/* WadArchive::getEntryOffset
* Returns the file byte offset for [entry]
*******************************************************************/
uint32_t WadArchive::getEntryOffset(ArchiveEntry* entry)
{
// Check entry
if (!checkEntry(entry))
return 0;
return (uint32_t)(int)entry->exProp("Offset");
}
/* WadArchive::setEntryOffset
* Sets the file byte offset for [entry]
*******************************************************************/
void WadArchive::setEntryOffset(ArchiveEntry* entry, uint32_t offset)
{
// Check entry
if (!checkEntry(entry))
return;
entry->exProp("Offset") = (int)offset;
}
void InputMethodManager::load() {
FCITX_D();
auto inputMethods = d->addonManager_->addonNames(AddonCategory::InputMethod);
auto &path = StandardPath::global();
auto files = path.multiOpenAll(StandardPath::Type::Data, "fcitx5/inputmethod", O_RDONLY, filter::Suffix(".conf"));
for (const auto &file : files) {
auto &files = file.second;
RawConfig config;
// reverse the order, so we end up parse user file at last.
for (auto iter = files.rbegin(), end = files.rend(); iter != end; iter++) {
auto fd = iter->fd();
readFromIni(config, fd);
}
InputMethodInfo imInfo;
imInfo.load(config);
InputMethodEntry entry = toInputMethodEntry(imInfo);
if (checkEntry(entry, inputMethods) && d->entries_.count(entry.uniqueName()) == 0) {
d->entries_.emplace(std::string(entry.uniqueName()), std::move(entry));
}
}
for (const auto &addonName : inputMethods) {
auto addonInfo = d->addonManager_->addonInfo(addonName);
// on request input method should always provides entry with config file
if (!addonInfo || addonInfo->onRequest()) {
continue;
}
auto engine = static_cast<InputMethodEngine *>(d->addonManager_->addon(addonName));
if (!engine) {
continue;
}
auto newEntries = engine->listInputMethods();
for (auto &newEntry : newEntries) {
// ok we can't let you register something werid.
if (checkEntry(newEntry, inputMethods) && newEntry.addon() == addonName &&
d->entries_.count(newEntry.uniqueName()) == 0) {
d->entries_.emplace(std::string(newEntry.uniqueName()), std::move(newEntry));
}
}
}
loadConfig();
}
/* GZipArchive::renameEntry
* Renames the entry and set the fname flag
*******************************************************************/
bool GZipArchive::renameEntry(ArchiveEntry* entry, string name)
{
// Check entry
if (!checkEntry(entry))
return false;
// Do default rename
bool ok = Archive::renameEntry(entry, name);
if (ok) flags |= GZIP_FLG_FNAME;
return ok;
}
/* Archive::removeEntry
* Removes [entry] from the archive. If [delete_entry] is true, the
* entry will also be deleted. Returns true if the removal succeeded
*******************************************************************/
bool Archive::removeEntry(ArchiveEntry* entry, bool delete_entry)
{
// Abort if read only
if (read_only)
return false;
// Check entry
if (!checkEntry(entry))
return false;
// Check if entry is locked
if (entry->isLocked())
return false;
// Get its directory
ArchiveTreeNode* dir = entry->getParentDir();
// Error if entry has no parent directory
if (!dir)
return false;
// Create undo step
if (UndoRedo::currentlyRecording())
UndoRedo::currentManager()->recordUndoStep(new EntryCreateDeleteUS(false, entry));
// Get the entry index
int index = dir->entryIndex(entry);
// Announce (before actually removing in case entry is still needed)
MemChunk mc;
wxUIntPtr ptr = wxPtrToUInt(entry);
mc.write(&index, sizeof(int));
mc.write(&ptr, sizeof(wxUIntPtr));
announce("entry_removing", mc);
// Remove it from its directory
bool ok = dir->removeEntry(index);
// If it was removed ok
if (ok)
{
// Announce removed
announce("entry_removed", mc);
// Delete if necessary
if (delete_entry)
delete entry;
// Update variables etc
setModified(true);
}
return ok;
}
/* RffArchive::renameEntry
* Override of Archive::renameEntry to update namespaces if needed
* and rename the entry if necessary to be grp-friendly (twelve
* characters max)
*******************************************************************/
bool RffArchive::renameEntry(ArchiveEntry* entry, string name) {
// Check entry
if (!checkEntry(entry))
return false;
// Process name (must be 12 characters max)
name.Truncate(12);
if (wad_force_uppercase) name.MakeUpper();
// Do default rename
return Archive::renameEntry(entry, name);
}
/* Wad2Archive::renameEntry
* Override of Archive::renameEntry enforce wad2-friendly entry names
* (16 characters max and uppercase if forced)
*******************************************************************/
bool Wad2Archive::renameEntry(ArchiveEntry* entry, string name)
{
// Check entry
if (!checkEntry(entry))
return false;
// Process name (must be 16 characters max, also cut any extension as wad entries don't usually want them)
wxFileName fn(name);
name = fn.GetName().Truncate(16);
if (wad_force_uppercase) name.MakeUpper();
// Do default rename
return Archive::renameEntry(entry, name);
}
/* ResArchive::renameEntry
* Override of Archive::renameEntry to update namespaces if needed
* and rename the entry if necessary to be res-friendly (14 chars max)
*******************************************************************/
bool ResArchive::renameEntry(ArchiveEntry* entry, string name)
{
// Check entry
if (!checkEntry(entry))
return false;
// Process name (must be 14 characters max)
wxFileName fn(name);
name = fn.GetName().Truncate(14);
// Do default rename
return Archive::renameEntry(entry, name);
}
/* DatArchive::swapEntries
* Override of Archive::swapEntries to update namespaces if needed
*******************************************************************/
bool DatArchive::swapEntries(ArchiveEntry* entry1, ArchiveEntry* entry2)
{
// Check entries
if (!checkEntry(entry1) || !checkEntry(entry2))
return false;
// Do default swap (force root dir)
bool ok = Archive::swapEntries(entry1, entry2);
if (ok)
{
// Update namespaces if needed
if (entry1->getName().Upper().Matches("START*") ||
entry1->getName().Upper().Matches("END*") ||
entry2->getName().Upper().Matches("START*") ||
entry2->getName().Upper().Matches("END*"))
updateNamespaces();
return true;
}
else
return false;
}
// -----------------------------------------------------------------------------
// Override of Archive::renameEntry to update namespaces if needed and rename
// the entry if necessary to be grp-friendly (twelve characters max)
// -----------------------------------------------------------------------------
bool GrpArchive::renameEntry(ArchiveEntry* entry, const string& name)
{
// Check entry
if (!checkEntry(entry))
return false;
// Process name (must be 12 characters max)
auto new_name = name;
new_name.Truncate(12);
