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Test

etomic
jl777 8 years ago
parent
commit
9fae01f757
  1. 8
      iguana/exchanges/LP_portfolio.c

8
iguana/exchanges/LP_portfolio.c

@ -211,9 +211,13 @@ int32_t LP_autoprice(char *base,char *rel,double minprice,double margin,char *ty
void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *relpp,struct LP_priceinfo *basepp,double price) void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *relpp,struct LP_priceinfo *basepp,double price)
{ {
double margin,minprice; int32_t changed; double margin,minprice,oppomargin; int32_t changed;
if ( (margin= basepp->margins[relpp->ind]) != 0. ) margin = basepp->margins[relpp->ind];
oppomargin = relpp->margins[basepp->ind];
if ( margin != 0. || oppomargin != 0. )
{ {
if ( margin == 0. )
margin = oppomargin;
printf("min %.8f %s/%s %.8f dir.%d margin %.8f (%.8f %.8f)\n",basepp->minprices[relpp->ind],relpp->symbol,basepp->symbol,price,dir,margin,1. / (price * (1. - margin)),(price * (1. + margin))); printf("min %.8f %s/%s %.8f dir.%d margin %.8f (%.8f %.8f)\n",basepp->minprices[relpp->ind],relpp->symbol,basepp->symbol,price,dir,margin,1. / (price * (1. - margin)),(price * (1. + margin)));
if ( dir > 0 ) if ( dir > 0 )
price = 1. / (price * (1. - margin)); price = 1. / (price * (1. - margin));

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