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mm

package

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Versions in this module

v1

v1.0.3

Feb 27, 2025

v1.0.2

Nov 12, 2024

v1.0.1

Oct 31, 2024

Changes in this version

+ const NoteTypeCEXProblems

+ const NoteTypeEpochReport

+ type BotProblems struct

+ AccountSuspended bool

+ CEXOrderbookUnsynced bool

+ CausesSelfMatch bool

+ NoPriceSource bool

+ NoWalletPeers map[uint32]bool

+ OracleFiatMismatch bool

+ UnknownError error

+ UserLimitTooLow bool

+ WalletNotSynced map[uint32]bool

type BotStatus

+ CEXProblems *CEXProblems

+ LatestEpoch *EpochReport

+ type CEXProblems struct

+ DepositErr map[uint32]*StampedError

+ TradeErr *StampedError

+ WithdrawErr map[uint32]*StampedError

+ type EpochReport struct

+ BuysReport *OrderReport

+ EpochNum uint64

+ PreOrderProblems *BotProblems

+ SellsReport *OrderReport

+ type OrderFees struct

+ BookingFeesPerLot uint64

+ Funding uint64

+ type OrderReport struct

+ AvailableCEXBal *BotBalance

+ AvailableDEXBals map[uint32]*BotBalance

+ Error *BotProblems

+ Fees *OrderFees

+ Placements []*TradePlacement

+ RemainingCEXBal uint64

+ RemainingDEXBals map[uint32]uint64

+ RequiredCEXBal uint64

+ RequiredDEXBals map[uint32]uint64

+ UsedCEXBal uint64

+ UsedDEXBals map[uint32]uint64

+ type StampedError struct

+ Error string

+ Stamp int64

+ type TradePlacement struct

+ CounterTradeRate uint64

+ Error *BotProblems

+ Lots uint64

+ OrderedLots uint64

+ Rate uint64

+ RequiredCEX uint64

+ RequiredDEX map[uint32]uint64

+ StandingLots uint64

+ UsedCEX uint64

+ UsedDEX map[uint32]uint64

v1.0.0

Aug 29, 2024

Changes in this version

+ const NoteTypeCEXNotification

+ const NoteTypeRunEvent

+ const NoteTypeRunStats

+ const TopicBalanceUpdate

+ type Amount struct

+ Atoms int64

+ Conventional float64

+ FiatRate float64

+ Fmt string

+ FmtUSD string

+ USD float64

+ func NewAmount(assetID uint32, atoms int64, fiatRate float64) *Amount

+ type ArbMarketMakerConfig struct

+ BuyPlacements []*ArbMarketMakingPlacement

+ DriftTolerance float64

+ NumEpochsLeaveOpen uint64

+ Profit float64

+ SellPlacements []*ArbMarketMakingPlacement

+ type ArbMarketMakingPlacement struct

+ Lots uint64

+ Multiplier float64

+ type AutoRebalanceConfig struct

+ MinBaseTransfer uint64

+ MinQuoteTransfer uint64

+ type BalanceEffects struct

+ Locked map[uint32]uint64

+ Pending map[uint32]uint64

+ Reserved map[uint32]uint64

+ Settled map[uint32]int64

+ type BalanceState struct

+ Balances map[uint32]*BotBalance

+ FiatRates map[uint32]float64

+ InventoryMods map[uint32]int64

+ type BasicMarketMakingConfig struct

+ BuyPlacements []*OrderPlacement

+ DriftTolerance float64

+ GapStrategy GapStrategy

+ SellPlacements []*OrderPlacement

+ func (c *BasicMarketMakingConfig) Validate() error

+ type BotBalance struct

+ Available uint64

+ Locked uint64

+ Pending uint64

+ Reserved uint64

+ type BotBalanceAllocation struct

+ CEX map[uint32]uint64

+ DEX map[uint32]uint64

+ type BotBalances struct

+ CEX *BotBalance

+ DEX *BotBalance

+ type BotConfig struct

+ ArbMarketMakerConfig *ArbMarketMakerConfig

+ BaseID uint32

+ BaseWalletOptions map[string]string

+ BasicMMConfig *BasicMarketMakingConfig

+ CEXName string

+ Host string

+ QuoteID uint32

+ QuoteWalletOptions map[string]string

+ RPCConfig ...

