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RTmetrics

etomic
jl777 7 years ago
parent
53aaabd89e
commit
37b71f8bed
7 changed files with 260 additions and 32 deletions
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  1. 247
      iguana/exchanges/LP_RTmetrics.c
  2. 2
      iguana/exchanges/LP_commands.c
  3. 8
      iguana/exchanges/LP_include.h
  4. 8
      iguana/exchanges/LP_nativeDEX.c
  5. 11
      iguana/exchanges/LP_ordermatch.c
  6. 14
      iguana/exchanges/LP_statemachine.c
  7. 2
      iguana/exchanges/LP_utxo.c

247
iguana/exchanges/LP_RTmetrics.c
View File

@ -18,9 +18,139 @@
// marketmaker // marketmaker
// //
cJSON *LP_RTmetrics_sort(cJSON *rawasks,int32_t numasks,double maxprice,double relvolume) struct LP_metricinfo
{ {
cJSON *array,*item,*statsjson,*swaps=0; int32_t i,numswaps=0; bits256 zero; uint32_t futuretime; double price; char *retstr; bits256 pubkey;
double metric,price,balance,minvol,maxvol;
int32_t ind,numutxos,age,pendingswaps;
};
struct LP_RTmetrics_pendings
{
char refbase[16],refrel[16];
int32_t numswaps,numavoidtxids,numwhitelist,numblacklist,numpendings,pending_swaps[1024];
bits256 avoidtxids[8192],whitelist[1024],blacklist[1024],pending_pubkeys[1024];
} LP_RTmetrics;
int32_t LP_bits256_find(bits256 *list,int32_t num,bits256 val)
{
int32_t i;
if ( bits256_nonz(val) != 0 )
{
for (i=0; i<num; i++)
if ( bits256_cmp(list[i],val) == 0 )
return(i);
}
return(-1);
}
int32_t LP_bits256_add(char *debugstr,bits256 *list,int32_t *nump,int32_t maxnum,bits256 val)
{
if ( bits256_nonz(val) != 0 && *nump < maxnum )
{
if ( LP_bits256_find(list,*nump,val) < 0 )
list[(*nump)++] = val;
return(*nump);
} else printf("%s[%d] overflow\n",debugstr,*nump);
return(-1);
}
int32_t LP_RTmetrics_avoidadd(bits256 txid)
{
return(LP_bits256_add("LP_RTmetrics_avoidadd avoidtxids",LP_RTmetrics.avoidtxids,&LP_RTmetrics.numavoidtxids,(int32_t)(sizeof(LP_RTmetrics.avoidtxids)/sizeof(*LP_RTmetrics.avoidtxids)),txid));
}
int32_t LP_RTmetrics_whitelistadd(bits256 pubkey)
{
return(LP_bits256_add("LP_RTmetrics_whitelistadd whitelist",LP_RTmetrics.whitelist,&LP_RTmetrics.numwhitelist,(int32_t)(sizeof(LP_RTmetrics.whitelist)/sizeof(*LP_RTmetrics.whitelist)),pubkey));
}
int32_t LP_RTmetrics_blacklistadd(bits256 pubkey)
{
return(LP_bits256_add("LP_RTmetrics_blacklistadd blacklist",LP_RTmetrics.blacklist,&LP_RTmetrics.numblacklist,(int32_t)(sizeof(LP_RTmetrics.blacklist)/sizeof(*LP_RTmetrics.blacklist)),pubkey));
}
int32_t LP_RTmetrics_pendingswap(bits256 pubkey)
{
int32_t ind;
if ( (ind= LP_bits256_add("LP_RTmetrics_pendingswap",LP_RTmetrics.pending_pubkeys,&LP_RTmetrics.numpendings,(int32_t)(sizeof(LP_RTmetrics.pending_pubkeys)/sizeof(*LP_RTmetrics.pending_pubkeys)),pubkey)) >= 0 )
LP_RTmetrics.pending_swaps[ind]++;
return(ind);
}
int32_t LP_RTmetrics_pendingswaps(bits256 pubkey)
{
int32_t ind;
if ( (ind= LP_bits256_find(LP_RTmetrics.pending_pubkeys,LP_RTmetrics.numpendings,pubkey)) >= 0 )
return(LP_RTmetrics.pending_swaps[ind]);
else return(0);
}
int32_t LP_RTmetrics_avoidtxid(bits256 txid)
{
return(LP_bits256_find(LP_RTmetrics.avoidtxids,LP_RTmetrics.numavoidtxids,txid));
}
int32_t LP_RTmetrics_whitelisted(bits256 pubkey)
{
return(LP_bits256_find(LP_RTmetrics.whitelist,LP_RTmetrics.numwhitelist,pubkey));
}
int32_t LP_RTmetrics_blacklisted(bits256 pubkey)
{
return(LP_bits256_find(LP_RTmetrics.blacklist,LP_RTmetrics.numblacklist,pubkey));
