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815 lines
38 KiB
815 lines
38 KiB
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/******************************************************************************
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* Copyright © 2014-2017 The SuperNET Developers. *
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* *
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* See the AUTHORS, DEVELOPER-AGREEMENT and LICENSE files at *
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* the top-level directory of this distribution for the individual copyright *
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* holder information and the developer policies on copyright and licensing. *
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* *
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* Unless otherwise agreed in a custom licensing agreement, no part of the *
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* SuperNET software, including this file may be copied, modified, propagated *
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* or distributed except according to the terms contained in the LICENSE file *
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* *
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* Removal or modification of this copyright notice is prohibited. *
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* *
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******************************************************************************/
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//
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// LP_ordermatch.c
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// marketmaker
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//
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uint64_t LP_txfeecalc(struct iguana_info *coin,uint64_t txfee)
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{
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if ( coin != 0 )
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{
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if ( strcmp(coin->symbol,"BTC") == 0 )
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{
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if ( txfee == 0 && (txfee= LP_getestimatedrate(coin) * LP_AVETXSIZE) < LP_MIN_TXFEE )
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txfee = LP_MIN_TXFEE;
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}
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else txfee = coin->txfee;
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if ( txfee < LP_MIN_TXFEE )
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txfee = LP_MIN_TXFEE;
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}
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return(txfee);
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}
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void LP_txfees(uint64_t *txfeep,uint64_t *desttxfeep,char *base,char *rel)
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{
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*txfeep = LP_txfeecalc(LP_coinfind(base),0);
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*desttxfeep = LP_txfeecalc(LP_coinfind(rel),0);
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}
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double LP_qprice_calc(int64_t *destsatoshisp,int64_t *satoshisp,double price,uint64_t b_satoshis,uint64_t txfee,uint64_t a_value,uint64_t maxdestsatoshis,uint64_t desttxfee)
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{
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uint64_t destsatoshis,satoshis;
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a_value -= (desttxfee + 1);
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destsatoshis = ((b_satoshis - txfee) * price);
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if ( destsatoshis > a_value )
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destsatoshis = a_value;
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if ( maxdestsatoshis != 0 && destsatoshis > maxdestsatoshis-desttxfee-1 )
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destsatoshis = maxdestsatoshis-desttxfee-1;
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satoshis = (destsatoshis / price + 0.49) - txfee;
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*destsatoshisp = destsatoshis;
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*satoshisp = satoshis;
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if ( satoshis > 0 )
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return((double)destsatoshis / satoshis);
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else return(0.);
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}
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struct basilisk_request *LP_requestinit(struct basilisk_request *rp,bits256 srchash,bits256 desthash,char *src,uint64_t srcsatoshis,char *dest,uint64_t destsatoshis,uint32_t timestamp,uint32_t quotetime,int32_t DEXselector)
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{
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struct basilisk_request R;
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memset(rp,0,sizeof(*rp));
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rp->srchash = srchash;
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rp->srcamount = srcsatoshis;
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rp->timestamp = timestamp;
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rp->DEXselector = DEXselector;
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safecopy(rp->src,src,sizeof(rp->src));
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safecopy(rp->dest,dest,sizeof(rp->dest));
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R = *rp;
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rp->requestid = basilisk_requestid(rp);
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rp->quotetime = quotetime;
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rp->desthash = desthash;
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rp->destamount = destsatoshis;
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rp->quoteid = basilisk_quoteid(rp);
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printf("r.%u %u, q.%u %u: %s %.8f -> %s %.8f\n",rp->timestamp,rp->requestid,rp->quotetime,rp->quoteid,rp->src,dstr(rp->srcamount),rp->dest,dstr(rp->destamount));
