char *PARSEBALANCE(struct exchange_info *exchange,double *balancep,char *coinstr)
{
char field[128],*str,*itemstr = 0;
cJSON *obj;
double lockbalance,imma;
*balancep = 0.;
strcpy(field,coinstr);
tolowercase(field);
strcat(field,"_balance");
if ( exchange->balancejson != 0 && (str= jstr(exchange->balancejson,field)) != 0 )
{
*balancep = jdouble(exchange->balancejson,field);
strcpy(field,coinstr), tolowercase(field), strcat(field,"_balance_lock");
lockbalance = jdouble(exchange->balancejson,field);
strcpy(field,coinstr), tolowercase(field), strcat(field,"_balance_imma");
imma = jdouble(exchange->balancejson,field);
obj = cJSON_CreateObject();
jaddnum(obj,"balance",*balancep);
jaddnum(obj,"locked_balance",lockbalance);
jaddnum(obj,"imma_balance",imma);
itemstr = jprint(obj,1);
}
if ( itemstr == 0 )
return(clonestr("{\"error\":\"cant find coin balance\"}"));
return(itemstr);
}
void prices777_instaforex(uint32_t timestamps[NUM_INSTAFOREX],double bids[NUM_INSTAFOREX],double asks[NUM_INSTAFOREX])
{
//{"NZDUSD":{"symbol":"NZDUSD","lasttime":1437580206,"digits":4,"change":"-0.0001","bid":"0.6590","ask":"0.6593"},
char contract[32],*jsonstr; cJSON *json,*item; int32_t i;
memset(timestamps,0,sizeof(*timestamps) * NUM_INSTAFOREX);
memset(bids,0,sizeof(*bids) * NUM_INSTAFOREX);
memset(asks,0,sizeof(*asks) * NUM_INSTAFOREX);
jsonstr = issue_curl("https://quotes.instaforex.com/get_quotes.php?q=NZDUSD,NZDCHF,NZDCAD,NZDJPY,GBPNZD,EURNZD,AUDNZD,CADJPY,CADCHF,USDCAD,EURCAD,GBPCAD,AUDCAD,USDCHF,CHFJPY,EURCHF,GBPCHF,AUDCHF,EURUSD,EURAUD,EURJPY,EURGBP,GBPUSD,GBPJPY,GBPAUD,USDJPY,AUDJPY,AUDUSD,XAUUSD&m=json");
if ( jsonstr != 0 )
{
printf("(%s)\n",jsonstr);
if ( (json= cJSON_Parse(jsonstr)) != 0 )
{
for (i=0; i<NUM_INSTAFOREX; i++)
{
sprintf(contract,"%s%s",BASERELS[i][0],BASERELS[i][1]);
if ( (item= jobj(json,contract)) != 0 )
{
timestamps[i] = juint(item,"lasttime");
bids[i] = jdouble(item,"bid");
asks[i] = jdouble(item,"ask");
}
}
free_json(json);
}
free(jsonstr);
}
}
char *PARSEBALANCE(struct exchange_info *exchange,double *balancep,char *coinstr)
{
//[{"btc_available":"0.00000000","btc_reserved":"0.00000000","btc_balance":"0.00000000","cad_available":"0.00","cad_reserved":"0.00","cad_balance":"0.00","usd_available":"0.00","usd_reserved":"0.00","usd_balance":"0.00","xau_available":"0.000000","xau_reserved":"0.000000","xau_balance":"0.000000","fee":"0.5000"}]
char field[128],*str,*itemstr = 0; cJSON *obj; double reserv,total;
*balancep = 0.;
strcpy(field,coinstr);
tolowercase(field);
strcat(field,"_available");
if ( exchange->balancejson != 0 && (str= jstr(exchange->balancejson,field)) != 0 )
{
*balancep = jdouble(exchange->balancejson,field);
strcpy(field,coinstr), tolowercase(field), strcat(field,"_reserved");
reserv = jdouble(exchange->balancejson,field);
strcpy(field,coinstr), tolowercase(field), strcat(field,"_balance");
total = jdouble(exchange->balancejson,field);
obj = cJSON_CreateObject();
jaddnum(obj,"balance",*balancep);
jaddnum(obj,"locked_balance",reserv);
jaddnum(obj,"total",total);
itemstr = jprint(obj,1);
}
if ( itemstr == 0 )
return(clonestr("{\"error\":\"cant find coin balance\"}"));
return(itemstr);
}
void tradebot_liquidity_command(struct supernet_info *myinfo,char *base,bits256 hash,cJSON *vals)
{
struct liquidity_info li,refli; int32_t i;
memset(&li,0,sizeof(li));
strcpy(li.base,base), strcpy(li.rel,"BTC");
li.profit = jdouble(vals,"profit");
li.refprice = jdouble(vals,"refprice");
for (i=0; i<sizeof(myinfo->linfos)/sizeof(*myinfo->linfos); i++)
{
refli = myinfo->linfos[i];
if ( strcmp(li.rel,refli.base) == 0 && strcmp(li.base,refli.rel) == 0 )
{
strcpy(li.base,refli.base);
strcpy(li.rel,refli.rel);
li.refprice = (1. / li.refprice);
printf("Set rev linfo[%d] (%s/%s) %.6f %.8f\n",i,li.base,li.rel,li.profit,li.refprice);
myinfo->linfos[i] = li;
return;
}
else if ( refli.base[0] == 0 || (strcmp(li.base,refli.base) == 0 && strcmp(li.rel,refli.rel) == 0) )
{
myinfo->linfos[i] = li;
printf("Set linfo[%d] (%s/%s) %.6f %.8f\n",i,li.base,li.rel,li.profit,li.refprice);
return;
}
}
printf("ERROR: too many linfos %d\n",i);
}
double blend_price(double *volp,double wtA,cJSON *jsonA,double wtB,cJSON *jsonB)
{
//A.{"ticker":{"base":"BTS","target":"CNY","price":"0.02958291","volume":"3128008.39295500","change":"0.00019513","markets":[{"market":"BTC38","price":"0.02960000","volume":3051650.682955},{"market":"Bter","price":"0.02890000","volume":76357.71}]},"timestamp":1438490881,"success":true,"error":""}
