/****************************************************************************** * 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_portfolio.c // marketmaker // cJSON *LP_portfolio_entry(struct iguana_info *coin) { cJSON *item = cJSON_CreateObject(); jaddstr(item,"coin",coin->symbol); jaddstr(item,"address",coin->smartaddr); jaddnum(item,"amount",dstr(coin->maxamount)); jaddnum(item,"price",coin->price_kmd); jaddnum(item,"kmd_equiv",dstr(coin->kmd_equiv)); jaddnum(item,"perc",coin->perc); jaddnum(item,"goal",coin->goal); jaddnum(item,"goalperc",coin->goalperc); jaddnum(item,"force",coin->force); jaddnum(item,"balanceA",dstr(coin->balanceA)); jaddnum(item,"valuesumA",dstr(coin->valuesumA)); if ( coin->valuesumA != 0 ) jaddnum(item,"aliceutil",100. * (double)coin->balanceA/coin->valuesumA); jaddnum(item,"balanceB",dstr(coin->balanceB)); jaddnum(item,"valuesumB",dstr(coin->valuesumB)); if ( coin->valuesumB != 0 ) jaddnum(item,"bobutil",100. * (double)coin->balanceB/coin->valuesumB); return(item); } uint64_t LP_balance(uint64_t *valuep,int32_t iambob,char *symbol,char *coinaddr) { cJSON *array,*item; int32_t i,n; uint64_t valuesum,satoshisum; valuesum = satoshisum = 0; if ( (array= LP_inventory(symbol,iambob)) != 0 ) { if ( (n= cJSON_GetArraySize(array)) > 0 && is_cJSON_Array(array) != 0 ) { for (i=0; iinactive != 0 ) continue; if ( iter == 0 ) { coin->balanceA = LP_balance(&coin->valuesumA,0,coin->symbol,coin->smartaddr); coin->balanceB = LP_balance(&coin->valuesumB,1,coin->symbol,coin->smartaddr); if ( strcmp(coin->symbol,"KMD") != 0 ) coin->price_kmd = LP_price(coin->symbol,"KMD"); else coin->price_kmd = 1.; coin->maxamount = coin->valuesumA; if ( coin->valuesumB > coin->maxamount ) coin->maxamount = coin->valuesumB; coin->kmd_equiv = coin->maxamount * coin->price_kmd; kmdsum += coin->kmd_equiv; goalsum += coin->goal; } else { if ( kmdsum > SMALLVAL ) coin->perc = 100. * coin->kmd_equiv / kmdsum; if ( goalsum > SMALLVAL && coin->goal > SMALLVAL ) { coin->goalperc = 100. * coin->goal / goalsum; if ( (coin->force= (coin->goalperc - coin->perc)) < 0. ) coin->force *= -coin->force; else coin->force *= coin->force; } else coin->goalperc = coin->force = 0.; jaddi(array,LP_portfolio_entry(coin)); } } } jaddstr(retjson,"result","success"); jaddnum(retjson,"kmd_equiv",dstr(kmdsum)); jadd(retjson,"portfolio",array); return(jprint(retjson,1)); } char *LP_portfolio_goal(char *symbol,double goal) { struct iguana_info *coin; if ( (coin= LP_coinfind(symbol)) != 0 && coin->inactive == 0 ) { coin->goal = goal; return(LP_portfolio()); } else return(clonestr("{\error\":\"cant set goal for inactive coin\"}")); } int32_t LP_autoprices; int32_t LP_autofill(char *base,char *rel,double maxprice,double totalrelvolume) { struct LP_priceinfo *basepp,*relpp; if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) { basepp->maxprices[relpp->ind] = maxprice; basepp->relvols[relpp->ind] = totalrelvolume; return(0); } return(-1); } int32_t LP_autoprice(char *base,char *rel,double minprice,double margin,char *type) { struct LP_priceinfo *basepp,*relpp; if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 ) { basepp->minprices[relpp->ind] = minprice; basepp->margins[relpp->ind] = margin; LP_autoprices++; return(0); } return(-1); } void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *relpp,struct LP_priceinfo *basepp,double price) { double margin,minprice; int32_t changed; if ( (margin= basepp->margins[relpp->ind]) != 0. ) { if ( dir > 0 ) price = 1. / (price * (1. - margin)); else price = (price * (1. + margin)); //printf("%s/%s %.8f dir.%d margin %.8f\n",relpp->symbol,basepp->symbol,price,dir,margin); if ( (minprice= basepp->minprices[relpp->ind]) == 0. || price >= minprice ) { LP_mypriceset(&changed,relpp->symbol,basepp->symbol,price); //printf("changed.