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corr costbasis & profits calc 

added json params
jl777
dimxy 5 years ago
parent
3d2c1ea5e0
commit
d36e8227d0
1 changed files with 59 additions and 44 deletions
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  1. 103
      src/cc/prices.cpp

103
src/cc/prices.cpp
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@ -611,9 +611,9 @@ int64_t prices_syntheticprice(std::vector<uint16_t> vec, int32_t height, int32_t
}
// calculates profit/loss for the bet
int64_t prices_syntheticprofits(bool calcCostbasis, 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 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 &price)
{
int64_t price, profits = 0;
int64_t profits = 0;
if (height < firstheight) {
fprintf(stderr, "requested height is lower than bet firstheight.%d\n", height);
@ -627,53 +627,57 @@ int64_t prices_syntheticprofits(bool calcCostbasis, int64_t &costbasis, int32_t
fprintf(stderr, "unexpected zero synthetic price at height.%d\n", height);
return(0);
}
if (calcCostbasis) {
if (minmax) { // if we are within day window, set costbasis to max or min price value
if (leverage > 0 && price > costbasis) {
costbasis = price; // set costbasis
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << " price=" << price << std::endl;
}
else if (leverage < 0 && (costbasis == 0 || price < costbasis)) {
costbasis = price;
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << " price=" << price << std::endl;
}
else { //-> use the previous value
std::cerr << "prices_syntheticprofits() unchanged costbasis=" << costbasis << " price=" << price << " leverage=" << leverage << std::endl;
}
if (minmax) { // if we are within day window, set costbasis to max or min price value
if (leverage > 0 && price > costbasis) {
costbasis = price; // set temp costbasis
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << " price=" << price << std::endl;
}
else if (leverage < 0 && (costbasis == 0 || price < costbasis)) {
costbasis = price;
std::cerr << "prices_syntheticprofits() minmax costbasis=" << costbasis << " price=" << price << std::endl;
}
else {
costbasis = price; // smoothed value
std::cerr << "prices_syntheticprofits() smoothed costbasis=" << costbasis << " price=" << price << std::endl;
else { //-> use the previous value
std::cerr << "prices_syntheticprofits() unchanged costbasis=" << costbasis << " price=" << price << " leverage=" << leverage << std::endl;
}
}
else {
// use provided costbasis
std::cerr << "prices_syntheticprofits() provided costbasis=" << costbasis << " price=" << price << std::endl;
if (costbasis == 0)
costbasis = price;
}
profits = costbasis > 0 ? ((price * SATOSHIDEN) / costbasis) - SATOSHIDEN : 0;
std::cerr << "prices_syntheticprofits() (price * SATOSHIDEN)=" << (price * SATOSHIDEN) << std::endl;
std::cerr << "prices_syntheticprofits() (price * SATOSHIDEN)/costbasis=" << (price * SATOSHIDEN)/costbasis << std::endl;
profits = costbasis > 0 ? ( ((price / 10000 * SATOSHIDEN) / costbasis) - SATOSHIDEN / 10000 ) : 0;
std::cerr << "prices_syntheticprofits() (price /10000 * SATOSHIDEN)=" << (price /10000 * SATOSHIDEN) << std::endl;
std::cerr << "prices_syntheticprofits() (price /10000 * SATOSHIDEN)/costbasis=" << (price /10000 * SATOSHIDEN)/costbasis << std::endl;
std::cerr << "prices_syntheticprofits() profits1=" << profits << std::endl;
std::cerr << "prices_syntheticprofits() profits double=" << (double)price / (double)costbasis -1.0 << std::endl;
double dprofits = (double)price / (double)costbasis - 1.0;
//std::cerr << "prices_syntheticprofits() profits double=" << (double)price / (double)costbasis -1.0 << std::endl;
//double dprofits = (double)price / (double)costbasis - 1.0;
profits *= leverage * positionsize;
dprofits *= leverage * positionsize;
//dprofits *= leverage * positionsize;
std::cerr << "prices_syntheticprofits() profits2=" << profits << std::endl;
std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl;
