bool isOrderComplete(CURL *curl, Parameters params, int orderId) {
bool isComplete;
if (orderId == 0) {
return true;
}
std::ostringstream oss;
oss << "\"order_id\":" << orderId;
std::string options = oss.str();
json_t *root = authRequest(curl, params, "https://api.bitfinex.com/v1/order/status", "order/status", options);
isComplete = !json_boolean_value(json_object_get(root, "is_live"));
json_decref(root);
return isComplete;
}
int read_cfg_bool(json_t *root, const char *key, bool *val, bool required, bool default_val)
{
json_t *node = json_object_get(root, key);
if (!node) {
if (required) {
return -__LINE__;
} else {
*val = default_val;
return 0;
}
}
if (!json_is_boolean(node))
return -__LINE__;
*val = json_boolean_value(node);
return 0;
}
int borrowBtc(Parameters& params, double amount) {
int borrowId = 0;
bool isBorrowAccepted = false;
std::ostringstream oss;
oss << "api_key=" << params.okcoinApi << "&symbol=btc_usd&days=fifteen&amount=" << 1 << "&rate=0.0001&secret_key=" << params.okcoinSecret;
std::string signature = oss.str();
oss.clear();
oss.str("");
oss << "api_key=" << params.okcoinApi << "&symbol=btc_usd&days=fifteen&amount=" << 1 << "&rate=0.0001";
std::string content = oss.str();
json_t* root = authRequest(params, "https://www.okcoin.com/api/v1/borrow_money.do", signature, content);
std::cout << "<OKCoin> Borrow " << amount << " BTC:\n" << json_dumps(root, 0) << std::endl;
isBorrowAccepted = json_boolean_value(json_object_get(root, "result"));
if (isBorrowAccepted) {
borrowId = json_integer_value(json_object_get(root, "borrow_id"));
}
json_decref(root);
return borrowId;
}
static inline int device_set_boolean(setter_boolean fn, struct Device *device,
json_t *value, const char *context,
struct MbDeviceJsonError *error)
{
int ret;
if (!json_is_boolean(value)) {
json_error_set_mismatched_type(
error, context, value->type, JSON_BOOLEAN);
return -1;
}
ret = fn(device, json_boolean_value(value));
if (ret < 0) {
json_error_set_standard_error(error, ret);
return -1;
}
return 0;
}
// gets a json value from a key
int json_object_get_bool(json_t *object, char *key, int **value)
{
int *value_return = NULL;
int exit_code = 0;
check_not_null(object);
check_not_null(key);
check_not_null(value);
json_t *json_boolean_peek = json_object_get(object, key);
if (json_boolean_peek == NULL)
{
*value = NULL;
goto cleanup;
}
int json_typeof_result = json_typeof(json_boolean_peek);
if (json_typeof_result != JSON_TRUE && json_typeof_result != JSON_FALSE)
{
*value = NULL;
goto cleanup;
}
int value_peek = json_boolean_value(json_boolean_peek);
check_result(malloc_memcpy_int(&value_return, &value_peek), 0);
*value = value_return;
goto cleanup;
error:
if (value_return != NULL) { free(value_return); }
exit_code = -1;
cleanup:
return exit_code;
}
static void buf_appendjson(struct buf *buf, json_t *jvalue)
{
switch (json_typeof(jvalue)) {
case JSON_ARRAY: {
size_t i, n = json_array_size(jvalue);
const char *sep = "";
for (i = 0; i < n; i++, sep = ",") {
buf_appendcstr(buf, sep);
buf_appendjson(buf, json_array_get(jvalue, i));
}
break;
}
case JSON_STRING:
buf_appendcstr(buf, json_string_value(jvalue));
break;
case JSON_INTEGER:
buf_printf(buf, "%" JSON_INTEGER_FORMAT, json_integer_value(jvalue));
break;
case JSON_REAL:
buf_printf(buf, "%f", json_real_value(jvalue));
break;
case JSON_TRUE:
case JSON_FALSE:
buf_printf(buf, "%d", json_boolean_value(jvalue));
break;
default:
/* Shouldn't get here - ignore object */
break;
}
}
int broker_start_server(json_t *config) {
json_incref(config);
const char *httpHost = NULL;
char httpPort[8];
memset(httpPort, 0, sizeof(httpPort));
{
json_t *http = json_object_get(config, "http");
if (http) {
json_t *enabled = json_object_get(http, "enabled");
if (!(enabled && json_boolean_value(enabled))) {
json_decref(config);
return 0;
}
httpHost = json_string_value(json_object_get(http, "host"));
json_t *jsonPort = json_object_get(http, "port");
if (jsonPort) {
json_int_t p = json_integer_value(jsonPort);
int len = snprintf(httpPort, sizeof(httpPort) - 1,
"%" JSON_INTEGER_FORMAT, p);
httpPort[len] = '\0';
}
}
}
int httpActive = 0;
Server httpServer;
uv_poll_t httpPoll;
if (httpHost && httpPort[0] != '\0') {
mbedtls_net_init(&httpServer.srv);
httpServer.data_ready = broker_on_data_callback;