if (wad_force_uppercase)
new_name.MakeUpper();
// Do default rename
return Archive::renameEntry(entry, new_name);
}
/* ADatArchive::detectNamespace
* Returns the namespace that [entry] is within
*******************************************************************/
string ADatArchive::detectNamespace(ArchiveEntry* entry) {
// Check entry
if (!checkEntry(entry))
return "global";
// If the entry is in the root dir, it's in the global namespace
if (entry->getParentDir() == getRoot())
return "global";
// Get the entry's *first* parent directory after root (ie <root>/namespace/)
ArchiveTreeNode* dir = entry->getParentDir();
while (dir && dir->getParent() != getRoot())
dir = (ArchiveTreeNode*)dir->getParent();
// Namespace is the directory's name (in lowercase)
if (dir)
return dir->getName().Lower();
else
return "global"; // Error, just return global
}
/* DatArchive::moveEntry
* Override of Archive::moveEntry to update namespaces if needed
*******************************************************************/
bool DatArchive::moveEntry(ArchiveEntry* entry, unsigned position, ArchiveTreeNode* dir)
{
// Check entry
if (!checkEntry(entry))
return false;
// Do default move (force root dir)
bool ok = Archive::moveEntry(entry, position, NULL);
if (ok)
{
// Update namespaces if necessary
if (entry->getName().Upper().Matches("START*") ||
entry->getName().Upper().Matches("END*"))
updateNamespaces();
return true;
}
else
return false;
}
/* WadArchive::renameEntry
* Override of Archive::renameEntry to update namespaces if needed
* and rename the entry if necessary to be wad-friendly (8 characters
* max and no file extension)
*******************************************************************/
bool WadArchive::renameEntry(ArchiveEntry* entry, string name)
{
// Check entry
if (!checkEntry(entry))
return false;
name = processEntryName(name);
// Do default rename
bool ok = Archive::renameEntry(entry, name);
if (ok)
{
// Update namespaces if necessary
if (entry->getName().Upper().Matches("*_START") ||
entry->getName().Upper().Matches("*_END"))
updateNamespaces();
return true;
}
return false;
}
/* DatArchive::renameEntry
* Override of Archive::renameEntry to update namespaces if needed
*******************************************************************/
bool DatArchive::renameEntry(ArchiveEntry* entry, string name)
{
// Check entry
if (!checkEntry(entry))
return false;
// Do default rename
bool ok = Archive::renameEntry(entry, name);
if (ok)
{
// Update namespaces if necessary
if (entry->getName().Upper().Matches("START*") ||
entry->getName().Upper().Matches("END*"))
updateNamespaces();
return true;
}
else
return false;
}
// -----------------------------------------------------------------------------
// Renames [entry] with [name].
// Returns false if the entry was invalid, true otherwise
// -----------------------------------------------------------------------------
bool Archive::renameEntry(ArchiveEntry* entry, string_view name)
{
// Abort if read only
if (read_only_)
return false;
// Check entry
if (!checkEntry(entry))
return false;
// Check if entry is locked
if (entry->isLocked())
return false;
// Check for directory
if (entry->type() == EntryType::folderType())
return renameDir(dir(entry->path(true)), name);
// Announce (before actually renaming in case old name is still needed)
MemChunk mc;
int index = entryIndex(entry);
wxUIntPtr ptr = wxPtrToUInt(entry);
mc.write(&index, sizeof(int));
mc.write(&ptr, sizeof(wxUIntPtr));
announce("entry_renaming", mc);
// Create undo step
if (UndoRedo::currentlyRecording())
UndoRedo::currentManager()->recordUndoStep(std::make_unique<EntryRenameUS>(entry, name));
// Rename the entry
entry->setName(name);
entry->formatName(formatDesc());
entry->setState(ArchiveEntry::State::Modified, true);
// Announce modification
entryStateChanged(entry);
return true;
}
/* Archive::entryStateChanged
* Updates the archive variables and announces if necessary that an
* entry's state has changed
*******************************************************************/
void Archive::entryStateChanged(ArchiveEntry* entry)
{
// Check the entry is valid and part of this archive
if (!checkEntry(entry))
return;
// Get the entry index and announce the change
MemChunk mc(8);
wxUIntPtr ptr = wxPtrToUInt(entry);
uint32_t index = entryIndex(entry);
mc.write(&index, sizeof(uint32_t));
mc.write(&ptr, sizeof(wxUIntPtr));
announce("entry_state_changed", mc);
// If entry was set to unmodified, don't set the archive to modified
if (entry->getState() == 0)
return;
// Set the archive state to modified
setModified(true);
}
// -----------------------------------------------------------------------------
// Moves [entry] to [position] in [dir].
// If [dir] is null, the root dir is used.
// Returns false if the entry was invalid, true otherwise
// -----------------------------------------------------------------------------
bool Archive::moveEntry(ArchiveEntry* entry, unsigned position, ArchiveTreeNode* dir)
{
// Abort if read only
if (read_only_)
return false;
// Check the entry
if (!checkEntry(entry))
return false;
// Check if the entry is locked
if (entry->isLocked())
return false;
// Get the entry's current directory
auto cdir = entry->parentDir();
// Error if no dir
if (!cdir)
return false;
// If no destination dir specified, use root
if (!dir)
dir = &dir_root_;
// Remove the entry from its current dir
auto sptr = dir->sharedEntryAt(dir->entryIndex(entry)); // Get a shared pointer so it isn't deleted
removeEntry(entry);
// Add it to the destination dir
addEntry(entry, position, dir);
// Set modified
setModified(true);
// Return success
return true;
}
/* Archive::moveEntry
* Moves [entry] to [position] in [dir]. If [dir] is NULL, the root
* dir is used. Returns false if the entry was invalid, true
* otherwise
*******************************************************************/
bool Archive::moveEntry(ArchiveEntry* entry, unsigned position, ArchiveTreeNode* dir)
{
// Abort if read only
if (read_only)
return false;
// Check the entry
if (!checkEntry(entry))
return false;
// Check if the entry is locked
if (entry->isLocked())
return false;
// Get the entry's current directory
ArchiveTreeNode* cdir = entry->getParentDir();
// Error if no dir
if (!cdir)
return false;
// If no destination dir specified, use root
if (!dir)
dir = dir_root;
// Remove the entry from its current dir
removeEntry(entry, false);
// Add it to the destination dir
addEntry(entry, position, dir);
// Set modified
setModified(true);
// Return success
return true;
}
/*
* Verify that the indirect table lookup is valid.
