jl777
8 years ago
10 changed files with 393 additions and 370 deletions
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/******************************************************************************
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* Copyright © 2014-2017 The SuperNET Developers. * |
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* * |
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* See the AUTHORS, DEVELOPER-AGREEMENT and LICENSE files at * |
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* the top-level directory of this distribution for the individual copyright * |
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* holder information and the developer policies on copyright and licensing. * |
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* * |
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* Unless otherwise agreed in a custom licensing agreement, no part of the * |
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* SuperNET software, including this file may be copied, modified, propagated * |
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* or distributed except according to the terms contained in the LICENSE file * |
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* * |
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* Removal or modification of this copyright notice is prohibited. * |
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* * |
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******************************************************************************/ |
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//
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// LP_quotes.c
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// marketmaker
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//
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struct basilisk_request *LP_requestinit(struct basilisk_request *rp,bits256 srchash,bits256 desthash,char *src,uint64_t srcsatoshis,char *dest,uint64_t destsatoshis,uint32_t timestamp,uint32_t quotetime,int32_t DEXselector) |
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{ |
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struct basilisk_request R; |
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memset(rp,0,sizeof(*rp)); |
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rp->srchash = srchash; |
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rp->srcamount = srcsatoshis; |
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rp->timestamp = timestamp; |
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rp->DEXselector = DEXselector; |
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safecopy(rp->src,src,sizeof(rp->src)); |
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safecopy(rp->dest,dest,sizeof(rp->dest)); |
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R = *rp; |
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rp->requestid = basilisk_requestid(rp); |
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rp->quotetime = quotetime; |
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rp->desthash = desthash; |
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rp->destamount = destsatoshis; |
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rp->quoteid = basilisk_quoteid(rp); |
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return(rp); |
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} |
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cJSON *LP_quotejson(struct LP_quoteinfo *qp) |
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{ |
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double price; cJSON *retjson = cJSON_CreateObject(); |
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jaddstr(retjson,"base",qp->srccoin); |
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jaddstr(retjson,"rel",qp->destcoin); |
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if ( qp->coinaddr[0] != 0 ) |
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jaddstr(retjson,"address",qp->coinaddr); |
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if ( qp->timestamp != 0 ) |
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jaddnum(retjson,"timestamp",qp->timestamp); |
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if ( bits256_nonz(qp->txid) != 0 ) |
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{ |
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jaddbits256(retjson,"txid",qp->txid); |
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jaddnum(retjson,"vout",qp->vout); |
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} |
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if ( bits256_nonz(qp->srchash) != 0 ) |
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jaddbits256(retjson,"srchash",qp->srchash); |
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if ( qp->txfee != 0 ) |
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jadd64bits(retjson,"txfee",qp->txfee); |
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if ( qp->quotetime != 0 ) |
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jaddnum(retjson,"quotetime",qp->quotetime); |
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if ( qp->satoshis != 0 ) |
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{ |
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jadd64bits(retjson,"satoshis",qp->satoshis); |
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price = (double)(qp->destsatoshis+qp->desttxfee) / qp->satoshis; |
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jaddnum(retjson,"price",price); |
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} |
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if ( bits256_nonz(qp->desthash) != 0 ) |
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jaddbits256(retjson,"desthash",qp->desthash); |
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if ( bits256_nonz(qp->txid2) != 0 ) |
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{ |
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jaddbits256(retjson,"txid2",qp->txid2); |
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jaddnum(retjson,"vout2",qp->vout2); |
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if ( qp->satoshis2 != 0 ) |
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jadd64bits(retjson,"satoshis2",qp->satoshis2); |
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} |
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if ( bits256_nonz(qp->desttxid) != 0 ) |
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{ |
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if ( qp->destaddr[0] != 0 ) |
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jaddstr(retjson,"destaddr",qp->destaddr); |
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jaddbits256(retjson,"desttxid",qp->desttxid); |
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jaddnum(retjson,"destvout",qp->destvout); |
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} |
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if ( bits256_nonz(qp->feetxid) != 0 ) |
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{ |
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jaddbits256(retjson,"feetxid",qp->feetxid); |
