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Set LP_price

etomic
jl777 7 years ago
parent
1d3cce7fa0
commit
d7190cfb65
3 changed files with 91 additions and 77 deletions
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  1. 2
      iguana/exchanges/LP_nativeDEX.c
  2. 97
      iguana/exchanges/LP_prices.c
  3. 69
      iguana/exchanges/LP_statemachine.c

2
iguana/exchanges/LP_nativeDEX.c
View File

@ -18,9 +18,9 @@
// marketmaker
//
// optimize electrum swap
// penalize unresponsive pubkeys more!
// big BTC swaps
// electrum dynamic trust over 1000 tx
// compress packets
// https://github.com/bitcoin/bips/blob/master/bip-0143.mediawiki for signing BCH/BTG
//
// cancel bid/ask

97
iguana/exchanges/LP_prices.c
View File

@ -401,76 +401,6 @@ char *LP_prices()
return(jprint(array,1));
}
/*void LP_prices_parse(struct LP_peerinfo *peer,cJSON *obj)
{
struct LP_pubkey_info *pubp; struct LP_priceinfo *basepp,*relpp; uint32_t timestamp; bits256 pubkey; cJSON *asks,*item; uint8_t rmd160[20]; int32_t i,n,relid,mismatch; char *base,*rel,*hexstr; double askprice; uint32_t now;
now = (uint32_t)time(NULL);
pubkey = jbits256(obj,"pubkey");
if ( bits256_nonz(pubkey) != 0 && (pubp= LP_pubkeyadd(pubkey)) != 0 )
{
if ( (hexstr= jstr(obj,"rmd160")) != 0 && strlen(hexstr) == 2*sizeof(rmd160) )
decode_hex(rmd160,sizeof(rmd160),hexstr);
if ( memcmp(pubp->rmd160,rmd160,sizeof(rmd160)) != 0 )
mismatch = 1;
else mismatch = 0;
if ( bits256_cmp(pubkey,G.LP_mypub25519) == 0 && mismatch == 0 )
peer->needping = 0;
LP_pubkey_sigcheck(pubp,obj);
timestamp = juint(obj,"timestamp");
if ( timestamp > now )
timestamp = now;
if ( timestamp >= pubp->timestamp && (asks= jarray(&n,obj,"asks")) != 0 )
{
for (i=0; i<n; i++)
{
item = jitem(asks,i);
base = jstri(item,0);
rel = jstri(item,1);
askprice = jdoublei(item,2);
if ( LP_pricevalid(askprice) > 0 )
{
if ( (basepp= LP_priceinfoptr(&relid,base,rel)) != 0 )
{
//char str[65]; printf("gotprice %s %s/%s (%d/%d) %.8f\n",bits256_str(str,pubkey),base,rel,basepp->ind,relid,askprice);
pubp->matrix[basepp->ind][relid] = askprice;
//pubp->timestamps[basepp->ind][relid] = timestamp;
if ( (relpp= LP_priceinfofind(rel)) != 0 )
{
dxblend(&basepp->relvals[relpp->ind],askprice,0.9);
dxblend(&relpp->relvals[basepp->ind],1. / askprice,0.9);
}
}
}
}
}
}
}
void LP_peer_pricesquery(struct LP_peerinfo *peer)
{
char *retstr; cJSON *array; int32_t i,n;
if ( strcmp(peer->ipaddr,LP_myipaddr) == 0 )
return;
peer->needping = (uint32_t)time(NULL);
if ( (retstr= issue_LP_getprices(peer->ipaddr,peer->port)) != 0 )
{
if ( (array= cJSON_Parse(retstr)) != 0 )
{
if ( is_cJSON_Array(array) && (n= cJSON_GetArraySize(array)) > 0 )
{
for (i=0; i<n; i++)
LP_prices_parse(peer,jitem(array,i));
}
free_json(array);
}
free(retstr);
}
if ( peer->needping != 0 )
{
//printf("%s needs ping\n",peer->ipaddr);
}
}*/
double LP_pricecache(struct LP_quoteinfo *qp,char *base,char *rel,bits256 txid,int32_t vout)
{
struct LP_cacheinfo *ptr;
@ -499,10 +429,10 @@ void LP_priceinfoupdate(char *base,char *rel,double price)
{
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
{
//dxblend(&basepp->relvals[relpp->ind],price,0.9);
//dxblend(&relpp->relvals[basepp->ind],1. / price,0.9);
basepp->relvals[relpp->ind] = price;
relpp->relvals[basepp->ind] = 1. / price;
dxblend(&basepp->relvals[relpp->ind],price,0.9);
dxblend(&relpp->relvals[basepp->ind],1. / price,0.9);
//basepp->relvals[relpp->ind] = price;
//relpp->relvals[basepp->ind] = 1. / price;
}
}
}
@ -917,6 +847,11 @@ char *LP_orderbook(char *base,char *rel,int32_t duration)
}
n++;
}
if ( i == 0 )
{
LP_priceinfoupdate(rel,base,1. / bids[i]->price);
printf("update %s/%s %.8f [%.8f]\n",rel,base,1./bids[i]->price,bids[i]->price);
}
free(bids[i]);
bids[i] = 0;
}
@ -943,6 +878,11 @@ char *LP_orderbook(char *base,char *rel,int32_t duration)
}
n++;
}
if ( i == 0 )
{
LP_priceinfoupdate(base,rel,asks[i]->price);
printf("update %s/%s %.8f [%.8f]\n",base,rel,asks[i]->price,1./asks[i]->price);
}
free(asks[i]);
asks[i] = 0;
}
@ -963,12 +903,12 @@ char *LP_orderbook(char *base,char *rel,int32_t duration)
int64_t LP_KMDvalue(struct iguana_info *coin,int64_t balance)
{
cJSON *bids,*asks,*orderbook,*item; double bid=0,ask=0,price = 0.; int32_t numasks,numbids; char *retstr; int64_t KMDvalue=0;
double price = 0.; int64_t KMDvalue=0;
if ( balance != 0 )
{
if ( strcmp(coin->symbol,"KMD") == 0 )
KMDvalue = balance;
else if ( (retstr= LP_orderbook(coin->symbol,"KMD",-1)) != 0 )
/*else if ( (retstr= LP_orderbook(coin->symbol,"KMD",-1)) != 0 )
{
if ( (orderbook= cJSON_Parse(retstr)) != 0 )
{
@ -991,6 +931,11 @@ int64_t LP_KMDvalue(struct iguana_info *coin,int64_t balance)
free_json(orderbook);
}
free(retstr);
}*/
else
{
price = LP_price(coin->symbol,"KMD");
KMDvalue = price * balance;
}
}
return(KMDvalue);

