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initial tradebots

etomic
jl777 8 years ago
parent
9651183dd4
commit
692901a187
21 changed files with 1026 additions and 132 deletions
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  1. 2
      basilisk/basilisk.c
  2. 1
      basilisk/basilisk.h
  3. 4
      basilisk/basilisk_swap.c
  4. 108
      basilisk/basilisk_tradebot.c
  5. 869
      basilisk/tradebots_liquidity.c
  6. 11
      crypto777/OS_portable.c
  7. 1
      crypto777/OS_portable.h
  8. 1
      crypto777/bitcoind_RPC.c
  9. 2
      crypto777/hmac_sha512.c
  10. 8
      crypto777/iguana_utils.c
  11. 12
      iguana/dpow/dpow_tx.c
  12. 7
      iguana/exchanges/bittrex.c
  13. 5
      iguana/exchanges/poloniex.c
  14. 4
      iguana/exchanges777.h
  15. 5
      iguana/iguana777.h
  16. 18
      iguana/iguana_exchanges.c
  17. 4
      iguana/iguana_notary.c
  18. 5
      iguana/main.c
  19. 64
      iguana/tests/arbinit
  20. 26
      iguana/tests/arbnxt
  21. 1
      includes/iguana_funcs.h

2
basilisk/basilisk.c
View File

@ -14,6 +14,7 @@
******************************************************************************/
#include "../iguana/iguana777.h"
#include "exchanges777.h"
typedef char *basilisk_servicefunc(struct supernet_info *myinfo,char *CMD,void *addr,char *remoteaddr,uint32_t basilisktag,cJSON *valsobj,uint8_t *data,int32_t datalen,bits256 hash,int32_t from_basilisk);
@ -482,6 +483,7 @@ int32_t basilisk_relayid(struct supernet_info *myinfo,uint32_t ipbits)
#include "basilisk_lisk.c"
#include "basilisk_MSG.c"
#include "tradebots_liquidity.c"
#include "basilisk_tradebot.c"
#include "basilisk_swap.c"
#include "basilisk_DEX.c"

1
basilisk/basilisk.h
View File

@ -79,6 +79,7 @@ struct basilisk_swapinfo
struct basilisk_swap
{
struct supernet_info *myinfo; struct iguana_info *bobcoin,*alicecoin;
void (*balancingtrade)(struct supernet_info *myinfo,struct basilisk_swap *swap,int32_t iambob);
struct basilisk_swapinfo I;
struct basilisk_rawtx bobdeposit,bobpayment,alicepayment,myfee,otherfee,aliceclaim,alicespend,bobreclaim,bobspend,bobrefund,alicereclaim;
bits256 privkeys[INSTANTDEX_DECKSIZE];

4
basilisk/basilisk_swap.c
View File

@ -1558,7 +1558,7 @@ int32_t basilisk_swapiteration(struct supernet_info *myinfo,struct basilisk_swap
printf("Bob error spending alice payment\n");
else
{
basilisk_swap_balancingtrade(myinfo,swap,1);
tradebot_swap_balancingtrade(myinfo,swap,1);
printf("Bob spends alicepayment\n");
swap->I.statebits |= 0x40000;
while ( basilisk_numconfirms(myinfo,&swap->bobspend) < swap->I.aliceconfirms )
@ -1629,7 +1629,7 @@ int32_t basilisk_swapiteration(struct supernet_info *myinfo,struct basilisk_swap
if ( basilisk_swapget(myinfo,swap,0x8000,data,maxlen,basilisk_verify_bobpaid) == 0 )
{
printf("got bobpayment\n");
basilisk_swap_balancingtrade(myinfo,swap,0);
tradebot_swap_balancingtrade(myinfo,swap,0);
// verify payment and submit, set confirmed height
swap->I.statebits |= 0x8000;
}

108
basilisk/basilisk_tradebot.c
View File

@ -14,60 +14,6 @@
******************************************************************************/
// included from basilisk.c
void basilisk_swap_balancingtrade(struct supernet_info *myinfo,struct basilisk_swap *swap,int32_t iambob)
{
// update balance, compare to target balance, issue balancing trade via central exchanges, if needed
double price,volume,srcamount,destamount,profitmargin,dir=0.,dotrade=1.; char base[64],rel[64];
srcamount = swap->I.req.srcamount;
destamount = swap->I.req.destamount;
profitmargin = (double)swap->I.req.profitmargin / 1000000.;
if ( srcamount <= SMALLVAL || destamount <= SMALLVAL )
{
printf("illegal amount for balancing %f %f\n",srcamount,destamount);
return;
}
strcpy(rel,"BTC");
if ( strcmp(swap->I.req.src,"BTC") == 0 )
{
strcpy(base,swap->I.req.dest);
price = (srcamount / destamount);
volume = destamount / SATOSHIDEN;
dir = -1.;
}
else if ( strcmp(swap->I.req.dest,"BTC") == 0 )
{
strcpy(base,swap->I.req.src);
price = (destamount / srcamount);
volume = srcamount / SATOSHIDEN;
dir = 1.;
}
else
{
printf("only BTC trades can be balanced, not (%s/%s)\n",swap->I.req.src,swap->I.req.dest);
return;
}
if ( iambob != 0 )
{
if ( myinfo->IAMLP != 0 )
{
printf("BOB: price %f * vol %f -> %s newprice %f margin %.2f%%\n",price,volume,dir < 0. ? "buy" : "sell",price + dir * price * profitmargin,100*profitmargin);
if ( dir < 0. )
InstantDEX_buy(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
else InstantDEX_sell(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
}
}
else
{
if ( myinfo->IAMLP != 0 )
{
printf("ALICE: price %f * vol %f -> %s newprice %f margin %.2f%%\n",price,volume,dir > 0. ? "buy" : "sell",price - dir * price * profitmargin,100*profitmargin);
if ( dir > 0. )
InstantDEX_buy(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
else InstantDEX_sell(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
}
}
}
cJSON *basilisk_rawtxobj(struct supernet_info *myinfo,struct basilisk_swap *swap,struct basilisk_rawtx *rawtx)
{
@ -170,12 +116,13 @@ struct basilisk_swap *basilisk_swapstore(struct supernet_info *myinfo,struct bas
struct basilisk_swap *basilisk_swapload(struct supernet_info *myinfo,struct basilisk_swap *swap,uint32_t requestid,uint32_t quoteid)
{
return(swap);
// set swap fields and return it if found
return(0);
}
void basilisk_swapstart(struct supernet_info *myinfo) // scan saved tmpswap, purge if complete, else Q
{
// for resuming pending swaps
}
void basilisk_txlog(struct supernet_info *myinfo,struct basilisk_swap *swap,struct basilisk_rawtx *rawtx,int32_t delay)
@ -329,53 +276,6 @@ int32_t basilisk_request_cmpref(struct basilisk_request *ref,struct basilisk_req
} else return(0);
}
void tradebot_liquidity_command(struct supernet_info *myinfo,char *base,bits256 hash,cJSON *vals)
{
struct liquidity_info li,refli; int32_t i;
memset(&li,0,sizeof(li));
strcpy(li.base,base), strcpy(li.rel,"BTC");
li.profit = jdouble(vals,"profit");
li.refprice = jdouble(vals,"refprice");
for (i=0; i<sizeof(myinfo->linfos)/sizeof(*myinfo->linfos); i++)
{
refli = myinfo->linfos[i];
if ( strcmp(li.rel,refli.base) == 0 && strcmp(li.base,refli.rel) == 0 )
{
strcpy(li.base,refli.base);
strcpy(li.rel,refli.rel);
if ( fabs(li.refprice) > SMALLVAL )
li.refprice = (1. / li.refprice);
else li.refprice = 0.;
printf("Set rev linfo[%d] (%s/%s) %.6f %.8f\n",i,li.base,li.rel,li.profit,li.refprice);
myinfo->linfos[i] = li;
return;
}
else if ( refli.base[0] == 0 || (strcmp(li.base,refli.base) == 0 && strcmp(li.rel,refli.rel) == 0) )
{
myinfo->linfos[i] = li;
printf("Set linfo[%d] (%s/%s) %.6f %.8f\n",i,li.base,li.rel,li.profit,li.refprice);
return;
}
}
printf("ERROR: too many linfos %d\n",i);
}
double tradebot_liquidity_active(struct supernet_info *myinfo,double *refpricep,char *base,char *rel)
{
int32_t i; struct liquidity_info refli;
*refpricep = 0.;
for (i=0; i<sizeof(myinfo->linfos)/sizeof(*myinfo->linfos); i++)
{
refli = myinfo->linfos[i];
if ( (strcmp(base,refli.base) == 0 && strcmp(rel,refli.rel) == 0) || (strcmp(rel,refli.base) == 0 && strcmp(base,refli.rel) == 0 ))
{
*refpricep = refli.refprice;
return(refli.profit);
}
}
return(0.);
}
double basilisk_request_listprocess(struct supernet_info *myinfo,struct basilisk_request *issueR,struct basilisk_request *list,int32_t n)
{
int32_t i,noquoteflag=0,havequoteflag=0,myrequest=0,maxi=-1; int64_t balance=0,destamount,minamount = 0,maxamount = 0; uint32_t pendingid=0; struct basilisk_swap *active; double metric = 0.;
@ -414,7 +314,7 @@ double basilisk_request_listprocess(struct supernet_info *myinfo,struct basilisk
}
//printf("%s -> %s myrequest.%d pendingid.%u noquoteflag.%d havequoteflag.%d maxi.%d %.8f\n",list[0].src,list[0].dest,myrequest,pendingid,noquoteflag,havequoteflag,maxi,dstr(maxamount));
double retvals[4],refprice,profitmargin,aveprice; cJSON *retjson; char *retstr;
if ( myinfo->IAMLP != 0 && myrequest == 0 && pendingid == 0 && noquoteflag != 0 && (profitmargin= tradebot_liquidity_active(myinfo,&refprice,list[0].src,list[0].dest)) > 0. )
if ( maxi >= 0 && myinfo->IAMLP != 0 && myrequest == 0 && pendingid == 0 && noquoteflag != 0 && (profitmargin= tradebot_liquidity_active(myinfo,&refprice,"DEX",list[maxi].src,list[maxi].dest,(double)maxamount/SATOSHIDEN)) > 0. )
{
if ( (aveprice= instantdex_avehbla(myinfo,retvals,list[0].src,list[0].dest,1.3 * dstr(list[0].srcamount))) == 0. || refprice > aveprice )
aveprice = refprice;

