tradebots

iguana/exchanges777.h

@@ -49,7 +49,7 @@ struct exchange_info
     char name[16],apikey[MAX_JSON_FIELD],apisecret[MAX_JSON_FIELD],tradepassword[MAX_JSON_FIELD],userid[MAX_JSON_FIELD];
     uint32_t exchangeid,pollgap,lastpoll;
     uint64_t lastnonce; double commission;
-    CURL *cHandle; queue_t requestQ,pricesQ,pendingQ[2];
+    CURL *cHandle; queue_t requestQ,pricesQ,pendingQ[2],tradebotsQ;
 };
 
 void *curl_post(void **cHandlep,char *url,char *userpass,char *postfields,char *hdr0,char *hdr1,char *hdr2,char *hdr3);
@@ -58,6 +58,8 @@ char *instantdex_sendcmd(struct supernet_info *myinfo,cJSON *argjson,char *cmdst
 char *exchanges777_Qprices(struct exchange_info *exchange,char *base,char *rel,int32_t maxseconds,int32_t allfields,int32_t depth,cJSON *argjson,int32_t monitor,double commission);
 struct exchange_info *exchanges777_info(char *exchangestr,int32_t sleepflag,cJSON *json,char *remoteaddr);
 char *exchanges777_unmonitor(struct exchange_info *exchange,char *base,char *rel);
+void tradebot_timeslice(struct exchange_info *exchange,void *bot);
+char *exchanges777_Qtrade(struct exchange_info *exchange,char *base,char *rel,int32_t maxseconds,int32_t dotrade,int32_t dir,double price,double volume,cJSON *argjson);
 
 void prices777_processprice(struct exchange_info *exchange,char *base,char *rel,struct exchange_quote *bidasks,int32_t maxdepth);
 #endif

iguana/iguana_exchanges.c

@@ -24,7 +24,7 @@ struct exchange_request
     struct queueitem DL;
     cJSON *argjson; char **retstrp;
     double price,volume,hbla,lastbid,lastask,commission;
-    uint64_t orderid; uint32_t timedout;
+    uint64_t orderid; uint32_t timedout,expiration;
     int32_t dir,depth,func,numbids,numasks;
     char base[32],rel[32],destaddr[64],invert,allflag,dotrade;
     struct exchange_quote bidasks[];
@@ -474,7 +474,8 @@ char *exchanges777_process(struct exchange_info *exchange,int32_t *retvalp,struc
 
 void exchanges777_loop(void *ptr)
 {
-    int32_t flag,retval; struct exchange_request *req; char *retstr; struct exchange_info *exchange = ptr;
+    struct exchange_info *exchange = ptr;
+    int32_t flag,retval; struct exchange_request *req; char *retstr; void *bot;
     while ( 1 )
     {
         flag = retval = 0;
@@ -511,6 +512,8 @@ void exchanges777_loop(void *ptr)
                 }
             }
         }
+        if ( (bot= queue_dequeue(&exchange->tradebotsQ,0)) != 0 )
+            tradebot_timeslice(exchange,bot);
         if ( flag == 0 && time(NULL) > exchange->lastpoll+exchange->pollgap )
         {
             if ( (req= queue_dequeue(&exchange->pricesQ,0)) != 0 )
@@ -668,6 +671,7 @@ struct exchange_info *exchange_create(char *exchangestr,cJSON *argjson)
     exchange->issue = funcs[i];
     iguana_initQ(&exchange->pricesQ,"prices");
     iguana_initQ(&exchange->requestQ,"request");
+    iguana_initQ(&exchange->tradebotsQ,"tradebots");
     iguana_initQ(&exchange->pendingQ[0],"pending0");
     iguana_initQ(&exchange->pendingQ[1],"pending1");
     exchange->exchangeid = exchangeid;

iguana/iguana_tradebots.c

@@ -15,6 +15,146 @@
 
 #include "exchanges777.h"
 
