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948 lines
42 KiB
948 lines
42 KiB
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/******************************************************************************
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* Copyright © 2014-2018 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_portfolio.c
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// marketmaker
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//
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struct LP_portfoliotrade { double metric; char buycoin[65],sellcoin[65]; };
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struct LP_autoprice_ref
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{
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char refbase[65],refrel[65],base[65],rel[65],fundbid[16],fundask[16],usdpeg;
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double buymargin,sellmargin,factor,offset,lastbid,lastask;
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cJSON *fundvalue;
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uint32_t count;
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} LP_autorefs[1024];
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int32_t LP_autoprices,num_LP_autorefs;
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char LP_portfolio_base[128],LP_portfolio_rel[128];
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double LP_portfolio_relvolume;
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void LP_portfolio_reset()
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{
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struct iguana_info *coin,*tmp; cJSON *fundjson; int32_t i; struct LP_autoprice_ref *ptr;
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for (i=0; i<num_LP_autorefs; i++)
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{
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ptr = &LP_autorefs[i];
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if ( (fundjson= ptr->fundvalue) != 0 )
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{
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ptr->fundvalue = 0;
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free_json(fundjson);
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}
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}
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memset(LP_autorefs,0,sizeof(LP_autorefs));
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LP_autoprices = 0;
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num_LP_autorefs = 0;
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strcpy(LP_portfolio_base,"");
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strcpy(LP_portfolio_rel,"");
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LP_portfolio_relvolume = 0.;
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HASH_ITER(hh,LP_coins,coin,tmp)
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{
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coin->maxamount = 0;
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coin->perc = 0;
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coin->goal = 0;
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coin->goalperc = 0;
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coin->relvolume = 0;
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coin->force = 0;
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coin->balanceA = 0;
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coin->valuesumA = 0;
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coin->balanceB = 0;
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coin->valuesumB = 0;
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}
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}
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cJSON *LP_portfolio_entry(struct iguana_info *coin)
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{
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cJSON *item = cJSON_CreateObject();
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jaddstr(item,"coin",coin->symbol);
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jaddstr(item,"address",coin->smartaddr);
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jaddnum(item,"amount",dstr(coin->maxamount));
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jaddnum(item,"price",coin->price_kmd);
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jaddnum(item,"kmd_equiv",dstr(coin->kmd_equiv));
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jaddnum(item,"perc",coin->perc);
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jaddnum(item,"goal",coin->goal);
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jaddnum(item,"goalperc",coin->goalperc);
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jaddnum(item,"relvolume",coin->relvolume);
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jaddnum(item,"force",coin->force);
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jaddnum(item,"balanceA",dstr(coin->balanceA));
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jaddnum(item,"valuesumA",dstr(coin->valuesumA));
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if ( coin->valuesumA != 0 )
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jaddnum(item,"aliceutil",100. * (double)coin->balanceA/coin->valuesumA);
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jaddnum(item,"balanceB",dstr(coin->balanceB));
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jaddnum(item,"valuesumB",dstr(coin->valuesumB));
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jaddnum(item,"balance",dstr(coin->maxamount));
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if ( coin->valuesumB != 0 )
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jaddnum(item,"bobutil",100. * (double)coin->balanceB/coin->valuesumB);
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return(item);
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}
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uint64_t LP_balance(uint64_t *valuep,int32_t iambob,char *symbol,char *coinaddr)
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{
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cJSON *array,*item; bits256 zero; int32_t i,n; uint64_t valuesum,satoshisum,value;
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valuesum = satoshisum = 0;
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memset(zero.bytes,0,sizeof(zero));
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/*
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#ifndef NOTETOMIC
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struct iguana_info *coin = LP_coinfind(symbol);
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if (coin->etomic[0] != 0) {
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valuesum = LP_etomic_get_balance(coin, coinaddr);
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} else
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#endif
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*/
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if ( (array= LP_listunspent(symbol,coinaddr,zero,zero)) != 0 )
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{
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if ( is_cJSON_Array(array) != 0 && (n= cJSON_GetArraySize(array)) > 0 )
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{
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for (i=0; i<n; i++)
