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Test

etomic
jl777 8 years ago
parent
commit
8f91630771
  1. 6
      iguana/exchanges/mm.c

6
iguana/exchanges/mm.c

@ -668,8 +668,8 @@ void marketmaker(double minask,double maxbid,char *baseaddr,char *reladdr,double
marketmaker_spread("DEX",base,rel,bid,incr,ask,incr,profitmargin*aveprice*0.5);
if ( (pendingbids + buyvol) > (pendingasks + sellvol) )
{
bidincr *= sqrt((double)(pendingasks + sellvol) / ((pendingbids + buyvol) + (pendingasks + sellvol)));
//printf("bidincr %f buy.(%f + %f) sell.(%f + %f)\n",bidincr,pendingbids,buyvol,pendingasks,sellvol);
bidincr *= ((double)(pendingasks + sellvol) / ((pendingbids + buyvol) + (pendingasks + sellvol)));
printf("bidincr %f buy.(%f + %f) sell.(%f + %f)\n",bidincr,pendingbids,buyvol,pendingasks,sellvol);
if ( bidincr < 0.1*incr )
bidincr = 0.1*incr;
if ( bidincr > 1. )
@ -683,7 +683,7 @@ void marketmaker(double minask,double maxbid,char *baseaddr,char *reladdr,double
if ( askincr > 1. )
askincr = (int32_t)askincr + 0.777;
}
printf("mmbid %.8f %.6f, mmask %.8f %.6f\n",mmbid,bidincr,mmask,askincr);
//printf("mmbid %.8f %.6f, mmask %.8f %.6f\n",mmbid,bidincr,mmask,askincr);
marketmaker_spread(exchange,base,rel,mmbid,bidincr,mmask,askincr,profitmargin*aveprice*0.5);
sleep(60);
}

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