//std::cerr << "prices_syntheticprofits() dprofits=" << dprofits << std::endl;
return(positionsize + addedbets + dprofits);
return profits; // (positionsize + addedbets + profits);
}
void prices_betjson(UniValue &result,int64_t profits,int64_t costbasis,int64_t positionsize,int64_t addedbets,int16_t leverage,int32_t firstheight,int64_t firstprice)
void prices_betjson(UniValue &result,int64_t profits,int64_t costbasis,int64_t positionsize,int64_t addedbets,int16_t leverage,int32_t firstheight,int64_t firstprice, int64_t lastprice)
{
result.push_back(Pair("profits",ValueFromAmount(profits)));
result.push_back(Pair("costbasis",ValueFromAmount(costbasis)));
result.push_back(Pair("positionsize",ValueFromAmount(positionsize)));
result.push_back(Pair("equity", ValueFromAmount(positionsize + addedbets + profits)));
result.push_back(Pair("addedbets",ValueFromAmount(addedbets)));
result.push_back(Pair("leverage",(int64_t)leverage));
result.push_back(Pair("firstheight",(int64_t)firstheight));
result.push_back(Pair("firstprice",ValueFromAmount(firstprice)));
result.push_back(Pair("lastprice", ValueFromAmount(lastprice)));
}
// retrives costbasis from a tx spending bettx vout1
@ -837,7 +841,7 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
CMutableTransaction mtx = CreateNewContextualCMutableTransaction(Params().GetConsensus(), nextheight);
UniValue result(UniValue::VOBJ);
struct CCcontract_info *cp, C; CTransaction bettx; uint256 hashBlock, batontxid, tokenid;
int64_t myfee, positionsize = 0, addedbets, firstprice = 0, profits = 0, costbasis = 0;
int64_t myfee, positionsize = 0, addedbets, firstprice = 0, lastprice, profits = 0, costbasis = 0;
int32_t i, firstheight = 0, height, numvouts; int16_t leverage = 0;
std::vector<uint16_t> vec;
CPubKey pk, mypk, pricespk; std::string rawtx;
@ -852,7 +856,7 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
{
if (prices_betopretdecode(bettx.vout[numvouts - 1].scriptPubKey, pk, firstheight, positionsize, leverage, firstprice, vec, tokenid) == 'B')
{
if (nextheight <= firstheight + PRICES_DAYWINDOW + PRICES_SMOOTHWIDTH) {
if (nextheight <= firstheight + PRICES_DAYWINDOW + 1) {
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "cannot calculate costbasis yet"));
return(result);
@ -860,9 +864,9 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
addedbets = prices_batontxid(batontxid, bettx, bettxid);
mtx.vin.push_back(CTxIn(bettxid, 1, CScript())); // spend vin1 with betamount
for (i = 0; i < PRICES_DAYWINDOW + PRICES_SMOOTHWIDTH; i++) // the last datum for 24h is the costbasis value
for (i = 0; i < PRICES_DAYWINDOW + 1; i++) // the last datum for 24h is the costbasis value
{
if ((profits = prices_syntheticprofits(true, costbasis, firstheight, firstheight + i, leverage, vec, positionsize, addedbets)) < 0)
if ((profits = prices_syntheticprofits(costbasis, firstheight, firstheight + i, leverage, vec, positionsize, addedbets, lastprice)) < 0)
{ // we are in loss
result.push_back(Pair("rekt", (int64_t)1));
result.push_back(Pair("rektheight", (int64_t)firstheight + i));
@ -872,7 +876,7 @@ UniValue PricesSetcostbasis(int64_t txfee, uint256 bettxid)
if (i == PRICES_DAYWINDOW)
result.push_back(Pair("rekt", 0));
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice);
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice, lastprice);
if (AddNormalinputs(mtx, mypk, txfee, 4) >= txfee)
{
@ -898,7 +902,16 @@ UniValue PricesRekt(int64_t txfee, uint256 bettxid, int32_t rektheight)
{
int32_t nextheight = komodo_nextheight();
CMutableTransaction mtx = CreateNewContextualCMutableTransaction(Params().GetConsensus(), nextheight); UniValue result(UniValue::VOBJ);
struct CCcontract_info *cp, C; CTransaction bettx; uint256 hashBlock, tokenid, batontxid; int64_t myfee = 0, positionsize, addedbets, firstprice, profits, ignore, costbasis = 0; int32_t firstheight, numvouts; int16_t leverage; std::vector<uint16_t> vec; CPubKey pk, mypk, pricespk; std::string rawtx;
struct CCcontract_info *cp, C;
