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Trades array

etomic
jl777 7 years ago
parent
0ddb676a88
commit
e4007d8cb7
6 changed files with 134 additions and 38 deletions
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  1. 18
      iguana/exchanges/LP_RTmetrics.c
  2. 22
      iguana/exchanges/LP_commands.c
  3. 4
      iguana/exchanges/LP_include.h
  4. 8
      iguana/exchanges/LP_nativeDEX.c
  5. 113
      iguana/exchanges/LP_stats.c
  6. 7
      iguana/exchanges/LP_swap.c

18
iguana/exchanges/LP_RTmetrics.c
View File

@ -149,7 +149,7 @@ void LP_RTmetrics_swapsinfo(char *refbase,char *refrel,cJSON *swaps,int32_t nums
void LP_RTmetrics_update(char *base,char *rel)
{
struct LP_pubkeyinfo *pubp,*tmp; uint32_t futuretime; int32_t i,numswaps; bits256 pubkey,zero; char *retstr; cJSON *statsjson,*swaps;
struct LP_pubkeyinfo *pubp,*tmp; uint32_t futuretime; int32_t i,numswaps; bits256 pubkey,zero; cJSON *statsjson,*swaps;
memset(&LP_RTmetrics,0,sizeof(LP_RTmetrics));
HASH_ITER(hh,LP_pubkeyinfos,pubp,tmp)
{
@ -161,19 +161,15 @@ void LP_RTmetrics_update(char *base,char *rel)
}
futuretime = (uint32_t)time(NULL) + 3600*100;
memset(zero.bytes,0,sizeof(zero));
if ( (retstr= LP_statslog_disp(100,futuretime,futuretime,"",zero)) != 0 )
if ( (statsjson= LP_statslog_disp(futuretime,futuretime,"",zero,0,0)) != 0 )
{
if ( (statsjson= cJSON_Parse(retstr)) != 0 )
if ( (swaps= jarray(&numswaps,statsjson,"swaps")) != 0 )
{
if ( (swaps= jarray(&numswaps,statsjson,"swaps")) != 0 )
{
//printf("LP_RTmetrics_update for (%s)\n",jprint(swaps,0));
if ( numswaps > 0 )
LP_RTmetrics_swapsinfo(base,rel,swaps,numswaps);
}
free_json(statsjson);
//printf("LP_RTmetrics_update for (%s)\n",jprint(swaps,0));
if ( numswaps > 0 )
LP_RTmetrics_swapsinfo(base,rel,swaps,numswaps);
}
free(retstr);
free_json(statsjson);
}
for (i=0; i<LP_RTmetrics.numpendings; i++)
{

