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Test

etomic
jl777 8 years ago
parent
1715c5b409
commit
a9261f99ce
3 changed files with 141 additions and 45 deletions
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  1. 2
      crypto777/OS_portable.h
  2. 33
      crypto777/iguana_utils.c
  3. 151
      iguana/exchanges/LP_portfolio.c

2
crypto777/OS_portable.h
View File

@ -198,6 +198,8 @@ int32_t OS_nonportable_init();
void OS_portable_init();
void OS_init();
int32_t sortds(double *buf,uint32_t num,int32_t size);
int32_t revsortds(double *buf,uint32_t num,int32_t size);
double OS_portable_milliseconds();
void OS_portable_randombytes(uint8_t *x,long xlen);

33
crypto777/iguana_utils.c
View File

@ -522,11 +522,24 @@ static int _increasing_double(const void *a,const void *b)
{
#define double_a (*(double *)a)
#define double_b (*(double *)b)
if ( double_b > double_a )
return(-1);
else if ( double_b < double_a )
return(1);
return(0);
if ( double_b > double_a )
return(-1);
else if ( double_b < double_a )
return(1);
return(0);
#undef double_a
#undef double_b
}
static int _decreasing_double(const void *a,const void *b)
{
#define double_a (*(double *)a)
#define double_b (*(double *)b)
if ( double_b > double_a )
return(1);
else if ( double_b < double_a )
return(-1);
return(0);
#undef double_a
#undef double_b
}
@ -572,8 +585,14 @@ static int _decreasing_uint32(const void *a,const void *b)
int32_t sortds(double *buf,uint32_t num,int32_t size)
{
qsort(buf,num,size,_increasing_double);
return(0);
qsort(buf,num,size,_increasing_double);
return(0);
}
int32_t refsortds(double *buf,uint32_t num,int32_t size)
{
qsort(buf,num,size,_decreasing_double);
return(0);
}
int32_t sort64s(uint64_t *buf,uint32_t num,int32_t size)