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return(rp);
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}
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cJSON *LP_quotejson(struct LP_quoteinfo *qp)
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{
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double price; cJSON *retjson = cJSON_CreateObject();
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jaddstr(retjson,"base",qp->srccoin);
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jaddstr(retjson,"rel",qp->destcoin);
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if ( qp->coinaddr[0] != 0 )
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jaddstr(retjson,"address",qp->coinaddr);
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if ( qp->timestamp != 0 )
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jaddnum(retjson,"timestamp",qp->timestamp);
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if ( bits256_nonz(qp->txid) != 0 )
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{
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jaddbits256(retjson,"txid",qp->txid);
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jaddnum(retjson,"vout",qp->vout);
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}
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if ( bits256_nonz(qp->srchash) != 0 )
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jaddbits256(retjson,"srchash",qp->srchash);
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if ( qp->txfee != 0 )
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jadd64bits(retjson,"txfee",qp->txfee);
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if ( qp->quotetime != 0 )
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jaddnum(retjson,"quotetime",qp->quotetime);
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if ( qp->satoshis != 0 )
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jadd64bits(retjson,"satoshis",qp->satoshis);
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if ( bits256_nonz(qp->desthash) != 0 )
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jaddbits256(retjson,"desthash",qp->desthash);
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if ( bits256_nonz(qp->txid2) != 0 )
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{
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jaddbits256(retjson,"txid2",qp->txid2);
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jaddnum(retjson,"vout2",qp->vout2);
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}
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if ( bits256_nonz(qp->desttxid) != 0 )
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{
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if ( qp->destaddr[0] != 0 )
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jaddstr(retjson,"destaddr",qp->destaddr);
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jaddbits256(retjson,"desttxid",qp->desttxid);
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jaddnum(retjson,"destvout",qp->destvout);
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}
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if ( bits256_nonz(qp->feetxid) != 0 )
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{
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jaddbits256(retjson,"feetxid",qp->feetxid);
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jaddnum(retjson,"feevout",qp->feevout);
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}
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if ( qp->desttxfee != 0 )
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jadd64bits(retjson,"desttxfee",qp->desttxfee);
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if ( qp->destsatoshis != 0 )
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{
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jadd64bits(retjson,"destsatoshis",qp->destsatoshis);
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if ( qp->satoshis != 0 )
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{
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price = (double)qp->destsatoshis / qp->satoshis;
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jaddnum(retjson,"price",price);
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}
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}
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return(retjson);
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}
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int32_t LP_quoteparse(struct LP_quoteinfo *qp,cJSON *argjson)
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{
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safecopy(qp->srccoin,jstr(argjson,"base"),sizeof(qp->srccoin));
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safecopy(qp->coinaddr,jstr(argjson,"address"),sizeof(qp->coinaddr));
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safecopy(qp->destcoin,jstr(argjson,"rel"),sizeof(qp->destcoin));
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safecopy(qp->destaddr,jstr(argjson,"destaddr"),sizeof(qp->destaddr));
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qp->timestamp = juint(argjson,"timestamp");
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qp->quotetime = juint(argjson,"quotetime");
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qp->txid = jbits256(argjson,"txid");
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qp->txid2 = jbits256(argjson,"txid2");
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qp->vout = jint(argjson,"vout");
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qp->vout2 = jint(argjson,"vout2");
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qp->feevout = jint(argjson,"feevout");
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qp->srchash = jbits256(argjson,"srchash");
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qp->desttxid = jbits256(argjson,"desttxid");
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qp->feetxid = jbits256(argjson,"feetxid");
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qp->destvout = jint(argjson,"destvout");
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qp->desthash = jbits256(argjson,"desthash");
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qp->satoshis = j64bits(argjson,"satoshis");
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qp->destsatoshis = j64bits(argjson,"destsatoshis");
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qp->txfee = j64bits(argjson,"txfee");