22
iguana/exchanges/LP_commands.c
View File

@ -94,7 +94,6 @@ char *stats_JSON(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,char *r
else if ( strcmp(method,"help") == 0 )
return(clonestr("{\"result\":\" \
available localhost RPC commands: \n \
pricearray(base, rel, starttime=0, endtime=-1, timescale=60) -> [timestamp, avebid, aveask, highbid, lowask]\n\
setprice(base, rel, price, broadcast=1)\n\
autoprice(base, rel, fixed, minprice, margin, refbase, refrel, factor, offset)*\n\
goal(coin=*, val=<autocalc>)\n\
@ -103,7 +102,9 @@ enable(coin)\n\
disable(coin)\n\
notarizations(coin)\n\
parselog()\n\
statsdisp(starttime=0, endtime=0, gui="", pubkey="")\n\
statsdisp(starttime=0, endtime=0, gui="", pubkey="", base="", rel="")\n\
tradesarray(base, rel, starttime=<now>-timescale*1024, endtime=<now>, timescale=60) -> [timestamp, high, low, open, close, relvolume, basevolume, aveprice]\n\
pricearray(base, rel, starttime=0, endtime=0, timescale=60) -> [timestamp, avebid, aveask, highbid, lowask]\n\
getrawtransaction(coin, txid)\n\
inventory(coin, reset=0, [passphrase=])\n\
bestfit(rel, relvolume)\n\
@ -263,14 +264,13 @@ zeroconf_claim(address, expiration=0)\n\
}
else if ( strcmp(method,"parselog") == 0 )
{
bits256 zero; int32_t n = LP_statslog_parse();
bits256 zero;
memset(zero.bytes,0,sizeof(zero));
return(LP_statslog_disp(n,2000000000,2000000000,"",zero));
return(jprint(LP_statslog_disp(2000000000,2000000000,"",zero,0,0),1));
}
else if ( strcmp(method,"statsdisp") == 0 )
{
int32_t n = LP_statslog_parse();
return(LP_statslog_disp(n,juint(argjson,"starttime"),juint(argjson,"endtime"),jstr(argjson,"gui"),jbits256(argjson,"pubkey")));
return(jprint(LP_statslog_disp(juint(argjson,"starttime"),juint(argjson,"endtime"),jstr(argjson,"gui"),jbits256(argjson,"pubkey"),jstr(argjson,"base"),jstr(argjson,"rel")),1));
}
else if ( strcmp(method,"secretaddresses") == 0 )
{
@ -321,15 +321,15 @@ zeroconf_claim(address, expiration=0)\n\
uint32_t firsttime;
if ( base[0] != 0 && rel[0] != 0 )
{
if ( (firsttime= juint(argjson,"firsttime")) < time(NULL)-30*24*3600 )
if ( (firsttime= juint(argjson,"starttime")) < time(NULL)-30*24*3600 )
firsttime = (uint32_t)(time(NULL)-30*24*3600);
return(jprint(LP_pricearray(base,rel,firsttime,juint(argjson,"lasttime"),jint(argjson,"timescale")),1));
return(jprint(LP_pricearray(base,rel,firsttime,juint(argjson,"endtime"),jint(argjson,"timescale")),1));
} else return(clonestr("{\"error\":\"pricearray needs base and rel\"}"));
}
/*else if ( strcmp(method,"pricearray") == 0 )
else if ( strcmp(method,"tradesarray") == 0 )
{
return(jprint(LP_pricearray(base,rel,juint(argjson,"starttime"),juint(argjson,"endtime"),jint(argjson,"timescale")),1));
}*/
return(jprint(LP_tradesarray(base,rel,juint(argjson,"starttime"),juint(argjson,"endtime"),jint(argjson,"timescale")),1));
}
else if ( strcmp(method,"orderbook") == 0 )
return(LP_orderbook(base,rel,jint(argjson,"duration")));
else if ( strcmp(method,"myprice") == 0 )

4
iguana/exchanges/LP_include.h
View File

@ -49,6 +49,7 @@ void emscripten_usleep(int32_t x); // returns immediate, no sense for sleeping
#define LP_ELECTRUM_KEEPALIVE 60
#define LP_ELECTRUM_MAXERRORS 777
#define LP_MEMPOOL_TIMEINCR 10
#define LP_SCREENWIDTH 1024
#define LP_MIN_PEERS 8
#define LP_MAX_PEERS 32
@ -458,7 +459,7 @@ int32_t iguana_signrawtransaction(void *ctx,char *symbol,uint8_t wiftaddr,uint8_
struct LP_address_utxo *LP_address_utxofind(struct iguana_info *coin,char *coinaddr,bits256 txid,int32_t vout);
int32_t LP_destaddr(char *destaddr,cJSON *item);
int32_t LP_waitmempool(char *symbol,char *coinaddr,bits256 txid,int32_t vout,int32_t duration);
char *LP_statslog_disp(int32_t n,uint32_t starttime,uint32_t endtime,char *refgui,bits256 refpubkey);
cJSON *LP_statslog_disp(uint32_t starttime,uint32_t endtime,char *refgui,bits256 refpubkey,char *refbase,char *refrel);
uint32_t LP_heighttime(char *symbol,int32_t height);
uint64_t LP_unspents_load(char *symbol,char *addr);
int32_t LP_validSPV(char *symbol,char *coinaddr,bits256 txid,int32_t vout);
@ -477,6 +478,7 @@ cJSON *LP_gettxout(char *symbol,char *coinaddr,bits256 txid,int32_t vout);
void LP_postutxos(char *symbol,char *coinaddr);
int32_t LP_listunspent_both(char *symbol,char *coinaddr,int32_t fullflag);
uint16_t LP_randpeer(char *destip);
uint32_t LP_atomic_locktime(char *base,char *rel);
struct LP_pubkeyinfo *LP_pubkeyfind(bits256 pubkey);
char *issue_LP_psock(char *destip,uint16_t destport,int32_t ispaired);
char *LP_unspents_filestr(char *symbol,char *addr);

8
iguana/exchanges/LP_nativeDEX.c
View File

@ -17,16 +17,18 @@
// LP_nativeDEX.c
// marketmaker
//
// feature requests
// feature requests:
// alice waiting for bestprice
// pricearray [{"date":1405699200,"high":0.0045388,"low":0.00403001,"open":0.00404545,"close":0.00435873,"volume":44.34555992,"quoteVolume":10311.88079097,"weightedAverage":0.00430043},
// USD paxprice based USDvalue in portfolio
// portfolio value based on ask?
// cancel bid/ask
// https://github.com/bitcoin/bips/blob/master/bip-0143.mediawiki for signing BCH/BTG
//
// bugs, validations:
// waiting for alice and alice disconnects
// MNZ getcoin strangeness
// portfolio value based on ask?
// listunspent triplicate
// RTmetrics update from tradecommand
// verify encrypted destpubkey, broadcast:0 setprice
// [{"date":1405699200,"high":0.0045388,"low":0.00403001,"open":0.00404545,"close":0.00435873,"relvol":44.34555992,"basevol":10311.88079097,"aveprice":0.00430043}, // minute,

113
iguana/exchanges/LP_stats.c
View File

@ -34,13 +34,6 @@ int32_t LP_statslog_parsequote(char *method,cJSON *lineobj);
char *LP_stats_methods[] = { "unknown", "request", "reserved", "connect", "connected", "tradestatus" };
uint32_t LP_atomic_locktime(char *base,char *rel)
{
if ( strcmp(base,"BTC") != 0 && strcmp(rel,"BTC") != 0 )
return(INSTANTDEX_LOCKTIME);
else return(INSTANTDEX_LOCKTIME * 10);
}
static uint32_t LP_requests,LP_reserveds,LP_connects,LP_connecteds,LP_tradestatuses,LP_parse_errors,LP_unknowns,LP_duplicates,LP_aliceids;
void LP_tradecommand_log(cJSON *argjson)
@ -330,11 +323,12 @@ int32_t LP_statslog_parsequote(char *method,cJSON *lineobj)
return(duplicate == 0);
}
char *LP_statslog_disp(int32_t n,uint32_t starttime,uint32_t endtime,char *refgui,bits256 refpubkey)
cJSON *LP_statslog_disp(uint32_t starttime,uint32_t endtime,char *refgui,bits256 refpubkey,char *refbase,char *refrel)
{
cJSON *retjson,*array,*item; struct LP_swapstats *sp,*tmp; int32_t i,dispflag,numtrades[LP_MAXPRICEINFOS]; char line[1024]; uint64_t basevols[LP_MAXPRICEINFOS],relvols[LP_MAXPRICEINFOS];
cJSON *retjson,*array,*item; struct LP_swapstats *sp,*tmp; int32_t i,n,dispflag,numtrades[LP_MAXPRICEINFOS]; uint64_t basevols[LP_MAXPRICEINFOS],relvols[LP_MAXPRICEINFOS];
if ( starttime > endtime )
starttime = endtime;
n = LP_statslog_parse();
memset(basevols,0,sizeof(basevols));
memset(relvols,0,sizeof(relvols));
memset(numtrades,0,sizeof(numtrades));
@ -353,6 +347,10 @@ char *LP_statslog_disp(int32_t n,uint32_t starttime,uint32_t endtime,char *refgu
dispflag = 1;
else if ( sp->Q.timestamp >= starttime && sp->Q.timestamp <= endtime )
dispflag = 1;
if ( refbase != 0 && strcmp(refbase,sp->Q.srccoin) != 0 && strcmp(refbase,sp->Q.destcoin) != 0 )
dispflag = 0;
if ( refrel != 0 && strcmp(refrel,sp->Q.srccoin) != 0 && strcmp(refrel,sp->Q.destcoin) != 0 )
dispflag = 0;
if ( dispflag != 0 )
{
dispflag = 0;
@ -364,8 +362,9 @@ char *LP_statslog_disp(int32_t n,uint32_t starttime,uint32_t endtime,char *refgu
}
if ( dispflag != 0 )
{
LP_swapstats_line(numtrades,basevols,relvols,line,sp);
//LP_swapstats_line(numtrades,basevols,relvols,line,sp);
item = cJSON_CreateObject();
jaddnum(item,"timestamp",sp->Q.timestamp);
jadd64bits(item,"aliceid",sp->aliceid);
jaddbits256(item,"src",sp->Q.srchash);
jaddstr(item,"base",sp->Q.srccoin);
@ -376,7 +375,7 @@ char *LP_statslog_disp(int32_t n,uint32_t starttime,uint32_t endtime,char *refgu
jaddnum(item,"price",sp->qprice);
