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Autoprice

etomic
jl777 8 years ago
parent
8ac602728d
commit
51b1a85f96
2 changed files with 25 additions and 13 deletions
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  1. 2
      iguana/exchanges/LP_ordermatch.c
  2. 36
      iguana/exchanges/LP_prices.c

2
iguana/exchanges/LP_ordermatch.c
View File

@ -206,7 +206,7 @@ char *LP_pricepings(void *ctx,char *myipaddr,int32_t pubsock,char *base,char *re
char *LP_postedprice(cJSON *argjson)
{
bits256 pubkey; double price; char *base,*rel;
printf("PRICE POSTED.(%s)\n",jprint(argjson,0));
//printf("PRICE POSTED.(%s)\n",jprint(argjson,0));
if ( (base= jstr(argjson,"base")) != 0 && (rel= jstr(argjson,"rel")) != 0 && (price= jdouble(argjson,"price")) > SMALLVAL )
{
pubkey = jbits256(argjson,"pubkey");

36
iguana/exchanges/LP_prices.c
View File

@ -643,7 +643,7 @@ void LP_priceupdate(char *base,char *rel,double price,double avebid,double aveas
void LP_pricefeedupdate(bits256 pubkey,char *base,char *rel,double price)
{
struct LP_priceinfo *basepp,*relpp; struct LP_pubkeyinfo *pubp; char str[65];
printf("check PRICEFEED UPDATE.(%s/%s) %.8f %s\n",base,rel,price,bits256_str(str,pubkey));
//printf("check PRICEFEED UPDATE.(%s/%s) %.8f %s\n",base,rel,price,bits256_str(str,pubkey));
if ( price > SMALLVAL && (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
printf("PRICEFEED UPDATE.(%s/%s) %.8f %s\n",base,rel,price,bits256_str(str,pubkey));
@ -673,7 +673,7 @@ int32_t LP_autoprice(char *base,char *rel,double minprice,double margin)
void prices_loop(void *ignore)
{
//{"success":true,"message":"","result":[{"MarketName":"BTC-KMD","High":0.00040840,"Low":0.00034900,"Volume":328042.46061669,"Last":0.00037236,"BaseVolume":123.36439511,"TimeStamp":"2017-07-15T13:50:21.87","Bid":0.00035721,"Ask":0.00037069,"OpenBuyOrders":343,"OpenSellOrders":1690,"PrevDay":0.00040875,"Created":"2017-02-11T23:04:01.853"},
int32_t i,n,changed; double margin,price; struct LP_priceinfo *coinpp,*btcpp; char *retstr,*name; cJSON *retjson,*array,*item; void *ctx = bitcoin_ctx();
int32_t i,n,changed; double margin,price,minprice; struct LP_priceinfo *coinpp,*btcpp; char *retstr,*name; cJSON *retjson,*array,*item; void *ctx = bitcoin_ctx();
while ( 1 )
{
if ( LP_autoprices == 0 )
@ -716,17 +716,29 @@ void prices_loop(void *ignore)
coinpp->bid = jdouble(item,"Bid");
coinpp->ask = jdouble(item,"Ask");
coinpp->prevday = jdouble(item,"PrevDay");
if ( (margin= coinpp->margins[btcpp->ind]) > SMALLVAL )
if ( coinpp->bid > SMALLVAL && coinpp->ask > SMALLVAL )
{
price = 1. / coinpp->bid * (1. - margin);
LP_mypriceset(&changed,"BTC",name,price);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,"BTC",name,price);
}
if ( (margin= btcpp->margins[coinpp->ind]) > SMALLVAL )
{
price = coinpp->ask * (1. + margin);
LP_mypriceset(&changed,name,"BTC",price);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,name,"BTC",price);
price = 0.5 * (coinpp->bid + coinpp->ask);
if ( (margin= coinpp->margins[btcpp->ind]) != 0. )
{
price = 1. / price * (1. - margin);
if ( (minprice= coinpp->minprices[btcpp->ind]) == 0. || price >= minprice )
{
LP_mypriceset(&changed,"BTC",name,price);
if ( changed != 0 )
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,"BTC",name,price);
}
}
if ( (margin= btcpp->margins[coinpp->ind]) != 0. )
{
price *= (1. + margin);
if ( (minprice= btcpp->minprices[coinpp->ind]) == 0. || price >= minprice )
{
LP_mypriceset(&changed,name,"BTC",price);
if ( changed != 0 )
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,name,"BTC",price);
}
}
}
}
}

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