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Merge pull request jl777#733 from jl777/jl777
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fix autoprice for when errors from central exchanges
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@jl777
jl777 authored Mar 31, 2018
2 parents 767b1c9 + 6831c38 commit 1b6bafd
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Showing 3 changed files with 44 additions and 22 deletions.
62 changes: 41 additions & 21 deletions iguana/exchanges/LP_portfolio.c
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Original file line number Diff line number Diff line change
Expand Up @@ -22,7 +22,7 @@ struct LP_portfoliotrade { double metric; char buycoin[65],sellcoin[65]; };

struct LP_autoprice_ref
{
char refbase[65],refrel[65],base[65],rel[65],fundbid[16],fundask[16];
char refbase[65],refrel[65],base[65],rel[65],fundbid[16],fundask[16],usdpeg;
double buymargin,sellmargin,factor,offset,lastbid,lastask;
cJSON *fundvalue;
uint32_t count;
Expand Down Expand Up @@ -463,19 +463,25 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
if ( (retstr= issue_curlt("https://bittrex.com/api/v1.1/public/getmarketsummaries",LP_HTTP_TIMEOUT*10)) == 0 )
{
printf("trex error getting marketsummaries\n");
sleep(60);
return;
sleep(40);
//return;
}
else
{
nxtkmd = LP_pricesparse(ctx,1,retstr,btcpp);
free(retstr);
}
nxtkmd = LP_pricesparse(ctx,1,retstr,btcpp);
free(retstr);
if ( (retstr= issue_curlt("https://www.cryptopia.co.nz/api/GetMarkets",LP_HTTP_TIMEOUT*10)) == 0 )
{
printf("cryptopia error getting marketsummaries\n");
sleep(60);
return;
sleep(40);
//return;
}
else
{
LP_pricesparse(ctx,0,retstr,btcpp);
free(retstr);
}
LP_pricesparse(ctx,0,retstr,btcpp);
free(retstr);
if ( (kmdpp= LP_priceinfofind("KMD")) != 0 )
{
for (i=0; i<32; i++)
Expand Down Expand Up @@ -574,15 +580,27 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
//printf("%s/%s for %s/%s margin %.8f/%.8f\n",base,rel,LP_autorefs[i].refbase,LP_autorefs[i].refrel,buymargin,sellmargin);
if ( (price_btc= LP_CMCbtcprice(&price_usd,LP_autorefs[i].refbase)) > SMALLVAL )
{
if ( strcmp(rel,"KMD") == 0 && kmd_btc > SMALLVAL )
price = kmd_btc / price_btc;
else if ( strcmp(rel,"BCH") == 0 && bch_btc > SMALLVAL )
price = bch_btc / price_btc;
else if ( strcmp(rel,"BTC") == 0 )
price = 1. / price_btc;
else continue;
if ( LP_autorefs[i].usdpeg != 0 )
{
if ( price_usd > SMALLVAL )
price = 1. / price_usd;
else continue;
}
else
{
if ( strcmp(rel,"KMD") == 0 && kmd_btc > SMALLVAL )
price = kmd_btc / price_btc;
else if ( strcmp(rel,"BCH") == 0 && bch_btc > SMALLVAL )
price = bch_btc / price_btc;
else if ( strcmp(rel,"BTC") == 0 )
price = 1. / price_btc;
else continue;
}
if ( factor > 0. )
{
//printf("USD %.8f KMDBTC %.8f pricebtc %.8f price %.8f -> factor %.8f %.8f\n",price_usd,kmd_btc,price_btc,price,factor,(price * factor) + offset);
price = (price * factor) + offset;
}
newprice = (price * (1. + buymargin));
if ( LP_autorefs[i].lastbid < SMALLVAL )
LP_autorefs[i].lastbid = newprice;
Expand All @@ -598,7 +616,7 @@ void LP_autoprice_iter(void *ctx,struct LP_priceinfo *btcpp)
newprice = LP_autorefs[i].lastask;
LP_mypriceset(&changed,base,rel,newprice);
LP_pricepings(ctx,LP_myipaddr,LP_mypubsock,base,rel,newprice);
}
} //else printf("null return from CMC\n");
}
else
{
Expand Down Expand Up @@ -719,8 +737,9 @@ int32_t LP_autoprice(void *ctx,char *base,char *rel,cJSON *argjson)
safecopy(LP_autorefs[num_LP_autorefs].fundbid,fundvalue_bid,sizeof(LP_autorefs[num_LP_autorefs].fundbid));
safecopy(LP_autorefs[num_LP_autorefs].fundask,fundvalue_ask,sizeof(LP_autorefs[num_LP_autorefs].fundask));
}
LP_autorefs[i].buymargin = buymargin;
LP_autorefs[i].sellmargin = sellmargin;
LP_autorefs[num_LP_autorefs].usdpeg = juint(argjson,"usdpeg");
LP_autorefs[num_LP_autorefs].buymargin = buymargin;
LP_autorefs[num_LP_autorefs].sellmargin = sellmargin;
LP_autorefs[num_LP_autorefs].factor = factor;
LP_autorefs[num_LP_autorefs].offset = offset;
safecopy(LP_autorefs[num_LP_autorefs].refbase,refbase,sizeof(LP_autorefs[num_LP_autorefs].refbase));
Expand Down Expand Up @@ -858,14 +877,15 @@ void prices_loop(void *ctx)
char *retstr; cJSON *retjson,*array; char *buycoin,*sellcoin; struct iguana_info *buy,*sell; uint32_t requestid,quoteid; int32_t i,n,m; struct LP_portfoliotrade trades[256]; struct LP_priceinfo *btcpp;
strcpy(prices_loop_stats.name,"prices_loop");
prices_loop_stats.threshold = 600000.;
printf("start prices_loop\n");
while ( LP_STOP_RECEIVED == 0 )
{
//printf("G.initializing.%d prices loop autoprices.%d autorefs.%d\n",G.initializing,LP_autoprices,num_LP_autorefs);
if ( G.initializing != 0 )
{
sleep(1);
sleep(30);
continue;
}
//printf("prices loop autoprices.%d autorefs.%d\n",LP_autoprices,num_LP_autorefs);
LP_millistats_update(&prices_loop_stats);
LP_tradebots_timeslice(ctx);
if ( (btcpp= LP_priceinfofind("BTC")) == 0 )
Expand Down
2 changes: 1 addition & 1 deletion iguana/exchanges/LP_prices.c
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Original file line number Diff line number Diff line change
Expand Up @@ -1230,7 +1230,7 @@ double LP_CMCbtcprice(double *price_usdp,char *symbol)
item = jitem(ticker,0);
price_btc = jdouble(item,"price_btc");
*price_usdp = jdouble(item,"price_usd");
//printf("%.8f item.(%s)\n",price_btc,jprint(item,0));
//printf("%.8f item.(%s)\n",price_btc,jprint(item,0));
free_json(ticker);
}
free(retstr);
Expand Down
2 changes: 2 additions & 0 deletions iguana/exchanges/auto_usd
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Original file line number Diff line number Diff line change
@@ -0,0 +1,2 @@
source userpass
curl --url "http://127.0.0.1:7783" --data "{\"userpass\":\"$userpass\",\"method\":\"autoprice\",\"base\":\"KMD\",\"rel\":\"OOT\",\"factor\":0.15,\"buymargin\":0.0001,\"sellmargin\":0.2,\"refbase\":\"komodo\",\"refrel\":\"coinmarketcap\",\"usdpeg\":1}"

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