jl777 7 years ago
parent
commit
c6cd9723e0
  1. 21
      iguana/exchanges/LP_commands.c
  2. 213
      iguana/exchanges/LP_ordermatch.c
  3. 2
      iguana/exchanges/LP_portfolio.c
  4. 15
      iguana/exchanges/LP_utxo.c
  5. 2
      iguana/exchanges/buy
  6. 2
      iguana/exchanges/install
  7. 2
      iguana/exchanges/sell

21
iguana/exchanges/LP_commands.c

@ -103,9 +103,8 @@ enable(coin)\n\
disable(coin)\n\
inventory(coin)\n\
bestfit(rel, relvolume)\n\
ordermatch(base, txfee=0, rel, desttxfee=0, price, relvolume=0, txid, vout, feetxid, feevout, duration=3600)\n\
trade(price, timeout=10, duration=3600, <quotejson returned from ordermatch>)\n\
autotrade(base, rel, price, relvolume, timeout=10, duration=3600)\n\
buy(base, rel, price, relvolume, timeout=10, duration=3600)\n\
sell(base, rel, price, basevolume, timeout=10, duration=3600)\n\
swapstatus()\n\
swapstatus(requestid, quoteid)\n\
public API:\n \
@ -212,7 +211,7 @@ dividends(coin, height, <args>)\n\
return(jprint(retjson,1));
} else return(clonestr("{\"error\":\"no price set\"}"));
}
else if ( strcmp(method,"ordermatch") == 0 )
/*else if ( strcmp(method,"ordermatch") == 0 )
{
if ( price > SMALLVAL )
return(LP_ordermatch(base,j64bits(argjson,"txfee"),price,jdouble(argjson,"relvolume"),rel,jbits256(argjson,"txid"),jint(argjson,"vout"),jbits256(argjson,"feetxid"),jint(argjson,"feevout"),j64bits(argjson,"desttxfee"),jint(argjson,"duration")));
@ -233,6 +232,20 @@ dividends(coin, height, <args>)\n\
{
return(LP_autotrade(ctx,myipaddr,pubsock,base,rel,price,jdouble(argjson,"relvolume"),jint(argjson,"timeout"),jint(argjson,"duration")));
} else return(clonestr("{\"error\":\"no price set\"}"));
}*/
else if ( strcmp(method,"buy") == 0 )
{
if ( price > SMALLVAL )
{
return(LP_autobuy(ctx,myipaddr,pubsock,base,rel,price,jdouble(argjson,"relvolume"),jint(argjson,"timeout"),jint(argjson,"duration"),jstr(argjson,"gui")));
} else return(clonestr("{\"error\":\"no price set\"}"));
}
else if ( strcmp(method,"sell") == 0 )
{
if ( price > SMALLVAL )
{
return(LP_autosell(ctx,myipaddr,pubsock,base,rel,price,jdouble(argjson,"basevolume"),jint(argjson,"timeout"),jint(argjson,"duration")));
} else return(clonestr("{\"error\":\"no price set\"}"));
}
}
else if ( rel != 0 && strcmp(method,"bestfit") == 0 )

