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@ -18,9 +18,52 @@ |
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// marketmaker
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//
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struct LP_portfoliotrade { double metric; char buycoin[65],sellcoin[65]; }; |
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struct LP_autoprice_ref |
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{ |
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char refbase[65],refrel[65],base[65],rel[65],fundbid[16],fundask[16]; |
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double margin,factor,offset; |
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cJSON *fundvalue; |
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} LP_autorefs[100]; |
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int32_t LP_autoprices,num_LP_autorefs; |
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char LP_portfolio_base[128],LP_portfolio_rel[128]; |
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double LP_portfolio_relvolume; |
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void LP_portfolio_reset() |
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{ |
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struct iguana_info *coin,*tmp; cJSON *fundjson; int32_t i; struct LP_autoprice_ref *ptr; |
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for (i=0; i<num_LP_autorefs; i++) |
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{ |
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ptr = &LP_autorefs[i]; |
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if ( (fundjson= ptr->fundvalue) != 0 ) |
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{ |
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ptr->fundvalue = 0; |
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free_json(fundjson); |
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} |
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} |
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memset(LP_autorefs,0,sizeof(LP_autorefs)); |
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LP_autoprices = 0; |
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num_LP_autorefs = 0; |
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strcpy(LP_portfolio_base,""); |
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strcpy(LP_portfolio_rel,""); |
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LP_portfolio_relvolume = 0.; |
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HASH_ITER(hh,LP_coins,coin,tmp) |
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{ |
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coin->maxamount = 0; |
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coin->perc = 0; |
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coin->goal = 0; |
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coin->goalperc = 0; |
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coin->relvolume = 0; |
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coin->force = 0; |
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coin->balanceA = 0; |
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coin->valuesumA = 0; |
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coin->balanceB = 0; |
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coin->valuesumB = 0; |
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} |
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} |
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cJSON *LP_portfolio_entry(struct iguana_info *coin) |
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{ |
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cJSON *item = cJSON_CreateObject(); |
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@ -201,13 +244,6 @@ char *LP_portfolio_goal(char *symbol,double goal) |
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} else return(clonestr("{\"error\":\"cant set goal for inactive coin\"}")); |
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} |
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int32_t LP_autoprices,num_LP_autorefs; |
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struct LP_autoprice_ref |
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{ |
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char refbase[65],refrel[65],base[65],rel[65]; |
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} LP_autorefs[100]; |
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/*int32_t LP_autofill(char *base,char *rel,double maxprice,double totalrelvolume)
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{ |
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struct LP_priceinfo *basepp,*relpp; |
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@ -221,58 +257,6 @@ struct LP_autoprice_ref |
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return(-1); |
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}*/ |
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int32_t LP_autoprice(char *base,char *rel,cJSON *argjson) |
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{ |
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//curl --url "http://127.0.0.1:7783" --data "{\"userpass\":\"$userpass\",\"method\":\"autoprice\",\"base\":\"MNZ\",\"rel\":\"KMD\",\"offset\":0.1,\"refbase\":\"KMD\",\refrel\":\"BTC\",\"factor\":15000,\"margin\":0.01}"
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struct LP_priceinfo *basepp,*relpp; int32_t i; char *refbase="",*refrel=""; double minprice,margin,offset,factor,fixedprice; |
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//printf("autoprice.(%s %s) %s\n",base,rel,jprint(argjson,0));
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if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) |
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{ |
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if ( jobj(argjson,"minprice") != 0 ) |
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minprice = jdouble(argjson,"minprice"); |
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else minprice = 0.; |
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margin = jdouble(argjson,"margin"); |
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offset = jdouble(argjson,"offset"); |
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factor = jdouble(argjson,"factor"); |
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fixedprice = jdouble(argjson,"fixed"); |
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basepp->fixedprices[relpp->ind] = fixedprice; |
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basepp->minprices[relpp->ind] = minprice; |
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basepp->margins[relpp->ind] = margin; |