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jaddnum(retjson,"feevout",qp->feevout); |
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} |
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if ( qp->destsatoshis != 0 ) |
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jadd64bits(retjson,"destsatoshis",qp->destsatoshis); |
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if ( qp->desttxfee != 0 ) |
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jadd64bits(retjson,"desttxfee",qp->desttxfee); |
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if ( qp->change != 0 ) |
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jaddnum(retjson,"change",dstr(qp->change)); |
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return(retjson); |
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} |
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int32_t LP_quoteparse(struct LP_quoteinfo *qp,cJSON *argjson) |
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{ |
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safecopy(qp->srccoin,jstr(argjson,"base"),sizeof(qp->srccoin)); |
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safecopy(qp->coinaddr,jstr(argjson,"address"),sizeof(qp->coinaddr)); |
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safecopy(qp->destcoin,jstr(argjson,"rel"),sizeof(qp->destcoin)); |
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safecopy(qp->destaddr,jstr(argjson,"destaddr"),sizeof(qp->destaddr)); |
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qp->timestamp = juint(argjson,"timestamp"); |
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qp->quotetime = juint(argjson,"quotetime"); |
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qp->txid = jbits256(argjson,"txid"); |
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qp->txid2 = jbits256(argjson,"txid2"); |
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qp->vout = jint(argjson,"vout"); |
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qp->vout2 = jint(argjson,"vout2"); |
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qp->feevout = jint(argjson,"feevout"); |
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qp->srchash = jbits256(argjson,"srchash"); |
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qp->desttxid = jbits256(argjson,"desttxid"); |
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qp->feetxid = jbits256(argjson,"feetxid"); |
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qp->destvout = jint(argjson,"destvout"); |
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qp->desthash = jbits256(argjson,"desthash"); |
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if ( (qp->satoshis= j64bits(argjson,"satoshis")) == 0 ) |
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qp->satoshis = SATOSHIDEN * jdouble(argjson,"value"); |
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if ( (qp->destsatoshis= j64bits(argjson,"destsatoshis")) == 0 ) |
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qp->destsatoshis = qp->satoshis * jdouble(argjson,"price"); |
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qp->change = SATOSHIDEN * jdouble(argjson,"change"); |
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qp->txfee = j64bits(argjson,"txfee"); |
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qp->desttxfee = j64bits(argjson,"desttxfee"); |
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return(0); |
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} |
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int32_t LP_quoteinfoinit(struct LP_quoteinfo *qp,struct LP_utxoinfo *utxo,char *destcoin,double price) |
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{ |
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memset(qp,0,sizeof(*qp)); |
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qp->timestamp = (uint32_t)time(NULL); |
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safecopy(qp->destcoin,destcoin,sizeof(qp->destcoin)); |
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if ( (qp->txfee= LP_getestimatedrate(utxo->coin)*LP_AVETXSIZE) < 10000 ) |
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qp->txfee = 10000; |
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if ( qp->txfee >= utxo->satoshis || qp->txfee >= utxo->satoshis2 ) |
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return(-1); |
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qp->txid = utxo->txid; |
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qp->vout = utxo->vout; |
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qp->txid2 = utxo->txid2; |
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qp->vout2 = utxo->vout2; |
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qp->satoshis2 = utxo->satoshis2 - qp->txfee; |
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qp->satoshis = utxo->satoshis - qp->txfee; |
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qp->destsatoshis = qp->satoshis * price; |
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if ( (qp->desttxfee= LP_getestimatedrate(qp->destcoin) * LP_AVETXSIZE) < 10000 ) |
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qp->desttxfee = 10000; |
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if ( qp->desttxfee >= qp->destsatoshis ) |
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return(-2); |
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qp->destsatoshis -= qp->desttxfee; |
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safecopy(qp->srccoin,utxo->coin,sizeof(qp->srccoin)); |
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safecopy(qp->coinaddr,utxo->coinaddr,sizeof(qp->coinaddr)); |
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qp->srchash = LP_pubkey(LP_privkey(utxo->coinaddr)); |
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return(0); |
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} |
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int32_t LP_quoteinfoset(struct LP_quoteinfo *qp,uint32_t timestamp,uint32_t quotetime,uint64_t value,uint64_t txfee,uint64_t destsatoshis,uint64_t desttxfee,bits256 desttxid,int32_t destvout,bits256 desthash,char *destaddr) |
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{ |
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if ( txfee != qp->txfee ) |
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{ |
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if ( txfee >= value ) |
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return(-1); |
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qp->txfee = txfee; |
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qp->satoshis = value - txfee; |
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} |
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qp->timestamp = timestamp; |
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qp->quotetime = quotetime; |
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qp->destsatoshis = destsatoshis; |
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qp->desttxfee = desttxfee; |
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qp->desttxid = desttxid; |
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qp->destvout = destvout; |