151
iguana/exchanges/LP_portfolio.c
View File

@ -416,9 +416,111 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
}
}
int32_t LP_portfolio_trade(void *ctx,uint32_t *requestidp,uint32_t *quoteidp,struct iguana_info *buy,struct iguana_info *sell,double relvolume,int32_t setbaserel)
{
char *retstr2; double bid,ask,maxprice; uint32_t requestid,quoteid,iter; cJSON *retjson2;
requestid = quoteid = 0;
LP_myprice(&bid,&ask,buy->symbol,sell->symbol);
maxprice = ask;
if ( setbaserel != 0 )
{
strcpy(LP_portfolio_base,"");
strcpy(LP_portfolio_rel,"");
LP_portfolio_relvolume = 0.;
}
if ( LP_pricevalid(maxprice) > 0 )
{
printf("pending.%d base buy.%s, rel sell.%s relvolume %f maxprice %.8f (%.8f %.8f)\n",LP_pendingswaps,buy->symbol,sell->symbol,sell->relvolume,maxprice,bid,ask);
relvolume = sell->relvolume;
for (iter=0; iter<3; iter++)
{
if ( relvolume < dstr(LP_MIN_TXFEE) )
break;
if ( LP_utxo_bestfit(sell->symbol,SATOSHIDEN * relvolume) != 0 )
{
if ( (retstr2= LP_autotrade(ctx,"127.0.0.1",-1,buy->symbol,sell->symbol,maxprice,relvolume,60,24*3600)) != 0 )
{
if ( (retjson2= cJSON_Parse(retstr2)) != 0 )
{
if ( (requestid= juint(retjson2,"requestid")) != 0 && (quoteid= juint(retjson2,"quoteid")) != 0 )
{
}
free_json(retjson2);
}
printf("%s relvolume %.8f LP_autotrade.(%s)\n",sell->symbol,relvolume,retstr2);
free(retstr2);
}
if ( requestid != 0 && quoteid != 0 )
break;
} else printf("cant find alice %.8f %s\n",relvolume,sell->symbol);
relvolume /= 3.;
}
}
else if ( setbaserel != 0 )
{
strcpy(LP_portfolio_base,buy->symbol);
strcpy(LP_portfolio_rel,sell->symbol);
LP_portfolio_relvolume = sell->relvolume;
}
*requestidp = requestid;
*quoteidp = quoteid;
if ( requestid != 0 && quoteid != 0 )
return(0);
else return(-1);
}
struct LP_portfoliotrade { double metric; char buycoin[16],sellcoin[16]; };
int32_t LP_portfolio_order(struct LP_portfoliotrade *trades,int32_t max,cJSON *array)
{
int32_t i,j,m,n = 0; cJSON *item; struct LP_portfoliotrade coins[256];
memset(coins,0,sizeof(coins));
if ( (m= cJSON_GetArraySize(array)) > 0 )
{
for (i=j=0; i<m && i<sizeof(coins)/sizeof(*coins); i++)
{
item = jitem(array,i);
safecopy(coins[j].buycoin,jstr(item,"coin"),sizeof(coins[j].buycoin));
coins[j].metric = jdouble(item,"force");
if ( fabs(coins[j].metric) > SMALLVAL && coins[j].buycoin[0] != 0 )
j++;
}
if ( (m= j) > 1 )
{
for (i=n=0; i<m-1; i++)
for (j=i+1; j<m; j++)
if ( coins[i].metric*coins[j].metric < 0. )
{
if ( coins[i].metric > 0. )
{
trades[n].metric = (coins[i].metric - coins[j].metric);
strcpy(trades[n].buycoin,coins[i].buycoin);
strcpy(trades[n].sellcoin,coins[j].buycoin);
printf("buy %s %f, sell %s %f -> %f\n",trades[n].buycoin,coins[i].metric,trades[n].sellcoin,coins[j].metric,trades[n].metric);
}
else
{
trades[n].metric = (coins[j].metric - coins[i].metric);
strcpy(trades[n].buycoin,coins[j].buycoin);
strcpy(trades[n].sellcoin,coins[i].buycoin);
printf("buy %s %f, sell %s %f -> %f\n",trades[n].buycoin,coins[j].metric,trades[n].sellcoin,coins[i].metric,trades[n].metric);
}
n++;
if ( n >= max )
break;
}
revsortds((void *)trades,n,sizeof(*trades));
for (i=0; i<n; i++)
printf("%d: buy %s, sell %s -> %f\n",i,trades[i].buycoin,trades[i].sellcoin,trades[i].metric);
}
}
return(n);
}
void prices_loop(void *ignore)
{
char *buycoin,*sellcoin,*retstr,*retstr2; double bid,ask,maxprice,relvolume; struct iguana_info *buy,*sell; uint32_t requestid,quoteid,iter; cJSON *retjson,*retjson2; struct LP_priceinfo *btcpp; void *ctx = bitcoin_ctx();
char *retstr; cJSON *retjson,*array; char *buycoin,*sellcoin; struct iguana_info *buy,*sell; uint32_t requestid,quoteid; int32_t i,n,m; struct LP_portfoliotrade trades[256]; struct LP_priceinfo *btcpp; void *ctx = bitcoin_ctx();
while ( 1 )
{
if ( (btcpp= LP_priceinfofind("BTC")) == 0 )
@ -434,51 +536,24 @@ void prices_loop(void *ignore)
{
if ( (buycoin= jstr(retjson,"buycoin")) != 0 && (buy= LP_coinfind(buycoin)) != 0 && (sellcoin= jstr(retjson,"sellcoin")) != 0 && (sell= LP_coinfind(sellcoin)) != 0 && buy->inactive == 0 && sell->inactive == 0 )
{
LP_myprice(&bid,&ask,buycoin,sellcoin);
maxprice = ask;
strcpy(LP_portfolio_base,"");
strcpy(LP_portfolio_rel,"");
LP_portfolio_relvolume = 0.;
if ( LP_pricevalid(maxprice) > 0 )
if ( LP_portfolio_trade(ctx,&requestid,&quoteid,buy,sell,sell->relvolume,1) < 0 )
{
printf("pending.%d base buy.%s force %f, rel sell.%s force %f relvolume %f maxprice %.8f (%.8f %.8f)\n",LP_pendingswaps,buycoin,jdouble(retjson,"buyforce"),sellcoin,jdouble(retjson,"sellforce"),sell->relvolume,maxprice,bid,ask);
//if ( LP_pendingswaps == 0 )
array = jarray(&m,retjson,"portfolio");
if ( array != 0 && (n= LP_portfolio_order(trades,(int32_t)(sizeof(trades)/sizeof(*trades)),array)) > 0 )
{
relvolume = sell->relvolume;
for (iter=0; iter<2; iter++)
for (i=0; i<n; i++)
{
if ( relvolume < dstr(LP_MIN_TXFEE) )
break;
requestid = quoteid = 0;
if ( LP_utxo_bestfit(sellcoin,SATOSHIDEN * relvolume) != 0 )
if ( strcmp(trades[i].buycoin,buycoin) != 0 || strcmp(trades[i].sellcoin,sellcoin) != 0 )
{
if ( (retstr2= LP_autotrade(ctx,"127.0.0.1",-1,buycoin,sellcoin,maxprice,relvolume,60,24*3600)) != 0 )
{
if ( (retjson2= cJSON_Parse(retstr2)) != 0 )
{
if ( (requestid= juint(retjson2,"requestid")) != 0 && (quoteid= juint(retjson2,"quoteid")) != 0 )
{
}
free_json(retjson2);
}
printf("%s relvolume %.8f LP_autotrade.(%s)\n",sellcoin,relvolume,retstr2);
free(retstr2);
}
if ( requestid != 0 && quoteid != 0 )
buy = LP_coinfind(trades[i].buycoin);
sell = LP_coinfind(trades[i].sellcoin);
if ( buy != 0 && sell != 0 && LP_portfolio_trade(ctx,&requestid,&quoteid,buy,sell,sell->relvolume,0) == 0 )
break;
} else printf("cant find alice %.8f %s\n",relvolume,sellcoin);
relvolume *= 0.1;
}
}
}
}
else
{
strcpy(LP_portfolio_base,buycoin);
strcpy(LP_portfolio_rel,sellcoin);
LP_portfolio_relvolume = sell->relvolume;
}
} //else printf("buy or sell missing.(%s)\n",jprint(retjson,0));
}
free_json(retjson);
}
free(retstr);

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