213
iguana/exchanges/LP_ordermatch.c

@ -572,6 +572,17 @@ int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,
return(retval);
}
char *LP_bestfit(char *rel,double relvolume)
{
struct LP_utxoinfo *autxo;
if ( relvolume <= 0. || LP_priceinfofind(rel) == 0 )
return(clonestr("{\"error\":\"invalid parameter\"}"));
if ( (autxo= LP_utxo_bestfit(rel,SATOSHIDEN * relvolume)) == 0 )
return(clonestr("{\"error\":\"cant find utxo that is big enough\"}"));
return(jprint(LP_utxojson(autxo),1));
}
#ifdef oldway
struct LP_utxoinfo *LP_bestutxo(double *ordermatchpricep,int64_t *bestsatoshisp,int64_t *bestdestsatoshisp,struct LP_utxoinfo *autxo,char *base,double maxprice,int32_t duration,uint64_t txfee,uint64_t desttxfee,uint64_t maxdestsatoshis)
{
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,n,j,vout,numasks; double bestmetric=0.,metric,vol,price,qprice,bestprice = 0.; struct LP_pubkeyinfo *pubp;
@ -701,16 +712,6 @@ struct LP_utxoinfo *LP_bestutxo(double *ordermatchpricep,int64_t *bestsatoshisp,
return(bestutxo);
}
char *LP_bestfit(char *rel,double relvolume)
{
struct LP_utxoinfo *autxo;
if ( relvolume <= 0. || LP_priceinfofind(rel) == 0 )
return(clonestr("{\"error\":\"invalid parameter\"}"));
if ( (autxo= LP_utxo_bestfit(rel,SATOSHIDEN * relvolume)) == 0 )
return(clonestr("{\"error\":\"cant find utxo that is big enough\"}"));
return(jprint(LP_utxojson(autxo),1));
}
char *LP_ordermatch(char *base,int64_t txfee,double maxprice,double maxvolume,char *rel,bits256 txid,int32_t vout,bits256 feetxid,int32_t feevout,int64_t desttxfee,int32_t duration)
{
struct LP_quoteinfo Q; int64_t bestsatoshis=0,bestdestsatoshis = 0; double ordermatchprice = 0.; struct LP_utxoinfo *autxo,*bestutxo;
@ -727,6 +728,37 @@ char *LP_ordermatch(char *base,int64_t txfee,double maxprice,double maxvolume,ch
return(jprint(LP_quotejson(&Q),1));
}
char *LP_autotrade(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel,double maxprice,double relvolume,int32_t timeout,int32_t duration)
{
uint64_t desttxfee,txfee; int64_t bestsatoshis=0,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 )
timeout = LP_AUTOTRADE_TIMEOUT;
if ( maxprice <= 0. || relvolume <= 0. || LP_priceinfofind(base) == 0 || LP_priceinfofind(rel) == 0 )
return(clonestr("{\"error\":\"invalid parameter\"}"));
if ( (autxo= LP_utxo_bestfit(rel,SATOSHIDEN * relvolume)) == 0 )
return(clonestr("{\"error\":\"cant find utxo that is big enough\"}"));
LP_txfees(&txfee,&desttxfee,base,rel);
if ( (bestutxo= LP_bestutxo(&ordermatchprice,&bestsatoshis,&bestdestsatoshis,autxo,base,maxprice,duration,txfee,desttxfee,SATOSHIDEN*relvolume)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )
{
printf("bestutxo.%p ordermatchprice %.8f bestdestsatoshis %.8f\n",bestutxo,ordermatchprice,dstr(bestdestsatoshis));
return(clonestr("{\"error\":\"cant find ordermatch utxo\"}"));
}
if ( LP_quoteinfoinit(&Q,bestutxo,rel,ordermatchprice,bestsatoshis,bestdestsatoshis) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote\"}"));
if ( LP_quotedestinfo(&Q,autxo->payment.txid,autxo->payment.vout,autxo->fee.txid,autxo->fee.vout,LP_mypub25519,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,&Q,maxprice,timeout,duration));
}
#endif
char *LP_trade(void *ctx,char *myipaddr,int32_t mypubsock,struct LP_quoteinfo *qp,double maxprice,int32_t timeout,int32_t duration)
{
struct LP_utxoinfo *bobutxo,*aliceutxo; cJSON *bestitem=0; int32_t DEXselector=0; uint32_t expiration; double price; struct LP_pubkeyinfo *pubp;