// B.{"id":"bts\/cny","price":"0.02940000","price_before_24h":"0.02990000","volume_first":"3048457.6857147217","volume_second":"90629.45859575272","volume_btc":"52.74","best_market":"btc38","latest_trade":"2015-08-02 03:57:38","coin1":"BitShares","coin2":"CNY","markets":[{"market":"btc38","price":"0.02940000","volume":"3048457.6857147217","volume_btc":"52.738317962865"},{"market":"bter","price":"0.04350000","volume":"0","volume_btc":"0"}]}
double priceA,priceB,priceB24,price,volA,volB; cJSON *obj;
priceA = priceB = priceB24= price = volA = volB = 0.;
if ( jsonA != 0 && (obj= jobj(jsonA,"ticker")) != 0 )
{
priceA = jdouble(obj,"price");
volA = jdouble(obj,"volume");
}
if ( jsonB != 0 )
{
priceB = jdouble(jsonB,"price");
priceB24 = jdouble(jsonB,"price_before_24h");
volB = jdouble(jsonB,"volume_first");
}
//printf("priceA %f volA %f, priceB %f %f volB %f\n",priceA,volA,priceB,priceB24,volB);
if ( priceB > SMALLVAL && priceB24 > SMALLVAL )
priceB = (priceB * .1) + (priceB24 * .9);
else if ( priceB < SMALLVAL )
priceB = priceB24;
if ( priceA*volA < SMALLVAL )
price = priceB;
else if ( priceB*volB < SMALLVAL )
price = priceA;
else price = (wtA * priceA) + (wtB * priceB);
*volp = (volA + volB);
return(price);
}
char *PARSEBALANCE(struct exchange_info *exchange,double *balancep,char *coinstr)
{
//[[{"type":"deposit","currency":"btc","amount":"0.0","available":"0.0"},{"type":"deposit","currency":"usd","amount":"0.0","available":"0.0"},{"type":"exchange","currency":"btc","amount":"0.01065851","available":"0.01065851"},{"type":"exchange","currency":"usd","amount":"23386.37278962","available":"0.00378962"},{"type":"trading","currency":"btc","amount":"0.0","available":"0.0"},{"type":"trading","currency":"usd","amount":"0.0","available":"0.0"}]]
int32_t i,n,ind; char field[64],*str,*typestr,*itemstr = 0; cJSON *item,*obj,*array; double amounts[3],avail[3],val0,val1;
*balancep = 0.;
strcpy(field,coinstr), tolowercase(field);
memset(amounts,0,sizeof(amounts));
memset(avail,0,sizeof(avail));
if ( exchange->balancejson != 0 && is_cJSON_Array(exchange->balancejson) != 0 && (n= cJSON_GetArraySize(exchange->balancejson)) > 0 )
{
for (i=0; i<n; i++)
{
if ( (item= jitem(exchange->balancejson,i)) != 0 )
{
if ( (str= jstr(item,"currency")) != 0 && strcmp(field,str) == 0 )
{
val0 = jdouble(item,"amount");
val1 = jdouble(item,"available");
if ( (typestr= jstr(item,"type")) != 0 )
{
if ( strcmp(typestr,"deposit") == 0 )
ind = 0;
else if ( strcmp(typestr,"exchange") == 0 )
ind = 1;
else if ( strcmp(typestr,"trading") == 0 )
ind = 2;
else ind = -1;
if ( ind >= 0 )
{
amounts[ind] = val0;
avail[ind] = val1;
}
}
}
}
}
if ( (obj= cJSON_CreateObject()) != 0 )
{
touppercase(field);
*balancep = avail[0] + avail[1] + avail[2];
jaddstr(obj,"base",field);
jaddnum(obj,"balance",*balancep);
jaddnum(obj,"total",amounts[0]+amounts[1]+amounts[2]);
array = cJSON_CreateArray(), jaddinum(array,avail[0]), jaddinum(array,amounts[0]), jadd(obj,"deposit",array);
array = cJSON_CreateArray(), jaddinum(array,avail[1]), jaddinum(array,amounts[1]), jadd(obj,"exchange",array);
array = cJSON_CreateArray(), jaddinum(array,avail[2]), jaddinum(array,amounts[2]), jadd(obj,"trading",array);
itemstr = jprint(obj,1);
}
}
if ( itemstr == 0 )
return(clonestr("{\"error\":\"cant find coin balance\"}"));
return(itemstr);
}
static jdouble nativeGetDouble(JNIEnv* env, jclass clazz, jlong windowPtr,
jint row, jint column) {
CursorWindow* window = reinterpret_cast<CursorWindow*>(windowPtr);
LOG_WINDOW("Getting double for %d,%d from %p", row, column, window);
CursorWindow::FieldSlot* fieldSlot = window->getFieldSlot(row, column);
if (!fieldSlot) {
throwExceptionWithRowCol(env, row, column);
return 0.0;
}
int32_t type = window->getFieldSlotType(fieldSlot);
if (type == CursorWindow::FIELD_TYPE_FLOAT) {
return window->getFieldSlotValueDouble(fieldSlot);
} else if (type == CursorWindow::FIELD_TYPE_STRING) {
size_t sizeIncludingNull;
const char* value = window->getFieldSlotValueString(fieldSlot, &sizeIncludingNull);
return sizeIncludingNull > 1 ? strtod(value, NULL) : 0.0;
} else if (type == CursorWindow::FIELD_TYPE_INTEGER) {
return jdouble(window->getFieldSlotValueLong(fieldSlot));
} else if (type == CursorWindow::FIELD_TYPE_NULL) {
return 0.0;
} else if (type == CursorWindow::FIELD_TYPE_BLOB) {
throw_sqlite3_exception(env, "Unable to convert BLOB to double");
return 0.0;
} else {
throwUnknownTypeException(env, type);
return 0.0;
}
}
char *WITHDRAW(struct exchange_info *exchange,cJSON *argjson)
{
char payload[1024],*method,*base,*destaddr,*type,*retstr = 0; cJSON *json; double amount;
amount = jdouble(argjson,"amount");
if ( (destaddr= jstr(argjson,"destaddr")) == 0 || amount < SMALLVAL )
