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client/mm: Move shared logic to unifiedExchangeAdaptor #2678

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merged 2 commits into from
Mar 8, 2024
Merged

client/mm: Move shared logic to unifiedExchangeAdaptor #2678

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5f9422e
client/mm: Move shared logic from bots to unifiedExchangeAdaptor
martonp Feb 16, 2024
e82cca1
Buck review fixes
martonp Mar 7, 2024
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43 changes: 24 additions & 19 deletions client/mm/config.go
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Original file line number Diff line number Diff line change
Expand Up @@ -37,14 +37,28 @@ type CEXConfig struct {
APISecret string `json:"apiSecret"`
}

// BotCEXCfg specifies the CEX that a bot uses and the initial balances
// that should be allocated to the bot on that CEX.
// AutoRebalanceConfig determines how the bot will automatically rebalance its
// assets between the CEX and DEX. If the base or quote asset dips below the
// minimum amount, a transfer will take place, but only if both balances can be
// brought above the minimum amount and the transfer amount would be above the
// minimum transfer amount.
type AutoRebalanceConfig struct {
MinBaseAmt uint64 `json:"minBaseAmt"`
MinBaseTransfer uint64 `json:"minBaseTransfer"`
MinQuoteAmt uint64 `json:"minQuoteAmt"`
MinQuoteTransfer uint64 `json:"minQuoteTransfer"`
}

// BotCEXCfg specifies the CEX that a bot uses, the initial balances
// that should be allocated to the bot on that CEX, and the configuration
// for automatically rebalancing between the CEX and DEX.
type BotCEXCfg struct {
Name string `json:"name"`
BaseBalanceType BalanceType `json:"baseBalanceType"`
BaseBalance uint64 `json:"baseBalance"`
QuoteBalanceType BalanceType `json:"quoteBalanceType"`
QuoteBalance uint64 `json:"quoteBalance"`
Name string `json:"name"`
BaseBalanceType BalanceType `json:"baseBalanceType"`
BaseBalance uint64 `json:"baseBalance"`
QuoteBalanceType BalanceType `json:"quoteBalanceType"`
QuoteBalance uint64 `json:"quoteBalance"`
AutoRebalance *AutoRebalanceConfig `json:"autoRebalance"`
}

// BotConfig is the configuration for a market making bot.
Expand All @@ -66,6 +80,9 @@ type BotConfig struct {
QuoteFeeAssetBalanceType BalanceType `json:"quoteFeeAssetBalanceType"`
QuoteFeeAssetBalance uint64 `json:"quoteFeeAssetBalance"`

BaseWalletOptions map[string]string `json:"baseWalletOptions"`
QuoteWalletOptions map[string]string `json:"quoteWalletOptions"`

// Only applicable for arb bots.
CEXCfg *BotCEXCfg `json:"cexCfg"`

Expand All @@ -91,15 +108,3 @@ func (c *BotConfig) requiresCEX() bool {
func dexMarketID(host string, base, quote uint32) string {
return fmt.Sprintf("%s-%d-%d", host, base, quote)
}

// AutoRebalanceConfig determines how the bot will automatically rebalance its
// assets between the CEX and DEX. If the base or quote asset dips below the
// minimum amount, a transfer will take place, but only if both balances can be
// brought above the minimum amount and the transfer amount would be above the
// minimum transfer amount.
type AutoRebalanceConfig struct {
MinBaseAmt uint64 `json:"minBaseAmt"`
MinBaseTransfer uint64 `json:"minBaseTransfer"`
MinQuoteAmt uint64 `json:"minQuoteAmt"`
MinQuoteTransfer uint64 `json:"minQuoteTransfer"`
}
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