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qp->desthash = desthash; |
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safecopy(qp->destaddr,destaddr,sizeof(qp->destaddr)); |
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return(0); |
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} |
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char *LP_quotereceived(cJSON *argjson) |
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{ |
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struct LP_cacheinfo *ptr; double price; struct LP_quoteinfo Q; |
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LP_quoteparse(&Q,argjson); |
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price = (double)(Q.destsatoshis + Q.desttxfee) / (Q.satoshis + Q.txfee); |
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if ( (ptr= LP_cacheadd(Q.srccoin,Q.destcoin,Q.txid,Q.vout,price,&Q)) != 0 ) |
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{ |
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ptr->Q = Q; |
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return(clonestr("{\"result\":\"updated\"}")); |
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} else return(clonestr("{\"error\":\"nullptr\"}")); |
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} |
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int32_t LP_sizematch(uint64_t mysatoshis,uint64_t othersatoshis) |
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{ |
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if ( mysatoshis >= othersatoshis ) |
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return(0); |
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else return(-1); |
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} |
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cJSON *LP_tradecandidates(struct LP_utxoinfo *myutxo,char *base) |
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{ |
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struct LP_peerinfo *peer,*tmp; struct LP_quoteinfo Q; char *utxostr,coinstr[16]; cJSON *array,*retarray=0,*item; int32_t i,n; double price; |
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if ( (price= LP_price(base,myutxo->coin)) == .0 ) |
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{ |
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printf("no LP_price (%s -> %s)\n",base,myutxo->coin); |
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return(0); |
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} |
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HASH_ITER(hh,LP_peerinfos,peer,tmp) |
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{ |
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if ( (utxostr= issue_LP_clientgetutxos(peer->ipaddr,peer->port,base,100)) != 0 ) |
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{ |
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//printf("%s:%u %s\n",peer->ipaddr,peer->port,utxostr);
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if ( (array= cJSON_Parse(utxostr)) != 0 ) |
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{ |
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if ( is_cJSON_Array(array) != 0 && (n= cJSON_GetArraySize(array)) > 0 ) |
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{ |
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retarray = cJSON_CreateArray(); |
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for (i=0; i<n; i++) |
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{ |
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item = jitem(array,i); |
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LP_quoteparse(&Q,item); |
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safecopy(coinstr,jstr(item,"base"),sizeof(coinstr)); |
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if ( strcmp(coinstr,base) == 0 ) |
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jaddi(retarray,jduplicate(item)); |
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} |
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} |
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free_json(array); |
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} |
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free(utxostr); |
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} |
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if ( retarray != 0 ) |
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break; |
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} |
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return(retarray); |
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} |
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cJSON *LP_autotrade(struct LP_utxoinfo *myutxo,char *base,double maxprice) |
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{ |
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static bits256 zero; |
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int32_t i,n,besti,DEXselector=0; cJSON *array,*item,*bestitem=0; struct basilisk_request R; double bestmetric,metric,bestprice=0.,price,prices[100]; struct LP_quoteinfo Q[sizeof(prices)/sizeof(*prices)]; |
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bestprice = 0.; |
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if ( maxprice == 0. ) |
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maxprice = LP_price(base,myutxo->coin) / 0.975; |
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if ( (array= LP_tradecandidates(myutxo,base)) != 0 ) |
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{ |
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//printf("candidates.(%s)\n",jprint(array,0));
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if ( (n= cJSON_GetArraySize(array)) > 0 ) |
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{ |
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memset(prices,0,sizeof(prices)); |
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memset(Q,0,sizeof(Q)); |
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for (i=0; i<n && i<sizeof(prices)/sizeof(*prices); i++) |
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{ |
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item = jitem(array,i); |
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LP_quoteparse(&Q[i],item); |
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if ( (price= jdouble(item,"price")) == 0. ) |
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{ |
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price = LP_query("price",&Q[i],jstr(item,"ipaddr"),jint(item,"port"),base,myutxo->coin,zero); |
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Q[i].destsatoshis = price * Q[i].satoshis; |
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} |
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if ( (prices[i]= price) != 0. && (bestprice == 0. || price < bestprice) ) |
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bestprice = price; |
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//char str[65]; printf("i.%d of %d: (%s) -> txid.%s price %.8f best %.8f dest %.8f\n",i,n,jprint(item,0),bits256_str(str,Q[i].txid),price,bestprice,dstr(Q[i].destsatoshis));
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} |