httpActive = start_http_server(&httpServer, httpHost, httpPort,
mainLoop, &httpPoll);
}
uv_signal_t sigInt;
uv_signal_init(mainLoop, &sigInt);
uv_signal_start(&sigInt, stop_server_handler, SIGINT);
uv_signal_t sigTerm;
uv_signal_init(mainLoop, &sigTerm);
uv_signal_start(&sigTerm, stop_server_handler, SIGTERM);
// upstream_connect_conn(&loop, "http://10.0.1.158:8080/conn", "dartbroker", "cbroker");
if (httpActive) {
uv_run(mainLoop, UV_RUN_DEFAULT);
}
uv_signal_stop(&sigInt);
uv_signal_stop(&sigTerm);
if (httpActive) {
uv_poll_stop(&httpPoll);
}
uv_loop_close(mainLoop);
#if defined(__unix__) || defined(__APPLE__)
if (mainLoop && mainLoop->watchers) {
uv__free(mainLoop->watchers);
}
#endif
json_decref(config);
return 0;
}
/* Call the simple functions not covered by other tests of the public API */
static void run_tests()
{
json_t *value;
value = json_boolean(1);
if(!json_is_true(value))
fail("json_boolean(1) failed");
json_decref(value);
value = json_boolean(-123);
if(!json_is_true(value))
fail("json_boolean(-123) failed");
json_decref(value);
value = json_boolean(0);
if(!json_is_false(value))
fail("json_boolean(0) failed");
if(json_boolean_value(value) != 0)
fail("json_boolean_value failed");
json_decref(value);
value = json_integer(1);
if(json_typeof(value) != JSON_INTEGER)
fail("json_typeof failed");
if(json_is_object(value))
fail("json_is_object failed");
if(json_is_array(value))
fail("json_is_array failed");
if(json_is_string(value))
fail("json_is_string failed");
if(!json_is_integer(value))
fail("json_is_integer failed");
if(json_is_real(value))
fail("json_is_real failed");
if(!json_is_number(value))
fail("json_is_number failed");
if(json_is_true(value))
fail("json_is_true failed");
if(json_is_false(value))
fail("json_is_false failed");
if(json_is_boolean(value))
fail("json_is_boolean failed");
if(json_is_null(value))
fail("json_is_null failed");
json_decref(value);
value = json_string("foo");
if(!value)
fail("json_string failed");
if(strcmp(json_string_value(value), "foo"))
fail("invalid string value");
if (json_string_length(value) != 3)
fail("invalid string length");
if(json_string_set(value, "barr"))
fail("json_string_set failed");
if(strcmp(json_string_value(value), "barr"))
fail("invalid string value");
if (json_string_length(value) != 4)
fail("invalid string length");
if(json_string_setn(value, "hi\0ho", 5))
fail("json_string_set failed");
if(memcmp(json_string_value(value), "hi\0ho\0", 6))
fail("invalid string value");
if (json_string_length(value) != 5)
fail("invalid string length");
json_decref(value);
value = json_string(NULL);
if(value)
fail("json_string(NULL) failed");
/* invalid UTF-8 */
value = json_string("a\xefz");
if(value)
fail("json_string(<invalid utf-8>) failed");
value = json_string_nocheck("foo");
if(!value)
fail("json_string_nocheck failed");
if(strcmp(json_string_value(value), "foo"))
fail("invalid string value");
if (json_string_length(value) != 3)
fail("invalid string length");
if(json_string_set_nocheck(value, "barr"))
fail("json_string_set_nocheck failed");
if(strcmp(json_string_value(value), "barr"))
fail("invalid string value");
if (json_string_length(value) != 4)
fail("invalid string length");
if(json_string_setn_nocheck(value, "hi\0ho", 5))
fail("json_string_set failed");
if(memcmp(json_string_value(value), "hi\0ho\0", 6))
fail("invalid string value");
if (json_string_length(value) != 5)
fail("invalid string length");
json_decref(value);
/* invalid UTF-8 */
value = json_string_nocheck("qu\xff");
if(!value)
fail("json_string_nocheck failed");
if(strcmp(json_string_value(value), "qu\xff"))
fail("invalid string value");
if (json_string_length(value) != 3)
fail("invalid string length");
if(json_string_set_nocheck(value, "\xfd\xfe\xff"))
fail("json_string_set_nocheck failed");
if(strcmp(json_string_value(value), "\xfd\xfe\xff"))
fail("invalid string value");
if (json_string_length(value) != 3)
fail("invalid string length");
json_decref(value);
value = json_integer(123);
if(!value)
fail("json_integer failed");
if(json_integer_value(value) != 123)
fail("invalid integer value");
if(json_number_value(value) != 123.0)
fail("invalid number value");
if(json_integer_set(value, 321))
fail("json_integer_set failed");
