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added gmp for prices_syntheticprice

z_createrawtransaction
dimxy 5 years ago
parent
c6dab1deca
commit
7d7f0a08e4
1 changed files with 99 additions and 26 deletions
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  1. 125
      src/cc/prices.cpp

125
src/cc/prices.cpp
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@ -592,6 +592,13 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
uint16_t opcode;
int64_t *pricedata, pricestack[4], price, den, a, b, c;
mpz_t mpzA, mpzB, mpzC, mpzResult;
mpz_init(mpzA);
mpz_init(mpzB);
mpz_init(mpzC);
mpz_init(mpzResult);
pricedata = (int64_t *)calloc(sizeof(*pricedata) * 3, 1 + PRICES_DAYWINDOW * 2 + PRICES_SMOOTHWIDTH);
price = den = depth = errcode = 0;
@ -599,7 +606,10 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
{
opcode = vec[i];
value = (opcode & (KOMODO_MAXPRICES - 1)); // index or weight
std::cerr << "prices_syntheticprice" << " i=" << i << " price=" << price << " value=" << value << " depth=" << depth << std::endl;
mpz_set_ui(mpzResult, 0); // clear result to test overflow (see below)
std::cerr << "prices_syntheticprice" << " i=" << i << " price=" << price << " value=" << value << " depth=" << depth << " opcode&KOMODO_PRICEMASK=" << (opcode & KOMODO_PRICEMASK) <<std::endl;
switch (opcode & KOMODO_PRICEMASK)
{
case 0: // indices
@ -639,74 +649,122 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
errcode = -2;
break;
case PRICES_MULT:
case PRICES_MULT: // "*"
if (depth >= 2) {
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (a * b) / PRICES_NORMFACTOR;
// pricestack[depth++] = (a * b) / SATOSHIDEN;
mpz_set_si(mpzA, a);
mpz_set_si(mpzB, b);
mpz_mul(mpzResult, mpzA, mpzB);
mpz_tdiv_q_ui(mpzResult, mpzResult, SATOSHIDEN);
pricestack[depth++] = mpz_get_si(mpzResult);
}
else
errcode = -3;
break;
case PRICES_DIV:
case PRICES_DIV: // "/"
if (depth >= 2) {
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (a * PRICES_NORMFACTOR) / b;
// pricestack[depth++] = (a * SATOSHIDEN) / b;
mpz_set_si(mpzA, a);
mpz_set_si(mpzB, b);
mpz_mul_ui(mpzResult, mpzA, SATOSHIDEN);
mpz_tdiv_q(mpzResult, mpzResult, mpzB);
pricestack[depth++] = mpz_get_si(mpzResult);
}
else
errcode = -4;
break;
case PRICES_INV:
case PRICES_INV: // "1/price"
if (depth >= 1) {
a = pricestack[--depth];
pricestack[depth++] = (PRICES_NORMFACTOR * PRICES_NORMFACTOR) / a;
// pricestack[depth++] = (SATOSHIDEN * SATOSHIDEN) / a;
mpz_set_si(mpzA, a);
mpz_set_ui(mpzResult, SATOSHIDEN);
mpz_mul_ui(mpzResult, mpzResult, SATOSHIDEN);
mpz_tdiv_q(mpzResult, mpzResult, mpzA);
pricestack[depth++] = mpz_get_si(mpzResult);
}
else
errcode = -5;
break;
case PRICES_MDD:
case PRICES_MDD: // "*//"
if (depth >= 3) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (((a * PRICES_NORMFACTOR) / b) * PRICES_NORMFACTOR) / c;
// pricestack[depth++] = (((a * SATOSHIDEN) / b) * SATOSHIDEN) / c;
mpz_set_si(mpzA, a);
mpz_set_si(mpzB, b);
mpz_set_si(mpzC, c);
mpz_mul_ui(mpzResult, mpzA, SATOSHIDEN);
mpz_tdiv_q(mpzResult, mpzResult, mpzB);
mpz_mul_ui(mpzResult, mpzA, SATOSHIDEN);
mpz_tdiv_q(mpzResult, mpzResult, mpzC);
pricestack[depth++] = mpz_get_si(mpzResult);
}
else
errcode = -6;
break;
case PRICES_MMD:
case PRICES_MMD: // "**/"
if (depth >= 3) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (a * b) / c;
// pricestack[depth++] = (a * b) / c;
mpz_set_si(mpzA, a);
mpz_set_si(mpzB, b);
mpz_set_si(mpzC, c);
mpz_mul(mpzResult, mpzA, mpzB);
mpz_tdiv_q(mpzResult, mpzResult, mpzC);
pricestack[depth++] = mpz_get_si(mpzResult);
}
else
errcode = -7;
break;
case PRICES_MMM:
case PRICES_MMM: // "***"
if (depth >= 3) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = ((a * b) / PRICES_NORMFACTOR) * c;
// pricestack[depth++] = ((a * b) / SATOSHIDEN) * c;
mpz_set_si(mpzA, a);
mpz_set_si(mpzB, b);
mpz_set_si(mpzC, c);
mpz_mul(mpzResult, mpzA, mpzB);
mpz_tdiv_q_ui(mpzResult, mpzResult, SATOSHIDEN);