*
* Returns "false" if something looks bad.
*/
bool IndirectRefTable::getChecked(IndirectRef iref) const
{
if (iref == NULL) {
LOGW("Attempt to look up NULL %s reference", indirectRefKindToString(kind_));
return false;
}
if (indirectRefKind(iref) == kIndirectKindInvalid) {
LOGE("JNI ERROR (app bug): invalid %s reference %p",
indirectRefKindToString(kind_), iref);
abortMaybe();
return false;
}
int topIndex = segmentState.parts.topIndex;
int idx = extractIndex(iref);
if (idx >= topIndex) {
/* bad -- stale reference? */
LOGE("JNI ERROR (app bug): accessed stale %s reference %p (index %d in a table of size %d)",
indirectRefKindToString(kind_), iref, idx, topIndex);
abortMaybe();
return false;
}
if (table_[idx] == NULL) {
LOGI("JNI ERROR (app bug): accessed deleted %s reference %p",
indirectRefKindToString(kind_), iref);
abortMaybe();
return false;
}
if (!checkEntry("use", iref, idx)) {
return false;
}
return true;
}
/* DatArchive::removeEntry
* Override of Archive::removeEntry to update namespaces if needed
*******************************************************************/
bool DatArchive::removeEntry(ArchiveEntry* entry, bool delete_entry)
{
// Check entry
if (!checkEntry(entry))
return false;
// Get entry name (for later)
string name = entry->getName();
// Do default remove
bool ok = Archive::removeEntry(entry, delete_entry);
if (ok)
{
// Update namespaces if necessary
if (name.Upper().Matches("START*") ||
name.Upper().Matches("END*"))
updateNamespaces();
return true;
}
else
return false;
}
/* ZipArchive::getMapInfo
* Returns the mapdesc_t information about the map at [entry], if
* [entry] is actually a valid map (ie. a wad archive in the maps
* folder)
*******************************************************************/
Archive::mapdesc_t ZipArchive::getMapInfo(ArchiveEntry* entry)
{
mapdesc_t map;
// Check entry
if (!checkEntry(entry))
return map;
// Check entry type
if (entry->getType()->getFormat() != "archive_wad")
return map;
// Check entry directory
if (entry->getParentDir()->getParent() != getRoot() || entry->getParentDir()->getName() != "maps")
return map;
// Setup map info
map.archive = true;
map.head = entry;
map.end = entry;
map.name = entry->getName(true).Upper();
return map;
}
int main(int argc, char** argv) {
std::cout << "Blackbird Bitcoin Arbitrage" << std::endl;
std::cout << "DISCLAIMER: USE THE SOFTWARE AT YOUR OWN RISK\n" << std::endl;
std::locale mylocale("");
Parameters params("blackbird.conf");
if (!params.demoMode) {
if (!params.useFullCash) {
if (params.cashForTesting < 10.0) {
std::cout << "WARNING: Minimum test cash recommended: $10.00\n" << std::endl;
}
if (params.cashForTesting > params.maxExposure) {
std::cout << "ERROR: Test cash ($" << params.cashForTesting << ") is above max exposure ($" << params.maxExposure << ")\n" << std::endl;
return -1;
}
}
}
getQuoteType getQuote[10];
getAvailType getAvail[10];
sendOrderType sendOrder[10];
isOrderCompleteType isOrderComplete[10];
getActivePosType getActivePos[10];
getLimitPriceType getLimitPrice[10];
int index = 0;
if (params.bitfinexApi.empty() == false || params.demoMode == true) {
params.addExchange("Bitfinex", params.bitfinexFees, params.bitfinexCanShort, true);
getQuote[index] = Bitfinex::getQuote;
getAvail[index] = Bitfinex::getAvail;
sendOrder[index] = Bitfinex::sendOrder;
isOrderComplete[index] = Bitfinex::isOrderComplete;
getActivePos[index] = Bitfinex::getActivePos;
getLimitPrice[index] = Bitfinex::getLimitPrice;
index++;
}
if (params.okcoinApi.empty() == false || params.demoMode == true) {
params.addExchange("OKCoin", params.okcoinFees, params.okcoinCanShort, true);
getQuote[index] = OkCoin::getQuote;
getAvail[index] = OkCoin::getAvail;
sendOrder[index] = OkCoin::sendOrder;
isOrderComplete[index] = OkCoin::isOrderComplete;
getActivePos[index] = OkCoin::getActivePos;
getLimitPrice[index] = OkCoin::getLimitPrice;
index++;
}
if (params.bitstampClientId.empty() == false || params.demoMode == true) {
params.addExchange("Bitstamp", params.bitstampFees, params.bitstampCanShort, true);
getQuote[index] = Bitstamp::getQuote;
getAvail[index] = Bitstamp::getAvail;
sendOrder[index] = Bitstamp::sendOrder;
isOrderComplete[index] = Bitstamp::isOrderComplete;
getActivePos[index] = Bitstamp::getActivePos;
getLimitPrice[index] = Bitstamp::getLimitPrice;
index++;
}
if (params.geminiApi.empty() == false || params.demoMode == true) {
params.addExchange("Gemini", params.geminiFees, params.geminiCanShort, true);
getQuote[index] = Gemini::getQuote;
getAvail[index] = Gemini::getAvail;
sendOrder[index] = Gemini::sendOrder;
isOrderComplete[index] = Gemini::isOrderComplete;
getActivePos[index] = Gemini::getActivePos;
getLimitPrice[index] = Gemini::getLimitPrice;
index++;
}
if (params.krakenApi.empty() == false || params.demoMode == true) {
params.addExchange("Kraken", params.krakenFees, params.krakenCanShort, true);
getQuote[index] = Kraken::getQuote;
getAvail[index] = Kraken::getAvail;
sendOrder[index] = Kraken::sendOrder;
isOrderComplete[index] = Kraken::isOrderComplete;
getActivePos[index] = Kraken::getActivePos;
getLimitPrice[index] = Kraken::getLimitPrice;
index++;
}
if (params.itbitApi.empty() == false || params.demoMode == true) {
params.addExchange("ItBit", params.itbitFees, params.itbitCanShort, false);