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basepp->offsets[relpp->ind] = offset; |
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basepp->factors[relpp->ind] = factor; |
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if ( fixedprice > SMALLVAL || ((refbase= jstr(argjson,"refbase")) != 0 && (refrel= jstr(argjson,"refrel")) != 0) ) |
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{ |
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if ( fixedprice > SMALLVAL ) |
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{ |
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refbase = base; |
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refrel = rel; |
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} |
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for (i=0; i<num_LP_autorefs; i++) |
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{ |
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if ( strcmp(base,LP_autorefs[i].base) == 0 && strcmp(rel,LP_autorefs[i].rel) == 0 ) |
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{ |
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safecopy(LP_autorefs[i].refbase,refbase,sizeof(LP_autorefs[i].refbase)); |
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safecopy(LP_autorefs[i].refrel,refrel,sizeof(LP_autorefs[i].refrel)); |
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printf("%d Update ref %s/%s for %s/%s factor %.8f offset %.8f\n",i,refbase,refrel,base,rel,factor,offset); |
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break; |
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} |
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} |
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if ( i == num_LP_autorefs && num_LP_autorefs < sizeof(LP_autorefs)/sizeof(*LP_autorefs) ) |
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{ |
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safecopy(LP_autorefs[num_LP_autorefs].refbase,refbase,sizeof(LP_autorefs[num_LP_autorefs].refbase)); |
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safecopy(LP_autorefs[num_LP_autorefs].refrel,refrel,sizeof(LP_autorefs[num_LP_autorefs].refrel)); |
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safecopy(LP_autorefs[num_LP_autorefs].base,base,sizeof(LP_autorefs[num_LP_autorefs].base)); |
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safecopy(LP_autorefs[num_LP_autorefs].rel,rel,sizeof(LP_autorefs[num_LP_autorefs].rel)); |
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printf("%d Using ref %s/%s for %s/%s factor %.8f, offset %.8f, margin %.8f fixed %.8f\n",num_LP_autorefs,refbase,refrel,base,rel,factor,offset,margin,fixedprice); |
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num_LP_autorefs++; |
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} |
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} |
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LP_autoprices++; |
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return(0); |
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} |
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return(-1); |
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} |
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void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *basepp,struct LP_priceinfo *relpp,double price,char *refbase,char *refrel) |
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{ |
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static uint32_t lasttime; |
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@ -418,7 +402,7 @@ double LP_pricesparse(void *ctx,int32_t trexflag,char *retstr,struct LP_priceinf |
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void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp) |
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{ |
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char *retstr; cJSON *retjson,*bid,*ask; uint64_t bidsatoshis,asksatoshis; int32_t i; double nxtkmd,price; struct LP_priceinfo *kmdpp,*fiatpp,*nxtpp,*basepp,*relpp; |
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char *retstr,*base,*rel; cJSON *retjson,*bid,*ask,*fundjson,*argjson; uint64_t bidsatoshis,asksatoshis; int32_t i,changed; double nxtkmd,price,factor,offset,newprice,margin,price_btc,price_usd,kmd_btc,kmd_usd; struct LP_priceinfo *kmdpp,*fiatpp,*nxtpp,*basepp,*relpp; |
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if ( (retstr= issue_curlt("https://bittrex.com/api/v1.1/public/getmarketsummaries",LP_HTTP_TIMEOUT*10)) == 0 ) |
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{ |
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printf("trex error getting marketsummaries\n"); |
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@ -477,18 +461,153 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp) |
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} |
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} |
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} |
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kmd_btc = LP_CMCbtcprice(&kmd_usd,"komodo"); |
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for (i=0; i<num_LP_autorefs; i++) |
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{ |
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basepp = LP_priceinfofind(LP_autorefs[i].base); |
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relpp = LP_priceinfofind(LP_autorefs[i].rel); |
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if ( basepp != 0 && relpp != 0 ) |
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rel = LP_autorefs[i].rel; |
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base = LP_autorefs[i].base; |
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margin = LP_autorefs[i].margin; |
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offset = LP_autorefs[i].offset; |
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factor = LP_autorefs[i].factor; |
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if ( (argjson= LP_autorefs[i].fundvalue) != 0 ) |
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{ |
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if ( (fundjson= LP_fundvalue(argjson)) != 0 ) |
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{ |
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if ( jint(fundjson,"missing") == 0 ) |
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{ |
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if ( LP_autorefs[i].fundbid[0] != 0 && (price= jdouble(fundjson,LP_autorefs[i].fundbid)) > SMALLVAL ) |
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{ |
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newprice = (1. / price) * (1. + margin); |
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LP_mypriceset(&changed,rel,base,newprice); |