869
basilisk/tradebots_liquidity.c
View File

@ -0,0 +1,869 @@
/******************************************************************************
* Copyright © 2014-2016 The SuperNET Developers. *
* *
* See the AUTHORS, DEVELOPER-AGREEMENT and LICENSE files at *
* the top-level directory of this distribution for the individual copyright *
* holder information and the developer policies on copyright and licensing. *
* *
* Unless otherwise agreed in a custom licensing agreement, no part of the *
* SuperNET software, including this file may be copied, modified, propagated *
* or distributed except according to the terms contained in the LICENSE file *
* *
* Removal or modification of this copyright notice is prohibited. *
* *
******************************************************************************/
// included from basilisk.c
/*
In order to provide liquidity from central exchanges, we need to issue balancing trades, however to do this properly, we need to know what the desired balance is. If unspecified, then a neutral balance is assumed.
The liquidity_info interface is quite flexible, there is a single function liquidity_active() which returns non-zero if the LP node should respond. The model is that the liquidity_command() is used to configure the liquidity_active()'s response.
In order for dynamic adaptiveness to work, the liquidity_command/liquidity_active needs to interact with the balancing.
A simplistic default trio of functions are provided, but any level of complexity is possible with the liquidity interface.
*/
#define TRADEBOTS_NUMANSWERS 8
#define TRADEBOTS_NUMDECAYS 8
#define TRADEBOTS_RAWFEATURESINCR 7
#define TRADEBOTS_MAXPAIRS 1024
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 };
struct tradebot_arbentry
{
char exchange[16];
double price,volume,profitmargin;
uint32_t timestamp;
};
struct tradebot_arbexchange
{
char name[16];
struct tradebot_arbentry trades[2];
};
struct tradebot_arbpair
{
char base[32],rel[32];
uint32_t lasttime,lastanswertime; FILE *fp;
int32_t numexchanges,counter,btccounter,usdcounter,cnycounter;
double highbid,lowask,hblavolume,btcbid,btcask,btcvol,usdbid,usdask,usdvol,cnybid,cnyask,cnyvol;
double bidaves[TRADEBOTS_NUMDECAYS],askaves[TRADEBOTS_NUMDECAYS];
double bidslopes[TRADEBOTS_NUMDECAYS],askslopes[TRADEBOTS_NUMDECAYS];
struct tradebot_arbexchange exchanges[16];
uint8_t dirmasks[2],slopedirs[2];
char *svmpairs[TRADEBOTS_MAXPAIRS][2];
int32_t RTgood[TRADEBOTS_NUMANSWERS],RTbad[TRADEBOTS_NUMANSWERS],numrawfeatures,numsvmfeatures,numpairs;
float rawfeatures[TRADEBOTS_NUMANSWERS+64],prevrawfeatures[TRADEBOTS_NUMANSWERS+64],*svms; // svms is coeffs vector[TRADEBOTS_NUMANSWERS]
float RTpreds[TRADEBOTS_NUMANSWERS],svmpreds[TRADEBOTS_NUMANSWERS],answers[TRADEBOTS_NUMANSWERS];
};
struct tradebot_arbpair Arbpairs[TRADEBOTS_MAXPAIRS],*Pair_NXTBTC,*Pair_BTCUSD,*Pair_BTCCNY;
int32_t Tradebot_numarbpairs;
struct tradebot_arbpair *tradebot_arbpair_find(char *base,char *rel)
{
int32_t i;
for (i=0; i<Tradebot_numarbpairs; i++)
if ( strcmp(Arbpairs[i].base,base) == 0 && strcmp(Arbpairs[i].rel,rel) == 0 )
return(&Arbpairs[i]);
return(0);
}
struct tradebot_arbpair *tradebot_arbpair_create(char *base,char *rel)
{
struct tradebot_arbpair *pair; char fname[1024];
if ( Tradebot_numarbpairs < sizeof(Arbpairs)/sizeof(*Arbpairs) )
{
printf("new pair.%d (%s/%s)\n",Tradebot_numarbpairs,base,rel);
pair = &Arbpairs[Tradebot_numarbpairs++];
strcpy(pair->rel,rel);
strcpy(pair->base,base);
if ( strcmp(base,"NXT") == 0 && strcmp(rel,"BTC") == 0 )
Pair_NXTBTC = pair, printf("Pair_NXTBTC <- %p\n",pair);
else if ( strcmp(base,"BTC") == 0 && strcmp(rel,"USD") == 0 )
Pair_BTCUSD = pair;
else if ( strcmp(base,"BTC") == 0 && strcmp(rel,"CNY") == 0 )
Pair_BTCCNY = pair;
sprintf(fname,"SVM/rawfeatures/%s_%s",base,rel);
pair->fp = OS_appendfile(fname);
return(pair);
} else return(0);
}
int32_t tradebots_calcrawfeatures(struct tradebot_arbpair *pair)
{
int32_t starti,i,n = 0; double ave; uint32_t timestamp;
n = TRADEBOTS_NUMANSWERS;
memcpy(pair->prevrawfeatures,pair->rawfeatures,sizeof(pair->prevrawfeatures));
memset(pair->rawfeatures,0,sizeof(pair->rawfeatures));
if ( fabs(pair->highbid) < SMALLVAL || fabs(pair->lowask) < SMALLVAL )
return(-1);
ave = _pairaved(pair->highbid,pair->lowask);
timestamp = (uint32_t)time(NULL);
n = TRADEBOTS_NUMANSWERS;
memcpy(&pair->rawfeatures[TRADEBOTS_NUMANSWERS],&timestamp,sizeof(*pair->rawfeatures)), n++;
pair->rawfeatures[n++] = pair->highbid;
pair->rawfeatures[n++] = pair->lowask;
pair->rawfeatures[n++] = pair->hblavolume / ave;
n = TRADEBOTS_RAWFEATURESINCR + TRADEBOTS_NUMANSWERS;
for (i=0; i<TRADEBOTS_NUMDECAYS; i++)
{
if ( fabs(pair->bidaves[i]) < SMALLVAL || fabs(pair->askaves[i]) < SMALLVAL )
return(-1);
starti = n;
pair->rawfeatures[n++] = (pair->bidaves[i] / ave) - 1.;
pair->rawfeatures[n++] = (pair->askaves[i] / ave) - 1.;
pair->rawfeatures[n++] = 10000. * (pair->bidslopes[i] / ave);
pair->rawfeatures[n++] = 10000. * (pair->askslopes[i] / ave);
if ( n < starti+TRADEBOTS_RAWFEATURESINCR )
n = starti+TRADEBOTS_RAWFEATURESINCR;
}
if ( pair->fp != 0 )
{
if ( fwrite(pair->rawfeatures,1,sizeof(pair->rawfeatures),pair->fp) != sizeof(pair->rawfeatures) )
printf("fwrite error for %s/%s rawfeatures[%d]\n",pair->base,pair->rel,n);
else fflush(pair->fp);
}
if ( n > sizeof(pair->rawfeatures)/sizeof(*pair->rawfeatures) )
{
printf("n.%d too many for rawfeatures %ld\n",n,sizeof(pair->rawfeatures)/sizeof(*pair->rawfeatures));
exit(-1);
}
return(n);
}
uint32_t tradebots_featureset(double *highbidp,double *lowaskp,double *avep,double *volp,double *bidaves,double *askaves,double *bidslopes,double *askslopes,float *rawfeatures)
{
uint32_t timestamp; int32_t i,n,starti;
memcpy(&timestamp,&rawfeatures[TRADEBOTS_NUMANSWERS],sizeof(timestamp));
n = TRADEBOTS_NUMANSWERS + 1;
*highbidp = rawfeatures[n++];
*lowaskp = rawfeatures[n++];
*avep = _pairaved(*highbidp,*lowaskp);
*volp = rawfeatures[n++];
n = TRADEBOTS_RAWFEATURESINCR + TRADEBOTS_NUMANSWERS;
for (i=0; i<TRADEBOTS_NUMDECAYS; i++)
{
starti = n;
bidaves[i] = rawfeatures[n++];
askaves[i] = rawfeatures[n++];
bidslopes[i] = rawfeatures[n++];
askslopes[i] = rawfeatures[n++];
if ( n < starti+TRADEBOTS_RAWFEATURESINCR )
n = starti+TRADEBOTS_RAWFEATURESINCR;
}
return(timestamp);
}
int32_t tradebots_expandrawfeatures(double *svmfeatures,float *rawfeatures,uint32_t reftimestamp,float *refrawfeatures)
{
double factor,highbid,lowask,ave,vol,bidaves[TRADEBOTS_NUMDECAYS],askaves[TRADEBOTS_NUMDECAYS],bidslopes[TRADEBOTS_NUMDECAYS],askslopes[TRADEBOTS_NUMDECAYS];
double refhighbid,reflowask,refave,refvol,refbidaves[TRADEBOTS_NUMDECAYS],refaskaves[TRADEBOTS_NUMDECAYS],refbidslopes[TRADEBOTS_NUMDECAYS],refaskslopes[TRADEBOTS_NUMDECAYS];
uint32_t timestamp; int32_t i,j,starti,n = 0;
tradebots_featureset(&refhighbid,&reflowask,&refave,&refvol,refbidaves,refaskaves,refbidslopes,refaskslopes,refrawfeatures);
timestamp = tradebots_featureset(&highbid,&lowask,&ave,&vol,bidaves,askaves,bidslopes,askslopes,rawfeatures);
if ( timestamp == 0 || reftimestamp == 0 || timestamp >= reftimestamp+60 )
return(-1);
factor = sqrt(reftimestamp - timestamp);
if ( factor > 60. )
factor = 60.;
else if ( factor < 1. )
factor = 1.;
factor = 1. / factor;
if ( refhighbid == 0. || highbid == 0. || lowask == 0. || reflowask == 0. )
