From 9f8e1596125da9e93d50fe87588493f580b58fa3 Mon Sep 17 00:00:00 2001 From: jl777 Date: Thu, 6 Jul 2017 22:19:44 +0300 Subject: [PATCH] Test --- iguana/exchanges/LP_ordermatch.c | 42 +++++++++++++++++++------------- 1 file changed, 25 insertions(+), 17 deletions(-) diff --git a/iguana/exchanges/LP_ordermatch.c b/iguana/exchanges/LP_ordermatch.c index b54557ea4..a4ed8c53c 100644 --- a/iguana/exchanges/LP_ordermatch.c +++ b/iguana/exchanges/LP_ordermatch.c @@ -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)); }