Test

iguana/exchanges/LP_portfolio.c

@@ -534,7 +534,7 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
                         newprice = (1. / price) * (1. + margin);
                         if ( LP_autorefs[i].lastbid < SMALLVAL )
                             LP_autorefs[i].lastbid = newprice;
-                        else LP_autorefs[i].lastbid = (LP_autorefs[i].lastbid * 0.5) + (0.5 *newprice);
+                        else LP_autorefs[i].lastbid = (LP_autorefs[i].lastbid * 0.9) + (0.1 *newprice);
                         newprice = LP_autorefs[i].lastbid;
                         LP_mypriceset(&changed,rel,base,newprice);
                         LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,newprice);
@@ -547,7 +547,7 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
                         newprice = (price * (1. + margin));
                         if ( LP_autorefs[i].lastask < SMALLVAL )
                             LP_autorefs[i].lastask = newprice;
-                        else LP_autorefs[i].lastask = (LP_autorefs[i].lastask * 0.5) + (0.5 *newprice);
+                        else LP_autorefs[i].lastask = (LP_autorefs[i].lastask * 0.9) + (0.1 *newprice);
                         newprice = LP_autorefs[i].lastask;
                         LP_mypriceset(&changed,base,rel,newprice);
                         LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,newprice);
@@ -596,7 +596,14 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
 
 void LP_autoprices_update(char *method,char *base,double basevol,char *rel,double relvol)
 {
-    //printf("%s: autoprice update %s/%s %.8f\n",method,base,rel,relvol/basevol);
+    int32_t changed; double price,myprice,bid,ask,newprice;
+    if ( basevol > 0. && relvol > 0 && (myprice= LP_myprice(&bid,&ask,base,rel)) > SMALLVAL )
+    {
+        price = relvol/basevol;
+        newprice = (myprice * 0.95) + (0.05 * price);
+        printf("%s: autoprice update %s/%s %.8f vs myprice %.8f -> %.8f\n",method,base,rel,price,myprice,newprice);
+        LP_mypriceset(&changed,base,rel,newprice);
+    }
 }
 
 int32_t LP_autoprice(void *ctx,char *base,char *rel,cJSON *argjson)

iguana/exchanges/LP_prices.c

@@ -516,7 +516,6 @@ int32_t LP_mypriceset(int32_t *changedp,char *base,char *rel,double price)
         
         if ( price == 0. || fabs(basepp->myprices[relpp->ind] - price)/price > 0.001 )
             *changedp = 1;
-        basepp->myprices[relpp->ind] = price;          // ask
         if ( price == 0. )
         {
             relpp->minprices[basepp->ind] = 0.;
@@ -525,6 +524,11 @@ int32_t LP_mypriceset(int32_t *changedp,char *base,char *rel,double price)
             relpp->offsets[basepp->ind] = 0.;
             relpp->factors[basepp->ind] = 0.;
         }
+        else if ( basepp->myprices[relpp->ind] > SMALLVAL )
+        {
+            price = (basepp->myprices[relpp->ind] * 0.9) + (0.1 * price);
+        }
+        basepp->myprices[relpp->ind] = price;          // ask
         //printf("LP_mypriceset base.%s rel.%s <- price %.8f\n",base,rel,price);
         //relpp->myprices[basepp->ind] = (1. / price);   // bid
         if ( (pubp= LP_pubkeyadd(G.LP_mypub25519)) != 0 )