@ -784,9 +816,132 @@ char *LP_trade(void *ctx,char *myipaddr,int32_t mypubsock,struct LP_quoteinfo *q
return(jprint(bestitem,0));
}
char *LP_autotrade(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel,double maxprice,double relvolume,int32_t timeout,int32_t duration)
int32_t LP_nearest_utxovalue(struct LP_address_utxo **utxos,int32_t n,uint64_t targetval)
{
uint64_t desttxfee,txfee; int64_t bestsatoshis=0,bestdestsatoshis=0; struct LP_utxoinfo *autxo,*butxo,*bestutxo = 0; double qprice,ordermatchprice=0.; struct LP_quoteinfo Q;
int32_t i,mini = -1; int64_t dist; uint64_t mindist = (1LL << 60);
for (i=0; i<n; i++)
{
if ( utxos[i] != 0 )
{
dist = (utxos[i]->U.value - targetval);
//printf("(%.8f %.8f %.8f).%d ",dstr(values[i]),dstr(dist),dstr(mindist),mini);
if ( dist >= 0 && dist < mindist )
{
mini = i;
mindist = dist;
}
}
}
return(mini);
}
struct LP_utxoinfo *LP_address_utxopair(struct LP_utxoinfo *utxo,struct LP_address_utxo **utxos,int32_t max,struct iguana_info *coin,char *coinaddr,uint64_t txfee,double relvolume,double price)
{
struct LP_address *ap; uint64_t targetval; int32_t m,mini; struct LP_address_utxo *up,*up2;
if ( (ap= LP_addressfind(coin,coinaddr)) != 0 )
{
if ( (m= LP_address_utxo_ptrs(utxos,max,ap)) > 1 )
{
targetval = SATOSHIDEN * (relvolume / price) + 2*txfee;
if ( (mini= LP_nearest_utxovalue(utxos,m,targetval)) >= 0 )
{
up = utxos[mini];
utxos[mini] = 0;
targetval = (targetval / 8) * 9 + 2*txfee;
if ( (mini= LP_nearest_utxovalue(utxos,m,targetval)) >= 0 )
{
if ( up != 0 && (up2= utxos[mini]) != 0 )
{
safecopy(utxo->coin,coin->symbol,sizeof(utxo->coin));
safecopy(utxo->coinaddr,coinaddr,sizeof(utxo->coinaddr));
utxo->payment.txid = up->U.txid;
utxo->payment.vout = up->U.vout;
utxo->payment.value = up->U.value;
utxo->iambob = 1;
utxo->deposit.txid = up2->U.txid;
utxo->deposit.vout = up2->U.vout;
utxo->deposit.value = up2->U.value;
utxo->S.satoshis = SATOSHIDEN * (relvolume / price);
return(utxo);
}
}
}
}
}
return(0);
}
struct LP_utxoinfo *LP_buyutxo(struct LP_utxoinfo *bestutxo,double *ordermatchpricep,int64_t *bestsatoshisp,int64_t *bestdestsatoshisp,struct LP_utxoinfo *autxo,char *base,double maxprice,int32_t duration,uint64_t txfee,uint64_t desttxfee,double relvolume,char *gui)
{
bits256 pubkey; char *obookstr,coinaddr[64]; cJSON *orderbook,*asks,*item; int32_t i,n,numasks,max = 1000; struct LP_address_utxo **utxos; double minvol,maxvol,price; struct LP_pubkeyinfo *pubp; struct iguana_info *basecoin;
*ordermatchpricep = 0.;
*bestsatoshisp = *bestdestsatoshisp = 0;
basecoin = LP_coinfind(base);
if ( duration <= 0 )
duration = LP_ORDERBOOK_DURATION;
if ( maxprice <= 0. || LP_priceinfofind(base) == 0 || basecoin == 0 )
return(0);
utxos = calloc(max,sizeof(*utxos));
LP_txfees(&txfee,&desttxfee,base,autxo->coin);
if ( (obookstr= LP_orderbook(base,autxo->coin,duration)) != 0 )
{
if ( (orderbook= cJSON_Parse(obookstr)) != 0 )
{
if ( (asks= jarray(&numasks,orderbook,"asks")) != 0 )
{
for (i=0; i<numasks; i++)
{
item = jitem(asks,i);
price = jdouble(item,"price");
if ( LP_pricevalid(price) > 0 && price <= maxprice )
{
pubkey = jbits256(item,"pubkey");
if ( bits256_cmp(pubkey,LP_mypub25519) != 0 && (pubp= LP_pubkeyadd(pubkey)) != 0 )
{
if ( (n= jint(item,"numutxos")) > 1 )
{
minvol = jdouble(item,"minvolume");
maxvol = jdouble(item,"maxvolume");
if ( relvolume >= minvol && relvolume <= maxvol )
{
bitcoin_address(coinaddr,basecoin->taddr,basecoin->pubtype,pubp->rmd160,sizeof(pubp->rmd160));
