aljaz/zksync-lite-market-maker
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Merge pull request #93 from ZigZagExchange/dev

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stage master - add Invert price feed
This commit is contained in:
Trooper
2022-06-27 20:30:17 +02:00
committed by GitHub
parent 3734fa5638 870d6bb674
commit 6fcbf79914
2 changed files with 21 additions and 3 deletions
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14
README.md
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@@ -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).

8
marketmaker.js
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@@ -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;
@@ -722,7 +724,9 @@ 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