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add ave costbasis and liq price (not normalized)

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dimxy
2019-04-27 13:01:09 +05:00
parent 8d272e1c5f
commit 13fdf95907
1 changed files with 14 additions and 1 deletions
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15
src/cc/prices.cpp
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@@ -789,7 +789,9 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
} }
} }
// normalize to 10,000,000 to prevent underflow
profits = costbasis > 0 ? (((price / PRICES_NORMFACTOR * SATOSHIDEN) / costbasis) - SATOSHIDEN / PRICES_NORMFACTOR) * PRICES_NORMFACTOR : 0; profits = costbasis > 0 ? (((price / PRICES_NORMFACTOR * SATOSHIDEN) / costbasis) - SATOSHIDEN / PRICES_NORMFACTOR) * PRICES_NORMFACTOR : 0;
//std::cerr << "prices_syntheticprofits() test value1 (price/PRICES_NORMFACTOR * SATOSHIDEN)=" << (price / PRICES_NORMFACTOR * SATOSHIDEN) << std::endl; //std::cerr << "prices_syntheticprofits() test value1 (price/PRICES_NORMFACTOR * SATOSHIDEN)=" << (price / PRICES_NORMFACTOR * SATOSHIDEN) << std::endl;
std::cerr << "prices_syntheticprofits() test value2 (price/PRICES_NORMFACTOR * SATOSHIDEN)/costbasis=" << (costbasis != 0 ? (price / PRICES_NORMFACTOR * SATOSHIDEN)/costbasis : 0) << std::endl; std::cerr << "prices_syntheticprofits() test value2 (price/PRICES_NORMFACTOR * SATOSHIDEN)/costbasis=" << (costbasis != 0 ? (price / PRICES_NORMFACTOR * SATOSHIDEN)/costbasis : 0) << std::endl;
@@ -798,7 +800,8 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
//double dprofits = (double)price / (double)costbasis - 1.0; //double dprofits = (double)price / (double)costbasis - 1.0;
profits *= ((int64_t)leverage * (int64_t)positionsize); profits *= ((int64_t)leverage * (int64_t)positionsize);
profits /= (int64_t)SATOSHIDEN; profits /= (int64_t)SATOSHIDEN; // de-normalize
//dprofits *= leverage * positionsize; //dprofits *= leverage * positionsize;
std::cerr << "prices_syntheticprofits() profits=" << profits << std::endl; std::cerr << "prices_syntheticprofits() profits=" << profits << std::endl;
//std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl; //std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl;
@@ -1330,11 +1333,17 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
int64_t totalbets = 0; int64_t totalbets = 0;
int64_t totalprofits = 0; int64_t totalprofits = 0;
int64_t costbasis = 0;
for (auto b : bets) { for (auto b : bets) {
totalbets += b.amount; totalbets += b.amount;
totalprofits += b.profits; totalprofits += b.profits;
costbasis += b.amount * b.costbasis;
} }
int64_t equity = totalbets + totalprofits; int64_t equity = totalbets + totalprofits;
costbasis /= bets.size();
int64_t liqprice = costbasis - costbasis / leverage;
if (equity >= 0) if (equity >= 0)
result.push_back(Pair("rekt", 0)); result.push_back(Pair("rekt", 0));
@@ -1346,8 +1355,12 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
} }
result.push_back(Pair("batontxid", batontxid.GetHex())); result.push_back(Pair("batontxid", batontxid.GetHex()));
result.push_back(Pair("costbasis", costbasis));
prices_betjson(result, bets, leverage, endheight, lastprice); prices_betjson(result, bets, leverage, endheight, lastprice);
result.push_back(Pair("LiquidationPrice", liqprice));
//result.push_back(Pair("height", (int64_t)endheight)); //result.push_back(Pair("height", (int64_t)endheight));
//#ifdef TESTMODE //#ifdef TESTMODE
// result.push_back(Pair("test_daywindow", PRICES_DAYWINDOW)); // result.push_back(Pair("test_daywindow", PRICES_DAYWINDOW));