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SuperNET
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Test

etomic
jl777 7 years ago
parent
2ab48b722d
commit
771fe9b3d0
1 changed files with 21 additions and 18 deletions
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  1. 39
      iguana/exchanges/LP_portfolio.c

39
iguana/exchanges/LP_portfolio.c
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@ -243,7 +243,7 @@ int32_t LP_autoprice(char *base,char *rel,cJSON *argjson)
{ {
safecopy(LP_autorefs[i].refbase,refbase,sizeof(LP_autorefs[i].refbase)); safecopy(LP_autorefs[i].refbase,refbase,sizeof(LP_autorefs[i].refbase));
safecopy(LP_autorefs[i].refrel,refrel,sizeof(LP_autorefs[i].refrel)); safecopy(LP_autorefs[i].refrel,refrel,sizeof(LP_autorefs[i].refrel));
printf("%d Update ref %s/%s for %s/%s\n",i,refbase,refrel,base,rel); printf("%d Update ref %s/%s for %s/%s factor %.8f offset %.8f\n",i,refbase,refrel,base,rel,factor,offset);
break; break;
} }
} }
@ -253,7 +253,7 @@ int32_t LP_autoprice(char *base,char *rel,cJSON *argjson)
safecopy(LP_autorefs[num_LP_autorefs].refrel,refrel,sizeof(LP_autorefs[num_LP_autorefs].refrel)); safecopy(LP_autorefs[num_LP_autorefs].refrel,refrel,sizeof(LP_autorefs[num_LP_autorefs].refrel));
safecopy(LP_autorefs[num_LP_autorefs].base,base,sizeof(LP_autorefs[num_LP_autorefs].base)); safecopy(LP_autorefs[num_LP_autorefs].base,base,sizeof(LP_autorefs[num_LP_autorefs].base));
safecopy(LP_autorefs[num_LP_autorefs].rel,rel,sizeof(LP_autorefs[num_LP_autorefs].rel)); safecopy(LP_autorefs[num_LP_autorefs].rel,rel,sizeof(LP_autorefs[num_LP_autorefs].rel));
printf("%d Using ref %s/%s for %s/%s\n",num_LP_autorefs,refbase,refrel,base,rel); printf("%d Using ref %s/%s for %s/%s %.8f %.8f\n",num_LP_autorefs,refbase,refrel,base,rel,factor,offset);
num_LP_autorefs++; num_LP_autorefs++;
} }
} }
@ -277,23 +277,26 @@ void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *relpp,struct LP_
price = LP_myprice(&bid,&ask,refbase,refrel); price = LP_myprice(&bid,&ask,refbase,refrel);
printf("USE ref %s/%s %.8f factor %.8f offset %.8f\n",refbase,refrel,price,factor,offset); printf("USE ref %s/%s %.8f factor %.8f offset %.8f\n",refbase,refrel,price,factor,offset);
} }
if ( factor > SMALLVAL ) if ( LP_pricevalid(price) > 0 )
{ {
printf("price %.8f -> %.8f\n",price,(price * factor) + offset); if ( factor > SMALLVAL )
price = (price * factor) + offset; {
} printf("price %.8f -> %.8f\n",price,(price * factor) + offset);
if ( margin == 0. ) price = (price * factor) + offset;
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))); if ( margin == 0. )
if ( dir > 0 ) margin = oppomargin;
price = 1. / (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)));
else price = (price * (1. + margin)); if ( dir > 0 )
if ( (minprice= basepp->minprices[relpp->ind]) == 0. || price >= minprice ) price = 1. / (price * (1. - margin));
{ else price = (price * (1. + margin));
LP_mypriceset(&changed,relpp->symbol,basepp->symbol,price); if ( (minprice= basepp->minprices[relpp->ind]) == 0. || price >= minprice )
//printf("changed.%d\n",changed); {
if ( changed != 0 ) LP_mypriceset(&changed,relpp->symbol,basepp->symbol,price);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,relpp->symbol,basepp->symbol,price); //printf("changed.%d\n",changed);
if ( changed != 0 )
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,relpp->symbol,basepp->symbol,price);
}
} }
} }
} }

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