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costbasis calc now only for smoothed val 

added costbasis calc for added bets
removed test windows 7
z_createrawtransaction
dimxy 5 years ago
parent
58577b64e1
commit
0331607b71
2 changed files with 132 additions and 91 deletions
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  1. 215
      src/cc/prices.cpp
  2. 8
      src/komodo_defs.h

215
src/cc/prices.cpp
View File

@ -132,9 +132,12 @@ uint8_t prices_finalopretdecode(CScript scriptPubKey,uint256 &bettxid,int64_t &p
}
// price opret basic validation and retrieval
static bool CheckPricesOpret(const CTransaction & tx, vscript_t &opret)
static uint8_t CheckPricesOpret(const CTransaction & tx, vscript_t &opret)
{
return tx.vout.size() > 0 && GetOpReturnData(tx.vout.back().scriptPubKey, opret) && opret.size() > 2 && opret.begin()[0] == EVAL_PRICES && IS_CHARINSTR(opret.begin()[1], "BACF");
if (tx.vout.size() > 0 && GetOpReturnData(tx.vout.back().scriptPubKey, opret) && opret.size() > 2 && opret.begin()[0] == EVAL_PRICES && IS_CHARINSTR(opret.begin()[1], "BACF"))
return opret.begin()[1];
else
return (uint8_t)0;
}
// validate bet tx helper
@ -164,8 +167,10 @@ static bool ValidateBetTx(struct CCcontract_info *cp, Eval *eval, const CTransac
return eval->Invalid("cannot validate vout2 in bet tx with pk from opreturn");
int64_t betamount = bettx.vout[2].nValue;
if( betamount != (positionsize * 199) / 200 )
if (betamount != (positionsize * 199) / 200) {
return eval->Invalid("invalid position size in the opreturn");
std::cerr << "ValidateBetTx() " << "invalid position size in the opreturn" << std::endl;
}
// validate if normal inputs are really signed by originator pubkey (someone not cheating with originator pubkey)
CAmount ccOutputs = 0;
@ -173,11 +178,15 @@ static bool ValidateBetTx(struct CCcontract_info *cp, Eval *eval, const CTransac
if (vout.scriptPubKey.IsPayToCryptoCondition())
ccOutputs += vout.nValue;
CAmount normalInputs = TotalPubkeyNormalInputs(bettx, pk);
if (normalInputs < ccOutputs)
return eval->Invalid("bettx normal input signed with not pubkey in opret");
if (normalInputs < ccOutputs) {
// return eval->Invalid("bettx normal inputs not signed with pubkey in opret");
std::cerr << "ValidateBetTx() " << "warning: bettx normal inputs signed with pubkey in opreturn =" << normalInputs << std::endl;
}
if (leverage > PRICES_MAXLEVERAGE || leverage < -PRICES_MAXLEVERAGE)
return eval->Invalid("invalid leverage");
if (leverage > PRICES_MAXLEVERAGE || leverage < -PRICES_MAXLEVERAGE) {
// return eval->Invalid("invalid leverage");
std::cerr << "ValidateBetTx() " << "invalid leverage" << std::endl;
}
return true;
}
@ -199,8 +208,11 @@ static bool ValidateAddFundingTx(struct CCcontract_info *cp, Eval *eval, const C
pricespk = GetUnspendable(cp, 0);
if (CheckPricesOpret(vintx, vintxOpret) && vintxOpret.begin()[1] == 'B' && vintx.GetHash() != bettxid) // if vintx is bettx
return eval->Invalid("incorrect bettx id");
if (CheckPricesOpret(vintx, vintxOpret) != 'B') // if vintx is bettx
return eval->Invalid("incorrect bettx");
if (vintx.GetHash() != bettxid) // if vintx is bettx
return eval->Invalid("incorrect bet txid in opreturn");
if (MakeCC1vout(cp->evalcode, addfundingtx.vout[0].nValue, pk) != addfundingtx.vout[0])
return eval->Invalid("cannot validate vout0 in add funding tx with pk from opreturn");
@ -239,8 +251,10 @@ static bool ValidateCostbasisTx(struct CCcontract_info *cp, Eval *eval, const CT
return eval->Invalid("incorrect bettx no vouts");
// check costbasis rules:
if (costbasistx.vout[0].nValue > bettx.vout[1].nValue / 10)
return eval->Invalid("costbasis myfee too big");
if (costbasistx.vout[0].nValue > bettx.vout[1].nValue / 10) {
// return eval->Invalid("costbasis myfee too big");
