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Test

etomic
jl777 8 years ago
parent
023fb10057
commit
2d8fa6bef0
1 changed files with 15 additions and 13 deletions
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  1. 28
      iguana/exchanges/LP_ordermatch.c

28
iguana/exchanges/LP_ordermatch.c
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@ -515,7 +515,7 @@ int32_t LP_tradecommand(char *myipaddr,int32_t pubsock,cJSON *argjson,uint8_t *d
char *LP_autotrade(char *myipaddr,int32_t mypubsock,double profitmargin,char *base,char *rel,double maxprice,double volume,int32_t timeout)
{
uint64_t destsatoshis,desttxfee,txfee,bestdestsatoshis=0; bits256 txid,pubkey; char *obookstr; cJSON *orderbook,*asks,*item,*bestitem=0; struct LP_utxoinfo *autxo,*butxo,*bestutxo = 0; int32_t i,vout,numasks,DEXselector=0; uint32_t expiration; double ordermatchprice,bestmetric,metric,bestprice=0.,vol,price; struct LP_quoteinfo Q;
int64_t destsatoshis,desttxfee,txfee,bestdestsatoshis=0; bits256 txid,pubkey; char *obookstr; cJSON *orderbook,*asks,*item,*bestitem=0; struct LP_utxoinfo *autxo,*butxo,*bestutxo = 0; int32_t i,vout,numasks,DEXselector=0; uint32_t expiration; double ordermatchprice,bestmetric,metric,bestprice=0.,vol,price; struct LP_quoteinfo Q;
if ( maxprice <= 0. || volume <= 0. || LP_priceinfofind(base) == 0 || LP_priceinfofind(rel) == 0 )
return(clonestr("{\"error\":\"invalid parameter\"}"));
if ( (autxo= LP_utxo_bestfit(rel,SATOSHIDEN * volume)) == 0 )
@ -547,20 +547,22 @@ char *LP_autotrade(char *myipaddr,int32_t mypubsock,double profitmargin,char *ba
metric = price / bestprice;
if ( (butxo= LP_utxofind(1,txid,vout)) != 0 && metric < 1.1 && vol*SATOSHIDEN == butxo->payment.value && LP_isavailable(butxo) > 0 && LP_ismine(butxo) == 0 )
{
if ( (destsatoshis= (butxo->payment.value * price)) > autxo->payment.value-desttxfee )
destsatoshis *= ((double)autxo->payment.value / destsatoshis - desttxfee*2);
if ( destsatoshis-desttxfee > (autxo->payment.value >> 1) && destsatoshis/price-txfee > (butxo->payment.value >> 1) )
if ( (destsatoshis= (butxo->payment.value * price)) > autxo->payment.value-desttxfee && destsatoshis > 2*desttxfee )
{
metric = dstr(destsatoshis) * metric * metric * metric;
printf("(%f) <- metric\n",metric);
if ( bestmetric == 0. || metric < bestmetric )
destsatoshis *= ((double)autxo->payment.value / destsatoshis - desttxfee*2);
if ( destsatoshis > desttxfee && destsatoshis-desttxfee > (autxo->payment.value >> 1) && destsatoshis/price-txfee > (butxo->payment.value >> 1) )
{
bestutxo = butxo;
ordermatchprice = price;
bestdestsatoshis = destsatoshis;
bestmetric = metric;
}
} else printf("skip.(%d %d) destsatoshis %.8f value %.8f destvalue %.8f\n",destsatoshis > (autxo->payment.value >> 1) ,destsatoshis/price > (butxo->payment.value >> 1),dstr(destsatoshis),dstr(butxo->payment.value),dstr(autxo->payment.value));
printf("best %.8f destsatoshis %.8f * metric %.8f -> (%f)\n",bestmetric,dstr(destsatoshis),metric,dstr(destsatoshis) * metric * metric * metric);
metric = dstr(destsatoshis) * metric * metric * metric;
if ( bestmetric == 0. || metric < bestmetric )
{
bestutxo = butxo;
ordermatchprice = price;
bestdestsatoshis = destsatoshis;
bestmetric = metric;
}
} else printf("skip.(%d %d) destsatoshis %.8f value %.8f destvalue %.8f txfees %.8f %.8f\n",destsatoshis > (autxo->payment.value >> 1) ,destsatoshis/price > (butxo->payment.value >> 1),dstr(destsatoshis),dstr(butxo->payment.value),dstr(autxo->payment.value),dstr(txfee),dstr(desttxfee));
}
} else printf("cant find butxo.%p or value mismatch %.8f != %.8f\n",butxo,vol,butxo!=0?dstr(butxo->payment.value):0);
}
} else break;

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