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qp->desttxfee = j64bits(argjson,"desttxfee");
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return(0);
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}
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int32_t LP_quoteinfoinit(struct LP_quoteinfo *qp,struct LP_utxoinfo *utxo,char *destcoin,double price,uint64_t satoshis,uint64_t destsatoshis)
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{
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memset(qp,0,sizeof(*qp));
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if ( qp->timestamp == 0 )
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qp->timestamp = (uint32_t)time(NULL);
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safecopy(qp->destcoin,destcoin,sizeof(qp->destcoin));
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LP_txfees(&qp->txfee,&qp->desttxfee,utxo->coin,qp->destcoin);
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qp->satoshis = satoshis;//(destsatoshis / price) + 0.49;
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qp->destsatoshis = destsatoshis;
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if ( utxo->iambob == 0 || qp->txfee >= qp->satoshis || qp->txfee >= utxo->deposit.value || utxo->deposit.value < LP_DEPOSITSATOSHIS(qp->satoshis) )
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{
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printf("quoteinit error.(%d %d %d %d) %.8f vs %.8f\n",utxo->iambob == 0,qp->txfee >= qp->satoshis,qp->txfee >= utxo->deposit.value,utxo->deposit.value < LP_DEPOSITSATOSHIS(qp->satoshis),dstr(utxo->deposit.value),dstr(LP_DEPOSITSATOSHIS(qp->satoshis)));
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return(-1);
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}
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qp->txid = utxo->payment.txid;
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qp->vout = utxo->payment.vout;
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qp->txid2 = utxo->deposit.txid;
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qp->vout2 = utxo->deposit.vout;
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if ( qp->desttxfee >= qp->destsatoshis )
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{
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printf("quoteinit desttxfee %.8f < %.8f destsatoshis\n",dstr(qp->desttxfee),dstr(qp->destsatoshis));
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return(-2);
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}
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safecopy(qp->srccoin,utxo->coin,sizeof(qp->srccoin));
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safecopy(qp->coinaddr,utxo->coinaddr,sizeof(qp->coinaddr));
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qp->srchash = utxo->pubkey;
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return(0);
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}
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int32_t LP_quotedestinfo(struct LP_quoteinfo *qp,bits256 desttxid,int32_t destvout,bits256 feetxid,int32_t feevout,bits256 desthash,char *destaddr)
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{
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qp->desttxid = desttxid;
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qp->destvout = destvout;
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qp->desthash = desthash;
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qp->feetxid = feetxid;
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qp->feevout = feevout;
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safecopy(qp->destaddr,destaddr,sizeof(qp->destaddr));
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return(0);
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}
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char *LP_quotereceived(cJSON *argjson)
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{
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struct LP_cacheinfo *ptr; double price; struct LP_quoteinfo Q;
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LP_quoteparse(&Q,argjson);
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price = (double)Q.destsatoshis / Q.satoshis;
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if ( (ptr= LP_cacheadd(Q.srccoin,Q.destcoin,Q.txid,Q.vout,price,&Q)) != 0 )
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{
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ptr->Q = Q;
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printf(">>>>>>>>>> received quote %s/%s %.8f\n",Q.srccoin,Q.destcoin,price);
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return(clonestr("{\"result\":\"updated\"}"));
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} else return(clonestr("{\"error\":\"nullptr\"}"));
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}
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char *LP_pricepings(void *ctx,char *myipaddr,int32_t pubsock,char *base,char *rel,double price)
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{
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bits256 zero; char *msg; cJSON *reqjson = cJSON_CreateObject();
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memset(zero.bytes,0,sizeof(zero));
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jaddbits256(reqjson,"pubkey",LP_mypub25519);
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jaddstr(reqjson,"base",base);
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jaddstr(reqjson,"rel",rel);
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jaddnum(reqjson,"price",price);
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jaddstr(reqjson,"method","postprice");
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msg = jprint(reqjson,1);
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LP_broadcast_message(pubsock,base,rel,zero,msg);
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return(clonestr("{\"result\":\"success\"}"));
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}
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char *LP_postedprice(cJSON *argjson)
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{
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bits256 pubkey; double price; char *base,*rel;
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//printf("PRICE POSTED.(%s)\n",jprint(argjson,0));
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if ( (base= jstr(argjson,"base")) != 0 && (rel= jstr(argjson,"rel")) != 0 && (price= jdouble(argjson,"price")) > SMALLVAL )
