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

test

etomic
jl777 8 years ago
parent
45dfb9a8c8
commit
4330f1e8e9
6 changed files with 125 additions and 48 deletions
Whitespace
Show all changes Ignore whitespace when comparing lines Ignore changes in amount of whitespace Ignore changes in whitespace at EOL
Split View
Diff Options
Show Stats Download Patch File Download Diff File
  1. 30
      basilisk/tradebots_SVM.h
  2. 82
      basilisk/tradebots_liquidity.c
  3. 2
      iguana/dpow/dpow_network.c
  4. 4
      iguana/iguana777.h
  5. 47
      iguana/iguana_payments.c
  6. 8
      iguana/m_notary

30
basilisk/tradebots_SVM.h
View File

@ -257,10 +257,13 @@ static inline void STocas_calc_outputs(register struct ocas_vars *vars,register
if ( 1 && isnan(output[i]) != 0 )
{
svmtype *features = vars->features[weekinds[i]-vars->starti];//get_jfp_features(vars->selector,numfeatures,c,weekinds[i]);
for (j=0; j<numfeatures; j++)
if ( isnan(features[j]) != 0 )
printf("%d ",j);
printf("nans | i.%d w%d output %19.16f\n",i,weekinds[i],output[i]);
if ( features != 0 )
{
for (j=0; j<numfeatures; j++)
if ( isnan(features[j]) != 0 )
printf("%d ",j);
printf("nans | i.%d w%d output %19.16f\n",i,weekinds[i],output[i]);
}
}
else if ( output[i] != 0. )
{
@ -479,7 +482,7 @@ static inline void calc_ocas_strategy(register struct ocas_vars *vars,register i
{
if ( (y= vars->answers[(weekinds[i]-vars->starti)*TRADEBOTS_NUMANSWERS + answerind]) != 0.f )
{
answermag = 1.;//fabs(y); // 1.;
answermag = fabs(y); // 1.;
if ( (old_output[i] * (1. - t2) + t2*output[i]) <= answermag ) //1.
add_newcut_entry(vars,answerind,new_cut,i,weekinds[i],y);
newoutput = (old_output[i] * (1. - t1)) + (t1 * output[i]);
@ -487,11 +490,14 @@ static inline void calc_ocas_strategy(register struct ocas_vars *vars,register i
{
double sum=W0;
svmtype *features = vars->features[weekinds[i]-vars->starti];//get_jfp_features(vars->selector,numfeatures,vars->c,weekinds[i]);
for (j=0; j<numfeatures; j++)
sum += W[j] * CONDITION(features[j]);
if ( fabs(sum*y - newoutput) > .0000001 )
printf("numIt.%d docid.%-6d w%-6d sum %11.7f * y%2.0f %11.7f != %11.7f newoutput [%11.7f] W0 %11.7f oldW0 %11.7f\n",vars->numIt[answerind],i,weekinds[i],sum,y,sum*y,newoutput,newoutput-sum*y,W0,oldW0);
newoutput = sum*y;
if ( features != 0 )
{
for (j=0; j<numfeatures; j++)
sum += W[j] * CONDITION(features[j]);
if ( fabs(sum*y - newoutput) > .0000001 )
printf("numIt.%d docid.%-6d w%-6d sum %11.7f * y%2.0f %11.7f != %11.7f newoutput [%11.7f] W0 %11.7f oldW0 %11.7f\n",vars->numIt[answerind],i,weekinds[i],sum,y,sum*y,newoutput,newoutput-sum*y,W0,oldW0);
newoutput = sum*y;
}
}
if ( newoutput <= answermag )
{
@ -881,7 +887,7 @@ static inline int ocas_iter(struct ocas_vars *vars,int max_nohwm)
add_newcut_entry(vars,answerind,new_cut,i,weekinds[i],y);
}
}
fprintf(stderr,"skip %c.A%02d cuts +%d -%d, ",c_to_refc(vars->c),answerind,vars->numposcuts[answerind],vars->numnegcuts[answerind]);
fprintf(stderr,"skip %d.A%02d cuts +%d -%d, ",c_to_refc(vars->c),answerind,vars->numposcuts[answerind],vars->numnegcuts[answerind]);
}
else
{
@ -1028,7 +1034,7 @@ void ocas_init(struct ocas_vars *vars,int32_t c,int32_t numfeatures,int32_t star
//printf("finish A%d len.%d\n",answerind,vars->len[answerind]);
lhs = vars->lhs[answerind];
ptr = vars->CLspaces[answerind];
printf("%d.A%d call init ocas vars weekinds[0] %p numfeatures.%d (%p %p)\n",c_to_refc(vars->c),answerind,vars->weekinds[0],numfeatures,lhs,ptr);
//printf("%d.A%d call init ocas vars weekinds[0] %p numfeatures.%d (%p %p)\n",c_to_refc(vars->c),answerind,vars->weekinds[0],numfeatures,lhs,ptr);
if ( lhs == 0 || ptr == 0 )
continue;
vars->numlhs[answerind] = 0;//init_full_A(lhs->full_A,vars->numfeatures,c,answerind,models);

