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Test

etomic
jl777 8 years ago
parent
cf3cd9dd0a
commit
9f8e159612
1 changed files with 25 additions and 17 deletions
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  1. 42
      iguana/exchanges/LP_ordermatch.c

42
iguana/exchanges/LP_ordermatch.c
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@ -562,7 +562,7 @@ int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,
struct LP_utxoinfo *LP_bestutxo(double *ordermatchpricep,int64_t *bestdestsatoshisp,struct LP_utxoinfo *autxo,char *base,double maxprice,int32_t duration,int64_t txfee,int64_t desttxfee)
{
int64_t satoshis,destsatoshis; bits256 txid,pubkey; char *obookstr; cJSON *orderbook,*asks,*item; struct LP_utxoinfo *butxo,*bestutxo = 0; int32_t i,vout,numasks; double bestmetric=0.,metric,vol,price,bestprice = 0.; struct LP_pubkeyinfo *pubp;
int64_t satoshis,destsatoshis; uint64_t val,val2; bits256 txid,pubkey; char *obookstr; cJSON *orderbook,*asks,*item; struct LP_utxoinfo *butxo,*bestutxo = 0; int32_t i,vout,numasks; double bestmetric=0.,metric,vol,price,bestprice = 0.; struct LP_pubkeyinfo *pubp;
*ordermatchpricep = 0.;
*bestdestsatoshisp = 0;
if ( duration <= 0 )
@ -599,23 +599,26 @@ struct LP_utxoinfo *LP_bestutxo(double *ordermatchpricep,int64_t *bestdestsatosh
metric = price / bestprice;
if ( (butxo= LP_utxofind(1,txid,vout)) != 0 && (long long)(vol*SATOSHIDEN) == butxo->S.satoshis && LP_isavailable(butxo) > 0 && LP_ismine(butxo) == 0 )//&& butxo->T.bestflag == 0 )
{
destsatoshis = ((butxo->S.satoshis - txfee) * price);
if ( destsatoshis > autxo->payment.value-desttxfee-1 )
destsatoshis = autxo->payment.value-desttxfee-1;
satoshis = (destsatoshis / price + 0.0000000049) - txfee;
if ( metric < 1.2 && destsatoshis > desttxfee && destsatoshis-desttxfee > (autxo->payment.value / LP_MINCLIENTVOL) && satoshis-txfee > (butxo->S.satoshis / LP_MINVOL) && satoshis <= butxo->payment.value-txfee )
if ( LP_iseligible(&val,&val2,butxo->iambob,butxo->coin,butxo->payment.txid,butxo->payment.vout,butxo->S.satoshis,butxo->deposit.txid,butxo->deposit.vout) > 0 )
{
printf("value %.8f price %.8f/%.8f best %.8f destsatoshis %.8f * metric %.8f -> (%f)\n",dstr(autxo->payment.value),price,bestprice,bestmetric,dstr(destsatoshis),metric,dstr(destsatoshis) * metric * metric * metric);
metric = dstr(destsatoshis) * metric * metric * metric;
if ( bestmetric == 0. || metric < bestmetric )
destsatoshis = ((butxo->S.satoshis - txfee) * price);
if ( destsatoshis > autxo->payment.value-desttxfee-1 )
destsatoshis = autxo->payment.value-desttxfee-1;
satoshis = (destsatoshis / price + 0.0000000049) - txfee;
if ( metric < 1.2 && destsatoshis > desttxfee && destsatoshis-desttxfee > (autxo->payment.value / LP_MINCLIENTVOL) && satoshis-txfee > (butxo->S.satoshis / LP_MINVOL) && satoshis <= butxo->payment.value-txfee )
{
bestutxo = butxo;
*ordermatchpricep = price;
*bestdestsatoshisp = destsatoshis;
bestmetric = metric;
printf("set best!\n");
}
} else printf("skip.(%d %d %d %d %d) metric %f destsatoshis %.8f value %.8f destvalue %.8f txfees %.8f %.8f sats %.8f\n",metric < 1.2,destsatoshis > desttxfee,destsatoshis-desttxfee > (autxo->payment.value / LP_MINCLIENTVOL),satoshis-txfee > (butxo->S.satoshis / LP_MINVOL),satoshis < butxo->payment.value-txfee,metric,dstr(destsatoshis),dstr(butxo->S.satoshis),dstr(autxo->payment.value),dstr(txfee),dstr(desttxfee),dstr(satoshis));
printf("value %.8f price %.8f/%.8f best %.8f destsatoshis %.8f * metric %.8f -> (%f)\n",dstr(autxo->payment.value),price,bestprice,bestmetric,dstr(destsatoshis),metric,dstr(destsatoshis) * metric * metric * metric);
metric = dstr(destsatoshis) * metric * metric * metric;
if ( bestmetric == 0. || metric < bestmetric )
{
bestutxo = butxo;
*ordermatchpricep = price;
*bestdestsatoshisp = destsatoshis;
bestmetric = metric;
printf("set best!\n");
}
} else printf("skip.(%d %d %d %d %d) metric %f destsatoshis %.8f value %.8f destvalue %.8f txfees %.8f %.8f sats %.8f\n",metric < 1.2,destsatoshis > desttxfee,destsatoshis-desttxfee > (autxo->payment.value / LP_MINCLIENTVOL),satoshis-txfee > (butxo->S.satoshis / LP_MINVOL),satoshis < butxo->payment.value-txfee,metric,dstr(destsatoshis),dstr(butxo->S.satoshis),dstr(autxo->payment.value),dstr(txfee),dstr(desttxfee),dstr(satoshis));
}
}
else
{
@ -724,7 +727,7 @@ char *LP_trade(void *ctx,char *myipaddr,int32_t mypubsock,double profitmargin,st
char *LP_autotrade(void *ctx,char *myipaddr,int32_t mypubsock,double profitmargin,char *base,char *rel,double maxprice,double relvolume,int32_t timeout,int32_t duration)
{
int64_t desttxfee,txfee,bestdestsatoshis=0; struct LP_utxoinfo *autxo,*bestutxo = 0; double ordermatchprice=0.; struct LP_quoteinfo Q;
int64_t desttxfee,txfee,bestdestsatoshis=0; struct LP_utxoinfo *autxo,*butxo,*bestutxo = 0; double qprice,ordermatchprice=0.; struct LP_quoteinfo Q;
if ( duration <= 0 )
duration = LP_ORDERBOOK_DURATION;
if ( timeout <= 0 )
@ -746,6 +749,11 @@ char *LP_autotrade(void *ctx,char *myipaddr,int32_t mypubsock,double profitmargi
return(clonestr("{\"error\":\"cant set ordermatch quote\"}"));
if ( LP_quotedestinfo(&Q,autxo->payment.txid,autxo->payment.vout,autxo->fee.txid,autxo->fee.vout,LP_mypubkey,autxo->coinaddr) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote info\"}"));
if ( (qprice= LP_quote_validate(&autxo,&butxo,&Q,0)) <= SMALLVAL )
{
printf("quote validate error %.0f\n",qprice);
return(clonestr("{\"error\":\"quote validation error\"}"));
}
printf("do quote.(%s)\n",jprint(LP_quotejson(&Q),1));
return(LP_trade(ctx,myipaddr,mypubsock,profitmargin,&Q,maxprice,timeout,duration));
}

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