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Test

etomic
jl777 7 years ago
parent
1148ddda8e
commit
38fd836d6c
1 changed files with 46 additions and 35 deletions
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  1. 81
      iguana/exchanges/LP_prices.c

81
iguana/exchanges/LP_prices.c
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@ -172,7 +172,7 @@ cJSON *LP_pubkeyjson(struct LP_pubkeyinfo *pubp)
base = LP_priceinfos[baseid].symbol;
for (relid=0; relid<LP_numpriceinfos; relid++)
{
if ( (price= pubp->matrix[baseid][relid]) > SMALLVAL )
if ( (price= pubp->matrix[baseid][relid]) > SMALLVAL && isnan(price) == 0 && price < SATOSHIDEN )
{
item = cJSON_CreateArray();
jaddistr(item,base);
@ -215,14 +215,17 @@ void LP_prices_parse(cJSON *obj)
base = jstri(item,0);
rel = jstri(item,1);
askprice = jdoublei(item,2);
if ( (basepp= LP_priceinfoptr(&relid,base,rel)) != 0 )
if ( askprice > SMALLVAL && isnan(askprice) == 0 && askprice < SATOSHIDEN )
{
char str[65]; printf("%s %s/%s (%d/%d) %.8f\n",bits256_str(str,pubkey),base,rel,basepp->ind,relid,askprice);
pubp->matrix[basepp->ind][relid] = askprice;
if ( (relpp= LP_priceinfofind(rel)) != 0 )
if ( (basepp= LP_priceinfoptr(&relid,base,rel)) != 0 )
{
dxblend(&basepp->relvals[relpp->ind],askprice,0.9);
dxblend(&relpp->relvals[basepp->ind],1. / askprice,0.9);
char str[65]; printf("%s %s/%s (%d/%d) %.8f\n",bits256_str(str,pubkey),base,rel,basepp->ind,relid,askprice);
pubp->matrix[basepp->ind][relid] = askprice;
if ( (relpp= LP_priceinfofind(rel)) != 0 )
{
dxblend(&basepp->relvals[relpp->ind],askprice,0.9);
dxblend(&relpp->relvals[basepp->ind],1. / askprice,0.9);
}
}
}
}
@ -259,6 +262,8 @@ double LP_pricecache(struct LP_quoteinfo *qp,char *base,char *rel,bits256 txid,i
{
printf("LP_pricecache: null ptr->price? ");
ptr->price = (double)ptr->Q.destsatoshis / ptr->Q.satoshis;
if ( ptr->price < SMALLVAL || isnan(ptr->price) != 0 || ptr->price >= SATOSHIDEN )
ptr->price = 0.;
}
//printf("found %s/%s %.8f\n",base,rel,ptr->price);
return(ptr->price);
@ -270,12 +275,15 @@ double LP_pricecache(struct LP_quoteinfo *qp,char *base,char *rel,bits256 txid,i
void LP_priceinfoupdate(char *base,char *rel,double price)
{
struct LP_priceinfo *basepp,*relpp;
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
if ( price > SMALLVAL && isnan(price) == 0 && price < SATOSHIDEN )
{
//dxblend(&basepp->relvals[relpp->ind],price,0.9);
//dxblend(&relpp->relvals[basepp->ind],1. / price,0.9);
basepp->relvals[relpp->ind] = price;
relpp->relvals[basepp->ind] = 1. / price;
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
//dxblend(&basepp->relvals[relpp->ind],price,0.9);
//dxblend(&relpp->relvals[basepp->ind],1. / price,0.9);
basepp->relvals[relpp->ind] = price;
relpp->relvals[basepp->ind] = 1. / price;
}
}
}
@ -285,9 +293,9 @@ double LP_myprice(double *bidp,double *askp,char *base,char *rel)
*bidp = *askp = 0.;
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
if ( (*askp= basepp->myprices[relpp->ind]) > SMALLVAL )
if ( (*askp= basepp->myprices[relpp->ind]) > SMALLVAL && isnan(*askp) == 0 && *askp < SATOSHIDEN )
{
if ( (val= relpp->myprices[basepp->ind]) > SMALLVAL )
if ( (val= relpp->myprices[basepp->ind]) > SMALLVAL && isnan(val) == 0 && val < SATOSHIDEN )
{
*bidp = 1. / val;
return((*askp + *bidp) * 0.5);
@ -300,7 +308,7 @@ double LP_myprice(double *bidp,double *askp,char *base,char *rel)
}
else
{
if ( (val= relpp->myprices[basepp->ind]) > SMALLVAL )
if ( (val= relpp->myprices[basepp->ind]) > SMALLVAL && isnan(val) == 0 && val < SATOSHIDEN )
