You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
351 lines
15 KiB
351 lines
15 KiB
|
|
/******************************************************************************
|
|
* Copyright © 2014-2017 The SuperNET Developers. *
|
|
* *
|
|
* See the AUTHORS, DEVELOPER-AGREEMENT and LICENSE files at *
|
|
* the top-level directory of this distribution for the individual copyright *
|
|
* holder information and the developer policies on copyright and licensing. *
|
|
* *
|
|
* Unless otherwise agreed in a custom licensing agreement, no part of the *
|
|
* SuperNET software, including this file may be copied, modified, propagated *
|
|
* or distributed except according to the terms contained in the LICENSE file *
|
|
* *
|
|
* Removal or modification of this copyright notice is prohibited. *
|
|
* *
|
|
******************************************************************************/
|
|
//
|
|
// LP_portfolio.c
|
|
// marketmaker
|
|
//
|
|
|
|
cJSON *LP_portfolio_entry(struct iguana_info *coin)
|
|
{
|
|
cJSON *item = cJSON_CreateObject();
|
|
jaddstr(item,"coin",coin->symbol);
|
|
jaddstr(item,"address",coin->smartaddr);
|
|
jaddnum(item,"amount",dstr(coin->maxamount));
|
|
jaddnum(item,"price",coin->price_kmd);
|
|
jaddnum(item,"kmd_equiv",dstr(coin->kmd_equiv));
|
|
jaddnum(item,"perc",coin->perc);
|
|
jaddnum(item,"goal",coin->goal);
|
|
jaddnum(item,"goalperc",coin->goalperc);
|
|
jaddnum(item,"force",coin->force);
|
|
jaddnum(item,"balanceA",dstr(coin->balanceA));
|
|
jaddnum(item,"valuesumA",dstr(coin->valuesumA));
|
|
if ( coin->valuesumA != 0 )
|
|
jaddnum(item,"aliceutil",100. * (double)coin->balanceA/coin->valuesumA);
|
|
jaddnum(item,"balanceB",dstr(coin->balanceB));
|
|
jaddnum(item,"valuesumB",dstr(coin->valuesumB));
|
|
if ( coin->valuesumB != 0 )
|
|
jaddnum(item,"bobutil",100. * (double)coin->balanceB/coin->valuesumB);
|
|
return(item);
|
|
}
|
|
|
|
uint64_t LP_balance(uint64_t *valuep,int32_t iambob,char *symbol,char *coinaddr)
|
|
{
|
|
cJSON *array,*item; int32_t i,n; uint64_t valuesum,satoshisum;
|
|
valuesum = satoshisum = 0;
|
|
if ( (array= LP_inventory(symbol,iambob)) != 0 )
|
|
{
|
|
if ( (n= cJSON_GetArraySize(array)) > 0 && is_cJSON_Array(array) != 0 )
|
|
{
|
|
for (i=0; i<n; i++)
|
|
{
|
|
item = jitem(array,i);
|
|
valuesum += j64bits(item,"value") + j64bits(item,"value2");
|
|
satoshisum += j64bits(item,"satoshis");
|
|
}
|
|
}
|
|
free_json(array);
|
|
}
|
|
*valuep = valuesum;
|
|
return(satoshisum);
|
|
}
|
|
|
|
char *LP_portfolio()
|
|
{
|
|
double goalsum = 0.; uint64_t kmdsum = 0; int32_t iter; cJSON *retjson,*array; struct iguana_info *coin,*tmp;
|
|
array = cJSON_CreateArray();
|
|
retjson = cJSON_CreateObject();
|
|
for (iter=0; iter<2; iter++)
|
|
{
|
|
HASH_ITER(hh,LP_coins,coin,tmp)
|
|
{
|
|
if ( coin->inactive != 0 )
|
|
continue;
|
|
if ( iter == 0 )
|
|
{
|
|
coin->balanceA = LP_balance(&coin->valuesumA,0,coin->symbol,coin->smartaddr);
|
|
