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Test

etomic
jl777 7 years ago
parent
c4e5fee35a
commit
8626c9c49a
1 changed files with 18 additions and 11 deletions
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  1. 29
      iguana/exchanges/LP_portfolio.c

29
iguana/exchanges/LP_portfolio.c
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@ -258,7 +258,7 @@ char *LP_portfolio_goal(char *symbol,double goal)
return(-1); return(-1);
}*/ }*/
void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *basepp,struct LP_priceinfo *relpp,double price,char *refbase,char *refrel) void LP_autopriceset(int32_t ind,void *ctx,int32_t dir,struct LP_priceinfo *basepp,struct LP_priceinfo *relpp,double price,char *refbase,char *refrel)
{ {
static uint32_t lasttime; static uint32_t lasttime;
double margin,minprice,newprice,oppomargin,fixedprice,factor,offset; double bid,ask; int32_t changed; double margin,minprice,newprice,oppomargin,fixedprice,factor,offset; double bid,ask; int32_t changed;
@ -296,8 +296,15 @@ void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *basepp,struct LP
else newprice = (price * (1. + margin)); else newprice = (price * (1. + margin));
if ( (minprice= basepp->minprices[relpp->ind]) == 0. || price >= minprice ) if ( (minprice= basepp->minprices[relpp->ind]) == 0. || price >= minprice )
{ {
if ( ind >= 0 )
{
if ( LP_autorefs[ind].lastask < SMALLVAL )
LP_autorefs[ind].lastask = newprice;
else LP_autorefs[ind].lastask = (LP_autorefs[ind].lastask * 0.9) + (0.1 *newprice);
newprice = LP_autorefs[ind].lastask;
printf("autoprice changed.%d %s/%s <- %.8f %.8f\n",changed,basepp->symbol,relpp->symbol,price,newprice);
}
LP_mypriceset(&changed,relpp->symbol,basepp->symbol,newprice); LP_mypriceset(&changed,relpp->symbol,basepp->symbol,newprice);
//printf("autoprice changed.%d %s/%s <- %.8f\n",changed,basepp->symbol,relpp->symbol,price);
if ( changed != 0 || time(NULL) > lasttime+LP_ORDERBOOK_DURATION*.777) if ( changed != 0 || time(NULL) > lasttime+LP_ORDERBOOK_DURATION*.777)
{ {
lasttime = (uint32_t)time(NULL); lasttime = (uint32_t)time(NULL);
@ -384,8 +391,8 @@ 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]); //printf("have trex: iter.%d trexflag.%d %s %.8f %.8f\n",iter,trexflag,symbol,coinpp->bid[1],coinpp->ask[1]);
continue; continue;
} }
LP_autopriceset(ctx,1,coinpp,refpp,price,0,0); LP_autopriceset(-1,ctx,1,coinpp,refpp,price,0,0);
LP_autopriceset(ctx,-1,refpp,coinpp,price,0,0); LP_autopriceset(-1,ctx,-1,refpp,coinpp,price,0,0);
} }
} }
} }
@ -470,8 +477,8 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
{ {
//printf("(%s %.8f %.8f) ",CURRENCIES[i],jdouble(retjson,"price"),jdouble(retjson,"invprice")); //printf("(%s %.8f %.8f) ",CURRENCIES[i],jdouble(retjson,"price"),jdouble(retjson,"invprice"));
price = jdouble(retjson,"price"); price = jdouble(retjson,"price");
LP_autopriceset(ctx,1,fiatpp,kmdpp,price,0,0); LP_autopriceset(-1,ctx,1,fiatpp,kmdpp,price,0,0);
LP_autopriceset(ctx,-1,kmdpp,fiatpp,price,0,0); LP_autopriceset(-1,ctx,-1,kmdpp,fiatpp,price,0,0);
free_json(retjson); free_json(retjson);
