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685 lines
23 KiB
685 lines
23 KiB
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/******************************************************************************
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* Copyright © 2014-2017 The SuperNET Developers. *
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* *
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* See the AUTHORS, DEVELOPER-AGREEMENT and LICENSE files at *
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* the top-level directory of this distribution for the individual copyright *
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* holder information and the developer policies on copyright and licensing. *
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* *
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* Unless otherwise agreed in a custom licensing agreement, no part of the *
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* SuperNET software, including this file may be copied, modified, propagated *
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* or distributed except according to the terms contained in the LICENSE file *
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* *
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* Removal or modification of this copyright notice is prohibited. *
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* *
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******************************************************************************/
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//
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// LP_prices.c
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// marketmaker
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//
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struct LP_orderbookentry { bits256 txid,txid2,pubkey; double price; uint64_t basesatoshis; int32_t vout,vout2; };
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#define LP_MAXPRICEINFOS 64
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struct LP_priceinfo
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{
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char symbol[16];
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uint64_t coinbits;
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int32_t ind,pad;
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double diagval;
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double relvals[LP_MAXPRICEINFOS];
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double myprices[LP_MAXPRICEINFOS];
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} LP_priceinfos[LP_MAXPRICEINFOS];
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int32_t LP_numpriceinfos;
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struct LP_cacheinfo
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{
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UT_hash_handle hh;
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struct LP_quoteinfo Q;
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uint8_t key[sizeof(bits256)+sizeof(uint64_t)*2+sizeof(int32_t)];
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double price;
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uint32_t timestamp;
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} *LP_cacheinfos;
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struct LP_pubkeyinfo
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{
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UT_hash_handle hh;
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bits256 pubkey;
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double matrix[LP_MAXPRICEINFOS][LP_MAXPRICEINFOS];
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uint32_t timestamp;
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} *LP_pubkeyinfos;
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struct LP_priceinfo *LP_priceinfofind(char *symbol)
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{
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int32_t i; struct LP_priceinfo *pp; uint64_t coinbits;
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if ( LP_numpriceinfos > 0 )
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{
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coinbits = stringbits(symbol);
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pp = LP_priceinfos;
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for (i=0; i<LP_numpriceinfos; i++,pp++)
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if ( pp->coinbits == coinbits )
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return(pp);
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}
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return(0);
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}
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struct LP_priceinfo *LP_priceinfoptr(int32_t *indp,char *base,char *rel)
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{
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struct LP_priceinfo *basepp,*relpp;
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if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
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{
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*indp = relpp->ind;
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return(basepp);
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}
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else
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{
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*indp = -1;
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return(0);
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}
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}
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int32_t LP_cachekey(uint8_t *key,char *base,char *rel,bits256 txid,int32_t vout)
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{
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uint64_t basebits,relbits; int32_t offset = 0;
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basebits = stringbits(base);
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relbits = stringbits(rel);
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memcpy(&key[offset],&basebits,sizeof(basebits)), offset += sizeof(basebits);
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memcpy(&key[offset],&relbits,sizeof(relbits)), offset += sizeof(relbits);
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memcpy(&key[offset],&txid,sizeof(txid)), offset += sizeof(txid);
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memcpy(&key[offset],&vout,sizeof(vout)), offset += sizeof(vout);
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return(offset);
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}
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struct LP_cacheinfo *LP_cachefind(char *base,char *rel,bits256 txid,int32_t vout)
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{
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struct LP_cacheinfo *ptr=0; uint8_t key[sizeof(bits256)+sizeof(uint64_t)*2+sizeof(vout)];
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if ( LP_cachekey(key,base,rel,txid,vout) == sizeof(key) )