if(json_integer_value(value) != 321)
fail("invalid integer value");
if(json_number_value(value) != 321.0)
fail("invalid number value");
json_decref(value);
value = json_real(123.123);
if(!value)
fail("json_real failed");
if(json_real_value(value) != 123.123)
fail("invalid integer value");
if(json_number_value(value) != 123.123)
fail("invalid number value");
if(json_real_set(value, 321.321))
fail("json_real_set failed");
if(json_real_value(value) != 321.321)
fail("invalid real value");
if(json_number_value(value) != 321.321)
fail("invalid number value");
json_decref(value);
value = json_true();
if(!value)
fail("json_true failed");
json_decref(value);
value = json_false();
if(!value)
fail("json_false failed");
json_decref(value);
value = json_null();
if(!value)
fail("json_null failed");
json_decref(value);
/* Test reference counting on singletons (true, false, null) */
value = json_true();
if(value->refcount != (size_t)-1)
fail("refcounting true works incorrectly");
json_decref(value);
if(value->refcount != (size_t)-1)
fail("refcounting true works incorrectly");
json_incref(value);
if(value->refcount != (size_t)-1)
fail("refcounting true works incorrectly");
value = json_false();
if(value->refcount != (size_t)-1)
fail("refcounting false works incorrectly");
json_decref(value);
if(value->refcount != (size_t)-1)
fail("refcounting false works incorrectly");
json_incref(value);
if(value->refcount != (size_t)-1)
fail("refcounting false works incorrectly");
value = json_null();
if(value->refcount != (size_t)-1)
fail("refcounting null works incorrectly");
json_decref(value);
if(value->refcount != (size_t)-1)
fail("refcounting null works incorrectly");
json_incref(value);
if(value->refcount != (size_t)-1)
fail("refcounting null works incorrectly");
}
int main(int argc, char **argv) {
// header information
std::cout << "Blackbird Bitcoin Arbitrage\nVersion 0.0.2" << std::endl;
std::cout << "DISCLAIMER: USE THE SOFTWARE AT YOUR OWN RISK.\n" << std::endl;
// read the config file (config.json)
json_error_t error;
json_t *root = json_load_file("config.json", 0, &error);
if (!root) {
std::cout << "ERROR: config.json incorrect (" << error.text << ")\n" << std::endl;
return 1;
}
// get config variables
int gapSec = json_integer_value(json_object_get(root, "GapSec"));
unsigned debugMaxIteration = json_integer_value(json_object_get(root, "DebugMaxIteration"));
bool useFullCash = json_boolean_value(json_object_get(root, "UseFullCash"));
double untouchedCash = json_real_value(json_object_get(root, "UntouchedCash"));
double cashForTesting = json_real_value(json_object_get(root, "CashForTesting"));
if (!useFullCash && cashForTesting < 15.0) {
std::cout << "ERROR: Minimum test cash is $15.00.\n" << std::endl;
return 1;
}
// function arrays
getQuoteType getQuote[] = {Bitfinex::getQuote, OkCoin::getQuote, Bitstamp::getQuote, Kraken::getQuote};
getAvailType getAvail[] = {Bitfinex::getAvail, OkCoin::getAvail, Bitstamp::getAvail, Kraken::getAvail};
sendOrderType sendOrder[] = {Bitfinex::sendOrder, OkCoin::sendOrder, Bitstamp::sendOrder};
isOrderCompleteType isOrderComplete[] = {Bitfinex::isOrderComplete, OkCoin::isOrderComplete, Bitstamp::isOrderComplete};
getActivePosType getActivePos[] = {Bitfinex::getActivePos, OkCoin::getActivePos, Bitstamp::getActivePos, Kraken::getActivePos};
getLimitPriceType getLimitPrice[] = {Bitfinex::getLimitPrice, OkCoin::getLimitPrice, Bitstamp::getLimitPrice, Kraken::getLimitPrice};
// thousand separator
std::locale mylocale("");
std::cout.imbue(mylocale);
// print precision of two digits
std::cout.precision(2);
std::cout << std::fixed;
// create a parameters structure
Parameters params(root);
params.addExchange("Bitfinex", 0.0020, true);
params.addExchange("OKCoin", 0.0020, false);
params.addExchange("Bitstamp", 0.0025, false);
params.addExchange("Kraken", 0.0025, true);
// CSV file
std::string csvFileName;
csvFileName = "result_" + printDateTimeFileName() + ".csv";
std::ofstream csvFile;
csvFile.open(csvFileName.c_str(), std::ofstream::trunc);
// CSV header
csvFile << "TRADE_ID,EXCHANGE_LONG,EXHANGE_SHORT,ENTRY_TIME,EXIT_TIME,DURATION,TOTAL_EXPOSURE,BALANCE_BEFORE,BALANCE_AFTER,RETURN\n";
csvFile.flush();
// time structure
time_t rawtime;
rawtime = time(NULL);
struct tm * timeinfo;
