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Merge pull request #85 from geniusyield/visibility
feat: make some internal libraries public & utilise `/prices` taptools endpoint
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‎README.md

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@@ -136,7 +136,7 @@ Note that two prices providers are supported: *Maestro* and *Taptools*. It is
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* `ur_coll` (optional) is the UTxO to be reserved as collateral. Though specifying `ur_coll` is optional but it is advised to set it as then this UTxO would be reserved (i.e., would not be spent) and thus be always available to serve as collateral. It is preferred for `ur_coll` to be pure 5 ADA only UTxO (i.e., no other tokens besides ADA).
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* `mbc_delay` - Bot in single iteration tries to determine which orders need to be placed and which are needed to be cancelled. Once determined, it tries building the transactions and proceeds with submitting them, completing this single iteration. `mbc_delay` determines time in microseconds that bot must wait before proceeding with next iteration.
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* `mbc_price_config` gives the configuration on how to get market price using [Maestro](https://docs.gomaestro.org/Cardano/DefiMarketAPI/mkt-dex-ohlc) or [Taptools](https://openapi.taptools.io/#tag/Market-Tokens/paths/~1token~1ohlcv/get) endpoints, for a token.
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* `mbc_price_config` gives the configuration on how to get market price using [Maestro](https://docs.gomaestro.org/Cardano/DefiMarketAPI/mkt-dex-ohlc) or [Taptools](https://openapi.taptools.io/#tag/Market-Tokens/paths/~1token~1prices/post) endpoints, for a token.
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* `pc_price_common_cfg` contains the configuration parameters common to both prices providers.
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* `pcc_network_id` determines Cardano network which is mentioned for in API calls. It should always be kept `mainnet` as of now.
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* `pcc_price_diff_threshold1` if the *relative standard deviation*[^relstddev] among the prices providers is above this parameter, automatic cancelation of open orders is triggered (without raising logs' severity to "warning").
@@ -158,7 +158,6 @@ Note that two prices providers are supported: *Maestro* and *Taptools*. It is
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* Taptools:
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* `ttc_api_key` is the Taptools API key.
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* `ttc_resolution` is the resolution for the mentioned Taptools endpoint. Possible values of resolution can be seen [here](https://openapi.taptools.io/#tag/Market-Tokens/paths/~1token~1ohlcv/get).
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* `ttc_pair_override` plays the same role as `mc_pair_override` described above, but for Taptools. Note that asset class is set with `ttpo_asset` and its precison (number of decimals) with `ttpo_precision`.
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* `mbc_strategy_config` determines parameters for strategy:

‎geniusyield-market-maker/CHANGELOG.md

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@@ -1,5 +1,10 @@
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# Revision history for geniusyield-market-maker
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## 0.6.0 -- 2024-06-24
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* Utilise [`/token/prices`](https://openapi.taptools.io/#tag/Market-Tokens/paths/~1token~1prices/post) api endpoint instead of [`/token/ohlcv`](https://openapi.taptools.io/#tag/Market-Tokens/paths/~1token~1ohlcv/get) for TapTools price provider.
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* Internal code refactoring to facilitate importing this library.
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## 0.5.0 -- 2024-05-14
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* Added support for having Taptools as a second prices provider.