mpz_mul(mpzResult, mpzResult, mpzC);
pricestack[depth++] = mpz_get_si(mpzResult);
}
else
errcode = -8;
break;
case PRICES_DDD:
case PRICES_DDD: // "///"
if (depth >= 3) {
c = pricestack[--depth];
b = pricestack[--depth];
a = pricestack[--depth];
pricestack[depth++] = (((((PRICES_NORMFACTOR * PRICES_NORMFACTOR) / a) * PRICES_NORMFACTOR) / b) * PRICES_NORMFACTOR) / c;
//pricestack[depth++] = (((((SATOSHIDEN * SATOSHIDEN) / a) * SATOSHIDEN) / b) * SATOSHIDEN) / c;
mpz_set_si(mpzA, a);
mpz_set_si(mpzB, b);
mpz_set_si(mpzC, c);
mpz_set_ui(mpzResult, SATOSHIDEN);
mpz_mul_ui(mpzResult, mpzResult, SATOSHIDEN);
mpz_tdiv_q(mpzResult, mpzResult, mpzA);
mpz_mul_ui(mpzResult, mpzResult, SATOSHIDEN);
mpz_tdiv_q(mpzResult, mpzResult, mpzB);
mpz_mul_ui(mpzResult, mpzResult, SATOSHIDEN);
mpz_tdiv_q(mpzResult, mpzResult, mpzC);
pricestack[depth++] = mpz_get_si(mpzResult);
}
else
errcode = -9;
@ -716,19 +774,36 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
errcode = -10;
break;
}
std::cerr << "prices_syntheticprice test mpzResult=" << mpz_get_si(mpzResult) << std::endl;
// check overflow:
if (mpz_cmp_si(mpzResult, std::numeric_limits<int64_t>::max()) > 0) {
errcode = -13;
break;
}
if (errcode != 0)
break;
if( depth > 0 )
std::cerr << "top pricestack[depth-1=" << depth-1 << "]=" << pricestack[depth-1] << std::endl;
std::cerr << "prices_syntheticprice top pricestack[depth-1=" << depth-1 << "]=" << pricestack[depth-1] << std::endl;
else
std::cerr << "pricestack empty" << std::endl;
std::cerr << "prices_syntheticprice pricestack empty" << std::endl;
}
free(pricedata);
mpz_clear(mpzResult);
mpz_clear(mpzA);
mpz_clear(mpzB);
mpz_clear(mpzC);
if (errcode != 0)
std::cerr << "prices_syntheticprice warning: errcode in switch=" << errcode << std::endl;
std::cerr << "prices_syntheticprice errcode in switch=" << errcode << std::endl;
if (errcode == -13) {
std::cerr << "prices_syntheticprice overflow in price" << std::endl;
return errcode;
}
if (den == 0) {
std::cerr << "prices_syntheticprice den==0 return err=-11" << std::endl;
@ -819,29 +894,26 @@ int32_t prices_syntheticprofits(int64_t &costbasis, int32_t firstheight, int32_t
mpz_t mpzCostbasis;
mpz_t mpzPrice;
mpz_t mpzLeverage;
mpz_t mpzRemainder;
mpz_init(mpzProfits);
mpz_init(mpzCostbasis);
mpz_init(mpzPrice);
mpz_init(mpzLeverage);
mpz_init(mpzRemainder);
mpz_set_ui(mpzCostbasis, costbasis);
mpz_set_ui(mpzPrice, price);
mpz_set_si(mpzCostbasis, costbasis);
mpz_set_si(mpzPrice, price);
mpz_mul_ui(mpzPrice, mpzPrice, SATOSHIDEN); // (price*SATOSHIDEN)
mpz_tdiv_qr(mpzProfits, mpzRemainder, mpzPrice, mpzCostbasis); // profits = (price*SATOSHIDEN)/costbasis // normalization
mpz_tdiv_q(mpzProfits, mpzPrice, mpzCostbasis); // profits = (price*SATOSHIDEN)/costbasis // normalization
mpz_sub_ui(mpzProfits, mpzProfits, SATOSHIDEN); // profits -= SATOSHIDEN
mpz_set_si(mpzLeverage, leverage);
mpz_mul(mpzProfits, mpzProfits, mpzLeverage); // profits *= leverage
mpz_mul_ui(mpzProfits, mpzProfits, positionsize); // profits *= positionsize
mpz_tdiv_qr_ui(mpzProfits, mpzRemainder, mpzProfits, SATOSHIDEN); // profits /= SATOSHIDEN // de-normalization
mpz_tdiv_q_ui(mpzProfits, mpzProfits, SATOSHIDEN); // profits /= SATOSHIDEN // de-normalization
profits = mpz_get_si(mpzProfits);
mpz_clear(mpzRemainder);
mpz_clear(mpzLeverage);
mpz_clear(mpzProfits);
mpz_clear(mpzCostbasis);
@ -988,6 +1060,7 @@ UniValue PricesBet(int64_t txfee, int64_t amount, int16_t leverage, std::vector<
//GetCCaddress(cp, myaddr, mypk);
if (prices_syntheticvec(vec, synthetic) < 0 || (firstprice = prices_syntheticprice(vec, nextheight - 1, 1, leverage)) < 0 || vec.size() == 0 || vec.size() > 4096)
{
std::cerr << "PricesBet() firstprice=" << firstprice << (firstprice < 0 ? "error or overflow" : "") << std::endl;
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "invalid synthetic"));
return(result);

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