+ SimpleArbConfig *SimpleArbConfig

+ UIConfig json.RawMessage

+ type BotInventoryDiffs struct

+ CEX map[uint32]int64

+ DEX map[uint32]int64

+ type BotStatus struct

+ Config *BotConfig

+ RunStats *RunStats

+ Running bool

+ type CEXConfig struct

+ APIKey string

+ APISecret string

+ Name string

+ type CEXOrderEvent struct

+ BaseFilled uint64

+ ID string

+ Qty uint64

+ QuoteFilled uint64

+ Rate uint64

+ Sell bool

+ type CEXStatus struct

+ Balances map[uint32]*libxc.ExchangeBalance

+ Config *CEXConfig

+ Connected bool

+ ConnectionError string

+ Markets map[string]*libxc.Market

+ type CfgUpdate struct

+ Cfg *BotConfig

+ Timestamp int64

+ type DEXOrderEvent struct

+ ID string

+ Qty uint64

+ Rate uint64

+ Sell bool

+ Transactions []*asset.WalletTransaction

+ type DepositEvent struct

+ AssetID uint32

+ CEXCredit uint64

+ Transaction *asset.WalletTransaction

+ type FeeGapStats struct

+ BasisPrice uint64

+ FeeGap uint64

+ RemoteGap uint64

+ RoundTripFees uint64

+ type GapStrategy string

+ const GapStrategyAbsolute

+ const GapStrategyAbsolutePlus

+ const GapStrategyMultiplier

+ const GapStrategyPercent

+ const GapStrategyPercentPlus

+ type LotFeeRange struct

+ Estimated *LotFees

+ Max *LotFees

+ type LotFees struct

+ Redeem uint64

+ Refund uint64

+ Swap uint64

+ type MarketMaker struct

+ func NewMarketMaker(c clientCore, eventLogDBPath, cfgPath string, log dex.Logger) (*MarketMaker, error)

+ func (m *MarketMaker) ArchivedRuns() ([]*MarketMakingRun, error)

+ func (m *MarketMaker) AvailableBalances(mkt *MarketWithHost, alternateConfigPath *string) (dexBalances, cexBalances map[uint32]uint64, _ error)

+ func (m *MarketMaker) CEXBalance(cexName string, assetID uint32) (*libxc.ExchangeBalance, error)

+ func (m *MarketMaker) CEXBook(host string, baseID, quoteID uint32) (buys, sells []*core.MiniOrder, _ error)

+ func (m *MarketMaker) Connect(ctx context.Context) (*sync.WaitGroup, error)

+ func (m *MarketMaker) MarketReport(host string, baseID, quoteID uint32) (*MarketReport, error)

+ func (m *MarketMaker) RemoveBotConfig(host string, baseID, quoteID uint32) error

+ func (m *MarketMaker) RunLogs(startTime int64, mkt *MarketWithHost, n uint64, refID *uint64, ...) (events, updatedEvents []*MarketMakingEvent, overview *MarketMakingRunOverview, ...)