coin->balanceB = LP_balance(&coin->valuesumB,1,coin->symbol,coin->smartaddr);
|
|
if ( strcmp(coin->symbol,"KMD") != 0 )
|
|
coin->price_kmd = LP_price(coin->symbol,"KMD");
|
|
else coin->price_kmd = 1.;
|
|
coin->maxamount = coin->valuesumA;
|
|
if ( coin->valuesumB > coin->maxamount )
|
|
coin->maxamount = coin->valuesumB;
|
|
coin->kmd_equiv = coin->maxamount * coin->price_kmd;
|
|
kmdsum += coin->kmd_equiv;
|
|
goalsum += coin->goal;
|
|
}
|
|
else
|
|
{
|
|
if ( kmdsum > SMALLVAL )
|
|
coin->perc = 100. * coin->kmd_equiv / kmdsum;
|
|
if ( goalsum > SMALLVAL && coin->goal > SMALLVAL )
|
|
{
|
|
coin->goalperc = 100. * coin->goal / goalsum;
|
|
if ( (coin->force= (coin->goalperc - coin->perc)) < 0. )
|
|
coin->force *= -coin->force;
|
|
else coin->force *= coin->force;
|
|
} else coin->goalperc = coin->force = 0.;
|
|
jaddi(array,LP_portfolio_entry(coin));
|
|
}
|
|
}
|
|
}
|
|
jaddstr(retjson,"result","success");
|
|
jaddnum(retjson,"kmd_equiv",dstr(kmdsum));
|
|
jadd(retjson,"portfolio",array);
|
|
return(jprint(retjson,1));
|
|
}
|
|
|
|
char *LP_portfolio_goal(char *symbol,double goal)
|
|
{
|
|
struct iguana_info *coin;
|
|
if ( (coin= LP_coinfind(symbol)) != 0 && coin->inactive == 0 )
|
|
{
|
|
coin->goal = goal;
|
|
return(LP_portfolio());
|
|
} else return(clonestr("{\error\":\"cant set goal for inactive coin\"}"));
|
|
}
|
|
|
|
int32_t LP_autoprices;
|
|
|
|
int32_t LP_autofill(char *base,char *rel,double maxprice,double totalrelvolume)
|
|
{
|
|
struct LP_priceinfo *basepp,*relpp;
|
|
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
|
|
{
|
|
basepp->maxprices[relpp->ind] = maxprice;
|
|
basepp->relvols[relpp->ind] = totalrelvolume;
|
|
return(0);
|
|
}
|
|
return(-1);
|
|
}
|
|
|
|
int32_t LP_autoprice(char *base,char *rel,double minprice,double margin,char *type)
|
|
{
|
|
struct LP_priceinfo *basepp,*relpp;
|
|
if ( (basepp= LP_priceinfofind(base)) != 0 && (relpp= LP_priceinfofind(rel)) != 0 )
|
|
{
|
|
basepp->minprices[relpp->ind] = minprice;
|
|
basepp->margins[relpp->ind] = margin;
|
|
LP_autoprices++;
|
|
return(0);
|
|
}
|
|
return(-1);
|
|
}
|
|
|
|
void LP_autopriceset(void *ctx,int32_t dir,struct LP_priceinfo *relpp,struct LP_priceinfo *basepp,double price)
|
|
{
|
|
double margin,minprice; int32_t changed;
|
|
if ( (margin= basepp->margins[relpp->ind]) != 0. )
|
|
{
|
|
if ( dir > 0 )
|
|
price = 1. / (price * (1. - margin));
|
|
else price = (price * (1. + margin));
|
|
//printf("%s/%s %.8f dir.%d margin %.8f\n",relpp->symbol,basepp->symbol,price,dir,margin);
|
|
if ( (minprice= basepp->minprices[relpp->ind]) == 0. || price >= minprice )
|
|
{
|
|
LP_mypriceset(&changed,relpp->symbol,basepp->symbol,price);
|
|
//printf("changed.%d\n",changed);
|
|
if ( changed != 0 )
|
|
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,relpp->symbol,basepp->symbol,price);
|
|
}
|
|
}
|
|
}
|
|
|
|
double LP_pricesparse(void *ctx,int32_t trexflag,char *retstr,struct LP_priceinfo *btcpp)