getQuote[index] = ItBit::getQuote;
getAvail[index] = ItBit::getAvail;
// sendOrder[index] = ItBit::sendOrder;
// isOrderComplete[index] = ItBit::isOrderComplete;
getActivePos[index] = ItBit::getActivePos;
getLimitPrice[index] = ItBit::getLimitPrice;
index++;
}
if (params.btceApi.empty() == false || params.demoMode == true) {
params.addExchange("BTC-e", params.btceFees, params.btceCanShort, false);
getQuote[index] = BTCe::getQuote;
getAvail[index] = BTCe::getAvail;
// sendOrder[index] = BTCe::sendOrder;
// isOrderComplete[index] = BTCe::isOrderComplete;
getActivePos[index] = BTCe::getActivePos;
getLimitPrice[index] = BTCe::getLimitPrice;
index++;
}
if (params.sevennintysixApi.empty() == false || params.demoMode == true) {
params.addExchange("796.com", params.sevennintysixFees, params.sevennintysixCanShort, true);
getQuote[index] = SevenNintySix::getQuote;
getAvail[index] = SevenNintySix::getAvail;
sendOrder[index] = SevenNintySix::sendOrder;
isOrderComplete[index] = SevenNintySix::isOrderComplete;
getActivePos[index] = SevenNintySix::getActivePos;
getLimitPrice[index] = SevenNintySix::getLimitPrice;
index++;
}
if (index < 2) {
std::cout << "ERROR: Blackbird needs at least two Bitcoin exchanges. Please edit the config.json file to add new exchanges\n" << std::endl;
return -1;
}
std::string currDateTime = printDateTimeFileName();
std::string csvFileName = "blackbird_result_" + currDateTime + ".csv";
std::ofstream csvFile;
csvFile.open(csvFileName.c_str(), std::ofstream::trunc);
csvFile << "TRADE_ID,EXCHANGE_LONG,EXHANGE_SHORT,ENTRY_TIME,EXIT_TIME,DURATION,TOTAL_EXPOSURE,BALANCE_BEFORE,BALANCE_AFTER,RETURN\n";
csvFile.flush();
std::string logFileName = "blackbird_log_" + currDateTime + ".log";
std::ofstream logFile;
logFile.open(logFileName.c_str(), std::ofstream::trunc);
logFile.imbue(mylocale);
logFile.precision(2);
logFile << std::fixed;
params.logFile = &logFile;
logFile << "--------------------------------------------" << std::endl;
logFile << "| Blackbird Bitcoin Arbitrage Log File |" << std::endl;
logFile << "--------------------------------------------\n" << std::endl;
logFile << "Blackbird started on " << printDateTime() << "\n" << std::endl;
if (params.demoMode) {
logFile << "Demo mode: trades won't be generated\n" << std::endl;
}
std::cout << "Log file generated: " << logFileName << "\nBlackbird is running... (pid " << getpid() << ")\n" << std::endl;
// Vector of Bitcoin objects
std::vector<Bitcoin*> btcVec;
int num_exchange = params.nbExch();
// create Bitcoin objects
for (int i = 0; i < num_exchange; ++i) {
btcVec.push_back(new Bitcoin(i, params.exchName[i], params.fees[i], params.canShort[i], params.isImplemented[i]));
}
curl_global_init(CURL_GLOBAL_ALL);
params.curl = curl_easy_init();
logFile << "[ Targets ]" << std::endl;
logFile << " Spread Entry: " << params.spreadEntry * 100.0 << "%" << std::endl;
logFile << " Spread Target: " << params.spreadTarget * 100.0 << "%" << std::endl;
if (params.spreadEntry <= 0.0) {
logFile << " WARNING: Spread Entry should be positive" << std::endl;
}
if (params.spreadTarget <= 0.0) {
logFile << " WARNING: Spread Target should be positive" << std::endl;
}
logFile << std::endl;
// store current balances
logFile << "[ Current balances ]" << std::endl;
double* balanceUsd = (double*)malloc(sizeof(double) * num_exchange);
double* balanceBtc = (double*)malloc(sizeof(double) * num_exchange);
for (int i = 0; i < num_exchange; ++i) {
if (params.demoMode) {
balanceUsd[i] = 0.0;
balanceBtc[i] = 0.0;
} else {
balanceUsd[i] = getAvail[i](params, "usd");
balanceBtc[i] = getAvail[i](params, "btc");
}
}
// contains balances after a completed trade
double* newBalUsd = (double*)malloc(sizeof(double) * num_exchange);
double* newBalBtc = (double*)malloc(sizeof(double) * num_exchange);
memset(newBalUsd, 0.0, sizeof(double) * num_exchange);
memset(newBalBtc, 0.0, sizeof(double) * num_exchange);
for (int i = 0; i < num_exchange; ++i) {
logFile << " " << params.exchName[i] << ":\t";
logFile << balanceUsd[i] << " USD\t" << std::setprecision(6) << balanceBtc[i] << std::setprecision(2) << " BTC" << std::endl;
if (balanceBtc[i] > 0.0300) {
logFile << "ERROR: All BTC accounts must be empty before starting Blackbird" << std::endl;
return -1;
}
}
logFile << std::endl;
logFile << "[ Cash exposure ]" << std::endl;
if (params.demoMode) {
logFile << " No cash - Demo mode" << std::endl;
} else {
if (params.useFullCash) {
logFile << " FULL cash used!" << std::endl;
} else {
logFile << " TEST cash used\n Value: $" << params.cashForTesting << std::endl;
}
}
logFile << std::endl;
time_t rawtime;
rawtime = time(NULL);
struct tm* timeinfo;
timeinfo = localtime(&rawtime);
// wait the next gapSec seconds before starting
time(&rawtime);
timeinfo = localtime(&rawtime);
while ((int)timeinfo->tm_sec % params.gapSec != 0) {
sleep(0.01);
time(&rawtime);
timeinfo = localtime(&rawtime);
}
// main loop
if (!params.verbose) {
logFile << "Running..." << std::endl;
}
bool inMarket = false;
int resultId = 0;
Result res;
res.clear();
unsigned currIteration = 0;
bool stillRunning = true;
time_t currTime;
time_t diffTime;
while (stillRunning) {
currTime = mktime(timeinfo);
time(&rawtime);
diffTime = difftime(rawtime, currTime);
