lukechilds
/
SuperNET
mirror of https://github.com/lukechilds/SuperNET.git
1
0
Fork 0
Code Issues Projects Releases Wiki Activity
Browse Source

Separate my prices into bob and Alice

pass-iguana-arg
jl777 7 years ago
parent
858c6bdf50
commit
42cc2b8322
5 changed files with 80 additions and 74 deletions
Whitespace
Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL
Unified View
Diff Options
Show Stats Download Patch File Download Diff File
  1. 20
      iguana/exchanges/LP_commands.c
  2. 1
      iguana/exchanges/LP_nativeDEX.c
  3. 28
      iguana/exchanges/LP_ordermatch.c
  4. 18
      iguana/exchanges/LP_portfolio.c
  5. 87
      iguana/exchanges/LP_prices.c

20
iguana/exchanges/LP_commands.c
View File

@ -486,14 +486,14 @@ jpg(srcfile, destfile, power2=7, password, data="", required, ind=0)\n\
double price,bid,ask; double price,bid,ask;
if ( strcmp(method,"getprice") == 0 ) if ( strcmp(method,"getprice") == 0 )
{ {
ask = LP_price(base,rel); ask = LP_price(1,base,rel);
if ( (bid= LP_price(rel,base)) > SMALLVAL ) if ( (bid= LP_price(1,rel,base)) > SMALLVAL )
bid = 1./bid; bid = 1./bid;
} }
else else
{ {
ask = LP_getmyprice(base,rel); ask = LP_getmyprice(1,base,rel);
if ( (bid= LP_getmyprice(rel,base)) > SMALLVAL ) if ( (bid= LP_getmyprice(1,rel,base)) > SMALLVAL )
bid = 1./bid; bid = 1./bid;
} }
price = _pairaved(bid,ask); price = _pairaved(bid,ask);
@ -512,9 +512,9 @@ jpg(srcfile, destfile, power2=7, password, data="", required, ind=0)\n\
price = jdouble(argjson,"price"); price = jdouble(argjson,"price");
if ( strcmp(method,"setprice") == 0 ) if ( strcmp(method,"setprice") == 0 )
{ {
if ( LP_mypriceset(&changed,base,rel,price) < 0 ) if ( LP_mypriceset(1,&changed,base,rel,price) < 0 )
return(clonestr("{\"error\":\"couldnt set price\"}")); return(clonestr("{\"error\":\"couldnt set price\"}"));
//else if ( LP_mypriceset(&changed,rel,base,1./price) < 0 ) //else if ( LP_mypriceset(1,&changed,rel,base,1./price) < 0 )
// return(clonestr("{\"error\":\"couldnt set price\"}")); // return(clonestr("{\"error\":\"couldnt set price\"}"));
else if ( price == 0. || jobj(argjson,"broadcast") == 0 || jint(argjson,"broadcast") != 0 ) else if ( price == 0. || jobj(argjson,"broadcast") == 0 || jint(argjson,"broadcast") != 0 )
return(LP_pricepings(ctx,myipaddr,LP_mypubsock,base,rel,price * LP_profitratio)); return(LP_pricepings(ctx,myipaddr,LP_mypubsock,base,rel,price * LP_profitratio));
@ -524,7 +524,7 @@ jpg(srcfile, destfile, power2=7, password, data="", required, ind=0)\n\
return(LP_orderbook(base,rel,jint(argjson,"duration"))); return(LP_orderbook(base,rel,jint(argjson,"duration")));
else if ( strcmp(method,"myprice") == 0 ) else if ( strcmp(method,"myprice") == 0 )
{ {
if ( LP_myprice(&bid,&ask,base,rel) > SMALLVAL ) if ( LP_myprice(1,&bid,&ask,base,rel) > SMALLVAL )
{ {
retjson = cJSON_CreateObject(); retjson = cJSON_CreateObject();
jaddstr(retjson,"base",base); jaddstr(retjson,"base",base);
@ -801,7 +801,7 @@ jpg(srcfile, destfile, power2=7, password, data="", required, ind=0)\n\
return(jprint(retjson,1)); return(jprint(retjson,1));
} }
else if ( strcmp(method,"myprices") == 0 ) else if ( strcmp(method,"myprices") == 0 )
return(LP_myprices()); return(LP_myprices(1));
else if ( strcmp(method,"trust") == 0 ) else if ( strcmp(method,"trust") == 0 )
return(LP_pubkey_trustset(jbits256(argjson,"pubkey"),jint(argjson,"trust"))); return(LP_pubkey_trustset(jbits256(argjson,"pubkey"),jint(argjson,"trust")));