return(clonestr("{\"error\":\"no destaddr specified or amount too small\"}"));
if ( (base= jstr(argjson,"base")) == 0 )
base = "bitcoin";
else if ( strcmp(base,"BTC") == 0 )
base = "bitcoin";
else if ( strcmp(base,"LTC") == 0 )
base = "litecoin";
else if ( strcmp(base,"DRK") == 0 )
base = "darkcoin";
else return(clonestr("{\"error\":\"invalid base specified\"}"));
if ( (type= jstr(argjson,"extra")) == 0 )
type = "exchange";
else if ( strcmp(type,"exchange") != 0 && strcmp(type,"trading") != 0 && strcmp(type,"deposit") != 0 )
return(clonestr("{\"error\":\"invalid wallet type specified\"}"));
method = "withdraw";
sprintf(payload,"{\"request\":\"/v1/%s\",\"nonce\":\"%llu\",\"amount\":\"%.6f\",\"withdraw_type\":\"%s\",\"walletselected\":\"%s\",\"address\":\"%s\"}",method,(long long)exchange_nonce(exchange),amount,base,type,destaddr);
if ( (json= SIGNPOST(&retstr,exchange,payload,method)) != 0 )
{
free_json(json);
}
return(retstr); // return standardized withdraw
}
void marketmaker_pendingupdate(char *exchange,char *base,char *rel)
{
char *retstr; cJSON *retjson,*obj; int32_t i; struct mmpending_order *ptr;
for (i=0; i<Num_Pending; i++)
{
ptr = &Pending_orders[i];
if ( strcmp(exchange,ptr->exchange) != 0 || strcmp(base,ptr->base) != 0 || strcmp(rel,ptr->rel) != 0 )
continue;
if ( ptr->completed == 0 && (retstr= DEX_orderstatus(exchange,ptr->orderid)) != 0 )
{
//printf("%s status.(%s)\n",ptr->orderid,retstr);
if ( (retjson= cJSON_Parse(retstr)) != 0 )
{
obj = jobj(retjson,"result");
if ( is_cJSON_Array(obj) != 0 )
obj = jitem(retjson,0);
if ( jdouble(obj,"QuantityRemaining") == 0. || is_cJSON_True(jobj(obj,"IsOpen")) == 0 )
{
//{"Uuid":null,"OrderUuid":"e7b0789c-0c4e-413b-a768-3d5734d9cbe5","Exchange":"BTC-KMD","OrderType":"LIMIT_SELL","Quantity":877.77700000,"QuantityRemaining":462.50512234,"Limit":0.00011770,"CommissionPaid":0.00012219,"Price":0.04887750,"PricePerUnit":0.00011769,"Opened":"2017-02-20T13:16:22.29","Closed":null,"CancelInitiated":false,"ImmediateOrCancel":false,"IsConditional":false,"Condition":"NONE","ConditionTarget":null} printf("uuid.(%s) finished.(%s)\n",ptr->orderid,jprint(retjson,0));
ptr->completed = (uint32_t)time(NULL);
ptr->pending = 0;
}
free_json(retjson);
}
free(retstr);
}
}
}
uint64_t bitcoin_parseunspent(struct iguana_info *coin,struct bitcoin_unspent *unspent,double minconfirms,char *account,cJSON *item)
{
char *hexstr,coinaddr[64];
memset(unspent,0,sizeof(*unspent));
if ( jstr(item,"address") != 0 )
{
safecopy(coinaddr,jstr(item,"address"),sizeof(coinaddr));
bitcoin_addr2rmd160(&unspent->addrtype,unspent->rmd160,coinaddr);
/*sprintf(args,"[\"%s\"]",coinaddr);
wifstr = bitcoind_RPC(0,coin->symbol,coin->chain->serverport,coin->chain->userpass,"dumpprivkey",args);
if ( wifstr != 0 )
{
bitcoin_wif2priv(&addrtype,&unspent->privkeys[0],wifstr);
//printf("wifstr.(%s) -> %s\n",wifstr,bits256_str(str,unspent->privkeys[0]));
free(wifstr);
} else fprintf(stderr,"error (%s) cant find privkey\n",coinaddr);*/
}
if ( (account == 0 || jstr(item,"account") == 0 || strcmp(account,jstr(item,"account")) == 0) && (minconfirms <= 0 || juint(item,"confirmations") >= minconfirms-SMALLVAL) )
{
if ( (hexstr= jstr(item,"scriptPubKey")) != 0 )
{
unspent->spendlen = (int32_t)strlen(hexstr) >> 1;
if ( unspent->spendlen < sizeof(unspent->spendscript) )
decode_hex(unspent->spendscript,unspent->spendlen,hexstr);
}
unspent->txid = jbits256(item,"txid");
unspent->value = SATOSHIDEN * jdouble(item,"amount");
unspent->vout = jint(item,"vout");
//char str[65]; printf("(%s) -> %s %.8f scriptlen.%d\n",jprint(item,0),bits256_str(str,unspent->txid),dstr(unspent->value),unspent->scriptlen);
} else printf("skip.(%s) minconfirms.%f\n",jprint(item,0),minconfirms);
/*
* Class: de_rwth_0005faachen_techinfo_ltilib_Matrix
* Method: _maximum
* Signature: (J[I)D
*/
JNIEXPORT jdouble JNICALL Java_de_rwth_1aachen_techinfo_ltilib_Matrix__1maximum__J_3I
(JNIEnv *env, jobject m, jlong nat, jintArray indx) {
// insert your code here
lti::dmatrix* ltim=jlong2matrix(nat);
lti::point p=ltim->getIndexOfMaximum();
jint tmp[2];
tmp[0]=p.x;
tmp[1]=p.y;
env->SetIntArrayRegion(indx,0,2,tmp);
return jdouble(ltim->at(p));
}
void marketmaker_pendinginit(char *exchange,char *base,char *rel)
{
char *retstr,*orderid; cJSON *retjson,*array,*item; int32_t i,j,n,dir; struct mmpending_order *ptr;
if ( (retstr= DEX_openorders(exchange)) != 0 )
{
if ( (retjson= cJSON_Parse(retstr)) != 0 )
{
//printf("%s\n",jprint(retjson,0));
if ( is_cJSON_True(jobj(retjson,"success")) != 0 && (array= jarray(&n,retjson,"result")) != 0 )
