Updated quote2orders() without useless lambdas ina for_each.

████ ███ To request new features or in case this commit breaks something for you, ████ ███ please, create a new github issue with all possible information for me, ▓███▀█▄ but never share your API Keys! ▒▓██ ███ ░▒▓█ ███ Signed-off-by: Carles Tubio <ctubio@users.noreply.github.com> _______________________________ / Hello, WORLD! \ | | \ pssst.. 1 BTC = 42057.83 EUR. / ------------------------------- \ ^__^ \ (oo)\_______ (__)\ )\/\ ||----w | || ||
ctubio · Feb 23, 2021 · 8614acc · 8614acc
1 parent 36bdbab
commit 8614acc
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Showing 6 changed files with 40 additions and 46 deletions.
diff --git a/Makefile b/Makefile
@@ -2,7 +2,7 @@ K         ?= K.sh
 MAJOR      = 0
 MINOR      = 6
 PATCH      = 1
-BUILD      = 1
+BUILD      = 2
 
 OBLIGATORY = DISCLAIMER: This is strict non-violent software: \
            \nif you hurt other living creatures, please stop; \

diff --git a/src/bin/scaling-bot/scaling-bot.data.h b/src/bin/scaling-bot/scaling-bot.data.h
@@ -19,7 +19,7 @@ namespace analpaper {
       };
       bool ready() const {
         const bool err = base.currency.empty() or quote.currency.empty();
-        if (err and Tspent > 7e+3)
+        if (err and Tspent > 21e+3)
           K.logWar("QE", "Unable to calculate quote, missing wallet data", 3e+3);
         return !err;
       };
@@ -47,14 +47,13 @@ namespace analpaper {
         Order *const order = upsert(raw);
         if (!order) return;
         if (raw.filled >= K.gateway->minSize) {
-          if (!order->isPong) {
+          if (!order->isPong)
             last = {order->price, raw.filled, order->side};
-            K.gateway->askForFees = true;
-            K.log("GW " + K.gateway->exchange, "SCALING IN  " + to_string(raw.filled) + " " + K.gateway->base + " at " + to_string(order->price) + " " + K.gateway->quote);
-          } else {
-            last.filled = 0;
-            K.log("GW " + K.gateway->exchange, "SCALING OUT " + to_string(raw.filled) + " " + K.gateway->base + " at " + to_string(order->price) + " " + K.gateway->quote);
-          }
+          K.gateway->askForFees = true;
+          K.log("GW " + K.gateway->exchange, string(order->isPong?"PONG":"PING") + " TRADE "
+            + (order->side == Side::Bid ? "BUY  " : "SELL ")
+            + K.gateway->decimal.amount.str(raw.filled) + " " + K.gateway->base + " at "
+            + K.gateway->decimal.price.str(order->price) + " " + K.gateway->quote);
         }
         if (order->isPong or order->status == Status::Terminated)
           purge(order);
@@ -149,7 +148,7 @@ namespace analpaper {
       };
       bool ready() const {
         const bool err = bids.empty() or asks.empty();
-        if (err and Tspent > 7e+3)
+        if (err and Tspent > 21e+3)
           K.logWar("QE", "Unable to calculate quote, missing market data", 3e+3);
         return !err;
       };
@@ -444,10 +443,7 @@ namespace analpaper {
           calculon.states(QuoteState::Disconnected);
       };
       bool ready() const {
-        const bool err = !(bool)greenGateway;
-        if (err and Tspent > 7e+3)
-          K.logWar("QE", "Unable to calculate quote, missing connection", 3e+3);
-        return !err;
+        return (bool)greenGateway;
       };
       void purge() {
         for (const Order *const it : calculon.purge())
@@ -459,7 +455,7 @@ namespace analpaper {
         quote2orders(calculon.quotes.bid);
       };
       void scale(const LastOrder &last) {
-        K.gateway->place(orders.upsert({
+        placeOrder({
           last.side == Side::Bid
             ? Side::Ask
             : Side::Bid,
@@ -472,7 +468,7 @@ namespace analpaper {
           Tstamp,
           true,
           K.gateway->randId()
-        }));
+        });
       };
     private:
       vector<Order*> abandon(Quote &quote) {
@@ -488,12 +484,8 @@ namespace analpaper {
         const unsigned int replace = K.gateway->askForReplace and !(
           quote.empty() or abandoned.empty()
         );
-        for_each(
-          abandoned.begin(), abandoned.end() - replace,
-          [&](Order *const it) {
-            cancelOrder(it);
-          }
-        );
+        for (auto it = abandoned.begin(); it != abandoned.end() - replace;)
+          cancelOrder(*it++);
         if (quote.empty()) return;
         if (replace) replaceOrder(quote.price, quote.isPong, abandoned.back());
         else placeOrder({