82
basilisk/tradebots_liquidity.c
View File

@ -30,7 +30,7 @@
double OCAS_PLUS_INF,OCAS_NEG_INF;
double Tradebots_decays[TRADEBOTS_NUMDECAYS] = { 0.5, 0.666, 0.8, 0.9, 0.95, 0.99, 0.995, 0.999 };
int32_t Tradebots_answergaps[TRADEBOTS_NUMANSWERS] = { 5, 10, 15, 20, 30, 60, 120, 720 };
int32_t Tradebots_answergaps[TRADEBOTS_NUMANSWERS] = { 60, 60, 120, 120, 240, 240, 720, 720 };
struct tradebot_arbentry
{
@ -268,9 +268,11 @@ int32_t tradebots_calcsvmfeatures(double *svmfeatures,struct tradebot_arbpair *p
printf("reftimestamp.%u is illegal\n",reftimestamp);
return(-1);
}
numpairfeatures = n = tradebots_expandrawfeatures(svmfeatures,rawfeatures,reftimestamp,prevrawfeatures);
numpairfeatures = n = tradebots_expandrawfeatures(svmfeatures,prevrawfeatures,reftimestamp,rawfeatures);
if ( n <= 0 )
return(-1);
for (i=0; i<60; i++,n+=numpairfeatures)
tradebots_expandrawfeatures(svmfeatures,rawfeatures,reftimestamp,&prevrawfeatures[i*72]);
tradebots_expandrawfeatures(&svmfeatures[n],&prevrawfeatures[i*72],reftimestamp,rawfeatures);
if ( 0 && pair->numsvmfeatures != (1+pair->numpairs)*n )
{
for (i=0; i<pair->numpairs; i++) // need to do lookups
@ -358,26 +360,30 @@ void tradebots_calcanswers(struct tradebot_arbpair *pair)
ind = i + Tradebots_answergaps[j];
if ( ind < maxi )
{
futurebid = hblas[ind << 1];
futureask = hblas[(ind << 1) + 1];
minval = MIN(highbid,lowask);
maxval = MAX(highbid,lowask);
futuremin = MIN(futurebid,futureask);
futuremax = MAX(futurebid,futureask);
if ( futuremin > maxval )
if ( (j & 1) != 0 )
pair->answers[j] = _pairaved(futuremax,futuremin) - _pairaved(minval,maxval);
else
{
if ( futuremax < minval )
printf("%s/%s A%d: highly volatile minmax.(%f %f) -> (%f %f) %d of %d\n",pair->base,pair->rel,j,minval,maxval,futuremin,futuremax,i,maxi);
else
futurebid = hblas[ind << 1];
futureask = hblas[(ind << 1) + 1];
minval = MIN(highbid,lowask);
maxval = MAX(highbid,lowask);
futuremin = MIN(futurebid,futureask);
futuremax = MAX(futurebid,futureask);
if ( futuremin > maxval )
{
pair->answers[j] = (futuremin - maxval);
flag++;
if ( futuremax < minval )
printf("%s/%s A%d: highly volatile minmax.(%f %f) -> (%f %f) %d of %d\n",pair->base,pair->rel,j,minval,maxval,futuremin,futuremax,i,maxi);
else
{
pair->answers[j] = (futuremin - maxval);
flag++;
}
}
else if ( futuremax < minval )
pair->answers[j] = (futuremax - minval), flag++;
//printf("i.%d j.%d gap.%d ind.%d answer %9.6f (%f %f) -> (%f %f)\n",i,j,Tradebots_answergaps[j],ind,pair->answers[j],minval,maxval,futuremin,futuremax);
}
else if ( futuremax < minval )
pair->answers[j] = (futuremax - minval), flag++;
//pair->answers[j] = _pairaved(futuremax,futuremin) - _pairaved(minval,maxval);
//printf("i.%d j.%d gap.%d ind.%d answer %9.6f (%f %f) -> (%f %f)\n",i,j,Tradebots_answergaps[j],ind,pair->answers[j],minval,maxval,futuremin,futuremax);
}
}
if ( flag != 0 )
