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@ -1146,3 +1146,144 @@ void calc_rmd160_sha256(uint8_t rmd160[20],uint8_t *data,int32_t datalen) |
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vcalc_sha256(0,hash.bytes,data,datalen); |
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calc_rmd160(0,rmd160,hash.bytes,sizeof(hash)); |
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} |
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char *cmc_ticker(char *base) |
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{ |
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char url[512]; |
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sprintf(url,"https://api.coinmarketcap.com/v1/ticker/%s/",base); |
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return(issue_curl(url)); |
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} |
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char *bittrex_orderbook(char *base,char *rel,int32_t maxdepth) |
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{ |
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char market[64],url[512]; |
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sprintf(market,"%s-%s",rel,base); |
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sprintf(url,"http://bittrex.com/api/v1.1/public/getorderbook?market=%s&type=both&depth=%d",market,maxdepth); |
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return(issue_curl(url)); |
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} |
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double calc_theoretical(double weighted,double CMC_average,double changes[3]) |
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{ |
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double adjusted = 0.,theoretical = 0.; |
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if ( weighted > SMALLVAL && CMC_average > SMALLVAL ) |
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{ |
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theoretical = (weighted + CMC_average) * 0.5; |
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if ( changes[0] > SMALLVAL && changes[1] > SMALLVAL && changes[2] > SMALLVAL ) |
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{ |
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if ( changes[0] > changes[1] && changes[1] > changes[2] ) // breakout
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{ |
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adjusted = theoretical * (1. - (changes[0] + changes[1]) * .005); |
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} |
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} |
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else if ( changes[1] < -SMALLVAL && changes[2] < -SMALLVAL ) //changes[0] < -SMALLVAL &&
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{ |
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if ( (1) )//&& changes[0] < changes[1] && changes[1] < changes[2] ) // waterfall
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{ |
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adjusted = theoretical * (1. - (changes[0] + changes[1]) * .005); |
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} |
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} |
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if ( adjusted != 0. && theoretical != 0. ) |
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theoretical = (theoretical + adjusted) * 0.5; |
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} |
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printf("adjusted %.8f theoretical %.8f (%.8f + wt %.8f)\n",adjusted,theoretical,CMC_average,weighted); |
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return(theoretical); |
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} |
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double calc_weighted(double *avebidp,double *aveaskp,double *bids,double *bidvols,int32_t numbids,double *asks,double *askvols,int32_t numasks,double limit) |
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{ |
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int32_t i; double weighted = 0.,bidsum = 0., asksum = 0.,totalbids = 0.,totalasks = 0.; |
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bidsum = bids[0] * bidvols[0], totalbids = bidvols[0]; |
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asksum = asks[0] * askvols[0], totalasks = askvols[0]; |
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for (i=1; i<numbids; i++) |
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{ |
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if ( totalbids > limit ) |
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break; |
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bidsum += bids[i] * bidvols[i]; |
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totalbids += bidvols[i]; |
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} |
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for (i=1; i<numasks; i++) |
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{ |
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if ( totalasks > limit ) |
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break; |
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asksum += asks[i] * askvols[i]; |
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totalasks += askvols[i]; |
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} |
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if ( totalbids != 0. && totalasks != 0. ) |
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{ |
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*avebidp = (bidsum / totalbids); |
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*aveaskp = (asksum / totalasks); |
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weighted = (*avebidp + *aveaskp) * 0.5; |
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} |
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//printf("weighted %f\n",weighted);
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return(weighted); |
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} |
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double weighted_orderbook(double *avebidp,double *aveaskp,double *highbidp,double *lowaskp,char *orderbookstr,double limit) |
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{ |
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cJSON *bookjson,*bid,*ask,*resobj,*item; int32_t i,numbids,numasks; double bidvols[50],bids[50],askvols[50],asks[50],weighted = 0.; |
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if ( orderbookstr != 0 ) |
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{ |
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if ( (bookjson= cJSON_Parse(orderbookstr)) != 0 ) |
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{ |
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if ( (resobj= jobj(bookjson,"result")) != 0 ) |
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{ |
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bid = jarray(&numbids,resobj,"buy"); |
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if ( numbids > sizeof(bids)/sizeof(*bids) ) |
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numbids = (int32_t)(sizeof(bids)/sizeof(*bids)); |
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ask = jarray(&numasks,resobj,"sell"); |
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if ( numasks > sizeof(asks)/sizeof(*asks) ) |
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numasks = (int32_t)(sizeof(asks)/sizeof(*asks)); |
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if ( bid != 0 && ask != 0 ) |
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{ |
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for (i=0; i<numbids; i++) |
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{ |
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item = jitem(bid,i); |
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bidvols[i] = jdouble(item,"Quantity"); |
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bids[i] = jdouble(item,"Rate"); |
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} |
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for (i=0; i<numasks; i++) |
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{ |
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item = jitem(ask,i); |
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askvols[i] = jdouble(item,"Quantity"); |
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asks[i] = jdouble(item,"Rate"); |
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} |
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*highbidp = bids[0]; |
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*lowaskp = asks[0]; |
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weighted = calc_weighted(avebidp,aveaskp,bids,bidvols,numbids,asks,askvols,numasks,limit); |
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//printf("weighted %.8f (%.8f %.8f)\n",weighted,*highbidp,*lowaskp);
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} |
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} |
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free_json(bookjson); |
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} |
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} |
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return(weighted); |
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} |
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double get_theoretical(double *avebidp,double *aveaskp,double *highbidp,double *lowaskp,double *CMC_averagep,double changes[3],char *name,char *base,char *rel) |
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{ |
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static int32_t counter; |
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char *cmcstr; cJSON *cmcjson,*item; double weighted,theoretical = 0.; |
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*avebidp = *aveaskp = *highbidp = *lowaskp = *CMC_averagep = 0.; |
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if ( (cmcstr= cmc_ticker(name)) != 0 ) |
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{ |
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if ( (cmcjson= cJSON_Parse(cmcstr)) != 0 ) |
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{ |
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if ( is_cJSON_Array(cmcjson) == 0 ) |
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item = cmcjson; |
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else item = jitem(cmcjson,0); |
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*CMC_averagep = jdouble(item,"price_btc"); |
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changes[0] = jdouble(item,"percent_change_1h"); |
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changes[1] = jdouble(item,"percent_change_24h"); |
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changes[2] = jdouble(item,"percent_change_7d"); |
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weighted = weighted_orderbook(avebidp,aveaskp,highbidp,lowaskp,bittrex_orderbook(base,rel,25),1./(*CMC_averagep)); |
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if ( *CMC_averagep > SMALLVAL && weighted > SMALLVAL ) |
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theoretical = calc_theoretical(weighted,*CMC_averagep,changes); |
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if ( counter++ == 0 ) |
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printf("HBLA.[%.8f %.8f] AVE.[%.8f %.8f] (%s) CMC %f %f %f %f\n",*highbidp,*lowaskp,*avebidp,*aveaskp,jprint(item,0),*CMC_averagep,changes[0],changes[1],changes[2]); |
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free_json(cmcjson); |
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} |
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free(cmcstr); |
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} |
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return(theoretical); |
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} |
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jl777
8 years ago