return(-1);
svmfeatures[n++] = highbid;
svmfeatures[n++] = (highbid / ave) - 1.;
svmfeatures[n++] = lowask;
svmfeatures[n++] = (lowask / ave) - 1.;
svmfeatures[n++] = (lowask - highbid);
svmfeatures[n++] = (lowask - highbid) / ave;
svmfeatures[n++] = vol;
starti = n;
svmfeatures[n++] = refhighbid;
svmfeatures[n++] = (refhighbid / refave) - 1.;
svmfeatures[n++] = reflowask;
svmfeatures[n++] = (reflowask / refave) - 1.;
svmfeatures[n++] = (reflowask - refhighbid);
svmfeatures[n++] = (reflowask - refhighbid) / refave;
svmfeatures[n++] = refvol;
for (i=0; i<starti; i++)
svmfeatures[n++] = (svmfeatures[i] - svmfeatures[i+starti]);
for (i=0; i<TRADEBOTS_NUMDECAYS; i++)
{
svmfeatures[n++] = bidaves[i];
svmfeatures[n++] = askaves[i];
svmfeatures[n++] = bidslopes[i];
svmfeatures[n++] = askslopes[i];
svmfeatures[n++] = bidaves[i] - refbidaves[i];
svmfeatures[n++] = bidaves[i] - refaskaves[i];
svmfeatures[n++] = (askaves[i] - bidaves[i]);
svmfeatures[n++] = askaves[i] - refaskaves[i];
svmfeatures[n++] = askaves[i] - refbidaves[i];
svmfeatures[n++] = bidslopes[i] - refbidslopes[i];
svmfeatures[n++] = bidslopes[i] - refaskslopes[i];
svmfeatures[n++] = (askslopes[i] - bidslopes[i]);
svmfeatures[n++] = askslopes[i] - refaskslopes[i];
svmfeatures[n++] = askslopes[i] - refbidslopes[i];
svmfeatures[n++] = (askaves[i] - bidaves[i]) - (refaskaves[i] - refbidaves[i]);
svmfeatures[n++] = (askslopes[i] - bidslopes[i]) - (refaskslopes[i] - refbidslopes[i]);
for (j=i+1; j<TRADEBOTS_NUMDECAYS; j++)
{
svmfeatures[n++] = (bidaves[i] - bidaves[j]);
svmfeatures[n++] = (askaves[i] - askaves[j]);
svmfeatures[n++] = (askaves[i] - bidaves[j]);
svmfeatures[n++] = (bidslopes[i] - bidslopes[j]);
svmfeatures[n++] = (askslopes[i] - askslopes[j]);
svmfeatures[n++] = (askslopes[i] - bidslopes[j]);
}
}
if ( fabs(factor - 1.) > SMALLVAL )
{
for (i=starti; i<n; i++)
svmfeatures[i] *= factor;
}
return(n);
}
int32_t tradebots_calcsvmfeatures(double *svmfeatures,struct tradebot_arbpair *pair)
{
int32_t i,j,n,numpairfeatures,flag; struct tradebot_arbpair *ptr; uint32_t reftimestamp;
memcpy(&reftimestamp,pair->rawfeatures,sizeof(reftimestamp));
if ( reftimestamp == 0 )
return(-1);
numpairfeatures = n = tradebots_expandrawfeatures(svmfeatures,pair->rawfeatures,reftimestamp,pair->prevrawfeatures);
if ( pair->numsvmfeatures != (1+pair->numpairs)*n )
{
for (i=0; i<pair->numpairs; i++)
{
flag = -1;
if ( (ptr= tradebot_arbpair_find(pair->svmpairs[i][0],pair->svmpairs[i][1])) != 0 )
flag = tradebots_expandrawfeatures(&svmfeatures[n],ptr->rawfeatures,reftimestamp,pair->rawfeatures);
if ( flag < 0 )
{
for (j=0; j<numpairfeatures; j++)
svmfeatures[n++] = 0.;
} else n += flag;
}
}
if ( n != pair->numsvmfeatures )
{
printf("unexpected numsvmfeatures %d vs %d\n",n,pair->numsvmfeatures);
return(-1);
}
return(n);
}
int32_t tradebots_calcpreds(float *RTpreds,struct tradebot_arbpair *pair,double *svmfeatures)
{
int32_t i,j,n=0; double feature,preds[TRADEBOTS_NUMANSWERS];
memset(preds,0,sizeof(preds));
for (i=n=0; i<pair->numsvmfeatures; i++)
{
feature = svmfeatures[i];
for (j=0; j<TRADEBOTS_NUMANSWERS; j++)
preds[j] += feature * pair->svms[n++];
}
return(n);
}
void tradebots_calcanswers(struct tradebot_arbpair *pair)
{
double highbid,lowask,futurebid,futureask,ave,vol,bidaves[TRADEBOTS_NUMDECAYS],askaves[TRADEBOTS_NUMDECAYS],bidslopes[TRADEBOTS_NUMDECAYS],askslopes[TRADEBOTS_NUMDECAYS];
float rawfeatures[sizeof(pair->rawfeatures)/sizeof(*pair->rawfeatures)],futuremin,futuremax,minval,maxval,*hblas = 0;
uint32_t timestamp,firsttime = 0; long fpos,savepos; int32_t flag,i,iter,j,ind,maxi;
if ( pair->fp != 0 )
{
for (iter=0; iter<2; iter++)
{
rewind(pair->fp);
fpos = 0;
while ( fread(rawfeatures,1,sizeof(pair->rawfeatures),pair->fp) == sizeof(pair->rawfeatures) )
{
savepos = ftell(pair->fp);
timestamp = tradebots_featureset(&highbid,&lowask,&ave,&vol,bidaves,askaves,bidslopes,askslopes,rawfeatures);
if ( firsttime == 0 )
{
firsttime = timestamp;
maxi = (int32_t)((time(NULL) - firsttime) / 60 + 1);
hblas = calloc(maxi,sizeof(*hblas)*2);
}
if ( (i= (timestamp - firsttime)/60) >= 0 && i < maxi )
{
if ( iter == 0 )
{
_xblend(&hblas[i << 1],highbid,0.5);
_xblend(&hblas[(i << 1) + 1],lowask,0.5);
}
else
{
highbid = hblas[i << 1];
lowask = hblas[(i << 1) + 1];
if ( fabs(highbid) > SMALLVAL && fabs(lowask) > SMALLVAL )
{
memset(pair->answers,0,sizeof(pair->answers));
flag = 0;
for (j=0; j<TRADEBOTS_NUMANSWERS; j++)
{
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 ( 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++;
}
if ( flag != 0 )
{
fseek(pair->fp,fpos,SEEK_SET);
if ( fwrite(pair->answers,1,sizeof(pair->answers),pair->fp) != sizeof(pair->answers) )
printf("error writing answers for %s/%s t%u i.%d of %d\n",pair->base,pair->rel,timestamp,i,maxi);
else
{
for (j=0; j<TRADEBOTS_NUMANSWERS; j++)
printf("%9.6f ",pair->answers[i]);
printf("%s/%s answers %d of %d\n",pair->base,pair->rel,i,maxi);
}
fseek(pair->fp,savepos,SEEK_SET);
}
}
}
}
fpos = ftell(pair->fp);
}
if ( iter == 0 )
{
highbid = hblas[0];
lowask = hblas[1];
for (i=1; i<maxi; i++)
{
if ( fabs(hblas[i << 1]) > SMALLVAL && fabs(hblas[(i << 1) + 1]) > SMALLVAL )
{
highbid = hblas[i << 1];
lowask = hblas[(i << 1) + 1];
}
else
{
hblas[i << 1] = highbid;
hblas[(i << 1) + 1] = lowask;
}
}
}
}
if ( hblas != 0 )
free(hblas);
}
}
static char *assetids[][2] =
{
{ "12071612744977229797", "UNITY" },
{ "15344649963748848799", "DEX" },
{ "6883271355794806507", "PANGEA" },
{ "17911762572811467637", "JUMBLR" },
{ "17083334802666450484", "BET" },
{ "13476425053110940554", "CRYPTO" },
{ "6932037131189568014", "HODL" },
{ "3006420581923704757", "SHARK" },
{ "17571711292785902558", "BOTS" },
{ "10524562908394749924", "MGW" },
};
uint64_t NXT_assetidfind(char *base)
{
int32_t i;
for (i=0; i<sizeof(assetids)/sizeof(*assetids); i++)
if ( strcmp(assetids[i][1],base) == 0 )
return(calc_nxt64bits(assetids[i][0]));
return(0);
}
char *NXT_assetnamefind(char *base)
{
int32_t i;
for (i=0; i<sizeof(assetids)/sizeof(*assetids); i++)
if ( strcmp(assetids[i][0],base) == 0 )
return(assetids[i][1]);
return(0);
}
void tradebot_arbentry(struct tradebot_arbentry *arb,char *exchange,double price,double volume,uint32_t timestamp,double profitmargin)
{
if ( arb->exchange[0] == 0 )
strcpy(arb->exchange,exchange);
if ( strcmp(arb->exchange,exchange) == 0 )
{
arb->price = price;
arb->volume = volume;
arb->timestamp = timestamp;
arb->profitmargin = profitmargin;
} else printf("mismatched arbexchange? (%s vs %s)\n",arb->exchange,exchange);
}
struct tradebot_arbexchange *tradebot_arbexchange_find(struct tradebot_arbpair *pair,char *exchange)
{
int32_t i;
for (i=0; i<pair->numexchanges; i++)
if ( strcmp(pair->exchanges[i].name,exchange) == 0 )
return(&pair->exchanges[i]);
return(0);
}
struct tradebot_arbexchange *tradebot_arbexchange_create(struct tradebot_arbpair *pair,char *exchange)
{
if ( pair->numexchanges < sizeof(pair->exchanges)/sizeof(*pair->exchanges) )
{
strcpy(pair->exchanges[pair->numexchanges].name,exchange);
return(&pair->exchanges[pair->numexchanges++]);
} else return(0);
}
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;
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 )
{
printf("reject non-BTC arbcandidate (%s/%s)\n",base,rel);
return;
}
offset = (tradedir > 0) ? 0 : 1;
if ( (pair= tradebot_arbpair_find(base,rel)) == 0 )