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{
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item = jitem(array,i);
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value = LP_value_extract(item,0,zero);
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valuesum += value;
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}
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}
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free_json(array);
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}
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/*if ( (array= LP_inventory(symbol)) != 0 )
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{
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if ( (n= cJSON_GetArraySize(array)) > 0 && is_cJSON_Array(array) != 0 )
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{
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for (i=0; i<n; i++)
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{
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item = jitem(array,i);
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//valuesum += j64bits(item,"value") + j64bits(item,"value2");
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satoshisum += j64bits(item,"satoshis");
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}
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}
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free_json(array);
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}*/
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*valuep = valuesum;
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satoshisum = valuesum;
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return(satoshisum);
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}
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char *LP_portfolio()
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{
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double maxval = 0.,minval = 0.,goalsum = 0.; uint64_t kmdsum = 0; int32_t iter; cJSON *retjson,*array; struct iguana_info *coin,*tmp,*sellcoin = 0,*buycoin = 0;
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array = cJSON_CreateArray();
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retjson = cJSON_CreateObject();
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for (iter=0; iter<2; iter++)
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{
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HASH_ITER(hh,LP_coins,coin,tmp)
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{
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if ( coin->inactive != 0 )//|| (coin->electrum != 0 && coin->obooktime == 0) )
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continue;
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if ( iter == 0 )
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{
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//printf("from portfolio\n");
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//LP_privkey_init(-1,coin,G.LP_privkey,G.LP_mypub25519);
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coin->balanceA = LP_balance(&coin->valuesumA,0,coin->symbol,coin->smartaddr);
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coin->balanceB = LP_balance(&coin->valuesumB,1,coin->symbol,coin->smartaddr);
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if ( strcmp(coin->symbol,"KMD") != 0 )
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coin->price_kmd = LP_price(coin->symbol,"KMD");
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else coin->price_kmd = 1.;
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coin->maxamount = coin->valuesumA;
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if ( coin->valuesumB > coin->maxamount )
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coin->maxamount = coin->valuesumB;
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coin->kmd_equiv = coin->maxamount * coin->price_kmd;
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kmdsum += coin->kmd_equiv;
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goalsum += coin->goal;
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}
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else
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{
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coin->relvolume = 0.;
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if ( kmdsum > SMALLVAL )
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coin->perc = 100. * coin->kmd_equiv / kmdsum;
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if ( goalsum > SMALLVAL && coin->goal > SMALLVAL )
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{
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coin->goalperc = 100. * coin->goal / goalsum;
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if ( (coin->force= (coin->goalperc - coin->perc)) < 0. )
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{
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coin->force *= -coin->force;
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if ( coin->price_kmd > SMALLVAL )
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coin->relvolume = (dstr(coin->maxamount) * (coin->perc - coin->goalperc)) / 100.;
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} else coin->force *= coin->force;
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if ( coin->force > maxval )
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{
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maxval = coin->force;
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buycoin = coin;
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}
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if ( coin->force < minval )
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{
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minval = coin->force;
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sellcoin = coin;
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}
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} else coin->goalperc = coin->force = 0.;
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jaddi(array,LP_portfolio_entry(coin));
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}
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}
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}
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jaddstr(retjson,"result","success");
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jaddnum(retjson,"kmd_equiv",dstr(kmdsum));
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if ( buycoin != 0 )
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{
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jaddstr(retjson,"buycoin",buycoin->symbol);
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jaddnum(retjson,"buyforce",maxval);
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}
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if ( sellcoin != 0 )
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{
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jaddstr(retjson,"sellcoin",sellcoin->symbol);
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jaddnum(retjson,"sellforce",minval);
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}
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if ( LP_portfolio_relvolume > SMALLVAL )
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{
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jaddstr(retjson,"base",LP_portfolio_base);