{
for (i=0; i<n; i++)
{
item = jitem(array,i);
//printf("(%s)\n",jprint(item,0));
//{"success":true,"message":"","result":[{"Uuid":null,"OrderUuid":"81ad3e37-65d4-4fee-9c29-03b050f5192b","Exchange":"BTC-KMD","OrderType":"LIMIT_BUY","Quantity":885.19934578,"QuantityRemaining":885.19934578,"Limit":0.00011184,"CommissionPaid":0,"Price":0,"PricePerUnit":null,"Opened":"2017-02-19T19:14:02.94","Closed":null,"CancelInitiated":false,"ImmediateOrCancel":false,"IsConditional":false,"Condition":"NONE","ConditionTarget":null}],"tag":"10056789044100011414"}
if ( (orderid= jstr(item,"OrderUuid")) != 0 && is_cJSON_Null(jobj(item,"Closed")) != 0 && is_cJSON_False(jobj(item,"CancelInitiated")) != 0 )
{
for (j=0; j<Num_Pending; j++)
{
ptr = &Pending_orders[j];
if ( strcmp(exchange,ptr->exchange) != 0 || strcmp(base,ptr->base) != 0 || strcmp(rel,ptr->rel) != 0 )
continue;
if ( strcmp(ptr->orderid,orderid) == 0 )
{
ptr->pending = (uint32_t)time(NULL);
ptr->completed = 0;
printf("%s pending\n",orderid);
break;
}
}
if ( j == Num_Pending )
{
if ( jstr(item,"OrderType") != 0 )
{
if ( strcmp(jstr(item,"OrderType"),"LIMIT_BUY") == 0 )
dir = 1;
else if ( strcmp(jstr(item,"OrderType"),"LIMIT_SELL") == 0 )
dir = -1;
else dir = 0;
if ( dir != 0 )
marketmaker_queue(exchange,base,rel,dir,jdouble(item,"Limit"),jdouble(item,"QuantityRemaining"),item);
else printf("no dir (%s) (%s)\n",jprint(item,0),jstr(item,"OrderType"));
}
}
}
}
}
free_json(retjson);
}
free(retstr);
}
}
char *WITHDRAW(void **cHandlep,struct exchange_info *exchange,cJSON *argjson)
{
char buf[1024],*base,*destaddr; double amount;
if ( (base= jstr(argjson,"base")) == 0 || strcmp(base,"BTC") != 0 )
return(clonestr("{\"error\":\"base not specified or base != BTC\"}"));
if ( (destaddr= jstr(argjson,"destaddr")) == 0 )
return(clonestr("{\"error\":\"destaddr not specified\"}"));
if ( (amount= jdouble(argjson,"amount")) < SMALLVAL )
return(clonestr("{\"error\":\"amount not specified\"}"));
sprintf(buf,"\"amount\":%.4f,\"address\":\"%s\",",amount,destaddr);
printf("submit.(%s)\n",buf);
return(jprint(SIGNPOST(cHandlep,1,0,exchange,"","bitcoin_withdrawal"),1));
}
char *WITHDRAW(struct exchange_info *exchange,cJSON *argjson)
{
char payload[1024],*base,*destaddr,*method; double amount;
if ( (base= jstr(argjson,"base")) == 0 || strcmp(base,"BTC") != 0 )
return(clonestr("{\"error\":\"base not specified or base != BTC\"}"));
if ( (destaddr= jstr(argjson,"destaddr")) == 0 )
return(clonestr("{\"error\":\"destaddr not specified\"}"));
if ( (amount= jdouble(argjson,"amount")) < SMALLVAL )
return(clonestr("{\"error\":\"amount not specified\"}"));
method = "withdraw_coin";
sprintf(payload,"&coin_type=1&withdraw_address=%s&withdraw_amount=%.4f",destaddr,amount);
return(jprint(huobi_issue_auth(exchange,method,payload),1));
}
int main(int argc, const char * argv[])
{
char *base,*rel,*name,*exchange,*apikey,*apisecret,*blocktrail;
double profitmargin,maxexposure,incrratio,start_rel,start_base,minask,maxbid;
cJSON *retjson,*addrjson; char *retstr,*baseaddr,*reladdr,*passphrase;
if ( argc > 1 && (retjson= cJSON_Parse(argv[1])) != 0 )
{
minask = jdouble(retjson,"minask");
maxbid = jdouble(retjson,"maxbid");
profitmargin = jdouble(retjson,"profitmargin");
maxexposure = jdouble(retjson,"maxexposure");
incrratio = jdouble(retjson,"lotratio");
start_base = jdouble(retjson,"start_base");
start_rel = jdouble(retjson,"start_rel");
passphrase = jstr(retjson,"passphrase");
apikey = jstr(retjson,"apikey");
apisecret = jstr(retjson,"apisecret");
base = jstr(retjson,"base");
name = jstr(retjson,"name");
rel = jstr(retjson,"rel");
blocktrail = jstr(retjson,"blocktrail");
exchange = jstr(retjson,"exchange");
if ( profitmargin < 0. || maxexposure <= 0. || incrratio <= 0. || apikey == 0 || apisecret == 0 || base == 0 || name == 0 || rel == 0 || exchange == 0 || blocktrail == 0 )
{
printf("illegal parameter (%s)\n",jprint(retjson,0));
exit(-1);
}
if ( (retstr= iguana_walletpassphrase(passphrase,999999)) != 0 )
{
printf("%s\n",DEX_apikeypair(exchange,apikey,apisecret));
printf("%s %s\n",base,DEX_balance(exchange,base,""));
printf("%s %s\n",rel,DEX_balance(exchange,rel,""));
marketmaker_pendinginit(exchange,base,rel);
if ( (addrjson= cJSON_Parse(retstr)) != 0 )
{
baseaddr = jstr(addrjson,base);
reladdr = jstr(addrjson,rel);
if ( baseaddr != 0 && reladdr != 0 )
{
printf("%s\n",DEX_amlp(blocktrail));
printf("%s.%s %s\n",base,baseaddr,DEX_balance("DEX",base,baseaddr));
printf("%s.%s %s\n",rel,reladdr,DEX_balance("DEX",rel,reladdr));
// initialize state using DEX_pendingorders, etc.