// check if we are already too late
if (diffTime > 0) {
logFile << "WARNING: " << diffTime << " second(s) too late at " << printDateTime(currTime) << std::endl;
// unsigned skip = (unsigned)ceil(diffTime / gapSec);
// go to next iteration
timeinfo->tm_sec = timeinfo->tm_sec + (ceil(diffTime / params.gapSec) + 1) * params.gapSec;
currTime = mktime(timeinfo);
sleep(params.gapSec - (diffTime % params.gapSec));
logFile << std::endl;
}
else if (diffTime < 0) {
sleep(-difftime(rawtime, currTime)); // sleep until the next iteration
}
if (params.verbose) {
if (!inMarket) {
logFile << "[ " << printDateTime(currTime) << " ]" << std::endl;
} else {
logFile << "[ " << printDateTime(currTime) << " IN MARKET: Long " << res.exchNameLong << " / Short " << res.exchNameShort << " ]" << std::endl;
}
}
for (int e = 0; e < num_exchange; ++e) {
double bid = getQuote[e](params, true);
double ask = getQuote[e](params, false);
if (bid == 0.0) {
logFile << " WARNING: " << params.exchName[e] << " bid is null, use previous one" << std::endl;
}
if (ask == 0.0) {
logFile << " WARNING: " << params.exchName[e] << " ask is null, use previous one" << std::endl;
}
if (params.verbose) {
logFile << " " << params.exchName[e] << ": \t" << bid << " / " << ask << std::endl;
}
btcVec[e]->updateData(bid, ask, 0.0);
curl_easy_reset(params.curl);
}
if (params.verbose) {
logFile << " ----------------------------" << std::endl;
}
// compute entry point
if (!inMarket) {
for (int i = 0; i < num_exchange; ++i) {
for (int j = 0; j < num_exchange; ++j) {
if (i != j) {
if (checkEntry(btcVec[i], btcVec[j], res, params)) {
// entry opportunity found
res.exposure = std::min(balanceUsd[res.idExchLong], balanceUsd[res.idExchShort]);
if (params.demoMode) {
logFile << "INFO: Opportunity found but no trade will be generated (Demo mode)" << std::endl;
break;
}
if (res.exposure == 0.0) {
logFile << "WARNING: Opportunity found but no cash available. Trade canceled" << std::endl;
break;
}
if (params.useFullCash == false && res.exposure <= params.cashForTesting) {
logFile << "WARNING: Opportunity found but no enough cash. Need more than TEST cash (min. $" << params.cashForTesting << "). Trade canceled" << std::endl;
break;
}
if (params.useFullCash) {
res.exposure -= params.untouchedCash * res.exposure; // leave untouchedCash
if (res.exposure > params.maxExposure) {
logFile << "WARNING: Opportunity found but exposure ($" << res.exposure << ") above the limit" << std::endl;
logFile << " Max exposure will be used instead ($" << params.maxExposure << ")" << std::endl;
res.exposure = params.maxExposure;
}
} else {
res.exposure = params.cashForTesting; // use test money
}
double volumeLong = res.exposure / btcVec[res.idExchLong]->getAsk();
double volumeShort = res.exposure / btcVec[res.idExchShort]->getBid();
double limPriceLong = getLimitPrice[res.idExchLong](params, volumeLong, false);
double limPriceShort = getLimitPrice[res.idExchShort](params, volumeShort, true);
if (limPriceLong - res.priceLongIn > params.priceDeltaLim || res.priceShortIn - limPriceShort > params.priceDeltaLim) {
logFile << "WARNING: Opportunity found but not enough liquidity. Trade canceled" << std::endl;
logFile << " Target long price: " << res.priceLongIn << ", Real long price: " << limPriceLong << std::endl;
logFile << " Target short price: " << res.priceShortIn << ", Real short price: " << limPriceShort << std::endl;
res.trailing[res.idExchLong][res.idExchShort] = -1.0;
break;
}
inMarket = true;
resultId++;
// update result
res.id = resultId;
res.entryTime = currTime;
res.printEntry(*params.logFile);
res.maxSpread[res.idExchLong][res.idExchShort] = -1.0;
res.minSpread[res.idExchLong][res.idExchShort] = 1.0;
res.trailing[res.idExchLong][res.idExchShort] = 1.0;
int longOrderId = 0;
int shortOrderId = 0;
// send orders
longOrderId = sendOrder[res.idExchLong](params, "buy", volumeLong, btcVec[res.idExchLong]->getAsk());
shortOrderId = sendOrder[res.idExchShort](params, "sell", volumeShort, btcVec[res.idExchShort]->getBid());
// wait for the orders to be filled
logFile << "Waiting for the two orders to be filled..." << std::endl;
sleep(3.0);
while (!isOrderComplete[res.idExchLong](params, longOrderId) || !isOrderComplete[res.idExchShort](params, shortOrderId)) {
sleep(3.0);
}
logFile << "Done" << std::endl;
longOrderId = 0;
shortOrderId = 0;
break;
}
}
}
if (inMarket) {
break;
}
}
if (params.verbose) {
logFile << 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
double* btcUsed = (double*)malloc(sizeof(double) * num_exchange);
for (int i = 0; i < num_exchange; ++i) {
btcUsed[i] = getActivePos[i](params);
}
double volumeLong = btcUsed[res.idExchLong];
double volumeShort = btcUsed[res.idExchShort];
double limPriceLong = getLimitPrice[res.idExchLong](params, volumeLong, true);
double limPriceShort = getLimitPrice[res.idExchShort](params, volumeShort, false);
if (res.priceLongOut - limPriceLong > params.priceDeltaLim || limPriceShort - res.priceShortOut > params.priceDeltaLim) {
logFile << "WARNING: Opportunity found but not enough liquidity. Trade canceled" << std::endl;
logFile << " Target long price: " << res.priceLongOut << ", Real long price: " << limPriceLong << std::endl;
logFile << " Target short price: " << res.priceShortOut << ", Real short price: " << limPriceShort << std::endl;