‎geniusyield-market-maker/geniusyield-market-maker.cabal

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@@ -1,6 +1,6 @@
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cabal-version: 3.4
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name: geniusyield-market-maker
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version: 0.5.0
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version: 0.6.0
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build-type: Simple
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extra-doc-files: CHANGELOG.md
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synopsis:
@@ -102,24 +102,26 @@ library datasource-providers
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import: common-lang
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import: common-deps
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import: common-ghc-opts
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hs-source-dirs: ../impl/datasource-providers
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hs-source-dirs: impl/datasource-providers
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build-depends:
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, geniusyield-dex-api
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, geniusyield-orderbot-framework:common
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exposed-modules: GeniusYield.OrderBot.DataSource.Providers
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visibility: public
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library orderbook-annset
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import: common-lang
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import: common-deps
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import: common-ghc-opts
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hs-source-dirs: ../impl/orderbook-annset
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hs-source-dirs: impl/orderbook-annset
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build-depends:
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, geniusyield-annset
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, geniusyield-dex-api
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, geniusyield-orderbot-framework:{common, datasource}
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exposed-modules: GeniusYield.OrderBot.OrderBook.AnnSet
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visibility: public
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library geniusyield-market-maker-lib
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import: common-lang
@@ -150,6 +152,7 @@ library geniusyield-market-maker-lib
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, servant-client-core
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mixins:
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geniusyield-market-maker:orderbook-annset requires (GeniusYield.OrderBot.DataSource as GeniusYield.OrderBot.DataSource.Providers)
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visibility: public
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-- Build targets
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‎impl/datasource-providers/GeniusYield/OrderBot/DataSource/Providers.hs ‎geniusyield-market-maker/impl/datasource-providers/GeniusYield/OrderBot/DataSource/Providers.hs

File renamed without changes.

‎impl/orderbook-annset/GeniusYield/OrderBot/OrderBook/AnnSet.hs ‎geniusyield-market-maker/impl/orderbook-annset/GeniusYield/OrderBot/OrderBook/AnnSet.hs

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‎impl/orderbook-list/GeniusYield/OrderBot/OrderBook/List.hs ‎geniusyield-market-maker/impl/orderbook-list/GeniusYield/OrderBot/OrderBook/List.hs

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‎geniusyield-market-maker/src/GeniusYield/MarketMaker/MakerBot.hs