pair = tradebot_arbpair_create(base,rel);
if ( pair == 0 )
{
printf("cant get pair for %s %s/%s\n",exchange,base,rel);
return;
}
if ( (arbex= tradebot_arbexchange_find(pair,exchange)) == 0 )
arbex = tradebot_arbexchange_create(pair,exchange);
if ( arbex != 0 )
{
//printf("cand.%d %16s %s %12.6f (%5s/%-5s) at %12.8f profit %.03f\n",pair->numexchanges,exchange,tradedir<0?"ask":"bid",volume,base,rel,price,profitmargin);
tradebot_arbentry(&arbex->trades[offset],exchange,price,volume,timestamp,profitmargin);
bid = ask = 0;
pair->highbid = pair->lowask = highbid = lowask = 0.;
//if ( pair->numexchanges >= 2 )
{
for (i=0; i<pair->numexchanges; i++)
{
arbex = &pair->exchanges[i];
if ( arbex->trades[0].price != 0. && (highbid == 0. || arbex->trades[0].price >= highbid) )
{
bid = &arbex->trades[0];
highbid = bid->price;
}
if ( arbex->trades[1].price != 0. && (lowask == 0. || arbex->trades[1].price <= lowask) )
{
ask = &arbex->trades[1];
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);
}
flag = 0;
if ( Pair_NXTBTC != 0 && pair->btccounter != Pair_NXTBTC->counter )
flag |= 1;
if ( Pair_BTCUSD != 0 && pair->usdcounter != Pair_BTCUSD->counter )
flag |= 2;
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)) )
{
pair->counter++;
pair->hblavolume = volume = MIN(bid->volume,ask->volume);
arbval = lastbid = lastask = 0.;
memset(pair->dirmasks,0,sizeof(pair->dirmasks));
memset(pair->slopedirs,0,sizeof(pair->slopedirs));
if ( strcmp(pair->rel,"NXT") == 0 )
{
if ( Pair_NXTBTC != 0 && Pair_NXTBTC->highbid != 0. && Pair_NXTBTC->lowask != 0. )
{
pair->btccounter = Pair_NXTBTC->counter;
pair->btcbid = highbid * Pair_NXTBTC->highbid;
pair->btcask = lowask * Pair_NXTBTC->lowask;
pair->btcvol = volume * _pairaved(pair->btcbid,pair->btcask);
}
}
else if ( strcmp(pair->rel,"BTC") == 0 )
{
pair->btcbid = highbid;
pair->btcask = lowask;
pair->btcvol = volume;
}
if ( strcmp(pair->rel,"USD") == 0 )
{
pair->usdbid = highbid;
pair->usdask = lowask;
pair->usdvol = volume;
}
if ( strcmp(pair->rel,"CNY") == 0 )
{
pair->cnybid = highbid;
pair->cnyask = lowask;
pair->cnyvol = volume;
}
if ( pair->btcbid != 0. && pair->btcask != 0. )
{
if ( strcmp(pair->rel,"USD") != 0 && Pair_BTCUSD != 0 && Pair_BTCUSD->highbid != 0. && Pair_BTCUSD->lowask != 0. )
{
pair->usdcounter = Pair_BTCUSD->counter;
pair->usdbid = pair->btcbid * Pair_BTCUSD->highbid;
pair->usdask = pair->btcask * Pair_BTCUSD->lowask;
pair->usdvol = pair->btcvol * _pairaved(pair->usdbid,pair->usdask);
}
if ( strcmp(pair->rel,"CNY") != 0 && Pair_BTCCNY != 0 && Pair_BTCCNY->highbid != 0. && Pair_BTCCNY->lowask != 0. )
{
pair->cnycounter = Pair_BTCCNY->counter;
pair->cnybid = pair->btcbid * Pair_BTCCNY->highbid;
pair->cnyask = pair->btcask * Pair_BTCCNY->lowask;
pair->cnyvol = pair->btcvol * _pairaved(pair->cnybid,pair->cnyask);
}
}
for (i=0; i<TRADEBOTS_NUMDECAYS; i++)
{
if ( (pair->bidslopes[i]= dxblend(&pair->bidaves[i],highbid,Tradebots_decays[i])) > 0. )
pair->slopedirs[0] |= (1 << i);
if ( (pair->askslopes[i]= dxblend(&pair->askaves[i],lowask,Tradebots_decays[i])) > 0. )
pair->slopedirs[1] |= (1 << i);
lastbid = pair->bidaves[i];
lastask = pair->askaves[i];
//printf("(%.8f %.8f) ",lastbid,lastask);
}
for (i=0; i<TRADEBOTS_NUMDECAYS; i++)
{
if ( i == 0 )
{
if ( highbid > lastbid )
pair->dirmasks[0] |= (1 << i);
if ( lowask > lastask )
pair->dirmasks[1] |= (1 << i);
}
else
{
if ( pair->bidaves[i-1] > lastbid )
pair->dirmasks[0] |= (1 << i);
if ( pair->askaves[i-1] > lastask )
pair->dirmasks[1] |= (1 << i);
}
}
printf("%12.6f %7s/%-3s %8s %14.8f %8s %14.8f spread %6.2f%% %02x:%02x %02x:%02x %d\n",volume,base,rel,bid->exchange,highbid,ask->exchange,lowask,100.*(lowask-highbid)/_pairaved(highbid,lowask),pair->dirmasks[0],pair->slopedirs[0],pair->dirmasks[1],pair->slopedirs[1],pair->counter);
//printf("BTC.(%.8f %.8f) %.8f %.8f USD.(%.4f %.4f) CNY.(%.3f %.3f)\n",pair->btcbid,pair->btcask,Pair_BTCUSD!=0?Pair_BTCUSD->highbid:0,Pair_BTCUSD!=0?Pair_BTCUSD->lowask:0,pair->usdbid,pair->usdask,pair->cnybid,pair->cnyask);
}
if ( highbid != 0 )
pair->highbid = highbid;
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 )
{
volume = MIN(bid->volume,ask->volume);
if ( volume*_pairaved(highbid,lowask) > 0.1 )
volume = 0.1 / _pairaved(highbid,lowask);
if ( highbid * (1. - bid->profitmargin) > lowask * (1. + ask->profitmargin) )
{
arbval = highbid * (1. - bid->profitmargin) - lowask * (1. + ask->profitmargin);
printf(">>>>>>>> FOUND ARB %s/%s highbid.%s %.8f lowask.%s %.8f volume %f (%.8f %.8f) %.4f%%\n",pair->base,pair->rel,bid->exchange,bid->price,ask->exchange,ask->price,volume,highbid,lowask,100.*(highbid-lowask)/_pairaved(highbid,lowask));
InstantDEX_buy(myinfo,0,0,0,ask->exchange,pair->base,"BTC",ask->price,volume,1);
InstantDEX_sell(myinfo,0,0,0,bid->exchange,pair->base,"BTC",bid->price,volume,1);
printf("finished trades %s/%s volume %f\n",pair->base,pair->rel,volume);
}
}
if ( pair->counter > TRADEBOTS_NUMDECAYS )
{
if ( pair->lasttime != time(NULL) )
{
if ( (pair->numrawfeatures= tradebots_calcrawfeatures(pair)) > 0 )
{
if ( pair->numsvmfeatures != 0 )
{
if ( myinfo->svmfeatures == 0 )
myinfo->svmfeatures = calloc(sizeof(*myinfo->svmfeatures),pair->numsvmfeatures);
if ( tradebots_calcsvmfeatures(myinfo->svmfeatures,pair) > 0 )
tradebots_calcpreds(pair->RTpreds,pair,myinfo->svmfeatures);
}
}
pair->lasttime = (uint32_t)time(NULL);
}
if ( time(NULL) > pair->lastanswertime+3600 )
{
tradebots_calcanswers(pair);
pair->lastanswertime = (uint32_t)time(NULL);
}
}
}
}
}
void _default_swap_balancingtrade(struct supernet_info *myinfo,struct basilisk_swap *swap,int32_t iambob)
{
// update balance, compare to target balance, issue balancing trade via central exchanges, if needed
double price,volume,srcamount,destamount,profitmargin,dir=0.,dotrade=1.; char base[64],rel[64];
srcamount = swap->I.req.srcamount;
destamount = swap->I.req.destamount;
profitmargin = (double)swap->I.req.profitmargin / 1000000.;
if ( srcamount <= SMALLVAL || destamount <= SMALLVAL )
{
printf("illegal amount for balancing %f %f\n",srcamount,destamount);
return;
}
strcpy(rel,"BTC");
if ( strcmp(swap->I.req.src,"BTC") == 0 )
{
strcpy(base,swap->I.req.dest);
price = (srcamount / destamount);
volume = destamount / SATOSHIDEN;
dir = -1.;
}
else if ( strcmp(swap->I.req.dest,"BTC") == 0 )
{
strcpy(base,swap->I.req.src);
price = (destamount / srcamount);
volume = srcamount / SATOSHIDEN;
dir = 1.;
}
else
{
printf("only BTC trades can be balanced, not (%s/%s)\n",swap->I.req.src,swap->I.req.dest);
return;
}
if ( iambob != 0 )
{
if ( myinfo->IAMLP != 0 )
{
printf("BOB: price %f * vol %f -> %s newprice %f margin %.2f%%\n",price,volume,dir < 0. ? "buy" : "sell",price + dir * price * profitmargin,100*profitmargin);
if ( dir < 0. )
InstantDEX_buy(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
else InstantDEX_sell(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
}
}
else
{
if ( myinfo->IAMLP != 0 )
{
printf("ALICE: price %f * vol %f -> %s newprice %f margin %.2f%%\n",price,volume,dir > 0. ? "buy" : "sell",price - dir * price * profitmargin,100*profitmargin);
if ( dir > 0. )
InstantDEX_buy(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
else InstantDEX_sell(myinfo,0,0,0,"poloniex",base,rel,price,volume,dotrade);
}
}
}
void _default_liquidity_command(struct supernet_info *myinfo,char *base,bits256 hash,cJSON *vals)