else if ( strcmp(method,"trusted") == 0 ) else if ( strcmp(method,"trusted") == 0 )
@ -863,12 +863,12 @@ jpg(srcfile, destfile, power2=7, password, data="", required, ind=0)\n\
if ( strcmp(method,"getprice") == 0 ) if ( strcmp(method,"getprice") == 0 )
{ {
ask = LP_price(base,rel); ask = LP_price(base,rel);
if ( (bid= LP_price(rel,base)) > SMALLVAL ) if ( (bid= LP_price(1,rel,base)) > SMALLVAL )
bid = 1./bid; bid = 1./bid;
} }
else else
{ {
ask = LP_getmyprice(base,rel); ask = LP_getmyprice(1,base,rel);
if ( (bid= LP_getmyprice(rel,base)) > SMALLVAL ) if ( (bid= LP_getmyprice(rel,base)) > SMALLVAL )
bid = 1./bid; bid = 1./bid;
} }

1
iguana/exchanges/LP_nativeDEX.c
View File

@ -576,6 +576,7 @@ void LP_coinsloop(void *_coins)
LP_address_utxo_reset(&num,coin); LP_address_utxo_reset(&num,coin);
coin->did_addrutxo_reset = 1; coin->did_addrutxo_reset = 1;
} }
free_json(LP_address_balance(coin,coin->smartaddr,1));
if ( coin->do_autofill_merge != 0 ) if ( coin->do_autofill_merge != 0 )
{ {
if ( (retstr= LP_autofillbob(coin,coin->do_autofill_merge*1.02)) != 0 ) if ( (retstr= LP_autofillbob(coin,coin->do_autofill_merge*1.02)) != 0 )

28
iguana/exchanges/LP_ordermatch.c
View File

@ -685,17 +685,11 @@ void LP_alicequery_clear()
int32_t LP_alice_eligible(uint32_t quotetime) int32_t LP_alice_eligible(uint32_t quotetime)
{ {
int32_t changed;
if ( Alice_expiration != 0 && quotetime > Alice_expiration ) if ( Alice_expiration != 0 && quotetime > Alice_expiration )
{ {
if ( LP_Alicequery.uuidstr[0] != 0 ) if ( LP_Alicequery.uuidstr[0] != 0 )
LP_failedmsg(LP_Alicequery.R.requestid,LP_Alicequery.R.quoteid,-9999,LP_Alicequery.uuidstr); LP_failedmsg(LP_Alicequery.R.requestid,LP_Alicequery.R.quoteid,-9999,LP_Alicequery.uuidstr);
printf("time expired for Alice_request\n"); printf("time expired for Alice_request\n");
/*if ( LP_Alicequery.srccoin[0] != 0 && LP_Alicequery.destcoin[0] != 0 ) cant do this! myprice is used to validate the order
{
LP_mypriceset(&changed,LP_Alicequery.destcoin,LP_Alicequery.srccoin,0.);
LP_mypriceset(&changed,LP_Alicequery.srccoin,LP_Alicequery.destcoin,0.);
}*/
LP_alicequery_clear(); LP_alicequery_clear();
} }
return(Alice_expiration == 0 || time(NULL) < Alice_expiration); return(Alice_expiration == 0 || time(NULL) < Alice_expiration);
@ -752,7 +746,7 @@ char *LP_cancel_order(char *uuidstr)
char *LP_connectedalice(struct LP_quoteinfo *qp,char *pairstr) // alice char *LP_connectedalice(struct LP_quoteinfo *qp,char *pairstr) // alice
{ {
cJSON *retjson; char otheraddr[64],*msg; double bid,ask,price,qprice; int32_t pairsock = -1; int32_t DEXselector = 0; struct LP_utxoinfo *autxo,A,B,*butxo; struct basilisk_swap *swap; struct iguana_info *coin; cJSON *retjson; char otheraddr[64],*msg; double bid,ask,price,qprice; int32_t connected,pairsock = -1; int32_t DEXselector = 0; struct LP_utxoinfo *autxo,A,B,*butxo; struct basilisk_swap *swap; struct iguana_info *coin;
if ( bits256_cmp(qp->desthash,G.LP_mypub25519) != 0 ) if ( bits256_cmp(qp->desthash,G.LP_mypub25519) != 0 )
{ {
LP_aliceid(qp->tradeid,qp->aliceid,"error1",0,0); LP_aliceid(qp->tradeid,qp->aliceid,"error1",0,0);
@ -762,6 +756,12 @@ char *LP_connectedalice(struct LP_quoteinfo *qp,char *pairstr) // alice
printf("CONNECTED mpnet.%d fill.%d gtc.%d numpending.%d tradeid.%u requestid.%u quoteid.%u pairstr.%s\n",qp->mpnet,qp->fill,qp->gtc,G.LP_pendingswaps,qp->tradeid,qp->R.requestid,qp->R.quoteid,pairstr!=0?pairstr:""); printf("CONNECTED mpnet.%d fill.%d gtc.%d numpending.%d tradeid.%u requestid.%u quoteid.%u pairstr.%s\n",qp->mpnet,qp->fill,qp->gtc,G.LP_pendingswaps,qp->tradeid,qp->R.requestid,qp->R.quoteid,pairstr!=0?pairstr:"");