%d\n",changed); if ( changed != 0 ) LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,relpp->symbol,basepp->symbol,price); } } } double LP_pricesparse(void *ctx,int32_t trexflag,char *retstr,struct LP_priceinfo *btcpp) { //{"success":true,"message":"","result":[{"MarketName":"BTC-KMD","High":0.00040840,"Low":0.00034900,"Volume":328042.46061669,"Last":0.00037236,"BaseVolume":123.36439511,"TimeStamp":"2017-07-15T13:50:21.87","Bid":0.00035721,"Ask":0.00037069,"OpenBuyOrders":343,"OpenSellOrders":1690,"PrevDay":0.00040875,"Created":"2017-02-11T23:04:01.853"}, //{"TradePairId":4762,"Label":"WAVES/BTC","AskPrice":0.00099989,"BidPrice":0.00097350,"Low":0.00095000,"High":0.00108838,"Volume":6501.24403100,"LastPrice":0.00098028,"BuyVolume":1058994.86554882,"SellVolume":2067.87377158,"Change":-7.46,"Open":0.00105926,"Close":0.00098028,"BaseVolume":6.52057452,"BuyBaseVolume":2.33098660,"SellBaseVolume":1167.77655709}, int32_t i,j,n,iter; double price,kmdbtc,bid,ask,nxtkmd=0.; struct LP_priceinfo *coinpp,*refpp; char symbol[16],*name,*refcoin; cJSON *retjson,*array,*item; if ( (retjson= cJSON_Parse(retstr)) != 0 ) { //printf("got.(%s)\n",retstr); kmdbtc = 0.; refcoin = "BTC"; refpp = btcpp; if ( (array= jarray(&n,retjson,trexflag != 0 ? "result" : "Data")) != 0 ) { for (iter=0; iter<2; iter++) { for (i=0; i SMALLVAL && strcmp(symbol,"NXT") == 0 ) nxtkmd = 0.5 * (bid + ask) / kmdbtc; if ( (coinpp= LP_priceinfofind(symbol)) != 0 ) { coinpp->high[trexflag] = jdouble(item,"High"); coinpp->low[trexflag] = jdouble(item,"Low"); //coinpp->volume = jdouble(item,"Volume"); //coinpp->btcvolume = jdouble(item,"BaseVolume"); coinpp->last[trexflag] = jdouble(item,trexflag != 0 ? "Last" : "LastPrice"); coinpp->bid[trexflag] = bid; coinpp->ask[trexflag] = ask; //coinpp->prevday = jdouble(item,"PrevDay"); //printf("iter.%d trexflag.%d %s high %.8f, low %.8f, last %.8f hbla.(%.8f %.8f)\n",iter,trexflag,symbol,coinpp->high[trexflag],coinpp->low[trexflag],coinpp->last[trexflag],coinpp->bid[trexflag],coinpp->ask[trexflag]); if ( coinpp->bid[trexflag] > SMALLVAL && coinpp->ask[trexflag] > SMALLVAL ) { price = 0.5 * (coinpp->bid[trexflag] + coinpp->ask[trexflag]); if ( iter == 0 ) { if ( strcmp(symbol,"KMD") == 0 ) kmdbtc = price; } else { if ( strcmp(symbol,"KMD") == 0 ) continue; //printf("(%s/%s) iter.%d trexflag.%d %s %.8f %.8f\n",refpp->symbol,coinpp->symbol,iter,trexflag,symbol,price,price/kmdbtc); price /= kmdbtc; } if ( trexflag == 0 && coinpp->bid[1] > SMALLVAL && coinpp->ask[1] > SMALLVAL ) { //printf("have trex: iter.%d trexflag.%d %s %.8f %.8f\n",iter,trexflag,symbol,coinpp->bid[1],coinpp->ask[1]); continue; } LP_autopriceset(ctx,1,refpp,coinpp,price); LP_autopriceset(ctx,-1,coinpp,refpp,price); } } } } } refcoin = "KMD"; if ( kmdbtc == 0. || (refpp= LP_priceinfofind("KMD")) == 0 ) break; } } free_json(retjson); } return(nxtkmd); } static char *assetids[][3] = { { "12071612744977229797", "UNITY", "10000" }, { "15344649963748848799", "DEX", "1" }, { "6883271355794806507", "PANGEA", "10000" }, { "17911762572811467637", "JUMBLR", "10000" }, { "17083334802666450484", "BET", "10000" }, { "13476425053110940554", "CRYPTO", "1000" }, { "6932037131189568014", "HODL", "1" }, { "3006420581923704757", "SHARK", "10000" }, { "17571711292785902558", "BOTS", "1" }, { "10524562908394749924", "MGW", "1" }, }; void prices_loop(void *ignore) { char *retstr; cJSON *retjson,*bid,*ask; uint64_t bidsatoshis,asksatoshis; int32_t i; double nxtkmd,price; struct LP_priceinfo *btcpp,*kmdpp,*fiatpp,*nxtpp; void *ctx = bitcoin_ctx(); while ( 1 ) { if ( LP_autoprices == 0 ) { sleep(60); continue; } if ( (btcpp= LP_priceinfofind("BTC")) == 0 ) { sleep(60); continue; } if ( (retstr= issue_curlt("https://bittrex.com/api/v1.1/public/getmarketsummaries",LP_HTTP_TIMEOUT*10)) == 0 ) { printf("error getting marketsummaries\n"); sleep(60); continue; } nxtkmd = LP_pricesparse(ctx,1,retstr,btcpp); free(retstr); if ( (retstr= issue_curlt("https://www.cryptopia.co.nz/api/GetMarkets",LP_HTTP_TIMEOUT*10)) == 0 ) { printf("error getting marketsummaries\n"); sleep(60); continue; } LP_pricesparse(ctx,0,retstr,btcpp); free(retstr); if ( (kmdpp= LP_priceinfofind("KMD")) != 0 ) { for (i=0; i<32; i++) { if ( (fiatpp= LP_priceinfofind(CURRENCIES[i])) != 0 ) { if ( (retjson= LP_paxprice(CURRENCIES[i])) != 0 ) { //printf("(%s %.8f %.8f) ",CURRENCIES[i],jdouble(retjson,"price"),jdouble(retjson,"invprice")); price = jdouble(retjson,"price"); LP_autopriceset(ctx,1,kmdpp,fiatpp,price); LP_autopriceset(ctx,-1,fiatpp,kmdpp,price); free_json(retjson); } } } } if ( nxtkmd > SMALLVAL ) { for (i=0; i (%s) nxtkmd %.8f %.8f %.8f\n",assetids[i][1],assetids[i][0],jprint(retjson,0),nxtkmd,0.5*dstr(bidsatoshis + asksatoshis),price); free_json(retjson); } } } } sleep(60); } }