timeinfo = localtime(&rawtime);
bool inMarket = false;
int resultId = 0;
Result res;
res.clear();
// Vector of Bitcoin
std::vector<Bitcoin*> btcVec;
// create Bitcoin objects
for (unsigned i = 0; i < params.nbExch(); ++i) {
btcVec.push_back(new Bitcoin(i, params.exchName[i], params.fees[i], params.hasShort[i]));
}
// cURL
CURL* curl;
curl_global_init(CURL_GLOBAL_ALL);
curl = curl_easy_init();
std::cout << "[ Targets ]" << std::endl;
std::cout << " Spread to enter: " << params.spreadEntry * 100.0 << "%" << std::endl;
std::cout << " Spread to exit: " << params.spreadExit * 100.0 << "%" << std::endl;
std::cout << std::endl;
// store current balances
std::cout << "[ Current balances ]" << std::endl;
std::vector<double> balanceUsd;
std::vector<double> balanceBtc;
for (unsigned i = 0; i < params.nbExch(); ++i) {
balanceUsd.push_back(getAvail[i](curl, params, "usd"));
balanceBtc.push_back(getAvail[i](curl, params, "btc"));
}
// vectors that contains balances after a completed trade
std::vector<double> newBalUsd(params.nbExch(), 0.0);
std::vector<double> newBalBtc(params.nbExch(), 0.0);
for (unsigned i = 0; i < params.nbExch(); ++i) {
std::cout << " " << params.exchName[i] << ":\t";
std::cout << balanceUsd[i] << " USD\t" << std::setprecision(6) << balanceBtc[i] << std::setprecision(2) << " BTC" << std::endl;
}
std::cout << std::endl;
std::cout << "[ Cash exposure ]" << std::endl;
if (useFullCash) {
std::cout << " FULL cash used!" << std::endl;
} else {
std::cout << " TEST cash used\n Value: $" << cashForTesting << std::endl;
}
std::cout << std::endl;
// wait the next gapSec seconds before starting
time(&rawtime);
timeinfo = localtime(&rawtime);
while ((int)timeinfo->tm_sec % gapSec != 0) {
sleep(0.01);
time(&rawtime);
timeinfo = localtime(&rawtime);
}
// main loop
if (!params.verbose) {
std::cout << "Running..." << std::endl;
}
unsigned currIteration = 0;
bool stillRunning = true;
while (stillRunning) {
time_t currTime = mktime(timeinfo);
time(&rawtime);
// check if we are already too late
if (difftime(rawtime, currTime) > 0) {
std::cout << "WARNING: " << difftime(rawtime, currTime) << " second(s) too late at " << printDateTime(currTime) << std::endl;
unsigned skip = (unsigned)ceil(difftime(rawtime, currTime) / gapSec);
for (unsigned i = 0; i < skip; ++i) {
// std::cout << " Skipped iteration " << printDateTime(currTime) << std::endl;
for (unsigned e = 0; e < params.nbExch(); ++e) {
btcVec[e]->addData(currTime, btcVec[e]->getLastBid(), btcVec[e]->getLastAsk(), 0.0);
}
// go to next iteration
timeinfo->tm_sec = timeinfo->tm_sec + gapSec;
currTime = mktime(timeinfo);
}
std::cout << std::endl;
}
// wait for the next iteration
while (difftime(rawtime, currTime) != 0) {
sleep(0.01);
time(&rawtime);
}
if (params.verbose) {
if (!inMarket) {
std::cout << "[ " << printDateTime(currTime) << " ]" << std::endl;
}
else {
std::cout << "[ " << printDateTime(currTime) << " IN MARKET: Long " << res.exchNameLong << " / Short " << res.exchNameShort << " ]" << std::endl;
}
}
// download the exchanges prices
for (unsigned e = 0; e < params.nbExch(); ++e) {
double bid = getQuote[e](curl, true);
double ask = getQuote[e](curl, false);
// add previous price if bid or ask is 0.0
if (bid == 0.0) {
bid = btcVec[e]->getLastBid();
std::cout << " WARNING: " << params.exchName[e] << " bid is null, use previous one" << std::endl;
}
if (ask == 0.0) {
ask = btcVec[e]->getLastAsk();
std::cout << " WARNING: " << params.exchName[e] << " ask is null, use previous one" << std::endl;
}
if (params.verbose) {
std::cout << " " << params.exchName[e] << ": \t" << bid << " / " << ask << std::endl;
}
btcVec[e]->addData(currTime, bid, ask, 0.0);
curl_easy_reset(curl);
}
// load data terminated
if (params.verbose) {
std::cout << " ----------------------------" << std::endl;
}
// compute entry point
if (!inMarket) {
for (unsigned i = 0; i < params.nbExch(); ++i) {
for (unsigned j = 0; j < params.nbExch(); ++j) {
if (i != j) {
if (checkEntry(btcVec[i], btcVec[j], res, params)) {
// entry opportunity found
// compute exposure
res.exposure = std::min(balanceUsd[res.idExchLong], balanceUsd[res.idExchShort]);
if (res.exposure == 0.0) {
std::cout << " WARNING: Opportunity found but no cash available. Trade canceled." << std::endl;
break;