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{
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portable_mutex_lock(&LP_cachemutex);
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HASH_FIND(hh,LP_cacheinfos,key,sizeof(key),ptr);
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portable_mutex_unlock(&LP_cachemutex);
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} else printf("LP_cachefind keysize mismatch?\n");
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if ( 0 && ptr != 0 && ptr->timestamp != 0 && ptr->timestamp < time(NULL)-LP_CACHEDURATION )
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{
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printf("expire price %.8f\n",ptr->price);
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ptr->price = 0.;
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ptr->timestamp = 0;
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memset(&ptr->Q,0,sizeof(ptr->Q));
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}
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return(ptr);
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}
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struct LP_pubkeyinfo *LP_pubkeyfind(bits256 pubkey)
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{
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struct LP_pubkeyinfo *pubp=0;
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portable_mutex_lock(&LP_pubkeymutex);
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HASH_FIND(hh,LP_pubkeyinfos,&pubkey,sizeof(pubkey),pubp);
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portable_mutex_unlock(&LP_pubkeymutex);
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return(pubp);
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}
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struct LP_pubkeyinfo *LP_pubkeyadd(bits256 pubkey)
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{
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struct LP_pubkeyinfo *pubp=0;
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if ( (pubp= LP_pubkeyfind(pubkey)) == 0 )
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{
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portable_mutex_lock(&LP_pubkeymutex);
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pubp = calloc(1,sizeof(*pubp));
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pubp->pubkey = pubkey;
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HASH_ADD_KEYPTR(hh,LP_pubkeyinfos,&pubp->pubkey,sizeof(pubp->pubkey),pubp);
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portable_mutex_unlock(&LP_pubkeymutex);
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if ( (pubp= LP_pubkeyfind(pubkey)) == 0 )
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printf("pubkeyadd find error after add\n");
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}
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return(pubp);
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}
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cJSON *LP_pubkeyjson(struct LP_pubkeyinfo *pubp)
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{
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int32_t baseid,relid; char *base; double price; cJSON *item,*array,*obj;
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obj = cJSON_CreateObject();
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array = cJSON_CreateArray();
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for (baseid=0; baseid<LP_numpriceinfos; baseid++)
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{
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base = LP_priceinfos[baseid].symbol;
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for (relid=0; relid<LP_numpriceinfos; relid++)
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{
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if ( (price= pubp->matrix[baseid][relid]) > SMALLVAL )
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{
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item = cJSON_CreateArray();
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jaddistr(item,base);
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jaddistr(item,LP_priceinfos[relid].symbol);
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jaddinum(item,price);
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jaddi(array,item);
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}
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}
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}
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jaddbits256(obj,"pubkey",pubp->pubkey);
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jaddnum(obj,"timestamp",pubp->timestamp);
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jadd(obj,"asks",array);
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return(obj);
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}
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char *LP_prices()
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{
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struct LP_pubkeyinfo *pubp,*tmp; cJSON *array = cJSON_CreateArray();
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HASH_ITER(hh,LP_pubkeyinfos,pubp,tmp)
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{
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jaddi(array,LP_pubkeyjson(pubp));
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}
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return(jprint(array,1));
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}
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void LP_prices_parse(cJSON *obj)
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{
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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;
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pubkey = jbits256(obj,"pubkey");
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if ( bits256_nonz(pubkey) != 0 && (pubp= LP_pubkeyadd(pubkey)) != 0 )
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{
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if ( (timestamp= juint(obj,"timestamp")) > pubp->timestamp && (asks= jarray(&n,obj,"asks")) != 0 )
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{
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pubp->timestamp = timestamp;
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for (i=0; i<n; i++)
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{
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item = jitem(asks,i);
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base = jstri(item,0);
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rel = jstri(item,1);
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askprice = jdoublei(item,2);
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if ( (basepp= LP_priceinfoptr(&relid,base,rel)) != 0 )
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{
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char str[65]; printf("%s %s/%s (%d/%d) %.8f\n",bits256_str(str,pubkey),base,rel,basepp->ind,relid,askprice);
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pubp->matrix[basepp->ind][relid] = askprice;
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}