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jaddstr(retjson,"rel",LP_portfolio_rel);
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jaddnum(retjson,"relvolume",LP_portfolio_relvolume);
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}
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jadd(retjson,"portfolio",array);
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return(jprint(retjson,1));
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}
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char *LP_portfolio_goal(char *symbol,double goal)
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{
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struct iguana_info *coin,*tmp; int32_t iter,n = 0; double kmdbtc = 50.;
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if ( strcmp(symbol,"*") == 0 )
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{
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for (iter=0; iter<2; iter++)
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{
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HASH_ITER(hh,LP_coins,coin,tmp)
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{
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if ( coin->inactive != 0 )
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continue;
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if ( iter == 0 )
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coin->goal = 0;
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if ( coin->inactive == 0 && strcmp(coin->symbol,"KMD") != 0 && strcmp(coin->symbol,"BTC") != 0 )
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{
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if ( iter == 0 )
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n++;
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else coin->goal = (100. - kmdbtc) / n;
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}
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}
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if ( n == 0 )
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break;
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}
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if ( (coin= LP_coinfind("KMD")) != 0 && coin->inactive == 0 )
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coin->goal = kmdbtc * 0.5;
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if ( (coin= LP_coinfind("BTC")) != 0 && coin->inactive == 0 )
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coin->goal = kmdbtc * 0.5;
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if ( coin->goal != 0 )
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coin->obooktime = (uint32_t)time(NULL);
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return(LP_portfolio());
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}
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else if ( (coin= LP_coinfind(symbol)) != 0 && coin->inactive == 0 )
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{
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coin->goal = goal;
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printf("set %s goal %f\n",coin->symbol,goal);
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if ( coin->goal != 0 )
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coin->obooktime = (uint32_t)time(NULL);
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return(LP_portfolio());
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} else return(clonestr("{\"error\":\"cant set goal for inactive coin\"}"));
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}
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/*int32_t LP_autofill(char *base,char *rel,double maxprice,double totalrelvolume)
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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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basepp->maxprices[relpp->ind] = maxprice;
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basepp->relvols[relpp->ind] = totalrelvolume;
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LP_autofills++;
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return(0);
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}
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return(-1);
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}*/
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void LP_autopriceset(int32_t ind,void *ctx,int32_t dir,struct LP_priceinfo *basepp,struct LP_priceinfo *relpp,double price,char *refbase,char *refrel)
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{
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static uint32_t lasttime;
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double margin,minprice,newprice,oppomargin,fixedprice,factor,offset; double bid,ask; int32_t changed;
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margin = basepp->sellmargins[relpp->ind];
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oppomargin = basepp->buymargins[relpp->ind];
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if ( (fixedprice= basepp->fixedprices[relpp->ind]) > SMALLVAL )
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{
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LP_mypriceset(&changed,relpp->symbol,basepp->symbol,fixedprice);
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//printf("autoprice FIXED %s/%s <- %.8f\n",basepp->symbol,relpp->symbol,fixedprice);
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LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,relpp->symbol,basepp->symbol,fixedprice);
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return;
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}
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if ( margin != 0. || oppomargin != 0. )
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{
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offset = basepp->offsets[relpp->ind];
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factor = basepp->factors[relpp->ind];
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if ( fabs(price) < SMALLVAL && refbase != 0 && refrel != 0 )
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{
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price = LP_myprice(&bid,&ask,refbase,refrel);
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//printf("%s/%s USE ref %s/%s %.8f factor %.8f offset %.8f margin %.8f/%.8f\n",basepp->symbol,relpp->symbol,refbase,refrel,price,factor,offset,oppomargin,margin);
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}
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if ( LP_pricevalid(price) > 0 )
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{
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if ( factor > SMALLVAL )
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{
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//double tmp = (price * factor) + offset;
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//printf("price %.8f -> %.8f factor %.8f offset %.8f margin %.8f [%.8f %.8f] [%.8f %.8f]\n",price,tmp,factor,offset,margin,(tmp * (1. + margin)),1./(tmp * (1. - margin)),(tmp * (1. - margin)),1./(tmp * (1. + margin)));
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price = (price * factor) + offset;
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}
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if ( margin == 0. )
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margin = oppomargin;