diff --git a/src/bin/scaling-bot/scaling-bot.main.h b/src/bin/scaling-bot/scaling-bot.main.h
@@ -23,12 +23,9 @@ class ScalingBot: public KryptoNinja {
           {"debug-quotes", "1",      nullptr,  "print detailed output about quoting engine"},
         },
         [&](MutableUserArguments &args) {
-          if (!arg<double>("order-size"))
-            error("CF", "Invalid empty --order-size value");
-          if (!arg<double>("ping-width"))
-            error("CF", "Invalid empty --ping-width value");
-          if (!arg<double>("pong-width"))
-            error("CF", "Invalid empty --pong-width value");
+          if (arg<int>("debug"))
+            args["debug-orders"] =
+            args["debug-quotes"] = 1;
           if (!arg<int>("scale-asks") and !arg<int>("scale-bids"))
             log("CF", "pings enabled on", "both sides");
           else if (arg<int>("scale-asks") and arg<int>("scale-bids"))
@@ -37,9 +34,17 @@ class ScalingBot: public KryptoNinja {
             log("CF", "pings enabled on", "ask side");
           else if (arg<int>("scale-bids"))
             log("CF", "pings enabled on", "bid side");
-          if (arg<int>("debug"))
-            args["debug-orders"] =
-            args["debug-quotes"] = 1;
+          Decimal opt;
+          opt.precision(1e-8);
+          if (!arg<double>("order-size"))
+            error("CF", "Invalid empty --order-size value");
+          else log("CF", "--order-size=", opt.str(arg<double>("order-size")));
+          if (!arg<double>("ping-width"))
+            error("CF", "Invalid empty --ping-width value");
+          else log("CF", "--ping-width=", opt.str(arg<double>("ping-width")));
+          if (!arg<double>("pong-width"))
+            error("CF", "Invalid empty --pong-width value");
+          else log("CF", "--pong-width=", opt.str(arg<double>("pong-width")));
         }
       };
     };

diff --git a/src/bin/trading-bot/trading-bot.data.h b/src/bin/trading-bot/trading-bot.data.h
@@ -911,7 +911,7 @@ namespace tribeca {
       {};
       bool warn_empty() const {
         const bool err = bids.empty() or asks.empty();
-        if (err and Tspent > 7e+3)
+        if (err and Tspent > 21e+3)
           K.logWar("QE", "Unable to calculate quote, missing market data", 3e+3);
         return err;
       };
@@ -1740,7 +1740,7 @@ namespace tribeca {
       };
       bool warn_empty() const {
         const bool err = empty();
-        if (err and Tspent > 7e+3)
+        if (err and Tspent > 21e+3)
           K.logWar("PG", "Unable to calculate TBP, missing wallet data", 3e+3);
         return err;
       };
@@ -2751,12 +2751,8 @@ namespace tribeca {
         const unsigned int replace = K.gateway->askForReplace and !(
           quote.empty() or abandoned.empty()
         );
-        for_each(
-          abandoned.begin(), abandoned.end() - replace,
-          [&](Order *const it) {
-            cancelOrder(it);
-          }
-        );
+        for (auto it = abandoned.begin(); it != abandoned.end() - replace;)
+          cancelOrder(*it++);
         if (quote.empty()) return;
         if (replace)
           replaceOrder(quote.price, quote.isPong, abandoned.back());

diff --git a/src/lib/Krypto.ninja-apis.h b/src/lib/Krypto.ninja-apis.h
@@ -265,9 +265,9 @@ namespace ₿ {
       Future margin    = (Future)0;
          int debug     = 0;
       Connectivity adminAgreement = Connectivity::Disconnected;
-      virtual void disconnect() {};
-      virtual bool connected() const = 0;
-      virtual json handshake() const = 0;
+      virtual void disconnect()       = 0;
+      virtual bool connected()  const = 0;
+      virtual json handshake()  const = 0;
       json handshake(const bool &nocache) {
         json reply;
         const string cache = (K_HOME "/cache/handshake")

diff --git a/src/lib/Krypto.ninja-bots.h b/src/lib/Krypto.ninja-bots.h
@@ -268,7 +268,7 @@ namespace ₿ {
           else                  clog << Ansi::r(COLOR_WHITE);
           clog << ' ' << reason;
           if (!highlight.empty())
-            clog << ' ' << Ansi::b(COLOR_YELLOW) << highlight;
+            clog << string(reason.back() != '=', ' ') << Ansi::b(COLOR_YELLOW) << highlight;
           clog << Ansi::r(COLOR_WHITE) << '.' << endl;
           return;
         }
@@ -284,7 +284,8 @@ namespace ₿ {
         if (color == 1)       wattroff(stdlog, COLOR_PAIR(COLOR_CYAN));
         else if (color == -1) wattroff(stdlog, COLOR_PAIR(COLOR_MAGENTA));
         if (!highlight.empty()) {
-          wprintw(stdlog, " ");
+          if (reason.back() != '=')
+            wprintw(stdlog, " ");
           wattroff(stdlog, COLOR_PAIR(COLOR_WHITE));
           wattron(stdlog, COLOR_PAIR(COLOR_YELLOW));
           wprintw(stdlog, highlight.data());
@@ -392,7 +393,7 @@ namespace ₿ {
                << epilogue
                << string(epilogue.empty() ? 0 : 1, '\n');
         });
-        args["autobot"]  = headless;
+        args["autobot"]  =
         args["headless"] = headless;
         args["dustybot"] = dustybot;
         args["naked"]    = !display.terminal;
@@ -448,7 +449,7 @@ namespace ₿ {
                                                "\n" "default NUMBER is '321' and the minimum is '10'"}
         }) long_options.push_back(it);
         if (ev_order) long_options.push_back(
-          {"lifetime",     "NUMBER",     "0",  "set NUMBER of minimum milliseconds to keep orders open,"
+          {"lifetime",     "NUMBER", "0",      "set NUMBER of minimum milliseconds to keep orders open,"
                                                "\n" "otherwise open orders can be replaced anytime required"}
         );
         for (const Argument &it : arguments.first)