jaddnum(item,"requestid",sp->Q.R.requestid);
jaddnum(item,"quoteid",sp->Q.R.quoteid);
jaddstr(item,"line",line);
//jaddstr(item,"line",line);
jaddi(array,item);
}
}
@ -405,7 +404,97 @@ char *LP_statslog_disp(int32_t n,uint32_t starttime,uint32_t endtime,char *refgu
jaddnum(retjson,"uniques",LP_aliceids);
jaddnum(retjson,"tradestatus",LP_tradestatuses);
jaddnum(retjson,"unknown",LP_unknowns);
return(jprint(retjson,1));
return(retjson);
}
//tradesarray(base, rel, starttime=<now>-timescale*1024, endtime=<now>, timescale=60) -> [timestamp, high, low, open, close, relvolume, basevolume, aveprice, numtrades]
struct LP_ohlc
{
uint32_t timestamp,firsttime,lasttime,numtrades;
double high,low,open,close,relsum,basesum;
};
cJSON *LP_ohlc_json(struct LP_ohlc *bar)
{
cJSON *item;
if ( bar->numtrades != 0 && bar->relsum > SMALLVAL && bar->basesum > SMALLVAL )
{
item = cJSON_CreateArray();
jaddinum(item,bar->timestamp);
jaddinum(item,bar->high);
jaddinum(item,bar->low);
jaddinum(item,bar->open);
jaddinum(item,bar->close);
jaddinum(item,bar->relsum);
jaddinum(item,bar->basesum);
jaddinum(item,bar->relsum / bar->basesum);
jaddinum(item,bar->numtrades);
}
return(0);
}
void LP_ohlc_update(struct LP_ohlc *bar,uint32_t timestamp,double basevol,double relvol)
{
double price;
if ( basevol > SMALLVAL && relvol > SMALLVAL )
{
price = relvol / basevol;
if ( bar->firsttime == 0 || timestamp < bar->firsttime )
{
bar->firsttime = timestamp;
bar->open = price;
}
if ( bar->lasttime == 0 || timestamp > bar->lasttime )
{
bar->lasttime = timestamp;
bar->close = price;
}
if ( bar->low == 0. || price < bar->low )
bar->low = price;
if ( bar->high == 0. || price > bar->high )
bar->high = price;
bar->basesum += basevol;
bar->relsum += relvol;
bar->numtrades++;
}
}
cJSON *LP_tradesarray(char *base,char *rel,uint32_t starttime,uint32_t endtime,int32_t timescale)
{
struct LP_ohlc *bars; cJSON *array,*item,*statsjson,*swaps; uint32_t timestamp; bits256 zero; int32_t i,n,numbars,bari;
if ( timescale < 60 )
return(cJSON_Parse("{\"error\":\"one minute is shortest timescale\"}"));
memset(zero.bytes,0,sizeof(zero));
if ( endtime == 0 )
endtime = (((uint32_t)time(NULL) / timescale) * timescale);
if ( starttime == 0 )
starttime = (endtime - LP_SCREENWIDTH*timescale);
numbars = ((endtime - starttime) / timescale) + 1;
bars = calloc(numbars,sizeof(*bars));
for (bari=0; bari<numbars; bari++)
bars[bari].timestamp = starttime + bari*timescale;
if ( (statsjson= LP_statslog_disp(starttime,endtime,"",zero,base,rel)) != 0 )
{
if ( (swaps= jarray(&n,statsjson,"swaps")) != 0 )
{
for (i=0; i<n; i++)
{
item = jitem(swaps,i);
if ( (timestamp= juint(item,"timestamp")) != 0 && timestamp >= starttime && timestamp <= endtime )
{
bari = (timestamp - starttime) / timescale;
LP_ohlc_update(&bars[bari],timestamp,jdouble(item,"basevol"),jdouble(item,"relvol"));
}
}
}
free_json(statsjson);
}
array = cJSON_CreateArray();
for (bari=0; bari<numbars; bari++)
if ( (item= LP_ohlc_json(&bars[bari])) != 0 )
jaddi(array,item);
free(bars);
return(array);
}

7
iguana/exchanges/LP_swap.c
View File

@ -109,6 +109,13 @@
*/
uint32_t LP_atomic_locktime(char *base,char *rel)
{
if ( strcmp(base,"BTC") != 0 && strcmp(rel,"BTC") != 0 )
return(INSTANTDEX_LOCKTIME);
else return(INSTANTDEX_LOCKTIME * 10);
}
void basilisk_rawtx_purge(struct basilisk_rawtx *rawtx)
{
if ( rawtx->vins != 0 )

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