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324 lines
13 KiB
324 lines
13 KiB
/******************************************************************************
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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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#define EXCHANGE_NAME "fxcm"
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#define UPDATE fxcm ## _price
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#define SUPPORTS fxcm ## _supports
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#define SIGNPOST fxcm ## _signpost
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#define TRADE fxcm ## _trade
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#define ORDERSTATUS fxcm ## _orderstatus
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#define CANCELORDER fxcm ## _cancelorder
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#define OPENORDERS fxcm ## _openorders
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#define TRADEHISTORY fxcm ## _tradehistory
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#define BALANCES fxcm ## _balances
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#define PARSEBALANCE fxcm ## _parsebalance
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#define WITHDRAW fxcm ## _withdraw
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#define CHECKBALANCE fxcm ## _checkbalance
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#define ALLPAIRS fxcm ## _allpairs
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#define FUNCS fxcm ## _funcs
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#define BASERELS fxcm ## _baserels
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static char **FXCM_contracts; static int num_FXCM;
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char *fxcm_xmlstr()
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{
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char *xmlstr; int32_t i,j,k;
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if ( (xmlstr= issue_curl("http://rates.fxcm.com/RatesXML")) != 0 )
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{
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_stripwhite(xmlstr,0);
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//printf("(%s)\n",xmlstr);
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i = 0;
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if ( strncmp("<?xml",xmlstr,5) == 0 )
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for (; xmlstr[i]!='>'&&xmlstr[i]!=0; i++)
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;
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if ( xmlstr[i] == '>' )
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i++;
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for (j=0; xmlstr[i]!=0; i++)
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{
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if ( strncmp("<Rates>",&xmlstr[i],strlen("<Rates>")) == 0 )
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xmlstr[j++] = '[', i += strlen("<Rates>")-1;
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else if ( strncmp("<RateSymbol=",&xmlstr[i],strlen("<RateSymbol=")) == 0 )
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{
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if ( j > 1 )
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xmlstr[j++] = ',';
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memcpy(&xmlstr[j],"{\"Symbol\":",strlen("{\"Symbol\":")), i += strlen("<RateSymbol=")-1, j += strlen("{\"Symbol\":");
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}
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else
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{
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char *strpairs[][2] = { { "<Bid>", "\"Bid\":" }, { "<Ask>", "\"Ask\":" }, { "<High>", "\"High\":" }, { "<Low>", "\"Low\":" }, { "<Direction>", "\"Direction\":" }, { "<Last>", "\"Last\":\"" } };
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for (k=0; k<sizeof(strpairs)/sizeof(*strpairs); k++)
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if ( strncmp(strpairs[k][0],&xmlstr[i],strlen(strpairs[k][0])) == 0 )
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{
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memcpy(&xmlstr[j],strpairs[k][1],strlen(strpairs[k][1]));
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i += strlen(strpairs[k][0])-1;
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j += strlen(strpairs[k][1]);
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break;
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}
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if ( k == sizeof(strpairs)/sizeof(*strpairs) )
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{
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char *ends[] = { "</Bid>", "</Ask>", "</High>", "</Low>", "</Direction>", "</Last>", "</Rate>", "</Rates>", ">" };
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for (k=0; k<sizeof(ends)/sizeof(*ends); k++)
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if ( strncmp(ends[k],&xmlstr[i],strlen(ends[k])) == 0 )
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{
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i += strlen(ends[k])-1;
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if ( strcmp("</Rate>",ends[k]) == 0 )
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xmlstr[j++] = '}';
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else if ( strcmp("</Rates>",ends[k]) == 0 )
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xmlstr[j++] = ']';
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else if ( strcmp("</Last>",ends[k]) == 0 )
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xmlstr[j++] = '\"';
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else xmlstr[j++] = ',';
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break;
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}
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if ( k == sizeof(ends)/sizeof(*ends) )
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xmlstr[j++] = xmlstr[i];
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}
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}
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}
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xmlstr[j] = 0;
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}
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return(xmlstr);
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}
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int32_t fxcm_setcontracts()
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{
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int32_t i,n,flag,num = 0; cJSON *json,*obj; char name[32],*str,*xmlstr = fxcm_xmlstr();
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if ( xmlstr != 0 )
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{
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if ( (json= cJSON_Parse(xmlstr)) != 0 )
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{
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/*<Rate Symbol="USDJPY">
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<Bid>123.763</Bid>
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<Ask>123.786</Ask>
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<High>123.956</High>
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<Low>123.562</Low>
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<Direction>-1</Direction>
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<Last>08:49:15</Last>*/
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//printf("Parsed stupid XML! (%s)\n",xmlstr);
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if ( is_cJSON_Array(json) != 0 && (n= cJSON_GetArraySize(json)) != 0 )
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{
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if ( FXCM_contracts != 0 )
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{