marketmaker(minask,maxbid,baseaddr,reladdr,start_base,start_rel,profitmargin,maxexposure,incrratio,exchange,name,base,rel);
}
free_json(addrjson);
} else printf("ERROR parsing.(%s)\n",retstr);
free(retstr);
}
free_json(retjson);
}
return 0;
}
double dex_balance(char *base,char *coinaddr)
{
char *retstr; cJSON *retjson; double balance = 0.;
if ( (retstr= DEX_balance("DEX",base,coinaddr)) != 0 )
{
if ( (retjson= cJSON_Parse(retstr)) != 0 )
{
balance = jdouble(retjson,"balance");
free_json(retjson);
}
free(retstr);
}
return(balance);
}
char *PARSEBALANCE(struct exchange_info *exchange,double *balancep,char *coinstr)
{
char *itemstr = 0; cJSON *item,*obj; double onorders,btcvalue;
*balancep = 0.;
if ( exchange->balancejson != 0 && (item= jobj(exchange->balancejson,coinstr)) != 0 )
{
itemstr = jprint(item,0);
*balancep = jdouble(item,"available");
onorders = jdouble(item,"onOrders");
btcvalue = jdouble(item,"btcValue");
if ( (obj= cJSON_Parse(itemstr)) != 0 )
{
free(itemstr);
jaddstr(obj,"base",coinstr);
jaddnum(obj,"balance",*balancep);
jaddnum(obj,"onOrders",onorders);
jaddnum(obj,"btcvalue",btcvalue);
itemstr = jprint(obj,1);
}
}
if ( itemstr == 0 )
return(clonestr("{\"error\":\"cant find coin balance\"}"));
return(itemstr);
}
char *WITHDRAW(void **cHandlep,struct exchange_info *exchange,cJSON *argjson)
{
char payload[1024],*base,*destaddr,*method,*tradepassword; double amount;
if ( (base= jstr(argjson,"base")) == 0 || strcmp(base,"BTC") != 0 )
return(clonestr("{\"error\":\"base not specified or base != BTC\"}"));
if ( (destaddr= jstr(argjson,"destaddr")) == 0 )
return(clonestr("{\"error\":\"destaddr not specified\"}"));
if ( (amount= jdouble(argjson,"amount")) < SMALLVAL )
return(clonestr("{\"error\":\"amount not specified\"}"));
if ( (tradepassword= jstr(argjson,"tradepassword")) == 0 )
return(clonestr("{\"error\":\"tradepassword not specified\"}"));
method = "withdraw_coin";
sprintf(payload,"&symbol=btc_usd&chargefee=0.0001&withdraw_address=%s&withdraw_amount=%.4f&trade_pwd=%s",destaddr,amount,tradepassword);
return(jprint(okcoin_issue_auth(cHandlep,exchange,method,payload),1));
}
char *PARSEBALANCE(struct exchange_info *exchange,double *balancep,char *coinstr)
{
//okcoin.({"info":{"funds":{"asset":{"net":"0","total":"0"},"free":{"btc":"0","ltc":"0","usd":"0"},"freezed":{"btc":"0","ltc":"0","usd":"0"}}},"result":true})
char field[128],*itemstr = 0; cJSON *obj,*item,*avail,*locked; double lockval = 0;
*balancep = 0.;
strcpy(field,coinstr);
tolowercase(field);
if ( exchange->balancejson != 0 && (obj= jobj(exchange->balancejson,"info")) != 0 && (item= jobj(obj,"funds")) != 0 )
{
if ( (avail= jobj(item,"free")) != 0 )
*balancep = jdouble(avail,field);
if ( (locked= jobj(item,"freezed")) != 0 )
lockval = jdouble(locked,field);
obj = cJSON_CreateObject();
touppercase(field);
jaddstr(obj,"base",field);
jaddnum(obj,"balance",*balancep);
jaddnum(obj,"locked",lockval);
itemstr = jprint(obj,1);
}
if ( itemstr == 0 )
return(clonestr("{\"error\":\"cant find coin balance\"}"));
return(itemstr);
}
char *instantdex_request(struct supernet_info *myinfo,struct instantdex_msghdr *msg,cJSON *argjson,char *remoteaddr,uint64_t signerbits,uint8_t *data,int32_t datalen)
{
char *base,*rel,*request; double volume,aveprice,totalvol; int32_t num,depth; struct exchange_quote sortbuf[1000];
if ( argjson != 0 )
{
num = 0;
depth = 30;
request = jstr(argjson,"request");
base = jstr(argjson,"base");
rel = jstr(argjson,"rel");
volume = jdouble(argjson,"volume");
aveprice = instantdex_aveprice(myinfo,sortbuf,(int32_t)(sizeof(sortbuf)/sizeof(*sortbuf)),&totalvol,base,rel,volume,argjson);
return(clonestr("{\"result\":\"request calculated aveprice\"}"));
return(clonestr("{\"error\":\"request missing parameter\"}"));
} else return(clonestr("{\"error\":\"request needs argjson\"}"));
}
static jvalue numToJvalue(const T &num)
{
jvalue value;
switch (sig) //a good compiler should simplify out the switch
{
case 'Z': value.z = jboolean(num); return value;
case 'C': value.c = jchar(num); return value;