@ -450,8 +456,8 @@ double get_yval(double *answerp,int32_t selector,int32_t ind,int32_t refc,int32_
*answerp = answer;
*/
if ( answer > 0. )
answer = cbrt(answer);
else answer = -cbrt(-answer);
answer = sqrt(answer);
else answer = -sqrt(-answer);
*answerp = answer;
/*if ( answer > 0. )
return(1.);
@ -475,13 +481,16 @@ float *get_features(int32_t numfeatures,int32_t refc,int32_t ind)
if ( fread(prevrawfeatures,60,sizeof(pair->rawfeatures),pair->fp) == sizeof(pair->rawfeatures) && fread(&rawfeatures,1,sizeof(pair->rawfeatures),pair->fp) == sizeof(pair->rawfeatures) )
{
n = tradebots_calcsvmfeatures(svmfeatures,pair,rawfeatures,prevrawfeatures);
//for (i=0; i<72; i++)
//int32_t nonz; for (i=nonz=0; i<n; i++)
// if ( svmfeatures[i] != 0 )
// nonz++;
//printf("%d ",nonz);
// printf("%9.6f ",rawfeatures[i]);
//printf("rawfeatures[%d] -> %d\n",ind,n);
if ( n != pair->numsvmfeatures )
{
printf("unexpected numsvmfeatures refc.%d ind.%d %d vs %d\n",refc,ind,n,pair->numsvmfeatures);
//return(-1);
//printf("unexpected numsvmfeatures refc.%d ind.%d %d vs %d\n",refc,ind,n,pair->numsvmfeatures);
return(0);
}
svmf = calloc(n,sizeof(*svmf));
for (i=0; i<n; i++)
@ -498,7 +507,7 @@ double set_ocas_model(int refc,int answerind,double *W,double W0,int numfeatures
for (i=0; i<numfeatures; i++)
if ( W[i] != 0. )
nonz++;//, printf("%.6f ",W[i]);
printf("W0 %.7f numfeatures.%d nonz.%d\n",W0,numfeatures,nonz);
printf("model.%d W0 %.7f numfeatures.%d nonz.%d\n",answerind,W0,numfeatures,nonz);
return(W0);
}
@ -554,6 +563,11 @@ void tradebot_arbentry(struct tradebot_arbentry *arb,char *exchange,double price
struct tradebot_arbexchange *tradebots_arbexchange_find(struct tradebot_arbpair *pair,char *exchange)
{
int32_t i;
if ( pair->numexchanges > sizeof(pair->exchanges)/sizeof(*pair->exchanges) )
{
printf("data corruption pair.%p %s %s/%s numexchanges.%d\n",pair,exchange,pair->base,pair->rel,pair->numexchanges);
return(0);
}
for (i=0; i<pair->numexchanges; i++)
if ( strcmp(pair->exchanges[i].name,exchange) == 0 )
return(&pair->exchanges[i]);
@ -571,7 +585,7 @@ struct tradebot_arbexchange *tradebots_arbexchange_create(struct tradebot_arbpai
void tradebot_arbcandidate(struct supernet_info *myinfo,char *exchange,int32_t tradedir,char *base,char *rel,double price,double volume,uint32_t timestamp,double profitmargin)
{
int32_t i,offset,flag; double highbid,lowask,lastbid,lastask,arbval;
int32_t i,offset,flag; double highbid,lowask,lastbid,lastask,arbval; uint32_t now;
struct tradebot_arbentry *bid,*ask; struct tradebot_arbexchange *arbex; struct tradebot_arbpair *pair = 0;
if ( strcmp(rel,"BTC") != 0 && strcmp(rel,"NXT") != 0 && strcmp(rel,"USD") != 0 && strcmp(rel,"CNY") != 0 )
{
@ -594,6 +608,7 @@ void tradebot_arbcandidate(struct supernet_info *myinfo,char *exchange,int32_t t
tradebot_arbentry(&arbex->trades[offset],exchange,price,volume,timestamp,profitmargin);