+#define TRADEBOTS_GAPTIME 60
+
+struct tradebot_trade
+{
+    double price,volume;
+    uint64_t orderid;
+    uint32_t started,finished,dir;
+    char exchangestr[32],base[32],rel[32];
+};
+
+struct tradebot_info
+{
+    struct queueitem DL;
+    struct supernet_info *myinfo;
+    char name[128],exchangestr[32],base[32],rel[32];
+    int32_t dir,numtrades,estimatedtrades;
+    double price,volume,pricesum,totalvolume;
+    uint32_t dead,pause,started,expiration;
+    struct tradebot_trade trades[];
+};
+
+cJSON *tradebot_json(struct supernet_info *myinfo,struct exchange_info *exchange,struct tradebot_info *bot)
+{
+    char str[64]; int32_t i,numpending; double pendsum,pendvolume,vol; cJSON *json,*array,*item;
+    json = cJSON_CreateObject();
+    jaddstr(json,"exchange",exchange->name);
+    jaddstr(json,"started",utc_str(str,bot->started));
+    if ( bot->pause != 0 )
+        jaddstr(json,"paused",utc_str(str,bot->pause));
+    if ( bot->dead != 0 )
+        jaddstr(json,"stopped",utc_str(str,bot->dead));
+    jaddstr(json,"base",bot->base);
+    jaddstr(json,"rel",bot->rel);
+    jaddstr(json,"type",bot->dir > 0 ? "buy" : "sell");
+    jaddnum(json,"price",bot->price);
+    jaddnum(json,"volume",bot->volume);
+    if ( (vol= bot->totalvolume) > SMALLVAL )
+    {
+        jaddnum(json,"aveprice",bot->pricesum/vol);
+        jaddnum(json,"totalvolume",vol);
+    }
+    array = cJSON_CreateArray();
+    for (pendsum=pendvolume=numpending=i=0; i<bot->numtrades; i++)
+    {
+        item = cJSON_CreateObject();
+        jadd64bits(item,"orderid",bot->trades[i].orderid);
+        jaddstr(item,"type",bot->trades[i].dir > 0 ? "buy" : "sell");
+        jaddstr(item,"base",bot->trades[i].base);
+        jaddstr(item,"rel",bot->trades[i].rel);
+        jaddnum(item,"price",bot->trades[i].price);
+        jaddnum(item,"volume",bot->trades[i].volume);
+        jaddstr(item,"started",utc_str(str,bot->trades[i].started));
+        if ( bot->trades[i].finished == 0 )
+        {
+            jaddnum(item,"elapsed",time(NULL) - bot->trades[i].started);
+            pendsum += bot->trades[i].price * bot->trades[i].volume;
+            pendvolume += bot->trades[i].volume;
+            numpending++;
+        } else jaddnum(item,"duration",bot->trades[i].finished - bot->trades[i].started);
+        jaddi(array,item);
+    }
+    jadd(json,"trades",array);
+    if ( (vol= pendvolume) > SMALLVAL )
+    {
+        jaddnum(json,"pending",numpending);
+        jaddnum(json,"pendingprice",pendsum/vol);
+        jaddnum(json,"pendingvolume",vol);
+    }
+    return(json);
+}
+
+struct tradebot_info *tradebot_find(struct exchange_info *exchange,char *botname)
+{
+    struct tradebot_info PAD,*bot,*retbot = 0;
+    memset(&PAD,0,sizeof(PAD));
