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Simple trading bot implementation #1065

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artemii235 opened this issue Sep 13, 2021 · 9 comments
Closed

Simple trading bot implementation #1065

artemii235 opened this issue Sep 13, 2021 · 9 comments
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@Milerius @smk762
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enhancement New feature or request

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@artemii235
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artemii235 commented Sep 13, 2021 •
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It's the tracking issue for the built-in simple trading bot.
@artemii235 artemii235 added the enhancement New feature or request label Sep 13, 2021
Milerius added a commit that referenced this issue Sep 13, 2021
@Milerius
feat(simple_trading_bot): draft for simple trading bot implementation #…
90562a6 
…1065

- Add `start_simple_market_maker_bot` rpc call in dispatcher_v2.rs
- Add `stop_simple_market_maker_bot` rpc call in dispatcher_v2.rs
- Create a lp_bot.rs file and initiate the module in mm2.rs
- Create a lp_bot_tests.rs file that contains unit test of the lp_bot module.
- Add a context for the simple_trading_bot in mm_ctx.rs
- Add a simple_market_maker.rs file that contains the simple trading bot logic.
- Add the loop/logic for lp_price_service_loop (that fetch price every 20 seconds)
- Add the loop of lp_bot_loop and an empty logic function
- Add bot configuration data structure
- Add price registry data structure

Some notes:

- There is too many logs right now in my implementation, I should reduce them.
@artemii235
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MM2 design notes

  • Disallow manual orders management for pairs that the bot manages.
  • Consider supporting different trading strategies. It might be a simple enum in the beginning.

@Milerius
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MM2 design notes

  • Disallow manual orders management for pairs that the bot manages.
  • Consider supporting different trading strategies. It might be a simple enum in the beginning.

I do think we can also add the fact that we need basic trading operations to be available in the lp_bot crate:

  • retrieving a balance
  • cancelling orders
  • updating orders
  • creating an order

@Milerius
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Milerius commented Sep 14, 2021 •
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I've seen in https://github.com/KomodoPlatform/atomicDEX-API/blob/42d76e65f9fe5d7bbb0148ed69a2caad72113757/mm2src/lp_ordermatch.rs#L1321 that the MakerOrder struct is already public; I can add a public function that takes the ctx into parameter and return the HashMap of MakerOrder probably?

My idea is to clone this hashmap since I need it only as a read-only operation and to avoid extra locking time.

artemii235 pushed a commit that referenced this issue Oct 13, 2021
@Milerius
simple market maker bot #1065 (#1066)
aa21c18 
* feat(simple_trading_bot): draft for simple trading bot implementation #1065

- Add `start_simple_market_maker_bot` rpc call in dispatcher_v2.rs
- Add `stop_simple_market_maker_bot` rpc call in dispatcher_v2.rs
- Create a lp_bot.rs file and initiate the module in mm2.rs
- Create a lp_bot_tests.rs file that contains unit test of the lp_bot module.
- Add a context for the simple_trading_bot in mm_ctx.rs
- Add a simple_market_maker.rs file that contains the simple trading bot logic.
- Add the loop/logic for lp_price_service_loop (that fetch price every 20 seconds)
- Add the loop of lp_bot_loop and an empty logic function
- Add bot configuration data structure
- Add price registry data structure

Some notes:

- There is too many logs right now in my implementation, I should reduce them.

* feat(simple_trading_bot): remove spurious use of a non-public data structure.

* feat(simple_trading_bot): remove unused HashSet inclusion

* feat(simple_trading_bot): remove spurious usage of return.

* enhancements(simple_trading_bot): fix needless_borrow warnings

* enhancements(simple_trading_bot): rustfmt

* enhancements(simple_trading_bot): rustfmt

* feat(simple_trading_bot): add iteration through maker_orders

- Add a function to clone maker_order as read-only ops
- Add a loop that iterate through maker orders and call update_single_order if the combination is found in cfg
- Add update_single_order without any concrete logic.