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{
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pubkey = jbits256(argjson,"pubkey");
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if ( bits256_nonz(pubkey) != 0 )
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{
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LP_pricefeedupdate(pubkey,base,rel,price);
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return(clonestr("{\"result\":\"success\"}"));
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}
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}
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return(clonestr("{\"error\":\"missing fields in posted price\"}"));
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}
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int32_t LP_quote_checkmempool(struct LP_quoteinfo *qp)
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{
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int32_t selector,spendvini; bits256 spendtxid;
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if ( (selector= LP_mempool_vinscan(&spendtxid,&spendvini,qp->srccoin,qp->txid,qp->vout,qp->txid2,qp->vout2)) >= 0 )
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{
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char str[65]; printf("LP_tradecommand selector.%d in mempool %s vini.%d",selector,bits256_str(str,spendtxid),spendvini);
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return(-1);
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}
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if ( (selector= LP_mempool_vinscan(&spendtxid,&spendvini,qp->destcoin,qp->desttxid,qp->destvout,qp->feetxid,qp->feevout)) >= 0 )
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{
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char str[65]; printf("LP_tradecommand dest selector.%d in mempool %s vini.%d",selector,bits256_str(str,spendtxid),spendvini);
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return(-1);
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}
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return(0);
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}
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double LP_quote_validate(struct LP_utxoinfo **autxop,struct LP_utxoinfo **butxop,struct LP_quoteinfo *qp,int32_t iambob)
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{
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double qprice; uint64_t txfee,desttxfee,srcvalue,srcvalue2,destvalue,destvalue2;
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*autxop = *butxop = 0;
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if ( LP_iseligible(&srcvalue,&srcvalue2,1,qp->srccoin,qp->txid,qp->vout,qp->satoshis,qp->txid2,qp->vout2) == 0 )
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{
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printf("bob not eligible\n");
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return(-2);
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}
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if ( LP_iseligible(&destvalue,&destvalue2,0,qp->destcoin,qp->desttxid,qp->destvout,qp->destsatoshis,qp->feetxid,qp->feevout) == 0 )
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{
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char str[65]; printf("alice not eligible (%.8f %.8f) %s/v%d\n",dstr(destvalue),dstr(destvalue2),bits256_str(str,qp->feetxid),qp->feevout);
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return(-3);
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}
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if ( LP_quote_checkmempool(qp) < 0 )
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return(-4);
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if ( (*butxop= LP_utxofind(1,qp->txid,qp->vout)) == 0 )
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return(-5);
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if ( bits256_cmp((*butxop)->deposit.txid,qp->txid2) != 0 || (*butxop)->deposit.vout != qp->vout2 )
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return(-6);
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if ( strcmp((*butxop)->coinaddr,qp->coinaddr) != 0 )
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return(-7);
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if ( iambob == 0 )
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{
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if ( (*autxop= LP_utxofind(0,qp->desttxid,qp->destvout)) == 0 )
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return(-8);
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if ( bits256_cmp((*autxop)->fee.txid,qp->feetxid) != 0 || (*autxop)->fee.vout != qp->feevout )
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return(-9);
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if ( strcmp((*autxop)->coinaddr,qp->destaddr) != 0 )
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return(-10);
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}
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if ( destvalue < qp->desttxfee+qp->destsatoshis || srcvalue < qp->txfee+qp->satoshis )
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{
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printf("destvalue %.8f srcvalue %.8f, destsatoshis %.8f or satoshis %.8f is too small txfees %.8f %.8f?\n",dstr(destvalue),dstr(srcvalue),dstr(qp->destsatoshis),dstr(qp->satoshis),dstr(qp->desttxfee),dstr(qp->txfee));
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return(-11);
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}
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qprice = ((double)qp->destsatoshis / qp->satoshis);
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if ( qp->satoshis < (srcvalue / LP_MINVOL) || srcvalue < qp->txfee*LP_MINSIZE_TXFEEMULT )
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{
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printf("utxo payment %.8f is less than %f covered by Q %.8f or <10x txfee %.8f\n",dstr(srcvalue),1./LP_MINVOL,dstr(qp->satoshis),dstr(qp->txfee));
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return(-12);
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}
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if ( qp->destsatoshis < (destvalue / LP_MINCLIENTVOL) || destvalue < qp->desttxfee*LP_MINSIZE_TXFEEMULT )
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{