+    queue_enqueue("tradebotsQ",&exchange->tradebotsQ,&PAD.DL,0);
+    while ( (bot= queue_dequeue(&exchange->tradebotsQ,0)) != 0 && bot != &PAD )
+    {
+        if ( strcmp(botname,bot->name) == 0 )
+            retbot = bot;
+        queue_enqueue("tradebotsQ",&exchange->tradebotsQ,&bot->DL,0);
+    }
+    return(retbot);
+}
+
+struct tradebot_info *tradebot_create(struct supernet_info *myinfo,struct exchange_info *exchange,char *base,char *rel,int32_t dir,double price,double volume,int32_t duration)
+{
+    struct tradebot_info *bot;
+    if ( (bot= calloc(1,sizeof(*bot))) != 0 )
+    {
+        bot->myinfo = myinfo;
+        safecopy(bot->exchangestr,exchange->name,sizeof(bot->exchangestr));
+        safecopy(bot->base,base,sizeof(bot->base));
+        safecopy(bot->rel,rel,sizeof(bot->rel));
+        bot->dir = dir, bot->price = price, bot->volume = volume;
+        bot->started = (uint32_t)time(NULL);
+        if ( duration < 1 )
+            duration = 1;
+        bot->expiration = bot->started + duration;
+        bot->estimatedtrades = (duration / TRADEBOTS_GAPTIME) + 1;
+        sprintf(bot->name,"%s_%s_%s.%d",exchange->name,base,rel,bot->started);
+        queue_enqueue("tradebotsQ",&exchange->tradebotsQ,&bot->DL,0);
+    }
+    return(bot);
+}
+
+struct tradebot_trade *tradebot_issuetrade(struct exchange_info *exchange,struct tradebot_info *bot,char *base,char *rel,double price,double volume,int32_t dir)
+{
+    struct tradebot_trade *tr; char *str; int32_t maxseconds = 30,dotrade = 1;
+    bot = realloc(bot,sizeof(*bot) + (bot->numtrades + 1) * sizeof(bot->trades[0]));
+    tr = &bot->trades[bot->numtrades++];
+    memset(tr,0,sizeof(*tr));
+    tr->price = price, tr->volume = volume, tr->dir = dir;
+    safecopy(tr->exchangestr,exchange->name,sizeof(tr->exchangestr));
+    safecopy(tr->base,base,sizeof(tr->base));
+    safecopy(tr->rel,rel,sizeof(tr->rel));
+    if ( (str= exchanges777_Qtrade(exchange,base,rel,maxseconds,dotrade,dir,price,volume,0)) != 0 )
+        free(str);
+    return(tr);
+}
+
+void tradebot_timeslice(struct exchange_info *exchange,void *_bot)
+{
+    double volume; struct tradebot_info *bot = _bot;
+    if ( time(NULL) < bot->expiration && bot->dead == 0 )
+    {
+        if ( bot->pause == 0 )
+        {
+            if ( bot->numtrades == 0 || bot->trades[bot->numtrades-1].finished != 0 || time(NULL) > bot->trades[bot->numtrades-1].started+60 )
+            {
+                if ( bot->estimatedtrades > 0 )
+                {
+                    volume = bot->volume / bot->estimatedtrades;
+                    tradebot_issuetrade(exchange,bot,bot->base,bot->rel,bot->price,volume,bot->dir);
+                }
+            }
+        }
+        queue_enqueue("tradebotsQ",&exchange->tradebotsQ,&bot->DL,0);
+    } else free(bot);
+}
 