* feat(simple_trading_bot): change price url to komodo.live

* enhancements(simple_trading_bot): first iteration of fix based on the code review

- Change `StartSimpleMakerBotAnswer` to `StartSimpleMakerBotRes`
- Change `StopSimpleMakerBotAnswer` to `StopSimpleMakerBotRes`
- Remove spurious usage of `return`
- Sort alphabetically the dispatcher_v2 commands

* enhancements(simple_trading_bot): confs can be negative, switching to u64

* enhancements(simple_trading_bot): use match expression when parsing network ops.

* enhancements(simple_trading_bot): use an enum for the trading bot states

* enhancements(simple_trading_bot): use mmnumber instead of string.

* enhancements(simple_trading_bot): introducing TradingPair data structure

* enhancements(simple_trading_bot): rename functor, make it more expressive

* enhancements(simple_trading_bot): make lp_bot_tests a submodule of mm2_tests

* enhancements(simple_trading_bot): make lp_bot a submodule of lp_ordermatch

* enhancements(simple_trading_bot): don't use clone on a copiable data

* feat(simple_trading_bot): add skeleton for creating orders

* feat(simple_trading_bot): continue implementation of creating single order

* feat(clippy): fix various clippy warnings

* feat(clippy): fix various clippy warnings

* feat(price): add calculated price

* feat(simple_market_maker): add more checks and fix clippy warnings

* feat(simple_market_maker): simplify coin_find_and_checks

* feat(simple_market_maker): fix condition

* feat(simple_market_maker): finalize the creation of the order.

- Only max volume is supported for now
- min_volume not supported yet

* feat(simple_market_maker): finalize with volume and min_volume

- finalize placing order with support of volume and min_volume

* feat(simple_market_maker): add simple_market_maker_tests.rs

- add unit tests for cex rates

* fix(simple_market_maker): use the good TradingBotContext

* feat(simple_market_maker): change approach for error checking

- Now use MmError to provide more error checking
- Start update_single_order function logic

* enhancements(simple_market_maker): review fixing

- Rename set_price_strong_type -> create_maker_order
- use MmNumber without the full namespace

* enhancements(market_maker_bot): use MmNumber instead of string

* enhancements(market_maker_bot): use match expression instead of chained ifs

* enhancements(market_maker_bot): fix code review comments

- Simplify check prerequisites
- use more match expression
- cancel single order only called in the update function
- remove non required arguments from checks_order_prerequisites

* enhancements(market_maker_bot): fix code review comments

- simplify the fetching of price.

* enhancements(market_maker_bot): fix unit tests

* feat(market_maker_bot): continue update maker order

* feat(market_maker_bot): added first vwap version

* feat(market_maker_bot): add unit tests for vwap

* feat(market_maker_bot): more unit tests

* feat(simple_market_maker): add last vwap unit tests

- rename vwap functions.

* feat(simple_market_maker): refactor some code

* feat(simple_market_maker): continue refactor

* feat(simple_market_maker): move price service

* feat(simple_market_maker): continue refactoring

* feat(market_maker): implement the cancelling of pending orders

* feat(market_maker): fix unit tests

* feat(market_maker): fix review comments

- Rename MyRecentSwapsAnswer to MyRecentSwapsResponse
- use ? for serde parsing error

* feat(market_maker): fix review comments

- use MmError::err instead of MmError::new
- use display tags for error
- replace spurious display tag by debug
- use borrow whenever possible instead of clone

* feat(simple_market_maker): use a proper error for balance

* feat(simple_market_maker): use a lp_findpair like functions

* feat(get_non_zero_balance): implement get_non_zero_balance in lp_coins

* feat(simple_market_maker_bot): fix nonzerobalance

- add multiple task spawning for creating order

* feat(simple_market_maker_bot): add multiple spawn for order update

* enhancement(review): simplify update/creation order

- add a new log passthrough function that could be used

* enhancement(review): simplify cex rates

* enhancement(review): simplify mm error creation in cancel_order

* enhancement(review): rename min_volume -> min_volume_percentage from the config

* enhancement(review): refactor vwap calculation

* feat(review): clippy warnings

* feat(bot): cancel order only managed by the trading bot.