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}
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}
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}
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}
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void LP_peer_pricesquery(char *destipaddr,uint16_t destport)
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{
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char *retstr; cJSON *array; int32_t i,n;
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if ( (retstr= issue_LP_getprices(destipaddr,destport)) != 0 )
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{
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if ( (array= cJSON_Parse(retstr)) != 0 )
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{
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if ( is_cJSON_Array(array) && (n= cJSON_GetArraySize(array)) > 0 )
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{
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for (i=0; i<n; i++)
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LP_prices_parse(jitem(array,i));
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}
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free_json(array);
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}
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free(retstr);
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}
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}
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double LP_pricecache(struct LP_quoteinfo *qp,char *base,char *rel,bits256 txid,int32_t vout)
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{
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struct LP_cacheinfo *ptr;
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if ( (ptr= LP_cachefind(base,rel,txid,vout)) != 0 )
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{
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if ( qp != 0 )
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(*qp) = ptr->Q;
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if ( ptr->price == 0. && ptr->Q.satoshis != 0 )
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{
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printf("LP_pricecache: null ptr->price? ");
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ptr->price = (double)ptr->Q.destsatoshis / ptr->Q.satoshis;
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}
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//printf("found %s/%s %.8f\n",base,rel,ptr->price);
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return(ptr->price);
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}
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//char str[65]; printf("cachemiss %s/%s %s/v%d\n",base,rel,bits256_str(str,txid),vout);
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return(0.);
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}
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void LP_priceinfoupdate(char *base,char *rel,double price)
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{
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struct LP_priceinfo *basepp,*relpp;
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if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
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{
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//dxblend(&basepp->relvals[relpp->ind],price,0.9);
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//dxblend(&relpp->relvals[basepp->ind],1. / price,0.9);
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basepp->relvals[relpp->ind] = price;
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relpp->relvals[basepp->ind] = 1. / price;
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}
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}
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/*double LP_myprice(double *bidp,double *askp,char *base,char *rel)
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{
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struct LP_priceinfo *basepp,*relpp; double val;
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*bidp = *askp = 0.;
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if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
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{
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if ( (*askp= basepp->myprices[relpp->ind]) > SMALLVAL )
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{
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if ( (val= relpp->myprices[basepp->ind]) > SMALLVAL )
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{
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*bidp = 1. / val;
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} else *bidp = *askp * 0.99;
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return((*askp + *bidp) * 0.5);
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}
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else
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{
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if ( (val= relpp->myprices[basepp->ind]) > SMALLVAL )
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{
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*bidp = 1. / val;
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*askp = *bidp / 0.99;
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}
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}
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}
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return(0.);
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}*/
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double LP_myprice(double *bidp,double *askp,char *base,char *rel)
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{
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struct LP_priceinfo *basepp,*relpp; double val;
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*bidp = *askp = 0.;
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if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
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{
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if ( (*askp= basepp->myprices[relpp->ind]) > SMALLVAL )
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{
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if ( (val= relpp->myprices[basepp->ind]) > SMALLVAL )
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{
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*bidp = 1. / val;
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return((*askp + *bidp) * 0.5);
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}
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else
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{
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*bidp = 0.;
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return(*askp);
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}
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}
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else
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{
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if ( (val= relpp->myprices[basepp->ind]) > SMALLVAL )