{
struct liquidity_info li,refli; int32_t i; char *exchange,*relstr,numstr[32];
if ( (exchange= jstr(vals,"exchange")) == 0 )
exchange = "DEX";
else if ( strcmp(exchange,"*") == 0 )
exchange = "";
else if ( exchanges777_find(exchange) == 0 )
{
printf("cant find exchange.(%s)\n",exchange);
return;
}
if ( (relstr= jstr(vals,"rel")) == 0 )
relstr = "BTC";
if ( base == 0 || base[0] == 0 )
base = jstr(vals,"base");
if ( base == 0 || base[0] == 0 )
return;
memset(&li,0,sizeof(li));
safecopy(li.base,base,sizeof(li.base));
safecopy(li.rel,relstr,sizeof(li.rel));
safecopy(li.exchange,exchange,sizeof(li.exchange));
li.profit = jdouble(vals,"profit");
li.refprice = jdouble(vals,"refprice");
li.dir = jint(vals,"dir"); // positive -> buy, negative -> sell, 0 or missing -> both
// li.theoretical = ... dotproduct
// li.filter = ...
// li.trigger = ...
// PAX response
if ( strcmp("NXT",li.rel) == 0 )
li.assetid = NXT_assetidfind(base);
else if ( strcmp("UNITY",base) == 0 )
li.assetid = NXT_assetidfind(base);
if ( strcmp(li.base,"BTC") == 0 && strcmp("USD",li.rel) != 0 && strcmp("CNY",li.rel) != 0 )
{
printf("unsupported base BTC (%s/%s)\n",li.base,li.rel);
return;
}
if ( strcmp(li.base,"BTC") != 0 && strcmp("BTC",li.rel) != 0 &&
strcmp(li.base,"NXT") != 0 && strcmp("NXT",li.rel) != 0 &&
strcmp(li.base,"USD") != 0 && strcmp("USD",li.rel) != 0 &&
strcmp(li.base,"CNY") != 0 && strcmp("CNY",li.rel) != 0 &&
strcmp(li.exchange,"DEX") != 0 ) // filter out most invalids
{
printf("unsupported base/rel %s/%s\n",li.base,li.rel);
return;
}
for (i=0; i<sizeof(myinfo->linfos)/sizeof(*myinfo->linfos); i++)
{
refli = myinfo->linfos[i];
/*if ( strcmp(li.rel,refli.base) == 0 && strcmp(li.base,refli.rel) == 0 )
{
li = refli;
strcpy(li.base,refli.base);
strcpy(li.rel,refli.rel);
if ( fabs(li.refprice) > SMALLVAL )
li.refprice = (1. / li.refprice);
else li.refprice = 0.;
li.dir = -li.dir;
printf("Set rev linfo[%d] (%s/%s) %.6f %.8f\n",i,li.base,li.rel,li.profit,li.refprice);
myinfo->linfos[i] = li;
return;
}
else*/ if ( refli.base[0] == 0 || (strcmp(li.base,refli.base) == 0 && strcmp(li.rel,refli.rel) == 0 && strcmp(li.exchange,refli.exchange) == 0) )
{
if ( refli.base[0] == 0 && li.exchange[0] != 0 && strcmp(li.exchange,"DEX") != 0 )
{
if ( strcmp("NXT",li.rel) == 0 && li.assetid != 0 )
{
sprintf(numstr,"%llu",(long long)li.assetid);
printf("monitor %s %s\n",li.rel,numstr);
tradebot_monitor(myinfo,0,0,0,li.exchange,numstr,li.rel,0.);
} else tradebot_monitor(myinfo,0,0,0,li.exchange,li.base,li.rel,0.);
}
myinfo->linfos[i] = li;
printf("Set linfo[%d] %s (%s/%s) %.6f %.8f\n",i,li.exchange,li.base,li.rel,li.profit,li.refprice);
return;
}
}
printf("ERROR: too many linfos %d\n",i);
}
int32_t _default_volume_ok(struct supernet_info *myinfo,struct liquidity_info *li,int32_t dir,double volume)
{
// check order exposure
// check cumulative exposure
return(0);
}
double _default_liquidity_active(struct supernet_info *myinfo,double *refpricep,char *exchange,char *base,char *rel,double volume)
{
int32_t i,dir; struct liquidity_info refli;
*refpricep = 0.;
//printf("%s %s/%s\n",exchange,base,rel);
for (i=sizeof(myinfo->linfos)/sizeof(*myinfo->linfos)-1; i>=0; i--)
{
refli = myinfo->linfos[i];
if ( refli.base[0] == 0 )
continue;
if ( strcmp(base,refli.base) == 0 && strcmp(rel,refli.rel) == 0 )
dir = 1;
else if ( strcmp(rel,refli.base) == 0 && strcmp(base,refli.rel) == 0 )
dir = -1;
else dir = 0;
if ( exchange[0] != 0 && refli.exchange[0] != 0 && strcmp(exchange,refli.exchange) != 0 )
{
//printf("continue %s %s/%s [%d] dir.%d refli.dir %d vs %s %s/%s\n",exchange,base,rel,i,dir,refli.dir,refli.exchange,refli.base,refli.rel);
continue;
}
//printf(">>>>>>>> %s %s/%s [%d] dir.%d refli.dir %d vs %s/%s\n",exchange,base,rel,i,dir,refli.dir,refli.base,refli.rel);
if ( dir != 0 && dir * refli.dir <= 0 )
{
if ( _default_volume_ok(myinfo,&refli,dir,volume) == 0 )
{
*refpricep = refli.refprice;
return(refli.profit);
} else break;
}
}
return(0.);
}
void tradebot_swap_balancingtrade(struct supernet_info *myinfo,struct basilisk_swap *swap,int32_t iambob)
{
if ( swap->balancingtrade == 0 )
_default_swap_balancingtrade(myinfo,swap,iambob);
else (*swap->balancingtrade)(myinfo,swap,iambob);
}
void tradebot_liquidity_command(struct supernet_info *myinfo,char *base,bits256 hash,cJSON *vals)
{
// processed in LIFO manner which allows to override existing command
if ( myinfo->liquidity_command == 0 )
_default_liquidity_command(myinfo,base,hash,vals);
else (*myinfo->liquidity_command)(myinfo,base,hash,vals);
}
double tradebot_liquidity_active(struct supernet_info *myinfo,double *refpricep,char *exchange,char *base,char *rel,double destvolume)
{
if ( myinfo->liquidity_active == 0 )
return(_default_liquidity_active(myinfo,refpricep,exchange,base,rel,destvolume));
else return((*myinfo->liquidity_active)(myinfo,refpricep,exchange,base,rel,destvolume));
}
// struct exchange_quote { uint64_t satoshis,orderid,offerNXT,exchangebits; double price,volume; uint32_t timestamp,val; };
void tradebots_processprices(struct supernet_info *myinfo,struct exchange_info *exchange,char *base,char *rel,struct exchange_quote *bidasks,int32_t numbids,int32_t numasks)
{
double price,profitmargin,volume; struct tradebot_arbpair *pair;
if ( strcmp(rel,"NXT") == 0 && strcmp(base,"BTC") != 0 && (base= NXT_assetnamefind(base)) == 0 )
{
//printf("reject %s %s/%s\n",exchange,base,rel);
return;
}
else if ( strcmp(base,"NXT") == 0 && strcmp(rel,"BTC") != 0 && (rel= NXT_assetnamefind(rel)) == 0 )
{
//printf("reject %s %s/%s\n",exchange,base,rel);
return;
}
//printf("%s %s/%s bids.%d asks.%d\n",exchange->name,base,rel,numbids,numasks);
if ( numbids > 0 && (volume= bidasks[0].volume) > 0. && (profitmargin=
tradebot_liquidity_active(myinfo,&price,exchange->name,base,rel,volume)) > 0. )
{
if ( price == 0. )
price = bidasks[0].price;
tradebot_arbcandidate(myinfo,exchange->name,1,base,rel,price,volume,(uint32_t)time(NULL),profitmargin);
}
if ( numasks > 0 && (volume= bidasks[1].volume) > 0. && (profitmargin=
tradebot_liquidity_active(myinfo,&price,exchange->name,rel,base,volume)) > 0. )
{
if ( price == 0. )
price = bidasks[1].price;
tradebot_arbcandidate(myinfo,exchange->name,-1,base,rel,price,volume,(uint32_t)time(NULL),profitmargin);
}
if ( (pair= tradebot_arbpair_find(base,rel)) == 0 )
pair = tradebot_arbpair_create(base,rel);
if ( pair != 0 )
{
if ( strcmp(rel,"NXT") == 0 )
{
if ( pair->btcbid != 0. && pair->btcask != 0. )
{
tradebot_arbcandidate(myinfo,"arb",1,base,"BTC",pair->btcbid,pair->btcvol,(uint32_t)time(NULL),profitmargin);
tradebot_arbcandidate(myinfo,"arb",-1,base,"BTC",pair->btcask,pair->btcvol,(uint32_t)time(NULL),profitmargin);
}
}
if ( strcmp(rel,"USD") != 0 && pair->usdbid != 0. && pair->usdask != 0. )
{
tradebot_arbcandidate(myinfo,"arb",1,base,"USD",pair->usdbid,pair->usdvol,(uint32_t)time(NULL),profitmargin);
tradebot_arbcandidate(myinfo,"arb",-1,base,"USD",pair->usdask,pair->usdvol,(uint32_t)time(NULL),profitmargin);
}
if ( strcmp(rel,"CNY") != 0 && pair->cnybid != 0. && pair->cnyask != 0. )
{
tradebot_arbcandidate(myinfo,"arb",1,base,"CNY",pair->cnybid,pair->cnyvol,(uint32_t)time(NULL),profitmargin);
tradebot_arbcandidate(myinfo,"arb",-1,base,"CNY",pair->cnyask,pair->cnyvol,(uint32_t)time(NULL),profitmargin);
}
}
}

