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340 lines
13 KiB
340 lines
13 KiB
/******************************************************************************
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* Copyright © 2014-2016 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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#include "exchanges777.h"
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#define TRADEBOTS_GAPTIME 60
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struct tradebot_trade
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{
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double price,volume;
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uint64_t orderid;
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uint32_t started,finished,dir;
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char exchangestr[32],base[32],rel[32];
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};
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struct tradebot_info
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{
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struct tradebot_info *next,*prev;
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struct supernet_info *myinfo;
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char name[128],exchangestr[32],base[32],rel[32];
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int32_t dir,numtrades,estimatedtrades;
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double price,volume,pricesum,totalvolume;
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uint32_t dead,pause,started,expiration;
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struct tradebot_trade trades[];
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};
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cJSON *tradebot_json(struct supernet_info *myinfo,struct exchange_info *exchange,struct tradebot_info *bot)
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{
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char str[64]; int32_t i,numpending; double pendsum,pendvolume,vol; cJSON *json,*array,*item;
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json = cJSON_CreateObject();
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jaddstr(json,"exchange",exchange->name);
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jaddstr(json,"started",utc_str(str,bot->started));
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if ( bot->pause != 0 )
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jaddstr(json,"paused",utc_str(str,bot->pause));
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if ( bot->dead != 0 )
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jaddstr(json,"stopped",utc_str(str,bot->dead));
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jaddstr(json,"base",bot->base);
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jaddstr(json,"rel",bot->rel);
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jaddstr(json,"type",bot->dir > 0 ? "buy" : "sell");
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jaddnum(json,"price",bot->price);
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jaddnum(json,"volume",bot->volume);
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if ( (vol= bot->totalvolume) > SMALLVAL )
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{
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jaddnum(json,"aveprice",bot->pricesum/vol);
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jaddnum(json,"totalvolume",vol);
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}
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array = cJSON_CreateArray();
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for (pendsum=pendvolume=numpending=i=0; i<bot->numtrades; i++)
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{
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item = cJSON_CreateObject();
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jadd64bits(item,"orderid",bot->trades[i].orderid);
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jaddstr(item,"type",bot->trades[i].dir > 0 ? "buy" : "sell");
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jaddstr(item,"base",bot->trades[i].base);
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jaddstr(item,"rel",bot->trades[i].rel);
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jaddnum(item,"price",bot->trades[i].price);
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jaddnum(item,"volume",bot->trades[i].volume);
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jaddstr(item,"started",utc_str(str,bot->trades[i].started));
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if ( bot->trades[i].finished == 0 )
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{
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jaddnum(item,"elapsed",time(NULL) - bot->trades[i].started);
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pendsum += bot->trades[i].price * bot->trades[i].volume;
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pendvolume += bot->trades[i].volume;
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numpending++;
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} else jaddnum(item,"duration",bot->trades[i].finished - bot->trades[i].started);
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jaddi(array,item);
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}
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jadd(json,"trades",array);
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if ( (vol= pendvolume) > SMALLVAL )
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{
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jaddnum(json,"pending",numpending);
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jaddnum(json,"pendingprice",pendsum/vol);
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jaddnum(json,"pendingvolume",vol);
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}
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return(json);
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}
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struct tradebot_info *tradebot_find(struct supernet_info *myinfo,struct exchange_info *exchange,char *botname,cJSON *array,char *base,char *rel)
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{
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struct tradebot_info *tmp,*bot,*retbot = 0;
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portable_mutex_lock(&exchange->mutexT);
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DL_FOREACH_SAFE(exchange->tradebots,bot,tmp)
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{
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if ( botname != 0 && strcmp(botname,bot->name) == 0 )
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retbot = bot;
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if ( array != 0 )
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jaddi(array,tradebot_json(myinfo,exchange,bot));
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if ( base != 0 && rel != 0 && strcmp(base,bot->base) == 0 && strcmp(rel,bot->rel) == 0 )
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retbot = bot;
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}
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portable_mutex_unlock(&exchange->mutexT);
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return(retbot);
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}
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void tradebot_add(struct exchange_info *exchange,struct tradebot_info *bot)
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{
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portable_mutex_lock(&exchange->mutexT);
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DL_APPEND(exchange->tradebots,bot);
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portable_mutex_unlock(&exchange->mutexT);
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}
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struct tradebot_info *tradebot_create(struct supernet_info *myinfo,struct exchange_info *exchange,char *base,char *rel,int32_t dir,double price,double volume,int32_t duration)
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{
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struct tradebot_info *bot;
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if ( (bot= calloc(1,sizeof(*bot))) != 0 )
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{
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bot->myinfo = myinfo;
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safecopy(bot->exchangestr,exchange->name,sizeof(bot->exchangestr));
