Test

iguana/exchanges/LP_commands.c

@@ -66,7 +66,7 @@ myprice(base, rel)\n\
 enable(coin)\n\
 disable(coin)\n\
 inventory(coin)\n\
-autotrade(base, rel, price, volume, timeout)\n\
+autotrade(base, rel, price, relvolume, timeout=10, duration=600)\n\
 swapstatus()\n\
 swapstatus(requestid, quoteid)\n\
 public API:\n \
@@ -74,7 +74,7 @@ getcoins()\n\
 getpeers()\n\
 getutxos()\n\
 getutxos(coin, lastn)\n\
-orderbook(base, rel)\n\
+orderbook(base, rel, duration=600)\n\
 getprices(base, rel)\n\
 trust(pubkey, trust)\n\
 register(pubkey,pushaddr)\n\
@@ -133,7 +133,7 @@ forwardhex(pubkey,hex)\n\
                 {
                     printf("price set (%s/%s) <- %.8f\n",rel,base,1./price);
                     LP_mypriceset(rel,base,1./price);
-                    return(LP_autotrade(ctx,myipaddr,pubsock,profitmargin,base,rel,price,jdouble(argjson,"volume"),jint(argjson,"timeout")));
+                    return(LP_autotrade(ctx,myipaddr,pubsock,profitmargin,base,rel,price,jdouble(argjson,"relvolume"),jint(argjson,"timeout"),jint(argjson,"duration")));
                 } else return(clonestr("{\"error\":\"no price set\"}"));
             }
         }
@@ -202,7 +202,7 @@ forwardhex(pubkey,hex)\n\
     else if ( strcmp(method,"getprices") == 0 )
         return(LP_prices());
     else if ( strcmp(method,"orderbook") == 0 )
-       return(LP_orderbook(base,rel));
+       return(LP_orderbook(base,rel,jint(argjson,"duration")));
     else if ( strcmp(method,"registerall") == 0 )
         return(LP_registerall(jint(argjson,"numnodes")));
     else if ( strcmp(method,"forward") == 0 )

iguana/exchanges/LP_include.h

@@ -31,6 +31,7 @@
 #define MIN_PSOCK_PORT 10000
 #define LP_MEMPOOL_TIMEINCR 10
 #define LP_GETINFO_INCR 30
+#define LP_ORDERBOOK_DURATION 600
 
 #define LP_HTTP_TIMEOUT 2 // 1 is too small due to edge cases of time(NULL)
 #define LP_MAXPEER_ERRORS 3
@@ -38,7 +39,7 @@
 #define LP_PEERGOOD_ERRORDECAY 0.9
 
 #define LP_SWAPSTEP_TIMEOUT 3
-#define LP_AUTOTRADE_TIMEOUT 3
+#define LP_AUTOTRADE_TIMEOUT 10
 #define LP_MIN_TXFEE 10000
 #define LP_MINVOL 10
 #define LP_MINCLIENTVOL 20

iguana/exchanges/LP_nativeDEX.c

@@ -17,6 +17,10 @@
 //  LP_nativeDEX.c
 //  marketmaker
 //
+// activate orderbook timeouts
+// verify bid volumes
+// stats
+// auto-utxo creation
 
 #include <stdio.h>
 #include "LP_include.h"

iguana/exchanges/LP_ordermatch.c

@@ -560,21 +560,23 @@ int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,
     return(retval);
 }
 
