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@ -22,16 +22,18 @@ |
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//char *Exchange_names[] = { "poloniex", "bittrex", "btc38", "huobi", "bitstamp", "bitfinex", "btce", "coinbase", "okcoin", "lakebtc", "quadriga", "truefx", "ecb", "instaforex", "fxcm", "yahoo" };
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int32_t instantdex_updatesources(struct exchange_info *exchange,struct exchange_quote *sortbuf,int32_t n,int32_t max,int32_t ind,int32_t dir,struct exchange_quote *quotes,int32_t numquotes) |
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int32_t instantdex_updatesources(struct exchange_info *exchange,struct exchange_quote *sortbuf,int32_t n,int32_t max,int32_t ind,int32_t dir,struct exchange_quote *quotes,int32_t numquotes,double offset) |
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{ |
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int32_t i; struct exchange_quote *quote; |
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printf("instantdex_updatesources.%s update dir.%d numquotes.%d\n",exchange->name,dir,numquotes); |
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//printf("instantdex_updatesources.%s update dir.%d numquotes.%d offset %.6f\n",exchange->name,dir,numquotes,offset);
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for (i=0; i<numquotes; i++) |
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{ |
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quote = "es[i << 1]; |
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//printf("n.%d ind.%d i.%d dir.%d price %.8f vol %.8f\n",n,ind,i,dir,quote->price,quote->volume);
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if ( quote->price > SMALLVAL ) |
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{ |
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//printf("%s n.%d ind.%d i.%d dir.%d price %.8f vol %.8f offset %.6f\n",exchange->name,n,ind,i,dir,quote->price+offset,quote->volume,offset);
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quote->price += offset; |
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quote->satoshis = quote->price * SATOSHIDEN; |
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sortbuf[n] = *quote; |
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sortbuf[n].val = ind; |
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sortbuf[n].exchangebits = exchange->exchangebits; |
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@ -45,7 +47,7 @@ int32_t instantdex_updatesources(struct exchange_info *exchange,struct exchange_ |
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double instantdex_aveprice(struct supernet_info *myinfo,struct exchange_quote *sortbuf,int32_t max,double *totalvolp,char *base,char *rel,double basevolume,cJSON *argjson) |
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{ |
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char *str; double totalvol,pricesum; uint32_t timestamp; |
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char *str; double totalvol,pricesum,hblas[64][2],refbid,refask; uint32_t timestamp; |
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struct exchange_quote quote; int32_t i,n,dir,num,depth = 100; |
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struct exchange_info *exchange; struct exchange_request *req,*active[64]; |
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if ( myinfo == 0 ) |
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@ -86,33 +88,55 @@ double instantdex_aveprice(struct supernet_info *myinfo,struct exchange_quote *s |
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} |
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} |
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} |
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for (i=0; i<num; i++) |
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memset(hblas,0,sizeof(hblas)); |
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refbid = refask = 0.; |
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if ( strcmp(rel,"USD") == 0 ) |
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{ |
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if ( active[i]->numbids > 0 && active[i]->numasks > 0 ) |
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for (i=0; i<num; i++) |
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{ |
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if ( active[i]->numbids > 0 && active[i]->numasks > 0 ) |
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{ |
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hblas[i][0] = active[i]->bidasks[0].price; |
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hblas[i][1] = active[i]->bidasks[1].price; |
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if ( active[i]->exchange != 0 && strcmp("poloniex",active[i]->exchange->name) == 0 ) |
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refbid = active[i]->bidasks[0].price, refask = active[i]->bidasks[1].price; |
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//printf("(%6f %.6f) ",hblas[i][0],hblas[i][1]);
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} |
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} |
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//printf(" refbid %.6f refask %.7f\n",refbid,refask);
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if ( refbid != 0. && refask != 0. ) |
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{ |
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for (i=0; i<num; i++) |
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{ |
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if ( hblas[i][0] != 0. && hblas[i][1] != 0. ) |
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hblas[i][0] = (refbid - hblas[i][0]), hblas[i][1] = (refask - hblas[i][1]); |
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else memset(hblas[i],0,sizeof(hblas[i])); |
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} |
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} else memset(hblas,0,sizeof(hblas)); |
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} |
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for (i=n=0; i<num; i++) |
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{ |
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if ( dir < 0 && active[i]->numbids > 0 ) |
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n = instantdex_updatesources(active[i]->exchange,sortbuf,n,max,i,1,active[i]->bidasks,active[i]->numbids); |
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n = instantdex_updatesources(active[i]->exchange,sortbuf,n,max,i,1,active[i]->bidasks,active[i]->numbids,hblas[i][0]); |
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else if ( dir > 0 && active[i]->numasks > 0 ) |
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n = instantdex_updatesources(active[i]->exchange,sortbuf,n,max,i,-1,&active[i]->bidasks[1],active[i]->numasks); |
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n = instantdex_updatesources(active[i]->exchange,sortbuf,n,max,i,-1,&active[i]->bidasks[1],active[i]->numasks,hblas[i][1]); |
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} |
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printf("numexchanges.%d dir.%d %s/%s numX.%d n.%d\n",myinfo->numexchanges,dir,base,rel,num,n); |
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//printf("numexchanges.%d dir.%d %s/%s numX.%d n.%d\n",myinfo->numexchanges,dir,base,rel,num,n);
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if ( dir < 0 ) |
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revsort64s(&sortbuf[0].satoshis,n,sizeof(*sortbuf)); |
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else sort64s(&sortbuf[0].satoshis,n,sizeof(*sortbuf)); |
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for (totalvol=pricesum=i=0; i<n; i++)// && totalvol < basevolume; i++)
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//for (i=0; i<n; i++)
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// printf("%.6f ",sortbuf[i].price);
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//printf("%d prices\n",n);
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for (totalvol=pricesum=i=0; i<n && totalvol < basevolume; i++) |
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{ |
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quote = sortbuf[i]; |
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printf("dir.%d n.%d i.%d price %.8f %.8f %.8f\n",dir,n,i,dstr(sortbuf[i].satoshis),sortbuf[i].price,quote.volume); |
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//printf("dir.%d n.%d i.%d price %.8f %.8f %.8f\n",dir,n,i,dstr(sortbuf[i].satoshis),sortbuf[i].price,quote.volume);
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if ( quote.satoshis != 0 ) |
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{ |
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pricesum += (quote.price * quote.volume); |
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totalvol += quote.volume; |
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printf("dir.%d i.%d of %d %12.8f vol %.8f %s | aveprice %.8f total vol %.8f\n",dir,i,n,sortbuf[i].price,quote.volume,active[quote.val]->exchange->name,pricesum/totalvol,totalvol); |
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//printf("dir.%d i.%d of %d %12.8f vol %.8f %s | aveprice %.8f total vol %.8f\n",dir,i,n,sortbuf[i].price,quote.volume,active[quote.val]->exchange->name,pricesum/totalvol,totalvol);
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} |
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} |
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if ( totalvol > 0. ) |
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jl777
8 years ago
GitHub