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safecopy(bot->base,base,sizeof(bot->base));
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safecopy(bot->rel,rel,sizeof(bot->rel));
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bot->dir = dir, bot->price = price, bot->volume = volume;
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bot->started = (uint32_t)time(NULL);
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if ( duration < 1 )
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duration = 1;
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bot->expiration = bot->started + duration;
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bot->estimatedtrades = (duration / TRADEBOTS_GAPTIME) + 1;
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sprintf(bot->name,"%s_%s_%s.%d",exchange->name,base,rel,bot->started);
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tradebot_add(exchange,bot);
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}
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return(bot);
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}
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struct tradebot_trade *tradebot_issuetrade(struct exchange_info *exchange,struct tradebot_info *bot,char *base,char *rel,double price,double volume,int32_t dir)
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{
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struct tradebot_trade *tr; char *str; int32_t maxseconds = 30,dotrade = 1;
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bot = realloc(bot,sizeof(*bot) + (bot->numtrades + 1) * sizeof(bot->trades[0]));
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tr = &bot->trades[bot->numtrades++];
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memset(tr,0,sizeof(*tr));
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tr->price = price, tr->volume = volume, tr->dir = dir;
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safecopy(tr->exchangestr,exchange->name,sizeof(tr->exchangestr));
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safecopy(tr->base,base,sizeof(tr->base));
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safecopy(tr->rel,rel,sizeof(tr->rel));
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if ( (str= exchanges777_Qtrade(exchange,base,rel,maxseconds,dotrade,dir,price,volume,0)) != 0 )
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free(str);
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return(tr);
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}
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void tradebot_timeslice(struct exchange_info *exchange,void *_bot)
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{
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double volume; struct tradebot_info *bot = _bot;
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if ( time(NULL) < bot->expiration && bot->dead == 0 )
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{
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if ( bot->pause == 0 )
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{
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if ( bot->numtrades == 0 || bot->trades[bot->numtrades-1].finished != 0 || time(NULL) > bot->trades[bot->numtrades-1].started+60 )
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{
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if ( bot->estimatedtrades > 0 )
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{
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volume = bot->volume / bot->estimatedtrades;
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tradebot_issuetrade(exchange,bot,bot->base,bot->rel,bot->price,volume,bot->dir);
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}
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}
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}
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}
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else
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{
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DL_DELETE(exchange->tradebots,bot);
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free(bot);
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}
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}
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void tradebot_timeslices(struct exchange_info *exchange)
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{
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struct tradebot_info *bot,*tmp;
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portable_mutex_lock(&exchange->mutexT);
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DL_FOREACH_SAFE(exchange->tradebots,bot,tmp)
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{
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tradebot_timeslice(exchange,bot);
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}
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portable_mutex_unlock(&exchange->mutexT);
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}
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char *tradebot_launch(struct supernet_info *myinfo,char *exchangestr,char *base,char *rel,int32_t dir,double price,double volume,int32_t duration,char *remoteaddr,cJSON *json)
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{
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struct exchange_info *exchange; char retbuf[1024]; struct tradebot_info *bot;
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if ( remoteaddr == 0 )
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{
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if ( (exchange= exchanges777_info(exchangestr,1,json,remoteaddr)) != 0 )
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{
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if ( (bot= tradebot_create(myinfo,exchange,base,rel,1,price,fabs(volume),duration)) != 0 )
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{
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sprintf(retbuf,"{\"result\":\"tradebot created\",\"botid\":\"%s\"}",bot->name);
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return(clonestr(retbuf));
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}
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else return(clonestr("{\"error\":\"couldnt create exchange tradebot\"}"));
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} else return(clonestr("{\"error\":\"couldnt find/create exchange info\"}"));
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} else return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
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}
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char *tradebot_control(struct supernet_info *myinfo,char *exchangestr,char *botid,int32_t control,char *remoteaddr,cJSON *json)
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{
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struct tradebot_info *bot; struct exchange_info *exchange;
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if ( remoteaddr == 0 )
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{
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if ( (exchange= exchanges777_info(exchangestr,1,json,remoteaddr)) != 0 )
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{
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if ( (bot= tradebot_find(myinfo,exchange,botid,0,0,0)) != 0 )
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{
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if ( control > 1 )
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bot->pause = (uint32_t)time(NULL);
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else if ( control == 0 )
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bot->pause = 0;
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else bot->dead = (uint32_t)time(NULL);
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return(clonestr("{\"result\":\"ask bot to pause\"}"));
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} else return(clonestr("{\"error\":\"cant find tradebot\"}"));
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}
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else return(clonestr("{\"error\":\"couldnt find/create exchange info\"}"));
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} else return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
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}
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#include "../includes/iguana_apidefs.h"
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THREE_STRINGS_AND_DOUBLE(tradebot,monitor,exchange,base,rel,commission)