CTransaction bettx;
uint256 hashBlock, tokenid, batontxid;
int64_t myfee = 0, positionsize, addedbets, firstprice, lastprice, profits, ignore, costbasis = 0;
int32_t firstheight, numvouts;
int16_t leverage;
std::vector<uint16_t> vec;
CPubKey pk, mypk, pricespk;
std::string rawtx;
cp = CCinit(&C, EVAL_PRICES);
if (txfee == 0)
txfee = PRICES_TXFEE;
@ -917,11 +930,11 @@ UniValue PricesRekt(int64_t txfee, uint256 bettxid, int32_t rektheight)
}
addedbets = prices_batontxid(batontxid, bettx, bettxid);
if ((profits = prices_syntheticprofits(false, costbasis /*ignore*/, firstheight, rektheight, leverage, vec, positionsize, addedbets)) < 0)
if ((profits = prices_syntheticprofits(costbasis /*ignore*/, firstheight, rektheight, leverage, vec, positionsize, addedbets, lastprice)) < 0)
{
myfee = (positionsize + addedbets) / 500;
}
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice);
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice, lastprice);
if (myfee != 0)
{
mtx.vin.push_back(CTxIn(bettxid, 2, CScript()));
@ -956,7 +969,7 @@ UniValue PricesCashout(int64_t txfee, uint256 bettxid)
struct CCcontract_info *cp, C; char destaddr[64];
CTransaction bettx;
uint256 hashBlock, batontxid, tokenid;
int64_t CCchange = 0, positionsize, inputsum, ignore, addedbets, firstprice, profits, costbasis = 0;
int64_t CCchange = 0, positionsize, inputsum, ignore, addedbets, firstprice, lastprice, profits, costbasis = 0;
int32_t i, firstheight, height, numvouts;
int16_t leverage;
std::vector<uint16_t> vec;
@ -984,14 +997,14 @@ UniValue PricesCashout(int64_t txfee, uint256 bettxid)
}
addedbets = prices_batontxid(batontxid, bettx, bettxid);
if ((profits = prices_syntheticprofits(false, costbasis, firstheight, nextheight - 1, leverage, vec, positionsize, addedbets)) < 0)
if ((profits = prices_syntheticprofits(costbasis, firstheight, nextheight - 1, leverage, vec, positionsize, addedbets, lastprice)) < 0)
{
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice);
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice, lastprice);
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "position rekt"));
return(result);
}
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice);
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice, lastprice);
mtx.vin.push_back(CTxIn(bettxid, 2, CScript()));
if ((inputsum = AddPricesInputs(cp, mtx, destaddr, profits + txfee, 64, bettxid, 2)) > profits + txfee)
CCchange = (inputsum - profits);
@ -1016,7 +1029,7 @@ 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, profits = 0, costbasis = 0;
int64_t myfee, ignore = 0, positionsize = 0, addedbets = 0, firstprice = 0, lastprice, profits = 0, costbasis = 0;
int32_t i, firstheight = 0, height, numvouts;
int16_t leverage = 0;
std::vector<uint16_t> vec;
@ -1038,13 +1051,15 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
costbasis = prices_costbasis(bettx, costbasistxid);
addedbets = prices_batontxid(batontxid, bettx, bettxid);
/*
if( costbasis == 0 && prices_syntheticprofits(true, costbasis, firstheight, firstheight, leverage, vec, positionsize, addedbets) < 0) {
result.push_back(Pair("result", "error"));
result.push_back(Pair("error", "cannot calculate costbasis"));
return(result);
}
} */
if ((profits = prices_syntheticprofits(false, costbasis, firstheight, refheight, leverage, vec, positionsize, addedbets)) < 0)
if ((profits = prices_syntheticprofits(costbasis, firstheight, refheight, leverage, vec, positionsize, addedbets, lastprice)) < 0)
{
result.push_back(Pair("rekt", 1));
result.push_back(Pair("rektfee", (positionsize + addedbets) / 500));
@ -1054,7 +1069,7 @@ UniValue PricesInfo(uint256 bettxid, int32_t refheight)
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);
prices_betjson(result, profits, costbasis, positionsize, addedbets, leverage, firstheight, firstprice, lastprice);
result.push_back(Pair("height", (int64_t)refheight));
return(result);
}

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