if ( (bestutxo= LP_address_utxopair(bestutxo,utxos,max,basecoin,coinaddr,txfee,relvolume,price)) != 0 )
{
bestutxo->pubkey = pubp->pubkey;
safecopy(bestutxo->gui,gui,sizeof(bestutxo->gui));
*bestsatoshisp = bestutxo->S.satoshis;
*ordermatchpricep = price;
*bestdestsatoshisp = autxo->S.satoshis;
printf("ordermatch %.8f %.8f %.8f\n",price,dstr(*bestsatoshisp),dstr(*bestdestsatoshisp));
break;
}
}
}
} else printf("self trading or blacklisted peer\n");
}
else
{
if ( i == 0 )
printf("too expensive maxprice %.8f vs %.8f\n",maxprice,price);
break;
}
}
}
free_json(orderbook);
}
free(obookstr);
}
free(utxos);
if ( *ordermatchpricep == 0. || *bestdestsatoshisp == 0 )
return(0);
int32_t changed;
LP_mypriceset(&changed,autxo->coin,base,1. / *ordermatchpricep);
return(bestutxo);
}
char *LP_autobuy(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel,double maxprice,double relvolume,int32_t timeout,int32_t duration,char *gui)
{
uint64_t desttxfee,txfee; int64_t bestsatoshis=0,bestdestsatoshis=0; struct LP_utxoinfo *autxo,*butxo,_best,*bestutxo = 0; double qprice,ordermatchprice=0.; struct LP_quoteinfo Q;
if ( duration <= 0 )
duration = LP_ORDERBOOK_DURATION;
if ( timeout <= 0 )
@ -796,7 +951,39 @@ char *LP_autotrade(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *r
if ( (autxo= LP_utxo_bestfit(rel,SATOSHIDEN * relvolume)) == 0 )
return(clonestr("{\"error\":\"cant find utxo that is big enough\"}"));
LP_txfees(&txfee,&desttxfee,base,rel);
if ( (bestutxo= LP_bestutxo(&ordermatchprice,&bestsatoshis,&bestdestsatoshis,autxo,base,maxprice,duration,txfee,desttxfee,SATOSHIDEN*relvolume)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )
memset(&_best,0,sizeof(_best));
if ( (bestutxo= LP_buyutxo(&_best,&ordermatchprice,&bestsatoshis,&bestdestsatoshis,autxo,base,maxprice,duration,txfee,desttxfee,relvolume,gui)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )
{
printf("bestutxo.%p ordermatchprice %.8f bestdestsatoshis %.8f\n",bestutxo,ordermatchprice,dstr(bestdestsatoshis));
return(clonestr("{\"error\":\"cant find ordermatch utxo\"}"));
}
if ( LP_quoteinfoinit(&Q,bestutxo,rel,ordermatchprice,bestsatoshis,bestdestsatoshis) < 0 )
return(clonestr("{\"error\":\"cant set ordermatch quote\"}"));
if ( LP_quotedestinfo(&Q,autxo->payment.txid,autxo->payment.vout,autxo->fee.txid,autxo->fee.vout,LP_mypub25519,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(clonestr("{\"result\":\"success\"}"));
//return(LP_trade(ctx,myipaddr,mypubsock,&Q,maxprice,timeout,duration));
}
char *LP_autosell(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel,double maxprice,double basevolume,int32_t timeout,int32_t duration)
{
uint64_t desttxfee,txfee; int64_t bestsatoshis=0,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 )
timeout = LP_AUTOTRADE_TIMEOUT;
if ( maxprice <= 0. || basevolume <= 0. || LP_priceinfofind(base) == 0 || LP_priceinfofind(rel) == 0 )
return(clonestr("{\"error\":\"invalid parameter\"}"));
if ( (autxo= LP_utxo_bestfit(base,SATOSHIDEN * basevolume)) == 0 )
return(clonestr("{\"error\":\"cant find utxo that is big enough\"}"));
LP_txfees(&txfee,&desttxfee,base,rel);
//if ( (bestutxo= LP_bestutxo(&ordermatchprice,&bestsatoshis,&bestdestsatoshis,autxo,base,maxprice,duration,txfee,desttxfee,SATOSHIDEN*basevolume*maxprice)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )
{
printf("bestutxo.%p ordermatchprice %.8f bestdestsatoshis %.8f\n",bestutxo,ordermatchprice,dstr(bestdestsatoshis));
return(clonestr("{\"error\":\"cant find ordermatch utxo\"}"));

