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Test

etomic
jl777 7 years ago
parent
4225b0713e
commit
34e187bdcc
1 changed files with 37 additions and 28 deletions
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  1. 65
      iguana/exchanges/LP_ordermatch.c

65
iguana/exchanges/LP_ordermatch.c
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@ -814,7 +814,7 @@ double LP_trades_alicevalidate(void *ctx,struct LP_quoteinfo *qp)
void LP_reserved(void *ctx,char *myipaddr,int32_t mypubsock,struct LP_quoteinfo *qp) void LP_reserved(void *ctx,char *myipaddr,int32_t mypubsock,struct LP_quoteinfo *qp)
{ {
double price=0.,maxprice = LP_Alicemaxprice; double price=0.,maxprice = LP_Alicemaxprice;
if ( LP_quotecmp(0,qp,&LP_Alicequery) == 0 ) //if ( LP_quotecmp(0,qp,&LP_Alicequery) == 0 )
{ {
price = LP_pricecache(qp,qp->srccoin,qp->destcoin,qp->txid,qp->vout); price = LP_pricecache(qp,qp->srccoin,qp->destcoin,qp->txid,qp->vout);
if ( LP_pricevalid(price) > 0 && maxprice > SMALLVAL && price <= maxprice ) if ( LP_pricevalid(price) > 0 && maxprice > SMALLVAL && price <= maxprice )
@ -824,8 +824,8 @@ void LP_reserved(void *ctx,char *myipaddr,int32_t mypubsock,struct LP_quoteinfo
LP_alicequery_clear(); LP_alicequery_clear();
printf("send CONNECT\n"); printf("send CONNECT\n");
LP_query(ctx,myipaddr,mypubsock,"connect",qp); LP_query(ctx,myipaddr,mypubsock,"connect",qp);
} else printf("LP_reserved price %.8f vs maxprice %.8f\n",price,maxprice*1.005); } else printf("LP_reserved %llu price %.8f vs maxprice %.8f\n",(long long)qp->aliceid,price,maxprice*1.005);
} else printf("probably a timeout, reject reserved due to not eligible.%d or mismatched quote price %.8f vs maxprice %.8f\n",LP_alice_eligible(qp->quotetime),price,maxprice); } //else printf("probably a timeout, reject reserved due to not eligible.%d or mismatched quote price %.8f vs maxprice %.8f\n",LP_alice_eligible(qp->quotetime),price,maxprice);
} }
double LP_trades_bobprice(double *bidp,double *askp,struct LP_quoteinfo *qp) double LP_trades_bobprice(double *bidp,double *askp,struct LP_quoteinfo *qp)
@ -1019,6 +1019,22 @@ struct LP_quoteinfo *LP_trades_gotconnected(void *ctx,struct LP_quoteinfo *qp,st
return(0); return(0);
} }
void LP_trades_bestpricecheck(void *ctx,struct LP_trade *tp)
{
double qprice; struct LP_quoteinfo Q;
if ( (qprice= LP_trades_alicevalidate(ctx,&tp->Q[LP_RESERVED])) > 0. )
{
LP_trades_gotreserved(ctx,&tp->Q[LP_RESERVED],&Q);
// update if best price
if ( qprice > tp->bestprice )
{
tp->Q[LP_CONNECT] = tp->Q[LP_RESERVED];
tp->bestprice = qprice;
printf("aliceid.%llu got price %.8f\n",(long long)tp->aliceid,tp->bestprice);
}
}
}
void LP_tradesloop(void *ctx) void LP_tradesloop(void *ctx)
{ {
struct LP_trade *tp,*tmp; double qprice; struct LP_quoteinfo *qp,Q; uint32_t now; int32_t flag,nonz = 0; struct LP_trade *tp,*tmp; double qprice; struct LP_quoteinfo *qp,Q; uint32_t now; int32_t flag,nonz = 0;