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{
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*bidp = 1. / val;
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*askp = 0.;
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return(*bidp);
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}
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}
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}
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return(0.);
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}
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char *LP_myprices()
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{
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int32_t baseid,relid; double bid,ask; char *base,*rel; cJSON *item,*array;
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array = cJSON_CreateArray();
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for (baseid=0; baseid<LP_numpriceinfos; baseid++)
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{
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base = LP_priceinfos[baseid].symbol;
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for (relid=0; relid<LP_numpriceinfos; relid++)
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{
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rel = LP_priceinfos[relid].symbol;
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if ( LP_myprice(&bid,&ask,base,rel) > SMALLVAL )
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{
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item = cJSON_CreateObject();
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jaddstr(item,"base",base);
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jaddstr(item,"rel",rel);
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jaddnum(item,"bid",bid);
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jaddnum(item,"ask",ask);
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jaddi(array,item);
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}
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}
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}
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return(jprint(array,1));
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}
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int32_t LP_mypriceset(char *base,char *rel,double price)
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{
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struct LP_priceinfo *basepp,*relpp; struct LP_pubkeyinfo *pubp;
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if ( base != 0 && rel != 0 && price > SMALLVAL && (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
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{
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basepp->myprices[relpp->ind] = price; // ask
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//relpp->myprices[basepp->ind] = (1. / price); // bid
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if ( (pubp= LP_pubkeyadd(LP_mypubkey)) != 0 )
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{
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pubp->matrix[basepp->ind][relpp->ind] = price;
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//pubp->matrix[relpp->ind][basepp->ind] = (1. / price);
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pubp->timestamp = (uint32_t)time(NULL);
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}
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return(0);
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} else return(-1);
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}
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double LP_price(char *base,char *rel)
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{
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struct LP_priceinfo *basepp; int32_t relind; double price = 0.;
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if ( (basepp= LP_priceinfoptr(&relind,base,rel)) != 0 )
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{
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if ( (price= basepp->myprices[relind]) == 0. )
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price = basepp->relvals[relind];
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}
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return(price);
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}
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cJSON *LP_priceinfomatrix(int32_t usemyprices)
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{
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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();
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now = (uint32_t)time(NULL);
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HASH_ITER(hh,LP_cacheinfos,ptr,tmp)
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{
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if ( ptr->timestamp < now-3600*2 || ptr->price == 0. )
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continue;
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LP_priceinfoupdate(ptr->Q.srccoin,ptr->Q.destcoin,ptr->price);
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}
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pp = LP_priceinfos;
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total = m = 0;
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for (i=0; i<LP_numpriceinfos; i++,pp++)
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{
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pp->diagval = sum = n = 0;
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for (j=0; j<LP_numpriceinfos; j++)
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{
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if ( usemyprices == 0 || (val= pp->myprices[j]) == 0. )
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val = pp->relvals[j];
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if ( val > SMALLVAL )
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{
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sum += val;
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n++;
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}
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}
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if ( n > 0 )
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{
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pp->diagval = sum / n;
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total += pp->diagval, m++;
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}
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}
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if ( m > 0 )
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{
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pp = LP_priceinfos;
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for (i=0; i<LP_numpriceinfos; i++,pp++)
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{
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if ( pp->diagval > SMALLVAL )
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{
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pp->diagval /= total;
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jaddnum(vectorjson,pp->symbol,pp->diagval);