11
crypto777/OS_portable.c
View File

@ -94,6 +94,17 @@ char *OS_portable_path(char *str)
#endif
}
FILE *OS_appendfile(char *origfname)
{
char fname[1024]; FILE *fp;
strcpy(fname,origfname);
OS_portable_path(fname);
if ( (fp= fopen(fname,"rb+")) == 0 )
fp = fopen(fname,"wb");
else fseek(fp,0,SEEK_END);
return(fp);
}
int32_t OS_portable_renamefile(char *fname,char *newfname)
{
#ifdef _WIN32

1
crypto777/OS_portable.h
View File

@ -219,6 +219,7 @@ uint32_t OS_conv_datenum(int32_t datenum,int32_t hour,int32_t minute,int32_t sec
int32_t OS_conv_unixtime(struct tai *t,int32_t *secondsp,time_t timestamp);
char *OS_compatible_path(char *str);
FILE *OS_appendfile(char *origfname);
int32_t OS_compare_files(char *fname,char *fname2);
int64_t OS_copyfile(char *src,char *dest,int32_t cmpflag);

1
crypto777/bitcoind_RPC.c
View File

@ -155,6 +155,7 @@ try_again:
curl_easy_setopt(curl_handle,CURLOPT_WRITEDATA, &s); // we pass our 's' struct to the callback
curl_easy_setopt(curl_handle,CURLOPT_NOSIGNAL, 1L); // supposed to fix "Alarm clock" and long jump crash
curl_easy_setopt(curl_handle,CURLOPT_NOPROGRESS, 1L); // no progress callback
//curl_easy_setopt(curl_handle,CURLOPT_TIMEOUT, 60L);
if ( strncmp(url,"https",5) == 0 )
{
curl_easy_setopt(curl_handle,CURLOPT_SSL_VERIFYPEER,0);

2
crypto777/hmac_sha512.c
View File

@ -506,7 +506,7 @@ char *hmac_sha512_str(char *dest,char *key,int32_t key_size,char *message)
hmac_memory(&sha512_desc,(void *)key,key_size,(void *)message,strlen(message),checkbuf,&size);
init_hexbytes_noT(dest,mac,SHA512_DIGEST_SIZE);
init_hexbytes_noT(dest2,checkbuf,SHA512_DIGEST_SIZE);
//if ( memcmp(checkbuf,mac,SHA512_DIGEST_SIZE) != 0 )
if ( memcmp(checkbuf,mac,SHA512_DIGEST_SIZE) != 0 )
printf("hmac_512 : %s vs %s\n",dest,dest2);
return(dest);
}

8
crypto777/iguana_utils.c
View File

@ -193,6 +193,14 @@ void calc_OP_HASH160(char hexstr[41],uint8_t rmd160[20],char *pubkey)
init_hexbytes_noT(hexstr,rmd160,20);
}
double _xblend(float *destp,double val,double decay)
{
double oldval;
if ( (oldval = *destp) != 0. )
return((oldval * decay) + ((1. - decay) * val));
else return(val);
}
double _dxblend(double *destp,double val,double decay)
{
double oldval;