|
|
{
|
|
//{"success":true,"message":"","result":[{"MarketName":"BTC-KMD","High":0.00040840,"Low":0.00034900,"Volume":328042.46061669,"Last":0.00037236,"BaseVolume":123.36439511,"TimeStamp":"2017-07-15T13:50:21.87","Bid":0.00035721,"Ask":0.00037069,"OpenBuyOrders":343,"OpenSellOrders":1690,"PrevDay":0.00040875,"Created":"2017-02-11T23:04:01.853"},
|
|
//{"TradePairId":4762,"Label":"WAVES/BTC","AskPrice":0.00099989,"BidPrice":0.00097350,"Low":0.00095000,"High":0.00108838,"Volume":6501.24403100,"LastPrice":0.00098028,"BuyVolume":1058994.86554882,"SellVolume":2067.87377158,"Change":-7.46,"Open":0.00105926,"Close":0.00098028,"BaseVolume":6.52057452,"BuyBaseVolume":2.33098660,"SellBaseVolume":1167.77655709},
|
|
int32_t i,j,n,iter; double price,kmdbtc,bid,ask,nxtkmd=0.; struct LP_priceinfo *coinpp,*refpp; char symbol[16],*name,*refcoin; cJSON *retjson,*array,*item;
|
|
if ( (retjson= cJSON_Parse(retstr)) != 0 )
|
|
{
|
|
//printf("got.(%s)\n",retstr);
|
|
kmdbtc = 0.;
|
|
refcoin = "BTC";
|
|
refpp = btcpp;
|
|
if ( (array= jarray(&n,retjson,trexflag != 0 ? "result" : "Data")) != 0 )
|
|
{
|
|
for (iter=0; iter<2; iter++)
|
|
{
|
|
for (i=0; i<n; i++)
|
|
{
|
|
item = jitem(array,i);
|
|
if ( (name= jstr(item,trexflag != 0 ? "MarketName" : "Label")) != 0 )
|
|
{
|
|
symbol[0] = 0;
|
|
if ( trexflag != 0 )
|
|
{
|
|
if ( strncmp("BTC-",name,4) == 0 )
|
|
{
|
|
name += 4;
|
|
strcpy(symbol,name);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
for (j=0; j<sizeof(symbol)-1; j++)
|
|
if ( (symbol[j]= name[j]) == '/' )
|
|
break;
|
|
symbol[j] = 0;
|
|
if ( strcmp(name+j+1,"BTC") != 0 )
|
|
continue;
|
|
}
|
|
if ( symbol[0] != 0 )
|
|
{
|
|
//printf("%s\n",jprint(item,0));
|
|
bid = jdouble(item,trexflag != 0 ? "Bid" : "BidPrice");
|
|
ask = jdouble(item,trexflag != 0 ? "Ask" : "AskPrice");
|
|
if ( iter == 1 && kmdbtc > SMALLVAL && strcmp(symbol,"NXT") == 0 )
|
|
nxtkmd = 0.5 * (bid + ask) / kmdbtc;
|
|
if ( (coinpp= LP_priceinfofind(symbol)) != 0 )
|
|
{
|
|
coinpp->high[trexflag] = jdouble(item,"High");
|
|
coinpp->low[trexflag] = jdouble(item,"Low");
|
|
//coinpp->volume = jdouble(item,"Volume");
|
|
//coinpp->btcvolume = jdouble(item,"BaseVolume");
|
|
coinpp->last[trexflag] = jdouble(item,trexflag != 0 ? "Last" : "LastPrice");
|
|
coinpp->bid[trexflag] = bid;
|
|
coinpp->ask[trexflag] = ask;
|
|
//coinpp->prevday = jdouble(item,"PrevDay");
|
|
//printf("iter.%d trexflag.%d %s high %.8f, low %.8f, last %.8f hbla.(%.8f %.8f)\n",iter,trexflag,symbol,coinpp->high[trexflag],coinpp->low[trexflag],coinpp->last[trexflag],coinpp->bid[trexflag],coinpp->ask[trexflag]);
|
|
if ( coinpp->bid[trexflag] > SMALLVAL && coinpp->ask[trexflag] > SMALLVAL )
|
|
{
|
|
price = 0.5 * (coinpp->bid[trexflag] + coinpp->ask[trexflag]);
|
|
if ( iter == 0 )
|
|
{
|
|
if ( strcmp(symbol,"KMD") == 0 )
|
|
kmdbtc = price;
|
|
}
|
|
else
|
|
{
|
|
if ( strcmp(symbol,"KMD") == 0 )
|
|
continue;
|
|
