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satoshiden to prices_normfactor (signed)

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dimxy
2019-04-29 20:04:21 +05:00
parent 79397bbe88
commit 5e93f5d3b7
2 changed files with 22 additions and 19 deletions
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4
src/cc/CCPrices.h
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@@ -35,7 +35,9 @@ int32_t komodo_priceget(int64_t *buf64,int32_t ind,int32_t height,int32_t numblo
#define PRICES_MMD (KOMODO_MAXPRICES * 6) // 0011 0000 0000 0000 #define PRICES_MMD (KOMODO_MAXPRICES * 6) // 0011 0000 0000 0000
#define PRICES_MMM (KOMODO_MAXPRICES * 7) // 0011 1000 0000 0000 #define PRICES_MMM (KOMODO_MAXPRICES * 7) // 0011 1000 0000 0000
#define PRICES_DDD (KOMODO_MAXPRICES * 8) // 0100 0000 0000 0000 #define PRICES_DDD (KOMODO_MAXPRICES * 8) // 0100 0000 0000 0000
#define PRICES_NORMFACTOR 10000
#define PRICES_NORMFACTOR (int64_t)(SATOSHIDEN)
#define PRICES_POINTFACTOR (int64_t)10000
bool PricesValidate(struct CCcontract_info *cp,Eval* eval,const CTransaction &tx, uint32_t nIn); bool PricesValidate(struct CCcontract_info *cp,Eval* eval,const CTransaction &tx, uint32_t nIn);

