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https://github.com/ZigZagExchange/zksync-lite-market-maker.git
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TrooperCrypto
167
marketmaker.js
167
marketmaker.js
@@ -274,44 +274,34 @@ function isOrderFillable(order) {
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return { fillable: true, reason: null, walletId: goodWalletIds[0]};
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}
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function genQuote(chainId, marketId, side, baseQuantity, quoteQuantity = 0) {
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const market = MARKETS[marketId];
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if (CHAIN_ID !== chainId) throw new Error("badchain");
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if (!market) throw new Error("badmarket");
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if (!(['b','s']).includes(side)) throw new Error("badside");
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if (baseQuantity < 0) throw new Error("badbasequantity");
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if (quoteQuantity < 0) throw new Error("badquotequantity");
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if (baseQuantity === 0 & quoteQuantity === 0) throw new Error("badquantity");
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function genQuote(chainId, marketId, side, baseQuantity) {
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const market = MARKETS[marketId];
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if (CHAIN_ID !== chainId) throw new Error("badchain");
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if (!market) throw new Error("badmarket");
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if (!(['b','s']).includes(side)) throw new Error("badside");
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if (baseQuantity <= 0) throw new Error("badquantity");
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validatePriceFeed(marketId);
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validatePriceFeed(marketId);
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const mmConfig = MM_CONFIG.pairs[marketId];
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const mmSide = mmConfig.side || 'd';
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if (mmSide !== 'd' && mmSide === side) {
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throw new Error("badside");
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}
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const primaryPrice = PRICE_FEEDS[mmConfig.priceFeedPrimary];
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if (!primaryPrice) throw new Error("badprice");
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const SPREAD = mmConfig.minSpread + (baseQuantity * mmConfig.slippageRate);
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if (baseQuantity && !quoteQuantity) {
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if (side === 'b') {
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quoteQuantity = (baseQuantity * primaryPrice * (1 + SPREAD)) + market.quoteFee;
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} else if (side === 's') {
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quoteQuantity = (baseQuantity - market.baseFee) * primaryPrice * (1 - SPREAD);
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}
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} else if (!baseQuantity && quoteQuantity){
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if (side === 'b') {
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baseQuantity = (quoteQuantity / (primaryPrice * (1 + SPREAD))) + market.baseFee;
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} else if (side === 's') {
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baseQuantity = (quoteQuantity - market.quoteFee) / (primaryPrice * (1 - SPREAD));
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}
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} else {
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throw new Error("badbase/quotequantity");
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}
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const quotePrice = (quoteQuantity / baseQuantity).toPrecision(6);
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if (quotePrice < 0) throw new Error("Amount is inadequate to pay fee");
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if (isNaN(quotePrice)) throw new Error("Internal Error. No price generated.");
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return { quotePrice, baseQuantity, quoteQuantity };
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const mmConfig = MM_CONFIG.pairs[marketId];
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const mmSide = mmConfig.side || 'd';
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if (mmSide !== 'd' && mmSide === side) {
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throw new Error("badside");
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}
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const primaryPrice = PRICE_FEEDS[mmConfig.priceFeedPrimary];
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if (!primaryPrice) throw new Error("badprice");
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const SPREAD = mmConfig.minSpread + (baseQuantity * mmConfig.slippageRate);
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let quoteQuantity;
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if (side === 'b') {
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quoteQuantity = (baseQuantity * primaryPrice * (1 + SPREAD)) + market.quoteFee;
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}
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else if (side === 's') {
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quoteQuantity = (baseQuantity - market.baseFee) * primaryPrice * (1 - SPREAD);
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}
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const quotePrice = (quoteQuantity / baseQuantity).toPrecision(6);
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if (quotePrice < 0) throw new Error("Amount is inadequate to pay fee");
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if (isNaN(quotePrice)) throw new Error("Internal Error. No price generated.");
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return { quotePrice, quoteQuantity };
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}
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function validatePriceFeed(marketId) {
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@@ -349,72 +339,71 @@ function validatePriceFeed(marketId) {
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}
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async function sendFillRequest(orderreceipt, accountId) {
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const chainId = orderreceipt[0];
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const orderId = orderreceipt[1];
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const marketId = orderreceipt[2];
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const market = MARKETS[marketId];
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const baseCurrency = market.baseAssetId;
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const quoteCurrency = market.quoteAssetId;
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const side = orderreceipt[3];
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const baseQuantity = orderreceipt[5];
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const quoteQuantity = orderreceipt[6];
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let quote, tokenSell, tokenBuy, sellQuantity, buyQuantity, buySymbol, sellSymbol;
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if (side === "b") {
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quote = genQuote(chainId, marketId, side, baseQuantity);
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const chainId = orderreceipt[0];
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const orderId = orderreceipt[1];
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const marketId = orderreceipt[2];
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const market = MARKETS[marketId];
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const baseCurrency = market.baseAssetId;
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const quoteCurrency = market.quoteAssetId;
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const side = orderreceipt[3];