bid = ask = 0;
pair->highbid = pair->lowask = highbid = lowask = 0.;
now = (uint32_t)time(NULL);
//if ( pair->numexchanges >= 2 )
{
for (i=0; i<pair->numexchanges; i++)
@ -602,12 +617,16 @@ void tradebot_arbcandidate(struct supernet_info *myinfo,char *exchange,int32_t t
if ( arbex->trades[0].price != 0. && (highbid == 0. || arbex->trades[0].price >= highbid) )
{
bid = &arbex->trades[0];
highbid = bid->price;
if ( now > bid->timestamp+30 )
bid->price = 0.;
else highbid = bid->price;
}
if ( arbex->trades[1].price != 0. && (lowask == 0. || arbex->trades[1].price <= lowask) )
{
ask = &arbex->trades[1];
lowask = ask->price;
if ( now > ask->timestamp+30 )
ask->price = 0.;
else lowask = ask->price;
}
//printf("%p %s %s %f %f -> %p %p %f %f (%f %f)\n",pair,pair->base,arbex->name,arbex->trades[0].price,arbex->trades[1].price,bid,ask,highbid,lowask,pair->highbid,pair->lowask);
}
@ -619,7 +638,7 @@ void tradebot_arbcandidate(struct supernet_info *myinfo,char *exchange,int32_t t
if ( Pair_BTCCNY != 0 && pair->cnycounter != Pair_BTCCNY->counter )
flag |= 4;
//printf("%s %s/%s flag.%d (%d %d) %p %p\n",exchange,base,rel,flag,pair->btccounter,Pair_NXTBTC!=0?Pair_NXTBTC->counter:-1,bid,ask);
if ( bid != 0 && ask != 0 && (fabs(bid->price - pair->highbid) > SMALLVAL || fabs(ask->price - pair->lowask) > SMALLVAL || (strcmp(pair->rel,"NXT") == 0 && flag != 0)) )
if ( bid != 0 && ask != 0 && bid->price != 0. && ask->price != 0 && (now - bid->timestamp) < 30 && (now - ask->timestamp) < 30 && (fabs(bid->price - pair->highbid) > SMALLVAL || fabs(ask->price - pair->lowask) > SMALLVAL || (strcmp(pair->rel,"NXT") == 0 && flag != 0)) )
{
pair->counter++;
pair->hblavolume = volume = MIN(bid->volume,ask->volume);
@ -706,7 +725,7 @@ void tradebot_arbcandidate(struct supernet_info *myinfo,char *exchange,int32_t t
if ( lowask != 0 )
pair->lowask = lowask;
//printf(">>>>>>> %s (%s/%s) BTC %.8f %.8f v%f counter.%d btc.%d (%d)\n",exchange,pair->base,pair->rel,pair->btcbid,pair->btcask,pair->btcvol,pair->counter,pair->btccounter,Pair_NXTBTC!=0?Pair_NXTBTC->counter:-1);
if ( bid != 0 && ask != 0 && highbid > lowask && strcmp(bid->exchange,ask->exchange) != 0 && strcmp(rel,"BTC") == 0 )
if ( bid != 0 && ask != 0 && highbid != 0. && lowask != 0. && highbid > lowask && strcmp(bid->exchange,ask->exchange) != 0 && strcmp(rel,"BTC") == 0 )
{
volume = MIN(bid->volume,ask->volume);
if ( volume*_pairaved(highbid,lowask) > 0.1 )
@ -1007,7 +1026,8 @@ TWO_STRINGS(tradebots,gensvm,base,rel)
#ifdef _WIN
return(clonestr("{\"error\":\"windows doesnt support SVM\"}"));
#else
int32_t numfeatures = 317*61; struct tradebot_arbpair *pair;
int32_t numfeatures = 317*61;
struct tradebot_arbpair *pair;
if ( base[0] != 0 && rel[0] != 0 && (pair= tradebots_arbpair_find(base,rel)) != 0 && pair->fp != 0 )
{
tradebots_calcanswers(pair);