37
src/cc/prices.cpp
View File

@@ -640,7 +640,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
if (depth >= 2) { if (depth >= 2) {
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (a * b) / SATOSHIDEN; pricestack[depth++] = (a * b) / PRICES_NORMFACTOR;
} }
else else
errcode = -3; errcode = -3;
@@ -650,7 +650,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
if (depth >= 2) { if (depth >= 2) {
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (a * SATOSHIDEN) / b; pricestack[depth++] = (a * PRICES_NORMFACTOR) / b;
} }
else else
errcode = -4; errcode = -4;
@@ -659,7 +659,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
case PRICES_INV: case PRICES_INV:
if (depth >= 1) { if (depth >= 1) {
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (SATOSHIDEN * SATOSHIDEN) / a; pricestack[depth++] = (PRICES_NORMFACTOR * PRICES_NORMFACTOR) / a;
} }
else else
errcode = -5; errcode = -5;
@@ -670,7 +670,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
c = pricestack[--depth]; c = pricestack[--depth];
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (((a * SATOSHIDEN) / b) * SATOSHIDEN) / c; pricestack[depth++] = (((a * PRICES_NORMFACTOR) / b) * PRICES_NORMFACTOR) / c;
} }
else else
errcode = -6; errcode = -6;
@@ -692,7 +692,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
c = pricestack[--depth]; c = pricestack[--depth];
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = ((a * b) / SATOSHIDEN) * c; pricestack[depth++] = ((a * b) / PRICES_NORMFACTOR) * c;
} }
else else
errcode = -8; errcode = -8;
@@ -703,7 +703,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
c = pricestack[--depth]; c = pricestack[--depth];
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (((((SATOSHIDEN * SATOSHIDEN) / a) * SATOSHIDEN) / b) * SATOSHIDEN) / c; pricestack[depth++] = (((((PRICES_NORMFACTOR * PRICES_NORMFACTOR) / a) * PRICES_NORMFACTOR) / b) * PRICES_NORMFACTOR) / c;
} }
else else
errcode = -9; errcode = -9;
@@ -716,7 +716,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
if (errcode != 0) if (errcode != 0)
break; break;
std::cerr << "pricestack[depth=" << depth << "]=" << pricestack[depth] << std::endl; std::cerr << "top pricestack[depth-1=" << depth-1 << "]=" << pricestack[depth-1] << std::endl;
} }
free(pricedata); free(pricedata);
@@ -759,8 +759,8 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
} }
// clear lowest positions: // clear lowest positions:
price /= PRICES_NORMFACTOR; price /= PRICES_POINTFACTOR;
price *= PRICES_NORMFACTOR; price *= PRICES_POINTFACTOR;
outprice = price; outprice = price;
if (minmax) { // if we are within day window, set temp costbasis to max (or min) price value if (minmax) { // if we are within day window, set temp costbasis to max (or min) price value
@@ -787,17 +787,17 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
} }
// normalize to 10,000,000 to prevent underflow // 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_POINTFACTOR * PRICES_NORMFACTOR) / costbasis) - PRICES_NORMFACTOR / PRICES_POINTFACTOR) * PRICES_POINTFACTOR : 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_POINTFACTOR * PRICES_NORMFACTOR)=" << (price / PRICES_POINTFACTOR * PRICES_NORMFACTOR) << 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_POINTFACTOR * PRICES_NORMFACTOR)/costbasis=" << (costbasis != 0 ? (price / PRICES_POINTFACTOR * PRICES_NORMFACTOR)/costbasis : 0) << std::endl;
std::cerr << "prices_syntheticprofits() fractional profits=" << profits << std::endl; std::cerr << "prices_syntheticprofits() fractional profits=" << profits << std::endl;
//std::cerr << "prices_syntheticprofits() profits double=" << (double)price / (double)costbasis -1.0 << std::endl; //std::cerr << "prices_syntheticprofits() profits double=" << (double)price / (double)costbasis -1.0 << std::endl;
//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; // de-normalize profits /= (int64_t)PRICES_NORMFACTOR; // de-normalize
//dprofits *= leverage * positionsize; //dprofits *= leverage * positionsize;
std::cerr << "prices_syntheticprofits() profits=" << profits << std::endl; std::cerr << "prices_syntheticprofits() profits=" << profits << std::endl;
@@ -892,6 +892,7 @@ int64_t prices_enumaddedbets(uint256 &batontxid, std::vector<BetInfo> &bets, uin
EvalRef eval; EvalRef eval;
if ((isLoaded = eval->GetTxConfirmed(batontxid, txBaton, blockIdx)) && if ((isLoaded = eval->GetTxConfirmed(batontxid, txBaton, blockIdx)) &&
blockIdx.IsValid() &&
txBaton.vout.size() > 0 && txBaton.vout.size() > 0 &&
(funcId = prices_addopretdecode(txBaton.vout.back().scriptPubKey, bettxidInOpret, pk, amount)) != 0) (funcId = prices_addopretdecode(txBaton.vout.back().scriptPubKey, bettxidInOpret, pk, amount)) != 0)
{ {
@@ -1334,22 +1335,22 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
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 / PRICES_NORMFACTOR); // prevent int64 overflow costbasis += b.amount * (b.costbasis / PRICES_POINTFACTOR); // prevent int64 overflow
std::cerr << "PricesInfo() acc costbasis=" << costbasis << " b.amount=" << b.amount << " b.costbasis/PRICES_NORMFACTOR=" << (b.costbasis / PRICES_NORMFACTOR) << std::endl; std::cerr << "PricesInfo() acc costbasis=" << costbasis << " b.amount=" << b.amount << " b.costbasis/PRICES_POINTFACTOR=" << (b.costbasis / PRICES_POINTFACTOR) << std::endl;
} }
int64_t equity = totalbets + totalprofits; int64_t equity = totalbets + totalprofits;
if (totalbets != 0) { //prevent zero div if (totalbets != 0) { //prevent zero div
costbasis /= totalbets; costbasis /= totalbets;
costbasis *= PRICES_NORMFACTOR; //denormalization, last posiitons should be == 0000 costbasis *= PRICES_POINTFACTOR; //denormalization, last posiitons should be == 0000
} }
else else
costbasis = 0; costbasis = 0;
int64_t liqprice; int64_t liqprice;
if (leverage != 0) {// prevent zero div if (leverage != 0) {// prevent zero div
liqprice = costbasis - costbasis / leverage; liqprice = costbasis - costbasis / leverage;
liqprice /= PRICES_NORMFACTOR; liqprice /= PRICES_POINTFACTOR;
liqprice *= PRICES_NORMFACTOR; // last posiitons should be == 0000 liqprice *= PRICES_POINTFACTOR; // last posiitons should be == 0000
} }
else else
liqprice = 0; liqprice = 0;