res.trailing[res.idExchLong][res.idExchShort] = 1.0;
} else {
res.exitTime = currTime;
res.printExit(*params.logFile);
int longOrderId = 0;
int shortOrderId = 0;
logFile << std::setprecision(6) << "BTC exposure on " << params.exchName[res.idExchLong] << ": " << volumeLong << std::setprecision(2) << std::endl;
logFile << std::setprecision(6) << "BTC exposure on " << params.exchName[res.idExchShort] << ": " << volumeShort << std::setprecision(2) << std::endl;
logFile << std::endl;
// send orders
longOrderId = sendOrder[res.idExchLong](params, "sell", fabs(btcUsed[res.idExchLong]), btcVec[res.idExchLong]->getBid());
shortOrderId = sendOrder[res.idExchShort](params, "buy", fabs(btcUsed[res.idExchShort]), btcVec[res.idExchShort]->getAsk());
// wait for the orders to be filled
logFile << "Waiting for the two orders to be filled..." << std::endl;
sleep(3.0);
while (!isOrderComplete[res.idExchLong](params, longOrderId) || !isOrderComplete[res.idExchShort](params, shortOrderId)) {
sleep(3.0);
}
logFile << "Done\n" << std::endl;
longOrderId = 0;
shortOrderId = 0;
inMarket = false;
// new balances
for (int i = 0; i < num_exchange; ++i) {
newBalUsd[i] = getAvail[i](params, "usd");
newBalBtc[i] = getAvail[i](params, "btc");
}
for (int i = 0; i < num_exchange; ++i) {
logFile << "New balance on " << params.exchName[i] << ": \t";
logFile << newBalUsd[i] << " USD (perf $" << newBalUsd[i] - balanceUsd[i] << "), ";
logFile << std::setprecision(6) << newBalBtc[i] << std::setprecision(2) << " BTC" << std::endl;
}
logFile << std::endl;
// update res with total balance
for (int i = 0; i < num_exchange; ++i) {
res.befBalUsd += balanceUsd[i];
res.aftBalUsd += newBalUsd[i];
}
// update current balances with new values
for (int i = 0; i < num_exchange; ++i) {
balanceUsd[i] = newBalUsd[i];
balanceBtc[i] = newBalBtc[i];
}
logFile << "ACTUAL PERFORMANCE: " << "$" << res.aftBalUsd - res.befBalUsd << " (" << res.totPerf() * 100.0 << "%)\n" << std::endl;
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();
if (params.sendEmail) {
sendEmail(res, params);
logFile << "Email sent" << std::endl;
}
res.clear();
std::ifstream infile("stop_after_exit");
if (infile.good()) {
logFile << "Exit after last trade (file stop_after_exit found)" << std::endl;
stillRunning = false;
}
}
}
if (params.verbose) {
logFile << std::endl;
}
}
timeinfo->tm_sec = timeinfo->tm_sec + params.gapSec;
currIteration++;
if (currIteration >= params.debugMaxIteration) {
logFile << "Max iteration reached (" << params.debugMaxIteration << ")" <<std::endl;
stillRunning = false;
}
}
for (int i = 0; i < num_exchange; ++i) {
delete(btcVec[i]);
}
curl_easy_cleanup(params.curl);
curl_global_cleanup();
csvFile.close();
logFile.close();
return 0;
}
DvbEpgDialog::DvbEpgDialog(DvbManager *manager_, QWidget *parent) : KDialog(parent),
manager(manager_)
{
setButtons(KDialog::Close);
setCaption(i18nc("@title:window", "Program Guide"));
QWidget *widget = new QWidget(this);
QBoxLayout *mainLayout = new QHBoxLayout(widget);
epgChannelTableModel = new DvbEpgChannelTableModel(this);
epgChannelTableModel->setManager(manager);
channelView = new QTreeView(widget);
channelView->setMaximumWidth(30 * fontMetrics().averageCharWidth());
channelView->setModel(epgChannelTableModel);
channelView->setRootIsDecorated(false);
channelView->setUniformRowHeights(true);
connect(channelView->selectionModel(), SIGNAL(currentChanged(QModelIndex,QModelIndex)),
this, SLOT(channelActivated(QModelIndex)));
mainLayout->addWidget(channelView);
QBoxLayout *rightLayout = new QVBoxLayout();
QBoxLayout *boxLayout = new QHBoxLayout();
KAction *scheduleAction = new KAction(QIcon::fromTheme(QLatin1String("media-record")),
i18nc("@action:inmenu tv show", "Record Show"), this);
connect(scheduleAction, SIGNAL(triggered()), this, SLOT(scheduleProgram()));
QPushButton *pushButton =
new QPushButton(scheduleAction->icon(), scheduleAction->text(), widget);
connect(pushButton, SIGNAL(clicked()), this, SLOT(scheduleProgram()));
boxLayout->addWidget(pushButton);
boxLayout->addWidget(new QLabel(i18nc("@label:textbox", "Search:"), widget));
epgTableModel = new DvbEpgTableModel(this);
epgTableModel->setEpgModel(manager->getEpgModel());
connect(epgTableModel, SIGNAL(layoutChanged()), this, SLOT(checkEntry()));
KLineEdit *lineEdit = new KLineEdit(widget);
lineEdit->setClearButtonShown(true);
connect(lineEdit, SIGNAL(textChanged(QString)),
epgTableModel, SLOT(setContentFilter(QString)));
boxLayout->addWidget(lineEdit);
rightLayout->addLayout(boxLayout);
epgView = new QTreeView(widget);
epgView->addAction(scheduleAction);
epgView->header()->setResizeMode(QHeaderView::ResizeToContents);
epgView->setContextMenuPolicy(Qt::ActionsContextMenu);
epgView->setMinimumWidth(75 * fontMetrics().averageCharWidth());
epgView->setModel(epgTableModel);
epgView->setRootIsDecorated(false);
epgView->setUniformRowHeights(true);
connect(epgView->selectionModel(), SIGNAL(currentChanged(QModelIndex,QModelIndex)),
this, SLOT(entryActivated(QModelIndex)));
rightLayout->addWidget(epgView);
contentLabel = new QLabel(widget);
contentLabel->setAlignment(Qt::AlignLeft | Qt::AlignTop);
contentLabel->setMargin(5);
contentLabel->setWordWrap(true);
QScrollArea *scrollArea = new QScrollArea(widget);
