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Test

etomic
jl777 7 years ago
parent
897afd3a6b
commit
fc1d374ed1
2 changed files with 19 additions and 17 deletions
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  1. 10
      iguana/exchanges/LP_RTmetrics.c
  2. 26
      iguana/exchanges/LP_tradebots.c

10
iguana/exchanges/LP_RTmetrics.c
View File

@ -184,28 +184,28 @@ double _LP_RTmetric_calc(struct LP_metricinfo *mp,double bestprice,double maxpri
metric = origmetric; metric = origmetric;
if ( mp->numutxos == 0 || relvolume == 0. || mp->maxvol == 0. || mp->balance == 0. ) if ( mp->numutxos == 0 || relvolume == 0. || mp->maxvol == 0. || mp->balance == 0. )
{ {
printf("skip i.%d as no info\n",mp->ind); //printf("skip i.%d as no info\n",mp->ind);
return(metric * 100.); return(metric * 100.);
} }
if ( relvolume < mp->minvol ) if ( relvolume < mp->minvol )
{ {
metric *= (mp->minvol / relvolume); metric *= (mp->minvol / relvolume);
printf("relvolume < minvol %.8f\n",(mp->minvol / relvolume)); //printf("relvolume < minvol %.8f\n",(mp->minvol / relvolume));
} }
else if ( relvolume > mp->maxvol ) else if ( relvolume > mp->maxvol )
{ {
metric *= (relvolume / mp->maxvol); metric *= (relvolume / mp->maxvol);
printf("relvolume > minvol %.8f\n",(relvolume / mp->maxvol)); //printf("relvolume > minvol %.8f\n",(relvolume / mp->maxvol));
} }
if ( relvolume < mp->balance/LP_MINVOL ) if ( relvolume < mp->balance/LP_MINVOL )
{ {
metric *= (mp->balance / relvolume); metric *= (mp->balance / relvolume);
printf("relvolume < balance %.8f\n",(mp->balance / relvolume)); //printf("relvolume < balance %.8f\n",(mp->balance / relvolume));
} }
else if ( relvolume > mp->balance/mp->numutxos ) else if ( relvolume > mp->balance/mp->numutxos )
{ {
metric *= (relvolume / (mp->balance/mp->numutxos)); metric *= (relvolume / (mp->balance/mp->numutxos));
printf("relvolume < ave %.8f\n",(relvolume / (mp->balance/mp->numutxos))); //printf("relvolume < ave %.8f\n",(relvolume / (mp->balance/mp->numutxos)));
} }
if ( mp->age > LP_ORDERBOOK_DURATION*0.8 ) if ( mp->age > LP_ORDERBOOK_DURATION*0.8 )
metric *= 2; metric *= 2;

26
iguana/exchanges/LP_tradebots.c
View File

@ -273,21 +273,23 @@ void LP_tradebot_timeslice(void *ctx,struct LP_tradebot *bot)
printf("try autobuy %s/%s remaining %.8f maxprice %.8f\n",bot->base,bot->rel,remaining,bot->maxprice); printf("try autobuy %s/%s remaining %.8f maxprice %.8f\n",bot->base,bot->rel,remaining,bot->maxprice);
tradeid = rand(); tradeid = rand();
for (i=1; i<=maxiters; i++) for (i=1; i<=maxiters; i++)
if ( (retstr= LP_autobuy(ctx,LP_myipaddr,LP_mypubsock,bot->base,bot->rel,bot->maxprice,remaining/i,0,0,G.gui,0,destpubkey,tradeid)) != 0 )
{ {
if ( (retjson2= cJSON_Parse(retstr)) != 0 ) if ( (retstr= LP_autobuy(ctx,LP_myipaddr,LP_mypubsock,bot->base,bot->rel,bot->maxprice,remaining/i,0,0,G.gui,0,destpubkey,tradeid)) != 0 )
{ {
if ( (pending= jobj(retjson2,"pending")) != 0 && juint(pending,"tradeid") == tradeid ) if ( (retjson2= cJSON_Parse(retstr)) != 0 )
{ {
bot->trades[bot->numtrades++] = LP_tradebot_pending(bot,pending,tradeid); if ( (pending= jobj(retjson2,"pending")) != 0 && juint(pending,"tradeid") == tradeid )
if ( bot->relsum >= 0.99*bot->totalrelvolume-SMALLVAL || bot->basesum >= 0.99*bot->totalbasevolume-SMALLVAL ) {
bot->dead = (uint32_t)time(NULL); bot->trades[bot->numtrades++] = LP_tradebot_pending(bot,pending,tradeid);
else if ( (bot->pendrelsum+bot->relsum) >= 0.99*bot->totalrelvolume-SMALLVAL || (bot->basesum+bot->pendbasesum) >= 0.99*bot->totalbasevolume-SMALLVAL ) if ( bot->relsum >= 0.99*bot->totalrelvolume-SMALLVAL || bot->basesum >= 0.99*bot->totalbasevolume-SMALLVAL )
bot->pause = (uint32_t)time(NULL); bot->dead = (uint32_t)time(NULL);
} else printf("didnt get any trade pending %s %s\n\n",bot->name,retstr); else if ( (bot->pendrelsum+bot->relsum) >= 0.99*bot->totalrelvolume-SMALLVAL || (bot->basesum+bot->pendbasesum) >= 0.99*bot->totalbasevolume-SMALLVAL )
free_json(retjson2); bot->pause = (uint32_t)time(NULL);
} else printf("iter.%d/%d %s\n",i,maxiters,retstr); } else printf("iter.%d/%d %.8f didnt get any trade pending %s %s\n\n",i,maxiters,remaining/i,bot->name,retstr);
free(retstr); free_json(retjson2);
} else printf("iter.%d/%d %.8f %s\n",i,maxiters,remaining/i,retstr);
free(retstr);
}
} }
} }
free_json(retjson); free_json(retjson);

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