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SuperNET
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Test

etomic
jl777 7 years ago
parent
bc2ae14e67
commit
2e518f81e3
1 changed files with 4 additions and 4 deletions
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  1. 8
      iguana/exchanges/LP_portfolio.c

8
iguana/exchanges/LP_portfolio.c
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@ -278,11 +278,11 @@ void LP_autopriceset(int32_t ind,void *ctx,int32_t dir,struct LP_priceinfo *base
if ( fabs(price) < SMALLVAL && refbase != 0 && refrel != 0 )
{
price = LP_myprice(&bid,&ask,refbase,refrel);
printf("%s/%s USE ref %s/%s %.8f factor %.8f offset %.8f margin %.8f/%.8f\n",basepp->symbol,relpp->symbol,refbase,refrel,price,factor,offset,oppomargin,margin);
//printf("%s/%s USE ref %s/%s %.8f factor %.8f offset %.8f margin %.8f/%.8f\n",basepp->symbol,relpp->symbol,refbase,refrel,price,factor,offset,oppomargin,margin);
}
if ( LP_pricevalid(price) > 0 )
{
if ( factor > SMALLVAL )
if ( 0 && factor > SMALLVAL )
{
double tmp = (price * factor) + offset;
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)));
@ -290,7 +290,7 @@ void LP_autopriceset(int32_t ind,void *ctx,int32_t dir,struct LP_priceinfo *base
}
if ( margin == 0. )
margin = oppomargin;
printf("min %.8f %s/%s %.8f dir.%d margin %.8f (%.8f %.8f)\n",basepp->minprices[relpp->ind],relpp->symbol,basepp->symbol,price,dir,margin,1. / (price * (1. - margin)),(price * (1. + margin)));
//printf("min %.8f %s/%s %.8f dir.%d margin %.8f (%.8f %.8f)\n",basepp->minprices[relpp->ind],relpp->symbol,basepp->symbol,price,dir,margin,1. / (price * (1. - margin)),(price * (1. + margin)));
if ( dir > 0 )
newprice = (1. / price) * (1. + margin);
else newprice = (price * (1. + margin));
@ -302,7 +302,7 @@ void LP_autopriceset(int32_t ind,void *ctx,int32_t dir,struct LP_priceinfo *base
LP_autorefs[ind].lastask = newprice;
else LP_autorefs[ind].lastask = (LP_autorefs[ind].lastask * 0.9) + (0.1 *newprice);
newprice = LP_autorefs[ind].lastask;
printf("autopriceset %s/%s <- %.8f %.8f (%.8f %.8f)\n",basepp->symbol,relpp->symbol,price,newprice,LP_autorefs[ind].lastbid,LP_autorefs[ind].lastask);
//printf("autopriceset %s/%s <- %.8f %.8f (%.8f %.8f)\n",basepp->symbol,relpp->symbol,price,newprice,LP_autorefs[ind].lastbid,LP_autorefs[ind].lastask);
}
LP_mypriceset(&changed,relpp->symbol,basepp->symbol,newprice);
if ( changed != 0 || time(NULL) > lasttime+LP_ORDERBOOK_DURATION*.777)

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