-char *LP_autotrade(void *ctx,char *myipaddr,int32_t mypubsock,double profitmargin,char *base,char *rel,double maxprice,double volume,int32_t timeout)
+char *LP_autotrade(void *ctx,char *myipaddr,int32_t mypubsock,double profitmargin,char *base,char *rel,double maxprice,double relvolume,int32_t timeout,int32_t duration)
 {
     int64_t satoshis,destsatoshis,desttxfee,txfee,bestdestsatoshis=0; bits256 txid,pubkey; char *obookstr,*retstr; 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; struct LP_pubkeyinfo *pubp;
-    if ( maxprice <= 0. || volume <= 0. || LP_priceinfofind(base) == 0 || LP_priceinfofind(rel) == 0 )
+    if ( duration <= 0 )
+        duration = LP_ORDERBOOK_DURATION;
+    if ( maxprice <= 0. || relvolume <= 0. || LP_priceinfofind(base) == 0 || LP_priceinfofind(rel) == 0 )
         return(clonestr("{\"error\":\"invalid parameter\"}"));
-    if ( (autxo= LP_utxo_bestfit(rel,SATOSHIDEN * volume)) == 0 )
+    if ( (autxo= LP_utxo_bestfit(rel,SATOSHIDEN * relvolume)) == 0 )
         return(clonestr("{\"error\":\"cant find utxo that is big enough\"}"));
     bestmetric = ordermatchprice = 0.;
     if ( (desttxfee= LP_getestimatedrate(rel) * LP_AVETXSIZE) < LP_MIN_TXFEE )
         desttxfee = LP_MIN_TXFEE;
     if ( (txfee= LP_getestimatedrate(base) * LP_AVETXSIZE) < LP_MIN_TXFEE )
         txfee = LP_MIN_TXFEE;
-    if ( timeout == 0 )
+    if ( timeout <= 0 )
         timeout = LP_AUTOTRADE_TIMEOUT;
-    if ( (obookstr= LP_orderbook(base,rel)) != 0 )
+    if ( (obookstr= LP_orderbook(base,rel,duration)) != 0 )
     {
         if ( (orderbook= cJSON_Parse(obookstr)) != 0 )
         {

iguana/exchanges/LP_prices.c

@@ -537,12 +537,13 @@ int32_t LP_utxo_clientpublish(struct LP_utxoinfo *utxo)
     return(n);
 }
 
-int32_t LP_orderbook_utxoentries(uint32_t now,int32_t polarity,char *base,char *rel,struct LP_orderbookentry *(**arrayp),int32_t num,int32_t cachednum)
+int32_t LP_orderbook_utxoentries(uint32_t now,int32_t polarity,char *base,char *rel,struct LP_orderbookentry *(**arrayp),int32_t num,int32_t cachednum,int32_t duration)
 {
-    struct LP_utxoinfo *utxo,*tmp; struct LP_pubkeyinfo *pubp=0; struct LP_priceinfo *basepp; struct LP_orderbookentry *op; double price; int32_t baseid,relid; uint64_t basesatoshis;
+    struct LP_utxoinfo *utxo,*tmp; struct LP_pubkeyinfo *pubp=0; struct LP_priceinfo *basepp; struct LP_orderbookentry *op; uint32_t oldest; double price; int32_t baseid,relid; uint64_t basesatoshis;
     if ( (basepp= LP_priceinfoptr(&relid,base,rel)) != 0 )
         baseid = basepp->ind;
     else return(num);
+    oldest = (uint32_t)time(NULL) - duration;
     HASH_ITER(hh,LP_utxoinfos[1],utxo,tmp)
     {
         if ( pubp == 0 || bits256_cmp(pubp->pubkey,utxo->pubkey) != 0 )
@@ -550,7 +551,7 @@ int32_t LP_orderbook_utxoentries(uint32_t now,int32_t polarity,char *base,char *
         if ( pubp != 0 && pubp->numerrors >= LP_MAXPUBKEY_ERRORS )
             continue;
         //char str[65],str2[65]; printf("check utxo.%s/v%d from %s\n",bits256_str(str,utxo->payment.txid),utxo->payment.vout,bits256_str(str2,utxo->pubkey));
-        if ( strcmp(base,utxo->coin) == 0 && LP_isavailable(utxo) > 0 && pubp != 0 && (price= pubp->matrix[baseid][relid]) > SMALLVAL )
+        if ( strcmp(base,utxo->coin) == 0 && LP_isavailable(utxo) > 0 && pubp != 0 && (price= pubp->matrix[baseid][relid]) > SMALLVAL && pubp->timestamp > oldest )
         {
             if ( LP_orderbookfind(*arrayp,cachednum,utxo->payment.txid,utxo->payment.vout) < 0 )
             {
@@ -571,36 +572,20 @@ int32_t LP_orderbook_utxoentries(uint32_t now,int32_t polarity,char *base,char *
     return(num);
 }
 