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printf("destsatoshis %.8f is less than %f of value %.8f or < 10x txfee %.8f\n",dstr(qp->destsatoshis),1./LP_MINCLIENTVOL,dstr(destvalue),dstr(qp->desttxfee));
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return(-13);
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}
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LP_txfees(&txfee,&desttxfee,qp->srccoin,qp->destcoin);
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printf("qprice %.8f <- %.8f/%.8f txfees.(%.8f %.8f) vs (%.8f %.8f)\n",qprice,dstr(qp->destsatoshis),dstr(qp->satoshis),dstr(qp->txfee),dstr(qp->desttxfee),dstr(txfee),dstr(desttxfee));
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if ( qp->txfee < LP_REQUIRED_TXFEE*txfee || qp->desttxfee < LP_REQUIRED_TXFEE*desttxfee )
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return(-14);
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return(qprice);
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}
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int32_t LP_arrayfind(cJSON *array,bits256 txid,int32_t vout)
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{
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int32_t i,n = cJSON_GetArraySize(array); cJSON *item;
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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 ( vout == jint(item,"vout") && bits256_cmp(txid,jbits256(item,"txid")) == 0 )
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return(i);
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}
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return(-1);
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}
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double LP_query(void *ctx,char *myipaddr,int32_t mypubsock,char *method,struct LP_quoteinfo *qp)
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{
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cJSON *reqjson; char *msg; int32_t i,flag = 0; double price = 0.; struct LP_utxoinfo *utxo;
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if ( strcmp(method,"request") == 0 )
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{
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if ( (utxo= LP_utxofind(0,qp->desttxid,qp->destvout)) != 0 && LP_ismine(utxo) > 0 && LP_isavailable(utxo) > 0 )
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LP_unavailableset(utxo,qp->srchash);
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else
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{
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printf("couldnt find my txid to make request\n");
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return(0.);
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}
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}
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reqjson = LP_quotejson(qp);
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if ( bits256_nonz(qp->desthash) != 0 )
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flag = 1;
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jaddbits256(reqjson,"pubkey",qp->srchash);
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jaddstr(reqjson,"method",method);
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msg = jprint(reqjson,1);
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printf("QUERY.(%s)\n",msg);
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LP_broadcast_message(LP_mypubsock,qp->srccoin,qp->destcoin,qp->srchash,msg);
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for (i=0; i<30; i++)
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{
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if ( (price= LP_pricecache(qp,qp->srccoin,qp->destcoin,qp->txid,qp->vout)) > SMALLVAL )
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{
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if ( flag == 0 || bits256_nonz(qp->desthash) != 0 )
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{
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printf("break out of loop.%d price %.8f %s/%s\n",i,price,qp->srccoin,qp->destcoin);
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break;
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}
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}
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usleep(100000);
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}
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return(price);
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}
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int32_t LP_nanobind(void *ctx,char *pairstr)
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{
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int32_t i,r,pairsock = -1; uint16_t mypullport; char bindaddr[128];
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if ( LP_canbind != 0 )
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{
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if ( (pairsock= nn_socket(AF_SP,NN_PAIR)) < 0 )
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printf("error creating utxo->pair\n");
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else
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{
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for (i=0; i<10; i++)
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{
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r = (10000 + (rand() % 50000)) & 0xffff;
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if ( LP_fixed_pairport != 0 )
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r = LP_fixed_pairport;
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nanomsg_transportname(0,pairstr,LP_myipaddr,r);
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nanomsg_transportname(1,bindaddr,LP_myipaddr,r);
|
|
if ( nn_bind(pairsock,bindaddr) >= 0 )
|
|
{
|
|
//timeout = 1;
|
|
//nn_setsockopt(pairsock,NN_SOL_SOCKET,NN_SNDTIMEO,&timeout,sizeof(timeout));
|
|
//nn_setsockopt(pairsock,NN_SOL_SOCKET,NN_RCVTIMEO,&timeout,sizeof(timeout));
|
|
printf("nanobind %s to %d\n",pairstr,pairsock);
|
|
return(pairsock);
|
|
} else printf("error binding to %s for %s\n",bindaddr,pairstr);
|
|
if ( LP_fixed_pairport != 0 )
|
|
break;
|
|
}
|
|
}
|
|
} else pairsock = LP_initpublicaddr(ctx,&mypullport,pairstr,"127.0.0.1",0,1);
|
|
return(pairsock);
|
|
}
|
|
|
|
int32_t LP_connectstartbob(void *ctx,int32_t pubsock,struct LP_utxoinfo *utxo,cJSON *argjson,char *base,char *rel,double price,struct LP_quoteinfo *qp)
|
|
{
|
|
