/****************************************************************************** * Copyright © 2014-2017 The SuperNET Developers. * * * * See the AUTHORS, DEVELOPER-AGREEMENT and LICENSE files at * * the top-level directory of this distribution for the individual copyright * * holder information and the developer policies on copyright and licensing. * * * * Unless otherwise agreed in a custom licensing agreement, no part of the * * SuperNET software, including this file may be copied, modified, propagated * * or distributed except according to the terms contained in the LICENSE file * * * * Removal or modification of this copyright notice is prohibited. * * * ******************************************************************************/ // // LP_prices.c // marketmaker // struct LP_orderbookentry { bits256 txid,txid2,pubkey; double price; uint64_t basesatoshis; int32_t vout,vout2; }; #define LP_MAXPRICEINFOS 256 struct LP_priceinfo { char symbol[16]; uint64_t coinbits; int32_t ind,pad; double diagval; double relvals[LP_MAXPRICEINFOS]; double myprices[LP_MAXPRICEINFOS]; } LP_priceinfos[LP_MAXPRICEINFOS]; int32_t LP_numpriceinfos; struct LP_cacheinfo { UT_hash_handle hh; struct LP_quoteinfo Q; uint8_t key[sizeof(bits256)+sizeof(uint64_t)*2+sizeof(int32_t)]; double price; uint32_t timestamp; } *LP_cacheinfos; struct LP_pubkeyinfo { UT_hash_handle hh; bits256 pubkey; double matrix[LP_MAXPRICEINFOS][LP_MAXPRICEINFOS]; uint32_t timestamp,istrusted,numerrors; } *LP_pubkeyinfos; struct LP_priceinfo *LP_priceinfofind(char *symbol) { int32_t i; struct LP_priceinfo *pp; uint64_t coinbits; if ( symbol == 0 || symbol[0] == 0 ) return(0); if ( LP_numpriceinfos > 0 ) { coinbits = stringbits(symbol); pp = LP_priceinfos; for (i=0; icoinbits == coinbits ) return(pp); } return(0); } struct LP_priceinfo *LP_priceinfoptr(int32_t *indp,char *base,char *rel) { struct LP_priceinfo *basepp,*relpp; if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) { *indp = relpp->ind; return(basepp); } else { *indp = -1; return(0); } } int32_t LP_cachekey(uint8_t *key,char *base,char *rel,bits256 txid,int32_t vout) { uint64_t basebits,relbits; int32_t offset = 0; basebits = stringbits(base); relbits = stringbits(rel); memcpy(&key[offset],&basebits,sizeof(basebits)), offset += sizeof(basebits); memcpy(&key[offset],&relbits,sizeof(relbits)), offset += sizeof(relbits); memcpy(&key[offset],&txid,sizeof(txid)), offset += sizeof(txid); memcpy(&key[offset],&vout,sizeof(vout)), offset += sizeof(vout); return(offset); } struct LP_cacheinfo *LP_cachefind(char *base,char *rel,bits256 txid,int32_t vout) { struct LP_cacheinfo *ptr=0; uint8_t key[sizeof(bits256)+sizeof(uint64_t)*2+sizeof(vout)]; if ( base == 0 || rel == 0 ) return(0); if ( LP_cachekey(key,base,rel,txid,vout) == sizeof(key) ) { portable_mutex_lock(&LP_cachemutex); HASH_FIND(hh,LP_cacheinfos,key,sizeof(key),ptr); portable_mutex_unlock(&LP_cachemutex); } else printf("LP_cachefind keysize mismatch?