}
if (useFullCash == false && res.exposure <= cashForTesting) {
std::cout << " WARNING: Opportunity found but no enough cash. Need more than TEST cash (min. $" << cashForTesting << "). Trade canceled." << std::endl;
break;
}
if (useFullCash) {
// leave untouchedCash
res.exposure -= untouchedCash * res.exposure;
}
else {
// use test money
res.exposure = cashForTesting;
}
// check volumes
double volumeLong = res.exposure / btcVec[res.idExchLong]->getLastAsk();
double volumeShort = res.exposure / btcVec[res.idExchShort]->getLastBid();
double limPriceLong = getLimitPrice[res.idExchLong](curl, volumeLong, false);
double limPriceShort = getLimitPrice[res.idExchShort](curl, volumeShort, true);
if (limPriceLong - res.priceLongIn > 0.30 || res.priceShortIn - limPriceShort > 0.30) {
std::cout << " WARNING: Opportunity found but not enough volume. Trade canceled." << std::endl;
break;
}
inMarket = true;
resultId++;
// update result
res.id = resultId;
res.entryTime = currTime;
res.printEntry();
res.maxSpread[res.idExchLong][res.idExchShort] = -1.0;
res.minSpread[res.idExchLong][res.idExchShort] = 1.0;
int longOrderId = 0;
int shortOrderId = 0;
// send Long order
longOrderId = sendOrder[res.idExchLong](curl, params, "buy", volumeLong, btcVec[res.idExchLong]->getLastAsk());
// send Short order
shortOrderId = sendOrder[res.idExchShort](curl, params, "sell", volumeShort, btcVec[res.idExchShort]->getLastBid());
// wait for the orders to be filled
sleep(3.0);
std::cout << "Waiting for the two orders to be filled..." << std::endl;
while (!isOrderComplete[res.idExchLong](curl, params, longOrderId) || !isOrderComplete[res.idExchShort](curl, params, shortOrderId)) {
sleep(3.0);
}
std::cout << "Done" << std::endl;
longOrderId = 0;
shortOrderId = 0;
break;
}
}
}
if (inMarket) {
break;
}
}
if (params.verbose) {
std::cout << std::endl;
}
}
// in market, looking to exit
else if (inMarket) {
if (checkExit(btcVec[res.idExchLong], btcVec[res.idExchShort], res, params, currTime)) {
// exit opportunity found
// check current exposure
std::vector<double> btcUsed;
for (unsigned i = 0; i < params.nbExch(); ++i) {
btcUsed.push_back(getActivePos[i](curl, params));
}
// check volumes
double volumeLong = btcUsed[res.idExchLong];
double volumeShort = btcUsed[res.idExchShort];
double limPriceLong = getLimitPrice[res.idExchLong](curl, volumeLong, true);
double limPriceShort = getLimitPrice[res.idExchShort](curl, volumeShort, false);
if (res.priceLongOut - limPriceLong > 0.30 || limPriceShort - res.priceShortOut > 0.30) {
std::cout << " WARNING: Opportunity found but not enough volume. Trade canceled." << std::endl;
} else {
res.exitTime = currTime;
res.printExit();
// send orders
int longOrderId = 0;
int shortOrderId = 0;
std::cout << std::setprecision(6) << "BTC exposure on " << params.exchName[res.idExchLong] << ": " << volumeLong << std::setprecision(2) << std::endl;
std::cout << std::setprecision(6) << "BTC exposure on " << params.exchName[res.idExchShort] << ": " << volumeShort << std::setprecision(2) << std::endl;
std::cout << std::endl;
// Close Long
longOrderId = sendOrder[res.idExchLong](curl, params, "sell", fabs(btcUsed[res.idExchLong]), btcVec[res.idExchLong]->getLastBid());
// Close Short
shortOrderId = sendOrder[res.idExchShort](curl, params, "buy", fabs(btcUsed[res.idExchShort]), btcVec[res.idExchShort]->getLastAsk());
// wait for the orders to be filled
sleep(3.0);
std::cout << "Waiting for the two orders to be filled..." << std::endl;
while (!isOrderComplete[res.idExchLong](curl, params, longOrderId) || !isOrderComplete[res.idExchShort](curl, params, shortOrderId)) {
sleep(3.0);
}
std::cout << "Done\n" << std::endl;
longOrderId = 0;
shortOrderId = 0;
// market exited
inMarket = false;
// new balances
for (unsigned i = 0; i < params.nbExch(); ++i) {
newBalUsd[i] = getAvail[i](curl, params, "usd");
newBalBtc[i] = getAvail[i](curl, params, "btc");
}
for (unsigned i = 0; i < params.nbExch(); ++i) {
std::cout << "New balance on " << params.exchName[i] << ": \t";
std::cout << newBalUsd[i] << " USD (perf $" << newBalUsd[i] - balanceUsd[i] << "), ";
std::cout << std::setprecision(6) << newBalBtc[i] << std::setprecision(2) << " BTC" << std::endl;
}
std::cout << std::endl;
// update res with total balance
