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mm: Handle market params update
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This diff updates the market maker to listen for updates to the server
config. If the lot size of a market that a bot is currently trading on
is updated, the number of placements that the bot makes is updated so
that the bot places as many lots as possible without exceeding the amount
that was placed before the lot size update.
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martonp committed Nov 9, 2024
1 parent 365525e commit 3e8478c
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Showing 16 changed files with 402 additions and 155 deletions.
1 change: 1 addition & 0 deletions client/core/core.go
Original file line number Diff line number Diff line change
Expand Up @@ -8315,6 +8315,7 @@ func (c *Core) handleReconnect(host string) {
c.log.Errorf("handleReconnect: Unable to apply new configuration for DEX at %s: %v", host, err)
return
}
c.notify(newServerConfigUpdateNote(host))

type market struct { // for book re-subscribe
name string
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15 changes: 15 additions & 0 deletions client/core/notification.go
Original file line number Diff line number Diff line change
Expand Up @@ -686,6 +686,21 @@ func newUpgradeNote(topic Topic, subject, details string, severity db.Severity)
}
}

// ServerConfigUpdateNote is sent when a server's configuration is updated.
type ServerConfigUpdateNote struct {
db.Notification
Host string `json:"host"`
}

const TopicServerConfigUpdate Topic = "ServerConfigUpdate"

func newServerConfigUpdateNote(host string) *ServerConfigUpdateNote {
return &ServerConfigUpdateNote{
Notification: db.NewNotification(NoteTypeServerNotify, TopicServerConfigUpdate, "", "", db.Data),
Host: host,
}
}

// WalletCreationNote is a notification regarding asynchronous wallet creation.
type WalletCreationNote struct {
db.Notification
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105 changes: 101 additions & 4 deletions client/mm/config.go
Original file line number Diff line number Diff line change
Expand Up @@ -3,6 +3,8 @@ package mm
import (
"encoding/json"
"fmt"

"decred.org/dcrdex/dex/utils"
)

// MarketMakingConfig is the overall configuration of the market maker.
Expand Down Expand Up @@ -49,19 +51,40 @@ type AutoRebalanceConfig struct {
MinQuoteTransfer uint64 `json:"minQuoteTransfer"`
}

func (a *AutoRebalanceConfig) copy() *AutoRebalanceConfig {
return &AutoRebalanceConfig{
MinBaseTransfer: a.MinBaseTransfer,
MinQuoteTransfer: a.MinQuoteTransfer,
}
}

// BotBalanceAllocation is the initial allocation of funds for a bot.
type BotBalanceAllocation struct {
DEX map[uint32]uint64 `json:"dex"`
CEX map[uint32]uint64 `json:"cex"`
}

func (b *BotBalanceAllocation) copy() *BotBalanceAllocation {
return &BotBalanceAllocation{
DEX: utils.CopyMap(b.DEX),
CEX: utils.CopyMap(b.CEX),
}
}

// BotInventoryDiffs is the amount of funds to add or remove from a bot's
// allocation.
type BotInventoryDiffs struct {
DEX map[uint32]int64 `json:"dex"`
CEX map[uint32]int64 `json:"cex"`
}

func (d *BotInventoryDiffs) copy() *BotInventoryDiffs {
return &BotInventoryDiffs{
DEX: utils.CopyMap(d.DEX),
CEX: utils.CopyMap(d.CEX),
}
}

// balanceDiffsToAllocations converts a BotInventoryDiffs to a
// BotBalanceAllocation by removing all negative diffs.
func balanceDiffsToAllocation(diffs *BotInventoryDiffs) *BotBalanceAllocation {
Expand Down Expand Up @@ -89,6 +112,18 @@ func balanceDiffsToAllocation(diffs *BotInventoryDiffs) *BotBalanceAllocation {
// should be created and the event log db should be updated to support both
// versions.

type rpcConfig struct {
Alloc *BotBalanceAllocation `json:"alloc"`
AutoRebalance *AutoRebalanceConfig `json:"autoRebalance"`
}

func (r *rpcConfig) copy() *rpcConfig {
return &rpcConfig{
Alloc: r.Alloc.copy(),
AutoRebalance: r.AutoRebalance.copy(),
}
}

// BotConfig is the configuration for a market making bot.
// The balance fields are the initial amounts that will be reserved to use for
// this bot. As the bot trades, the amounts reserved for it will be updated.
Expand All @@ -108,17 +143,79 @@ type BotConfig struct {

// RPCConfig can be used for file-based initial allocations and
// auto-rebalance settings.
RPCConfig *struct {
Alloc *BotBalanceAllocation `json:"alloc"`
AutoRebalance *AutoRebalanceConfig `json:"autoRebalance"`
} `json:"rpcConfig"`
RPCConfig *rpcConfig `json:"rpcConfig"`

// LotSize is the lot size of the market at the time this configuration
// was created. It is used to notify the user if the lot size changes
// when they are starting the bot.
LotSize uint64 `json:"lotSize"`

// Only one of the following configs should be set
BasicMMConfig *BasicMarketMakingConfig `json:"basicMarketMakingConfig,omitempty"`
SimpleArbConfig *SimpleArbConfig `json:"simpleArbConfig,omitempty"`
ArbMarketMakerConfig *ArbMarketMakerConfig `json:"arbMarketMakingConfig,omitempty"`
}

func (c *BotConfig) copy() *BotConfig {
b := *c

b.BaseWalletOptions = utils.CopyMap(c.BaseWalletOptions)
b.QuoteWalletOptions = utils.CopyMap(c.QuoteWalletOptions)

if c.UIConfig != nil {
b.UIConfig = make(json.RawMessage, len(c.UIConfig))
copy(b.UIConfig, c.UIConfig)
}
if c.RPCConfig != nil {
b.RPCConfig = c.RPCConfig.copy()
}
if c.BasicMMConfig != nil {
b.BasicMMConfig = c.BasicMMConfig.copy()
}
if c.SimpleArbConfig != nil {
b.SimpleArbConfig = c.SimpleArbConfig.copy()
}
if c.ArbMarketMakerConfig != nil {
b.ArbMarketMakerConfig = c.ArbMarketMakerConfig.copy()
}

return &b
}

// updateLotSize modifies the bot's configuration based on an update to the
// market's lot size.
func (c *BotConfig) updateLotSize(oldLotSize, newLotSize uint64) {
if c.BasicMMConfig != nil {
c.BasicMMConfig.updateLotSize(oldLotSize, newLotSize)
} else if c.ArbMarketMakerConfig != nil {
c.ArbMarketMakerConfig.updateLotSize(oldLotSize, newLotSize)
}
}

func (c *BotConfig) validate() error {
if c.BasicMMConfig != nil {
return c.BasicMMConfig.Validate()
} else if c.SimpleArbConfig != nil {
return c.SimpleArbConfig.Validate()
} else if c.ArbMarketMakerConfig != nil {
// TODO:
// c.ArbMarketMakerConfig.Validate()
return nil
}

return fmt.Errorf("no bot config set")
}

func validateConfigUpdate(old, new *BotConfig) error {
if (old.BasicMMConfig == nil) != (new.BasicMMConfig == nil) ||
(old.SimpleArbConfig == nil) != (new.SimpleArbConfig == nil) ||
(old.ArbMarketMakerConfig == nil) != (new.ArbMarketMakerConfig == nil) {
return fmt.Errorf("cannot change bot type")
}

return new.validate()
}

func (c *BotConfig) requiresPriceOracle() bool {
return c.BasicMMConfig != nil
}
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