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New autoprice

etomic
jl777 7 years ago
parent
814e1a3cc9
commit
8623e767c9
3 changed files with 68 additions and 14 deletions
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  1. 4
      iguana/exchanges/LP_commands.c
  2. 75
      iguana/exchanges/LP_portfolio.c
  3. 3
      iguana/exchanges/LP_prices.c

4
iguana/exchanges/LP_commands.c
View File

@ -97,7 +97,7 @@ char *stats_JSON(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,char *r
available localhost RPC commands: * means it needs to be a signed request\n \
pricearray(base, rel, firsttime=0, lasttime=-1, timescale=60) -> [timestamp, avebid, aveask, highbid, lowask]\n\
setprice(base, rel, price)*\n\
autoprice(base, rel, price, margin, type)*\n\
autoprice(base, rel, minprice, margin, refbase, refrel, factor, offset)*\n\
goal(coin=*, val=<autocalc>)*\n\
myprice(base, rel)\n\
enable(coin)*\n\
@ -214,7 +214,7 @@ dividends(coin, height, <args>)\n\
else if ( strcmp(method,"autoprice") == 0 )
{
//LP_signature_add(argjson,base,rel,(uint64_t)price * SATOSHIDEN);
if ( LP_autoprice(base,rel,price,jdouble(argjson,"margin"),jstr(argjson,"type")) < 0 )
if ( LP_autoprice(base,rel,argjson) < 0 )
return(clonestr("{\"error\":\"couldnt set autoprice\"}"));
else return(clonestr("{\"result\":\"success\"}"));
}