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//printf("min %.8f %s/%s %.8f dir.%d margin %.8f (%.8f %.8f)\n",basepp->minprices[relpp->ind],relpp->symbol,basepp->symbol,price,dir,margin,1. / (price * (1. - margin)),(price * (1. + margin)));
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if ( dir > 0 )
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newprice = (1. / price) * (1. + margin);
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else newprice = (price * (1. + margin));
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if ( (minprice= basepp->minprices[relpp->ind]) == 0. || price >= minprice )
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{
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if ( ind >= 0 )
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{
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if ( LP_autorefs[ind].lastask < SMALLVAL )
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LP_autorefs[ind].lastask = newprice;
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else LP_autorefs[ind].lastask = (LP_autorefs[ind].lastask * 0.99) + (0.01 *newprice);
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newprice = LP_autorefs[ind].lastask;
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//printf("autopriceset %s/%s <- %.8f %.8f (%.8f %.8f)\n",basepp->symbol,relpp->symbol,price,newprice,LP_autorefs[ind].lastbid,LP_autorefs[ind].lastask);
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}
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LP_mypriceset(&changed,relpp->symbol,basepp->symbol,newprice);
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if ( changed != 0 || time(NULL) > lasttime+LP_ORDERBOOK_DURATION*.777)
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{
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lasttime = (uint32_t)time(NULL);
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LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,relpp->symbol,basepp->symbol,newprice);
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}
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}
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}
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}
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}
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double LP_pricesparse(void *ctx,int32_t trexflag,char *retstr,struct LP_priceinfo *btcpp)
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{
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//{"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"},
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//{"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},
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int32_t i,j,n,iter; double price,kmdbtc,bid,ask,nxtkmd=0.; struct LP_priceinfo *coinpp,*refpp; char symbol[65],*name,*refcoin; cJSON *retjson,*array,*item;
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if ( (retjson= cJSON_Parse(retstr)) != 0 )
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{
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//printf("got.(%s)\n",retstr);
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kmdbtc = 0.;
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refcoin = "BTC";
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refpp = btcpp;
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if ( (array= jarray(&n,retjson,trexflag != 0 ? "result" : "Data")) != 0 )
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{
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for (iter=0; iter<2; iter++)
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{
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for (i=0; i<n; i++)
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{
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item = jitem(array,i);
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if ( (name= jstr(item,trexflag != 0 ? "MarketName" : "Label")) != 0 )
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{
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symbol[0] = 0;
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if ( trexflag != 0 )
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{
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if ( strncmp("BTC-",name,4) == 0 )
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{
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name += 4;
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strcpy(symbol,name);
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}
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}
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else
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{
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for (j=0; j<sizeof(symbol)-1; j++)
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if ( (symbol[j]= name[j]) == '/' )
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break;
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symbol[j] = 0;
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if ( strcmp(name+j+1,"BTC") != 0 )
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continue;
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}
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if ( symbol[0] != 0 )
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{
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//printf("%s\n",jprint(item,0));
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bid = jdouble(item,trexflag != 0 ? "Bid" : "BidPrice");
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ask = jdouble(item,trexflag != 0 ? "Ask" : "AskPrice");
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if ( iter == 1 && kmdbtc > SMALLVAL && strcmp(symbol,"NXT") == 0 )
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nxtkmd = 0.5 * (bid + ask) / kmdbtc;
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if ( (coinpp= LP_priceinfofind(symbol)) != 0 )
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{
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coinpp->high[trexflag] = jdouble(item,"High");
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coinpp->low[trexflag] = jdouble(item,"Low");
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//coinpp->volume = jdouble(item,"Volume");
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//coinpp->btcvolume = jdouble(item,"BaseVolume");
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coinpp->last[trexflag] = jdouble(item,trexflag != 0 ? "Last" : "LastPrice");
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coinpp->bid[trexflag] = bid;
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coinpp->ask[trexflag] = ask;
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//coinpp->prevday = jdouble(item,"PrevDay");
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//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]);
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if ( coinpp->bid[trexflag] > SMALLVAL && coinpp->ask[trexflag] > SMALLVAL )
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{
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price = 0.5 * (coinpp->bid[trexflag] + coinpp->ask[trexflag]);
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if ( iter == 0 )
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{
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if ( strcmp(symbol,"KMD") == 0 )
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kmdbtc = price;
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}