}
void LP_RTmetrics_swapsinfo(char *refbase,char *refrel,cJSON *swaps,int32_t numswaps)
{
int32_t i; char *base,*rel,*retstr; cJSON *item,*swapjson; bits256 srcpub,destpub; uint64_t aliceid,basesatoshis,relsatoshis; uint32_t requestid,quoteid; double price;
for (i=0; i<numswaps; i++)
{
item = jitem(swaps,i);
if ( (base= jstr(item,"base")) == 0 )
base = "";
if ( (rel= jstr(item,"rel")) == 0 )
rel = "";
if ( strcmp(base,refbase) != 0 && strcmp(base,refrel) != 0 && strcmp(rel,refbase) != 0 && strcmp(rel,refrel) != 0 )
continue;
aliceid = j64bits(item,"aliceid");
basesatoshis = SATOSHIDEN * jdouble(item,"basevol");
srcpub = jbits256(item,"src");
relsatoshis = SATOSHIDEN * jdouble(item,"relvol");
destpub = jbits256(item,"dest");
price = jdouble(item,"price");
requestid = juint(item,"requestid");
quoteid = juint(item,"quoteid");
LP_RTmetrics_pendingswap(srcpub);
LP_RTmetrics_pendingswap(destpub);
if ( (retstr= basilisk_swapentry(requestid,quoteid)) != 0 )
{
if ( (swapjson= cJSON_Parse(retstr)) != 0 )
{
LP_RTmetrics_avoidadd(jbits256(swapjson,"bobdeposit"));
LP_RTmetrics_avoidadd(jbits256(swapjson,"alicepayment"));
LP_RTmetrics_avoidadd(jbits256(swapjson,"bobpayment"));
LP_RTmetrics_avoidadd(jbits256(swapjson,"paymentspent"));
LP_RTmetrics_avoidadd(jbits256(swapjson,"Apaymentspent"));
LP_RTmetrics_avoidadd(jbits256(swapjson,"depositspent"));
free_json(swapjson);
}
free(retstr);
}
}
}
void LP_RTmetrics_update(char *base,char *rel)
{
struct LP_pubkeyinfo *pubp,*tmp; uint32_t futuretime; int32_t i,numswaps; bits256 zero; char *retstr; cJSON *statsjson,*swaps;
memset(&LP_RTmetrics,0,sizeof(LP_RTmetrics));
HASH_ITER(hh,LP_pubkeyinfos,pubp,tmp)
{
if ( pubp->istrusted > 0 )
LP_RTmetrics_whitelistadd(pubp->pubkey);
else if ( pubp->istrusted < 0 )
LP_RTmetrics_blacklistadd(pubp->pubkey);
}
futuretime = (uint32_t)time(NULL) + 3600*100; futuretime = (uint32_t)time(NULL) + 3600*100;
memset(zero.bytes,0,sizeof(zero)); memset(zero.bytes,0,sizeof(zero));
if ( (retstr= LP_statslog_disp(100,futuretime,futuretime,"",zero)) != 0 ) if ( (retstr= LP_statslog_disp(100,futuretime,futuretime,"",zero)) != 0 )
@ -29,37 +159,110 @@ cJSON *LP_RTmetrics_sort(cJSON *rawasks,int32_t numasks,double maxprice,double r
{ {
if ( (swaps= jarray(&numswaps,statsjson,"swaps")) != 0 ) if ( (swaps= jarray(&numswaps,statsjson,"swaps")) != 0 )
{ {
printf("LP_RTmetrics_update for (%s)\n",jprint(swaps,0));
if ( numswaps > 0 ) if ( numswaps > 0 )
swaps = jduplicate(swaps); LP_RTmetrics_swapsinfo(base,rel,swaps,numswaps);
else swaps = 0;
} }
free_json(statsjson); free_json(statsjson);
} }
free(retstr); free(retstr);
} }
//if ( numswaps == 0 || swaps == 0 ) for (i=0; i<LP_RTmetrics.numpendings; i++)
return(0); if ( LP_RTmetrics.pending_swaps[i] > LP_MAXPENDING_SWAPS )
printf("calc RTmetrics for (%s)\n",jprint(swaps,0)); {
/*jadd64bits(item,"aliceid",sp->aliceid); char str[65]; printf("%s has %d pending swaps! which is more than %d\n",bits256_str(str,LP_RTmetrics.pending_pubkeys[i]),LP_RTmetrics.pending_swaps[i],LP_MAXPENDING_SWAPS);
jaddbits256(item,"src",sp->Q.srchash); LP_RTmetrics_blacklistadd(LP_RTmetrics.pending_pubkeys[i]);
jaddstr(item,"base",sp->Q.srccoin); }
jaddnum(item,"basevol",dstr(sp->Q.satoshis)); printf("%d pubkeys have pending swaps, whitelist.%d blacklist.%d avoidtxids.%d\n",LP_RTmetrics.numpendings,LP_RTmetrics.numwhitelist,LP_RTmetrics.numblacklist,LP_RTmetrics.numavoidtxids);