} }
} }
@ -494,8 +501,8 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
if ( bidsatoshis != 0 && asksatoshis != 0 ) if ( bidsatoshis != 0 && asksatoshis != 0 )
price = 0.5 * dstr(bidsatoshis + asksatoshis) * nxtkmd; price = 0.5 * dstr(bidsatoshis + asksatoshis) * nxtkmd;
} }
LP_autopriceset(ctx,1,nxtpp,kmdpp,price,0,0); LP_autopriceset(-1,ctx,1,nxtpp,kmdpp,price,0,0);
LP_autopriceset(ctx,-1,kmdpp,nxtpp,price,0,0); LP_autopriceset(-1,ctx,-1,kmdpp,nxtpp,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); //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); free_json(retjson);
} }
@ -596,7 +603,7 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
if ( basepp != 0 && relpp != 0 ) if ( basepp != 0 && relpp != 0 )
{ {
//printf("check ref-autoprice %s/%s %f %f\n",LP_autorefs[i].refbase,LP_autorefs[i].refrel,relpp->fixedprices[basepp->ind],basepp->fixedprices[relpp->ind]); //printf("check ref-autoprice %s/%s %f %f\n",LP_autorefs[i].refbase,LP_autorefs[i].refrel,relpp->fixedprices[basepp->ind],basepp->fixedprices[relpp->ind]);
LP_autopriceset(ctx,1,basepp,relpp,0.,LP_autorefs[i].refbase,LP_autorefs[i].refrel); LP_autopriceset(i,ctx,1,basepp,relpp,0.,LP_autorefs[i].refbase,LP_autorefs[i].refrel);
} }
} }
} }
@ -613,7 +620,7 @@ void LP_autoprices_update(char *method,char *base,double basevol,char *rel,doubl
if ( strcmp(LP_autorefs[i].rel,rel) == 0 && strcmp(base,LP_autorefs[i].base) == 0 ) if ( strcmp(LP_autorefs[i].rel,rel) == 0 && strcmp(base,LP_autorefs[i].base) == 0 )
{ {
newprice = (LP_autorefs[i].lastask * 0.99) + (0.01 * price); newprice = (LP_autorefs[i].lastask * 0.99) + (0.01 * price);
if ( LP_autorefs[i].lastask > 0 && price < LP_autorefs[i].lastask ) if ( LP_autorefs[i].lastask > 0 )
{ {
printf("%s: autoprice ask update %s/%s %.8f vs myprice %.8f/%.8f -> %.8f\n",method,base,rel,price,LP_autorefs[i].lastbid,LP_autorefs[i].lastask,newprice); printf("%s: autoprice ask update %s/%s %.8f vs myprice %.8f/%.8f -> %.8f\n",method,base,rel,price,LP_autorefs[i].lastbid,LP_autorefs[i].lastask,newprice);
LP_autorefs[i].lastask = newprice; LP_autorefs[i].lastask = newprice;
@ -623,7 +630,7 @@ void LP_autoprices_update(char *method,char *base,double basevol,char *rel,doubl
else if ( strcmp(LP_autorefs[i].rel,base) == 0 && strcmp(rel,LP_autorefs[i].base) == 0 ) else if ( strcmp(LP_autorefs[i].rel,base) == 0 && strcmp(rel,LP_autorefs[i].base) == 0 )
{ {
newprice = (LP_autorefs[i].lastbid * 0.99) + (0.01 * price); newprice = (LP_autorefs[i].lastbid * 0.99) + (0.01 * price);
if ( LP_autorefs[i].lastbid > 0 && price > LP_autorefs[i].lastbid ) if ( LP_autorefs[i].lastbid > 0 )
{ {
printf("%s: autoprice bid update %s/%s %.8f vs myprice %.8f/%.8f -> %.8f\n",method,base,rel,price,LP_autorefs[i].lastbid,LP_autorefs[i].lastask,newprice); printf("%s: autoprice bid update %s/%s %.8f vs myprice %.8f/%.8f -> %.8f\n",method,base,rel,price,LP_autorefs[i].lastbid,LP_autorefs[i].lastask,newprice);
LP_autorefs[i].lastbid = newprice; LP_autorefs[i].lastbid = newprice;

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