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else
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{
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if ( strcmp(symbol,"KMD") == 0 )
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continue;
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//printf("(%s/%s) iter.%d trexflag.%d %s %.8f %.8f\n",refpp->symbol,coinpp->symbol,iter,trexflag,symbol,price,price/kmdbtc);
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price /= kmdbtc;
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}
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if ( trexflag == 0 && coinpp->bid[1] > SMALLVAL && coinpp->ask[1] > SMALLVAL )
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{
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//printf("have trex: iter.%d trexflag.%d %s %.8f %.8f\n",iter,trexflag,symbol,coinpp->bid[1],coinpp->ask[1]);
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continue;
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}
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LP_autopriceset(-1,ctx,1,coinpp,refpp,price,0,0);
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LP_autopriceset(-1,ctx,-1,refpp,coinpp,price,0,0);
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}
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}
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}
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}
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}
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refcoin = "KMD";
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if ( kmdbtc == 0. || (refpp= LP_priceinfofind("KMD")) == 0 )
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break;
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}
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}
|
|
free_json(retjson);
|
|
}
|
|
return(nxtkmd);
|
|
}
|
|
|
|
double LP_autoprice_newprice(int32_t bidask,double price,double newprice)
|
|
{
|
|
double gap; int32_t r;
|
|
if ( price > SMALLVAL && ((bidask == 0 && newprice < price) || (bidask != 0 && newprice > price)) )
|
|
{
|
|
gap = fabs(newprice - price) * 2;
|
|
r = (rand() % 100);
|
|
if ( bidask == 0 )
|
|
price -= (gap * r) / 100.;
|
|
else price += (gap * r) / 100.;
|
|
}
|
|
else if ( price > SMALLVAL )
|
|
price = (price * 0.95) + (0.05 * newprice);
|
|
else price = newprice;
|
|
return(price);
|
|
}
|
|
|
|
double LP_tickered_price(int32_t bidask,char *base,char *rel,double price,cJSON *tickerjson)
|
|
{
|
|
int32_t i,n; cJSON *item; double basevol,relvol,itemprice;
|
|
//printf("%s %s/%s %.8f -> ",bidask == 0 ? "bid" : "ask",base,rel,price);
|
|
if ( (n= cJSON_GetArraySize(tickerjson)) > 0 )
|
|
{
|
|
for (i=n-1; i>=0; i--)
|
|
{
|
|
// {"timestamp":1513235320,"KMD":860.45202538,"SUPERNET":20.00010000,"price":0.02324371}
|
|
item = jitem(tickerjson,i);
|
|
if ( (basevol= jdouble(item,base)) > SMALLVAL && (relvol= jdouble(item,rel)) > SMALLVAL )
|
|
{
|
|
itemprice = (relvol / basevol);
|
|
//printf("%.8f ",itemprice);
|
|
price = LP_autoprice_newprice(bidask,price,itemprice);
|
|
}
|
|
}
|
|
}
|
|
//printf("-> %.8f\n",price);
|
|
return(price);
|
|
}
|
|
|
|
int32_t LP_autoref_clear(char *base,char *rel)
|
|
{
|
|
int32_t i;
|
|
for (i=0; i<num_LP_autorefs; i++)
|
|
{
|
|
if ( (strcmp(rel,LP_autorefs[i].rel) == 0 && strcmp(base,LP_autorefs[i].base) == 0) ||
|
|
(strcmp(base,LP_autorefs[i].rel) == 0 && strcmp(rel,LP_autorefs[i].base) == 0) )
|
|
{
|
|
memset(&LP_autorefs[i],0,sizeof(LP_autorefs[i]));
|
|
return(i);
|
|
}
|
|
}
|
|
return(-1);
|
|
}
|
|
|
|
void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
|
|
{
|
|
static cJSON *tickerjson; static uint32_t lasttime;
|
|
char *retstr,*base,*rel; cJSON *retjson,*bid,*ask,*fundjson,*argjson; uint64_t bidsatoshis,asksatoshis; int32_t i,changed; double bidprice,askprice,bch_usd,bch_btc,nxtkmd,price,factor,offset,newprice,buymargin,sellmargin,price_btc,price_usd,kmd_btc,kmd_usd; struct LP_priceinfo *kmdpp,*fiatpp,*nxtpp,*basepp,*relpp;
|
|
printf("AUTOPRICE numautorefs.%d\n",num_LP_autorefs);
|
|
if ( (retstr= issue_curlt("https://bittrex.com/api/v1.1/public/getmarketsummaries",LP_HTTP_TIMEOUT*10)) == 0 )
|
|
{
|
|
printf("trex error getting marketsummaries\n");
|
|
sleep(40);
|
|
//return;
|
|
}
|
|
else
|
|
{
|
|
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("cryptopia error getting marketsummaries\n");
|
|
sleep(40);
|
|
//return;
|
|
}
|
|
else
|
|
{
|
|
LP_pricesparse(ctx,0,retstr,btcpp);
|
|
free(retstr);
|
|
}
|
|
if ( (kmdpp= LP_priceinfofind("KMD")) != 0 )
|
|
{
|
|
for (i=0; i<32; i++)
|
|
{break;
|
|
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(-1,ctx,1,fiatpp,kmdpp,price,0,0);
|
|
LP_autopriceset(-1,ctx,-1,kmdpp,fiatpp,price,0,0);
|
|
free_json(retjson);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
if ( 0 && nxtkmd > SMALLVAL )
|
|
{
|
|
for (i=0; i<sizeof(assetids)/sizeof(*assetids); i++)
|
|
{
|
|
if ( (nxtpp= LP_priceinfofind(assetids[i][1])) != 0 )
|
|
{
|
|
price = 0.;
|
|
bidsatoshis = asksatoshis = 0;
|
|
if ( (retjson= LP_assethbla(assetids[i][0])) != 0 )
|
|
{
|
|
if ( (bid= jobj(retjson,"bid")) != 0 && (ask= jobj(retjson,"ask")) != 0 )
|
|
{
|
|
bidsatoshis = j64bits(bid,"priceNQT") * atoi(assetids[i][2]);
|
|
asksatoshis = j64bits(ask,"priceNQT") * atoi(assetids[i][2]);
|
|
if ( bidsatoshis != 0 && asksatoshis != 0 )
|
|
price = 0.5 * dstr(bidsatoshis + asksatoshis) * nxtkmd;
|
|
}
|
|
LP_autopriceset(-1,ctx,1,nxtpp,kmdpp,price,0,0);
|
|
LP_autopriceset(-1,ctx,-1,kmdpp,nxtpp,price,0,0);
|
|
//printf("%s %s -> (%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);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
if ( time(NULL) > lasttime+60 )
|
|
{
|
|
if ( tickerjson != 0 )
|
|
free_json(tickerjson);
|
|
if ( (retstr= LP_ticker("","")) != 0 )
|
|
{
|
|
tickerjson = cJSON_Parse(retstr);
|
|
free(retstr);
|
|
}
|
|
}
|
|
kmd_btc = LP_CMCbtcprice(&kmd_usd,"komodo");
|
|
bch_btc = LP_CMCbtcprice(&bch_usd,"bitcoin-cash");
|
|
for (i=0; i<num_LP_autorefs; i++)
|
|
{
|
|
rel = LP_autorefs[i].rel;
|
|
base = LP_autorefs[i].base;
|
|
if ( rel[0] == 0 || base[0] == 0 )
|
|
continue;
|
|
buymargin = LP_autorefs[i].buymargin;
|
|
sellmargin = LP_autorefs[i].sellmargin;
|
|
offset = LP_autorefs[i].offset;
|
|
factor = LP_autorefs[i].factor;
|
|
if ( (argjson= LP_autorefs[i].fundvalue) != 0 )
|
|
{
|
|
if ( (fundjson= LP_fundvalue(argjson)) != 0 )
|
|
{
|
|
//printf("%s\n",jprint(fundjson,0));
|
|
if ( jint(fundjson,"missing") == 0 )
|
|
{
|
|
if ( LP_autorefs[i].fundbid[0] != 0 && (bidprice= jdouble(fundjson,LP_autorefs[i].fundbid)) > SMALLVAL && LP_autorefs[i].fundask[0] != 0 && (askprice= jdouble(fundjson,LP_autorefs[i].fundask)) > SMALLVAL )
|
|
{
|
|
price = (bidprice + askprice) * 0.5;
|
|
bidprice = (1. / price * (1. + buymargin));
|
|
if ( LP_autorefs[i].lastbid < SMALLVAL )
|
|
LP_autorefs[i].lastbid = bidprice;
|
|
else LP_autorefs[i].lastbid = (LP_autorefs[i].lastbid * 0.9) + (0.1 * bidprice);
|
|
bidprice = LP_autorefs[i].lastbid;
|
|
askprice = price * (1. + sellmargin);
|
|
if ( LP_autorefs[i].lastask < SMALLVAL )
|
|
LP_autorefs[i].lastask = askprice;
|
|
else LP_autorefs[i].lastask = (LP_autorefs[i].lastask * 0.9) + (0.1 * askprice);
|
|
askprice = LP_autorefs[i].lastask;
|
|
LP_mypriceset(&changed,rel,base,bidprice);
|
|
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,bidprice);
|
|
LP_mypriceset(&changed,base,rel,askprice);
|
|
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,askprice);
|
|