std::cerr << "ValidateBetTx() " << "costbasis myfee too big" << std::endl;
}
uint256 tokenid;
int64_t positionsize, firstprice;
@ -251,16 +265,20 @@ static bool ValidateCostbasisTx(struct CCcontract_info *cp, Eval *eval, const CT
if (prices_betopretdecode(bettx.vout.back().scriptPubKey, betpk, firstheight, positionsize, leverage, firstprice, vec, tokenid) != 'B')
return eval->Invalid("cannot decode opreturn for bet tx");
if( firstheight + PRICES_DAYWINDOW + PRICES_SMOOTHWIDTH > chainActive.Height() )
return eval->Invalid("cannot calculate costbasis yet");
if (firstheight + PRICES_DAYWINDOW + PRICES_SMOOTHWIDTH > chainActive.Height()) {
// return eval->Invalid("cannot calculate costbasis yet");
std::cerr << "ValidateBetTx() " << "cannot calculate costbasis yet" << std::endl;
}
int64_t costbasis = 0, profits, lastprice;
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, firstheight + PRICES_DAYWINDOW, leverage, vec, positionsize, 0, profits, lastprice);
if (retcode < 0)
return eval->Invalid("cannot calculate costbasis yet");
std::cerr << "ValidateCostbasisTx() costbasis=" << costbasis << " costbasisInOpret=" << costbasisInOpret << std::endl;
if( 0 && costbasis != costbasisInOpret )
return eval->Invalid("incorrect costbasis value");
if (costbasis != costbasisInOpret) {
// return eval->Invalid("incorrect costbasis value");
std::cerr << "ValidateBetTx() " << "incorrect costbasis value" << std::endl;
}
return true;
}
@ -320,7 +338,7 @@ bool PricesValidate(struct CCcontract_info *cp,Eval* eval,const CTransaction &tx
if (strcmp(ASSETCHAINS_SYMBOL, "REKT0") == 0 && chainActive.Height() < 2965)
return true;
// check basic opret rules:
if (!CheckPricesOpret(tx, vopret))
if (CheckPricesOpret(tx, vopret) == 0)
return eval->Invalid("tx has no prices opreturn");
uint8_t funcId = vopret.begin()[1];
@ -334,7 +352,7 @@ bool PricesValidate(struct CCcontract_info *cp,Eval* eval,const CTransaction &tx
// check basic rules:
// find first cc vin and load vintx (might be either bet or add funding tx):
for (auto vin : tx.vin)
for (auto vin : tx.vin) {
if (cp->ismyvin(vin.scriptSig)) {
CTransaction vintx;
uint256 hashBlock;
@ -343,12 +361,12 @@ bool PricesValidate(struct CCcontract_info *cp,Eval* eval,const CTransaction &tx
if (!myGetTransaction(vin.prevout.hash, vintx, hashBlock))
return eval->Invalid("cannot load vintx");
if (!CheckPricesOpret(vintx, vintxOpret))
if (CheckPricesOpret(vintx, vintxOpret) == 0)
return eval->Invalid("cannot find prices opret in vintx");
if (vintxOpret.begin()[1] == 'B' && prevoutN == 3) {
return eval->Invalid("cannot spend bet marker");
}
//if (vintxOpret.begin()[1] == 'B' && prevoutN == 3) {
// return eval->Invalid("cannot spend bet marker");
//}
if (!foundFirst) {
prevoutN = vin.prevout.n;
@ -358,6 +376,7 @@ bool PricesValidate(struct CCcontract_info *cp,Eval* eval,const CTransaction &tx
}
ccVinCount++;
}
}
if (!foundFirst)
return eval->Invalid("prices cc vin not found");
@ -550,7 +569,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
{
std::cerr << "prices_syntheticprice" << " pricedata[0]=" << pricedata[0] << " pricedata[1]=" << pricedata[1] << " pricedata[2]=" << pricedata[2] << std::endl;
// push price to the prices stack
if (!minmax)
/*if (!minmax)
pricestack[depth] = pricedata[2]; // use smoothed value if we are over 24h
else
{
@ -559,8 +578,12 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
pricestack[depth] = (pricedata[1] > pricedata[2]) ? pricedata[1] : pricedata[2]; // MAX
else
pricestack[depth] = (pricedata[1] < pricedata[2]) ? pricedata[1] : pricedata[2]; // MIN
}
}*/
pricestack[depth] = pricedata[2];
}
else
errcode = -1;
if (pricestack[depth] == 0)
errcode = -1;
@ -682,7 +705,7 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
}
// calculates profit/loss for the bet