scrollArea->setBackgroundRole(QPalette::Light);
scrollArea->setMinimumHeight(12 * fontMetrics().height());
scrollArea->setWidget(contentLabel);
scrollArea->setWidgetResizable(true);
rightLayout->addWidget(scrollArea);
mainLayout->addLayout(rightLayout);
setMainWidget(widget);
}
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;
}
Path findProjectRoot(const Path &path)
{
assert(path.isAbsolute());
const Path config = findAncestor(path, ".rtags-config", Shallow);
if (config.isDir()) {
const List<String> conf = Path(config + ".rtags-config").readAll().split('\n');
for (List<String>::const_iterator it = conf.begin(); it != conf.end(); ++it) {
const char *ch = it->constData();
while (*ch && isspace(*ch))
++ch;
if (*ch && !strncmp("project: ", ch, 9)) {
ch += 9;
while (*ch && isspace(*ch))
++ch;
const Path p = ch;
if (p.isDir()) {
return p.ensureTrailingSlash();
} else {
error("Invalid project root %s", p.constData());
}
}
}
}
static const Path home = Path::home();
const Entry before[] = {
{ "GTAGS", 0 },
{ "CMakeLists.txt", 0 },
{ "configure", 0 },
{ ".git", 0 },
{ ".svn", 0 },
{ "*.pro", Wildcard },
{ "scons.1", 0 },
{ "*.scons", Wildcard },
{ "SConstruct", 0 },
{ "autogen.*", Wildcard },
{ "GNUMakefile*", Wildcard },
{ "INSTALL*", Wildcard },
{ "README*", Wildcard },
{ 0, 0 }
};
{
const Path ret = checkEntry(before, path, home);
if (!ret.isEmpty())
return ret;
}
{
const Path configStatus = findAncestor(path, "config.status", 0);
if (!configStatus.isEmpty()) {
FILE *f = fopen((configStatus + "config.status").constData(), "r");
Path ret;
if (f) {
char line[1024];
enum { MaxLines = 10 };
for (int i=0; i<MaxLines; ++i) {
int r = Rct::readLine(f, line, sizeof(line));
if (r == -1)
break;
char *configure = strstr(line, "/configure ");
if (configure) {
char *end = configure + 10;
while (--configure >= line) {
Path conf(configure, end - configure);
if (!conf.isAbsolute())
conf.resolve();
if (conf.isFile()) {
ret = conf.parentDir();
if (ret == home)
ret.clear();
break;
}
}
}
if (!ret.isEmpty())
break;
}
fclose(f);
if (!ret.isEmpty())
return ret;
}
}
}
{
const Path cmakeCache = findAncestor(path, "CMakeCache.txt", 0);
if (!cmakeCache.isEmpty()) {
FILE *f = fopen((cmakeCache + "Makefile").constData(), "r");
if (f) {
Path ret;
char line[1024];
enum { MaxLines = 256 };
for (int i=0; i<MaxLines; ++i) {
int r = Rct::readLine(f, line, sizeof(line));
if (r == -1) {
break;
}
if (!strncmp(line, "CMAKE_SOURCE_DIR", 16)) {
char *dir = line + 16;
while (*dir && (*dir == ' ' || *dir == '='))
++dir;
if (dir != home) {
ret = dir;
ret += '/';
if (!Path(ret + "CMakeLists.txt").isFile())
ret.clear();
}
break;
}
}
fclose(f);
if (!ret.isEmpty())
return ret;
}
}
}
const Entry after[] = {
{ "Makefile*", Wildcard },
{ 0, 0 }
};
{
const Path ret = checkEntry(after, path, home);
if (!ret.isEmpty())
return ret;
}
return Path();
}
/*
* Remove "obj" from "pRef". We extract the table offset bits from "iref"
* and zap the corresponding entry, leaving a hole if it's not at the top.
*
* If the entry is not between the current top index and the bottom index
* specified by the cookie, we don't remove anything. This is the behavior
* required by JNI's DeleteLocalRef function.
*
* Note this is NOT called when a local frame is popped. This is only used
* for explicit single removals.
*
* Returns "false" if nothing was removed.
*/
bool IndirectRefTable::remove(u4 cookie, IndirectRef iref)
{
IRTSegmentState prevState;
prevState.all = cookie;
int topIndex = segmentState.parts.topIndex;
int bottomIndex = prevState.parts.topIndex;
assert(table_ != NULL);
assert(alloc_entries_ <= max_entries_);
assert(segmentState.parts.numHoles >= prevState.parts.numHoles);
int idx = extractIndex(iref);
bool workAroundAppJniBugs = false;
if (indirectRefKind(iref) == kIndirectKindInvalid && gDvmJni.workAroundAppJniBugs) {
idx = linearScan(iref, bottomIndex, topIndex, table_);
workAroundAppJniBugs = true;
if (idx == -1) {
LOGW("trying to work around app JNI bugs, but didn't find %p in table!", iref);
return false;
}
}
if (idx < bottomIndex) {
/* wrong segment */
LOGV("Attempt to remove index outside index area (%d vs %d-%d)",
idx, bottomIndex, topIndex);
return false;
}
if (idx >= topIndex) {
/* bad -- stale reference? */
LOGD("Attempt to remove invalid index %d (bottom=%d top=%d)",
idx, bottomIndex, topIndex);
return false;
}
if (idx == topIndex-1) {
// Top-most entry. Scan up and consume holes.
if (workAroundAppJniBugs == false && !checkEntry("remove", iref, idx)) {
return false;
}
table_[idx] = NULL;
int numHoles = segmentState.parts.numHoles - prevState.parts.numHoles;
if (numHoles != 0) {
while (--topIndex > bottomIndex && numHoles != 0) {
LOGV("+++ checking for hole at %d (cookie=0x%08x) val=%p",
topIndex-1, cookie, table_[topIndex-1]);
if (table_[topIndex-1] != NULL) {
break;
}
LOGV("+++ ate hole at %d", topIndex-1);
numHoles--;
}
segmentState.parts.numHoles = numHoles + prevState.parts.numHoles;
segmentState.parts.topIndex = topIndex;
} else {
segmentState.parts.topIndex = topIndex-1;
LOGV("+++ ate last entry %d", topIndex-1);
}
} else {
/*
* Not the top-most entry. This creates a hole. We NULL out the
* entry to prevent somebody from deleting it twice and screwing up
* the hole count.