//printf("price %.8f -> %.8f %.8f\n",price,bidprice,askprice);
|
|
}
|
|
LP_autorefs[i].count++;
|
|
}
|
|
free_json(fundjson);
|
|
}
|
|
}
|
|
else if ( strcmp(LP_autorefs[i].refrel,"coinmarketcap") == 0 )
|
|
{
|
|
//printf("%s/%s for %s/%s margin %.8f/%.8f\n",base,rel,LP_autorefs[i].refbase,LP_autorefs[i].refrel,buymargin,sellmargin);
|
|
if ( (price_btc= LP_CMCbtcprice(&price_usd,LP_autorefs[i].refbase)) > SMALLVAL )
|
|
{
|
|
if ( LP_autorefs[i].usdpeg != 0 )
|
|
{
|
|
if ( price_usd > SMALLVAL )
|
|
price = 1. / price_usd;
|
|
else continue;
|
|
}
|
|
else
|
|
{
|
|
if ( strcmp(rel,"KMD") == 0 && kmd_btc > SMALLVAL )
|
|
price = kmd_btc / price_btc;
|
|
else if ( strcmp(rel,"BCH") == 0 && bch_btc > SMALLVAL )
|
|
price = bch_btc / price_btc;
|
|
else if ( strcmp(rel,"BTC") == 0 )
|
|
price = 1. / price_btc;
|
|
else continue;
|
|
}
|
|
if ( factor > 0. )
|
|
{
|
|
//printf("USD %.8f KMDBTC %.8f pricebtc %.8f price %.8f -> factor %.8f %.8f\n",price_usd,kmd_btc,price_btc,price,factor,(price * factor) + offset);
|
|
price = (price * factor) + offset;
|
|
}
|
|
newprice = (price * (1. + buymargin));
|
|
if ( LP_autorefs[i].lastbid < SMALLVAL )
|
|
LP_autorefs[i].lastbid = newprice;
|
|
else LP_autorefs[i].lastbid = (LP_autorefs[i].lastbid * 0.99) + (0.01 * newprice);
|
|
newprice = LP_autorefs[i].lastbid;
|
|
LP_mypriceset(&changed,rel,base,newprice);
|
|
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,rel,base,newprice);
|
|
//printf("%s/%s price %.8f margin %.8f/%.8f newprice %.8f %.8f\n",base,rel,price,buymargin,sellmargin,newprice,(1. / newprice) * (1. + sellmargin));
|
|
newprice = (1. / price) * (1. + sellmargin);
|
|
if ( LP_autorefs[i].lastask < SMALLVAL )
|
|
LP_autorefs[i].lastask = newprice;
|
|
else LP_autorefs[i].lastask = (LP_autorefs[i].lastask * 0.99) + (0.01 * newprice);
|
|
newprice = LP_autorefs[i].lastask;
|
|
LP_mypriceset(&changed,base,rel,newprice);
|
|
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,newprice);
|
|
} //else printf("null return from CMC\n");
|
|
}
|
|
else
|
|
{
|
|
basepp = LP_priceinfofind(base);
|
|
relpp = LP_priceinfofind(rel);
|
|
if ( basepp != 0 && relpp != 0 )
|
|
{
|
|
//printf("check ref-autoprice %s/%s %f %f (%.8f %.8f)\n",LP_autorefs[i].refbase,LP_autorefs[i].refrel,relpp->fixedprices[basepp->ind],basepp->fixedprices[relpp->ind],LP_autorefs[i].lastbid,LP_autorefs[i].lastask);
|
|
LP_autopriceset(i,ctx,1,basepp,relpp,0.,LP_autorefs[i].refbase,LP_autorefs[i].refrel);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
void LP_autoprices_update(char *method,char *base,double basevol,char *rel,double relvol)
|
|
{
|
|
int32_t i; double price,newprice;
|
|
if ( basevol > 0. && relvol > 0. )
|
|
{
|
|
price = relvol/basevol;
|
|
for (i=0; i<num_LP_autorefs; i++)
|
|
{
|
|
if ( strcmp(LP_autorefs[i].rel,rel) == 0 && strcmp(base,LP_autorefs[i].base) == 0 )
|
|
{
|
|
newprice = (LP_autorefs[i].lastask * 0.9) + (0.1 * price);
|
|
if ( LP_autorefs[i].lastask > 0 )
|
|
{
|
|
//printf("%s: autoprice ask update %s/%s %.8f vs myprice %.8f/%.8f -> %.8f\n",method,base,rel,price,LP_autorefs[i].lastbid,LP_autorefs[i].lastask,newprice);
|
|
LP_autorefs[i].lastask = newprice;
|
|
} // else printf("%s: autoprice ask skip update %s/%s %.8f vs myprice %.8f/%.8f -> %.8f\n",method,base,rel,price,LP_autorefs[i].lastbid,LP_autorefs[i].lastask,newprice);
|
|
}
|
|
else if ( strcmp(LP_autorefs[i].rel,base) == 0 && strcmp(rel,LP_autorefs[i].base) == 0 )
|
|
{
|
|
newprice = (LP_autorefs[i].lastbid * 0.9) + (0.1 * price);
|
|
if ( LP_autorefs[i].lastbid > 0 )
|
|
{
|
|
//printf("%s: autoprice bid update %s/%s %.8f vs myprice %.8f/%.8f -> %.8f\n",method,base,rel,price,LP_autorefs[i].lastbid,LP_autorefs[i].lastask,newprice);
|
|
LP_autorefs[i].lastbid = newprice;
|
|
} // else printf("%s: autoprice bid skip update %s/%s %.8f vs myprice %.8f/%.8f -> %.8f\n",method,base,rel,price,LP_autorefs[i].lastbid,LP_autorefs[i].lastask,newprice);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
|
|
int32_t LP_autoprice(void *ctx,char *base,char *rel,cJSON *argjson)
|
|
{
|
|
//curl --url "http://127.0.0.1:7783" --data "{\"userpass\":\"$userpass\",\"method\":\"autoprice\",\"base\":\"MNZ\",\"rel\":\"KMD\",\"offset\":0.1,\"refbase\":\"KMD\",\refrel\":\"BTC\",\"factor\":15000,\"margin\":0.01}"
|
|
struct LP_priceinfo *basepp,*relpp; int32_t i,retval = -1; char *fundvalue_bid,*fundvalue_ask,*refbase="",*refrel=""; double margin,minprice,buymargin,sellmargin,offset,factor,fixedprice; cJSON *fundvalue;
|
|
//printf("autoprice.(%s %s) %s\n",base,rel,jprint(argjson,0));
|
|
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
|
|
{
|
|
if ( jobj(argjson,"minprice") != 0 )
|
|
minprice = jdouble(argjson,"minprice");
|
|
else minprice = 0.;
|
|
if ( (margin= jdouble(argjson,"margin")) == 0. )
|
|
{
|
|
buymargin = jdouble(argjson,"buymargin");
|
|
sellmargin = jdouble(argjson,"sellmargin");
|
|
}
|
|
else
|
|
{
|
|
buymargin = margin;
|
|
sellmargin = margin;
|
|
}
|
|
offset = jdouble(argjson,"offset");
|
|
factor = jdouble(argjson,"factor");
|
|
fixedprice = jdouble(argjson,"fixed");
|
|
basepp->fixedprices[relpp->ind] = fixedprice;
|
|
basepp->minprices[relpp->ind] = minprice;
|
|
if ( jobj(argjson,"maxprice") != 0 )
|
|
relpp->minprices[basepp->ind] = 1. / jdouble(argjson,"maxprice");
|
|
basepp->buymargins[relpp->ind] = buymargin;
|
|
basepp->sellmargins[relpp->ind] = sellmargin;
|
|
basepp->offsets[relpp->ind] = offset;
|
|
basepp->factors[relpp->ind] = factor;
|
|
refbase = jstr(argjson,"refbase");
|
|
refrel = jstr(argjson,"refrel");
|
|
fundvalue_bid = jstr(argjson,"fundvalue_bid");
|
|
fundvalue_ask = jstr(argjson,"fundvalue_ask");
|
|
if ( fundvalue_bid != 0 || fundvalue_ask != 0 || fixedprice > SMALLVAL || (refbase != 0 && refrel != 0 && strlen(refbase) > 0 && strlen(refrel) > 0) )
|
|
{
|
|
if ( fixedprice > SMALLVAL )
|
|
{
|
|
refbase = base;
|
|
refrel = rel;
|
|
}
|
|
for (i=0; i<num_LP_autorefs; i++)
|
|
{
|
|
if ( strcmp(base,LP_autorefs[i].base) == 0 && strcmp(rel,LP_autorefs[i].rel) == 0 )
|
|
{
|
|
if ( fundvalue_bid != 0 || fundvalue_ask != 0 )
|
|
{
|
|
fundvalue = jduplicate(argjson);
|
|
jdelete(fundvalue,"method");
|
|
jaddstr(fundvalue,"method","fundvalue");
|
|
LP_autorefs[i].fundvalue = fundvalue;
|
|
safecopy(LP_autorefs[i].fundbid,fundvalue_bid,sizeof(LP_autorefs[i].fundbid));
|
|
safecopy(LP_autorefs[i].fundask,fundvalue_ask,sizeof(LP_autorefs[i].fundask));
|
|
}
|
|
LP_autorefs[i].buymargin = buymargin;
|
|
LP_autorefs[i].sellmargin = sellmargin;
|
|
LP_autorefs[i].factor = factor;
|
|
LP_autorefs[i].offset = offset;
|
|
safecopy(LP_autorefs[i].refbase,refbase,sizeof(LP_autorefs[i].refbase));
|
|
safecopy(LP_autorefs[i].refrel,refrel,sizeof(LP_autorefs[i].refrel));
|
|
printf("%d Update ref %s/%s for %s/%s factor %.8f offset %.8f\n",i,refbase,refrel,base,rel,factor,offset);
|
|
break;
|
|
}
|
|
}
|
|
if ( i == num_LP_autorefs && num_LP_autorefs < sizeof(LP_autorefs)/sizeof(*LP_autorefs) )
|
|
{
|
|
if ( fundvalue_bid != 0 || fundvalue_ask != 0 )
|
|
{
|
|
fundvalue = jduplicate(argjson);
|
|
jdelete(fundvalue,"method");
|
|
jaddstr(fundvalue,"method","fundvalue");
|
|
LP_autorefs[num_LP_autorefs].fundvalue = fundvalue;
|
|
safecopy(LP_autorefs[num_LP_autorefs].fundbid,fundvalue_bid,sizeof(LP_autorefs[num_LP_autorefs].fundbid));
|
|
safecopy(LP_autorefs[num_LP_autorefs].fundask,fundvalue_ask,sizeof(LP_autorefs[num_LP_autorefs].fundask));
|
|
}
|
|
LP_autorefs[num_LP_autorefs].usdpeg = juint(argjson,"usdpeg");
|
|
LP_autorefs[num_LP_autorefs].buymargin = buymargin;
|
|
