Merge pull request #93 from ZigZagExchange/dev

stage master - add Invert price feed

README.md

@@ -193,6 +193,20 @@ With constant mode, you can set a fixed price to market make. The bot will not c
 }
 ```
 
+###### Invert price feed
+For some pairs, you might just find a price feed for the inverse of the pair. If you want to mm for ZZ-USDC and only find a USDC-ZZ price feed. In those cases, you need to invert the fee. This will only work if the secondary price feed is inverted as well or set to null.
+Example:
+```
+"ETH-USDC": {
+    "side": "d",
+    "priceFeedPrimary": "uniswapv3:0x5f4eC3Df9cbd43714FE2740f5E3616155c5b8419",
+    "priceFeedSecondary": null,
+    "invert": true,
+    ....
+}
+```
+
+
 ## Pair Options
 
 These pair options can be set for each pair individual. You can even use more then on option per pair (though they might cancel each other out).

marketmaker.js

@@ -301,7 +301,9 @@ function genQuote(chainId, marketId, side, baseQuantity) {
   if (mmSide !== 'd' && mmSide === side) {
       throw new Error("badside");
   }
-  const primaryPrice = PRICE_FEEDS[mmConfig.priceFeedPrimary];
+  const primaryPrice = (mmConfig.invert)
+    ? (1 / PRICE_FEEDS[mmConfig.priceFeedPrimary])
+    : PRICE_FEEDS[mmConfig.priceFeedPrimary];
   if (!primaryPrice) throw new Error("badprice");
   const SPREAD = mmConfig.minSpread + (baseQuantity * mmConfig.slippageRate);
   let quoteQuantity;
@@ -721,8 +723,10 @@ function indicateLiquidity (pairs = MM_CONFIG.pairs) {
 
         const marketInfo = MARKETS[marketId];
         if (!marketInfo) continue;
-
-        const midPrice = PRICE_FEEDS[mmConfig.priceFeedPrimary];
+        
+        const midPrice = (mmConfig.invert)
+            ? (1 / PRICE_FEEDS[mmConfig.priceFeedPrimary])
+            : PRICE_FEEDS[mmConfig.priceFeedPrimary];
         if (!midPrice) continue;
 
         const expires = (Date.now() / 1000 | 0) + 10; // 10s expiry