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if ( bestprice != 0. ) |
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{ |
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bestmetric = 0.; |
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besti = -1; |
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for (i=0; i<n && i<sizeof(prices)/sizeof(*prices); i++) |
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{ |
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if ( (price= prices[i]) != 0. && myutxo->satoshis > Q[i].destsatoshis ) |
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{ |
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metric = price / bestprice; |
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printf("%f %f %f %f ",price,metric,dstr(Q[i].destsatoshis),metric * metric * metric); |
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if ( metric < 1.1 ) |
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{ |
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metric = dstr(Q[i].destsatoshis) * metric * metric * metric; |
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printf("%f\n",metric); |
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if ( bestmetric == 0. || metric < bestmetric ) |
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{ |
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besti = i; |
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bestmetric = metric; |
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} |
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} |
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} else printf("(%f %f) ",dstr(myutxo->satoshis),dstr(Q[i].destsatoshis)); |
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} |
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printf("metrics, best %f\n",bestmetric); |
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if ( besti >= 0 )//&& bits256_cmp(myutxo->mypub,otherpubs[besti]) == 0 )
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{ |
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i = besti; |
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bestprice = prices[i]; |
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item = jitem(array,i); |
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bestitem = LP_quotejson(&Q[i]); |
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printf("bestprice %f vs maxprice %f\n",bestprice,maxprice); |
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if ( maxprice == 0. || bestprice <= maxprice ) |
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{ |
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Q[i].desttxid = myutxo->txid; |
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Q[i].destvout = myutxo->vout; |
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Q[i].feetxid = myutxo->txid2; |
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Q[i].feevout = myutxo->vout2; |
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strcpy(Q[i].destaddr,myutxo->coinaddr); |
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price = LP_query("request",&Q[i],jstr(item,"ipaddr"),jint(item,"port"),base,myutxo->coin,myutxo->mypub); |
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if ( jobj(bestitem,"price") != 0 ) |
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jdelete(bestitem,"price"); |
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jaddnum(bestitem,"price",prices[i]); |
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if ( price <= maxprice ) |
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{ |
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Q[i].desttxid = myutxo->txid; |
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Q[i].destvout = myutxo->vout; |
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Q[i].feetxid = myutxo->txid2; |
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Q[i].feevout = myutxo->vout2; |
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strcpy(Q[i].destaddr,myutxo->coinaddr); |
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price = LP_query("connect",&Q[i],jstr(item,"ipaddr"),jint(item,"port"),base,myutxo->coin,myutxo->mypub); |
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LP_requestinit(&R,Q[i].srchash,Q[i].desthash,base,Q[i].satoshis,Q[i].destcoin,Q[i].destsatoshis,Q[i].timestamp,Q[i].quotetime,DEXselector); |
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jaddstr(bestitem,"status","connected"); |
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jaddnum(bestitem,"requestid",R.requestid); |
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jaddnum(bestitem,"quoteid",R.quoteid); |
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printf("Alice r.%u q.%u\n",R.requestid,R.quoteid); |
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} else jaddstr(bestitem,"status","too expensive"); |
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} |
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} |
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} |
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free_json(array); |
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} |
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} |
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if ( bestitem == 0 ) |
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return(cJSON_Parse("{\"error\":\"no match found\"}")); |
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return(bestitem); |
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} |
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int32_t LP_priceping(int32_t pubsock,struct LP_utxoinfo *utxo,char *rel,double profitmargin) |
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{ |
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double price; uint32_t now; cJSON *retjson; struct LP_quoteinfo Q; char *retstr; |
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if ( (now= (uint32_t)time(NULL)) > utxo->swappending ) |
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utxo->swappending = 0; |
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if ( now > utxo->published+60 && utxo->swappending == 0 && utxo->pair < 0 && utxo->swap == 0 && (price= LP_price(utxo->coin,rel)) != 0. ) |
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{ |
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if ( LP_quoteinfoinit(&Q,utxo,rel,price) < 0 ) |
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return(-1); |
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Q.timestamp = (uint32_t)time(NULL); |
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retjson = LP_quotejson(&Q); |
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jaddstr(retjson,"method","quote"); |
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retstr = jprint(retjson,1); |
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LP_send(pubsock,retstr,1); |
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utxo->published = now; |
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return(0); |
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} |
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return(-1); |
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} |
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