75
iguana/exchanges/LP_portfolio.c
View File

@ -198,7 +198,12 @@ 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_autoprices,num_LP_autorefs;
struct LP_autoprice_ref
{
char refbase[16],refrel[16],base[16],rel[16];
} LP_autorefs[100];
/*int32_t LP_autofill(char *base,char *rel,double maxprice,double totalrelvolume)
{
@ -213,26 +218,65 @@ int32_t LP_autoprices;
return(-1);
}*/
int32_t LP_autoprice(char *base,char *rel,double minprice,double margin,char *type)
int32_t LP_autoprice(char *base,char *rel,cJSON *argjson)
{
struct LP_priceinfo *basepp,*relpp;
//curl --url "http://127.0.0.1:7783" --data "{\"userpass\":\"$userpass\",\"method\":\"autoprice\",\"base\":\"MNZ\",\"rel\":\"KMD\",\"offset\":0.1,\"refbase\":\"KMD\",\refrel\":\"BTC\",\"factor\":15000,\"margin\":0.01}"
struct LP_priceinfo *basepp,*relpp; int32_t i; char *refbase,*refrel; double minprice,margin,offset,factor;
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
if ( jobj(argjson,"minprice") != 0 )
minprice = jdouble(argjson,"minprice");
else minprice = 0.;
margin = jdouble(argjson,"margin");
offset = jdouble(argjson,"offset");
factor = jdouble(argjson,"factor");
basepp->minprices[relpp->ind] = minprice;
basepp->margins[relpp->ind] = margin;
basepp->offsets[relpp->ind] = offset;
basepp->factors[relpp->ind] = factor;
if ( (refbase= jstr(argjson,"refbase")) != 0 && (refrel= jstr(argjson,"refrel")) != 0 )
{
for (i=0; i<num_LP_autorefs; i++)
{
if ( strcmp(base,LP_autorefs[i].base) == 0 && strcmp(rel,LP_autorefs[i].rel) == 0 )
{
safecopy(LP_autorefs[i].refbase,refbase,sizeof(LP_autorefs[i].refbase));
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);
break;
}
}
if ( i == num_LP_autorefs && num_LP_autorefs < sizeof(LP_autorefs)/sizeof(*LP_autorefs) )
{
safecopy(LP_autorefs[num_LP_autorefs].refbase,refbase,sizeof(LP_autorefs[num_LP_autorefs].refbase));
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].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);
num_LP_autorefs++;
}
}
LP_autoprices++;
return(0);
}
return(-1);
}
void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *relpp,struct LP_priceinfo *basepp,double price)
void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *relpp,struct LP_priceinfo *basepp,double price,char *refbase,char *refrel)
{
double margin,minprice,oppomargin; int32_t changed;
double margin,minprice,oppomargin,factor,offset; double bid,ask; int32_t changed;
margin = basepp->margins[relpp->ind];
oppomargin = relpp->margins[basepp->ind];
if ( margin != 0. || oppomargin != 0. )
{
if ( fabs(price) < SMALLVAL && refbase != 0 && refrel != 0 )
{
price = LP_myprice(&bid,&ask,refbase,refrel);
printf("USE ref %s/%s %.8f\n",refbase,refrel,price);
}
offset = basepp->offsets[relpp->ind];
if ( (factor= basepp->factors[relpp->ind]) > SMALLVAL )
price = (price * factor) + offset;
if ( margin == 0. )
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)));
@ -325,8 +369,8 @@ double LP_pricesparse(void *ctx,int32_t trexflag,char *retstr,struct LP_priceinf
//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);
LP_autopriceset(ctx,1,refpp,coinpp,price,0,0);
LP_autopriceset(ctx,-1,coinpp,refpp,price,0,0);
}
}
}
@ -358,7 +402,7 @@ static char *assetids[][3] =
void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
{
char *retstr; cJSON *retjson,*bid,*ask; uint64_t bidsatoshis,asksatoshis; int32_t i; double nxtkmd,price; struct LP_priceinfo *kmdpp,*fiatpp,*nxtpp;
char *retstr; cJSON *retjson,*bid,*ask; uint64_t bidsatoshis,asksatoshis; int32_t i; double nxtkmd,price; struct LP_priceinfo *kmdpp,*fiatpp,*nxtpp,*basepp,*relpp;
if ( (retstr= issue_curlt("https://bittrex.com/api/v1.1/public/getmarketsummaries",LP_HTTP_TIMEOUT*10)) == 0 )
{
printf("trex error getting marketsummaries\n");
@ -385,8 +429,8 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
{
//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);
LP_autopriceset(ctx,1,kmdpp,fiatpp,price,0,0);
LP_autopriceset(ctx,-1,fiatpp,kmdpp,price,0,0);
free_json(retjson);
}
}
@ -409,14 +453,21 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
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);
LP_autopriceset(ctx,1,kmdpp,nxtpp,price,0,0);
LP_autopriceset(ctx,-1,nxtpp,kmdpp,price,0,0);
//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);
}
}
}
}
for (i=0; i<num_LP_autorefs; i++)
{
basepp = LP_priceinfofind(LP_autorefs[i].base);
relpp = LP_priceinfofind(LP_autorefs[i].rel);
if ( basepp != 0 && relpp != 0 )
LP_autopriceset(ctx,1,basepp,relpp,0,LP_autorefs[i].refbase,LP_autorefs[i].refrel);
}
}
int32_t LP_portfolio_trade(void *ctx,uint32_t *requestidp,uint32_t *quoteidp,struct iguana_info *buy,struct iguana_info *sell,double relvolume,int32_t setbaserel,char *gui)

3
iguana/exchanges/LP_prices.c
View File

@ -31,6 +31,8 @@ struct LP_priceinfo
double myprices[LP_MAXPRICEINFOS];
double minprices[LP_MAXPRICEINFOS]; // autoprice
double margins[LP_MAXPRICEINFOS];
double offsets[LP_MAXPRICEINFOS];
double factors[LP_MAXPRICEINFOS];
//double maxprices[LP_MAXPRICEINFOS]; // autofill of base/rel
//double relvols[LP_MAXPRICEINFOS];
FILE *fps[LP_MAXPRICEINFOS];
@ -494,6 +496,7 @@ int32_t LP_mypriceset(int32_t *changedp,char *base,char *rel,double price)
*changedp = 0;
if ( base != 0 && rel != 0 && LP_pricevalid(price) > 0 && (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
if ( fabs(basepp->myprices[relpp->ind] - price) > SMALLVAL )
*changedp = 1;
basepp->myprices[relpp->ind] = price; // ask

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