client/mm: Arb Market Maker

This adds a market making strategy that is kind of a combination
between the basic market maker and the simple arbitrage strategies.
Based on a CEX order book, it places orders on the DEX order book, and
when there is a match on the DEX, the opposite order on the DEX is
immediately executed for a profit.

client/mm/config.go

@@ -4,13 +4,6 @@ import (
 	"fmt"
 )
 
-// MarketMakingWithCEXConfig is the configuration for a market
-// maker that places orders on both sides of the order book, but
-// only if there is profitable counter-trade on the CEX
-// order book.
-type MarketMakingWithCEXConfig struct {
-}
-
 type BalanceType uint8
 
 const (
@@ -43,9 +36,9 @@ type BotConfig struct {
 	QuoteBalance     uint64      `json:"quoteBalance"`
 
 	// Only one of the following configs should be set
-	MMCfg        *MarketMakingConfig        `json:"marketMakingConfig,omitempty"`
-	MMWithCEXCfg *MarketMakingWithCEXConfig `json:"marketMakingWithCEXConfig,omitempty"`
-	ArbCfg       *SimpleArbConfig           `json:"arbConfig,omitempty"`
+	MMCfg             *MarketMakingConfig   `json:"marketMakingConfig,omitempty"`
+	ArbMarketMakerCfg *ArbMarketMakerConfig `json:"arbMarketMakerConfig,omitempty"`
+	SimpleArbCfg      *SimpleArbConfig      `json:"simpleArbConfig,omitempty"`
 
 	Disabled bool `json:"disabled"`
 }

client/mm/mm.go

@@ -838,18 +838,30 @@ func (m *MarketMaker) Run(ctx context.Context, botCfgs []*BotConfig, cexCfgs []*
 				}
 				RunBasicMarketMaker(m.ctx, cfg, m.wrappedCoreForBot(mktID), oracle, baseFiatRate, quoteFiatRate, logger)
 			}(cfg)
-		case cfg.ArbCfg != nil:
+		case cfg.SimpleArbCfg != nil:
 			wg.Add(1)
 			go func(cfg *BotConfig) {
 				defer wg.Done()
-				logger := m.log.SubLogger(fmt.Sprintf("Arbitrage-%s-%d-%d", cfg.Host, cfg.BaseAsset, cfg.QuoteAsset))
-				cex, err := getConnectedCEX(cfg.ArbCfg.CEXName)
+				logger := m.log.SubLogger(fmt.Sprintf("SimpleArbitrage-%s-%d-%d", cfg.Host, cfg.BaseAsset, cfg.QuoteAsset))
+				cex, err := getConnectedCEX(cfg.SimpleArbCfg.CEXName)
 				if err != nil {
-					logger.Errorf("failed to connect to CEX: %v", err)
+					logger.Errorf("Failed to connect to CEX: %v", err)
 					return
 				}
 				RunSimpleArbBot(m.ctx, cfg, m.core, cex, logger)
 			}(cfg)
+		case cfg.ArbMarketMakerCfg != nil:
+			wg.Add(1)
+			go func(cfg *BotConfig) {
+				defer wg.Done()
+				logger := m.log.SubLogger(fmt.Sprintf("ArbMarketMaker-%s-%d-%d", cfg.Host, cfg.BaseAsset, cfg.QuoteAsset))
+				cex, err := getConnectedCEX(cfg.ArbMarketMakerCfg.CEXName)
+				if err != nil {
+					logger.Errorf("Failed to connect to CEX: %v", err)
+					return
+				}
+				RunArbMarketMaker(m.ctx, cfg, m.core, cex, logger)
+			}(cfg)
 		default:
 			m.log.Errorf("No bot config provided. Skipping %s-%d-%d", cfg.Host, cfg.BaseAsset, cfg.QuoteAsset)
 		}