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Test

etomic
jl777 7 years ago
parent
ec94093c69
commit
655b75a12d
1 changed files with 8 additions and 8 deletions
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  1. 16
      iguana/exchanges/LP_portfolio.c

16
iguana/exchanges/LP_portfolio.c
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@ -278,19 +278,19 @@ void LP_autopriceset(int32_t ind,void *ctx,int32_t dir,struct LP_priceinfo *base
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(&bid,&ask,refbase,refrel);
//printf("%s/%s USE ref %s/%s %.8f factor %.8f offset %.8f margin %.8f\n",basepp->symbol,relpp->symbol,refbase,refrel,price,factor,offset,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 )
{ {
if ( factor > SMALLVAL ) if ( factor > SMALLVAL )
{ {
//double tmp = (price * factor) + offset; double tmp = (price * factor) + offset;
//printf("price %.8f -> %.8f factor %.8f offset %.8f margin %.8f [%.8f %.8f] [%.8f %.8f]\n",price,tmp,factor,offset,margin,(tmp * (1. + margin)),1./(tmp * (1. - margin)),(tmp * (1. - margin)),1./(tmp * (1. + margin))); printf("price %.8f -> %.8f factor %.8f offset %.8f margin %.8f [%.8f %.8f] [%.8f %.8f]\n",price,tmp,factor,offset,margin,(tmp * (1. + margin)),1./(tmp * (1. - margin)),(tmp * (1. - margin)),1./(tmp * (1. + margin)));
price = (price * factor) + offset; price = (price * factor) + offset;
} }
if ( margin == 0. ) if ( margin == 0. )
margin = oppomargin; margin = oppomargin;
//printf("min %.8f %s/%s %.8f dir.%d margin %.8f (%.8f %.8f)\n",basepp->minprices[relpp->ind],relpp->symbol,basepp->symbol,price,dir,margin,1. / (price * (1. - margin)),(price * (1. + margin))); printf("min %.8f %s/%s %.8f dir.%d margin %.8f (%.8f %.8f)\n",basepp->minprices[relpp->ind],relpp->symbol,basepp->symbol,price,dir,margin,1. / (price * (1. - margin)),(price * (1. + margin)));
if ( dir > 0 ) if ( dir > 0 )
newprice = (1. / price) * (1. + margin); newprice = (1. / price) * (1. + margin);
else newprice = (price * (1. + margin)); else newprice = (price * (1. + margin));
@ -302,7 +302,7 @@ void LP_autopriceset(int32_t ind,void *ctx,int32_t dir,struct LP_priceinfo *base
LP_autorefs[ind].lastask = newprice; LP_autorefs[ind].lastask = newprice;
else LP_autorefs[ind].lastask = (LP_autorefs[ind].lastask * 0.9) + (0.1 *newprice); else LP_autorefs[ind].lastask = (LP_autorefs[ind].lastask * 0.9) + (0.1 *newprice);
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(&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)
@ -568,7 +568,7 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
} }
else if ( strcmp(LP_autorefs[i].refrel,"coinmarketcap") == 0 ) else if ( strcmp(LP_autorefs[i].refrel,"coinmarketcap") == 0 )
{ {
printf("%s/%s for %s/%s margin %.8f/%.8f\n",base,rel,LP_autorefs[i].refbase,LP_autorefs[i].refrel,buymargin,sellmargin); //printf("%s/%s for %s/%s margin %.8f/%.8f\n",base,rel,LP_autorefs[i].refbase,LP_autorefs[i].refrel,buymargin,sellmargin);
if ( (price_btc= LP_CMCbtcprice(&price_usd,LP_autorefs[i].refbase)) > SMALLVAL ) if ( (price_btc= LP_CMCbtcprice(&price_usd,LP_autorefs[i].refbase)) > SMALLVAL )
{ {
if ( strcmp(rel,"KMD") == 0 && kmd_btc > SMALLVAL ) if ( strcmp(rel,"KMD") == 0 && kmd_btc > SMALLVAL )
@ -587,7 +587,7 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
newprice = LP_autorefs[i].lastbid; newprice = LP_autorefs[i].lastbid;
LP_mypriceset(&changed,rel,base,newprice); LP_mypriceset(&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("price %.8f margin %.8f/%.8f newprice %.8f %.8f\n",price,buymargin,sellmargin,newprice,(1. / price) * (1. + buymargin)); //printf("price %.8f margin %.8f/%.8f newprice %.8f %.8f\n",price,buymargin,sellmargin,newprice,(1. / price) * (1. + buymargin));
newprice = (1. / price) * (1. + sellmargin); newprice = (1. / price) * (1. + sellmargin);
if ( LP_autorefs[i].lastask < SMALLVAL ) if ( LP_autorefs[i].lastask < SMALLVAL )
LP_autorefs[i].lastask = newprice; LP_autorefs[i].lastask = newprice;
@ -603,7 +603,7 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
relpp = LP_priceinfofind(rel); relpp = LP_priceinfofind(rel);
if ( basepp != 0 && relpp != 0 ) if ( basepp != 0 && relpp != 0 )
{ {
//printf("check ref-autoprice %s/%s %f %f (%.8f %.8f)\n",LP_autorefs[i].refbase,LP_autorefs[i].refrel,relpp->fixedprices[basepp->ind],basepp->fixedprices[relpp->ind],LP_autorefs[i].lastbid,LP_autorefs[i].lastask); printf("check ref-autoprice %s/%s %f %f (%.8f %.8f)\n",LP_autorefs[i].refbase,LP_autorefs[i].refrel,relpp->fixedprices[basepp->ind],basepp->fixedprices[relpp->ind],LP_autorefs[i].lastbid,LP_autorefs[i].lastask);
LP_autopriceset(i,ctx,1,basepp,relpp,0.,LP_autorefs[i].refbase,LP_autorefs[i].refrel); LP_autopriceset(i,ctx,1,basepp,relpp,0.,LP_autorefs[i].refbase,LP_autorefs[i].refrel);
} }
} }

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