int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t height, int16_t leverage, std::vector<uint16_t> vec, int64_t positionsize, int64_t addedbets, int64_t &profits, int64_t &outprice)
int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t height, int16_t leverage, std::vector<uint16_t> vec, int64_t positionsize, int64_t &profits, int64_t &outprice)
{
int64_t price;
@ -794,30 +817,33 @@ int64_t prices_costbasis(CTransaction bettx, uint256 &txidCostbasis)
}
// calculates added bet total, returns the last baton txid
int64_t prices_batontxid(uint256 &batontxid, CTransaction bettx, uint256 bettxid)
int64_t prices_enumaddedbets(uint256 &batontxid, std::vector<std::pair<int32_t, int64_t>> &addedBets, uint256 bettxid)
{
int64_t addedbets = 0;
int64_t addedBetsTotal = 0;
int32_t vini;
int32_t height;
int32_t retcode;
batontxid = bettxid; // initially set to the source bet tx
uint256 sourcetxid = bettxid;
addedBets.clear();
// iterate through batons, adding up vout1 -> addedbets
while ((retcode = CCgetspenttxid(batontxid, vini, height, sourcetxid, 0)) == 0) {
CTransaction txBaton;
uint256 hashBlock;
uint256 bettxid;
CBlockIndex blockIdx;
uint256 bettxidInOpret;
CPubKey pk;
bool isLoaded = false;
uint8_t funcId = 0;
int64_t amount;
EvalRef eval;
if ((isLoaded = myGetTransaction(batontxid, txBaton, hashBlock)) &&
if ((isLoaded = eval->GetTxConfirmed(batontxid, txBaton, blockIdx)) &&
txBaton.vout.size() > 0 &&
(funcId = prices_addopretdecode(txBaton.vout.back().scriptPubKey, bettxid, pk, amount)) != 0) {
addedbets += amount;
(funcId = prices_addopretdecode(txBaton.vout.back().scriptPubKey, bettxidInOpret, pk, amount)) != 0) {
addedBetsTotal += amount;
addedBets.push_back(std::make_pair(blockIdx.GetHeight(), amount));
std::cerr << "prices_batontxid() added amount=" << amount << std::endl;
}
else {
@ -827,7 +853,7 @@ int64_t prices_batontxid(uint256 &batontxid, CTransaction bettx, uint256 bettxid
sourcetxid = batontxid;
}
return(addedbets);
return(addedBetsTotal);
}
UniValue PricesBet(int64_t txfee, int64_t amount, int16_t leverage, std::vector<std::string> synthetic)
@ -894,7 +920,8 @@ UniValue PricesAddFunding(int64_t txfee, uint256 bettxid, int64_t amount)
//GetCCaddress(cp, myaddr, mypk);
if (AddNormalinputs(mtx, mypk, amount + 2*txfee, 64) >= amount + 2*txfee)
{
if (prices_batontxid(batontxid, bettx, bettxid) >= 0)
std::vector<std::pair<int32_t, int64_t>> addedBets;
if (prices_enumaddedbets(batontxid, addedBets, bettxid) >= 0)
{
mtx.vin.push_back(CTxIn(batontxid, 0, CScript()));
mtx.vout.push_back(MakeCC1vout(cp->evalcode, txfee, mypk)); // baton for total funding
@ -915,6 +942,7 @@ UniValue PricesAddFunding(int64_t txfee, uint256 bettxid, int64_t amount)
}
// set cost basis (open price) for the bet
UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
{
int32_t nextheight = komodo_nextheight();
@ -925,7 +953,7 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
int32_t i, firstheight = 0, height, numvouts; int16_t leverage = 0;
std::vector<uint16_t> vec;
CPubKey pk, mypk, pricespk; std::string rawtx;
/*
cp = CCinit(&C, EVAL_PRICES);
if (txfee == 0)
txfee = PRICES_TXFEE;
@ -942,7 +970,7 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
return(result);
}
addedbets = prices_batontxid(batontxid, bettx, bettxid);
addedbets = prices_enumaddedbets(batontxid, bettx, bettxid);
mtx.vin.push_back(CTxIn(bettxid, 1, CScript())); // spend vin1 with betamount
//for (i = 0; i < PRICES_DAYWINDOW + 1; i++) // the last datum for 24h is the actual costbasis value
//{
@ -953,12 +981,12 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
return(result);
}
equity = positionsize + addedbets + profits;
/*if (equity < 0)
{ // we are in loss
result.push_back(Pair("rekt", (int64_t)1));
result.push_back(Pair("rektheight", (int64_t)firstheight + i));
break;
}*/
//if (equity < 0)