2
iguana/dpow/dpow_network.c
View File

@ -163,7 +163,7 @@ char *dex_reqsend(struct supernet_info *myinfo,char *handler,uint8_t *data,int32
printf("%d: subscribe connect (%s)\n",myinfo->numdexipbits,str);
}
}
//nn_connect(myinfo->reqsock,nanomsg_tcpname(0,str,ipaddr,REP_SOCK));
nn_connect(myinfo->reqsock,nanomsg_tcpname(0,str,ipaddr,REP_SOCK));
printf("%d: req connect (%s)\n",myinfo->numdexipbits,str);
}
}

4
iguana/iguana777.h
View File

@ -51,7 +51,9 @@
#include "nn.h"
#include "bus.h"
#else*/
#ifdef __APPLE__
//#ifdef __APPLE__
#if defined(__APPLE__) || defined(WIN32)
#include "../crypto777/nanosrc/nn.h"
#include "../crypto777/nanosrc/bus.h"
#include "../crypto777/nanosrc/pubsub.h"

47
iguana/iguana_payments.c
View File

@ -334,6 +334,51 @@ bits256 iguana_sendrawtransaction(struct supernet_info *myinfo,struct iguana_inf
return(txid);
}
uint64_t iguana_interest(struct supernet_info *myinfo,struct iguana_info *coin,bits256 txid,int32_t vout)
{
char *retstr; cJSON *retjson; uint64_t interest = 0;
if ( coin->FULLNODE < 0 ) // komodod is running
{
if ( (retjson= dpow_gettxout(myinfo,coin,txid,vout)) != 0 )
{
interest = jdouble(retjson,"interest") * SATOSHIDEN;
free_json(retjson);
}
}
else if ( coin->FULLNODE == 0 ) // basilisk mode -> use DEX* API
{
if ( (retstr= _dex_gettxout(myinfo,coin->symbol,txid,vout)) != 0 )
{
if ( (retjson= cJSON_Parse(retstr)) != 0 )
{
interest = jdouble(retjson,"interest") * SATOSHIDEN;
free_json(retjson);
}
free(retstr);
}
}
else // we have it local
{
}
char str[65]; printf("interest for %s.v%d %.8f\n",bits256_str(str,txid),vout,dstr(interest));
return(interest);
}
uint64_t iguana_interests(struct supernet_info *myinfo,struct iguana_info *coin,cJSON *vins)
{
int32_t i,n; cJSON *item; uint64_t interest = 0;
if ( is_cJSON_Array(vins) != 0 && (n= cJSON_GetArraySize(vins)) > 0 )
{
for (i=0; i<n; i++)
{
item = jitem(vins,i);
interest += iguana_interest(myinfo,coin,jbits256(item,"txid"),jint(item,"vout"));
}
}
return(interest);
}