+ func (m *MarketMaker) RunOverview(startTime int64, mkt *MarketWithHost) (*MarketMakingRunOverview, error)

+ func (m *MarketMaker) RunningBotsStatus() *Status

+ func (m *MarketMaker) StartBot(startCfg *StartConfig, alternateConfigPath *string, appPW []byte) (err error)

+ func (m *MarketMaker) Status() *Status

+ func (m *MarketMaker) StopBot(mkt *MarketWithHost) error

+ func (m *MarketMaker) UpdateBotConfig(updatedCfg *BotConfig) error

+ func (m *MarketMaker) UpdateCEXConfig(updatedCfg *CEXConfig) error

+ func (m *MarketMaker) UpdateRunningBotCfg(cfg *BotConfig, balanceDiffs *BotInventoryDiffs, saveUpdate bool) error

+ func (m *MarketMaker) UpdateRunningBotInventory(mkt *MarketWithHost, balanceDiffs *BotInventoryDiffs) error

+ type MarketMakingConfig struct

+ BotConfigs []*BotConfig

+ CexConfigs []*CEXConfig

+ func (cfg *MarketMakingConfig) Copy() *MarketMakingConfig

+ type MarketMakingEvent struct

+ BalanceEffects *BalanceEffects

+ CEXOrderEvent *CEXOrderEvent

+ DEXOrderEvent *DEXOrderEvent

+ DepositEvent *DepositEvent

+ ID uint64

+ Pending bool

+ TimeStamp int64

+ UpdateConfig *BotConfig

+ UpdateInventory *map[uint32]int64

+ WithdrawalEvent *WithdrawalEvent

+ type MarketMakingRun struct

+ Market *MarketWithHost

+ StartTime int64

+ type MarketMakingRunOverview struct

+ Cfgs []*CfgUpdate

+ EndTime *int64

+ FinalState *BalanceState

+ InitialBalances map[uint32]uint64

+ ProfitLoss *ProfitLoss

+ type MarketReport struct

+ BaseFees *LotFeeRange

+ BaseFiatRate float64

+ Oracles []*OracleReport

+ Price float64

+ QuoteFees *LotFeeRange

+ QuoteFiatRate float64

+ type MarketWithHost struct

+ BaseID uint32

+ Host string

+ QuoteID uint32

+ func (m MarketWithHost) ID() string

+ func (m MarketWithHost) String() string

+ type OracleReport struct

+ BestBuy float64

+ BestSell float64

+ Host string

+ USDVol float64

+ type OrderPlacement struct

+ GapFactor float64

+ Lots uint64

+ type ProfitLoss struct

+ Diffs map[uint32]*Amount

+ Final map[uint32]*Amount

+ FinalUSD float64

+ Initial map[uint32]*Amount

+ InitialUSD float64

+ Mods map[uint32]*Amount

+ ModsUSD float64

+ Profit float64

+ ProfitRatio float64

+ type RunLogFilters struct

+ CexBuys bool

+ CexSells bool

+ Deposits bool

+ DexBuys bool

+ DexSells bool

+ Withdrawals bool

+ type RunStats struct

+ CEXBalances map[uint32]*BotBalance

+ CompletedMatches uint32

+ DEXBalances map[uint32]*BotBalance

+ FeeGap *FeeGapStats

+ InitialBalances map[uint32]uint64

+ PendingDeposits int

+ PendingWithdrawals int

+ ProfitLoss *ProfitLoss

+ StartTime int64

+ TradedUSD float64

+ type SimpleArbConfig struct

+ MaxActiveArbs uint32

+ NumEpochsLeaveOpen uint32

+ ProfitTrigger float64

+ func (c *SimpleArbConfig) Validate() error

+ type Spreader func(ctx context.Context, baseSymbol, quoteSymbol string, log dex.Logger) (sell, buy float64, err error)

+ type StartConfig struct

+ Alloc *BotBalanceAllocation

+ AutoRebalance *AutoRebalanceConfig

+ type Status struct

+ Bots []*BotStatus

+ CEXes map[string]*CEXStatus

+ type WithdrawalEvent struct

+ AssetID uint32

+ CEXDebit uint64

+ ID string

+ Transaction *asset.WalletTransaction

v1.0.0-rc3

Aug 12, 2024

v1.0.0-rc2

Aug 5, 2024

v1.0.0-rc1

Jul 24, 2024