2
iguana/exchanges/LP_portfolio.c

@ -437,7 +437,7 @@ int32_t LP_portfolio_trade(void *ctx,uint32_t *requestidp,uint32_t *quoteidp,str
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 ( (retstr2= LP_autobuy(ctx,"127.0.0.1",-1,buy->symbol,sell->symbol,maxprice,relvolume,60,24*3600)) != 0 )
{
if ( (retjson2= cJSON_Parse(retstr2)) != 0 )
{

15
iguana/exchanges/LP_utxo.c

@ -131,6 +131,21 @@ int32_t LP_address_minmax(uint64_t *minp,uint64_t *maxp,struct LP_address *ap)
return(n);
}
int32_t LP_address_utxo_ptrs(struct LP_address_utxo **utxos,int32_t max,struct LP_address *ap)
{
struct LP_address_utxo *up,*tmp; int32_t n = 0;
DL_FOREACH_SAFE(ap->utxos,up,tmp)
{
if ( up->spendheight <= 0 )
{
utxos[n++] = up;
if ( n >= max )
break;
}
}
return(n);
}
int32_t LP_address_utxoadd(struct iguana_info *coin,char *coinaddr,bits256 txid,int32_t vout,uint64_t value,int32_t height,int32_t spendheight)
{
struct LP_address *ap; struct LP_address_utxo *up,*tmp; int32_t flag,retval = 0;

2
iguana/exchanges/buy

@ -0,0 +1,2 @@
source userpass
curl --url "http://127.0.0.1:7783" --data "{\"userpass\":\"$userpass\",\"method\":\"buy\",\"base\":\"KMD\",\"rel\":\"BTC\",\"relvolume\":0.005,\"price\":0.0005}"

2
iguana/exchanges/install

@ -1,4 +1,4 @@
cp electrum snapshot_balance snapshot_loop secretaddresses dividends snapshot goals goal portfolio autoprice deletemessages getmessages debug register registerall trade ordermatch bestfit orderbook autotrade client run_osx client_osx run coins disable enable myprice myprices getcoins getpeers getpeersIP getprices getutxos help inv setprice status utxos ../dexscripts
cp electrum snapshot_balance snapshot_loop secretaddresses dividends snapshot goals goal portfolio autoprice deletemessages getmessages debug register registerall buy sell bestfit orderbook client run_osx client_osx run coins disable enable myprice myprices getcoins getpeers getpeersIP getprices getutxos help inv setprice status utxos ../dexscripts
cd ../dexscripts
#cp ../exchanges/passphrase ../exchanges/userpass .
echo you will need to have a passphrase file with your passphrase and userpass file with userpass value in dexscripts dir

2
iguana/exchanges/sell

@ -0,0 +1,2 @@
source userpass
curl --url "http://127.0.0.1:7783" --data "{\"userpass\":\"$userpass\",\"method\":\"sell\",\"base\":\"KMD\",\"rel\":\"BTC\",\"basevolume\":10.0\"price\":0.0005}"
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