client/mm: Arb Market Maker (#2530)

* client/mm: Arb Market Maker

This adds a market making strategy that is kind of a combination
between the basic market maker and the simple arbitrage strategies.
Based on a CEX order book, it places orders on the DEX order book, and
when there is a match on the DEX, the opposite order on the DEX is
immediately executed for a profit.

client/mm/config.go

@@ -4,13 +4,6 @@ import (
 	"fmt"
 )
 
-// MarketMakingWithCEXConfig is the configuration for a market
-// maker that places orders on both sides of the order book, but
-// only if there is profitable counter-trade on the CEX
-// order book.
-type MarketMakingWithCEXConfig struct {
-}
-
 type BalanceType uint8
 
 const (
@@ -49,9 +42,9 @@ type BotConfig struct {
 	QuoteBalance     uint64      `json:"quoteBalance"`
 
 	// Only one of the following configs should be set
-	BasicMMConfig   *BasicMarketMakingConfig   `json:"basicMarketMakingConfig,omitempty"`
-	SimpleArbConfig *SimpleArbConfig           `json:"simpleArbConfig,omitempty"`
-	MMWithCEXConfig *MarketMakingWithCEXConfig `json:"marketMakingWithCEXConfig,omitempty"`
+	BasicMMConfig        *BasicMarketMakingConfig `json:"basicMarketMakingConfig,omitempty"`
+	SimpleArbConfig      *SimpleArbConfig         `json:"simpleArbConfig,omitempty"`
+	ArbMarketMakerConfig *ArbMarketMakerConfig    `json:"arbMarketMakerConfig,omitempty"`
 
 	Disabled bool `json:"disabled"`
 }

client/mm/libxc/binance.go

@@ -552,7 +552,7 @@ func (bnc *binance) requestInto(req *http.Request, thing interface{}) error {
 		return nil
 	}
 	// TODO: use buffered reader
-	reader := io.LimitReader(resp.Body, 1<<20)
+	reader := io.LimitReader(resp.Body, 1<<22)
 	r, err := io.ReadAll(reader)
 	if err != nil {
 		return err

client/mm/mm.go

@@ -980,14 +980,26 @@ func (m *MarketMaker) Run(ctx context.Context, pw []byte, alternateConfigPath *s
 			wg.Add(1)
 			go func(cfg *BotConfig) {
 				defer wg.Done()
-				logger := m.log.SubLogger(fmt.Sprintf("Arbitrage-%s-%d-%d", cfg.Host, cfg.BaseAsset, cfg.QuoteAsset))
+				logger := m.log.SubLogger(fmt.Sprintf("SimpleArbitrage-%s-%d-%d", cfg.Host, cfg.BaseAsset, cfg.QuoteAsset))
 				cex, err := getConnectedCEX(cfg.SimpleArbConfig.CEXName)
 				if err != nil {
-					logger.Errorf("failed to connect to CEX: %v", err)
+					logger.Errorf("Failed to connect to CEX: %v", err)
 					return
 				}
 				RunSimpleArbBot(m.ctx, cfg, m.core, cex, 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, err := getConnectedCEX(cfg.ArbMarketMakerConfig.CEXName)
+				if err != nil {
+					logger.Errorf("Failed to connect to CEX: %v", err)
+					return
+				}
+				RunArbMarketMaker(m.ctx, cfg, m.core, cex, logger)
+			}(cfg)
 		default:
 			m.log.Errorf("No bot config provided. Skipping %s-%d-%d", cfg.Host, cfg.BaseAsset, cfg.QuoteAsset)
 		}