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}
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}
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}
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return(vectorjson);
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}
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struct LP_priceinfo *LP_priceinfoadd(char *symbol)
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{
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struct LP_priceinfo *pp; cJSON *retjson;
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if ( symbol == 0 )
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return(0);
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if ( LP_numpriceinfos >= sizeof(LP_priceinfos)/sizeof(*LP_priceinfos) )
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{
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printf("cant add any more priceinfos\n");
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return(0);
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}
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pp = &LP_priceinfos[LP_numpriceinfos];
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memset(pp,0,sizeof(*pp));
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safecopy(pp->symbol,symbol,sizeof(pp->symbol));
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pp->coinbits = stringbits(symbol);
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pp->ind = LP_numpriceinfos++;
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LP_numpriceinfos++;
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if ( (retjson= LP_priceinfomatrix(0)) != 0 )
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free_json(retjson);
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return(pp);
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}
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struct LP_cacheinfo *LP_cacheadd(char *base,char *rel,bits256 txid,int32_t vout,double price,struct LP_quoteinfo *qp)
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{
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char str[65]; struct LP_cacheinfo *ptr=0;
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if ( base == 0 || rel == 0 )
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return(0);
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if ( (ptr= LP_cachefind(base,rel,txid,vout)) == 0 )
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{
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ptr = calloc(1,sizeof(*ptr));
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if ( LP_cachekey(ptr->key,base,rel,txid,vout) == sizeof(ptr->key) )
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{
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portable_mutex_lock(&LP_cachemutex);
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HASH_ADD(hh,LP_cacheinfos,key,sizeof(ptr->key),ptr);
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portable_mutex_unlock(&LP_cachemutex);
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} else printf("LP_cacheadd keysize mismatch?\n");
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}
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ptr->Q = *qp;
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ptr->timestamp = (uint32_t)time(NULL);
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if ( price != ptr->price )
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{
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ptr->price = price;
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LP_priceinfoupdate(base,rel,price);
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printf("updated %s/v%d %s/%s %llu price %.8f\n",bits256_str(str,txid),vout,base,rel,(long long)qp->satoshis,price);
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} else ptr->price = price;
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return(ptr);
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}
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static int _cmp_orderbook(const void *a,const void *b)
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{
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int32_t retval = 0;
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#define ptr_a (*(struct LP_orderbookentry **)a)->price
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#define ptr_b (*(struct LP_orderbookentry **)b)->price
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if ( ptr_b > ptr_a )
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retval = -1;
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else if ( ptr_b < ptr_a )
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retval = 1;
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else
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{
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#undef ptr_a
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#undef ptr_b
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#define ptr_a ((struct LP_orderbookentry *)a)->basesatoshis
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#define ptr_b ((struct LP_orderbookentry *)b)->basesatoshis
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if ( ptr_b > ptr_a )
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return(-1);
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else if ( ptr_b < ptr_a )
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return(1);
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}
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// 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; i<num; i++)
|
|
if ( (array[i]->vout == 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;
|
|
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 )
|
|
utxo->T.lasttime = (uint32_t)time(NULL);
|
|
free_json(retjson);
|
|
}
|
|
free(retstr);
|
|
}
|
|
if ( utxo->T.lasttime != 0 )
|
|
return(0);
|
|
}
|
|
return(-1);
|
|
}
|
|
|
|
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);
|
|
//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; i<numasks; i++)
|
|
printf("%.8f ",asks[i]->price);
|
|
printf(" -> ");
|
|
qsort(asks,numasks,sizeof(*asks),_cmp_orderbook);
|
|
for (i=0; i<numasks; i++)
|
|
printf("%.8f ",asks[i]->price);
|
|
printf("sorted asks.%d\n",numasks);
|
|
}
|
|
for (i=0; i<numbids; i++)
|
|
{
|
|
jaddi(array,LP_orderbookjson(bids[i]));
|
|
free(bids[i]);
|
|
bids[i] = 0;
|
|
}
|
|
jadd(retjson,"bids",array);
|
|
jaddnum(retjson,"numbids",numbids);
|
|
array = cJSON_CreateArray();
|
|
for (i=0; i<numasks; i++)
|
|
{
|
|
jaddi(array,LP_orderbookjson(asks[i]));
|
|
free(asks[i]);
|
|
asks[i] = 0;
|
|
}
|
|
jadd(retjson,"asks",array);
|
|
jaddnum(retjson,"numasks",numasks);
|
|
jaddstr(retjson,"base",base);
|
|
jaddstr(retjson,"rel",rel);
|
|
jaddnum(retjson,"timestamp",now);
|
|
if ( bids != 0 )
|
|
free(bids);
|
|
if ( asks != 0 )
|
|
free(asks);
|
|
return(jprint(retjson,1));
|
|
}
|
|
|
|
char *LP_pricestr(char *base,char *rel,double origprice)
|
|
{
|
|
cJSON *retjson; double price = 0.;
|
|
if ( base != 0 && base[0] != 0 && rel != 0 && rel[0] != 0 )
|
|
{
|
|
price = LP_price(base,rel);
|
|
if ( origprice > 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);
|
|
}
|
|
|
|
|
|
|
|
|
|
|
|
|