char pairstr[512],*msg; cJSON *retjson; bits256 privkey; int32_t pair=-1,retval = -1,DEXselector = 0; struct basilisk_swap *swap; struct iguana_info *coin;
|
|
printf("LP_connectstartbob.(%s) with.(%s) %s\n",LP_myipaddr,jprint(argjson,0),LP_myipaddr);
|
|
qp->quotetime = (uint32_t)time(NULL);
|
|
if ( (coin= LP_coinfind(utxo->coin)) == 0 )
|
|
{
|
|
printf("cant find coin.%s\n",utxo->coin);
|
|
return(-1);
|
|
}
|
|
privkey = LP_privkey(utxo->coinaddr,coin->taddr);
|
|
if ( bits256_nonz(privkey) != 0 && qp->quotetime >= qp->timestamp-3 && qp->quotetime <= utxo->T.swappending && bits256_cmp(LP_mypub25519,qp->srchash) == 0 )
|
|
{
|
|
if ( (pair= LP_nanobind(ctx,pairstr)) >= 0 )
|
|
{
|
|
LP_requestinit(&qp->R,qp->srchash,qp->desthash,base,qp->satoshis-qp->txfee,rel,qp->destsatoshis-qp->desttxfee,qp->timestamp,qp->quotetime,DEXselector);
|
|
swap = LP_swapinit(1,0,privkey,&qp->R,qp);
|
|
swap->N.pair = pair;
|
|
utxo->S.swap = swap;
|
|
swap->utxo = utxo;
|
|
if ( OS_thread_create(malloc(sizeof(pthread_t)),NULL,(void *)LP_bobloop,(void *)swap) == 0 )
|
|
{
|
|
retjson = LP_quotejson(qp);
|
|
jaddstr(retjson,"method","connected");
|
|
jaddstr(retjson,"pair",pairstr);
|
|
jaddnum(retjson,"requestid",qp->R.requestid);
|
|
jaddnum(retjson,"quoteid",qp->R.quoteid);
|
|
char str[65]; printf("BOB pubsock.%d binds to %d (%s)\n",pubsock,pair,bits256_str(str,utxo->S.otherpubkey));
|
|
msg = jprint(retjson,1);
|
|
LP_broadcast_message(pubsock,base,rel,utxo->S.otherpubkey,msg);
|
|
retval = 0;
|
|
} else printf("error launching swaploop\n");
|
|
} else printf("couldnt bind to any port %s\n",pairstr);
|
|
}
|
|
else
|
|
{
|
|
printf("dest %.8f vs required %.8f (%d %d %d %d %d)\n",dstr(qp->destsatoshis),dstr(price*(utxo->S.satoshis-qp->txfee)),bits256_nonz(privkey) != 0 ,qp->timestamp == utxo->T.swappending-LP_RESERVETIME,qp->quotetime >= qp->timestamp-3,qp->quotetime < utxo->T.swappending,bits256_cmp(LP_mypub25519,qp->srchash) == 0);
|
|
}
|
|
if ( retval < 0 )
|
|
{
|
|
if ( pair >= 0 )
|
|
nn_close(pair);
|
|
LP_availableset(utxo);
|
|
} else LP_unavailableset(utxo,utxo->S.otherpubkey);
|
|
return(retval);
|
|
}
|
|
|
|
char *LP_connectedalice(cJSON *argjson) // alice
|
|
{
|
|
cJSON *retjson; double bid,ask,price,qprice; int32_t pairsock = -1; char *pairstr; int32_t DEXselector = 0; struct LP_utxoinfo *autxo,*butxo; struct LP_quoteinfo Q; struct basilisk_swap *swap; struct iguana_info *coin;
|
|
if ( LP_quoteparse(&Q,argjson) < 0 )
|
|
clonestr("{\"error\":\"cant parse quote\"}");
|
|
if ( bits256_cmp(Q.desthash,LP_mypub25519) != 0 )
|
|
return(clonestr("{\"result\",\"update stats\"}"));
|
|
printf("CONNECTED.(%s)\n",jprint(argjson,0));
|
|
if ( (qprice= LP_quote_validate(&autxo,&butxo,&Q,0)) <= SMALLVAL )
|
|
{
|
|
LP_availableset(autxo);
|
|
LP_pendingswaps--;
|
|
printf("quote validate error %.0f\n",qprice);
|
|
return(clonestr("{\"error\":\"quote validation error\"}"));
|
|
}
|
|
if ( LP_myprice(&bid,&ask,Q.srccoin,Q.destcoin) <= SMALLVAL || bid <= SMALLVAL )
|
|
{
|
|
printf("this node has no price for %s/%s (%.8f %.8f)\n",Q.destcoin,Q.srccoin,bid,ask);
|
|
LP_availableset(autxo);
|
|
LP_pendingswaps--;
|
|
return(clonestr("{\"error\":\"no price set\"}"));
|
|
}
|
|
printf("%s/%s bid %.8f ask %.8f\n",Q.srccoin,Q.destcoin,bid,ask);
|
|
//if ( (price= ask) == 0. )
|
|
price = bid;
|
|
/*if ( SATOSHIDEN*qprice > (SATOSHIDEN * price) * 1.001 + 10 )
|
|
{
|
|
printf("qprice %.8f too big vs %.8f\n",qprice,price);
|
|
LP_availableset(autxo);
|
|
LP_pendingswaps--;
|
|
return(clonestr("{\"error\":\"quote price too expensive\"}"));
|
|
}*/
|
|
if ( (coin= LP_coinfind(Q.destcoin)) == 0 )
|
|
{
|
|
LP_pendingswaps--;
|
|
return(clonestr("{\"error\":\"cant get alicecoin\"}"));
|
|
}
|
|
Q.privkey = LP_privkey(Q.destaddr,coin->taddr);
|
|
if ( bits256_nonz(Q.privkey) != 0 && Q.quotetime >= Q.timestamp-3 )
|
|
{
|
|
retjson = cJSON_CreateObject();
|
|
if ( (pairstr= jstr(argjson,"pair")) == 0 || (pairsock= nn_socket(AF_SP,NN_PAIR)) < 0 )
|
|
jaddstr(retjson,"error","couldnt create pairsock");
|
|
else if ( nn_connect(pairsock,pairstr) >= 0 )
|
|
{
|
|
//timeout = 1;
|
|
//nn_setsockopt(pairsock,NN_SOL_SOCKET,NN_SNDTIMEO,&timeout,sizeof(timeout));
|
|
//nn_setsockopt(pairsock,NN_SOL_SOCKET,NN_RCVTIMEO,&timeout,sizeof(timeout));
|
|
LP_requestinit(&Q.R,Q.srchash,Q.desthash,Q.srccoin,Q.satoshis-Q.txfee,Q.destcoin,Q.destsatoshis-Q.desttxfee,Q.timestamp,Q.quotetime,DEXselector);
|
|
swap = LP_swapinit(0,0,Q.privkey,&Q.R,&Q);
|
|
swap->N.pair = pairsock;
|
|
autxo->S.swap = swap;
|
|
swap->utxo = autxo;
|
|
printf("alice pairstr.(%s) pairsock.%d\n",pairstr,pairsock);
|
|
if ( OS_thread_create(malloc(sizeof(pthread_t)),NULL,(void *)LP_aliceloop,(void *)swap) == 0 )
|
|
{
|
|
jaddstr(retjson,"result","success");
|
|
jadd(retjson,"trade",LP_quotejson(&Q));
|
|
jaddnum(retjson,"requestid",Q.R.requestid);
|
|
jaddnum(retjson,"quoteid",Q.R.quoteid);
|
|
} else jaddstr(retjson,"error","couldnt aliceloop");
|
|
} else printf("connect error %s\n",nn_strerror(nn_errno()));
|
|
printf("connected result.(%s)\n",jprint(retjson,0));
|
|
if ( jobj(retjson,"error") != 0 )
|
|
LP_availableset(autxo);
|
|
else LP_pendingswaps++;
|
|
return(jprint(retjson,1));
|
|
}
|
|
else
|
|
{
|
|
LP_availableset(autxo);
|
|
printf("no privkey found\n");
|
|
return(clonestr("{\"error\",\"no privkey\"}"));
|
|
}
|
|
}
|
|
|
|
int32_t LP_tradecommand(void *ctx,char *myipaddr,int32_t pubsock,cJSON *argjson,uint8_t *data,int32_t datalen)
|
|
{
|
|
char *method,*msg; cJSON *retjson; double qprice,price,bid,ask; struct LP_utxoinfo *autxo,*butxo; int32_t retval = -1; struct LP_quoteinfo Q;
|
|
if ( (method= jstr(argjson,"method")) != 0 && (strcmp(method,"request") == 0 ||strcmp(method,"connect") == 0) )
|
|
{
|
|
printf("TRADECOMMAND.(%s)\n",jprint(argjson,0));
|
|
retval = 1;
|
|
if ( LP_quoteparse(&Q,argjson) == 0 && bits256_cmp(LP_mypub25519,Q.srchash) == 0 )
|
|
{
|
|
if ( (price= LP_myprice(&bid,&ask,Q.srccoin,Q.destcoin)) <= SMALLVAL || ask <= SMALLVAL )
|
|
{
|
|
printf("this node has no price for %s/%s\n",Q.srccoin,Q.destcoin);
|
|
return(-3);
|
|
}
|
|
price = ask;
|
|
if ( (qprice= LP_quote_validate(&autxo,&butxo,&Q,1)) <= SMALLVAL )
|
|
{
|
|
printf("quote validate error %.0f\n",qprice);
|
|
return(-4);
|
|
}
|
|
if ( qprice < (price - 0.00000001) * 0.9999 )
|
|
{
|
|
printf("(%.8f %.8f) quote price %.8f too low vs %.8f for %s/%s\n",bid,ask,qprice,price,Q.srccoin,Q.destcoin);
|
|
return(-5);
|
|
}
|
|
if ( butxo->S.swap == 0 && time(NULL) > butxo->T.swappending )
|
|
butxo->T.swappending = 0;
|
|
if ( strcmp(method,"request") == 0 ) // bob needs apayment + fee tx's
|
|
{
|