@ -1046,16 +1062,7 @@ void LP_tradesloop(void *ctx)
else if ( tp->iambob == 0 && tp->firstfuncid == LP_RESERVED ) // alice maybe sends LP_CONNECT else if ( tp->iambob == 0 && tp->firstfuncid == LP_RESERVED ) // alice maybe sends LP_CONNECT
{ {
flag = 1; flag = 1;
if ( (qprice= LP_trades_alicevalidate(ctx,&tp->Q[LP_RESERVED])) > 0. ) LP_trades_bestpricecheck(ctx,tp);
{
// update if best price
if ( qprice > tp->bestprice )
{
tp->Q[LP_CONNECT] = tp->Q[LP_RESERVED];
tp->bestprice = qprice;
printf("aliceid.%llu got price %.8f\n",(long long)tp->aliceid,tp->bestprice);
}
}
tp->firstprocessed = (uint32_t)time(NULL); tp->firstprocessed = (uint32_t)time(NULL);
} }
} }
@ -1066,16 +1073,8 @@ void LP_tradesloop(void *ctx)
if ( tp->newfuncid == LP_RESERVED ) // maybe sends LP_CONNECT if ( tp->newfuncid == LP_RESERVED ) // maybe sends LP_CONNECT
{ {
flag = 1; flag = 1;
if ( (qprice= LP_trades_alicevalidate(ctx,&tp->Q[LP_RESERVED])) > 0. ) if ( tp->connectsent == 0 )
{ LP_trades_bestpricecheck(ctx,tp);
// update if best price
if ( qprice > tp->bestprice )
{
tp->Q[LP_CONNECT] = tp->Q[LP_RESERVED];
tp->bestprice = qprice;
printf("aliceid.%llu got better price %.8f\n",(long long)tp->aliceid,tp->bestprice);
}
}
} }
else if ( tp->newfuncid == LP_CONNECTED ) // alice all done else if ( tp->newfuncid == LP_CONNECTED ) // alice all done
{ {
@ -1098,13 +1097,22 @@ void LP_tradesloop(void *ctx)
{ {
if ( now < tp->lastprocessed+60 ) if ( now < tp->lastprocessed+60 )
{ {
flag = 1;
if ( tp->iambob == 0 ) if ( tp->iambob == 0 )
{ {
if ( tp->connectsent == 0 && tp->bestprice > 0. ) if ( tp->bestprice > 0. )
{ {
LP_reserved(ctx,LP_myipaddr,LP_mypubsock,&tp->Q[LP_CONNECT]); // send LP_CONNECT if ( tp->connectsent == 0 )
tp->connectsent = now; {
flag = 1;
LP_reserved(ctx,LP_myipaddr,LP_mypubsock,&tp->Q[LP_CONNECT]); // send LP_CONNECT
tp->connectsent = now;
printf("send LP_connect aliceid.%llu %.8f\n",(long long)tp->aliceid,tp->bestprice);
}
else if ( ((tp->lastprocessed - now) % 10) == 9 )
{
LP_reserved(ctx,LP_myipaddr,LP_mypubsock,&tp->Q[LP_CONNECT]); // send LP_CONNECT
printf("repeat LP_connect aliceid.%llu %.8f\n",(long long)tp->aliceid,tp->bestprice);
}
} }
} }
} }
@ -1201,7 +1209,8 @@ int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,
if ( Q.quotetime > time(NULL)-20 && LP_alice_eligible(Q.quotetime) > 0 ) if ( Q.quotetime > time(NULL)-20 && LP_alice_eligible(Q.quotetime) > 0 )
{ {
LP_trades_gotreserved(ctx,&Q,&Q2); LP_trades_gotreserved(ctx,&Q,&Q2);
LP_reserved(ctx,LP_myipaddr,LP_mypubsock,&Q); if ( LP_quotecmp(0,&Q,&LP_Alicequery) == 0 )
LP_reserved(ctx,LP_myipaddr,LP_mypubsock,&Q);
} }
} else LP_tradecommandQ(&Q,jstr(argjson,"pair"),LP_RESERVED); } else LP_tradecommandQ(&Q,jstr(argjson,"pair"),LP_RESERVED);
} }

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