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for (i=0; i<num_FXCM; i++)
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{
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if ( FXCM_contracts[i] == 0 )
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break;
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free(FXCM_contracts[i]);
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}
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free(FXCM_contracts);
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}
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FXCM_contracts = calloc(n+1,sizeof(*FXCM_contracts));
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for (i=0; i<n; i++)
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{
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obj = jitem(json,i);
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flag = 0;
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if ( (str= jstr(obj,"Symbol")) != 0 && strlen(str) < 15 )
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{
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strcpy(name,str);
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touppercase(name);
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if ( strcmp(name,"USDCNH") == 0 )
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strcpy(name,"USDCNY");
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FXCM_contracts[num++] = clonestr(name);
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printf("FXCM[%d] = %s\n",num-1,name);
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}
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}
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}
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}
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free(xmlstr);
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}
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return(num);
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}
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int32_t fxcm_ensure()
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{
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if ( num_FXCM == 0 || FXCM_contracts == 0 )
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num_FXCM = fxcm_setcontracts();
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if ( FXCM_contracts == 0 )
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return(-1);
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else return(0);
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}
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char *ALLPAIRS(struct exchange_info *exchange,cJSON *argjson)
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{
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int32_t i,c,n; char base[32],rel[32]; cJSON *json,*item,*array = cJSON_CreateArray();
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if ( fxcm_ensure() == 0 )
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{
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for (i=0; i<num_FXCM; i++)
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{
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if ( strcmp("COPPER",FXCM_contracts[i]) != 0 && (n= (int32_t)strlen(FXCM_contracts[i])) == 6 && ((c= FXCM_contracts[i][n-1]) < '0' || c > '9') )
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{
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strcpy(base,FXCM_contracts[i]);
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strcpy(rel,FXCM_contracts[i] + 3);
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base[3] = rel[3] = 0;
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touppercase(base), touppercase(rel);
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}
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else if ( strcmp(FXCM_contracts[i],"USDOLLAR") == 0 || strcmp(FXCM_contracts[i],"BUND") == 0 || ((c= FXCM_contracts[i][n-1]) >= '0' && c <= '9') )
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{
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strcpy(base,FXCM_contracts[i]), touppercase(base);
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rel[0] = 0;
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}
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else
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{
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strcpy(base,FXCM_contracts[i]), touppercase(base);
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strcpy(rel,"USD");
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}
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item = cJSON_CreateArray();
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jaddistr(item,base);
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jaddistr(item,rel);
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jaddi(array,item);
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}
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json = cJSON_CreateObject();
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jadd(json,"result",array);
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return(jprint(json,1));
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} else return(clonestr("{\"error\":\"cant find FXCM contracts\"}"));
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}
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int32_t SUPPORTS(struct exchange_info *exchange,char *_base,char *_rel,cJSON *argjson)
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{
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int32_t i; char contract[32],revcontract[32],base[32],rel[32];
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if ( fxcm_ensure() == 0 && num_FXCM > 0 && FXCM_contracts != 0 )
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{
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strcpy(base,_base), strcpy(rel,_rel);
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touppercase(base), touppercase(rel);
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sprintf(contract,"%s%s",base,rel), touppercase(contract);
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sprintf(revcontract,"%s%s",rel,base), touppercase(revcontract);
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for (i=0; i<num_FXCM; i++)
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{
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if ( strcmp(contract,FXCM_contracts[i]) == 0 )
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return(1);
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else if ( strcmp(revcontract,FXCM_contracts[i]) == 0 )
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return(-1);
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}
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}
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return(0);
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}
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void prices777_fxcm(double bids[64],double asks[64],double highs[64],double lows[64])
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{
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char name[64],*str,*xmlstr; cJSON *json,*obj; int32_t i,c,flag,n = 0; double bid,ask,high,low; struct destbuf numstr;
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memset(bids,0,sizeof(*bids) * 64), memset(asks,0,sizeof(*asks) * 64);
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memset(highs,0,sizeof(*highs) * 64), memset(lows,0,sizeof(*lows) * 64);
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if ( fxcm_ensure() < 0 )
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return;
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if ( (xmlstr= fxcm_xmlstr()) != 0 )
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{
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if ( (json= cJSON_Parse(xmlstr)) != 0 )
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{
