client/mm: Move shared logic from bots to unifiedExchangeAdaptor

Some logic including grouping trades by placement, tracking fiat rates, and tracking order fees were shared between strategies. These are moved to the unifiedExchangeAdaptor.
decred · Jan 20, 2024 · 8542eeb · 8542eeb
1 parent 656f88a
commit 8542eeb
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Showing 10 changed files with 1,836 additions and 1,692 deletions.
diff --git a/client/mm/exchange_adaptor.go b/client/mm/exchange_adaptor.go
diff --git a/client/mm/exchange_adaptor_test.go b/client/mm/exchange_adaptor_test.go
diff --git a/client/mm/mm.go b/client/mm/mm.go
@@ -65,10 +65,6 @@ type MarketWithHost struct {
 	QuoteID uint32 `json:"quote"`
 }
 
-func (m *MarketWithHost) String() string {
-	return fmt.Sprintf("%s-%d-%d", m.Host, m.BaseID, m.QuoteID)
-}
-
 // MarketMaker handles the market making process. It supports running different
 // strategies on different markets.
 type MarketMaker struct {
@@ -581,7 +577,6 @@ func (m *MarketMaker) Run(ctx context.Context, pw []byte, alternateConfigPath *s
 	}
 	m.logInitialBotBalances(dexBaseBalances, cexBaseBalances)
 
-	fiatRates := m.core.FiatConversionRates()
 	startedMarketMaking = true
 	m.core.Broadcast(newMMStartStopNote(true))
 