//printf("(%s/%s) iter.%d trexflag.%d %s %.8f %.8f\n",refpp->symbol,coinpp->symbol,iter,trexflag,symbol,price,price/kmdbtc);
|
|
price /= kmdbtc;
|
|
}
|
|
if ( trexflag == 0 && coinpp->bid[1] > SMALLVAL && coinpp->ask[1] > SMALLVAL )
|
|
{
|
|
//printf("have trex: iter.%d trexflag.%d %s %.8f %.8f\n",iter,trexflag,symbol,coinpp->bid[1],coinpp->ask[1]);
|
|
continue;
|
|
}
|
|
LP_autopriceset(ctx,1,refpp,coinpp,price);
|
|
LP_autopriceset(ctx,-1,coinpp,refpp,price);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
refcoin = "KMD";
|
|
if ( kmdbtc == 0. || (refpp= LP_priceinfofind("KMD")) == 0 )
|
|
break;
|
|
}
|
|
}
|
|
free_json(retjson);
|
|
}
|
|
return(nxtkmd);
|
|
}
|
|
|
|
static char *assetids[][3] =
|
|
{
|
|
{ "12071612744977229797", "UNITY", "10000" },
|
|
{ "15344649963748848799", "DEX", "1" },
|
|
{ "6883271355794806507", "PANGEA", "10000" },
|
|
{ "17911762572811467637", "JUMBLR", "10000" },
|
|
{ "17083334802666450484", "BET", "10000" },
|
|
{ "13476425053110940554", "CRYPTO", "1000" },
|
|
{ "6932037131189568014", "HODL", "1" },
|
|
{ "3006420581923704757", "SHARK", "10000" },
|
|
{ "17571711292785902558", "BOTS", "1" },
|
|
{ "10524562908394749924", "MGW", "1" },
|
|
};
|
|
|
|
void prices_loop(void *ignore)
|
|
{
|
|
char *retstr; cJSON *retjson,*bid,*ask; uint64_t bidsatoshis,asksatoshis; int32_t i; double nxtkmd,price; struct LP_priceinfo *btcpp,*kmdpp,*fiatpp,*nxtpp; void *ctx = bitcoin_ctx();
|
|
while ( 1 )
|
|
{
|
|
if ( LP_autoprices == 0 )
|
|
{
|
|
sleep(60);
|
|
continue;
|
|
}
|
|
if ( (btcpp= LP_priceinfofind("BTC")) == 0 )
|
|
{
|
|
sleep(60);
|
|
continue;
|
|
}
|
|
if ( (retstr= issue_curlt("https://bittrex.com/api/v1.1/public/getmarketsummaries",LP_HTTP_TIMEOUT*10)) == 0 )
|
|
{
|
|
printf("error getting marketsummaries\n");
|
|
sleep(60);
|
|
continue;
|
|
}
|
|
nxtkmd = LP_pricesparse(ctx,1,retstr,btcpp);
|
|
free(retstr);
|
|
if ( (retstr= issue_curlt("https://www.cryptopia.co.nz/api/GetMarkets",LP_HTTP_TIMEOUT*10)) == 0 )
|
|
{
|
|
printf("error getting marketsummaries\n");
|
|
sleep(60);
|
|
continue;
|
|
}
|
|
LP_pricesparse(ctx,0,retstr,btcpp);
|
|
free(retstr);
|
|
if ( (kmdpp= LP_priceinfofind("KMD")) != 0 )
|
|
{
|
|
for (i=0; i<32; i++)
|
|
{
|
|
if ( (fiatpp= LP_priceinfofind(CURRENCIES[i])) != 0 )
|
|
{
|
|
if ( (retjson= LP_paxprice(CURRENCIES[i])) != 0 )
|
|
{
|
|
//printf("(%s %.8f %.8f) ",CURRENCIES[i],jdouble(retjson,"price"),jdouble(retjson,"invprice"));
|
|
price = jdouble(retjson,"price");
|
|
LP_autopriceset(ctx,1,kmdpp,fiatpp,price);
|
|
LP_autopriceset(ctx,-1,fiatpp,kmdpp,price);
|
|
free_json(retjson);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
if ( nxtkmd > SMALLVAL )
|
|
{
|
|
for (i=0; i<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(ctx,1,kmdpp,nxtpp,price);
|
|
LP_autopriceset(ctx,-1,nxtpp,kmdpp,price);
|
|
//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);
|
|
}
|
|
}
|
|
}
|
|
}
|
|
sleep(60);
|
|
}
|
|
}
|
|
|
|
|
|
|