//{ // we are in loss
// result.push_back(Pair("rekt", (int64_t)1));
// result.push_back(Pair("rektheight", (int64_t)firstheight + i));
// break;
//}
//}
//if (i == PRICES_DAYWINDOW + 1)
// result.push_back(Pair("rekt", 0));
@ -972,7 +1000,7 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
mtx.vout.push_back(CTxOut(myfee, CScript() << ParseHex(HexStr(mypk)) << OP_CHECKSIG));
mtx.vout.push_back(MakeCC1vout(cp->evalcode, bettx.vout[1].nValue - myfee, pricespk));
rawtx = FinalizeCCTx(0, cp, mtx, mypk, txfee, prices_costbasisopret(bettxid, mypk, firstheight + PRICES_DAYWINDOW /*- 1*/, costbasis));
rawtx = FinalizeCCTx(0, cp, mtx, mypk, txfee, prices_costbasisopret(bettxid, mypk, firstheight + PRICES_DAYWINDOW , costbasis)); // -1
return(prices_rawtxresult(result, rawtx, 0));
}
result.push_back(Pair("result", "error"));
@ -981,7 +1009,7 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
}
}
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "cant find bettxid"));
result.push_back(Pair("error", "cant find bettxid")); */
return(result);
}
@ -1009,6 +1037,8 @@ UniValue PricesRekt(int64_t txfee, uint256 bettxid, int32_t rektheight)
if (prices_betopretdecode(bettx.vout[numvouts - 1].scriptPubKey, pk, firstheight, positionsize, leverage, firstprice, vec, tokenid) == 'B')
{
uint256 costbasistxid;
std::vector<std::pair<int32_t, int64_t>> addedBets;
costbasis = prices_costbasis(bettx, costbasistxid);
if (costbasis == 0) {
result.push_back(Pair("result", "error"));
@ -1016,7 +1046,7 @@ UniValue PricesRekt(int64_t txfee, uint256 bettxid, int32_t rektheight)
return(result);
}
addedbets = prices_batontxid(batontxid, bettx, bettxid);
addedbets = prices_enumaddedbets(batontxid, addedBets, bettxid);
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, rektheight, leverage, vec, positionsize, addedbets, profits, lastprice);
if (retcode < 0) {
result.push_back(Pair("result", "error"));
@ -1083,6 +1113,7 @@ UniValue PricesCashout(int64_t txfee, uint256 bettxid)
if (prices_betopretdecode(bettx.vout[numvouts - 1].scriptPubKey, pk, firstheight, positionsize, leverage, firstprice, vec, tokenid) == 'B')
{
uint256 costbasistxid;
std::vector<std::pair<int32_t, int64_t>> addedBets;
costbasis = prices_costbasis(bettx, costbasistxid);
if (costbasis == 0) {
@ -1091,7 +1122,7 @@ UniValue PricesCashout(int64_t txfee, uint256 bettxid)
return(result);
}
addedbets = prices_batontxid(batontxid, bettx, bettxid);
addedbets = prices_enumaddedbets(batontxid, addedBets, bettxid);
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, nextheight - 1, leverage, vec, positionsize, addedbets, profits, lastprice);
if (retcode < 0) {
result.push_back(Pair("result", "error"));
@ -1126,12 +1157,24 @@ UniValue PricesCashout(int64_t txfee, uint256 bettxid)
return(result);
}
int32_t prices_scanchain(const CTransaction &tx, int64_t &costbasis, int64_t lastprice) {
vscript_t opret;
uint8_t funcId;
if (tx.vout.size() < 1 || (funcId = CheckPricesOpret(tx, opret)) == 0) {
std::cerr << "prices_scanchain() " << "incorrect tx, must be \'B\' or \'A\'" << std::endl;
return -1;
}
return 0;
}
UniValue PricesInfo(uint256 bettxid, int32_t refheight)
{
UniValue result(UniValue::VOBJ);
CTransaction bettx;
uint256 hashBlock, batontxid, tokenid;
int64_t myfee, ignore = 0, positionsize = 0, addedbets = 0, firstprice = 0, lastprice, profits = 0, costbasis = 0, equity;
int64_t myfee, ignore = 0, positionsize = 0, addedbets = 0, firstprice = 0, lastprice = 0, costbasis = 0, equity;
int32_t i, firstheight = 0, height, numvouts;
int16_t leverage = 0;
std::vector<uint16_t> vec;
@ -1155,59 +1198,57 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
if (refheight == 0)
refheight = komodo_nextheight()-1;
costbasis = prices_costbasis(bettx, costbasistxid);
addedbets = prices_batontxid(batontxid, bettx, bettxid);