res.befBalUsd = std::accumulate(balanceUsd.begin(), balanceUsd.end(), 0.0);
res.aftBalUsd = std::accumulate(newBalUsd.begin(), newBalUsd.end(), 0.0);
// update current balances with new values
for (unsigned i = 0; i < params.nbExch(); ++i) {
balanceUsd[i] = newBalUsd[i];
balanceBtc[i] = newBalBtc[i];
}
// display performance
std::cout << "ACTUAL PERFORMANCE: " << "$" << res.aftBalUsd - res.befBalUsd << " (" << res.totPerf() * 100.0 << "%)\n" << std::endl;
// new csv line with result
csvFile << res.id << "," << res.exchNameLong << "," << res.exchNameShort << "," << printDateTimeCsv(res.entryTime) << "," << printDateTimeCsv(res.exitTime);
csvFile << "," << res.getLength() << "," << res.exposure * 2.0 << "," << res.befBalUsd << "," << res.aftBalUsd << "," << res.totPerf() << "\n";
csvFile.flush();
// send email
if (params.sendEmail) {
sendEmail(res, params);
std::cout << "Email sent" << std::endl;
}
// delete result information
res.clear();
// if "stop_after_exit" file exists then return
std::ifstream infile("stop_after_exit");
if (infile.good()) {
std::cout << "Exit after last trade (file stop_after_exit found)" << std::endl;
stillRunning = false;
}
}
}
if (params.verbose) {
std::cout << std::endl;
}
}
// activities for this iteration terminated
timeinfo->tm_sec = timeinfo->tm_sec + gapSec;
currIteration++;
if (currIteration >= debugMaxIteration) {
std::cout << "Max iteration reached (" << debugMaxIteration << ")" <<std::endl;
stillRunning = false;
}
}
// delete Bitcoin objects
for (unsigned i = 0; i < params.nbExch(); ++i) {
delete(btcVec[i]);
}
json_decref(root);
// close cURL
curl_easy_cleanup(curl);
curl_global_cleanup();
// close csv file
csvFile.close();
return 0;
}
static void twitch_parse_followers()
{
struct AudienceMember {
const char *name;
bool isFollower;
bool isInChat;
bool isMod;
bool exists;
bool shouldTrack;
};
std::vector<AudienceMember> members;
http_json_response *jsonResponse = _twitchJsonResponse;
if (json_is_array(jsonResponse->root)) {
int audienceCount = json_array_size(jsonResponse->root);
for (int i = 0; i < audienceCount; i++) {
json_t *audienceMember = json_array_get(jsonResponse->root, i);
if (!json_is_object(audienceMember))
continue;
json_t *name = json_object_get(audienceMember, "name");
json_t *isFollower = json_object_get(audienceMember, "isFollower");
json_t *isInChat = json_object_get(audienceMember, "inChat");
json_t *isMod = json_object_get(audienceMember, "isMod");
AudienceMember member;
member.name = json_string_value(name);
member.isFollower = json_boolean_value(isFollower);
member.isInChat = json_boolean_value(isInChat);
member.isMod = json_boolean_value(isMod);
member.exists = false;
member.shouldTrack = false;
if (member.name == NULL || member.name[0] == 0)
continue;
if (member.isInChat && gConfigTwitch.enable_chat_peep_tracking)
member.shouldTrack = true;
else if (member.isFollower && gConfigTwitch.enable_follower_peep_tracking)
member.shouldTrack = true;
if (gConfigTwitch.enable_chat_peep_names && member.isInChat)
members.push_back(member);
else if (gConfigTwitch.enable_follower_peep_names && member.isFollower)
members.push_back(member);
}
uint16 spriteIndex;
rct_peep *peep;
char buffer[256];
// Check what followers are already in the park
FOR_ALL_GUESTS(spriteIndex, peep) {
if (is_user_string_id(peep->name_string_idx)) {
format_string(buffer, peep->name_string_idx, NULL);
AudienceMember *member = NULL;
for (size_t i = 0; i < members.size(); i++) {
if (_strcmpi(buffer, members[i].name) == 0) {
member = &members[i];
members[i].exists = true;
break;
}
}
if (peep->peep_flags & PEEP_FLAGS_TWITCH) {
if (member == NULL) {
// Member no longer peep name worthy
peep->peep_flags &= ~(PEEP_FLAGS_TRACKING | PEEP_FLAGS_TWITCH);
// TODO set peep name back to number / real name
} else {
if (member->shouldTrack)
peep->peep_flags |= (PEEP_FLAGS_TRACKING);
else if (!member->shouldTrack)
peep->peep_flags &= ~(PEEP_FLAGS_TRACKING);
}
} else if (member != NULL && !(peep->peep_flags & PEEP_FLAGS_LEAVING_PARK)) {
// Peep with same name already exists but not twitch
peep->peep_flags |= PEEP_FLAGS_TWITCH;
if (member->shouldTrack)
peep->peep_flags |= PEEP_FLAGS_TRACKING;
}
}
}
// Rename non-named peeps to followers that aren't currently in the park.