* feat(simple_market_maker): fix review comments

* feat(simple_market_maker): fix review comments

* feat(simple_market_maker): change valid trades approach, remove useless async keyword

* feat(simple_market_maker): continue review fixing

* feat(simple_market_maker): continue review fixing

* feat(simple_market_maker): clippy fix

* feat(simple_market_maker_bot): use option for timestamp

* feat(simple_market_maker_bot): simplify asynchrounous code

* feat(bot): simplify order creation

* feat(simple_market_maker): fix review iteration

* feat(clippy): fix clippy warnings

* feat(time): don't use unwrap for system time it can failed

* feat(bot): add support for custom price url default to KMD one

* feat(bot): add support for V2 endpoint and ticker groups
@artemii235
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@Milerius @smk762 Could you please also sync on this issue testing and documentation?

artemii235 pushed a commit that referenced this issue Nov 17, 2021
@Milerius
simple telegram client #1065 (#1114)
fbd47e1 
* feat(telegram): wip telegram send message

* feat(telegram): add telegram simple notification client

* feat(telegram): clippy warning

* feat(message): add a message_service object that handle a collection of MessageServiceTraits

* feat(ci): add telegram api key

* feat(message): fix review

* feat(message): use message service in simple_market_maker bot

* feat(message): fix compilation and review

* feat(simple_market_maker_bot): add swap notification

* feat(style): clone macro at the beginning

* feat(style): nest use statement

* feat(simple_bot): more detailed errors for swap history

* feat(lp_swap): log an error if the swap is not present in DB.

- If you have a swap that is not present in DB the function was returning an error, it's too aggressive.

`Error when querying swap history order cannot be created for: KMD/LTC`

- Instead skip the erroneous swaps and continue the iteration

* feat(simple_market_maker): add the possibility to control the loop refresh_rate

- Useful for small coins that doesn't update often price and to avoid taker to dump on you
- Add a default precision for notification, 8 should be enough for readable message.

* feat(wasm): use now_float() instead of system function for time manipulation

* feat(dispatcher): add a simple event dispatcher

* feat(dispatcher): use dispatcher in lp_bot

* feat(dispatcher): make wasm great again

* feat(dispatcher): fix code review

* feat(bot_cfg): add new options to prevent flash crash

* feat(simple_market_maker_bot): use V2 API for price

* feat(telegram): remove usage of unwrap_or for telegram send message

- The operation in unwrap_or was evaluated even if the option was not None

* feat(telegram): move trading bot cfg into running state

* feat(telegram): better syntax for chat id

* feat(telegram): cargo clippy

* feat(dispatcher): use TypeId to avoid construction of type

* feat(review): fix sergey review

* feat(default): make the dispatcher default constructible without implying the events

* feat(review): continue review fixing, extract more_code, introduce BotEvent

* feat(bot): add stopped event

* feat(bot): simplify on_trading_bot_event

* feat(message_service): introduce message_service ctx in MmArc

* feat(message_service): make init_message_service compile in wasm

* feat(lp_bot): add min_volume_usd settings

* feat(tests): add min_volume_usd to unit tests

* feat(lp_bot): add nomics support

* feat(lp_bot): simplify logging

* feat(log): log the time used to process a whole tick of bot logic

* feat(lp_bot): add max_volume_usd as balance_percentage alternative

* feat(lp_bot): use volume settings based on review

* feat(bot): use new volume approach in unit test

* feat(lp_bot): fix unit tests

* feat(lp_bot): fix minor changes review comment

* feat(lp_bot): add forex endpoint
@artemii235
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@Milerius @smk762 Do we consider this feature as complete for now?

@smk762
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smk762 commented Nov 24, 2021

It's been working ok for me, and docs are up at

@Milerius
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@Milerius @smk762 Do we consider this feature as complete for now?

after the merge of #1143 I would consider it as feature complete!

@smk762
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smk762 commented Nov 21, 2022

@artemii235 we can probably close this issue

@artemii235
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Ok, thanks.

@shamardy shamardy mentioned this issue Aug 1, 2024
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