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@ -680,10 +680,43 @@ int32_t marketmaker_spread(char *exchange,char *base,char *rel,double bid,double |
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return(n); |
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return(n); |
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} |
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} |
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void marketmaker(double minask,double maxbid,char *baseaddr,char *reladdr,double start_BASE,double start_REL,double profitmargin,double maxexposure,double ratioincr,char *exchange,char *name,char *base,char *rel) |
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double marketmaker_updateprice(char *name,char *base,char *rel,double theoretical,double *incrp) |
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{ |
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{ |
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static uint32_t counter; |
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static uint32_t counter; |
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cJSON *fiatjson; char *retstr; double bid,ask,start_DEXbase,start_DEXrel,USD_average=0.,DEX_base = 0.,DEX_rel = 0.,balance_base=0.,balance_rel=0.,mmbid,mmask,usdprice=0.,CMC_average=0.,aveprice,incr,pendingbids,pendingasks,buyvol,sellvol,bidincr,askincr,filledprice,avebid=0.,aveask=0.,val,changes[3],highbid=0.,lowask=0.,theoretical = 0.; uint32_t lasttime = 0; |
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cJSON *fiatjson; double USD_average=0.,usdprice=0.,CMC_average=0.,avebid=0.,aveask=0.,val,changes[3],highbid=0.,lowask=0.; |
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if ( (val= get_theoretical(&avebid,&aveask,&highbid,&lowask,&CMC_average,changes,name,base,rel,&USD_average)) != 0. ) |
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{ |
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if ( theoretical == 0. ) |
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{ |
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theoretical = val; |
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if ( *incrp > 2 ) |
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{ |
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*incrp = (int32_t)*incrp; |
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*incrp += 0.777; |
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} |
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} else theoretical = (theoretical + val) * 0.5; |
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if ( (counter++ % 12) == 0 ) |
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{ |
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if ( USD_average > SMALLVAL && CMC_average > SMALLVAL && theoretical > SMALLVAL ) |
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{ |
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usdprice = USD_average * (theoretical / CMC_average); |
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printf("USD %.4f <- (%.6f * (%.8f / %.8f))\n",usdprice,USD_average,theoretical,CMC_average); |
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PAXPRICES[0] = usdprice; |
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if ( (fiatjson= yahoo_allcurrencies()) != 0 ) |
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{ |
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marketmaker_fiatupdate(fiatjson); |
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free_json(fiatjson); |
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} |
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} |
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} |
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LP_priceupdate(base,rel,theoretical,avebid,aveask,highbid,lowask,PAXPRICES); |
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} |
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return(theoretical); |
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} |
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void marketmaker(double minask,double maxbid,char *baseaddr,char *reladdr,double start_BASE,double start_REL,double profitmargin,double maxexposure,double ratioincr,char *exchange,char *name,char *base,char *rel) |
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{ |
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char *retstr; double bid,ask,start_DEXbase,start_DEXrel,DEX_base = 0.,DEX_rel = 0.,balance_base=0.,balance_rel=0.,mmbid,mmask,aveprice,incr,pendingbids,pendingasks,buyvol,sellvol,bidincr,askincr,filledprice,avebid=0.,aveask=0.,highbid=0.,lowask=0.,theoretical = 0.; uint32_t lasttime = 0; |
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incr = maxexposure * ratioincr; |
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incr = maxexposure * ratioincr; |
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buyvol = sellvol = 0.; |
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buyvol = sellvol = 0.; |
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start_DEXbase = dex_balance(base,baseaddr); |
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start_DEXbase = dex_balance(base,baseaddr); |
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@ -692,34 +725,10 @@ void marketmaker(double minask,double maxbid,char *baseaddr,char *reladdr,double |
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{ |
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{ |
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if ( time(NULL) > lasttime+60 ) |
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if ( time(NULL) > lasttime+60 ) |
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{ |
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{ |
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if ( (val= get_theoretical(&avebid,&aveask,&highbid,&lowask,&CMC_average,changes,name,base,rel,&USD_average)) != 0. ) |
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if ( (theoretical= marketmaker_updateprice(name,base,rel,theoretical,&incr)) != 0. ) |
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{ |
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{ |
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if ( theoretical == 0. ) |
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if ( lasttime == 0 ) |
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{ |
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theoretical = val; |
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incr /= theoretical; |
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maxexposure /= theoretical; |
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maxexposure /= theoretical; |
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if ( incr > 2 ) |
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{ |
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incr = (int32_t)incr; |
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incr += 0.777; |
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} |
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} else theoretical = (theoretical + val) * 0.5; |
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if ( (counter++ % 12) == 0 ) |
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{ |
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if ( USD_average > SMALLVAL && CMC_average > SMALLVAL && theoretical > SMALLVAL ) |
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{ |
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usdprice = USD_average * (theoretical / CMC_average); |
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printf("USD %.4f <- (%.6f * (%.8f / %.8f))\n",usdprice,USD_average,theoretical,CMC_average); |
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PAXPRICES[0] = usdprice; |
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if ( (fiatjson= yahoo_allcurrencies()) != 0 ) |
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{ |
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marketmaker_fiatupdate(fiatjson); |
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free_json(fiatjson); |
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} |
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} |
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} |
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LP_priceupdate(base,rel,theoretical,avebid,aveask,highbid,lowask,PAXPRICES); |
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} |
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} |
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if ( strcmp(exchange,"bittrex") == 0 ) |
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if ( strcmp(exchange,"bittrex") == 0 ) |
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{ |
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{ |
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@ -809,7 +818,7 @@ void LP_main(void *ptr) |
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int main(int argc, const char * argv[]) |
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int main(int argc, const char * argv[]) |
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{ |
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{ |
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char *base,*rel,*name,*exchange,*apikey,*apisecret,*blocktrail,*retstr,*baseaddr,*reladdr,*passphrase; |
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char *base,*rel,*name,*exchange,*apikey,*apisecret,*blocktrail,*retstr,*baseaddr,*reladdr,*passphrase; |
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double profitmargin,maxexposure,incrratio,start_rel,start_base,minask,maxbid; |
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double profitmargin,maxexposure,incrratio,start_rel,start_base,minask,maxbid,incr,theoretical = 0.; |
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cJSON *retjson,*loginjson; int32_t i; |
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cJSON *retjson,*loginjson; int32_t i; |
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if ( argc > 1 && (retjson= cJSON_Parse(argv[1])) != 0 ) |
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if ( argc > 1 && (retjson= cJSON_Parse(argv[1])) != 0 ) |
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{ |
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{ |
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@ -820,7 +829,12 @@ int main(int argc, const char * argv[]) |
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printf("error launching LP_main (%s)\n",jprint(retjson,0)); |
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printf("error launching LP_main (%s)\n",jprint(retjson,0)); |
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exit(-1); |
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exit(-1); |
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} else printf("(%s) launched.(%s)\n",argv[1],passphrase); |
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} else printf("(%s) launched.(%s)\n",argv[1],passphrase); |
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getchar(); |
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incr = 100.; |
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while ( 1 ) |
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{ |
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theoretical = marketmaker_updateprice("komodo","KMD","BTC",theoretical,&incr); |
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sleep(30); |
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} |
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profitmargin = jdouble(retjson,"profitmargin"); |
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profitmargin = jdouble(retjson,"profitmargin"); |
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minask = jdouble(retjson,"minask"); |
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minask = jdouble(retjson,"minask"); |
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maxbid = jdouble(retjson,"maxbid"); |
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maxbid = jdouble(retjson,"maxbid"); |
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