if (members.size() > 0) {
int memberIndex = -1;
FOR_ALL_GUESTS(spriteIndex, peep) {
int originalMemberIndex = memberIndex;
for (size_t i = memberIndex + 1; i < members.size(); i++) {
if (!members[i].exists) {
memberIndex = i;
break;
}
}
if (originalMemberIndex == memberIndex)
break;
AudienceMember *member = &members[memberIndex];
if (!is_user_string_id(peep->name_string_idx) && !(peep->peep_flags & PEEP_FLAGS_LEAVING_PARK)) {
// Rename peep and add flags
rct_string_id newStringId = user_string_allocate(4, member->name);
if (newStringId != 0) {
peep->name_string_idx = newStringId;
peep->peep_flags |= PEEP_FLAGS_TWITCH;
if (member->shouldTrack)
peep->peep_flags |= PEEP_FLAGS_TRACKING;
}
} else {
// Peep still yet to be found for member
memberIndex--;
}
}
json_t *broker_handshake_handle_conn(Broker *broker,
const char *dsId,
const char *token,
json_t *handshake) {
if (dslink_map_contains(&broker->client_connecting, (void *) dsId)) {
ref_t *ref = dslink_map_remove_get(&broker->client_connecting,
(void *) dsId);
RemoteDSLink *link = ref->data;
dslink_map_remove(&broker->client_connecting,
(void *) link->name);
broker_remote_dslink_free(link);
dslink_free(link);
dslink_decref(ref);
}
RemoteDSLink *link = dslink_calloc(1, sizeof(RemoteDSLink));
json_t *resp = json_object();
if (!(link && resp)) {
goto fail;
}
if (broker_remote_dslink_init(link) != 0) {
goto fail;
}
link->broker = broker;
link->auth = dslink_calloc(1, sizeof(RemoteAuth));
if (!link->auth) {
goto fail;
}
if (dslink_handshake_generate_key_pair(&link->auth->tempKey) != 0) {
log_err("Failed to create temporary key for DSLink\n");
goto fail;
}
{
json_t *jsonPubKey = json_object_get(handshake, "publicKey");
if (!jsonPubKey) {
goto fail;
}
const char *tmp = json_string_value(jsonPubKey);
if (!tmp) {
goto fail;
}
tmp = dslink_strdup(tmp);
if (!tmp) {
goto fail;
}
link->auth->pubKey = tmp;
}
char tempKey[90];
size_t tempKeyLen = 0;
if (dslink_handshake_encode_pub_key(&link->auth->tempKey, tempKey,
sizeof(tempKey), &tempKeyLen) != 0) {
goto fail;
}
if (generate_salt((unsigned char *) link->auth->salt,
sizeof(link->auth->salt)) != 0) {
goto fail;
}
json_object_set_new_nocheck(resp, "wsUri", json_string_nocheck("/ws"));
json_object_set_new_nocheck(resp, "tempKey", json_string_nocheck(tempKey));
json_object_set_new_nocheck(resp, "salt", json_string_nocheck(link->auth->salt));
if (json_boolean_value(json_object_get(handshake, "isResponder"))) {
link->isResponder = 1;
}
if (json_boolean_value(json_object_get(handshake, "isRequester"))) {
link->isRequester = 1;
}
json_t *linkData = json_object_get(handshake, "linkData");
if (json_is_object(linkData)) {
json_incref(linkData);
link->linkData = linkData;
}
{
char buf[512] = {0};
snprintf(buf, sizeof(buf), "/downstream/");
char *name = buf + sizeof("/downstream/")-1;
size_t dsIdLen = strlen(dsId);
if (dsIdLen < 44) {
goto fail;
}
size_t nameLen = dsIdLen - 43;
if (dsId[nameLen - 1] == '-') {
nameLen--;
}
int nodeExists = 0;
// find a valid name from broker->client_names
memcpy(name, dsId, nameLen);
while (1) {
ref_t *ref = dslink_map_get(&broker->client_connecting, name);
if (ref) {
RemoteDSLink *l = ref->data;
if (l && l->dsId && strcmp(l->dsId->data, dsId) == 0) {
dslink_map_remove(&broker->client_connecting, name);
broker_remote_dslink_free(l);
break;
} else {
name[nameLen] = dsId[nameLen];
nameLen++;
}
}
ref = dslink_map_get(broker->downstream->children,
(void *) name);
if (ref == NULL) {
break;
}
if (!((DownstreamNode *) ref->data)->dsId || strcmp(dsId, ((DownstreamNode *) ref->data)->dsId->data) == 0) {
nodeExists = 1;
break;
}
name[nameLen] = dsId[nameLen];
nameLen++;
}
if (!nodeExists && broker_enable_token) {
if (!token) {
log_err("Failed to connet, need token\n");
goto fail;
}
BrokerNode* tokenNode = get_token_node(token, dsId);
if (tokenNode) {
DownstreamNode *node = broker_init_downstream_node(broker->downstream, name);
if (json_is_true(json_object_get(node->meta, "$$managed"))) {
json_object_set_new_nocheck(node->meta, "$$token", json_string_nocheck(tokenNode->name));
}
node->dsId = dslink_str_ref(dsId);
if (broker->downstream->list_stream) {
