Test

iguana/exchanges/mm.c

@@ -680,29 +680,19 @@ int32_t marketmaker_spread(char *exchange,char *base,char *rel,double bid,double
     return(n);
 }
 
-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)
+double marketmaker_updateprice(char *name,char *base,char *rel,double theoretical,double *incrp)
 {
     static uint32_t counter;
-    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;
+    cJSON *fiatjson; double USD_average=0.,usdprice=0.,CMC_average=0.,avebid=0.,aveask=0.,val,changes[3],highbid=0.,lowask=0.;
-    incr = maxexposure * ratioincr;
-    buyvol = sellvol = 0.;
-    start_DEXbase = dex_balance(base,baseaddr);
-    start_DEXrel = dex_balance(rel,reladdr);
-    while ( 1 )
-    {
-        if ( time(NULL) > lasttime+60 )
-        {
     if ( (val= get_theoretical(&avebid,&aveask,&highbid,&lowask,&CMC_average,changes,name,base,rel,&USD_average)) != 0. )
     {
         if ( theoretical == 0. )
         {
             theoretical = val;
-                    incr /= theoretical;
+            if ( *incrp > 2 )
-                    maxexposure /= theoretical;
-                    if ( incr > 2 )
             {
-                        incr = (int32_t)incr;
+                *incrp = (int32_t)*incrp;
-                        incr += 0.777;
+                *incrp += 0.777;
             }
         } else theoretical = (theoretical + val) * 0.5;
         if ( (counter++ % 12) == 0 )
@@ -721,6 +711,25 @@ void marketmaker(double minask,double maxbid,char *baseaddr,char *reladdr,double
         }
         LP_priceupdate(base,rel,theoretical,avebid,aveask,highbid,lowask,PAXPRICES);
     }
+    return(theoretical);
+}
+
+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)
+{
+    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;
+    incr = maxexposure * ratioincr;
+    buyvol = sellvol = 0.;
+    start_DEXbase = dex_balance(base,baseaddr);
+    start_DEXrel = dex_balance(rel,reladdr);
+    while ( 1 )
+    {
+        if ( time(NULL) > lasttime+60 )
+        {
+            if ( (theoretical= marketmaker_updateprice(name,base,rel,theoretical,&incr)) != 0. )
+            {
+                if ( lasttime == 0 )
+                    maxexposure /= theoretical;
+            }
             if ( strcmp(exchange,"bittrex") == 0 )
             {
                 balance_base = bittrex_balance(base,"");
@@ -809,7 +818,7 @@ void LP_main(void *ptr)
 int main(int argc, const char * argv[])
 {
     char *base,*rel,*name,*exchange,*apikey,*apisecret,*blocktrail,*retstr,*baseaddr,*reladdr,*passphrase;
-    double profitmargin,maxexposure,incrratio,start_rel,start_base,minask,maxbid;
+    double profitmargin,maxexposure,incrratio,start_rel,start_base,minask,maxbid,incr,theoretical = 0.;
     cJSON *retjson,*loginjson; int32_t i;
     if ( argc > 1 && (retjson= cJSON_Parse(argv[1])) != 0 )
     {
@@ -820,7 +829,12 @@ int main(int argc, const char * argv[])
             printf("error launching LP_main (%s)\n",jprint(retjson,0));
             exit(-1);
         } else printf("(%s) launched.(%s)\n",argv[1],passphrase);
-getchar();
+        incr = 100.;
+        while ( 1 )
+        {
+            theoretical = marketmaker_updateprice("komodo","KMD","BTC",theoretical,&incr);
+            sleep(30);
+        }
         profitmargin = jdouble(retjson,"profitmargin");
         minask = jdouble(retjson,"minask");
         maxbid = jdouble(retjson,"maxbid");