LP_autorefs[num_LP_autorefs].sellmargin = sellmargin;
|
|
LP_autorefs[num_LP_autorefs].factor = factor;
|
|
LP_autorefs[num_LP_autorefs].offset = offset;
|
|
safecopy(LP_autorefs[num_LP_autorefs].refbase,refbase,sizeof(LP_autorefs[num_LP_autorefs].refbase));
|
|
safecopy(LP_autorefs[num_LP_autorefs].refrel,refrel,sizeof(LP_autorefs[num_LP_autorefs].refrel));
|
|
safecopy(LP_autorefs[num_LP_autorefs].base,base,sizeof(LP_autorefs[num_LP_autorefs].base));
|
|
safecopy(LP_autorefs[num_LP_autorefs].rel,rel,sizeof(LP_autorefs[num_LP_autorefs].rel));
|
|
printf("%d Using ref %s/%s for %s/%s factor %.8f, offset %.8f, margin %.8f/%.8f fixed %.8f\n",num_LP_autorefs,refbase,refrel,base,rel,factor,offset,buymargin,sellmargin,fixedprice);
|
|
num_LP_autorefs++;
|
|
}
|
|
}
|
|
LP_autoprices++;
|
|
retval = 0;
|
|
}
|
|
//LP_autoprice_iter(ctx,LP_priceinfofind("BTC"));
|
|
return(retval);
|
|
}
|
|
|
|
int32_t LP_portfolio_trade(void *ctx,uint32_t *requestidp,uint32_t *quoteidp,struct iguana_info *buy,struct iguana_info *sell,double relvolume,int32_t setbaserel,char *gui)
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{
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char *retstr2; uint64_t txfee,desttxfee; double bid,ask,maxprice; bits256 zero; uint32_t requestid,quoteid,iter,i; cJSON *retjson2; struct LP_utxoinfo A; struct LP_address_utxo *utxos[1000]; int32_t max=(int32_t)(sizeof(utxos)/sizeof(*utxos));
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LP_txfees(&txfee,&desttxfee,buy->symbol,sell->symbol);
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requestid = quoteid = 0;
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LP_myprice(&bid,&ask,buy->symbol,sell->symbol);
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maxprice = ask;
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if ( setbaserel != 0 )
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{
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strcpy(LP_portfolio_base,"");
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strcpy(LP_portfolio_rel,"");
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LP_portfolio_relvolume = 0.;
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}
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printf("pending.%d base buy.%s, rel sell.%s relvolume %f maxprice %.8f (%.8f %.8f)\n",G.LP_pendingswaps,buy->symbol,sell->symbol,sell->relvolume,maxprice,bid,ask);
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if ( LP_pricevalid(maxprice) > 0 )
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{
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relvolume = sell->relvolume;
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for (iter=0; iter<2; iter++)
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{
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if ( relvolume < dstr(LP_MIN_TXFEE) )
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break;
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if ( LP_address_myutxopair(&A,0,utxos,max,sell,sell->symbol,txfee,relvolume,maxprice,desttxfee) == 0 )
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//if ( LP_utxo_bestfit(sell->symbol,SATOSHIDEN * relvolume) != 0 )
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{
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memset(zero.bytes,0,sizeof(zero));
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if ( (retstr2= LP_autobuy(ctx,0,"127.0.0.1",-1,buy->symbol,sell->symbol,maxprice,relvolume,60,24*3600,gui,LP_lastnonce+1,zero,1,0)) != 0 )
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{
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if ( (retjson2= cJSON_Parse(retstr2)) != 0 )
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{
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if ( (requestid= juint(retjson2,"requestid")) != 0 && (quoteid= juint(retjson2,"quoteid")) != 0 )
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{
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}
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free_json(retjson2);
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}
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printf("%s relvolume %.8f LP_autotrade.(%s)\n",sell->symbol,relvolume,retstr2);
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free(retstr2);
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}
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if ( requestid != 0 && quoteid != 0 )
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break;
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} else printf("cant find alice %.8f %s\n",relvolume,sell->symbol);
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if ( iter == 0 )
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{
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for (i=0; i<100; i++)
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{
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relvolume *= .99;
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if ( LP_address_myutxopair(&A,0,utxos,max,sell,sell->symbol,txfee,relvolume,maxprice,desttxfee) == 0 )
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//if ( LP_utxo_bestfit(sell->symbol,SATOSHIDEN * relvolume) != 0 )
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{
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printf("i.%d relvolume %.8f from %.8f\n",i,relvolume,sell->relvolume);
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break;
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}
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}
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}
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}
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}
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else if ( setbaserel != 0 )
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{
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strcpy(LP_portfolio_base,buy->symbol);
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strcpy(LP_portfolio_rel,sell->symbol);
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LP_portfolio_relvolume = sell->relvolume;
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}
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*requestidp = requestid;
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*quoteidp = quoteid;
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if ( requestid != 0 && quoteid != 0 )
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return(0);
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else return(-1);
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}
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int32_t LP_portfolio_order(struct LP_portfoliotrade *trades,int32_t max,cJSON *array)
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{
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int32_t i,j,m,n = 0; cJSON *item; struct LP_portfoliotrade coins[256];
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memset(coins,0,sizeof(coins));
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if ( (m= cJSON_GetArraySize(array)) > 0 )
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{
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for (i=j=0; i<m && i<sizeof(coins)/sizeof(*coins); i++)
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{
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item = jitem(array,i);
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safecopy(coins[j].buycoin,jstr(item,"coin"),sizeof(coins[j].buycoin));