jaddbits256(item,"dest",sp->Q.desthash); }
jaddstr(item,"rel",sp->Q.destcoin);
jaddnum(item,"relvol",dstr(sp->Q.destsatoshis)); double _LP_RTmetric_calc(struct LP_metricinfo *mp,double bestprice,double maxprice,double relvolume)
jaddnum(item,"price",sp->qprice); {
jaddnum(item,"requestid",sp->Q.R.requestid); int32_t n; double metric,origmetric = (bestprice / mp->price);
jaddnum(item,"quoteid",sp->Q.R.quoteid); metric = origmetric;
*/ if ( mp->numutxos == 0 || relvolume == 0. || mp->maxvol == 0. || mp->balance == 0. )
array = cJSON_CreateArray(); return(metric * 100.);
for (i=0; i<numasks; i++) if ( relvolume < mp->minvol )
{
metric *= (mp->minvol / relvolume);
}
else if ( relvolume > mp->maxvol )
{
metric *= (relvolume / mp->maxvol);
}
if ( relvolume < mp->balance/LP_MINVOL )
{
metric *= (mp->balance / relvolume);
}
else if ( relvolume > mp->balance/mp->numutxos )
{
metric *= (relvolume / (mp->balance/mp->numutxos));
}
if ( mp->age > LP_ORDERBOOK_DURATION*0.8 )
metric *= 2;
else if ( mp->age > 60 )
metric *= 1.03;
if ( (n= mp->pendingswaps) > 0 )
while ( n-- > 0 )
metric *= 1.1;
if ( metric != origmetric )
printf("price %.8f orig %.8f -> %.8f relvol %.8f min %.8f max %.8f bal %.8f age.%d pend.%d\n",mp->price,origmetric,metric,relvolume,mp->minvol,mp->maxvol,mp->balance,mp->age,mp->pendingswaps);
return(metric);
}
void LP_RTmetric_calc(struct LP_metricinfo *sortbuf,int32_t ind,cJSON *item,double bestprice,double maxprice,double relvolume,double prevdepth)
{
sortbuf[ind].pubkey = jbits256(item,"pubkey");
sortbuf[ind].price = jdouble(item,"price");
sortbuf[ind].maxvol = jdouble(item,"maxvolume");
sortbuf[ind].minvol = jdouble(item,"minvolume");
sortbuf[ind].balance = jdouble(item,"depth") - prevdepth;
sortbuf[ind].numutxos = juint(item,"numutxos");
sortbuf[ind].age = juint(item,"age");
sortbuf[ind].ind = ind;
sortbuf[ind].pendingswaps = LP_RTmetrics_pendingswaps(sortbuf[ind].pubkey);
sortbuf[ind].metric = _LP_RTmetric_calc(&sortbuf[ind],bestprice,maxprice,relvolume);
}
cJSON *LP_RTmetrics_sort(char *base,char *rel,cJSON *rawasks,int32_t numasks,double maxprice,double relvolume)
{
cJSON *array,*item; int32_t i,num,groupi; double price,prevdepth,bestprice; struct LP_metricinfo *sortbuf;
groupi = -1;
bestprice = 0.;
for (num=i=0; i<numasks; i++)
{ {
item = jitem(rawasks,i); item = jitem(rawasks,i);
price = jdouble(item,"price"); price = jdouble(item,"price");
if ( price > maxprice ) if ( price > maxprice )
break; break;
jaddi(array,jduplicate(item)); if ( i == 0 )
bestprice = price;
else if ( price < bestprice*1.01 )
groupi = i;
num++;
} }
free_json(swaps); if ( groupi > 0 )
{
sortbuf = calloc(groupi+1,sizeof(*sortbuf));
prevdepth = 0.;
for (i=0; i<=groupi; i++)
{
item = jitem(rawasks,i);
LP_RTmetric_calc(sortbuf,i,item,bestprice,maxprice,relvolume,prevdepth);
prevdepth = jdouble(item,"depth");
}
revsortds(&sortbuf[0].metric,groupi+1,sizeof(*sortbuf));
array = cJSON_CreateArray();
for (i=0; i<=groupi; i++)
{
printf("(%d -> %d) ",i,sortbuf[i].ind);
item = jitem(rawasks,sortbuf[i].ind);
jaddi(array,jduplicate(item));
}
free(sortbuf);
for (; i<num; i++)
jaddi(array,jduplicate(jitem(rawasks,i)));
printf("new ask order for %d of %d, capped at num.%d\n",groupi,numasks,num);
} else array = rawasks;
return(array); return(array);
} }