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if ( is_cJSON_Array(json) != 0 && (n= cJSON_GetArraySize(json)) != 0 )
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{
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for (i=0; i<n; i++)
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{
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obj = jitem(json,i);
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flag = 0;
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c = -1;
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if ( (str= jstr(obj,"Symbol")) != 0 && strlen(str) < 15 )
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{
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strcpy(name,str);
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if ( strcmp(name,"USDCNH") == 0 )
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strcpy(name,"USDCNY");
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copy_cJSON(&numstr,jobj(obj,"Bid")), bid = atof(numstr.buf);
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copy_cJSON(&numstr,jobj(obj,"Ask")), ask = atof(numstr.buf);
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copy_cJSON(&numstr,jobj(obj,"High")), high = atof(numstr.buf);
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copy_cJSON(&numstr,jobj(obj,"Low")), low = atof(numstr.buf);
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if ( (c= strsearch(FXCM_contracts,num_FXCM,name)) >= 0 )
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{
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bids[c] = bid, asks[c] = ask, highs[c] = high, lows[c] = low;
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//printf("c.%d (%s) %f %f\n",c,name,bid,ask);
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dpow_price("fxcm",name,bid,ask);
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flag = 1;
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} else printf("cant find.%s\n",name);//, getchar();
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}
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if ( flag == 0 )
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printf("FXCM: Error finding.(%s) c.%d (%s)\n",name,c,cJSON_Print(obj));
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}
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}
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free_json(json);
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} else printf("couldnt parse.(%s)\n",xmlstr);
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free(xmlstr);
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}
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}
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double UPDATE(struct exchange_info *exchange,char *base,char *rel,struct exchange_quote *bidasks,int32_t maxdepth,double commission,cJSON *argjson,int32_t invert)
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{
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double bid,ask,bids[64],asks[64],highs[64],lows[64]; int32_t numbids,numasks,c; char name[32];
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if ( fxcm_ensure() == 0 )
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{
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strcpy(name,base), strcat(name,rel), touppercase(name);
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if ( (c= strsearch(FXCM_contracts,num_FXCM,name)) >= 0 )
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{
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prices777_fxcm(bids,asks,highs,lows);
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numbids = numasks = 0;
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bid = exchange_setquote(bidasks,&numbids,&numasks,0,invert,bids[c],1,commission,0,(uint32_t)time(NULL),0);
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ask = exchange_setquote(bidasks,&numbids,&numasks,1,invert,asks[c],1,commission,0,(uint32_t)time(NULL),0);
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if ( bid > SMALLVAL && ask > SMALLVAL )
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{
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//printf("%d.{%.6f %.6f}.%s ",c,bid,ask,name);
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return((bid + ask) * .5);
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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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cJSON *SIGNPOST(void **cHandlep,int32_t dotrade,char **retstrp,struct exchange_info *exchange,char *payload,char *path)
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{
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if ( retstrp != 0 )
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*retstrp = clonestr("{\"error\":\"fxcm is readonly data source\"}");
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return(cJSON_Parse("{}"));
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}
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char *PARSEBALANCE(struct exchange_info *exchange,double *balancep,char *coinstr,cJSON *argjson)
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{
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return(clonestr("{\"error\":\"fxcm is readonly data source\"}"));
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}
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cJSON *BALANCES(struct exchange_info *exchange,cJSON *argjson)
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{
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return(cJSON_Parse("{\"error\":\"fxcm is readonly data source\"}"));
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}
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uint64_t TRADE(int32_t dotrade,char **retstrp,struct exchange_info *exchange,char *base,char *rel,int32_t dir,double price,double volume,cJSON *argjson)
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{
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return(0);
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}
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char *ORDERSTATUS(struct exchange_info *exchange,uint64_t quoteid,cJSON *argjson)
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{
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return(clonestr("{\"error\":\"fxcm is readonly data source\"}"));
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}
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char *CANCELORDER(struct exchange_info *exchange,uint64_t quoteid,cJSON *argjson)
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{
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return(clonestr("{\"error\":\"fxcm is readonly data source\"}"));
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}
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char *OPENORDERS(struct exchange_info *exchange,cJSON *argjson)
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{
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return(clonestr("{\"error\":\"fxcm is readonly data source\"}"));
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}
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char *TRADEHISTORY(struct exchange_info *exchange,cJSON *argjson)
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{
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return(clonestr("{\"error\":\"fxcm is readonly data source\"}"));
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}
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char *WITHDRAW(struct exchange_info *exchange,char *base,double amount,char *destaddr,cJSON *argjson)
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{
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return(clonestr("{\"error\":\"fxcm is readonly data source\"}"));
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}
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struct exchange_funcs fxcm_funcs = EXCHANGE_FUNCS(fxcm,EXCHANGE_NAME);
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#include "exchange_undefs.h"
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