case 'B': value.b = jbyte(num); return value;
case 'S': value.s = jshort(num); return value;
case 'I': value.i = jint(num); return value;
case 'J': value.j = jlong(num); return value;
case 'F': value.f = jfloat(num); return value;
case 'D': value.d = jdouble(num); return value;
}
poco_bugcheck_msg(std::string(1, sig).c_str()); throw;
}
uint32_t marketmaker_fiatupdate(cJSON *fiatjson)
{
int32_t i,n,baseid; cJSON *item,*array; double price; char *name; uint64_t mask = 0;
fiatjson = jobj(fiatjson,"list");
if ( fiatjson != 0 && (array= jarray(&n,fiatjson,"resources")) > 0 )
{
for (i=0; i<n; i++)
{
/*
"resource" : {
"classname" : "Quote",
"fields" : {
"name" : "USD/BRX",
"price" : "3.063200",
"symbol" : "BRX=X",
"ts" : "1487866204",
"type" : "currency",
"utctime" : "2017-02-23T16:10:04+0000",
"volume" : "0"
}
*/
item = jitem(array,i);
if ( (item= jobj(item,"resource")) != 0 )
item = jobj(item,"fields");
if ( item != 0 )
{
price = jdouble(item,"price");
if ( price > SMALLVAL && (name= jstr(item,"name")) != 0 && strncmp(name,"USD/",4) == 0 )
{
if ( (baseid= komodo_baseid(name+4)) >= 0 && baseid < 32 )
{
if ( ((1LL << baseid) & mask) == 0 )
{
_marketmaker_fiatupdate(baseid,price);
mask |= (1LL << baseid);
} else if ( fabs(price*PAXPRICES[0] - PAXPRICES[baseid]) > SMALLVAL )
printf("DUPLICATE PRICE? %s %.8f vs %.8f\n",name+4,price*PAXPRICES[0],PAXPRICES[baseid]);
}
}
}
}
}
printf("pax mask.%x\n",(uint32_t)mask);
return((uint32_t)mask);
}
char *bet(char *retbuf,long maxlen,struct txnet777 *TXNET,cJSON *json,char *jsonstr,char *tokenstr,char *forwarder,char *sender,int32_t valid)
{
struct txnet777_tx tx; int64_t balance,senderbits,betamount,destbits;
if ( (betamount= jdouble(json,"bet") * SATOSHIDEN) > 0 && (destbits= calc_rpsbits(jstr(json,"move"))) != 0 )
{
memset(&tx,0,sizeof(tx));
tx.in.senderbits = senderbits = conv_acctstr(sender);
kv777_iterate(RPS.TXNET.transactions,&tx,0,balanceiterator);
if ( (balance= tx.out[0].destamount) >= betamount )
{
memset(&tx,0,sizeof(tx));
tx.out[0].destamount = betamount, tx.out[0].destbits = destbits;
txnet777_signtx(&RPS.TXNET,0,&tx,sizeof(tx),RPS.name,senderbits,(uint32_t)time(NULL));
txnet777_broadcast(&RPS.TXNET,&tx);
}
} else sprintf(retbuf,"{\"error\":\"illegal bet\",\"betamount\":\"%llu\"}",(long long)betamount);
return(0);
}
char *PARSEBALANCE(struct exchange_info *exchange,double *balancep,char *coinstr)
{
char field[128],*itemstr = 0; cJSON *obj,*item;
*balancep = 0.;
strcpy(field,coinstr);
tolowercase(field);
if ( exchange->balancejson != 0 && (obj= jobj(exchange->balancejson,"return")) != 0 && (item= jobj(obj,"funds")) != 0 )
{
*balancep = jdouble(item,field);
obj = cJSON_CreateObject();
touppercase(field);
jaddstr(obj,"base",field);
jaddnum(obj,"balance",*balancep);
itemstr = jprint(obj,1);
}
if ( itemstr == 0 )
return(clonestr("{\"error\":\"cant find coin balance\"}"));
return(itemstr);
}
char *WITHDRAW(void **cHandlep,struct exchange_info *exchange,cJSON *argjson)
{
char payload[1024],*destaddr,*paymentid,*base,*retstr = 0; cJSON *json; double amount;
if ( (base= jstr(argjson,"base")) == 0 )
return(clonestr("{\"error\":\"base not specified\"}"));
if ( (destaddr= jstr(argjson,"destaddr")) == 0 )
return(clonestr("{\"error\":\"destaddr not specified\"}"));
if ( (amount= jdouble(argjson,"amount")) < SMALLVAL )
return(clonestr("{\"error\":\"amount not specified\"}"));
paymentid = jstr(argjson,"paymentid");
sprintf(payload,"command=withdraw&nonce=%llu¤cy=%s&amount=%.6f&address=%s",(long long)exchange_nonce(exchange),base,amount,destaddr);
if ( paymentid != 0 )
sprintf(payload + strlen(payload),"&paymentId=%s",paymentid);
if ( (json= SIGNPOST(cHandlep,1,&retstr,exchange,EXCHANGE_AUTHURL,payload)) != 0 )
{
free_json(json);
}
return(retstr); // return standardized withdraw
}
void PAX_update(struct peggy_info *PEGS,double *btcusdp,double *btcdbtcp)
{
int32_t i,n,seconds,datenum; uint32_t timestamp; char url[1024],*dstr,*str;
double btcddaily=0.,btcusd=0.,ask,high,low,bid,close,vol,quotevol,open,price = 0.;