2
iguana/exchanges/LP_commands.c
View File

@ -128,7 +128,7 @@ getpeers()\n\
passphrase(passphrase, gui)\n\ passphrase(passphrase, gui)\n\
listunspent(coin, address)\n\ listunspent(coin, address)\n\
setconfirms(coin, numconfirms, maxconfirms=6)\n\ setconfirms(coin, numconfirms, maxconfirms=6)\n\
trust(pubkey, trust)\n\ trust(pubkey, trust) # positive to trust, 0 for normal, negative to blacklist\n\
balance(coin, address)\n\ balance(coin, address)\n\
orderbook(base, rel, duration=3600)\n\ orderbook(base, rel, duration=3600)\n\
getprices(base, rel)\n\ getprices(base, rel)\n\

8
iguana/exchanges/LP_include.h
View File

@ -39,6 +39,7 @@ void emscripten_usleep(int32_t x);
#define ELECTRUM_TIMEOUT 10 #define ELECTRUM_TIMEOUT 10
#define LP_ELECTRUM_MAXERRORS 3 #define LP_ELECTRUM_MAXERRORS 3
#define LP_MEMPOOL_TIMEINCR 10 #define LP_MEMPOOL_TIMEINCR 10
#define LP_MAXPENDING_SWAPS 13
#define LP_COMMAND_SENDSOCK NN_PUSH #define LP_COMMAND_SENDSOCK NN_PUSH
#define LP_COMMAND_RECVSOCK NN_PULL #define LP_COMMAND_RECVSOCK NN_PULL
@ -52,7 +53,7 @@ void emscripten_usleep(int32_t x);
#define MAX_PSOCK_PORT 60000 #define MAX_PSOCK_PORT 60000
#define MIN_PSOCK_PORT 10000 #define MIN_PSOCK_PORT 10000
#define LP_GETINFO_INCR 30 #define LP_GETINFO_INCR 30
#define LP_ORDERBOOK_DURATION 120 #define LP_ORDERBOOK_DURATION 180
#define LP_MAXPEER_ERRORS 3 #define LP_MAXPEER_ERRORS 3
#define LP_MINPEER_GOOD 20 #define LP_MINPEER_GOOD 20
@ -313,7 +314,8 @@ struct LP_pubkeyinfo
UT_hash_handle hh; UT_hash_handle hh;
bits256 pubkey; bits256 pubkey;
double matrix[LP_MAXPRICEINFOS][LP_MAXPRICEINFOS]; double matrix[LP_MAXPRICEINFOS][LP_MAXPRICEINFOS];
uint32_t timestamp,istrusted,numerrors; uint32_t timestamp,numerrors;
int32_t istrusted;
uint8_t rmd160[20],sig[65],pubsecp[33],siglen; uint8_t rmd160[20],sig[65],pubsecp[33],siglen;
}; };
@ -361,11 +363,13 @@ int32_t iguana_signrawtransaction(void *ctx,char *symbol,uint8_t wiftaddr,uint8_
struct LP_address_utxo *LP_address_utxofind(struct iguana_info *coin,char *coinaddr,bits256 txid,int32_t vout); struct LP_address_utxo *LP_address_utxofind(struct iguana_info *coin,char *coinaddr,bits256 txid,int32_t vout);
int32_t LP_destaddr(char *destaddr,cJSON *item); int32_t LP_destaddr(char *destaddr,cJSON *item);
int32_t LP_waitmempool(char *symbol,char *coinaddr,bits256 txid,int32_t vout,int32_t duration); int32_t LP_waitmempool(char *symbol,char *coinaddr,bits256 txid,int32_t vout,int32_t duration);
char *LP_statslog_disp(int32_t n,uint32_t starttime,uint32_t endtime,char *refgui,bits256 refpubkey);
struct LP_transaction *LP_transactionfind(struct iguana_info *coin,bits256 txid); struct LP_transaction *LP_transactionfind(struct iguana_info *coin,bits256 txid);
cJSON *LP_transactioninit(struct iguana_info *coin,bits256 txid,int32_t iter,cJSON *txobj); cJSON *LP_transactioninit(struct iguana_info *coin,bits256 txid,int32_t iter,cJSON *txobj);
