaddr,mypubsock,&Q,maxprice,timeout,duration));
}

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