LP_requestinit(&qp->R,qp->srchash,qp->desthash,qp->srccoin,qp->satoshis-qp->txfee,qp->destcoin,qp->destsatoshis-qp->desttxfee,qp->timestamp,qp->quotetime,DEXselector,qp->fill,qp->gtc); LP_requestinit(&qp->R,qp->srchash,qp->desthash,qp->srccoin,qp->satoshis-qp->txfee,qp->destcoin,qp->destsatoshis-qp->desttxfee,qp->timestamp,qp->quotetime,DEXselector,qp->fill,qp->gtc);
//printf("calculated requestid.%u quoteid.%u\n",qp->R.requestid,qp->R.quoteid); //printf("calculated requestid.%u quoteid.%u\n",qp->R.requestid,qp->R.quoteid);
if ( LP_Alicequery.srccoin[0] != 0 && LP_Alicequery.destcoin[0] != 0 )
{
LP_mypriceset(0,&changed,LP_Alicequery.destcoin,LP_Alicequery.srccoin,0.);
LP_mypriceset(0,&changed,LP_Alicequery.srccoin,LP_Alicequery.destcoin,0.);
}
LP_alicequery_clear();
memset(&LP_Alicereserved,0,sizeof(LP_Alicereserved)); memset(&LP_Alicereserved,0,sizeof(LP_Alicereserved));
LP_aliceid(qp->tradeid,qp->aliceid,"connected",qp->R.requestid,qp->R.quoteid); LP_aliceid(qp->tradeid,qp->aliceid,"connected",qp->R.requestid,qp->R.quoteid);
autxo = &A; autxo = &A;
@ -778,7 +778,7 @@ char *LP_connectedalice(struct LP_quoteinfo *qp,char *pairstr) // alice
printf("quote %s/%s validate error %.0f\n",qp->srccoin,qp->destcoin,qprice); printf("quote %s/%s validate error %.0f\n",qp->srccoin,qp->destcoin,qprice);
return(clonestr("{\"error\":\"quote validation error\"}")); return(clonestr("{\"error\":\"quote validation error\"}"));
} }
if ( LP_myprice(&bid,&ask,qp->srccoin,qp->destcoin) <= SMALLVAL || bid <= SMALLVAL ) if ( LP_myprice(0,&bid,&ask,qp->srccoin,qp->destcoin) <= SMALLVAL || bid <= SMALLVAL )
{ {
printf("this node has no price for %s/%s (%.8f %.8f)\n",qp->destcoin,qp->srccoin,bid,ask); printf("this node has no price for %s/%s (%.8f %.8f)\n",qp->destcoin,qp->srccoin,bid,ask);
LP_availableset(qp->desttxid,qp->vout); LP_availableset(qp->desttxid,qp->vout);
@ -969,7 +969,7 @@ void LP_reserved(void *ctx,char *myipaddr,int32_t mypubsock,struct LP_quoteinfo
double LP_trades_bobprice(double *bidp,double *askp,struct LP_quoteinfo *qp) double LP_trades_bobprice(double *bidp,double *askp,struct LP_quoteinfo *qp)
{ {
double price; struct iguana_info *coin; char str[65]; double price; struct iguana_info *coin; char str[65];
price = LP_myprice(bidp,askp,qp->srccoin,qp->destcoin); price = LP_myprice(1,bidp,askp,qp->srccoin,qp->destcoin);
if ( (coin= LP_coinfind(qp->srccoin)) == 0 || price <= SMALLVAL || *askp <= SMALLVAL ) if ( (coin= LP_coinfind(qp->srccoin)) == 0 || price <= SMALLVAL || *askp <= SMALLVAL )
{ {
//printf("this node has no price for %s/%s\n",qp->srccoin,qp->destcoin); //printf("this node has no price for %s/%s\n",qp->srccoin,qp->destcoin);
@ -1260,7 +1260,7 @@ struct LP_quoteinfo *LP_trades_gotconnected(void *ctx,struct LP_quoteinfo *qp,st
LP_aliceid(qp->tradeid,qp->aliceid,"connected",0,0); LP_aliceid(qp->tradeid,qp->aliceid,"connected",0,0);
if ( (retstr= LP_connectedalice(qp,pairstr)) != 0 ) if ( (retstr= LP_connectedalice(qp,pairstr)) != 0 )
free(retstr); free(retstr);
LP_mypriceset(&changed,qp->destcoin,qp->srccoin,0.); LP_mypriceset(0,&changed,qp->destcoin,qp->srccoin,0.);
LP_alicequery_clear(); LP_alicequery_clear();
return(qp); return(qp);