int32_t LP_mempoolscan(char *symbol,bits256 searchtxid); int32_t LP_mempoolscan(char *symbol,bits256 searchtxid);
int32_t LP_txheight(struct iguana_info *coin,bits256 txid); int32_t LP_txheight(struct iguana_info *coin,bits256 txid);
int32_t LP_numpeers(); int32_t LP_numpeers();
char *basilisk_swapentry(uint32_t requestid,uint32_t quoteid);
uint64_t LP_KMDvalue(struct iguana_info *coin,uint64_t balance); uint64_t LP_KMDvalue(struct iguana_info *coin,uint64_t balance);
int32_t LP_address_utxoadd(char *debug,struct iguana_info *coin,char *coinaddr,bits256 txid,int32_t vout,uint64_t value,int32_t height,int32_t spendheight); int32_t LP_address_utxoadd(char *debug,struct iguana_info *coin,char *coinaddr,bits256 txid,int32_t vout,uint64_t value,int32_t height,int32_t spendheight);
void LP_smartutxos_push(struct iguana_info *coin); void LP_smartutxos_push(struct iguana_info *coin);

8
iguana/exchanges/LP_nativeDEX.c
View File

@ -18,8 +18,6 @@
// LP_nativeDEX.c // LP_nativeDEX.c
// marketmaker // marketmaker
// //
//MERKLE DIDNT VERIFY.ZEC 96d8484efb1f96e2a692f572d2b3bbc49a59bb586ec84ad952483186b69cb29b ht.209417 ({"error":"timeout"})
//MERKLE DIDNT VERIFY.ZEC 2520e53f9e0366f711bd924fcfc6fa5c3de7f095e8d7459a68daba2d2124b262 ht.209418 ({"error":"timeout"})
// pricearray? RT metrics // pricearray? RT metrics
// select oldest utxo first, handles <-> pubkeys, reputations, bonds etc. // select oldest utxo first, handles <-> pubkeys, reputations, bonds etc.
// //
@ -96,6 +94,7 @@ char *blocktrail_listtransactions(char *symbol,char *coinaddr,int32_t num,int32_
#include "LP_bitcoin.c" #include "LP_bitcoin.c"
#include "LP_coins.c" #include "LP_coins.c"
#include "LP_rpc.c" #include "LP_rpc.c"
#include "LP_RTmetrics.c"
#include "LP_utxo.c" #include "LP_utxo.c"
#include "LP_prices.c" #include "LP_prices.c"
#include "LP_scan.c" #include "LP_scan.c"
@ -107,7 +106,6 @@ char *blocktrail_listtransactions(char *symbol,char *coinaddr,int32_t num,int32_
#include "LP_utxos.c" #include "LP_utxos.c"
#include "LP_forwarding.c" #include "LP_forwarding.c"
#include "LP_signatures.c" #include "LP_signatures.c"
#include "LP_RTmetrics.c"
#include "LP_ordermatch.c" #include "LP_ordermatch.c"
#include "LP_portfolio.c" #include "LP_portfolio.c"
#include "LP_messages.c" #include "LP_messages.c"
@ -732,7 +730,7 @@ void LP_pubkeysloop(void *ctx)
LP_counter += 100; LP_counter += 100;
//printf("LP_pubkeysloop %d\n",LP_counter); //printf("LP_pubkeysloop %d\n",LP_counter);
LP_notify_pubkeys(ctx,LP_mypubsock); LP_notify_pubkeys(ctx,LP_mypubsock);
sleep(60); sleep(LP_ORDERBOOK_DURATION * .777);
} }
} }
@ -771,7 +769,7 @@ void LP_privkeysloop(void *ctx)
LP_counter += 1000; LP_counter += 1000;
//printf("LP_privkeysloop %u\n",LP_counter); //printf("LP_privkeysloop %u\n",LP_counter);
LP_privkey_updates(ctx,LP_mypubsock,0); LP_privkey_updates(ctx,LP_mypubsock,0);
sleep(60); sleep(LP_ORDERBOOK_DURATION * .777);
} }
} }