-char *LP_orderbook(char *base,char *rel)
+char *LP_orderbook(char *base,char *rel,int32_t duration)
 {
     uint32_t now,i; struct LP_priceinfo *basepp=0,*relpp=0; struct LP_orderbookentry **bids = 0,**asks = 0; cJSON *retjson,*array; int32_t numbids=0,numasks=0,cachenumbids,cachenumasks,baseid,relid;
     if ( (basepp= LP_priceinfofind(base)) == 0 || (relpp= LP_priceinfofind(rel)) == 0 )
         return(clonestr("{\"error\":\"base or rel not added\"}"));
+    if ( duration <= 0 )
+        duration = LP_ORDERBOOK_DURATION;
     baseid = basepp->ind;
     relid = relpp->ind;
     now = (uint32_t)time(NULL);
-    /*struct LP_cacheinfo *ptr,*tmp; 
-     HASH_ITER(hh,LP_cacheinfos,ptr,tmp)
-    {
-        if ( ptr->timestamp < now-3600*2 || ptr->price == 0. )
-            continue;
-        if ( strcmp(ptr->Q.srccoin,base) == 0 && strcmp(ptr->Q.destcoin,rel) == 0 )
-        {
-            asks = realloc(asks,sizeof(*asks) * (numasks+1));
-            if ( (op= LP_orderbookentry(base,rel,ptr->Q.txid,ptr->Q.vout,ptr->Q.txid2,ptr->Q.vout2,ptr->price,ptr->Q.satoshis,ptr->Q.srchash)) != 0 )
-                asks[numasks++] = op;
-        }
-        else if ( strcmp(ptr->Q.srccoin,rel) == 0 && strcmp(ptr->Q.destcoin,base) == 0 )
-        {
-            bids = realloc(bids,sizeof(*bids) * (numbids+1));
-            if ( (op= LP_orderbookentry(base,rel,ptr->Q.txid,ptr->Q.vout,ptr->Q.txid2,ptr->Q.vout2,1./ptr->price,ptr->Q.satoshis,ptr->Q.srchash)) != 0 )
-                bids[numbids++] = op;
-        }
-    }*/
     cachenumbids = numbids, cachenumasks = numasks;
     //printf("start cache.(%d %d) numbids.%d numasks.%d\n",cachenumbids,cachenumasks,numbids,numasks);
-    numasks = LP_orderbook_utxoentries(now,1,base,rel,&asks,numasks,cachenumasks);
+    numasks = LP_orderbook_utxoentries(now,1,base,rel,&asks,numasks,cachenumasks,duration);
-    numbids = LP_orderbook_utxoentries(now,-1,rel,base,&bids,numbids,cachenumbids);
+    numbids = LP_orderbook_utxoentries(now,-1,rel,base,&bids,numbids,cachenumbids,duration);
     retjson = cJSON_CreateObject();
     array = cJSON_CreateArray();
     if ( numbids > 1 )

iguana/exchanges/LP_statemachine.c

@@ -17,6 +17,24 @@
 //  LP_statemachine.c
 //  marketmaker
 //
+/*struct LP_cacheinfo *ptr,*tmp;
+ HASH_ITER(hh,LP_cacheinfos,ptr,tmp)
+ {
+ if ( ptr->timestamp < now-3600*2 || ptr->price == 0. )
+ continue;
+ if ( strcmp(ptr->Q.srccoin,base) == 0 && strcmp(ptr->Q.destcoin,rel) == 0 )
+ {
+ asks = realloc(asks,sizeof(*asks) * (numasks+1));
+ if ( (op= LP_orderbookentry(base,rel,ptr->Q.txid,ptr->Q.vout,ptr->Q.txid2,ptr->Q.vout2,ptr->price,ptr->Q.satoshis,ptr->Q.srchash)) != 0 )
+ asks[numasks++] = op;
+ }
+ else if ( strcmp(ptr->Q.srccoin,rel) == 0 && strcmp(ptr->Q.destcoin,base) == 0 )
+ {
+ bids = realloc(bids,sizeof(*bids) * (numbids+1));
+ if ( (op= LP_orderbookentry(base,rel,ptr->Q.txid,ptr->Q.vout,ptr->Q.txid2,ptr->Q.vout2,1./ptr->price,ptr->Q.satoshis,ptr->Q.srchash)) != 0 )
+ bids[numbids++] = op;
+ }
+ }*/
 
 /*void basilisk_swaps_init(struct supernet_info *myinfo)
  {