12
iguana/dpow/dpow_tx.c
View File

@ -558,7 +558,7 @@ int32_t dpow_signedtxgen(struct supernet_info *myinfo,struct dpow_info *dp,struc
void dpow_sigscheck(struct supernet_info *myinfo,struct dpow_info *dp,struct dpow_block *bp,int32_t myind,int32_t src_or_dest,int8_t bestk,uint64_t bestmask,uint8_t pubkeys[64][33],int32_t numratified)
{
bits256 txid,srchash,zero,signedtxid; struct iguana_info *coin; int32_t j,len,numsigs; char *retstr=0,str[65],str2[65]; uint8_t txdata[32768]; uint32_t channel;
bits256 txid,srchash,zero,signedtxid; struct iguana_info *coin; int32_t j,len,numsigs; char *retstr=0,str[65],str2[65]; uint8_t txdata[32768]; uint32_t channel,state;
coin = (src_or_dest != 0) ? bp->destcoin : bp->srccoin;
memset(zero.bytes,0,sizeof(zero));
channel = (src_or_dest != 0) ? DPOW_SIGBTCCHANNEL : DPOW_SIGCHANNEL;
@ -586,9 +586,13 @@ void dpow_sigscheck(struct supernet_info *myinfo,struct dpow_info *dp,struct dpo
decode_hex(txdata+32,len,bp->signedtx);
for (j=0; j<sizeof(srchash); j++)
txdata[j] = txid.bytes[j];
dpow_send(myinfo,dp,bp,txid,bp->hashmsg,(src_or_dest != 0) ? DPOW_BTCTXIDCHANNEL : DPOW_TXIDCHANNEL,bp->height,txdata,len+32);
bp->state = src_or_dest != 0 ? 1000 : 0xffffffff;
printf("complete statemachine.%s ht.%d state.%d (%x %x)\n",coin->symbol,bp->height,bp->state,bp->hashmsg.uints[0],txid.uints[0]);
state = src_or_dest != 0 ? 1000 : 0xffffffff;
if ( bp->state < state )
{
bp->state = state;
dpow_send(myinfo,dp,bp,txid,bp->hashmsg,(src_or_dest != 0) ? DPOW_BTCTXIDCHANNEL : DPOW_TXIDCHANNEL,bp->height,txdata,len+32);
printf("complete statemachine.%s ht.%d state.%d (%x %x)\n",coin->symbol,bp->height,bp->state,bp->hashmsg.uints[0],txid.uints[0]);
}
} else printf("sendtxid mismatch got %s instead of %s\n",bits256_str(str,txid),bits256_str(str2,signedtxid));
}
free(retstr);

7
iguana/exchanges/bittrex.c
View File

@ -77,7 +77,7 @@ double UPDATE(struct exchange_info *exchange,char *base,char *rel,struct exchang
{
cJSON *json,*obj; char *jsonstr,market[128],url[1024]; double hbla = 0.;
sprintf(market,"%s-%s",rel,base);
sprintf(url,"https://bittrex.com/api/v1.1/public/getorderbook?market=%s&type=both&depth=%d",market,maxdepth);
sprintf(url,"http://bittrex.com/api/v1.1/public/getorderbook?market=%s&type=both&depth=%d",market,maxdepth);
jsonstr = issue_curl(url);
if ( jsonstr != 0 )
{
@ -166,8 +166,11 @@ uint64_t TRADE(int32_t dotrade,char **retstrp,struct exchange_info *exchange,cha
return(0);
}
sprintf(payload,"https://bittrex.com/api/v1.1/market/%slimit?apikey=%s&nonce=%llu&market=%s&rate=%.8f&quantity=%.8f",dir>0?"buy":"sell",exchange->apikey,(long long)exchange_nonce(exchange),pairstr,price,volume);
if ( CHECKBALANCE(retstrp,dotrade,exchange,dir,base,rel,price,volume,argjson) == 0 && (json= SIGNPOST(&exchange->cHandle,dotrade,retstrp,exchange,payload,payload)) != 0 )
if ( //CHECKBALANCE(retstrp,dotrade,exchange,dir,base,rel,price,volume,argjson) == 0 &&
(json= SIGNPOST(&exchange->cHandle,dotrade,retstrp,exchange,payload,payload)) != 0 )
{
if ( *retstrp != 0 )
printf("SIGNPOST returned.(%s) %s\n",*retstrp,jprint(json,0));
if ( is_cJSON_True(cJSON_GetObjectItem(json,"success")) != 0 && (resultobj= cJSON_GetObjectItem(json,"result")) != 0 )
{
copy_cJSON(&uuidstr,cJSON_GetObjectItem(resultobj,"uuid"));

5
iguana/exchanges/poloniex.c
View File

@ -166,10 +166,11 @@ uint64_t TRADE(int32_t dotrade,char **retstrp,struct exchange_info *exchange,cha
typestr = (dir > 0) ? "marginBuy":"marginSell";
else typestr = (dir > 0) ? "buy":"sell";
sprintf(payload,"command=%s&nonce=%lld&currencyPair=%s&rate=%.8f&amount=%.8f",typestr,(long long)nonce,pairstr,price,volume);
if ( CHECKBALANCE(retstrp,dotrade,exchange,dir,base,rel,price,volume,argjson) == 0 && (json= SIGNPOST(&exchange->cHandle,dotrade,retstrp,exchange,EXCHANGE_AUTHURL,payload)) != 0 )
if ( //CHECKBALANCE(retstrp,dotrade,exchange,dir,base,rel,price,volume,argjson) == 0 &&
(json= SIGNPOST(&exchange->cHandle,dotrade,retstrp,exchange,EXCHANGE_AUTHURL,payload)) != 0 )
{
txid = (get_API_nxt64bits(cJSON_GetObjectItem(json,"orderNumber")) << 32) | get_API_nxt64bits(cJSON_GetObjectItem(json,"tradeID"));
printf("poloniex.%llu (%s)\n",(long long)txid,jprint(json,0));
printf("poloniex.%llu (%s) %s\n",(long long)txid,jprint(json,0),*retstrp!=0?*retstrp:"");
free_json(json);
}
return(txid);

4
iguana/exchanges777.h
View File

@ -46,7 +46,7 @@
#define EXCHANGES777_MINPOLLGAP 1
#define EXCHANGES777_MAXDEPTH 200
#define EXCHANGES777_DEFAULT_TIMEOUT 30
#define EXCHANGES777_DEFAULT_TIMEOUT 60
typedef void CURL;
struct exchange_info;
struct exchange_quote;
@ -179,7 +179,7 @@ char *exchanges777_Qtrade(struct exchange_info *exchange,char *base,char *rel,in
struct exchange_request *exchanges777_baserelfind(struct exchange_info *exchange,char *base,char *rel,int32_t func);
struct exchange_info *exchanges777_find(char *exchangestr);
void prices777_processprice(struct exchange_info *exchange,char *base,char *rel,struct exchange_quote *bidasks,int32_t maxdepth);
void tradebots_processprices(struct supernet_info *myinfo,struct exchange_info *exchange,char *base,char *rel,struct exchange_quote *bidasks,int32_t numbids,int32_t numasks);
double truefx_price(struct exchange_info *exchange,char *base,char *rel,struct exchange_quote *bidasks,int32_t maxdepth,double commission,cJSON *argjson,int32_t invert);
double fxcm_price(struct exchange_info *exchange,char *base,char *rel,struct exchange_quote *bidasks,int32_t maxdepth,double commission,cJSON *argjson,int32_t invert);

5
iguana/iguana777.h
View File

@ -84,7 +84,7 @@ struct supernet_address
char NXTADDR[32],BTC[64],BTCD[64];
};
struct liquidity_info { char base[64],rel[64]; double profit,refprice; };
struct liquidity_info { char base[16],rel[16],exchange[16]; uint64_t assetid; double profit,refprice; int dir; };
struct message_info { int32_t msgcount; bits256 refhash,msghashes[64]; uint32_t timestamps[64]; };
struct supernet_info
@ -94,6 +94,8 @@ struct supernet_info
uint8_t persistent_pubkey33[33];
char ipaddr[64],NXTAPIURL[512],secret[4096],password[4096],rpcsymbol[64],handle[1024],permanentfile[1024];
char *decryptstr;
void (*liquidity_command)(struct supernet_info *myinfo,char *base,bits256 hash,cJSON *vals);
double (*liquidity_active)(struct supernet_info *myinfo,double *refpricep,char *exchange,char *base,char *rel,double volume);
int32_t maxdelay,IAMRELAY,IAMNOTARY,IAMLP,publicRPC,basilisk_busy,genesisresults,remoteorigin;
uint32_t expiration,dirty,DEXactive,DEXpoll,totalcoins,nanoinit,dexcrcs[1024];
uint16_t argport,rpcport;
@ -124,6 +126,7 @@ struct supernet_info
bits256 pangea_category,instantdex_category;
uint8_t logs[256],exps[510];
struct message_info msgids[8192];
double *svmfeatures;
};
#include "../includes/iguana_funcs.h"