} else LP_failedmsg(qp->R.requestid,qp->R.quoteid,val,qp->uuidstr); } else LP_failedmsg(qp->R.requestid,qp->R.quoteid,val,qp->uuidstr);
@ -1594,7 +1594,9 @@ int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,
else LP_tradecommandQ(&Q,jstr(argjson,"pair"),LP_CONNECTED); else LP_tradecommandQ(&Q,jstr(argjson,"pair"),LP_CONNECTED);
} }
} }
price = LP_myprice(&bid,&ask,Q.srccoin,Q.destcoin); if ( strcmp(method,"request") == 0 || strcmp(method,"connect") == 0 ) // bob
price = LP_myprice(1,&bid,&ask,Q.srccoin,Q.destcoin);
else price = LP_myprice(0,&bid,&ask,Q.srccoin,Q.destcoin); // alice
if ( (coin= LP_coinfind(Q.srccoin)) == 0 || coin->inactive != 0 ) if ( (coin= LP_coinfind(Q.srccoin)) == 0 || coin->inactive != 0 )
{ {
//printf("%s is not active\n",Q.srccoin); //printf("%s is not active\n",Q.srccoin);
@ -1796,8 +1798,8 @@ char *LP_autobuy(void *ctx,int32_t fomoflag,char *myipaddr,int32_t mypubsock,cha
Q.mpnet = 0; Q.mpnet = 0;
Q.fill = fillflag; Q.fill = fillflag;
Q.gtc = gtcflag; Q.gtc = gtcflag;
LP_mypriceset(&changed,rel,base,1. / maxprice); LP_mypriceset(0,&changed,rel,base,1. / maxprice);
LP_mypriceset(&changed,base,rel,0.); LP_mypriceset(0,&changed,base,rel,0.);
if ( uuidstr == 0 || uuidstr[0] == 0 ) if ( uuidstr == 0 || uuidstr[0] == 0 )
{ {
uint8_t uuidhash[256]; bits256 hash; uint64_t millis; int32_t len = 0; uint8_t uuidhash[256]; bits256 hash; uint64_t millis; int32_t len = 0;

18
iguana/exchanges/LP_portfolio.c
View File

@ -152,7 +152,7 @@ char *LP_portfolio()
coin->balanceA = LP_balance(&coin->valuesumA,0,coin->symbol,coin->smartaddr); coin->balanceA = LP_balance(&coin->valuesumA,0,coin->symbol,coin->smartaddr);
coin->balanceB = LP_balance(&coin->valuesumB,1,coin->symbol,coin->smartaddr); coin->balanceB = LP_balance(&coin->valuesumB,1,coin->symbol,coin->smartaddr);
if ( strcmp(coin->symbol,"KMD") != 0 ) if ( strcmp(coin->symbol,"KMD") != 0 )
coin->price_kmd = LP_price(coin->symbol,"KMD"); coin->price_kmd = LP_price(1,coin->symbol,"KMD");
else coin->price_kmd = 1.; else coin->price_kmd = 1.;
coin->maxamount = coin->valuesumA; coin->maxamount = coin->valuesumA;
if ( coin->valuesumB > coin->maxamount ) if ( coin->valuesumB > coin->maxamount )
@ -274,7 +274,7 @@ void LP_autopriceset(int32_t ind,void *ctx,int32_t dir,struct LP_priceinfo *base
oppomargin = basepp->buymargins[relpp->ind]; oppomargin = basepp->buymargins[relpp->ind];
if ( (fixedprice= basepp->fixedprices[relpp->ind]) > SMALLVAL ) if ( (fixedprice= basepp->fixedprices[relpp->ind]) > SMALLVAL )
{ {
LP_mypriceset(&changed,relpp->symbol,basepp->symbol,fixedprice); LP_mypriceset(1,&changed,relpp->symbol,basepp->symbol,fixedprice);
//printf("autoprice FIXED %s/%s <- %.8f\n",basepp->symbol,relpp->symbol,fixedprice); //printf("autoprice FIXED %s/%s <- %.8f\n",basepp->symbol,relpp->symbol,fixedprice);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,relpp->symbol,basepp->symbol,fixedprice); LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,relpp->symbol,basepp->symbol,fixedprice);
return; return;
@ -285,7 +285,7 @@ void LP_autopriceset(int32_t ind,void *ctx,int32_t dir,struct LP_priceinfo *base
factor = basepp->factors[relpp->ind]; factor = basepp->factors[relpp->ind];
if ( fabs(price) < SMALLVAL && refbase != 0 && refrel != 0 ) if ( fabs(price) < SMALLVAL && refbase != 0 && refrel != 0 )
{ {
price = LP_myprice(&bid,&ask,refbase,refrel); price = LP_myprice(1,&bid,&ask,refbase,refrel);