@@ -601,6 +596,7 @@ func (m *MarketMaker) Run(ctx context.Context, pw []byte, alternateConfigPath *s
 			wg.Add(1)
 			go func(cfg *BotConfig) {
 				defer wg.Done()
+
 				mkt := MarketWithHost{cfg.Host, cfg.BaseAsset, cfg.QuoteAsset}
 				m.markBotAsRunning(mkt, true)
 				defer func() {
@@ -611,52 +607,98 @@ func (m *MarketMaker) Run(ctx context.Context, pw []byte, alternateConfigPath *s
 				defer func() {
 					m.core.Broadcast(newBotStartStopNote(cfg.Host, cfg.BaseAsset, cfg.QuoteAsset, false))
 				}()
-				logger := m.log.SubLogger(fmt.Sprintf("MarketMaker-%s-%d-%d", cfg.Host, cfg.BaseAsset, cfg.QuoteAsset))
+
 				mktID := dexMarketID(cfg.Host, cfg.BaseAsset, cfg.QuoteAsset)
-				baseFiatRate := fiatRates[cfg.BaseAsset]
-				quoteFiatRate := fiatRates[cfg.QuoteAsset]
-				exchangeAdaptor := unifiedExchangeAdaptorForBot(mktID, dexBaseBalances[mktID], cexBaseBalances[mktID], m.core, nil, logger)
+				logger := m.log.SubLogger(fmt.Sprintf("MarketMaker-%s", mktID))
+				exchangeAdaptor := unifiedExchangeAdaptorForBot(&exchangeAdaptorCfg{
+					botID:              mktID,
+					market:             &mkt,
+					baseDexBalances:    dexBaseBalances[mktID],
+					baseCexBalances:    cexBaseBalances[mktID],
+					core:               m.core,
+					cex:                nil,
+					maxBuyPlacements:   uint32(len(cfg.BasicMMConfig.BuyPlacements)),
+					maxSellPlacements:  uint32(len(cfg.BasicMMConfig.SellPlacements)),
+					baseWalletOptions:  cfg.BasicMMConfig.BaseOptions,
+					quoteWalletOptions: cfg.BasicMMConfig.QuoteOptions,
+					log:                logger,
+				})
 				exchangeAdaptor.run(ctx)
-				RunBasicMarketMaker(m.ctx, cfg, exchangeAdaptor, oracle, baseFiatRate, quoteFiatRate, logger)
+
+				RunBasicMarketMaker(m.ctx, cfg, exchangeAdaptor, oracle, logger)
 			}(cfg)
 		case cfg.SimpleArbConfig != nil:
 			wg.Add(1)
 			go func(cfg *BotConfig) {
 				defer wg.Done()
-				logger := m.log.SubLogger(fmt.Sprintf("SimpleArbitrage-%s-%d-%d", cfg.Host, cfg.BaseAsset, cfg.QuoteAsset))
+
 				mktID := dexMarketID(cfg.Host, cfg.BaseAsset, cfg.QuoteAsset)
+				logger := m.log.SubLogger(fmt.Sprintf("SimpleArbitrage-%s", mktID))
+
 				cex, found := cexes[cfg.CEXCfg.Name]
 				if !found {
 					logger.Errorf("Cannot start %s bot due to CEX not starting", mktID)
 					return
 				}
+
 				mkt := MarketWithHost{cfg.Host, cfg.BaseAsset, cfg.QuoteAsset}
 				m.markBotAsRunning(mkt, true)
 				defer func() {
 					m.markBotAsRunning(mkt, false)
 				}()
-				exchangeAdaptor := unifiedExchangeAdaptorForBot(mktID, dexBaseBalances[mktID], cexBaseBalances[mktID], m.core, cex, logger)
+
+				exchangeAdaptor := unifiedExchangeAdaptorForBot(&exchangeAdaptorCfg{
+					botID:              mktID,
+					market:             &mkt,
+					baseDexBalances:    dexBaseBalances[mktID],
+					baseCexBalances:    cexBaseBalances[mktID],
+					core:               m.core,
+					cex:                cex,
+					maxBuyPlacements:   1,
+					maxSellPlacements:  1,
+					baseWalletOptions:  cfg.SimpleArbConfig.BaseOptions,
+					quoteWalletOptions: cfg.SimpleArbConfig.QuoteOptions,
+					log:                logger,
+				})
 				exchangeAdaptor.run(ctx)
+
 				RunSimpleArbBot(m.ctx, cfg, exchangeAdaptor, exchangeAdaptor, logger)
 			}(cfg)
 		case cfg.ArbMarketMakerConfig != nil:
 			wg.Add(1)
 			go func(cfg *BotConfig) {
 				defer wg.Done()
-				logger := m.log.SubLogger(fmt.Sprintf("ArbMarketMaker-%s-%d-%d", cfg.Host, cfg.BaseAsset, cfg.QuoteAsset))
-				cex, found := cexes[cfg.CEXCfg.Name]
+
 				mktID := dexMarketID(cfg.Host, cfg.BaseAsset, cfg.QuoteAsset)
+				logger := m.log.SubLogger(fmt.Sprintf("ArbMarketMaker-%s", mktID))
+
+				cex, found := cexes[cfg.CEXCfg.Name]
 				if !found {
 					logger.Errorf("Cannot start %s bot due to CEX not starting", mktID)
 					return
 				}
+
 				mkt := MarketWithHost{cfg.Host, cfg.BaseAsset, cfg.QuoteAsset}
 				m.markBotAsRunning(mkt, true)
 				defer func() {
 					m.markBotAsRunning(mkt, false)
 				}()
-				exchangeAdaptor := unifiedExchangeAdaptorForBot(mktID, dexBaseBalances[mktID], cexBaseBalances[mktID], m.core, cex, logger)
+
+				exchangeAdaptor := unifiedExchangeAdaptorForBot(&exchangeAdaptorCfg{
+					botID:              mktID,
+					market:             &mkt,
+					baseDexBalances:    dexBaseBalances[mktID],
+					baseCexBalances:    cexBaseBalances[mktID],
+					core:               m.core,
+					cex:                cex,
+					maxBuyPlacements:   uint32(len(cfg.ArbMarketMakerConfig.BuyPlacements)),
+					maxSellPlacements:  uint32(len(cfg.ArbMarketMakerConfig.SellPlacements)),
+					baseWalletOptions:  cfg.ArbMarketMakerConfig.BaseOptions,
+					quoteWalletOptions: cfg.ArbMarketMakerConfig.QuoteOptions,
+					log:                logger,
+				})
 				exchangeAdaptor.run(ctx)
+
 				RunArbMarketMaker(m.ctx, cfg, exchangeAdaptor, exchangeAdaptor, logger)
 			}(cfg)
 		default: