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Test

etomic
jl777 8 years ago
parent
84352b45f8
commit
7f729cf370
2 changed files with 235 additions and 220 deletions
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  1. 233
      iguana/exchanges/LP_portfolio.c
  2. 222
      iguana/exchanges/LP_prices.c

233
iguana/exchanges/LP_portfolio.c
View File

@ -22,6 +22,7 @@ cJSON *LP_portfolio_entry(struct iguana_info *coin)
{
cJSON *item = cJSON_CreateObject();
jaddstr(item,"coin",coin->symbol);
jaddstr(item,"address",coin->smartaddr);
jaddnum(item,"amount",dstr(coin->maxamount));
jaddnum(item,"price",coin->price_kmd);
jaddnum(item,"kmd_equiv",dstr(coin->kmd_equiv));
@ -96,7 +97,7 @@ char *LP_portfolio()
if ( (coin->force= (coin->goalperc - coin->perc)) < 0. )
coin->force *= -coin->force;
else coin->force *= coin->force;
} else coin->perc = coin->force = 0.;
} else coin->goalperc = coin->force = 0.;
jaddi(array,LP_portfolio_entry(coin));
}
}
@ -117,4 +118,234 @@ char *LP_portfolio_goal(char *symbol,double goal)
} else return(clonestr("{\error\":\"cant set goal for inactive coin\"}"));
}
int32_t LP_autoprices;
int32_t LP_autofill(char *base,char *rel,double maxprice,double totalrelvolume)
{
struct LP_priceinfo *basepp,*relpp;
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
basepp->maxprices[relpp->ind] = maxprice;
basepp->relvols[relpp->ind] = totalrelvolume;
return(0);
}
return(-1);
}
int32_t LP_autoprice(char *base,char *rel,double minprice,double margin,char *type)
{
struct LP_priceinfo *basepp,*relpp;
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
basepp->minprices[relpp->ind] = minprice;
basepp->margins[relpp->ind] = margin;
LP_autoprices++;
return(0);
}
return(-1);
}
void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *relpp,struct LP_priceinfo *basepp,double price)
{
double margin,minprice; int32_t changed;
if ( (margin= basepp->margins[relpp->ind]) != 0. )
{
if ( dir > 0 )
price = 1. / (price * (1. - margin));
else price = (price * (1. + margin));
//printf("%s/%s %.8f dir.%d margin %.8f\n",relpp->symbol,basepp->symbol,price,dir,margin);
if ( (minprice= basepp->minprices[relpp->ind]) == 0. || price >= minprice )
{
LP_mypriceset(&changed,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);
}
}
}
double LP_pricesparse(void *ctx,int32_t trexflag,char *retstr,struct LP_priceinfo *btcpp)
{
//{"success":true,"message":"","result":[{"MarketName":"BTC-KMD","High":0.00040840,"Low":0.00034900,"Volume":328042.46061669,"Last":0.00037236,"BaseVolume":123.36439511,"TimeStamp":"2017-07-15T13:50:21.87","Bid":0.00035721,"Ask":0.00037069,"OpenBuyOrders":343,"OpenSellOrders":1690,"PrevDay":0.00040875,"Created":"2017-02-11T23:04:01.853"},
//{"TradePairId":4762,"Label":"WAVES/BTC","AskPrice":0.00099989,"BidPrice":0.00097350,"Low":0.00095000,"High":0.00108838,"Volume":6501.24403100,"LastPrice":0.00098028,"BuyVolume":1058994.86554882,"SellVolume":2067.87377158,"Change":-7.46,"Open":0.00105926,"Close":0.00098028,"BaseVolume":6.52057452,"BuyBaseVolume":2.33098660,"SellBaseVolume":1167.77655709},
int32_t i,j,n,iter; double price,kmdbtc,bid,ask,nxtkmd=0.; struct LP_priceinfo *coinpp,*refpp; char symbol[16],*name,*refcoin; cJSON *retjson,*array,*item;
if ( (retjson= cJSON_Parse(retstr)) != 0 )
{
//printf("got.(%s)\n",retstr);
kmdbtc = 0.;
refcoin = "BTC";
refpp = btcpp;
if ( (array= jarray(&n,retjson,trexflag != 0 ? "result" : "Data")) != 0 )
{
for (iter=0; iter<2; iter++)
{
for (i=0; i<n; i++)
{
item = jitem(array,i);
if ( (name= jstr(item,trexflag != 0 ? "MarketName" : "Label")) != 0 )
{
symbol[0] = 0;
if ( trexflag != 0 )
{
if ( strncmp("BTC-",name,4) == 0 )
{
name += 4;
strcpy(symbol,name);
}
}
else
{
for (j=0; j<sizeof(symbol)-1; j++)
if ( (symbol[j]= name[j]) == '/' )
break;
symbol[j] = 0;
if ( strcmp(name+j+1,"BTC") != 0 )
continue;
}
if ( symbol[0] != 0 )
{
//printf("%s\n",jprint(item,0));
bid = jdouble(item,trexflag != 0 ? "Bid" : "BidPrice");
ask = jdouble(item,trexflag != 0 ? "Ask" : "AskPrice");
if ( iter == 1 && kmdbtc > SMALLVAL && strcmp(symbol,"NXT") == 0 )
nxtkmd = 0.5 * (bid + ask) / kmdbtc;
if ( (coinpp= LP_priceinfofind(symbol)) != 0 )
{
coinpp->high[trexflag] = jdouble(item,"High");
coinpp->low[trexflag] = jdouble(item,"Low");
//coinpp->volume = jdouble(item,"Volume");
//coinpp->btcvolume = jdouble(item,"BaseVolume");
coinpp->last[trexflag] = jdouble(item,trexflag != 0 ? "Last" : "LastPrice");
coinpp->bid[trexflag] = bid;
coinpp->ask[trexflag] = ask;
//coinpp->prevday = jdouble(item,"PrevDay");
//printf("iter.%d trexflag.%d %s high %.8f, low %.8f, last %.8f hbla.(%.8f %.8f)\n",iter,trexflag,symbol,coinpp->high[trexflag],coinpp->low[trexflag],coinpp->last[trexflag],coinpp->bid[trexflag],coinpp->ask[trexflag]);
if ( coinpp->bid[trexflag] > SMALLVAL && coinpp->ask[trexflag] > SMALLVAL )
{
price = 0.5 * (coinpp->bid[trexflag] + coinpp->ask[trexflag]);
if ( iter == 0 )
{
if ( strcmp(symbol,"KMD") == 0 )
kmdbtc = price;
}
else
{
if ( strcmp(symbol,"KMD") == 0 )
continue;
//printf("(%s/%s) iter.%d trexflag.%d %s %.8f %.8f\n",refpp->symbol,coinpp->symbol,iter,trexflag,symbol,price,price/kmdbtc);
price /= kmdbtc;
}
if ( trexflag == 0 && coinpp->bid[1] > SMALLVAL && coinpp->ask[1] > SMALLVAL )
{
//printf("have trex: iter.%d trexflag.%d %s %.8f %.8f\n",iter,trexflag,symbol,coinpp->bid[1],coinpp->ask[1]);
continue;
}
LP_autopriceset(ctx,1,refpp,coinpp,price);
LP_autopriceset(ctx,-1,coinpp,refpp,price);
}
}
}
}
}
refcoin = "KMD";
if ( kmdbtc == 0. || (refpp= LP_priceinfofind("KMD")) == 0 )
break;
}
}
free_json(retjson);
}
return(nxtkmd);
}
static char *assetids[][3] =
{
{ "12071612744977229797", "UNITY", "10000" },
{ "15344649963748848799", "DEX", "1" },
{ "6883271355794806507", "PANGEA", "10000" },
{ "17911762572811467637", "JUMBLR", "10000" },
{ "17083334802666450484", "BET", "10000" },
{ "13476425053110940554", "CRYPTO", "1000" },
{ "6932037131189568014", "HODL", "1" },
{ "3006420581923704757", "SHARK", "10000" },
{ "17571711292785902558", "BOTS", "1" },
{ "10524562908394749924", "MGW", "1" },
};
void prices_loop(void *ignore)
{
char *retstr; cJSON *retjson,*bid,*ask; uint64_t bidsatoshis,asksatoshis; int32_t i; double nxtkmd,price; struct LP_priceinfo *btcpp,*kmdpp,*fiatpp,*nxtpp; void *ctx = bitcoin_ctx();
while ( 1 )
{
if ( LP_autoprices == 0 )
{
sleep(60);
continue;
}
if ( (btcpp= LP_priceinfofind("BTC")) == 0 )
{
sleep(60);
continue;
}
if ( (retstr= issue_curlt("https://bittrex.com/api/v1.1/public/getmarketsummaries",LP_HTTP_TIMEOUT*10)) == 0 )
{
printf("error getting marketsummaries\n");
sleep(60);
continue;
}
nxtkmd = LP_pricesparse(ctx,1,retstr,btcpp);
free(retstr);
if ( (retstr= issue_curlt("https://www.cryptopia.co.nz/api/GetMarkets",LP_HTTP_TIMEOUT*10)) == 0 )
{
printf("error getting marketsummaries\n");
sleep(60);
continue;
}
LP_pricesparse(ctx,0,retstr,btcpp);
free(retstr);
if ( (kmdpp= LP_priceinfofind("KMD")) != 0 )
{
for (i=0; i<32; i++)
{
if ( (fiatpp= LP_priceinfofind(CURRENCIES[i])) != 0 )
{
if ( (retjson= LP_paxprice(CURRENCIES[i])) != 0 )
{
//printf("(%s %.8f %.8f) ",CURRENCIES[i],jdouble(retjson,"price"),jdouble(retjson,"invprice"));
price = jdouble(retjson,"price");
LP_autopriceset(ctx,1,kmdpp,fiatpp,price);
LP_autopriceset(ctx,-1,fiatpp,kmdpp,price);
free_json(retjson);
}
}
}
}
if ( nxtkmd > SMALLVAL )
{
for (i=0; i<sizeof(assetids)/sizeof(*assetids); i++)
{
if ( (nxtpp= LP_priceinfofind(assetids[i][1])) != 0 )
{
price = 0.;
bidsatoshis = asksatoshis = 0;
if ( (retjson= LP_assethbla(assetids[i][0])) != 0 )
{
if ( (bid= jobj(retjson,"bid")) != 0 && (ask= jobj(retjson,"ask")) != 0 )
{
bidsatoshis = j64bits(bid,"priceNQT") * atoi(assetids[i][2]);
asksatoshis = j64bits(ask,"priceNQT") * atoi(assetids[i][2]);
if ( bidsatoshis != 0 && asksatoshis != 0 )
price = 0.5 * dstr(bidsatoshis + asksatoshis) * nxtkmd;
}
LP_autopriceset(ctx,1,kmdpp,nxtpp,price);
LP_autopriceset(ctx,-1,nxtpp,kmdpp,price);
//printf("%s %s -> (%s) nxtkmd %.8f %.8f %.8f\n",assetids[i][1],assetids[i][0],jprint(retjson,0),nxtkmd,0.5*dstr(bidsatoshis + asksatoshis),price);
free_json(retjson);
}
}
}
}
sleep(60);
}
}

222
iguana/exchanges/LP_prices.c
View File

@ -29,8 +29,10 @@ struct LP_priceinfo
double diagval,high[2],low[2],last[2],bid[2],ask[2]; //volume,btcvolume,prevday; // mostly bittrex info
double relvals[LP_MAXPRICEINFOS];
double myprices[LP_MAXPRICEINFOS];
double minprices[LP_MAXPRICEINFOS];
double minprices[LP_MAXPRICEINFOS]; // autoprice
double margins[LP_MAXPRICEINFOS];
double maxprices[LP_MAXPRICEINFOS]; // autofill of base/rel
double relvols[LP_MAXPRICEINFOS];
FILE *fps[LP_MAXPRICEINFOS];
} LP_priceinfos[LP_MAXPRICEINFOS];
int32_t LP_numpriceinfos;
@ -687,221 +689,3 @@ void LP_pricefeedupdate(bits256 pubkey,char *base,char *rel,double price)
} else printf("error finding %s/%s %.8f\n",base,rel,price);
}
int32_t LP_autoprices;
int32_t LP_autoprice(char *base,char *rel,double minprice,double margin,char *type)
{
struct LP_priceinfo *basepp,*relpp;
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
basepp->minprices[relpp->ind] = minprice;
basepp->margins[relpp->ind] = margin;
LP_autoprices++;
return(0);
}
return(-1);
}
void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *relpp,struct LP_priceinfo *basepp,double price)
{
double margin,minprice; int32_t changed;
if ( (margin= basepp->margins[relpp->ind]) != 0. )
{
if ( dir > 0 )
price = 1. / (price * (1. - margin));
else price = (price * (1. + margin));
//printf("%s/%s %.8f dir.%d margin %.8f\n",relpp->symbol,basepp->symbol,price,dir,margin);
if ( (minprice= basepp->minprices[relpp->ind]) == 0. || price >= minprice )
{
LP_mypriceset(&changed,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);
}
}
}
double LP_pricesparse(void *ctx,int32_t trexflag,char *retstr,struct LP_priceinfo *btcpp)
{
//{"success":true,"message":"","result":[{"MarketName":"BTC-KMD","High":0.00040840,"Low":0.00034900,"Volume":328042.46061669,"Last":0.00037236,"BaseVolume":123.36439511,"TimeStamp":"2017-07-15T13:50:21.87","Bid":0.00035721,"Ask":0.00037069,"OpenBuyOrders":343,"OpenSellOrders":1690,"PrevDay":0.00040875,"Created":"2017-02-11T23:04:01.853"},
//{"TradePairId":4762,"Label":"WAVES/BTC","AskPrice":0.00099989,"BidPrice":0.00097350,"Low":0.00095000,"High":0.00108838,"Volume":6501.24403100,"LastPrice":0.00098028,"BuyVolume":1058994.86554882,"SellVolume":2067.87377158,"Change":-7.46,"Open":0.00105926,"Close":0.00098028,"BaseVolume":6.52057452,"BuyBaseVolume":2.33098660,"SellBaseVolume":1167.77655709},
int32_t i,j,n,iter; double price,kmdbtc,bid,ask,nxtkmd=0.; struct LP_priceinfo *coinpp,*refpp; char symbol[16],*name,*refcoin; cJSON *retjson,*array,*item;
if ( (retjson= cJSON_Parse(retstr)) != 0 )
{
//printf("got.(%s)\n",retstr);
kmdbtc = 0.;
refcoin = "BTC";
refpp = btcpp;
if ( (array= jarray(&n,retjson,trexflag != 0 ? "result" : "Data")) != 0 )
{
for (iter=0; iter<2; iter++)
{
for (i=0; i<n; i++)
{
item = jitem(array,i);
if ( (name= jstr(item,trexflag != 0 ? "MarketName" : "Label")) != 0 )
{
symbol[0] = 0;
if ( trexflag != 0 )
{
if ( strncmp("BTC-",name,4) == 0 )
{
name += 4;
strcpy(symbol,name);
}
}
else
{
for (j=0; j<sizeof(symbol)-1; j++)
if ( (symbol[j]= name[j]) == '/' )
break;
symbol[j] = 0;
if ( strcmp(name+j+1,"BTC") != 0 )
continue;
}
if ( symbol[0] != 0 )
{
//printf("%s\n",jprint(item,0));
bid = jdouble(item,trexflag != 0 ? "Bid" : "BidPrice");
ask = jdouble(item,trexflag != 0 ? "Ask" : "AskPrice");
if ( iter == 1 && kmdbtc > SMALLVAL && strcmp(symbol,"NXT") == 0 )
nxtkmd = 0.5 * (bid + ask) / kmdbtc;
if ( (coinpp= LP_priceinfofind(symbol)) != 0 )
{
coinpp->high[trexflag] = jdouble(item,"High");
coinpp->low[trexflag] = jdouble(item,"Low");
//coinpp->volume = jdouble(item,"Volume");
//coinpp->btcvolume = jdouble(item,"BaseVolume");
coinpp->last[trexflag] = jdouble(item,trexflag != 0 ? "Last" : "LastPrice");
coinpp->bid[trexflag] = bid;
coinpp->ask[trexflag] = ask;
//coinpp->prevday = jdouble(item,"PrevDay");
//printf("iter.%d trexflag.%d %s high %.8f, low %.8f, last %.8f hbla.(%.8f %.8f)\n",iter,trexflag,symbol,coinpp->high[trexflag],coinpp->low[trexflag],coinpp->last[trexflag],coinpp->bid[trexflag],coinpp->ask[trexflag]);
if ( coinpp->bid[trexflag] > SMALLVAL && coinpp->ask[trexflag] > SMALLVAL )
{
price = 0.5 * (coinpp->bid[trexflag] + coinpp->ask[trexflag]);
if ( iter == 0 )
{
if ( strcmp(symbol,"KMD") == 0 )
kmdbtc = price;
}
else
{
if ( strcmp(symbol,"KMD") == 0 )
continue;
//printf("(%s/%s) iter.%d trexflag.%d %s %.8f %.8f\n",refpp->symbol,coinpp->symbol,iter,trexflag,symbol,price,price/kmdbtc);
price /= kmdbtc;
}
if ( trexflag == 0 && coinpp->bid[1] > SMALLVAL && coinpp->ask[1] > SMALLVAL )
{
//printf("have trex: iter.%d trexflag.%d %s %.8f %.8f\n",iter,trexflag,symbol,coinpp->bid[1],coinpp->ask[1]);
continue;
}
LP_autopriceset(ctx,1,refpp,coinpp,price);
LP_autopriceset(ctx,-1,coinpp,refpp,price);
}
}
}
}
}
refcoin = "KMD";
if ( kmdbtc == 0. || (refpp= LP_priceinfofind("KMD")) == 0 )
break;
}
}
free_json(retjson);
}
return(nxtkmd);
}
static char *assetids[][3] =
{
{ "12071612744977229797", "UNITY", "10000" },
{ "15344649963748848799", "DEX", "1" },
{ "6883271355794806507", "PANGEA", "10000" },
{ "17911762572811467637", "JUMBLR", "10000" },
{ "17083334802666450484", "BET", "10000" },
{ "13476425053110940554", "CRYPTO", "1000" },
{ "6932037131189568014", "HODL", "1" },
{ "3006420581923704757", "SHARK", "10000" },
{ "17571711292785902558", "BOTS", "1" },
{ "10524562908394749924", "MGW", "1" },
};
void prices_loop(void *ignore)
{
char *retstr; cJSON *retjson,*bid,*ask; uint64_t bidsatoshis,asksatoshis; int32_t i; double nxtkmd,price; struct LP_priceinfo *btcpp,*kmdpp,*fiatpp,*nxtpp; void *ctx = bitcoin_ctx();
while ( 1 )
{
if ( LP_autoprices == 0 )
{
sleep(60);
continue;
}
if ( (btcpp= LP_priceinfofind("BTC")) == 0 )
{
sleep(60);
continue;
}
if ( (retstr= issue_curlt("https://bittrex.com/api/v1.1/public/getmarketsummaries",LP_HTTP_TIMEOUT*10)) == 0 )
{
printf("error getting marketsummaries\n");
sleep(60);
continue;
}
nxtkmd = LP_pricesparse(ctx,1,retstr,btcpp);
free(retstr);
if ( (retstr= issue_curlt("https://www.cryptopia.co.nz/api/GetMarkets",LP_HTTP_TIMEOUT*10)) == 0 )
{
printf("error getting marketsummaries\n");
sleep(60);
continue;
}
LP_pricesparse(ctx,0,retstr,btcpp);
free(retstr);
if ( (kmdpp= LP_priceinfofind("KMD")) != 0 )
{
for (i=0; i<32; i++)
{
if ( (fiatpp= LP_priceinfofind(CURRENCIES[i])) != 0 )
{
if ( (retjson= LP_paxprice(CURRENCIES[i])) != 0 )
{
//printf("(%s %.8f %.8f) ",CURRENCIES[i],jdouble(retjson,"price"),jdouble(retjson,"invprice"));
price = jdouble(retjson,"price");
LP_autopriceset(ctx,1,kmdpp,fiatpp,price);
LP_autopriceset(ctx,-1,fiatpp,kmdpp,price);
free_json(retjson);
}
}
}
}
if ( nxtkmd > SMALLVAL )
{
for (i=0; i<sizeof(assetids)/sizeof(*assetids); i++)
{
if ( (nxtpp= LP_priceinfofind(assetids[i][1])) != 0 )
{
price = 0.;
bidsatoshis = asksatoshis = 0;
if ( (retjson= LP_assethbla(assetids[i][0])) != 0 )
{
if ( (bid= jobj(retjson,"bid")) != 0 && (ask= jobj(retjson,"ask")) != 0 )
{
bidsatoshis = j64bits(bid,"priceNQT") * atoi(assetids[i][2]);
asksatoshis = j64bits(ask,"priceNQT") * atoi(assetids[i][2]);
if ( bidsatoshis != 0 && asksatoshis != 0 )
price = 0.5 * dstr(bidsatoshis + asksatoshis) * nxtkmd;
}
LP_autopriceset(ctx,1,kmdpp,nxtpp,price);
LP_autopriceset(ctx,-1,nxtpp,kmdpp,price);
//printf("%s %s -> (%s) nxtkmd %.8f %.8f %.8f\n",assetids[i][1],assetids[i][0],jprint(retjson,0),nxtkmd,0.5*dstr(bidsatoshis + asksatoshis),price);
free_json(retjson);
}
}
}
}
sleep(60);
}
}

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