 #include "../includes/iguana_apidefs.h"
 
@@ -40,21 +180,78 @@ THREE_STRINGS(tradebot,unmonitor,exchange,base,rel)
     } else return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
 }
 
-THREE_STRINGS_AND_THREE_DOUBLES(tradebot,accumulate,exchange,base,rel,price,volume,duration)
+char *tradebot_launch(struct supernet_info *myinfo,char *exchangestr,char *base,char *rel,int32_t dir,double price,double volume,int32_t duration,char *remoteaddr,cJSON *json)
 {
+    struct exchange_info *exchange;
     if ( remoteaddr == 0 )
     {
-        return(clonestr("{\"result\":\"start accumulating\"}"));
+        if ( (exchange= exchanges777_info(exchangestr,1,json,remoteaddr)) != 0 )
+        {
+            if ( tradebot_create(myinfo,exchange,base,rel,1,price,fabs(volume),duration) != 0 )
+                return(clonestr("{\"result\":\"tradebot created\"}"));
+            else return(clonestr("{\"error\":\"couldnt create exchange tradebot\"}"));
+        } else return(clonestr("{\"error\":\"couldnt find/create exchange info\"}"));
     } else return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
 }
 
-THREE_STRINGS_AND_THREE_DOUBLES(tradebot,divest,exchange,base,rel,price,volume,duration)
+char *tradebot_control(char *exchangestr,char *botid,int32_t control,char *remoteaddr,cJSON *json)
 {
+    struct tradebot_info *bot; struct exchange_info *exchange;
     if ( remoteaddr == 0 )
     {
-        return(clonestr("{\"result\":\"start divesting\"}"));
+        if ( (exchange= exchanges777_info(exchangestr,1,json,remoteaddr)) != 0 )
+        {
+            if ( (bot= tradebot_find(exchange,botid)) != 0 )
+            {
+                if ( control > 1 )
+                    bot->pause = (uint32_t)time(NULL);
+                else if ( control == 0 )
+                    bot->pause = 0;
+                else bot->dead = (uint32_t)time(NULL);
+                return(clonestr("{\"result\":\"ask bot to pause\"}"));
+            } else return(clonestr("{\"error\":\"cant find tradebot\"}"));
+        }
+        else return(clonestr("{\"error\":\"couldnt find/create exchange info\"}"));
     } else return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
 }
 
+THREE_STRINGS_AND_THREE_DOUBLES(tradebot,accumulate,exchange,base,rel,price,volume,duration)
+{
+    return(tradebot_launch(myinfo,exchange,base,rel,1,price,volume,duration,remoteaddr,json));
+}
+
+THREE_STRINGS_AND_THREE_DOUBLES(tradebot,divest,exchange,base,rel,price,volume,duration)
+{
+    return(tradebot_launch(myinfo,exchange,base,rel,-1,price,volume,duration,remoteaddr,json));
+}
+
+TWO_STRINGS(tradebot,status,exchange,botid)
+{
+    struct tradebot_info *bot; struct exchange_info *ptr;
+    if ( remoteaddr == 0 )
+    {
+        if ( (ptr= exchanges777_info(exchange,1,json,remoteaddr)) != 0 )
+        {
+            if ( (bot= tradebot_find(ptr,botid)) != 0 )
+                return(jprint(tradebot_json(myinfo,ptr,bot),1));
+        }
+    }
+    return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
+}
+
+TWO_STRINGS(tradebot,pause,exchange,botid)
+{
+    return(tradebot_control(exchange,botid,1,remoteaddr,json));
+}
+
+TWO_STRINGS(tradebot,stop,exchange,botid)
+{
+    return(tradebot_control(exchange,botid,-1,remoteaddr,json));
+}
+
+TWO_STRINGS(tradebot,resume,exchange,botid)
+{
+    return(tradebot_control(exchange,botid,0,remoteaddr,json));
+}
 #include "../includes/iguana_apiundefs.h"
 

includes/iguana_apideclares.h

@@ -42,6 +42,10 @@ TWOSTRINGS_AND_TWOHASHES_AND_TWOINTS(InstantDEX,confirm,reference,message,basetx
 
 THREE_STRINGS_AND_DOUBLE(tradebot,monitor,exchange,base,rel,commission);
 THREE_STRINGS(tradebot,unmonitor,exchange,base,rel);
+TWO_STRINGS(tradebot,status,exchange,botid);
+TWO_STRINGS(tradebot,pause,exchange,botid);
+TWO_STRINGS(tradebot,stop,exchange,botid);
+TWO_STRINGS(tradebot,resume,exchange,botid);
 THREE_STRINGS_AND_THREE_DOUBLES(tradebot,accumulate,exchange,base,rel,price,volume,duration);
 THREE_STRINGS_AND_THREE_DOUBLES(tradebot,divest,exchange,base,rel,price,volume,duration);