\n"); if ( 0 && ptr != 0 && ptr->timestamp != 0 && ptr->timestamp < time(NULL)-LP_CACHEDURATION ) { printf("expire price %.8f\n",ptr->price); ptr->price = 0.; ptr->timestamp = 0; memset(&ptr->Q,0,sizeof(ptr->Q)); } return(ptr); } struct LP_pubkeyinfo *LP_pubkeyfind(bits256 pubkey) { struct LP_pubkeyinfo *pubp=0; portable_mutex_lock(&LP_pubkeymutex); HASH_FIND(hh,LP_pubkeyinfos,&pubkey,sizeof(pubkey),pubp); portable_mutex_unlock(&LP_pubkeymutex); return(pubp); } struct LP_pubkeyinfo *LP_pubkeyadd(bits256 pubkey) { struct LP_pubkeyinfo *pubp=0; if ( (pubp= LP_pubkeyfind(pubkey)) == 0 ) { portable_mutex_lock(&LP_pubkeymutex); pubp = calloc(1,sizeof(*pubp)); pubp->pubkey = pubkey; HASH_ADD_KEYPTR(hh,LP_pubkeyinfos,&pubp->pubkey,sizeof(pubp->pubkey),pubp); portable_mutex_unlock(&LP_pubkeymutex); if ( (pubp= LP_pubkeyfind(pubkey)) == 0 ) printf("pubkeyadd find error after add\n"); } return(pubp); } int32_t LP_pubkey_istrusted(bits256 pubkey) { struct LP_pubkeyinfo *pubp; if ( (pubp= LP_pubkeyfind(pubkey)) != 0 ) return(pubp->istrusted != 0); return(0); } char *LP_pubkey_trustset(bits256 pubkey,uint32_t trustval) { struct LP_pubkeyinfo *pubp; if ( (pubp= LP_pubkeyfind(pubkey)) != 0 ) { pubp->istrusted = trustval; return(clonestr("{\"result\":\"success\"}")); } return(clonestr("{\"error\":\"pubkey not found\"}")); } cJSON *LP_pubkeyjson(struct LP_pubkeyinfo *pubp) { int32_t baseid,relid; char *base; double price; cJSON *item,*array,*obj; obj = cJSON_CreateObject(); array = cJSON_CreateArray(); for (baseid=0; baseidmatrix[baseid][relid]) > SMALLVAL ) { item = cJSON_CreateArray(); jaddistr(item,base); jaddistr(item,LP_priceinfos[relid].symbol); jaddinum(item,price); jaddi(array,item); } } } jaddbits256(obj,"pubkey",pubp->pubkey); jaddnum(obj,"timestamp",pubp->timestamp); jadd(obj,"asks",array); if ( pubp->istrusted != 0 ) jaddnum(obj,"istrusted",pubp->istrusted); return(obj); } char *LP_prices() { struct LP_pubkeyinfo *pubp,*tmp; cJSON *array = cJSON_CreateArray(); HASH_ITER(hh,LP_pubkeyinfos,pubp,tmp) { jaddi(array,LP_pubkeyjson(pubp)); } return(jprint(array,1)); } void LP_prices_parse(cJSON *obj) { struct LP_pubkeyinfo *pubp; struct LP_priceinfo *basepp; uint32_t timestamp; bits256 pubkey; cJSON *asks,*item; int32_t i,n,relid; char *base,*rel; double askprice; pubkey = jbits256(obj,"pubkey"); if ( bits256_nonz(pubkey) != 0 && (pubp= LP_pubkeyadd(pubkey)) != 0 ) { if ( (timestamp= juint(obj,"timestamp")) > pubp->timestamp && (asks= jarray(&n,obj,"asks")) != 0 ) { pubp->timestamp = timestamp; for (i=0; iind,relid,askprice); pubp->matrix[basepp->ind][relid] = askprice; } } } } } void LP_peer_pricesquery(char *destipaddr,uint16_t destport) { char *retstr; cJSON *array; int32_t i,n; if ( (retstr= issue_LP_getprices(destipaddr,destport)) != 0 ) { if ( (array= cJSON_Parse(retstr)) != 0 ) { if ( is_cJSON_Array(array) && (n= cJSON_GetArraySize(array)) > 0 ) { for (i=0; iQ; if ( ptr->price == 0. && ptr->Q.satoshis != 0 ) { printf("LP_pricecache: null ptr->price? "); ptr->price = (double)ptr->Q.destsatoshis / ptr->Q.satoshis; } //printf("found %s/%s %.8f\n",base,rel,ptr->price); return(ptr->price); } //char str[65]; printf("cachemiss %s/%s %s/v%d\n",base,rel,bits256_str(str,txid),vout); return(0.); } void LP_priceinfoupdate(char *base,char *rel,double price) { struct LP_priceinfo *basepp,*relpp; if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) { //dxblend(&basepp->relvals[relpp->ind],price,0.9); //dxblend(&relpp->relvals[basepp->ind],1. / price,0.9); basepp->relvals[relpp->ind] = price; relpp->relvals[basepp->ind] = 1. / price; } } double LP_myprice(double *bidp,double *askp,char *base,char *rel) { struct LP_priceinfo *basepp,*relpp; double val; *bidp = *askp = 0.; if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) { if ( (*askp= basepp->myprices[relpp->ind]) > SMALLVAL ) { if ( (val= relpp->myprices[basepp->ind]) > SMALLVAL ) { *bidp = 1. / val; return((*askp + *bidp) * 0.5); } else { *bidp = 0.; return(*askp); } } else { if ( (val= relpp->myprices[basepp->ind]) > SMALLVAL ) { *bidp = 1. / val; *askp = 0.; return(*bidp); } } } return(0.); } char *LP_myprices() { int32_t baseid,relid; double bid,ask; char *base,*rel; cJSON *item,*array; array = cJSON_CreateArray(); for (baseid=0; baseid SMALLVAL ) { item = cJSON_CreateObject(); jaddstr(item,"base",base); jaddstr(item,"rel",rel); jaddnum(item,"bid",bid); jaddnum(item,"ask",ask); jaddi(array,item); } } } return(jprint(array,1)); } int32_t LP_mypriceset(char *base,char *rel,double price) { struct LP_priceinfo *basepp,*relpp; struct LP_pubkeyinfo *pubp; if ( base != 0 && rel != 0 && price > SMALLVAL && (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) { basepp->myprices[relpp->ind] = price; // ask //relpp->myprices[basepp->ind] = (1. / price); // bid if ( (pubp= LP_pubkeyadd(LP_mypubkey)) != 0 ) { pubp->matrix[basepp->ind][relpp->ind] = price; //pubp->matrix[relpp->ind][basepp->ind] = (1. / price); pubp->timestamp = (uint32_t)time(NULL); } return(0); } else return(-1); } double LP_price(char *base,char *rel) { struct LP_priceinfo *basepp; int32_t relind; double price = 0.; if ( (basepp= LP_priceinfoptr(&relind,base,rel)) != 0 ) { if ( (price= basepp->myprices[relind]) == 0. ) price = basepp->relvals[relind]; } return(price); } cJSON *LP_priceinfomatrix(int32_t usemyprices) { int32_t i,j,n,m; double total,sum,val; struct LP_priceinfo *pp; uint32_t now; struct LP_cacheinfo *ptr,*tmp; cJSON *vectorjson = cJSON_CreateObject(); now = (uint32_t)time(NULL); HASH_ITER(hh,LP_cacheinfos,ptr,tmp) { if ( ptr->timestamp < now-3600*2 || ptr->price == 0. ) continue; LP_priceinfoupdate(ptr->Q.srccoin,ptr->Q.destcoin,ptr->price); } pp = LP_priceinfos; total = m = 0; for (i=0; idiagval = sum = n = 0; for (j=0; jmyprices[j]) == 0. ) val = pp->relvals[j]; if ( val > SMALLVAL ) { sum += val; n++; } } if ( n > 0 ) { pp->diagval = sum / n; total += pp->diagval, m++; } } if ( m > 0 ) { pp = LP_priceinfos; for (i=0; idiagval > SMALLVAL ) { pp->diagval /= total; jaddnum(vectorjson,pp->symbol,pp->diagval); } } } return(vectorjson); } struct LP_priceinfo *LP_priceinfoadd(char *symbol) { struct LP_priceinfo *pp; cJSON *retjson; if ( symbol == 0 ) return(0); if ( LP_numpriceinfos >= sizeof(LP_priceinfos)/sizeof(*LP_priceinfos) ) { printf("cant add any more priceinfos\n"); return(0); } pp = &LP_priceinfos[LP_numpriceinfos]; memset(pp,0,sizeof(*pp)); safecopy(pp->symbol,symbol,sizeof(pp->symbol)); pp->coinbits = stringbits(symbol); pp->ind = LP_numpriceinfos++; LP_numpriceinfos++; if ( (retjson= LP_priceinfomatrix(0)) != 0 ) free_json(retjson); return(pp); } struct LP_cacheinfo *LP_cacheadd(char *base,char *rel,bits256 txid,int32_t vout,double price,struct LP_quoteinfo *qp) { char str[65]; struct LP_cacheinfo *ptr=0; if ( base == 0 || rel == 0 ) return(0); if ( (ptr= LP_cachefind(base,rel,txid,vout)) == 0 ) { ptr = calloc(1,sizeof(*ptr)); if ( LP_cachekey(ptr->key,base,rel,txid,vout) == sizeof(ptr->key) ) { portable_mutex_lock(&LP_cachemutex); HASH_ADD(hh,LP_cacheinfos,key,sizeof(ptr->key),ptr); portable_mutex_unlock(&LP_cachemutex); } else printf("LP_cacheadd keysize mismatch?\n"); } ptr->Q = *qp; ptr->timestamp = (uint32_t)time(NULL); if ( price != ptr->price ) { ptr->price = price; LP_priceinfoupdate(base,rel,price); printf("updated %s/v%d %s/%s %llu price %.8f\n",bits256_str(str,txid),vout,base,rel,(long long)qp->satoshis,price); } else ptr->price = price; return(ptr); } static int _cmp_orderbook(const void *a,const void *b) { int32_t retval = 0; #define ptr_a (*(struct LP_orderbookentry **)a)->price #define ptr_b (*(struct LP_orderbookentry **)b)->price if ( ptr_b > ptr_a ) retval = -1; else if ( ptr_b < ptr_a ) retval = 1; else { #undef ptr_a #undef ptr_b #define ptr_a ((struct LP_orderbookentry *)a)->basesatoshis #define ptr_b ((struct LP_orderbookentry *)b)->basesatoshis if ( ptr_b > ptr_a ) return(-1); else if ( ptr_b < ptr_a ) return(1); } // printf("%.8f vs %.8f -> %d\n",ptr_a,ptr_b,retval); return(retval); #undef ptr_a #undef ptr_b } cJSON *LP_orderbookjson(struct LP_orderbookentry *op) { cJSON *item = cJSON_CreateObject(); if ( op->price > SMALLVAL ) { jaddnum(item,"price",op->price); jaddnum(item,"volume",dstr(op->basesatoshis)); jaddbits256(item,"txid",op->txid); jaddnum(item,"vout",op->vout); jaddbits256(item,"pubkey",op->pubkey); } return(item); } struct LP_orderbookentry *LP_orderbookentry(char *base,char *rel,bits256 txid,int32_t vout,bits256 txid2,int32_t vout2,double price,uint64_t basesatoshis,bits256 pubkey) { struct LP_orderbookentry *op; if ( (op= calloc(1,sizeof(*op))) != 0 ) { op->txid = txid; op->vout = vout; op->txid2 = txid2; op->vout2 = vout2; op->price = price; op->basesatoshis = basesatoshis; op->pubkey = pubkey; } return(op); } int32_t LP_orderbookfind(struct LP_orderbookentry **array,int32_t num,bits256 txid,int32_t vout) { int32_t i; for (i=0; ivout == vout && bits256_cmp(array[i]->txid,txid) == 0) || (array[i]->vout2 == vout && bits256_cmp(array[i]->txid2,txid) == 0) ) return(i); return(-1); } int32_t LP_utxo_clientpublish(struct LP_utxoinfo *utxo) { struct LP_peerinfo *peer,*tmp; cJSON *retjson; char *retstr; int32_t n = 0; HASH_ITER(hh,LP_peerinfos,peer,tmp) { if ( (retstr= issue_LP_notifyutxo(peer->ipaddr,peer->port,utxo)) != 0 ) { if ( (retjson= cJSON_Parse(retstr)) != 0 ) { if ( jobj(retjson,"error") == 0 ) { //if ( strcmp("HUSH",utxo->coin) == 0 ) // printf("clientpublish %s (%s)\n",peer->ipaddr,retstr); utxo->T.lasttime = (uint32_t)time(NULL); n++; } free_json(retjson); } free(retstr); } //if ( utxo->T.lasttime != 0 ) // return(0); } return(n); } int32_t LP_orderbook_utxoentries(uint32_t now,int32_t polarity,char *base,char *rel,struct LP_orderbookentry *(**arrayp),int32_t num,int32_t cachednum) { struct LP_utxoinfo *utxo,*tmp; struct LP_pubkeyinfo *pubp=0; struct LP_priceinfo *basepp; struct LP_orderbookentry *op; double price; int32_t baseid,relid; uint64_t basesatoshis; if ( (basepp= LP_priceinfoptr(&relid,base,rel)) != 0 ) baseid = basepp->ind; else return(num); HASH_ITER(hh,LP_utxoinfos[1],utxo,tmp) { if ( pubp == 0 || bits256_cmp(pubp->pubkey,utxo->pubkey) != 0 ) pubp = LP_pubkeyfind(utxo->pubkey); if ( pubp != 0 && pubp->numerrors >= LP_MAXPUBKEY_ERRORS ) continue; //char str[65],str2[65]; printf("check utxo.%s/v%d from %s\n",bits256_str(str,utxo->payment.txid),utxo->payment.vout,bits256_str(str2,utxo->pubkey)); if ( strcmp(base,utxo->coin) == 0 && LP_isavailable(utxo) > 0 && pubp != 0 && (price= pubp->matrix[baseid][relid]) > SMALLVAL ) { if ( LP_orderbookfind(*arrayp,cachednum,utxo->payment.txid,utxo->payment.vout) < 0 ) { if ( polarity > 0 ) basesatoshis = utxo->S.satoshis; else basesatoshis = utxo->S.satoshis * price; //char str[65]; printf("found utxo not in orderbook %s/v%d %.8f %.8f\n",bits256_str(str,utxo->payment.txid),utxo->payment.vout,dstr(basesatoshis),polarity > 0 ? price : 1./price); if ( (op= LP_orderbookentry(base,rel,utxo->payment.txid,utxo->payment.vout,utxo->deposit.txid,utxo->deposit.vout,polarity > 0 ? price : 1./price,basesatoshis,utxo->pubkey)) != 0 ) { *arrayp = realloc(*arrayp,sizeof(*(*arrayp)) * (num+1)); (*arrayp)[num++] = op; if ( bits256_cmp(utxo->pubkey,LP_mypubkey) == 0 && utxo->T.lasttime == 0 ) LP_utxo_clientpublish(utxo); } } } } return(num); } char *LP_orderbook(char *base,char *rel) { uint32_t now,i; struct LP_priceinfo *basepp=0,*relpp=0; struct LP_orderbookentry **bids = 0,**asks = 0; cJSON *retjson,*array; int32_t numbids=0,numasks=0,cachenumbids,cachenumasks,baseid,relid; if ( (basepp= LP_priceinfofind(base)) == 0 || (relpp= LP_priceinfofind(rel)) == 0 ) return(clonestr("{\"error\":\"base or rel not added\"}")); baseid = basepp->ind; relid = relpp->ind; now = (uint32_t)time(NULL); /*struct LP_cacheinfo *ptr,*tmp; HASH_ITER(hh,LP_cacheinfos,ptr,tmp) { if ( ptr->timestamp < now-3600*2 || ptr->price == 0. ) continue; if ( strcmp(ptr->Q.srccoin,base) == 0 && strcmp(ptr->Q.destcoin,rel) == 0 ) { asks = realloc(asks,sizeof(*asks) * (numasks+1)); if ( (op= LP_orderbookentry(base,rel,ptr->Q.txid,ptr->Q.vout,ptr->Q.txid2,ptr->Q.vout2,ptr->price,ptr->Q.satoshis,ptr->Q.srchash)) != 0 ) asks[numasks++] = op; } else if ( strcmp(ptr->Q.srccoin,rel) == 0 && strcmp(ptr->Q.destcoin,base) == 0 ) { bids = realloc(bids,sizeof(*bids) * (numbids+1)); if ( (op= LP_orderbookentry(base,rel,ptr->Q.txid,ptr->Q.vout,ptr->Q.txid2,ptr->Q.vout2,1./ptr->price,ptr->Q.satoshis,ptr->Q.srchash)) != 0 ) bids[numbids++] = op; } }*/ cachenumbids = numbids, cachenumasks = numasks; //printf("start cache.(%d %d) numbids.%d numasks.%d\n",cachenumbids,cachenumasks,numbids,numasks); numasks = LP_orderbook_utxoentries(now,1,base,rel,&asks,numasks,cachenumasks); numbids = LP_orderbook_utxoentries(now,-1,rel,base,&bids,numbids,cachenumbids); retjson = cJSON_CreateObject(); array = cJSON_CreateArray(); if ( numbids > 1 ) qsort(bids,numbids,sizeof(*bids),_cmp_orderbook); if ( numasks > 1 ) { for (i=0; iprice); printf(" -> "); qsort(asks,numasks,sizeof(*asks),_cmp_orderbook); for (i=0; iprice); printf("sorted asks.%d\n",numasks); } for (i=0; i SMALLVAL && origprice < price ) price = origprice; } if ( price > SMALLVAL ) { retjson = cJSON_CreateObject(); jaddstr(retjson,"result","success"); jaddstr(retjson,"method","postprice"); jaddbits256(retjson,"pubkey",LP_mypubkey); jaddstr(retjson,"base",base); jaddstr(retjson,"rel",rel); jaddnum(retjson,"price",price); jadd(retjson,"theoretical",LP_priceinfomatrix(0)); jadd(retjson,"quotes",LP_priceinfomatrix(1)); return(jprint(retjson,1)); } else return(clonestr("{\"error\":\"cant find baserel pair\"}")); } void LP_priceupdate(char *base,char *rel,double price,double avebid,double aveask,double highbid,double lowask,double PAXPRICES[32]) { LP_priceinfoupdate(base,rel,price); } void LP_pricefeedupdate(bits256 pubkey,char *base,char *rel,double price) { struct LP_priceinfo *basepp,*relpp; struct LP_pubkeyinfo *pubp; char str[65]; if ( price > SMALLVAL && (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) { printf("PRICEFEED UPDATE.(%s/%s) %.8f %s\n",base,rel,price,bits256_str(str,pubkey)); if ( (pubp= LP_pubkeyadd(pubkey)) != 0 ) { pubp->matrix[basepp->ind][relpp->ind] = price; pubp->timestamp = (uint32_t)time(NULL); } else printf("error creating pubkey entry\n"); } else printf("error finding %s/%s %.8f\n",base,rel,price); }