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@@ -40,7 +40,7 @@ data MBFret = MBReady | MBSpooked1
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}
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| MBSpooked2
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{ mbs2Relax ∷ !Int }
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-----------------------------------------------------------------------
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---------------------------- ACTIONS ----------------------------------
@@ -62,7 +62,7 @@ cancelAllOrders' MakerBot {mbUser} netId providers di = do
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else do
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let (batch, rest) = splitAt 6 partialOrderInfos
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userAddr = addrUser netId mbUser
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txBody ←
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txBody ←
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runGYTxMonadNode netId providers [userAddr] userAddr (uColl mbUser)
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$ runReaderT (cancelMultiplePartialOrders' (dexPORefs di) batch) di
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let signedTx =
@@ -90,7 +90,7 @@ buildAndSubmitActions user@User {uColl, uStakeCred} providers netId ua di = flip
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forM_ placeActions $ \pa@PlaceOrderAction {..} → do
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logInfo $ "Building for place action: " <> show pa
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txBody ←
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txBody ←
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runGYTxMonadNode netId providers [userAddr] userAddr uColl
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$ flip runReaderT di
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$ placePartialOrder
@@ -173,62 +173,60 @@ mbStateMachine runStrategy mb@MakerBot {mbUser, mbDelay, mbToken} netId provider
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MBSpooked1 {..} → do
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if mbs1Relax >= pccAfterExitRelaxAim1 cfg then do
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lift $ gyLogInfo providers logNS $ "[MBSpooked1] Resuming strategy"
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lift $ gyLogInfo providers logNS "[MBSpooked1] Resuming strategy"
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put MBReady
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else if mbs1Worse >= pccAfterExitWorseMax1 cfg
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then do
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lift $ gyLogWarning providers logNS $ "[MBSpooked1] Price mismatch among providers lasting a long time!"
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lift $ gyLogWarning providers logNS "[MBSpooked1] Price mismatch among providers lasting a long time!"
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put MBSpooked2 { mbs2Relax = 0 }
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else do
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pe ← lift $ priceEstimate' pp mbToken
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case pe of
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PriceMismatch1 → do
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lift $ gyLogInfo providers logNS $ "[MBSpooked1] Price mismatch persists"
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lift $ gyLogInfo providers logNS "[MBSpooked1] Price mismatch persists"
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put MBSpooked1 { mbs1Relax = 0, mbs1Worse = mbs1Worse + 1 }
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PriceMismatch2 → do
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lift $ gyLogWarning providers logNS $ "[MBSpooked1] Outrageous price mismatch among providers!"
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lift $ gyLogWarning providers logNS "[MBSpooked1] Outrageous price mismatch among providers!"
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put MBSpooked2 { mbs2Relax = 0 }
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PriceUnavailable → do
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lift $ gyLogWarning providers logNS $ "[MBSpooked1] All Prices Providers unavailable!"
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lift $ gyLogWarning providers logNS "[MBSpooked1] All Prices Providers unavailable!"
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put MBSpooked2 { mbs2Relax = 0 }
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PriceSourceFail es pps _ → do
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lift $ logPricesProviderFail providers es pps
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PriceSourceFail es pps _ → lift $ logPricesProviderFail providers es pps
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PriceAverage _ → do
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lift $ gyLogInfo providers logNS $ "[MBSpooked1] Apparent recovery of Prices Providers; waiting for observation period to elapse."
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lift $ gyLogInfo providers logNS "[MBSpooked1] Apparent recovery of Prices Providers; waiting for observation period to elapse."
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put MBSpooked1 { mbs1Relax = mbs1Relax + 1, mbs1Worse = mbs1Worse }
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lift $ threadDelay respiteDelay
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MBSpooked2 {..} → do
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if mbs2Relax >= pccAfterExitRelaxAim2 cfg then do
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lift $ gyLogInfo providers logNS $ "[MBSpooked2] Resuming strategy"
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lift $ gyLogInfo providers logNS "[MBSpooked2] Resuming strategy"
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put MBReady
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else do
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pe ← lift $ priceEstimate' pp mbToken
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case pe of
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PriceMismatch1 → do
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lift $ gyLogWarning providers logNS $ "[MBSpooked2] Price mismatch persists"
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lift $ gyLogWarning providers logNS "[MBSpooked2] Price mismatch persists"
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put MBSpooked2 { mbs2Relax = 0 }
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PriceMismatch2 → do
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lift $ gyLogWarning providers logNS $ "[MBSpooked2] Outrageous price mismatch persists"
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lift $ gyLogWarning providers logNS "[MBSpooked2] Outrageous price mismatch persists"
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put MBSpooked2 { mbs2Relax = 0 }
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PriceUnavailable → do
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lift $ gyLogWarning providers logNS $ "[MBSpooked2] All Prices Providers unavailable"
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lift $ gyLogWarning providers logNS "[MBSpooked2] All Prices Providers unavailable"
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put MBSpooked2 { mbs2Relax = 0 }
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PriceSourceFail es pps _ → do
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lift $ logPricesProviderFail providers es pps
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PriceSourceFail es pps _ → lift $ logPricesProviderFail providers es pps
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PriceAverage _ → do
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lift $ gyLogInfo providers logNS $ "[MBSpooked2] Apparent recovery of Prices Providers; waiting for observation period to elapse."
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lift $ gyLogInfo providers logNS "[MBSpooked2] Apparent recovery of Prices Providers; waiting for observation period to elapse."
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put MBSpooked2 { mbs2Relax = mbs2Relax + 1 }
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lift $ threadDelay respiteDelay
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→ StateT MBFret IO ()
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evolveStrategy runStrategy mb netId providers pp di =
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forever $ mbStateMachine runStrategy mb netId providers pp di
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executeStrategy
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∷ Strategy
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→ MakerBot

‎geniusyield-market-maker/src/GeniusYield/MarketMaker/MakerBotConfig.hs

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@@ -23,7 +23,7 @@ data MakerBotConfig = MakerBotConfig
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mbcPriceConfig ∷ !PriceConfig
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}
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deriving stock (Show, Generic)
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deriving (FromJSON) via CustomJSON '[FieldLabelModifier '[CamelToSnake]] MakerBotConfig
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deriving (FromJSON, ToJSON) via CustomJSON '[FieldLabelModifier '[CamelToSnake]] MakerBotConfig
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instance FromEnv MakerBotConfig where
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fromEnv _ =

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