//cJSON *btcdtrades,*btcdtrades2,*,*bitcoincharts,;
cJSON *quandl,*btcdhist,*array,*item,*bitcoinave,*blockchaininfo,*coindesk=0;
//btcdtrades = url_json("https://poloniex.com/public?command=returnTradeHistory¤cyPair=BTC_BTCD");
//btcdtrades2 = url_json("https://bittrex.com/api/v1.1/public/getmarkethistory?market=BTC-BTCD&count=50");
bitcoinave = url_json("https://api.bitcoinaverage.com/ticker/USD/");
//bitcoincharts = url_json("http://api.bitcoincharts.com/v1/weighted_prices.json");
blockchaininfo = url_json("https://blockchain.info/ticker");
coindesk = url_json("http://api.coindesk.com/v1/bpi/historical/close.json");
sprintf(url,"https://poloniex.com/public?command=returnChartData¤cyPair=BTC_BTCD&start=%ld&end=9999999999&period=86400",(long)(time(NULL)-2*3600*24));
quandl = url_json("https://www.quandl.com/api/v1/datasets/BAVERAGE/USD.json?rows=1");
if ( quandl != 0 && (str= jstr(quandl,"updated_at")) != 0 && (datenum= conv_date(&seconds,str)) > 0 && (array= jarray(&n,quandl,"data")) != 0 )
{
//printf("datenum.%d data.%d %d\n",datenum,n,cJSON_GetArraySize(array));
for (i=0; i<1; i++)
{
// ["Date","24h Average","Ask","Bid","Last","Total Volume"]
// ["2015-07-25",289.27,288.84,288.68,288.87,44978.61]
item = jitem(array,i);
if ( (dstr= jstr(jitem(item,0),0)) != 0 && (datenum= conv_date(&seconds,dstr)) > 0 )
{
btcusd = price = jdouble(jitem(item,1),0), ask = jdouble(jitem(item,2),0), bid = jdouble(jitem(item,3),0);
close = jdouble(jitem(item,4),0), vol = jdouble(jitem(item,5),0);
//fprintf(stderr,"%d.[%d %f %f %f %f %f].%d ",i,datenum,price,ask,bid,close,vol,n);
}
}
}
{
double avebid,aveask,bidvol,askvol; struct exchange_quote sortbuf[512];
struct supernet_info *myinfo = SuperNET_MYINFO(0); cJSON *argjson = cJSON_Parse("{}");
aveask = instantdex_aveprice(myinfo,sortbuf,(int32_t)(sizeof(sortbuf)/sizeof(*sortbuf)),&askvol,"BTCD","BTC",1,argjson);
avebid = instantdex_aveprice(myinfo,sortbuf,(int32_t)(sizeof(sortbuf)/sizeof(*sortbuf)),&bidvol,"BTCD","BTC",-1,argjson);
if ( avebid > SMALLVAL && aveask > SMALLVAL )
{
price = (avebid*bidvol + aveask*askvol) / (bidvol + askvol);
*btcdbtcp = price;
printf("set BTCD price %f\n",price);
PEGS->btcdbtc = price;
}
else
{
btcdhist = url_json(url);
//{"date":1406160000,"high":0.01,"low":0.00125,"open":0.01,"close":0.001375,"volume":1.50179994,"quoteVolume":903.58818412,"weightedAverage":0.00166204},
if ( btcdhist != 0 && (array= jarray(&n,btcdhist,0)) != 0 )
{
//printf("GOT.(%s)\n",cJSON_Print(array));
for (i=0; i<1; i++)
{
item = jitem(array,i);
timestamp = juint(item,"date"), high = jdouble(item,"high"), low = jdouble(item,"low"), open = jdouble(item,"open");
close = jdouble(item,"close"), vol = jdouble(item,"volume"), quotevol = jdouble(item,"quoteVolume"), price = jdouble(item,"weightedAverage");
//printf("[%u %f %f %f %f %f %f %f]",timestamp,high,low,open,close,vol,quotevol,price);
//printf("[%u %d %f]",timestamp,OS_conv_unixtime(&seconds,timestamp),price);
btcddaily = price;
if ( btcddaily != 0 )
PEGS->btcdbtc = *btcdbtcp = btcddaily;
}
//printf("poloniex.%d\n",n);
}
if ( btcdhist != 0 )
free_json(btcdhist);
}
}
if ( bitcoinave != 0 )
{
if ( (price= jdouble(bitcoinave,"24h_avg")) > SMALLVAL )
{
//printf("bitcoinave %f %f\n",btcusd,price);
dxblend(&btcusd,price,0.5);
}
free_json(bitcoinave);
}
if ( quandl != 0 )
free_json(quandl);
if ( coindesk != 0 )
free_json(coindesk);
if ( blockchaininfo != 0 )
{
if ( (item= jobj(blockchaininfo,"USD")) != 0 && item != 0 && (price= jdouble(item,"15m")) > SMALLVAL )
{
//printf("blockchaininfo %f %f\n",btcusd,price);
dxblend(&btcusd,price,0.5);
}
free_json(blockchaininfo);
}
if ( btcusd != 0 )
PEGS->btcusd = *btcusdp = btcusd;
}
static void testProxy0ReturnDouble(CuTest* tc) {
handler = testProxy0ReturnDouble_handler;
jdouble (*f)(jdouble) = (jdouble (*)(jdouble)) _proxy0;
jdouble result = f(-3.14);
CuAssertTrue(tc, result == -3.14 * -3.14);
}
inline jdouble NumberMarshaller::unmarshall(JNIEnv * const env, const double & in) const
{
return jdouble(in);
}