//printf("%s/%s USE ref %s/%s %.8f factor %.8f offset %.8f margin %.8f/%.8f\n",basepp->symbol,relpp->symbol,refbase,refrel,price,factor,offset,oppomargin,margin); //printf("%s/%s USE ref %s/%s %.8f factor %.8f offset %.8f margin %.8f/%.8f\n",basepp->symbol,relpp->symbol,refbase,refrel,price,factor,offset,oppomargin,margin);
} }
if ( LP_pricevalid(price) > 0 ) if ( LP_pricevalid(price) > 0 )
@ -312,7 +312,7 @@ void LP_autopriceset(int32_t ind,void *ctx,int32_t dir,struct LP_priceinfo *base
newprice = LP_autorefs[ind].lastask; newprice = LP_autorefs[ind].lastask;
//printf("autopriceset %s/%s <- %.8f %.8f (%.8f %.8f)\n",basepp->symbol,relpp->symbol,price,newprice,LP_autorefs[ind].lastbid,LP_autorefs[ind].lastask); //printf("autopriceset %s/%s <- %.8f %.8f (%.8f %.8f)\n",basepp->symbol,relpp->symbol,price,newprice,LP_autorefs[ind].lastbid,LP_autorefs[ind].lastask);
} }
LP_mypriceset(&changed,relpp->symbol,basepp->symbol,newprice); LP_mypriceset(1,&changed,relpp->symbol,basepp->symbol,newprice);
if ( changed != 0 || time(NULL) > lasttime+LP_ORDERBOOK_DURATION*.777) if ( changed != 0 || time(NULL) > lasttime+LP_ORDERBOOK_DURATION*.777)
{ {
lasttime = (uint32_t)time(NULL); lasttime = (uint32_t)time(NULL);
@ -582,9 +582,9 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
LP_autorefs[i].lastask = askprice; LP_autorefs[i].lastask = askprice;
else LP_autorefs[i].lastask = (LP_autorefs[i].lastask * 0.9) + (0.1 * askprice); else LP_autorefs[i].lastask = (LP_autorefs[i].lastask * 0.9) + (0.1 * askprice);
askprice = LP_autorefs[i].lastask; askprice = LP_autorefs[i].lastask;
LP_mypriceset(&changed,rel,base,bidprice); LP_mypriceset(1,&changed,rel,base,bidprice);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,bidprice); LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,bidprice);
LP_mypriceset(&changed,base,rel,askprice); LP_mypriceset(1,&changed,base,rel,askprice);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,askprice); LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,askprice);
//printf("price %.8f -> %.8f %.8f\n",price,bidprice,askprice); //printf("price %.8f -> %.8f %.8f\n",price,bidprice,askprice);
} }
@ -626,7 +626,7 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
LP_autorefs[i].lastbid = newprice; LP_autorefs[i].lastbid = newprice;
else LP_autorefs[i].lastbid = (LP_autorefs[i].lastbid * 0.99) + (0.01 * newprice); else LP_autorefs[i].lastbid = (LP_autorefs[i].lastbid * 0.99) + (0.01 * newprice);
newprice = LP_autorefs[i].lastbid; newprice = LP_autorefs[i].lastbid;
LP_mypriceset(&changed,rel,base,newprice); LP_mypriceset(1,&changed,rel,base,newprice);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,newprice); LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,newprice);
//printf("%s/%s price %.8f margin %.8f/%.8f newprice %.8f %.8f\n",base,rel,price,buymargin,sellmargin,newprice,(1. / newprice) * (1. + sellmargin)); //printf("%s/%s price %.8f margin %.8f/%.8f newprice %.8f %.8f\n",base,rel,price,buymargin,sellmargin,newprice,(1. / newprice) * (1. + sellmargin));
newprice = (1. / price) * (1. + sellmargin); newprice = (1. / price) * (1. + sellmargin);
@ -634,7 +634,7 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
LP_autorefs[i].lastask = newprice; LP_autorefs[i].lastask = newprice;
else LP_autorefs[i].lastask = (LP_autorefs[i].lastask * 0.99) + (0.01 * newprice); else LP_autorefs[i].lastask = (LP_autorefs[i].lastask * 0.99) + (0.01 * newprice);
newprice = LP_autorefs[i].lastask; newprice = LP_autorefs[i].lastask;