|
if ( LP_isavailable(butxo) > 0 )
|
|
{
|
|
butxo->T.swappending = Q.timestamp + LP_RESERVETIME;
|
|
retjson = LP_quotejson(&Q);
|
|
butxo->S.otherpubkey = jbits256(argjson,"desthash");
|
|
LP_unavailableset(butxo,butxo->S.otherpubkey);
|
|
jaddnum(retjson,"quotetime",juint(argjson,"quotetime"));
|
|
jaddnum(retjson,"pending",butxo->T.swappending);
|
|
jaddbits256(retjson,"desthash",butxo->S.otherpubkey);
|
|
jaddbits256(retjson,"pubkey",butxo->S.otherpubkey);
|
|
jaddstr(retjson,"method","reserved");
|
|
msg = jprint(retjson,1);
|
|
printf("set swappending.%u accept qprice %.8f, min %.8f\n(%s)",butxo->T.swappending,qprice,price,msg);
|
|
LP_broadcast_message(pubsock,Q.srccoin,Q.destcoin,butxo->S.otherpubkey,msg);
|
|
butxo->T.lasttime = (uint32_t)time(NULL);
|
|
} else printf("warning swappending.%u swap.%p\n",butxo->T.swappending,butxo->S.swap);
|
|
}
|
|
else if ( strcmp(method,"connect") == 0 ) // bob
|
|
{
|
|
retval = 4;
|
|
if ( butxo->T.swappending != 0 && butxo->S.swap == 0 )
|
|
LP_connectstartbob(ctx,pubsock,butxo,argjson,Q.srccoin,Q.destcoin,qprice,&Q);
|
|
else printf("pend.%u swap %p when connect came in (%s)\n",butxo->T.swappending,butxo->S.swap,jprint(argjson,0));
|
|
}
|
|
}
|
|
}
|
|
return(retval);
|
|
}
|
|
|
|
struct LP_utxoinfo *LP_bestutxo(double *ordermatchpricep,int64_t *bestsatoshisp,int64_t *bestdestsatoshisp,struct LP_utxoinfo *autxo,char *base,double maxprice,int32_t duration,uint64_t txfee,uint64_t desttxfee,uint64_t maxdestsatoshis)
|
|
{
|
|
int64_t satoshis,destsatoshis; uint64_t val,val2; bits256 txid,pubkey; char *obookstr; cJSON *orderbook,*asks,*item; struct LP_utxoinfo *butxo,*bestutxo = 0; int32_t i,n,j,vout,numasks; double bestmetric=0.,metric,vol,price,qprice,bestprice = 0.; struct LP_pubkeyinfo *pubp;
|
|
*ordermatchpricep = 0.;
|
|
*bestsatoshisp = *bestdestsatoshisp = 0;
|
|
if ( duration <= 0 )
|
|
duration = LP_ORDERBOOK_DURATION;
|
|
if ( maxprice <= 0. || LP_priceinfofind(base) == 0 )
|
|
return(0);
|
|
LP_txfees(&txfee,&desttxfee,base,autxo->coin);
|
|
if ( (obookstr= LP_orderbook(base,autxo->coin,duration)) != 0 )
|
|
{
|
|
if ( (orderbook= cJSON_Parse(obookstr)) != 0 )
|
|
{
|
|
if ( (asks= jarray(&numasks,orderbook,"asks")) != 0 )
|
|
{
|
|
for (i=0; i<numasks; i++)
|
|
{
|
|
item = jitem(asks,i);
|
|
price = jdouble(item,"price");
|
|
if ( LP_pricevalid(price) > 0 && price <= maxprice )
|
|
{
|
|
//price *= 1.0001;
|
|
//if ( price > maxprice )
|
|
// price = maxprice;
|
|
pubkey = jbits256(item,"pubkey");
|
|
if ( bits256_cmp(pubkey,LP_mypub25519) != 0 && (pubp= LP_pubkeyadd(pubkey)) != 0 && pubp->numerrors < LP_MAXPUBKEY_ERRORS )
|
|
{
|
|
if ( bestprice == 0. ) // assumes price ordered asks
|
|
bestprice = price;
|
|
//printf("item.[%d] %s\n",i,jprint(item,0));
|
|
txid = jbits256(item,"txid");
|
|
vout = jint(item,"vout");
|
|
vol = jdouble(item,"volume");
|
|
metric = price / bestprice;
|
|
if ( (butxo= LP_utxofind(1,txid,vout)) != 0 && (long long)(vol*SATOSHIDEN) == butxo->S.satoshis && LP_isavailable(butxo) > 0 && LP_ismine(butxo) == 0 && butxo->T.bestflag == 0 )
|
|
{
|
|
if ( LP_iseligible(&val,&val2,butxo->iambob,butxo->coin,butxo->payment.txid,butxo->payment.vout,butxo->S.satoshis,butxo->deposit.txid,butxo->deposit.vout) > 0 )
|
|
{
|
|
destsatoshis = ((butxo->S.satoshis - txfee) * price);
|
|
satoshis = (destsatoshis / price + 0.49) - txfee;
|
|
if ( satoshis <= 0 )
|
|
continue;
|
|
qprice = (double)destsatoshis / satoshis;
|
|
n = (int32_t)((double)destsatoshis / desttxfee);
|
|
if ( n < 10 )
|
|
n = 10;
|
|
else n = 3;
|
|
for (j=0; j<n; j++)
|
|
{
|
|
if ( (qprice= LP_qprice_calc(&destsatoshis,&satoshis,(price*(100.+j))/100.,butxo->S.satoshis,txfee,autxo->payment.value,maxdestsatoshis,desttxfee)) > price+SMALLVAL )
|
|
break;
|
|
}
|
|
//printf("j.%d/%d qprice %.8f vs price %.8f best.(%.8f %.8f)\n",j,n,qprice,price,dstr(satoshis),dstr(destsatoshis));
|
|
if ( metric < 1.2 && destsatoshis > desttxfee && destsatoshis-desttxfee > (autxo->payment.value / LP_MINCLIENTVOL) && satoshis-txfee > (butxo->S.satoshis / LP_MINVOL) && satoshis <= butxo->payment.value-txfee )
|
|
{
|
|
printf("value %.8f price %.8f/%.8f best %.8f destsatoshis %.8f * metric %.8f -> (%f)\n",dstr(autxo->payment.value),price,bestprice,bestmetric,dstr(destsatoshis),metric,dstr(destsatoshis) * metric * metric * metric);
|
|
metric = dstr(destsatoshis) * metric * metric * metric;
|
|
if ( bestmetric == 0. || metric < bestmetric )
|
|
{
|
|
bestutxo = butxo;
|
|
*ordermatchpricep = price;
|
|
*bestdestsatoshisp = destsatoshis;
|
|
*bestsatoshisp = satoshis;
|
|
bestmetric = metric;
|
|
printf("set best!\n");
|
|
}
|
|
} // else printf("skip.(%d %d %d %d %d) metric %f destsatoshis %.8f value %.8f destvalue %.8f txfees %.8f %.8f sats %.8f\n",metric < 1.2,destsatoshis > desttxfee,destsatoshis-desttxfee > (autxo->payment.value / LP_MINCLIENTVOL),satoshis-txfee > (butxo->S.satoshis / LP_MINVOL),satoshis < butxo->payment.value-txfee,metric,dstr(destsatoshis),dstr(butxo->S.satoshis),dstr(autxo->payment.value),dstr(txfee),dstr(desttxfee),dstr(satoshis));
|
|
}
|
|
else
|
|
{
|
|
printf("ineligible.(%.8f %.8f)\n",price,dstr(butxo->S.satoshis));
|
|
if ( butxo->T.spentflag == 0 )
|
|
butxo->T.spentflag = (uint32_t)time(NULL);
|
|
}
|
|
}
|
|
else
|
|
{
|
|
if ( butxo != 0 )
|
|
printf("%llu %llu %d %d %d: ",(long long)(vol*SATOSHIDEN),(long long)butxo->S.satoshis,vol*SATOSHIDEN == butxo->S.satoshis,LP_isavailable(butxo) > 0,LP_ismine(butxo) == 0);
|
|
printf("cant find butxo.%p or value mismatch %.8f != %.8f or bestflag.%d\n",butxo,vol,butxo!=0?dstr(butxo->S.satoshis):0,butxo->T.bestflag);
|
|
}
|
|
} else printf("self trading or blacklisted peer\n");
|
|
}
|
|
else
|
|
{
|
|
if ( i == 0 )
|
|
printf("maxprice %.8f vs %.8f\n",maxprice,price);
|
|
break;
|
|
}
|
|
}
|
|
if ( bestutxo == 0 )
|
|
{
|
|
int32_t numrestraints;
|
|
for (i=numrestraints=0; i<numasks; i++)
|
|
{
|
|
item = jitem(asks,i);
|
|
pubkey = jbits256(item,"pubkey");
|
|
if ( bits256_cmp(pubkey,LP_mypub25519) != 0 && (pubp= LP_pubkeyadd(pubkey)) != 0 )
|
|
{
|
|
txid = jbits256(item,"txid");
|
|
vout = jint(item,"vout");
|
|
if ( (butxo= LP_utxofind(1,txid,vout)) != 0 )
|
|
{
|
|
numrestraints++;
|
|
butxo->T.bestflag = 0;
|
|
pubp->numerrors = 0;
|
|
}
|
|
}
|
|
}
|
|
printf("no bob utxo found -> cleared %d restraints\n",numrestraints);
|
|
}
|
|
}
|
|
free_json(orderbook);
|
|
}
|
|
free(obookstr);
|
|
}
|
|
if ( bestutxo == 0 || *ordermatchpricep == 0. || *bestdestsatoshisp == 0 )
|
|
return(0);
|
|
bestutxo->T.bestflag = 1;
|
|
int32_t changed;
|
|