18
iguana/iguana_exchanges.c
View File

@ -184,11 +184,6 @@ double instantdex_avehbla(struct supernet_info *myinfo,double retvals[4],char *_
else return(0);
}
void prices777_processprice(struct exchange_info *exchange,char *base,char *rel,struct exchange_quote *bidasks,int32_t maxdepth)
{
}
cJSON *exchanges777_allpairs(char *baserels[][2],int32_t num)
{
int32_t i; char str[32]; cJSON *json,*item,*array = cJSON_CreateArray();
@ -339,11 +334,11 @@ double exchange_setquote(struct exchange_quote *bidasks,int32_t *numbidsp,int32_
}
if ( commission != 0. )
{
//printf("price %f fee %f -> ",price,prices->commission * price);
printf("price %f fee %f -> ",price,commission * price);
if ( bidask == 0 )
price -= commission * price;
else price += commission * price;
//printf("%f\n",price);
printf("%f\n",price);
}
quote = (bidask == 0) ? &bidasks[(*numbidsp)<<1] : &bidasks[((*numasksp)<<1) + 1];
quote->price = price, quote->volume = volume, quote->timestamp = timestamp, quote->orderid = orderid, quote->offerNXT = offerNXT;
@ -400,6 +395,7 @@ void exchanges777_json_quotes(struct exchange_info *exchange,double commission,c
if ( strcmp(exchange->name,"kraken") == 0 )
timestamp = juint(jitem(item,2),0);
else orderid = j64bits(jitem(item,2),0);
//printf("{%s} (%.8f %.8f) %f\n",jprint(item,0),price,volume,commission);
}
else
{
@ -456,7 +452,7 @@ double exchanges777_standardprices(struct exchange_info *exchange,double commiss
if ( (jsonstr= issue_curl(url)) != 0 )
{
//if ( strcmp(exchangestr,"btc38") == 0 )
//printf("(%s) -> (%s)\n",url,jsonstr);
//printf("%f (%s) -> (%s)\n",commission,url,jsonstr);
if ( (json= cJSON_Parse(jsonstr)) != 0 )
{
hbla = exchanges777_json_orderbook(exchange,commission,base,rel,quotes,maxdepth,json,field,"bids","asks",price,volume,invert);
@ -859,7 +855,7 @@ void exchanges777_loop(void *ptr)
if ( req->bidasks[(i << 1) + 1].price > SMALLVAL )
req->numasks++;
//printf("%-10s %s/%s numbids.%d numasks.%d\n",exchange->name,req->base,req->rel,req->numbids,req->numasks);
prices777_processprice(exchange,req->base,req->rel,req->bidasks,req->depth);
tradebots_processprices(myinfo,exchange,req->base,req->rel,req->bidasks,req->numbids,req->numasks);
}
queue_enqueue("pricesQ",&exchange->pricesQ,&req->DL);
}
@ -954,7 +950,7 @@ char *exchanges777_Qprices(struct exchange_info *exchange,char *base,char *rel,i
}
if ( base[0] == 0 || rel[0] == 0 || (polarity= (*exchange->issue.supports)(exchange,base,rel,argjson)) == 0 )
{
//printf("%s invalid (%s) or (%s)\n",exchange->name,base,rel);
printf("%s invalid (%s) or (%s)\n",exchange->name,base,rel);
return(clonestr("{\"error\":\"invalid base or rel\"}"));
}
if ( depth <= 0 )
@ -977,7 +973,7 @@ char *exchanges777_Qprices(struct exchange_info *exchange,char *base,char *rel,i
req->commission = exchange->commission;
if ( monitor == 0 )
{
printf("%s submit (%s) (%s)\n",exchange->name,base,rel);
//printf("%s submit (%s) (%s)\n",exchange->name,base,rel);
return(exchanges777_submit(exchange,req,'Q',maxseconds));
}
else

4
iguana/iguana_notary.c
View File

@ -71,9 +71,9 @@ void dpow_srcupdate(struct supernet_info *myinfo,struct dpow_info *dp,int32_t he
else
{
freq = 1;
minsigs = 7;//(komodo_notaries(dp->symbol,pubkeys,height) >> 1) + 1;
//minsigs = 7;//(komodo_notaries(dp->symbol,pubkeys,height) >> 1) + 1;
//if ( minsigs < DPOW_MINSIGS )
// minsigs = DPOW_MINSIGS;
minsigs = DPOW_MINSIGS;
}
printf("%s/%s src ht.%d dest.%u nonz.%d %s minsigs.%d\n",dp->symbol,dp->dest,checkpoint.blockhash.height,dp->destupdated,bits256_nonz(checkpoint.blockhash.hash),bits256_str(str,dp->last.blockhash.hash),minsigs);
dpow_fifoupdate(myinfo,dp->srcfifo,dp->last);

5
iguana/main.c
View File

@ -676,6 +676,8 @@ void iguana_ensuredirs()
sprintf(dirname,"%s/ECB",GLOBAL_DBDIR), OS_ensure_directory(dirname);
sprintf(dirname,"%s/BTC",GLOBAL_VALIDATEDIR), OS_ensure_directory(dirname);
sprintf(dirname,"%s/BTCD",GLOBAL_VALIDATEDIR), OS_ensure_directory(dirname);
sprintf(dirname,"SVM"), OS_ensure_directory(dirname);
sprintf(dirname,"SVM/rawfeatures"), OS_ensure_directory(dirname);
}
void iguana_Qinit()
@ -1619,9 +1621,10 @@ void iguana_main(void *arg)
portable_mutex_init(&myinfo->dpowmutex);
portable_mutex_init(&myinfo->notarymutex);
#if LIQUIDITY_PROVIDER
myinfo->tradingexchanges[myinfo->numexchanges++] = exchange_create(clonestr("nxtae"),0);
myinfo->tradingexchanges[myinfo->numexchanges++] = exchange_create(clonestr("bitcoin"),0);
myinfo->tradingexchanges[myinfo->numexchanges++] = exchange_create(clonestr("poloniex"),0);
//myinfo->tradingexchanges[myinfo->numexchanges++] = exchange_create(clonestr("bittrex"),0);
myinfo->tradingexchanges[myinfo->numexchanges++] = exchange_create(clonestr("bittrex"),0);
myinfo->tradingexchanges[myinfo->numexchanges++] = exchange_create(clonestr("btc38"),0);
myinfo->tradingexchanges[myinfo->numexchanges++] = exchange_create(clonestr("huobi"),0);
myinfo->tradingexchanges[myinfo->numexchanges++] = exchange_create(clonestr("coinbase"),0);

64
iguana/tests/arbinit
View File

@ -0,0 +1,64 @@
#!/bin/bash
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"amlp\"}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTCD\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTCD\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"CLOAK\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"CLOAK\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"SYS\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"SYS\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"GAME\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"GAME\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"XMR\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"XMR\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"ETH\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"ETH\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"ETC\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"ETC\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"DASH\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"DASH\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"ZEC\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"ZEC\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"FCT\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"FCT\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"STRAT\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"STRAT\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"DGD\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"DGD\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"NAV\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"NAV\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"LTC\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"LTC\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"SDC\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"SDC\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"STEEM\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"STEEM\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"SBD\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"SBD\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"XRP\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"XRP\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"LSK\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"LSK\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"NXT\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"NXT\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"MAID\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"MAID\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BLK\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BLK\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"POT\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"POT\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"XEM\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"XEM\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"VRC\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"VRC\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"VTC\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"VTC\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTS\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTS\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"NAUT\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"NAUT\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"AUR\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"AUR\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"REP\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"REP\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"AMP\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"AMP\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"

26
iguana/tests/arbnxt
View File

@ -0,0 +1,26 @@
#!/bin/bash
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"amlp\"}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"NXT\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"NXT\",\"vals\":{\"profit\":0.004,\"exchange\":\"bittrex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"UNITY\",\"vals\":{\"profit\":0.01,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"UNITY\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"DEX\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"PANGEA\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"JUMBLR\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BET\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"CRYPTO\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"HODL\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"SHARK\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BOTS\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"MGW\",\"vals\":{\"rel\":\"NXT\",\"profit\":0.01,\"exchange\":\"nxtae\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"NXT\",\"vals\":{\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"poloniex\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"coinbase\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"lakebtc\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"quadriga\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"btcd\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"USD\",\"profit\":0.004,\"exchange\":\"bitstamp\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"CNY\",\"profit\":0.004,\"exchange\":\"huobi\"}}"
curl --url "http://127.0.0.1:7778" --data "{\"agent\":\"tradebot\",\"method\":\"liquidity\",\"targetcoin\":\"BTC\",\"vals\":{\"rel\":\"CNY\",\"profit\":0.004,\"exchange\":\"btc38\"}}"

1
includes/iguana_funcs.h
View File

@ -134,6 +134,7 @@ double PoW_from_compact(uint32_t nBits,uint8_t unitval);
void calc_rmd160(char *hexstr,uint8_t buf[20],uint8_t *msg,int32_t len);
void calc_OP_HASH160(char *hexstr,uint8_t hash160[20],char *msg);
double dxblend(double *destp,double val,double decay);
double _xblend(float *destp,double val,double decay);
// json
int32_t iguana_processjsonQ(struct iguana_info *coin); // reentrant, can be called during any idletime

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