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coins[j].metric = jdouble(item,"force");
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if ( fabs(coins[j].metric) > SMALLVAL && coins[j].buycoin[0] != 0 )
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j++;
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}
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if ( (m= j) > 1 )
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{
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for (i=n=0; i<m-1; i++)
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for (j=i+1; j<m; j++)
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if ( coins[i].metric*coins[j].metric < 0. )
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{
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if ( coins[i].metric > 0. )
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{
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trades[n].metric = (coins[i].metric - coins[j].metric);
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strcpy(trades[n].buycoin,coins[i].buycoin);
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strcpy(trades[n].sellcoin,coins[j].buycoin);
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printf("buy %s %f, sell %s %f -> %f\n",trades[n].buycoin,coins[i].metric,trades[n].sellcoin,coins[j].metric,trades[n].metric);
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}
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else
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{
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trades[n].metric = (coins[j].metric - coins[i].metric);
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strcpy(trades[n].buycoin,coins[j].buycoin);
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strcpy(trades[n].sellcoin,coins[i].buycoin);
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printf("buy %s %f, sell %s %f -> %f\n",trades[n].buycoin,coins[j].metric,trades[n].sellcoin,coins[i].metric,trades[n].metric);
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}
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n++;
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if ( n >= max )
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break;
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}
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revsortds((void *)trades,n,sizeof(*trades));
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for (i=0; i<n; i++)
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printf("%d: buy %s, sell %s -> %f\n",i,trades[i].buycoin,trades[i].sellcoin,trades[i].metric);
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}
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}
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return(n);
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}
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void prices_loop(void *ctx)
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{
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char *retstr; cJSON *retjson,*array; char *buycoin,*sellcoin; struct iguana_info *buy,*sell; uint32_t requestid,quoteid; int32_t i,n,m; struct LP_portfoliotrade trades[256]; struct LP_priceinfo *btcpp;
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strcpy(prices_loop_stats.name,"prices_loop");
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prices_loop_stats.threshold = 600000.;
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printf("start prices_loop\n");
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while ( LP_STOP_RECEIVED == 0 )
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{
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//printf("G.initializing.%d prices loop autoprices.%d autorefs.%d\n",G.initializing,LP_autoprices,num_LP_autorefs);
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if ( G.initializing != 0 )
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{
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sleep(30);
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continue;
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}
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LP_millistats_update(&prices_loop_stats);
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LP_tradebots_timeslice(ctx);
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if ( (btcpp= LP_priceinfofind("BTC")) == 0 )
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{
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printf("prices_loop BTC not in LP_priceinfofind\n");
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sleep(60);
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continue;
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}
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if ( LP_autoprices != 0 )
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LP_autoprice_iter(ctx,btcpp);
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if ( (retstr= LP_portfolio()) != 0 )
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{
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if ( (retjson= cJSON_Parse(retstr)) != 0 )
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{
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if ( (buycoin= jstr(retjson,"buycoin")) != 0 && (buy= LP_coinfind(buycoin)) != 0 && (sellcoin= jstr(retjson,"sellcoin")) != 0 && (sell= LP_coinfind(sellcoin)) != 0 && buy->inactive == 0 && sell->inactive == 0 )
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{
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if ( LP_portfolio_trade(ctx,&requestid,"eid,buy,sell,sell->relvolume,1,"portfolio") < 0 )
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{
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array = jarray(&m,retjson,"portfolio");
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if ( array != 0 && (n= LP_portfolio_order(trades,(int32_t)(sizeof(trades)/sizeof(*trades)),array)) > 0 )
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{
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for (i=0; i<n; i++)
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{
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if ( strcmp(trades[i].buycoin,buycoin) != 0 || strcmp(trades[i].sellcoin,sellcoin) != 0 )
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{
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buy = LP_coinfind(trades[i].buycoin);
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sell = LP_coinfind(trades[i].sellcoin);
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if ( buy != 0 && sell != 0 && LP_portfolio_trade(ctx,&requestid,"eid,buy,sell,sell->relvolume,0,"portfolio") == 0 )
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break;
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}
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}
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}
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}
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}
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free_json(retjson);
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}
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free(retstr);
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}
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sleep(30);
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}
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}
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