LP_mypriceset(&changed,autxo->coin,base,1. / *ordermatchpricep);
|
|
return(bestutxo);
|
|
}
|
|
|
|
char *LP_bestfit(char *rel,double relvolume)
|
|
{
|
|
struct LP_utxoinfo *autxo;
|
|
if ( relvolume <= 0. || LP_priceinfofind(rel) == 0 )
|
|
return(clonestr("{\"error\":\"invalid parameter\"}"));
|
|
if ( (autxo= LP_utxo_bestfit(rel,SATOSHIDEN * relvolume)) == 0 )
|
|
return(clonestr("{\"error\":\"cant find utxo that is big enough\"}"));
|
|
return(jprint(LP_utxojson(autxo),1));
|
|
}
|
|
|
|
char *LP_ordermatch(char *base,int64_t txfee,double maxprice,double maxvolume,char *rel,bits256 txid,int32_t vout,bits256 feetxid,int32_t feevout,int64_t desttxfee,int32_t duration)
|
|
{
|
|
struct LP_quoteinfo Q; int64_t bestsatoshis=0,bestdestsatoshis = 0; double ordermatchprice = 0.; struct LP_utxoinfo *autxo,*bestutxo;
|
|
txfee = LP_txfeecalc(LP_coinfind(base),txfee);
|
|
desttxfee = LP_txfeecalc(LP_coinfind(rel),desttxfee);
|
|
if ( (autxo= LP_utxopairfind(0,txid,vout,feetxid,feevout)) == 0 )
|
|
return(clonestr("{\"error\":\"cant find alice utxopair\"}"));
|
|
if ( (bestutxo= LP_bestutxo(&ordermatchprice,&bestsatoshis,&bestdestsatoshis,autxo,base,maxprice,duration,txfee,desttxfee,SATOSHIDEN*maxvolume)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )
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return(clonestr("{\"error\":\"cant find ordermatch utxo\"}"));
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if ( LP_quoteinfoinit(&Q,bestutxo,rel,ordermatchprice,bestsatoshis,bestdestsatoshis) < 0 )
|
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return(clonestr("{\"error\":\"cant set ordermatch quote\"}"));
|
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if ( LP_quotedestinfo(&Q,autxo->payment.txid,autxo->payment.vout,autxo->fee.txid,autxo->fee.vout,LP_mypub25519,autxo->coinaddr) < 0 )
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return(clonestr("{\"error\":\"cant set ordermatch quote info\"}"));
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return(jprint(LP_quotejson(&Q),1));
|
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}
|
|
|
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char *LP_trade(void *ctx,char *myipaddr,int32_t mypubsock,struct LP_quoteinfo *qp,double maxprice,int32_t timeout,int32_t duration)
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|
{
|
|
struct LP_utxoinfo *bobutxo,*aliceutxo; cJSON *bestitem=0; int32_t DEXselector=0; uint32_t expiration; double price; struct LP_pubkeyinfo *pubp;
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if ( (aliceutxo= LP_utxopairfind(0,qp->desttxid,qp->destvout,qp->feetxid,qp->feevout)) == 0 )
|
|
{
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char str[65],str2[65]; printf("dest.(%s)/v%d fee.(%s)/v%d\n",bits256_str(str,qp->desttxid),qp->destvout,bits256_str(str2,qp->feetxid),qp->feevout);
|
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return(clonestr("{\"error\":\"cant find alice utxopair\"}"));
|
|
}
|
|
if ( (bobutxo= LP_utxopairfind(1,qp->txid,qp->vout,qp->txid2,qp->vout2)) == 0 )
|
|
return(clonestr("{\"error\":\"cant find bob utxopair\"}"));
|
|
bobutxo->T.bestflag = (uint32_t)time(NULL);
|
|
//if ( (retstr= LP_registerall(0)) != 0 )
|
|
// free(retstr);
|
|
price = LP_query(ctx,myipaddr,mypubsock,"request",qp);
|
|
bestitem = LP_quotejson(qp);
|
|
if ( LP_pricevalid(price) > 0 )
|
|
{
|
|
if ( price <= maxprice )
|
|
{
|
|
price = LP_query(ctx,myipaddr,mypubsock,"connect",qp);
|
|
LP_requestinit(&qp->R,qp->srchash,qp->desthash,bobutxo->coin,qp->satoshis-qp->txfee,qp->destcoin,qp->destsatoshis-qp->desttxfee,qp->timestamp,qp->quotetime,DEXselector);
|
|
expiration = (uint32_t)time(NULL) + timeout;
|
|
while ( time(NULL) < expiration )
|
|
{
|
|
if ( aliceutxo->S.swap != 0 )
|
|
break;
|
|
sleep(1);
|
|
}
|
|
if ( aliceutxo->S.swap == 0 )
|
|
{
|
|
if ( (pubp= LP_pubkeyadd(bobutxo->pubkey)) != 0 )
|
|
pubp->numerrors++;
|
|
jaddstr(bestitem,"status","couldnt establish connection");
|
|
} else jaddstr(bestitem,"status","connected");
|
|
jaddnum(bestitem,"quotedprice",price);
|
|
jaddnum(bestitem,"maxprice",maxprice);
|
|
jaddnum(bestitem,"requestid",qp->R.requestid);
|
|
jaddnum(bestitem,"quoteid",qp->R.quoteid);
|
|
printf("Alice r.%u qp->%u\n",qp->R.requestid,qp->R.quoteid);
|
|
}
|
|
else
|
|
{
|
|
jaddnum(bestitem,"quotedprice",price);
|
|
jaddnum(bestitem,"maxprice",maxprice);
|
|
jaddstr(bestitem,"status","too expensive");
|
|
}
|
|
}
|
|
else
|
|
{
|
|
jaddnum(bestitem,"maxprice",maxprice);
|
|
jaddstr(bestitem,"status","no response to request");
|
|
}
|
|
if ( aliceutxo->S.swap == 0 )
|
|
LP_availableset(aliceutxo);
|
|
return(jprint(bestitem,0));
|
|
}
|
|
|
|
char *LP_autotrade(void *ctx,char *myipaddr,int32_t mypubsock,char *base,char *rel,double maxprice,double relvolume,int32_t timeout,int32_t duration)
|
|
{
|
|
uint64_t desttxfee,txfee; int64_t bestsatoshis=0,bestdestsatoshis=0; struct LP_utxoinfo *autxo,*butxo,*bestutxo = 0; double qprice,ordermatchprice=0.; struct LP_quoteinfo Q;
|
|
if ( duration <= 0 )
|
|
duration = LP_ORDERBOOK_DURATION;
|
|
if ( timeout <= 0 )
|
|
timeout = LP_AUTOTRADE_TIMEOUT;
|
|
if ( maxprice <= 0. || relvolume <= 0. || LP_priceinfofind(base) == 0 || LP_priceinfofind(rel) == 0 )
|
|
return(clonestr("{\"error\":\"invalid parameter\"}"));
|
|
if ( (autxo= LP_utxo_bestfit(rel,SATOSHIDEN * relvolume)) == 0 )
|
|
return(clonestr("{\"error\":\"cant find utxo that is big enough\"}"));
|
|
LP_txfees(&txfee,&desttxfee,base,rel);
|
|
if ( (bestutxo= LP_bestutxo(&ordermatchprice,&bestsatoshis,&bestdestsatoshis,autxo,base,maxprice,duration,txfee,desttxfee,SATOSHIDEN*relvolume)) == 0 || ordermatchprice == 0. || bestdestsatoshis == 0 )
|
|
{
|
|
printf("bestutxo.%p ordermatchprice %.8f bestdestsatoshis %.8f\n",bestutxo,ordermatchprice,dstr(bestdestsatoshis));
|
|
return(clonestr("{\"error\":\"cant find ordermatch utxo\"}"));
|
|
}
|
|
if ( LP_quoteinfoinit(&Q,bestutxo,rel,ordermatchprice,bestsatoshis,bestdestsatoshis) < 0 )
|
|
return(clonestr("{\"error\":\"cant set ordermatch quote\"}"));
|
|
if ( LP_quotedestinfo(&Q,autxo->payment.txid,autxo->payment.vout,autxo->fee.txid,autxo->fee.vout,LP_mypub25519,autxo->coinaddr) < 0 )
|
|
return(clonestr("{\"error\":\"cant set ordermatch quote info\"}"));
|
|
if ( (qprice= LP_quote_validate(&autxo,&butxo,&Q,0)) <= SMALLVAL )
|
|
{
|
|
printf("quote validate error %.0f\n",qprice);
|
|
return(clonestr("{\"error\":\"quote validation error\"}"));
|
|
}
|
|
printf("do quote.(%s)\n",jprint(LP_quotejson(&Q),1));
|
|
return(LP_trade(ctx,myipaddr,mypubsock,&Q,maxprice,timeout,duration));
|
|
}
|
|
|
|
|
|
|
|
|
|
|