11
iguana/exchanges/LP_ordermatch.c
View File

@ -656,6 +656,12 @@ int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,
printf("request.(%s)\n",jprint(argjson,0)); printf("request.(%s)\n",jprint(argjson,0));
if ( 1 )//LP_allocated(butxo->payment.txid,butxo->payment.vout) != 0 || LP_allocated(butxo->deposit.txid,butxo->deposit.vout) != 0 || (qprice= LP_quote_validate(autxo,butxo,&Q,1)) <= SMALLVAL ) if ( 1 )//LP_allocated(butxo->payment.txid,butxo->payment.vout) != 0 || LP_allocated(butxo->deposit.txid,butxo->deposit.vout) != 0 || (qprice= LP_quote_validate(autxo,butxo,&Q,1)) <= SMALLVAL )
{ {
LP_RTmetrics_update(Q.srccoin,Q.destcoin);
if ( LP_RTmetrics_blacklisted(Q.desthash) >= 0 )
{
printf("request from blacklisted %s, ignore\n",bits256_str(str,Q.desthash));
return(retval);
}
printf("butxo.%p replace path %p %s, %p %s, %.8f\n",butxo,LP_allocated(butxo->payment.txid,butxo->payment.vout),bits256_str(str,butxo->payment.txid),LP_allocated(butxo->deposit.txid,butxo->deposit.vout),bits256_str(str2,butxo->deposit.txid),LP_quote_validate(autxo,butxo,&Q,1)); printf("butxo.%p replace path %p %s, %p %s, %.8f\n",butxo,LP_allocated(butxo->payment.txid,butxo->payment.vout),bits256_str(str,butxo->payment.txid),LP_allocated(butxo->deposit.txid,butxo->deposit.vout),bits256_str(str2,butxo->deposit.txid),LP_quote_validate(autxo,butxo,&Q,1));
LP_listunspent_both(Q.srccoin,Q.coinaddr,0); LP_listunspent_both(Q.srccoin,Q.coinaddr,0);
if ( (butxo= LP_address_utxopair(1,utxos,max,LP_coinfind(Q.srccoin),Q.coinaddr,Q.txfee,dstr(Q.destsatoshis),price,Q.desttxfee)) != 0 ) if ( (butxo= LP_address_utxopair(1,utxos,max,LP_coinfind(Q.srccoin),Q.coinaddr,Q.txfee,dstr(Q.destsatoshis),price,Q.desttxfee)) != 0 )
@ -787,7 +793,7 @@ struct LP_utxoinfo *LP_buyutxo(double *ordermatchpricep,int64_t *bestsatoshisp,i
{ {
if ( (rawasks= jarray(&numasks,orderbook,"asks")) != 0 ) if ( (rawasks= jarray(&numasks,orderbook,"asks")) != 0 )
{ {
if ( (asks= LP_RTmetrics_sort(rawasks,numasks,maxprice,dstr(autxo->S.satoshis))) == 0 ) if ( (asks= LP_RTmetrics_sort(base,autxo->coin,rawasks,numasks,maxprice,dstr(autxo->S.satoshis))) == 0 )
asks = rawasks; asks = rawasks;
for (i=0; i<numasks; i++) for (i=0; i<numasks; i++)
{ {
@ -797,6 +803,8 @@ struct LP_utxoinfo *LP_buyutxo(double *ordermatchpricep,int64_t *bestsatoshisp,i
pubkey = jbits256(item,"pubkey"); pubkey = jbits256(item,"pubkey");
if ( bits256_nonz(destpubkey) != 0 && bits256_cmp(destpubkey,pubkey) != 0 ) if ( bits256_nonz(destpubkey) != 0 && bits256_cmp(destpubkey,pubkey) != 0 )
continue; continue;
if ( LP_RTmetrics_blacklisted(pubkey) >= 0 )
continue;
//printf("[%d/%d] %s pubcmp %d price %.8f vs maxprice %.8f\n",i,numasks,jprint(item,0),bits256_cmp(pubkey,G.LP_mypub25519),price,maxprice); //printf("[%d/%d] %s pubcmp %d price %.8f vs maxprice %.8f\n",i,numasks,jprint(item,0),bits256_cmp(pubkey,G.LP_mypub25519),price,maxprice);
if ( LP_pricevalid(price) > 0 && price <= maxprice ) if ( LP_pricevalid(price) > 0 && price <= maxprice )
{ {
@ -904,6 +912,7 @@ char *LP_autobuy(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel
printf("destsatoshis %.8f vs utxo %.8f this would have triggered an quote error -13\n",dstr(destsatoshis),dstr(autxo->payment.value)); printf("destsatoshis %.8f vs utxo %.8f this would have triggered an quote error -13\n",dstr(destsatoshis),dstr(autxo->payment.value));
return(clonestr("{\"error\":\"cant find alice utxo that is small enough\"}")); return(clonestr("{\"error\":\"cant find alice utxo that is small enough\"}"));
} }
LP_RTmetrics_update(base,rel);
while ( 1 ) while ( 1 )
{ {
if ( (bestutxo= LP_buyutxo(&ordermatchprice,&bestsatoshis,&bestdestsatoshis,autxo,base,maxprice,duration,txfee,desttxfee,gui,pubkeys,numpubs,destpubkey)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 ) if ( (bestutxo= LP_buyutxo(&ordermatchprice,&bestsatoshis,&bestdestsatoshis,autxo,base,maxprice,duration,txfee,desttxfee,gui,pubkeys,numpubs,destpubkey)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )

14
iguana/exchanges/LP_statemachine.c
View File

@ -2349,6 +2349,20 @@ struct LP_utxoinfo *LP_bestutxo(double *ordermatchpricep,int64_t *bestsatoshisp,
LP_mypriceset(&changed,autxo->coin,base,1. / *ordermatchpricep); LP_mypriceset(&changed,autxo->coin,base,1. / *ordermatchpricep);
return(bestutxo); return(bestutxo);
} }
/*static int _LP_metric_eval(const void *a,const void *b)
{
#define aptr (*(struct LP_metricinfo **)a)
#define bptr (*(struct LP_metricinfo **)b)
if ( bptr->metric > aptr->metric )
return(1);
else if ( bptr->metric < aptr->metric )
return(-1);
return(0);
#undef aptr
#undef bptr
}*/
/*portable_mutex_lock(&ep->pendingQ.mutex); /*portable_mutex_lock(&ep->pendingQ.mutex);
if ( ep->pendingQ.list != 0 ) if ( ep->pendingQ.list != 0 )
{ {

2
iguana/exchanges/LP_utxo.c
View File

@ -149,7 +149,7 @@ int32_t LP_address_utxo_ptrs(struct iguana_info *coin,int32_t iambob,struct LP_a
DL_FOREACH_SAFE(ap->utxos,up,tmp) DL_FOREACH_SAFE(ap->utxos,up,tmp)
{ {
//char str[65]; printf("LP_address_utxo_ptrs %s n.%d %.8f %s v%d spendheight.%d allocated.%p\n",ap->coinaddr,n,dstr(up->U.value),bits256_str(str,up->U.txid),up->U.vout,up->spendheight,LP_allocated(up->U.txid,up->U.vout)); //char str[65]; printf("LP_address_utxo_ptrs %s n.%d %.8f %s v%d spendheight.%d allocated.%p\n",ap->coinaddr,n,dstr(up->U.value),bits256_str(str,up->U.txid),up->U.vout,up->spendheight,LP_allocated(up->U.txid,up->U.vout));
if ( up->spendheight <= 0 ) if ( up->spendheight <= 0 && LP_RTmetrics_avoidtxid(up->U.txid) < 0 )
{ {
if ( coin->electrum == 0 ) if ( coin->electrum == 0 )
{ {

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