LP_mypriceset(&changed,base,rel,newprice); LP_mypriceset(1,&changed,base,rel,newprice);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,newprice); LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,newprice);
} //else printf("null return from CMC\n"); } //else printf("null return from CMC\n");
} }
@ -782,7 +782,7 @@ int32_t LP_portfolio_trade(void *ctx,uint32_t *requestidp,uint32_t *quoteidp,str
char *retstr2; uint64_t txfee,desttxfee; double bid,ask,maxprice; bits256 zero; uint32_t requestid,quoteid,iter,i; cJSON *retjson2; struct LP_utxoinfo A; struct LP_address_utxo *utxos[1000]; int32_t max=(int32_t)(sizeof(utxos)/sizeof(*utxos)); char *retstr2; uint64_t txfee,desttxfee; double bid,ask,maxprice; bits256 zero; uint32_t requestid,quoteid,iter,i; cJSON *retjson2; struct LP_utxoinfo A; struct LP_address_utxo *utxos[1000]; int32_t max=(int32_t)(sizeof(utxos)/sizeof(*utxos));
LP_txfees(&txfee,&desttxfee,buy->symbol,sell->symbol); LP_txfees(&txfee,&desttxfee,buy->symbol,sell->symbol);
requestid = quoteid = 0; requestid = quoteid = 0;
LP_myprice(&bid,&ask,buy->symbol,sell->symbol); LP_myprice(1,&bid,&ask,buy->symbol,sell->symbol);
maxprice = ask; maxprice = ask;
if ( setbaserel != 0 ) if ( setbaserel != 0 )
{ {

87
iguana/exchanges/LP_prices.c
View File

@ -35,7 +35,7 @@ struct LP_priceinfo
int32_t ind,pad; int32_t ind,pad;
double diagval,high[2],low[2],last[2],bid[2],ask[2]; double diagval,high[2],low[2],last[2],bid[2],ask[2];
double relvals[LP_MAXPRICEINFOS]; double relvals[LP_MAXPRICEINFOS];
double myprices[LP_MAXPRICEINFOS]; double myprices[2][LP_MAXPRICEINFOS];
double minprices[LP_MAXPRICEINFOS]; // autoprice double minprices[LP_MAXPRICEINFOS]; // autoprice
double fixedprices[LP_MAXPRICEINFOS]; // fixedprices double fixedprices[LP_MAXPRICEINFOS]; // fixedprices
double buymargins[LP_MAXPRICEINFOS]; double buymargins[LP_MAXPRICEINFOS];
@ -451,16 +451,16 @@ void LP_priceinfoupdate(char *base,char *rel,double price)
} }
} }
double LP_myprice(double *bidp,double *askp,char *base,char *rel) double LP_myprice(int32_t iambob,double *bidp,double *askp,char *base,char *rel)
{ {
struct LP_priceinfo *basepp,*relpp; double val; struct LP_priceinfo *basepp,*relpp; double val;
*bidp = *askp = 0.; *bidp = *askp = 0.;
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{ {
*askp = basepp->myprices[relpp->ind]; *askp = basepp->myprices[iambob][relpp->ind];
if ( LP_pricevalid(*askp) > 0 ) if ( LP_pricevalid(*askp) > 0 )
{ {
val = relpp->myprices[basepp->ind]; val = relpp->myprices[iambob][basepp->ind];
if ( LP_pricevalid(val) > 0 ) if ( LP_pricevalid(val) > 0 )
{ {
*bidp = 1. / val; *bidp = 1. / val;
@ -474,7 +474,7 @@ double LP_myprice(double *bidp,double *askp,char *base,char *rel)
} }
else else
{ {
val = relpp->myprices[basepp->ind]; val = relpp->myprices[iambob][basepp->ind];
if ( LP_pricevalid(val) > 0 ) if ( LP_pricevalid(val) > 0 )
{ {
*bidp = 1. / val; *bidp = 1. / val;
@ -486,7 +486,7 @@ double LP_myprice(double *bidp,double *askp,char *base,char *rel)
return(0.); return(0.);
} }
char *LP_myprices() char *LP_myprices(int32_t iambob)
{ {
int32_t baseid,relid; double bid,ask; char *base,*rel; cJSON *item,*array; int32_t baseid,relid; double bid,ask; char *base,*rel; cJSON *item,*array;
array = cJSON_CreateArray(); array = cJSON_CreateArray();
@ -496,7 +496,7 @@ char *LP_myprices()
for (relid=0; relid<LP_numpriceinfos; relid++) for (relid=0; relid<LP_numpriceinfos; relid++)
{ {
