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dimxy
2019-04-09 18:35:53 +05:00
parent 81185da88f
commit ca97519ccd
2 changed files with 40 additions and 15 deletions
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54
src/cc/prices.cpp
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@@ -344,18 +344,25 @@ int32_t prices_syntheticvec(std::vector<uint16_t> &vec,std::vector<std::string>
// calculate price for synthetic expression // calculate price for synthetic expression
int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t minmax,int16_t leverage) int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t minmax,int16_t leverage)
{ {
int32_t i,ind,errcode,depth,retval = -1; uint16_t opcode; int64_t pricedata[PRICES_MAXDATAPOINTS],pricestack[4],price,den,a,b,c; int32_t i,value,errcode,depth,retval = -1;
uint16_t opcode;
int64_t *pricedata,pricestack[4],price,den,a,b,c;
pricedata = (int64_t *)calloc(sizeof(*pricedata)*3,1 + PRICES_DAYWINDOW*2 + PRICES_SMOOTHWIDTH);
price = den = depth = errcode = 0; price = den = depth = errcode = 0;
for (i=0; i<vec.size(); i++) for (i=0; i<vec.size(); i++)
{ {
std::cerr << "prices_syntheticprice depth=" << depth << " i=" << i << " price=" << price << std::endl;
opcode = vec[i]; opcode = vec[i];
ind = (opcode & (KOMODO_MAXPRICES-1)); // price index value value = (opcode & (KOMODO_MAXPRICES-1)); // index or weight
switch ( opcode & KOMODO_PRICEMASK ) switch( opcode & KOMODO_PRICEMASK )
{ {
case 0: // indices case 0: // indices
pricestack[depth] = 0; pricestack[depth] = 0;
if ( komodo_priceget(pricedata,ind,height,1) > 0 ) if ( prices_extract(pricedata,height,1,value) == 0 )
{ {
// push to the prices stack
if ( minmax == 0 ) if ( minmax == 0 )
pricestack[depth] = pricedata[2]; pricestack[depth] = pricedata[2];
else else
@@ -375,9 +382,11 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t m
if ( depth == 1 ) if ( depth == 1 )
{ {
depth--; depth--;
price += pricestack[0] * ind; price += pricestack[0] * value;
den += ind; // acc weight values den += value; // acc weight value
} else errcode = -2; }
else
errcode = -2;
break; break;
case PRICES_MULT: case PRICES_MULT:
@@ -386,7 +395,9 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t m
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (a * b) / SATOSHIDEN; pricestack[depth++] = (a * b) / SATOSHIDEN;
} else errcode = -3; }
else
errcode = -3;
break; break;
case PRICES_DIV: case PRICES_DIV:
@@ -395,7 +406,9 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t m
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (a * SATOSHIDEN) / b; pricestack[depth++] = (a * SATOSHIDEN) / b;
} else errcode = -4; }
else
errcode = -4;
break; break;
case PRICES_INV: case PRICES_INV:
@@ -403,7 +416,9 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t m
{ {
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (SATOSHIDEN * SATOSHIDEN) / a; pricestack[depth++] = (SATOSHIDEN * SATOSHIDEN) / a;
} else errcode = -5; }
else
errcode = -5;
break; break;
case PRICES_MDD: case PRICES_MDD:
@@ -413,7 +428,9 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t m
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (((a * SATOSHIDEN) / b) * SATOSHIDEN) / c; pricestack[depth++] = (((a * SATOSHIDEN) / b) * SATOSHIDEN) / c;
} else errcode = -6; }
else
errcode = -6;
break; break;
case PRICES_MMD: case PRICES_MMD:
@@ -423,7 +440,9 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t m
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (a * b) / c; pricestack[depth++] = (a * b) / c;
} else errcode = -7; }
else
errcode = -7;
break; break;
case PRICES_MMM: case PRICES_MMM:
@@ -433,7 +452,9 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t m
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = ((a * b) / SATOSHIDEN) * c; pricestack[depth++] = ((a * b) / SATOSHIDEN) * c;
} else errcode = -8; }
else
errcode = -8;
break; break;
case PRICES_DDD: case PRICES_DDD:
@@ -443,16 +464,19 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec,int32_t height,int32_t m
b = pricestack[--depth]; b = pricestack[--depth];
a = pricestack[--depth]; a = pricestack[--depth];
pricestack[depth++] = (((((SATOSHIDEN * SATOSHIDEN) / a) * SATOSHIDEN) / b) * SATOSHIDEN) / c; pricestack[depth++] = (((((SATOSHIDEN * SATOSHIDEN) / a) * SATOSHIDEN) / b) * SATOSHIDEN) / c;
} else errcode = -9; }
else
errcode = -9;
break; break;
default: default:
errcode = -10; errcode = -10;
break; break;
} }
if ( errcode != 0 ) if (errcode != 0)
break; break;
} }
free(pricedata);
if (errcode != 0) if (errcode != 0)
std::cerr << "prices_syntheticprice warning: errcode in switch=" << errcode << std::endl; std::cerr << "prices_syntheticprice warning: errcode in switch=" << errcode << std::endl;

1
src/util.h
View File

@@ -287,6 +287,7 @@ template <typename Callable> void TraceThread(const char* name, Callable func)
} }
} }
// split string using by space or comma as a delimiter char
void SplitStr(const std::string& strVal, std::vector<std::string> &outVals); void SplitStr(const std::string& strVal, std::vector<std::string> &outVals);
#define KOMODO_ASSETCHAIN_MAXLEN 65 #define KOMODO_ASSETCHAIN_MAXLEN 65