*/
if (table_[idx] == NULL) {
LOGV("--- WEIRD: removing null entry %d", idx);
return false;
}
if (workAroundAppJniBugs == false && !checkEntry("remove", iref, idx)) {
return false;
}
table_[idx] = NULL;
segmentState.parts.numHoles++;
LOGV("+++ left hole at %d, holes=%d", idx, segmentState.parts.numHoles);
}
return true;
}
void AppSettings::cmdOk_Click(){
if (!checkEntry(txtTarBin->text(), "tar"))
return;
if (!checkEntry(txtMountBin->text(), "mount"))
return;
if (!checkEntry(txtUmountBin->text(), "umount"))
return;
if (!checkEntry(txtSudoBin->text(), "sudo"))
return;
if (!checkEntry(txtGuiSudoBin->text(), "gui_sudo"))
return;
if (!checkEntry(txtUmountBin->text(), "nice"))
return;
if (!checkEntry(txtUmountBin->text(), "renice"))
return;
if (!checkEntry(txtUmountBin->text(), "sh"))
return;
if (!checkEntry(txtConsoleBin->text(), "console"))
return;
#ifdef WITH_ICOUTILS
if (!checkEntry(txtWrestoolBin->text(), "wrestool"))
return;
if (!checkEntry(txtIcotoolBin->text(), "icotool"))
return;
#endif
if (comboProxyType->currentText()!=tr("No Proxy")){
if (txtProxyHost->text().isEmpty()){
QMessageBox::warning(this, tr("Error"), tr("Sorry, specify proxy host."));
return;
}
if (txtProxyPort->text().isEmpty()){
QMessageBox::warning(this, tr("Error"), tr("Sorry, specify proxy port."));
return;
}
}
QSettings settings(APP_SHORT_NAME, "default");
settings.beginGroup("logging");
if (cbClearLogs->checkState()==Qt::Checked) {
settings.setValue("autoClear", 1);
} else {
settings.setValue("autoClear", 0);
}
settings.endGroup();
settings.beginGroup("app");
if (comboAppIcons->currentText() == tr("Ambient Light")){
settings.setValue("icon", "q4wine-ambiance");
} else if (comboAppIcons->currentText() == tr("Ambient Dark")){
settings.setValue("icon", "q4wine-ambiance-dark");
} else {
settings.setValue("icon", "q4wine");
}
if (cbShowTray->checkState()==Qt::Checked) {
settings.setValue("showTrareyIcon", 1);
} else {
settings.setValue("showTrareyIcon", 0);
}
if (cbMinimizeToTray->checkState()==Qt::Checked) {
settings.setValue("minimizeToTray", 1);
} else {
settings.setValue("minimizeToTray", 0);
}
if (cbMinimizeToTrayApp->checkState()==Qt::Checked) {
settings.setValue("minimizeToTrayAtAppStart", 1);
} else {
settings.setValue("minimizeToTrayAtAppStart", 0);
}
if (cbShowNotifications->checkState()==Qt::Checked) {
settings.setValue("showNotifications", 1);
} else {
settings.setValue("showNotifications", 0);
}
if (comboLangs->currentText()==tr("System Default")){
settings.setValue("lang", "");
} else {
settings.setValue("lang", lng_hash[comboLangs->currentText()]);
}
settings.endGroup();
settings.beginGroup("system");
settings.setValue("tar", txtTarBin->text());
settings.setValue("mount", txtMountBin->text());
settings.setValue("umount", txtUmountBin->text());
settings.setValue("sudo", txtSudoBin->text());
settings.setValue("gui_sudo", txtGuiSudoBin->text());
settings.setValue("nice", txtNiceBin->text());
settings.setValue("renice", txtReniceBin->text());
settings.setValue("sh", txtShBin->text());
settings.endGroup();
settings.beginGroup("console");
settings.setValue("bin", txtConsoleBin->text());
settings.setValue("args", txtConsoleArgs->text());
settings.endGroup();
#ifdef WITH_ICOUTILS
settings.beginGroup("icotool");
settings.setValue("wrestool", txtWrestoolBin->text());
settings.setValue("icotool", txtIcotoolBin->text());
settings.endGroup();
#endif
settings.beginGroup("quickmount");
settings.setValue("type", this->comboMountProfiles->currentIndex());
settings.setValue("mount_drive_string", txtMountString->text());
settings.setValue("mount_image_string", txtMountImageString->text());
settings.setValue("umount_string", txtUmountString->text());
settings.endGroup();
settings.beginGroup("network");
settings.setValue("host", txtProxyHost->text());
settings.setValue("port", txtProxyPort->text());
settings.setValue("user", txtProxyUser->text());
settings.setValue("pass", txtProxyPass->text());
if (comboProxyType->currentText()==tr("No Proxy")){
settings.setValue("type", 0);
} else {
if (comboProxyType->currentText()=="HTTP"){
settings.setValue("type", 1);
} else {
settings.setValue("type", 2);
}
}
settings.endGroup();
settings.beginGroup("advanced");
settings.setValue("prefixDefaultPath", txtDefPrefixPath->text());
if (cbOpenRunDialog->isChecked()){
settings.setValue("openRunDialog", 1);
} else {
settings.setValue("openRunDialog", 0);
}
if (cbUseSingleClick->isChecked()){
settings.setValue("useSingleClick", 1);
} else {
settings.setValue("useSingleClick", 0);
}
#if QT_VERSION >= 0x040500
if (cbUseNativeDialog->isChecked()){
settings.setValue("useNativeFileDialog", 1);
} else {
settings.setValue("useNativeFileDialog", 0);
}
#endif
QString desktopSize=cboxDesktopSize->currentText();
if (desktopSize==tr("No virtual desktop"))
desktopSize="";
settings.setValue("defaultDesktopSize", desktopSize);
settings.endGroup();
settings.beginGroup("DesktopImport");
if (cbRemoveDesktopFiles->isChecked()){
settings.setValue("remove", 1);
} else {
settings.setValue("remove", 0);
}
if (cbImportDesktopFilesAtStartup->isChecked()){
settings.setValue("importAtStartup", 1);
} else {
settings.setValue("importAtStartup", 0);
}
settings.endGroup();
settings.beginGroup("AppDB");
if (cbUseSystemBrowser->isChecked()){
settings.setValue("useSystemBrowser", 1);
} else {
settings.setValue("useSystemBrowser", 0);
}
settings.endGroup();
#ifndef _OS_DARWIN_
settings.beginGroup("Plugins");
if (cbEnableDesktopMenu->isChecked()){
settings.setValue("enableMenuDesktop", 1);
} else {
settings.setValue("enableMenuDesktop", 0);
}
settings.endGroup();
#endif
accept();
return;
}