rel = LP_priceinfos[relid].symbol; rel = LP_priceinfos[relid].symbol;
if ( LP_myprice(&bid,&ask,base,rel) > SMALLVAL ) if ( LP_myprice(iambob,&bid,&ask,base,rel) > SMALLVAL )
{ {
item = cJSON_CreateObject(); item = cJSON_CreateObject();
jaddstr(item,"base",base); jaddstr(item,"base",base);
@ -510,7 +510,7 @@ char *LP_myprices()
return(jprint(array,1)); return(jprint(array,1));
} }
int32_t LP_mypriceset(int32_t *changedp,char *base,char *rel,double price) int32_t LP_mypriceset(int32_t iambob,int32_t *changedp,char *base,char *rel,double price)
{ {
struct LP_priceinfo *basepp=0,*relpp=0; struct LP_pubkey_info *pubp; double minprice,maxprice,margin,buymargin,sellmargin; struct LP_priceinfo *basepp=0,*relpp=0; struct LP_pubkey_info *pubp; double minprice,maxprice,margin,buymargin,sellmargin;
*changedp = 0; *changedp = 0;
@ -519,43 +519,46 @@ int32_t LP_mypriceset(int32_t *changedp,char *base,char *rel,double price)
if ( base != 0 && rel != 0 && (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) if ( base != 0 && rel != 0 && (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{ {
if ( price == 0. || fabs(basepp->myprices[relpp->ind] - price)/price > 0.001 ) if ( price == 0. || fabs(basepp->myprices[iambob][relpp->ind] - price)/price > 0.001 )
*changedp = 1; *changedp = 1;
sellmargin = relpp->sellmargins[basepp->ind]; if ( iambob != 0 )
buymargin = relpp->buymargins[basepp->ind];
margin = (sellmargin + buymargin) * 0.5;
if ( price == 0. )
{ {
relpp->minprices[basepp->ind] = 0.; sellmargin = relpp->sellmargins[basepp->ind];
relpp->fixedprices[basepp->ind] = 0.; buymargin = relpp->buymargins[basepp->ind];
relpp->buymargins[basepp->ind] = 0.; margin = (sellmargin + buymargin) * 0.5;
relpp->sellmargins[basepp->ind] = 0.; if ( price == 0. )
relpp->offsets[basepp->ind] = 0.; {
relpp->factors[basepp->ind] = 0.; relpp->minprices[basepp->ind] = 0.;
LP_autoref_clear(base,rel); relpp->fixedprices[basepp->ind] = 0.;
margin = 0.; relpp->buymargins[basepp->ind] = 0.;
} relpp->sellmargins[basepp->ind] = 0.;
else if ( (minprice= basepp->minprices[relpp->ind]) > SMALLVAL && price < minprice ) relpp->offsets[basepp->ind] = 0.;
{ relpp->factors[basepp->ind] = 0.;
//printf("%s/%s price %.8f less than minprice %.8f\n",base,rel,price,minprice); LP_autoref_clear(base,rel);
price = minprice * (1. - margin); margin = 0.;
} }
else if ( (maxprice= relpp->minprices[basepp->ind]) > SMALLVAL ) else if ( (minprice= basepp->minprices[relpp->ind]) > SMALLVAL && price < minprice )
{ {
if ( price > (1. / maxprice) ) //printf("%s/%s price %.8f less than minprice %.8f\n",base,rel,price,minprice);
price = minprice * (1. - margin);
}
else if ( (maxprice= relpp->minprices[basepp->ind]) > SMALLVAL )
{ {
//printf("%s/%s price %.8f less than maxprice %.8f, more than %.8f\n",base,rel,price,maxprice,1./maxprice); if ( price > (1. / maxprice) )
price = (1. / maxprice) * (1. + margin); {
//printf("%s/%s price %.8f less than maxprice %.8f, more than %.8f\n",base,rel,price,maxprice,1./maxprice);
price = (1. / maxprice) * (1. + margin);
}
} }
} }
/*else if ( basepp->myprices[relpp->ind] > SMALLVAL ) /*else if ( basepp->myprices[relpp->ind] > SMALLVAL )
{ {
price = (basepp->myprices[relpp->ind] * 0.9) + (0.1 * price); price = (basepp->myprices[relpp->ind] * 0.9) + (0.1 * price);
}*/ }*/
basepp->myprices[relpp->ind] = price; // ask basepp->myprices[iambob][relpp->ind] = price; // ask