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const baseQuantity = orderreceipt[5];
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const quoteQuantity = orderreceipt[6];
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const quote = genQuote(chainId, marketId, side, baseQuantity);
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let tokenSell, tokenBuy, sellQuantity, buyQuantity, buySymbol, sellSymbol;
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if (side === "b") {
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tokenSell = market.baseAssetId;
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tokenBuy = market.quoteAssetId;
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sellSymbol = market.baseAsset.symbol;
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buySymbol = market.quoteAsset.symbol;
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// Add 1 bip to to protect against rounding errors
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sellQuantity = baseQuantity.toFixed(market.baseAsset.decimals); // set by user
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buyQuantity = quote.quoteQuantity.toFixed(market.quoteAsset.decimals);
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} else if (side === "s") {
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quote = genQuote(chainId, marketId, side, 0, quoteQuantity);
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sellQuantity = (baseQuantity * 1.0001).toFixed(market.baseAsset.decimals);
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buyQuantity = (quote.quoteQuantity * 0.9999).toFixed(market.quoteAsset.decimals);
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} else if (side === "s") {
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tokenSell = market.quoteAssetId;
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tokenBuy = market.baseAssetId;
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sellSymbol = market.quoteAsset.symbol;
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buySymbol = market.baseAsset.symbol;
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// Add 1 bip to to protect against rounding errors
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sellQuantity = quoteQuantity.toFixed(market.quoteAsset.decimals); // set by user
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buyQuantity = quote.baseQuantity.toFixed(market.baseAsset.decimals);
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}
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const sellQuantityParsed = syncProvider.tokenSet.parseToken(
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tokenSell,
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sellQuantity
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);
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const sellQuantityPacked = zksync.utils.closestPackableTransactionAmount(sellQuantityParsed);
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const tokenRatio = {};
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tokenRatio[tokenBuy] = buyQuantity;
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tokenRatio[tokenSell] = sellQuantity;
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const oneMinExpiry = (Date.now() / 1000 | 0) + 60;
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const orderDetails = {
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tokenSell,
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tokenBuy,
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amount: sellQuantityPacked,
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ratio: zksync.utils.tokenRatio(tokenRatio),
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validUntil: oneMinExpiry
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}
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const fillOrder = await WALLETS[accountId].syncWallet.getOrder(orderDetails);
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sellQuantity = (quote.quoteQuantity * 1.0001).toFixed(market.quoteAsset.decimals);
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buyQuantity = (baseQuantity * 0.9999).toFixed(market.baseAsset.decimals);
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}
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const sellQuantityParsed = syncProvider.tokenSet.parseToken(
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tokenSell,
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sellQuantity
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);
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const sellQuantityPacked = zksync.utils.closestPackableTransactionAmount(sellQuantityParsed);
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const tokenRatio = {};
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tokenRatio[tokenBuy] = buyQuantity;
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tokenRatio[tokenSell] = sellQuantity;
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const oneMinExpiry = (Date.now() / 1000 | 0) + 60;
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const orderDetails = {
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tokenSell,
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tokenBuy,
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amount: sellQuantityPacked,
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ratio: zksync.utils.tokenRatio(tokenRatio),
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validUntil: oneMinExpiry
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}
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const fillOrder = await WALLETS[accountId].syncWallet.getOrder(orderDetails);
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// Set wallet flag
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WALLETS[accountId]['ORDER_BROADCASTING'] = true;
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// Set wallet flag
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WALLETS[accountId]['ORDER_BROADCASTING'] = true;
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// ORDER_BROADCASTING should not take longer as 5 sec
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setTimeout(function() {
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WALLETS[accountId]['ORDER_BROADCASTING'] = false;
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}, 5000);
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// ORDER_BROADCASTING should not take longer as 5 sec
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setTimeout(function() {
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WALLETS[accountId]['ORDER_BROADCASTING'] = false;
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}, 5000);
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const resp = { op: "fillrequest", args: [chainId, orderId, fillOrder] };
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zigzagws.send(JSON.stringify(resp));
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rememberOrder(chainId,
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marketId,
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orderId,
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quote.quotePrice,
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sellSymbol,
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sellQuantity,
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buySymbol,
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buyQuantity
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);
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const resp = { op: "fillrequest", args: [chainId, orderId, fillOrder] };
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zigzagws.send(JSON.stringify(resp));
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rememberOrder(chainId,
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marketId,
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orderId,
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quote.quotePrice,
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sellSymbol,
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sellQuantity,
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buySymbol,
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buyQuantity
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);
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}
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async function broadcastFill(chainId, orderId, swapOffer, fillOrder, wallet) {
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