aljaz/zksync-lite-market-maker
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Merge pull request #83 from TrooperCrypto/master

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no need for splits under 1k
This commit is contained in:
Trooper
2022-05-29 22:02:06 +02:00
committed by GitHub
parent cf43aba676 48fbc3176c
commit e705632607
2 changed files with 10 additions and 45 deletions
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5
README.md
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@@ -34,7 +34,7 @@ node marketmaker.js
#### Fee Token
With the defualt setting the bot will pay the zkSync fee wiht the same token as the user (buy currency for the bot). You can chose to override that by a fixed fee token. Check if your tokens is avalible to pay fees on zkSync [here](https://zkscan.io/explorer/tokens).
With the defualt setting the bot will pay the zkSync fee wiht the same token as the user (buy currency for the bot). You can chose to override that by a fixed fee token. Check if your tokens is available to pay fees on zkSync [here](https://zkscan.io/explorer/tokens).
```
{
@@ -85,11 +85,12 @@ Orders coming in below the `minSpread` from the price feed will not be filled. T
#### Price Feed
There are 3 modes available with a 4th on the way.
There are 4 modes available with a 5th on the way.
* `cryptowatch`: Follows an external price oracle.
* `chainlink` : Follows an external price oracle. Chainlink is WEB3 and might be slower then cryptowatch.
* `constant`: Sets an fixed price and market makes around that price. Can be combined with single-sided liquidity to simulate limit orders.
* `uniswapV3`: Reads prices on-chain from a specified uniswapV3 pool
* `independent`: Under development. The price is set independent of a price feed.
**Warning:** Make sure your price feed is close to the price you see on zigzag. **Otherwise, your mm can lose money!**

50
marketmaker.js
View File

@@ -105,10 +105,6 @@ try {
// Update account state loop
setInterval(updateAccountState, 900000);
// Log mm balance over all accounts
logBalance();
setInterval(logBalance, 3 * 60 * 60 * 1000); // 3h
let fillOrdersInterval, indicateLiquidityInterval;
let zigzagws = new WebSocket(MM_CONFIG.zigzagWsUrl);
zigzagws.on('open', onWsOpen);
@@ -118,7 +114,7 @@ zigzagws.on('error', console.error);
function onWsOpen() {
zigzagws.on('message', handleMessage);
fillOrdersInterval = setInterval(fillOpenOrders, 200);
indicateLiquidityInterval = setInterval(indicateLiquidity, 5000);
indicateLiquidityInterval = setInterval(indicateLiquidity, 12500);
for (let market in MM_CONFIG.pairs) {
if (MM_CONFIG.pairs[market].active) {
const msg = {op:"subscribemarket", args:[CHAIN_ID, market]};
@@ -748,15 +744,14 @@ function indicateLiquidity (pairs = MM_CONFIG.pairs) {
const maxSellSize = Math.min(baseBalance, mmConfig.maxSize);
const maxBuySize = Math.min(quoteBalance / midPrice, mmConfig.maxSize);
// default splits
let buySplits = mmConfig.numOrdersIndicated || 10;
let sellSplits = mmConfig.numOrdersIndicated || 10;
// check if balance passes the min liquidity size - 10 USD
// dont do splits if under 1000 USD
const usdBaseBalance = baseBalance * marketInfo.baseAsset.usdPrice;
const usdQuoteBalance = quoteBalance * marketInfo.quoteAsset.usdPrice;
if (usdBaseBalance < (10 * buySplits)) buySplits = Math.floor(usdBaseBalance / 10)
if (usdQuoteBalance < (10 * sellSplits)) sellSplits = Math.floor(usdQuoteBalance / 10)
let buySplits = (usdQuoteBalance < 1000) ? 1 : (mmConfig.numOrdersIndicated || 4);
let sellSplits = (usdBaseBalance < 1000) ? 1 : (mmConfig.numOrdersIndicated || 4);
if (usdQuoteBalance < (10 * buySplits)) buySplits = Math.floor(usdQuoteBalance / 10)
if (usdBaseBalance < (10 * sellSplits)) sellSplits = Math.floor(usdBaseBalance / 10)
const liquidity = [];
for (let i=1; i <= buySplits; i++) {
@@ -928,34 +923,3 @@ async function updateAccountState() {
}
}
async function logBalance() {
try {
await updateAccountState();
// fetch all balances over all wallets per token
const balance = {};
Object.keys(WALLETS).forEach(accountId => {
const committedBalaces = WALLETS[accountId]['account_state'].committed.balances;
Object.keys(committedBalaces).forEach(token => {
if(balance[token]) {
balance[token] = balance[token] + parseInt(committedBalaces[token]);
} else {
balance[token] = parseInt(committedBalaces[token]);
}
});
});
// get token price and total in USD
let sum = 0;
await Promise.all(Object.keys(balance).map(async token => {
const price = await syncProvider.getTokenPrice(token.toString());
const tokenNumber = await syncProvider.tokenSet.formatToken(token, balance[token].toString())
sum = sum + price * tokenNumber;
}));
// log to CVS
const date = new Date().toISOString();
const content = date + ";" + sum.toFixed(2) + "\n";
fs.writeFile('price_csv.txt', content, { flag: 'a+' }, err => {});
} catch(err) {
// pass
}
}