Add sdex price feed

[Reidmcc]

This adds a "sdex" pricefeed option to buysell and sell, as we talked about on #39. It doesn't have any custom strategy stuff, just the feeds.

[Reidmcc]

Ok, accounting/pnl.go is not compatible, which I didn't catch because its not compiled as part of Kelp. We could expose newCMCFeed and call it directly from pnl.go

[nikhilsaraf]

some suggestions which should simplify things a little

[Reidmcc]

Updated. I may have misunderstood something about the global hack variable suggestion. If I have it named _privateSdexHack then trade.go considers it unexported and inaccessible. For now I named it PrivateSdexHack

[nikhilsaraf]

All these changes look good. here's what's left (also commented inline):

• update method signature for GetOrderBook(pair *model.TradingPair, maxCount int32) (*model.OrderBook, error)
• fix PrivateSdexHack global to hold api and network only

[nikhilsaraf]

let's rename this to makeSDEXFeed; by convention we use make* instead of new* so as to not confuse with the new keyword in Golang

[Reidmcc]

Done. Should we also change the other price feed functions from new to make?

[nikhilsaraf]

not at this point since it's not a big deal right now. can address later if needed as a separate issue.

[nikhilsaraf]

@Reidmcc let me know once you've had a chance to address the two points in the comment above.
Created a github issue to track and reference this: #97

[nikhilsaraf]

closes #97

[Reidmcc]

I've made the remaining changes.

[nikhilsaraf]

this should be client (not sdex.API) and utils.ParseNetwork(botConfig.HorizonURL) instead of sdex.Network (can extract into a network variable first.

it's reasonable for MakeSDEX to do something like this if it needs to: API = nil since that's an abstraction we get with the make factory method. So when we reach into the sdex.API here we're breaking that abstraction and creating a dependency where there shouldn't be.

[Reidmcc]

done

[nikhilsaraf]

can remove commented out code for now

[Reidmcc]

done

[nikhilsaraf]

this should conform to the API method described in the previous comments:

GetOrderBook(pair *model.TradingPair, maxCount int32) (*model.OrderBook, error)

this would require transforming orders from horizon's format to the model.OrderBook format
I can give you sample code for this if needed, I have something.

[Reidmcc]

sample code would be great

[nikhilsaraf]

@Reidmcc the sample code below converts a single manageOffer to a model.Order.
You'd need to do something similar, converting from horizon.OrderBookSummary to model.OrderBook (which mostly contains a list of model.Order). Hope this is useful.

func manageOffer2Order(mob *build.ManageOfferBuilder, baseAsset horizon.Asset, quoteAsset horizon.Asset) (*model.Order, error) {
	orderAction := model.OrderActionSell
	price := model.NumberFromFloat(float64(mob.MO.Price.N)/float64(mob.MO.Price.D), utils.SdexPrecision)
	volume := model.NumberFromFloat(float64(mob.MO.Amount)/math.Pow(10, 7), utils.SdexPrecision)
	isBuy, e := assetsEqual(quoteAsset, mob.MO.Selling)
	if e != nil {
		return nil, fmt.Errorf("could not compare assets, error: %s", e)
	}
	if isBuy {
		orderAction = model.OrderActionBuy
		// TODO need to test price and volume conversions correctly
		// volume calculation needs to happen first since it uses the non-inverted price when multiplying
		volume = model.NumberFromFloat(volume.AsFloat()*price.AsFloat(), utils.SdexPrecision)
		price = model.InvertNumber(price)
	}

	return &model.Order{
		Pair: &model.TradingPair{
			Base:  model.FromHorizonAsset(baseAsset),
			Quote: model.FromHorizonAsset(quoteAsset),
		},
		OrderAction: orderAction,
		OrderType:   model.OrderTypeLimit,
		Price:       price,
		Volume:      volume,
		Timestamp:   model.MakeTimestamp(time.Now().UnixNano() / int64(time.Millisecond)),
	}, nil
}

[Reidmcc]

Hah, I just committed my own version before I saw this, let me know if I've got it.