69
iguana/exchanges/LP_statemachine.c
View File

@ -3176,6 +3176,75 @@ cJSON *LP_inventory(char *symbol)
{
pubp->dynamictrust = LP_dynamictrust(pubp->pubkey,0);
}*/
/*void LP_prices_parse(struct LP_peerinfo *peer,cJSON *obj)
{
struct LP_pubkey_info *pubp; struct LP_priceinfo *basepp,*relpp; uint32_t timestamp; bits256 pubkey; cJSON *asks,*item; uint8_t rmd160[20]; int32_t i,n,relid,mismatch; char *base,*rel,*hexstr; double askprice; uint32_t now;
now = (uint32_t)time(NULL);
pubkey = jbits256(obj,"pubkey");
if ( bits256_nonz(pubkey) != 0 && (pubp= LP_pubkeyadd(pubkey)) != 0 )
{
if ( (hexstr= jstr(obj,"rmd160")) != 0 && strlen(hexstr) == 2*sizeof(rmd160) )
decode_hex(rmd160,sizeof(rmd160),hexstr);
if ( memcmp(pubp->rmd160,rmd160,sizeof(rmd160)) != 0 )
mismatch = 1;
else mismatch = 0;
if ( bits256_cmp(pubkey,G.LP_mypub25519) == 0 && mismatch == 0 )
peer->needping = 0;
LP_pubkey_sigcheck(pubp,obj);
timestamp = juint(obj,"timestamp");
if ( timestamp > now )
timestamp = now;
if ( timestamp >= pubp->timestamp && (asks= jarray(&n,obj,"asks")) != 0 )
{
for (i=0; i<n; i++)
{
item = jitem(asks,i);
base = jstri(item,0);
rel = jstri(item,1);
askprice = jdoublei(item,2);
if ( LP_pricevalid(askprice) > 0 )
{
if ( (basepp= LP_priceinfoptr(&relid,base,rel)) != 0 )
{
//char str[65]; printf("gotprice %s %s/%s (%d/%d) %.8f\n",bits256_str(str,pubkey),base,rel,basepp->ind,relid,askprice);
pubp->matrix[basepp->ind][relid] = askprice;
//pubp->timestamps[basepp->ind][relid] = timestamp;
if ( (relpp= LP_priceinfofind(rel)) != 0 )
{
dxblend(&basepp->relvals[relpp->ind],askprice,0.9);
dxblend(&relpp->relvals[basepp->ind],1. / askprice,0.9);
}
}
}
}
}
}
}
void LP_peer_pricesquery(struct LP_peerinfo *peer)
{
char *retstr; cJSON *array; int32_t i,n;
if ( strcmp(peer->ipaddr,LP_myipaddr) == 0 )
return;
peer->needping = (uint32_t)time(NULL);
if ( (retstr= issue_LP_getprices(peer->ipaddr,peer->port)) != 0 )
{
if ( (array= cJSON_Parse(retstr)) != 0 )
{
if ( is_cJSON_Array(array) && (n= cJSON_GetArraySize(array)) > 0 )
{
for (i=0; i<n; i++)
LP_prices_parse(peer,jitem(array,i));
}
free_json(array);
}
free(retstr);
}
if ( peer->needping != 0 )
{
//printf("%s needs ping\n",peer->ipaddr);
}
}*/
if ( aliceutxo->S.swap == 0 )
LP_availableset(aliceutxo);

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