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LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,newprice); |
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//printf("fundbid %.8f margin %.8f newprice %.8f\n",price,margin,newprice);
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} |
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if ( LP_autorefs[i].fundask[0] != 0 && (price= jdouble(fundjson,LP_autorefs[i].fundask)) > SMALLVAL ) |
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{ |
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newprice = (price * (1. + margin)); |
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LP_mypriceset(&changed,base,rel,newprice); |
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LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,newprice); |
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//printf("fundask %.8f margin %.8f newprice %.8f\n",price,margin,newprice);
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} |
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} |
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free_json(fundjson); |
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} |
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} |
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else if ( strcmp(LP_autorefs[i].refrel,"coinmarketcap") == 0 ) |
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{ |
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//printf("check ref-autoprice %s/%s %f %f\n",LP_autorefs[i].refbase,LP_autorefs[i].refrel,relpp->fixedprices[basepp->ind],basepp->fixedprices[relpp->ind]);
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LP_autopriceset(ctx,1,basepp,relpp,0.,LP_autorefs[i].refbase,LP_autorefs[i].refrel); |
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//printf("%s/%s for %s/%s margin %.8f\n",base,rel,LP_autorefs[i].refbase,LP_autorefs[i].refrel,margin);
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if ( (price_btc= LP_CMCbtcprice(&price_usd,LP_autorefs[i].refbase)) > SMALLVAL ) |
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{ |
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if ( strcmp(rel,"KMD") == 0 ) |
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price = kmd_btc / price_btc; |
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else if ( strcmp(rel,"BTC") == 0 ) |
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price = 1. / price_btc; |
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else continue; |
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if ( factor > 0. ) |
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price = (price * factor) + offset; |
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newprice = (price * (1. + margin)); |
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LP_mypriceset(&changed,rel,base,newprice); |
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LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,newprice); |
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printf("price %.8f margin %.8f newprice %.8f %.8f\n",price,margin,newprice,(1. / price) * (1. + margin)); |
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newprice = (1. / price) * (1. + margin); |
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LP_mypriceset(&changed,base,rel,newprice); |
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LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,newprice); |
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} |
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} |
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else |
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{ |
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basepp = LP_priceinfofind(base); |
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relpp = LP_priceinfofind(rel); |
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if ( basepp != 0 && relpp != 0 ) |
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{ |
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//printf("check ref-autoprice %s/%s %f %f\n",LP_autorefs[i].refbase,LP_autorefs[i].refrel,relpp->fixedprices[basepp->ind],basepp->fixedprices[relpp->ind]);
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LP_autopriceset(ctx,1,basepp,relpp,0.,LP_autorefs[i].refbase,LP_autorefs[i].refrel); |
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} |
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} |
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} |
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} |
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int32_t LP_autoprice(void *ctx,char *base,char *rel,cJSON *argjson) |
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{ |
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//curl --url "http://127.0.0.1:7783" --data "{\"userpass\":\"$userpass\",\"method\":\"autoprice\",\"base\":\"MNZ\",\"rel\":\"KMD\",\"offset\":0.1,\"refbase\":\"KMD\",\refrel\":\"BTC\",\"factor\":15000,\"margin\":0.01}"
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struct LP_priceinfo *basepp,*relpp; int32_t i,retval = -1; char *fundvalue_bid,*fundvalue_ask,*refbase="",*refrel=""; double minprice,margin,offset,factor,fixedprice; cJSON *fundvalue; |
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//printf("autoprice.(%s %s) %s\n",base,rel,jprint(argjson,0));
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if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) |
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{ |
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if ( jobj(argjson,"minprice") != 0 ) |
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minprice = jdouble(argjson,"minprice"); |
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else minprice = 0.; |
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margin = jdouble(argjson,"margin"); |
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offset = jdouble(argjson,"offset"); |
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factor = jdouble(argjson,"factor"); |
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fixedprice = jdouble(argjson,"fixed"); |
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basepp->fixedprices[relpp->ind] = fixedprice; |
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basepp->minprices[relpp->ind] = minprice; |
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basepp->margins[relpp->ind] = margin; |
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basepp->offsets[relpp->ind] = offset; |
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basepp->factors[relpp->ind] = factor; |
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refbase = jstr(argjson,"refbase"); |
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refrel = jstr(argjson,"refrel"); |
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fundvalue_bid = jstr(argjson,"fundvalue_bid"); |