/*
* Class: de_rwth_0005faachen_techinfo_ltilib_Matrix
* Method: _trace
* Signature: (J)D
*/
JNIEXPORT jdouble JNICALL Java_de_rwth_1aachen_techinfo_ltilib_Matrix__1trace
(JNIEnv *env, jobject m, jlong nat) {
// insert your code here
return jdouble(jlong2matrix(nat)->trace());
}
void PAX_btcprices(struct peggy_info *PEGS,int32_t enddatenum,int32_t numdates)
{
int32_t i,n,year,month,day,seconds,datenum; char url[1024],date[64],*dstr,*str;
uint32_t timestamp,utc32[MAX_SPLINES]; struct tai t;
cJSON *coindesk,*quandl,*btcdhist,*bpi,*array,*item;
double btcddaily[MAX_SPLINES],cdaily[MAX_SPLINES],qdaily[MAX_SPLINES],ask,high,low,bid,close,vol,quotevol,open,price = 0.;
coindesk = url_json("http://api.coindesk.com/v1/bpi/historical/close.json");
sprintf(url,"https://poloniex.com/public?command=returnChartData¤cyPair=BTC_BTCD&start=%ld&end=9999999999&period=86400",(long)(time(NULL)-numdates*3600*24));
if ( (bpi= jobj(coindesk,"bpi")) != 0 )
{
datenum = enddatenum;
memset(utc32,0,sizeof(utc32));
memset(cdaily,0,sizeof(cdaily));
if ( datenum == 0 )
{
datenum = OS_conv_unixtime(&t,&seconds,(uint32_t)time(NULL));
printf("got datenum.%d %d %d %d\n",datenum,seconds/3600,(seconds/60)%24,seconds%60);
}
for (i=0; i<numdates; i++)
{
expand_datenum(date,datenum);
if ( (price= jdouble(bpi,date)) != 0 )
{
utc32[numdates - 1 - i] = OS_conv_datenum(datenum,12,0,0);
cdaily[numdates - 1 - i] = price * .001;
//printf("(%s %u %f) ",date,utc32[numdates - 1 - i],price);
}
datenum = ecb_decrdate(&year,&month,&day,date,datenum);
}
PAX_genspline(&PEGS->splines[MAX_CURRENCIES],MAX_CURRENCIES,"coindesk",utc32,cdaily,numdates,cdaily);
} else printf("no bpi\n");
quandl = url_json("https://www.quandl.com/api/v1/datasets/BAVERAGE/USD.json?rows=64");
if ( (str= jstr(quandl,"updated_at")) != 0 && (datenum= conv_date(&seconds,str)) > 0 && (array= jarray(&n,quandl,"data")) != 0 )
{
printf("datenum.%d data.%d %d\n",datenum,n,cJSON_GetArraySize(array));
memset(utc32,0,sizeof(utc32)), memset(qdaily,0,sizeof(qdaily));
for (i=0; i<n&&i<MAX_SPLINES; i++)
{
// ["Date","24h Average","Ask","Bid","Last","Total Volume"]
// ["2015-07-25",289.27,288.84,288.68,288.87,44978.61]
item = jitem(array,i);
if ( Debuglevel > 2 )
printf("(%s) ",cJSON_Print(item));
if ( (dstr= jstr(jitem(item,0),0)) != 0 && (datenum= conv_date(&seconds,dstr)) > 0 )
{
price = jdouble(jitem(item,1),0), ask = jdouble(jitem(item,2),0), bid = jdouble(jitem(item,3),0);
close = jdouble(jitem(item,4),0), vol = jdouble(jitem(item,5),0);
if ( Debuglevel > 2 )
fprintf(stderr,"%d.[%d %f %f %f %f %f].%d ",i,datenum,price,ask,bid,close,vol,n);
utc32[numdates - 1 - i] = OS_conv_datenum(datenum,12,0,0), qdaily[numdates - 1 - i] = price * .001;
}
}
PAX_genspline(&PEGS->splines[MAX_CURRENCIES+1],MAX_CURRENCIES+1,"quandl",utc32,qdaily,n<MAX_SPLINES?n:MAX_SPLINES,qdaily);
}
btcdhist = url_json(url);
//{"date":1406160000,"high":0.01,"low":0.00125,"open":0.01,"close":0.001375,"volume":1.50179994,"quoteVolume":903.58818412,"weightedAverage":0.00166204},
if ( (array= jarray(&n,btcdhist,0)) != 0 )
{
memset(utc32,0,sizeof(utc32)), memset(btcddaily,0,sizeof(btcddaily));
//printf("GOT.(%s)\n",cJSON_Print(array));
for (i=0; i<n; i++)
{
item = jitem(array,i);
timestamp = juint(item,"date"), high = jdouble(item,"high"), low = jdouble(item,"low"), open = jdouble(item,"open");
close = jdouble(item,"close"), vol = jdouble(item,"volume"), quotevol = jdouble(item,"quoteVolume"), price = jdouble(item,"weightedAverage");
//printf("[%u %f %f %f %f %f %f %f]",timestamp,high,low,open,close,vol,quotevol,price);
if ( Debuglevel > 2 )
printf("[%u %d %f]",timestamp,OS_conv_unixtime(&t,&seconds,timestamp),price);
utc32[i] = timestamp - 12*3600, btcddaily[i] = price * 100.;
}
if ( Debuglevel > 2 )
printf("poloniex.%d\n",n);
PAX_genspline(&PEGS->splines[MAX_CURRENCIES+2],MAX_CURRENCIES+2,"btcdhist",utc32,btcddaily,n<MAX_SPLINES?n:MAX_SPLINES,btcddaily);
}
// https://poloniex.com/public?command=returnChartData¤cyPair=BTC_BTCD&start=1405699200&end=9999999999&period=86400
}