char *iguana_calcrawtx(struct supernet_info *myinfo,struct iguana_info *coin,cJSON **vinsp,cJSON *txobj,int64_t satoshis,char *changeaddr,int64_t txfee,cJSON *addresses,int32_t minconf,uint8_t *opreturn,int32_t oplen,int64_t burnamount,char *remoteaddr,struct vin_info *V,int32_t maxmode)
{
uint8_t addrtype,rmd160[20],spendscript[IGUANA_MAXSCRIPTSIZE]; int32_t allocflag=0,max,num,spendlen; char *rawtx=0; bits256 txid; cJSON *vins=0; uint64_t avail,total,change; struct iguana_outpoint *unspents = 0;
@ -351,6 +396,8 @@ char *iguana_calcrawtx(struct supernet_info *myinfo,struct iguana_info *coin,cJS
{
if ( (vins= iguana_RTinputsjson(myinfo,coin,&total,satoshis + txfee,unspents,num,maxmode)) != 0 )
{
if ( strcmp(coin->symbol,"KMD") == 0 )
total += iguana_interests(myinfo,coin,vins);
if ( total < (satoshis + txfee) )
{
free_json(vins);

8
iguana/m_notary
View File

@ -4,9 +4,11 @@ rm -f ../agents/iguana *.o
git pull
cd secp256k1; ./m_unix; cd ..
cd ../crypto777; ./m_LP; cd ../iguana
gcc -g -fno-aggressive-loop-optimizations -Wno-deprecated -c -O2 -DISNOTARYNODE=1 -DLIQUIDITY_PROVIDER=1 *.c ../basilisk/basilisk.c ../gecko/gecko.c ../datachain/datachain.c
gcc -g -fno-aggressive-loop-optimizations -Wno-deprecated -c -DISNOTARYNODE=1 -DLIQUIDITY_PROVIDER=1 main.c iguana777.c iguana_bundles.c ../basilisk/basilisk.c
gcc -g -o ../agents/iguana *.o ../agents/libcrypto777.a -lnanomsg -lcurl -lssl -lcrypto -lpthread -lz -lm
#gcc -g -fno-aggressive-loop-optimizations -Wno-deprecated -c -O2 -DISNOTARYNODE=1 -DLIQUIDITY_PROVIDER=1 *.c ../basilisk/basilisk.c ../gecko/gecko.c ../datachain/datachain.c
clang -g -Wno-deprecated -c -O2 -DISNOTARYNODE=1 -DLIQUIDITY_PROVIDER=1 *.c ../basilisk/basilisk.c ../gecko/gecko.c ../datachain/datachain.c
#gcc -g -fno-aggressive-loop-optimizations -Wno-deprecated -c -DISNOTARYNODE=1 -DLIQUIDITY_PROVIDER=1 main.c iguana777.c iguana_bundles.c ../basilisk/basilisk.c
clang -g -Wno-deprecated -c -DISNOTARYNODE=1 -DLIQUIDITY_PROVIDER=1 main.c iguana777.c iguana_bundles.c ../basilisk/basilisk.c
clang -g -o ../agents/iguana *.o ../agents/libcrypto777.a -lnanomsg -lcurl -lssl -lcrypto -lpthread -lz -lm
../agents/iguana notary & #> iguana.log 2> error.log &

Write Preview
Loading…
Cancel
Save