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fundvalue_ask = jstr(argjson,"fundvalue_ask"); |
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if ( fundvalue_bid != 0 || fundvalue_ask != 0 || fixedprice > SMALLVAL || (refbase != 0 && refrel != 0) ) |
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{ |
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if ( fixedprice > SMALLVAL ) |
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{ |
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refbase = base; |
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refrel = rel; |
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} |
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for (i=0; i<num_LP_autorefs; i++) |
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{ |
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if ( strcmp(base,LP_autorefs[i].base) == 0 && strcmp(rel,LP_autorefs[i].rel) == 0 ) |
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{ |
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if ( fundvalue_bid != 0 || fundvalue_ask != 0 ) |
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{ |
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fundvalue = jduplicate(argjson); |
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jdelete(fundvalue,"method"); |
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jaddstr(fundvalue,"method","fundvalue"); |
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LP_autorefs[i].fundvalue = fundvalue; |
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safecopy(LP_autorefs[i].fundbid,fundvalue_bid,sizeof(LP_autorefs[i].fundbid)); |
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safecopy(LP_autorefs[i].fundask,fundvalue_ask,sizeof(LP_autorefs[i].fundask)); |
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} |
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LP_autorefs[i].margin = margin; |
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LP_autorefs[i].factor = factor; |
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LP_autorefs[i].offset = offset; |
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safecopy(LP_autorefs[i].refbase,refbase,sizeof(LP_autorefs[i].refbase)); |
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safecopy(LP_autorefs[i].refrel,refrel,sizeof(LP_autorefs[i].refrel)); |
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printf("%d Update ref %s/%s for %s/%s factor %.8f offset %.8f\n",i,refbase,refrel,base,rel,factor,offset); |
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break; |
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} |
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} |
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if ( i == num_LP_autorefs && num_LP_autorefs < sizeof(LP_autorefs)/sizeof(*LP_autorefs) ) |
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{ |
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if ( fundvalue_bid != 0 || fundvalue_ask != 0 ) |
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{ |
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fundvalue = jduplicate(argjson); |
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jdelete(fundvalue,"method"); |
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jaddstr(fundvalue,"method","fundvalue"); |
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LP_autorefs[num_LP_autorefs].fundvalue = fundvalue; |
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safecopy(LP_autorefs[num_LP_autorefs].fundbid,fundvalue_bid,sizeof(LP_autorefs[num_LP_autorefs].fundbid)); |
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safecopy(LP_autorefs[num_LP_autorefs].fundask,fundvalue_ask,sizeof(LP_autorefs[num_LP_autorefs].fundask)); |
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} |
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LP_autorefs[num_LP_autorefs].margin = margin; |
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LP_autorefs[num_LP_autorefs].factor = factor; |
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LP_autorefs[num_LP_autorefs].offset = offset; |
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safecopy(LP_autorefs[num_LP_autorefs].refbase,refbase,sizeof(LP_autorefs[num_LP_autorefs].refbase)); |
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safecopy(LP_autorefs[num_LP_autorefs].refrel,refrel,sizeof(LP_autorefs[num_LP_autorefs].refrel)); |
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safecopy(LP_autorefs[num_LP_autorefs].base,base,sizeof(LP_autorefs[num_LP_autorefs].base)); |
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safecopy(LP_autorefs[num_LP_autorefs].rel,rel,sizeof(LP_autorefs[num_LP_autorefs].rel)); |
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printf("%d Using ref %s/%s for %s/%s factor %.8f, offset %.8f, margin %.8f fixed %.8f\n",num_LP_autorefs,refbase,refrel,base,rel,factor,offset,margin,fixedprice); |
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num_LP_autorefs++; |
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} |
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} |
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LP_autoprices++; |
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retval = 0; |
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} |
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//LP_autoprice_iter(ctx,LP_priceinfofind("BTC"));
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return(retval); |
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} |
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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 *gui) |
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{ |
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char *retstr2; uint64_t txfee,desttxfee; double bid,ask,maxprice; bits256 zero; uint32_t requestid,quoteid,iter,i; cJSON *retjson2; struct LP_utxoinfo A; struct LP_address_utxo *utxos[1000]; int32_t max=(int32_t)(sizeof(utxos)/sizeof(*utxos)); |
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@ -558,8 +677,6 @@ int32_t LP_portfolio_trade(void *ctx,uint32_t *requestidp,uint32_t *quoteidp,str |
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else return(-1); |
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} |
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struct LP_portfoliotrade { double metric; char buycoin[65],sellcoin[65]; }; |
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int32_t LP_portfolio_order(struct LP_portfoliotrade *trades,int32_t max,cJSON *array) |
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{ |
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int32_t i,j,m,n = 0; cJSON *item; struct LP_portfoliotrade coins[256]; |
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jl777
7 years ago
GitHub