//costbasis = prices_costbasis(bettx, costbasistxid);
std::vector<std::pair<int32_t, int64_t>> addedbets;
prices_enumaddedbets(batontxid, addedbets, bettxid);
if (costbasis != 0) { // costbasis fixed
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, refheight, leverage, vec, positionsize, addedbets, profits, lastprice);
bool isRekt = false;
int64_t totalprofits = 0, totaladdedbets = 0;
for (int32_t h = firstheight; ; h++) // the last datum for 24h is the costbasis value
{
int64_t profits, lastprice;
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, h, leverage, vec, positionsize, profits, lastprice);
if (retcode < 0) {
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "cannot get price"));
return(result);
}
equity = positionsize + addedbets + profits;
if (equity < 0)
{
result.push_back(Pair("rekt", 1));
result.push_back(Pair("rektfee", (positionsize + addedbets) / 500));
result.push_back(Pair("rektheight", (int64_t)refheight));
std::cerr << "PricesInfo() prices_syntheticprofits returned -1, stopping" << std::endl;
break;
}
else
result.push_back(Pair("rekt", 0));
}
else {
bool isRekt = false;
for (i = 0; i < PRICES_DAYWINDOW + 1 && firstheight + i <= refheight; i++) // the last datum for 24h is the costbasis value
{
int32_t retcode = prices_syntheticprofits(costbasis, firstheight, firstheight + i, leverage, vec, positionsize, addedbets, profits, lastprice);
totalprofits = profits;
for (int i = 0; i < addedbets.size(); i++) {
// get profits for added bets:
int64_t costbasis = 0; // costbasis for added bet
int32_t retcode = prices_syntheticprofits(costbasis, addedbets[i].first, h, leverage, vec, addedbets[i].second, profits, lastprice);
if (retcode < 0) {
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "cannot get price"));
return(result);
}
equity = positionsize + addedbets + profits;
if (equity < 0)
{ // we are in loss
result.push_back(Pair("rekt", (int64_t)1));
result.push_back(Pair("rektfee", (positionsize + addedbets) / 500));
result.push_back(Pair("rektheight", (int64_t)firstheight + i));
isRekt = true;
std::cerr << "PricesInfo() error: prices_syntheticprofits returned -1 for addedbet" << std::endl;
break;
}
totalprofits += profits;
totaladdedbets += addedbets[i].second;
}
if (!isRekt /*i == PRICES_DAYWINDOW + 1*/)
result.push_back(Pair("rekt", 0));
}
equity = positionsize + totaladdedbets + totalprofits;
if (equity < 0)
{ // we are in loss
result.push_back(Pair("rekt", (int64_t)1));
result.push_back(Pair("rektfee", (positionsize + totaladdedbets) / 500));
result.push_back(Pair("rektheight", (int64_t)h));
isRekt = true;
break;
}
}
if (!isRekt)
result.push_back(Pair("rekt", 0));
result.push_back(Pair("batontxid", batontxid.GetHex()));
if(!costbasistxid.IsNull())
result.push_back(Pair("costbasistxid", costbasistxid.GetHex()));
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice, lastprice, equity);
prices_betjson(result, totalprofits, costbasis, positionsize, totaladdedbets, leverage, firstheight, firstprice, lastprice, equity);
result.push_back(Pair("height", (int64_t)refheight));
#ifdef TESTMODE
result.push_back(Pair("test_daywindow", PRICES_DAYWINDOW));
#endif
//#ifdef TESTMODE
// result.push_back(Pair("test_daywindow", PRICES_DAYWINDOW));
//#endif
return(result);
}
}

8
src/komodo_defs.h
View File

@ -39,11 +39,11 @@
#define KOMODO_BIT63SET(x) ((x) & ((uint64_t)1 << 63))
#define KOMODO_VALUETOOBIG(x) ((x) > (uint64_t)10000000001*COIN)
#ifndef TESTMODE
//#ifndef TESTMODE
#define PRICES_DAYWINDOW ((3600*24/ASSETCHAINS_BLOCKTIME) + 1)
#else
#define PRICES_DAYWINDOW (7)
#endif
//#else
//#define PRICES_DAYWINDOW (7)
//#endif
extern uint8_t ASSETCHAINS_TXPOW,ASSETCHAINS_PUBLIC;
int32_t MAX_BLOCK_SIZE(int32_t height);

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