//printf("LP_mypriceset base.%s rel.%s <- price %.8f\n",base,rel,price); //printf("LP_mypriceset base.%s rel.%s <- price %.8f\n",base,rel,price);
//relpp->myprices[basepp->ind] = (1. / price); // bid, but best to do one dir at a time //relpp->myprices[basepp->ind] = (1. / price); // bid, but best to do one dir at a time
if ( (pubp= LP_pubkeyadd(G.LP_mypub25519)) != 0 ) if ( iambob != 0 && (pubp= LP_pubkeyadd(G.LP_mypub25519)) != 0 )
{ {
pubp->timestamp = (uint32_t)time(NULL); pubp->timestamp = (uint32_t)time(NULL);
LP_pubkey_update(pubp,basepp->ind,relpp->ind,price,0,0,0,0,0); LP_pubkey_update(pubp,basepp->ind,relpp->ind,price,0,0,0,0,0);
@ -569,12 +572,12 @@ int32_t LP_mypriceset(int32_t *changedp,char *base,char *rel,double price)
return(-1); return(-1);
} }
double LP_price(char *base,char *rel) double LP_price(int32_t iambob,char *base,char *rel)
{ {
struct LP_priceinfo *basepp; int32_t relind; double price = 0.; struct LP_priceinfo *basepp; int32_t relind; double price = 0.;
if ( (basepp= LP_priceinfoptr(&relind,base,rel)) != 0 ) if ( (basepp= LP_priceinfoptr(&relind,base,rel)) != 0 )
{ {
if ( (price= basepp->myprices[relind]) == 0. ) if ( (price= basepp->myprices[iambob][relind]) == 0. )
{ {
price = basepp->relvals[relind]; price = basepp->relvals[relind];
} }
@ -582,19 +585,19 @@ double LP_price(char *base,char *rel)
return(price); return(price);
} }
double LP_getmyprice(char *base,char *rel) double LP_getmyprice(int32_t iambob,char *base,char *rel)
{ {
struct LP_priceinfo *basepp; int32_t relind; double price = 0.; struct LP_priceinfo *basepp; int32_t relind; double price = 0.;
if ( (basepp= LP_priceinfoptr(&relind,base,rel)) != 0 ) if ( (basepp= LP_priceinfoptr(&relind,base,rel)) != 0 )
{ {
if ( (price= basepp->myprices[relind]) == 0. ) if ( (price= basepp->myprices[iambob][relind]) == 0. )
{ {
} }
} }
return(price); return(price);
} }
cJSON *LP_priceinfomatrix(int32_t usemyprices) cJSON *LP_priceinfomatrix(int32_t iambob,int32_t usemyprices)
{ {
int32_t i,j,n,m; double total,sum,val; struct LP_priceinfo *pp; uint32_t now; struct LP_cacheinfo *ptr,*tmp; cJSON *vectorjson = cJSON_CreateObject(); int32_t i,j,n,m; double total,sum,val; struct LP_priceinfo *pp; uint32_t now; struct LP_cacheinfo *ptr,*tmp; cJSON *vectorjson = cJSON_CreateObject();
now = (uint32_t)time(NULL); now = (uint32_t)time(NULL);
@ -611,7 +614,7 @@ cJSON *LP_priceinfomatrix(int32_t usemyprices)
pp->diagval = sum = n = 0; pp->diagval = sum = n = 0;
for (j=0; j<LP_numpriceinfos; j++) for (j=0; j<LP_numpriceinfos; j++)
{ {
if ( usemyprices == 0 || (val= pp->myprices[j]) == 0. ) if ( usemyprices == 0 || (val= pp->myprices[iambob][j]) == 0. )
val = pp->relvals[j]; val = pp->relvals[j];
if ( val > SMALLVAL ) if ( val > SMALLVAL )
{ {
@ -661,7 +664,7 @@ struct LP_priceinfo *LP_priceinfoadd(char *symbol)
pp->coinbits = stringbits(symbol); pp->coinbits = stringbits(symbol);
pp->ind = LP_numpriceinfos++; pp->ind = LP_numpriceinfos++;
//LP_numpriceinfos++; //LP_numpriceinfos++;
if ( (retjson= LP_priceinfomatrix(0)) != 0 ) if ( (retjson= LP_priceinfomatrix(1,0)) != 0 )
free_json(retjson); free_json(retjson);
return(pp); return(pp);
} }
@ -1016,7 +1019,7 @@ int64_t LP_KMDvalue(struct iguana_info *coin,int64_t balance)
KMDvalue = balance; KMDvalue = balance;
else else
{ {
if ( (price= LP_price(coin->symbol,"KMD")) > SMALLVAL ) if ( (price= LP_price(1,coin->symbol,"KMD")) > SMALLVAL )
KMDvalue = price * balance; KMDvalue = price * balance;
} }
} }

Write Preview
Loading…
Cancel
Save