{
*bidp = 1. / val;
*askp = 0.;
@ -339,7 +347,7 @@ int32_t LP_mypriceset(int32_t *changedp,char *base,char *rel,double price)
{
struct LP_priceinfo *basepp,*relpp; struct LP_pubkeyinfo *pubp;
*changedp = 0;
if ( base != 0 && rel != 0 && price > SMALLVAL && (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
if ( base != 0 && rel != 0 && price > SMALLVAL && (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 && isnan(price) == 0 && price < SATOSHIDEN )
{
if ( fabs(basepp->myprices[relpp->ind] - price) > SMALLVAL )
*changedp = 1;
@ -439,24 +447,27 @@ struct LP_cacheinfo *LP_cacheadd(char *base,char *rel,bits256 txid,int32_t vout,
char str[65]; struct LP_cacheinfo *ptr=0;
if ( base == 0 || rel == 0 )
return(0);
if ( (ptr= LP_cachefind(base,rel,txid,vout)) == 0 )
if ( price > SMALLVAL && isnan(price) == 0 && price < SATOSHIDEN )
{
ptr = calloc(1,sizeof(*ptr));
if ( LP_cachekey(ptr->key,base,rel,txid,vout) == sizeof(ptr->key) )
if ( (ptr= LP_cachefind(base,rel,txid,vout)) == 0 )
{
ptr = calloc(1,sizeof(*ptr));
if ( LP_cachekey(ptr->key,base,rel,txid,vout) == sizeof(ptr->key) )
{
portable_mutex_lock(&LP_cachemutex);
HASH_ADD(hh,LP_cacheinfos,key,sizeof(ptr->key),ptr);
portable_mutex_unlock(&LP_cachemutex);
} else printf("LP_cacheadd keysize mismatch?\n");
}
ptr->Q = *qp;
ptr->timestamp = (uint32_t)time(NULL);
if ( price != ptr->price )
{
portable_mutex_lock(&LP_cachemutex);
HASH_ADD(hh,LP_cacheinfos,key,sizeof(ptr->key),ptr);
portable_mutex_unlock(&LP_cachemutex);
} else printf("LP_cacheadd keysize mismatch?\n");
ptr->price = price;
LP_priceinfoupdate(base,rel,price);
printf("updated %s/v%d %s/%s %llu price %.8f\n",bits256_str(str,txid),vout,base,rel,(long long)qp->satoshis,price);
} else ptr->price = price;
}
ptr->Q = *qp;
ptr->timestamp = (uint32_t)time(NULL);
if ( price != ptr->price )
{
ptr->price = price;
LP_priceinfoupdate(base,rel,price);
printf("updated %s/v%d %s/%s %llu price %.8f\n",bits256_str(str,txid),vout,base,rel,(long long)qp->satoshis,price);
} else ptr->price = price;
return(ptr);
}
@ -489,7 +500,7 @@ static int _cmp_orderbook(const void *a,const void *b)
cJSON *LP_orderbookjson(struct LP_orderbookentry *op)
{
cJSON *item = cJSON_CreateObject();
if ( op->price > SMALLVAL )
if ( op->price > SMALLVAL && isnan(op->price) == 0 && op->price < SATOSHIDEN )
{
jaddnum(item,"price",op->price);
jaddnum(item,"volume",dstr(op->basesatoshis));
@ -629,7 +640,7 @@ char *LP_pricestr(char *base,char *rel,double origprice)
if ( origprice > SMALLVAL && origprice < price )
price = origprice;
}
if ( price > SMALLVAL )
if ( price > SMALLVAL && isnan(price) == 0 && price < SATOSHIDEN )
{
retjson = cJSON_CreateObject();
jaddstr(retjson,"result","success");
@ -788,7 +799,7 @@ void LP_pricefeedupdate(bits256 pubkey,char *base,char *rel,double price)
LP_pricefname(fname,base,rel);
fp = basepp->fps[relpp->ind] = OS_appendfile(fname);
}
if ( fp != 0 && price > SMALLVAL )
if ( fp != 0 && price > SMALLVAL && isnan(price) == 0 && price < SATOSHIDEN )
{
now = (uint32_t)time(NULL);
price64 = price * SATOSHIDEN;
@ -801,7 +812,7 @@ void LP_pricefeedupdate(bits256 pubkey,char *base,char *rel,double price)
sprintf(fname,"%s/PRICES/%s_%s",GLOBAL_DBDIR,rel,base);
fp = relpp->fps[basepp->ind] = OS_appendfile(fname);
}
if ( fp != 0 && price > SMALLVAL )
if ( fp != 0 && price > SMALLVAL && isnan(price) == 0 && price < SATOSHIDEN )
{
now = (uint32_t)time(NULL);
price64 = (1. / price) * SATOSHIDEN;

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