update_list_child(broker->downstream,
broker->downstream->list_stream,
link->name);
}
json_t *group = json_object_get(tokenNode->meta, "$$group");
if (json_is_string(group)) {
json_object_set_nocheck(node->meta, "$$group", group);
}
token_used(tokenNode);
broker_downstream_nodes_changed(broker);
} else {
log_err("Invalid token: %s\n", token);
goto fail;
}
}
json_object_set_new_nocheck(resp, "path", json_string_nocheck(buf));
link->path = dslink_strdup(buf);
if (!link->path) {
goto fail;
}
link->name = link->path + sizeof("/downstream/") - 1;
// add to connecting map with the name
if (dslink_map_set(&broker->client_connecting,
dslink_ref((void *) link->name, NULL),
dslink_ref(link, NULL)) != 0) {
dslink_free((void *) link->path);
goto fail;
}
}
{
ref_t *tmp = dslink_ref(dslink_strdup(dsId), dslink_free);
if (!tmp) {
goto fail;
}
// add to connecting map with dsId
if (dslink_map_set(&broker->client_connecting, tmp,
dslink_ref(link, NULL)) != 0) {
dslink_free(tmp);
goto fail;
}
}
return resp;
fail:
if (link) {
broker_remote_dslink_free(link);
dslink_free((void *) link->path);
dslink_free(link);
}
DSLINK_CHECKED_EXEC(json_decref, resp);
return NULL;
}
vita_imports_t *vita_imports_loads(FILE *text, int verbose)
{
json_t *libs, *lib_data;
json_error_t error;
const char *lib_name, *mod_name, *target_name;
libs = json_loadf(text, 0, &error);
if (libs == NULL) {
fprintf(stderr, "error: on line %d: %s\n", error.line, error.text);
return NULL;
}
if (!json_is_object(libs)) {
fprintf(stderr, "error: modules is not an object\n");
json_decref(libs);
return NULL;
}
vita_imports_t *imports = vita_imports_new(json_object_size(libs));
int i, j, k;
i = -1;
json_object_foreach(libs, lib_name, lib_data) {
json_t *nid, *modules, *mod_data;
i++;
if (!json_is_object(lib_data)) {
fprintf(stderr, "error: library %s is not an object\n", lib_name);
json_decref(libs);
return NULL;
}
nid = json_object_get(lib_data, "nid");
if (!json_is_integer(nid)) {
fprintf(stderr, "error: library %s: nid is not an integer\n", lib_name);
json_decref(libs);
return NULL;
}
modules = json_object_get(lib_data, "modules");
if (!json_is_object(modules)) {
fprintf(stderr, "error: library %s: module is not an object\n", lib_name);
json_decref(libs);
return NULL;
}
imports->libs[i] = vita_imports_lib_new(
lib_name,
json_integer_value(nid),
json_object_size(modules));
if (verbose)
printf("Lib: %s\n", lib_name);
j = -1;
json_object_foreach(modules, mod_name, mod_data) {
json_t *nid, *kernel, *functions, *variables, *target_nid;
int has_variables = 1;
j++;
if (!json_is_object(mod_data)) {
fprintf(stderr, "error: module %s is not an object\n", mod_name);
json_decref(libs);
return NULL;
}
nid = json_object_get(mod_data, "nid");
if (!json_is_integer(nid)) {
fprintf(stderr, "error: module %s: nid is not an integer\n", mod_name);
json_decref(libs);
return NULL;
}
kernel = json_object_get(mod_data, "kernel");
if (!json_is_boolean(kernel)) {
fprintf(stderr, "error: module %s: kernel is not a boolean\n", mod_name);
json_decref(libs);
return NULL;
}
functions = json_object_get(mod_data, "functions");
if (!json_is_object(functions)) {
fprintf(stderr, "error: module %s: functions is not an array\n", mod_name);
json_decref(libs);
return NULL;
}
variables = json_object_get(mod_data, "variables");
if (variables == NULL) {
has_variables = 0;
}
if (has_variables && !json_is_object(variables)) {
fprintf(stderr, "error: module %s: variables is not an array\n", mod_name);
json_decref(libs);
return NULL;
}
if (verbose)
printf("\tModule: %s\n", mod_name);
imports->libs[i]->modules[j] = vita_imports_module_new(
mod_name,
json_boolean_value(kernel),
json_integer_value(nid),
json_object_size(functions),
json_object_size(variables));
k = -1;
json_object_foreach(functions, target_name, target_nid) {
k++;
if (!json_is_integer(target_nid)) {
fprintf(stderr, "error: function %s: nid is not an integer\n", target_name);
json_decref(libs);
return NULL;
}
if (verbose)
printf("\t\tFunction: %s\n", target_name);
imports->libs[i]->modules[j]->functions[k] = vita_imports_stub_new(
target_name,
json_integer_value(target_nid));
}