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{
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int32_t allfields = 1,depth = 50; struct exchange_info *ptr;
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if ( remoteaddr == 0 )
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{
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if ( (ptr= exchanges777_info(exchange,1,json,remoteaddr)) != 0 )
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return(exchanges777_Qprices(ptr,base,rel,30,allfields,depth,json,1,commission * .01));
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else return(clonestr("{\"error\":\"couldnt find/create exchange info\"}"));
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} else return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
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}
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STRING_AND_DOUBLE(tradebot,monitorall,exchange,commission)
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{
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int32_t i,n,allfields = 1,depth = 50; cJSON *arg,*array,*item; char *base,*rel,*str,*str2; struct exchange_info *ptr;
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if ( remoteaddr == 0 )
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{
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if ( (ptr= exchanges777_info(exchange,1,json,remoteaddr)) != 0 )
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{
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if ( (str= InstantDEX_allpairs(myinfo,0,json,remoteaddr,exchange)) != 0 )
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{
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if ( (arg= cJSON_Parse(str)) != 0 )
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{
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if ( (array= jarray(&n,arg,"result")) != 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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if ( is_cJSON_Array(item) != 0 && cJSON_GetArraySize(item) == 2 )
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{
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base = jstr(jitem(item,0),0);
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rel = jstr(jitem(item,1),0);
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if ( base != 0 && rel != 0 && (str2= exchanges777_Qprices(ptr,base,rel,30,allfields,depth,json,1,commission * .01)) != 0 )
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{
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printf("%s/%s ",base,rel);
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free(str2);
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}
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}
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}
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}
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free_json(arg);
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}
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free(str);
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}
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return(clonestr("{\"result\":\"monitorall started\"}"));
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}
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else return(clonestr("{\"error\":\"couldnt find/create exchange info\"}"));
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} else return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
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}
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THREE_STRINGS(tradebot,unmonitor,exchange,base,rel)
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{
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struct exchange_info *ptr;
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if ( remoteaddr == 0 )
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{
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if ( (ptr= exchanges777_info(exchange,1,json,remoteaddr)) != 0 )
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return(exchanges777_unmonitor(ptr,base,rel));
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else return(clonestr("{\"error\":\"couldnt find/create exchange info\"}"));
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} else return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
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}
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THREE_STRINGS_AND_THREE_DOUBLES(tradebot,accumulate,exchange,base,rel,price,volume,duration)
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{
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return(tradebot_launch(myinfo,exchange,base,rel,1,price,volume,duration,remoteaddr,json));
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}
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THREE_STRINGS_AND_THREE_DOUBLES(tradebot,divest,exchange,base,rel,price,volume,duration)
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{
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return(tradebot_launch(myinfo,exchange,base,rel,-1,price,volume,duration,remoteaddr,json));
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}
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TWO_STRINGS(tradebot,status,exchange,botid)
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{
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struct tradebot_info *bot; struct exchange_info *ptr;
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if ( remoteaddr == 0 )
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{
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if ( (ptr= exchanges777_info(exchange,1,json,remoteaddr)) != 0 )
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{
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if ( (bot= tradebot_find(myinfo,ptr,botid,0,0,0)) != 0 )
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return(jprint(tradebot_json(myinfo,ptr,bot),1));
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}
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}
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return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
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}
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STRING_ARG(tradebot,activebots,exchange)
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{
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struct exchange_info *ptr; cJSON *retjson,*array = cJSON_CreateArray();
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if ( remoteaddr == 0 )
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{
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if ( (ptr= exchanges777_info(exchange,1,json,remoteaddr)) != 0 )
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{
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tradebot_find(myinfo,ptr,0,array,0,0);
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retjson = cJSON_CreateObject();
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jaddstr(retjson,"result","success");
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jadd(retjson,"tradebots",array);
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return(jprint(retjson,1));
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}
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}
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return(clonestr("{\"error\":\"tradebots only local usage!\"}"));
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}
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TWO_STRINGS(tradebot,pause,exchange,botid)
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{
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return(tradebot_control(myinfo,exchange,botid,1,remoteaddr,json));
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}
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TWO_STRINGS(tradebot,stop,exchange,botid)
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{
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return(tradebot_control(myinfo,exchange,botid,-1,remoteaddr,json));
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}
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TWO_STRINGS(tradebot,resume,exchange,botid)
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{
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return(tradebot_control(myinfo,exchange,botid,0,remoteaddr,json));
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}
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#include "../includes/iguana_apiundefs.h"
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