ui: arb + market maker ui #2615

buck54321 · 2023-11-26T02:24:52Z

Implement arb + mm ui. This required a fair amount refactoring on both the front and back ends. For the back end, the primary changes are about when and how cexes are loaded. Since we need to know what markets are available before the bot it started, we need to call (CEX).Markets() during initialization, before the CEX is running. This occurs either during startup (MarketMaker is now a dex.Connector), or when the cex is added (through the new UpdateCEXConfig method).

In order to facilitate ui testing, I've made the MarketMaker an interface for use by WebServer (like clientCore), and then implemented the interface in live_test.go.

On the front end, most effort is focused around mmsettings, and there was a lot of refactoring done to facilitate the changes and clean things up.

I have attempted to test on testnet, but can't seem to get a data stream, so the book is empty (and timed out since book.latestUpdate is never set). We may want to consider writing a mock server for all simnet and testnet http and ws endpoints, rather than just wallet endpoints.

I'm not going for perfection in the UX yet, but this is a big step forward and I'll keep iterating.

martonp

UI is starting to look really great!

My main question is how will we set the Simple Arb strategy with this design?
I think it may be better if there's another popup after selecting the market that allows you to pick the strategy. Then once you're on the settings page, you just information relevant to that strategy, and a button that shows the strategy selection popup again to change the strategy. Once we add more CEXes, there will be many buttons, and it's irrelevant when you're doing market making without arb. Also there may be more strategies in the future.

I see a few issues also:

When in mm-arb mode, the reset button doesn't clear the yellow border on the new settings.
In mm-arb mode there is no way to set the balances.
It should show the CEX balances on the /mm page as well. Looks like it'll be cluttered though, maybe have two lines each for base and quote balance, one for local balance and one for CEX.
Should we still show the oracles/fiat rates when we're doing MM-Arb? Those are not involved in the bot's decision making. Maybe show some info about the CEX that will be arbed. This could be in another PR though, it's a larger job.
I don't see any way to change the API key once I set it.

martonp · 2023-11-27T04:34:49Z

client/mm/libxc/binance.go

@@ -1200,6 +1209,7 @@ type bnMarket struct {
 	QuoteAsset          string   `json:"quoteAsset"`
 	QuoteAssetPrecision int      `json:"quoteAssetPrecision"`
 	OrderTypes          []string `json:"orderTypes"`
+	Permissions         []string `json:"permissions"`


Why add Permissions?

Oops. I was just poking around trying to figure out the testnet websocket stream thing. I forgot to delete.

martonp · 2023-11-27T05:42:36Z

client/webserver/site/src/js/mm.ts

+  }
+
+  /*
+   * config returns the curret MarketMakingConfig. config will fetch the


Suggested change

* config returns the curret MarketMakingConfig. config will fetch the

* config returns the current MarketMakingConfig. config will fetch the

martonp · 2023-11-27T05:43:03Z

client/webserver/site/src/js/mm.ts

+   * config returns the curret MarketMakingConfig. config will fetch the
+   * MarketMakingConfig once. Future updates occur in updateCEXConfig and
+   * updateBotConfig. after a page handler calls config during intitialization,
+   * the the config can be accessed directly thr MM.cfg to avoid the async


Suggested change

* the the config can be accessed directly thr MM.cfg to avoid the async

* the the config can be accessed directly the MM.cfg to avoid the async

buck54321 · 2023-12-05T06:43:24Z

In mm-arb mode there is no way to set the balances.

I actually thought balance tracking wasn't enabled until #2568 was merged. My bad.

It should show the CEX balances on the /mm page as well. Looks like it'll be cluttered though, maybe have two lines each for base and quote balance, one for local balance and one for CEX.

Definitely. Just like cex markets, we need to grab cex balances before Connect so that we can math.

I don't see any way to change the API key once I set it.

Haven't gotten that far yet. Just need a button, really.

JoeGruffins · 2023-12-07T02:29:31Z

client/mm/mm.go

+		if cfg.ArbMarketMakerConfig != nil {
+			continue
+		}


Why not for the arb bot?

JoeGruffins · 2023-12-07T02:52:19Z

client/webserver/locales/en-us.go

@@ -447,6 +448,7 @@ var EnUS = map[string]string{
 	"base_asset_balance_tooltip":  "The amount of the base asset to allocate for this bot. If the upper end of this range is < 100%, it means that the rest of the balance was allocated to other bots.",
 	"quote_asset_balance_tooltip": "The amount of the quote asset to allocate for this bot. If the upper end of this range is < 100%, it means that the rest of the balance was allocated to other bots.",
 	"drift_tolerance_tooltip":     "How far from the ideal price orders are allowed to drift before they are cancelled and re-booked.",
+	"order_persistence_tooltip":   "How long CEX orders that don't immediately match be are allowed to remain booked",


Suggested change

"order_persistence_tooltip": "How long CEX orders that don't immediately match be are allowed to remain booked",

"order_persistence_tooltip": "How long CEX orders that don't immediately match are allowed to remain booked",

martonp

The back button on the mmsettings page doesn't work if a market has not been selected. Would it be better if it just redirected back to the mm page if the popup is closed without selecting a market and popup?

client/app/config.go

client/mm/libxc/binance.go

client/mm/mm.go

martonp · 2024-01-12T18:36:22Z

client/webserver/site/src/js/mmsettings.ts

+      if (baseBalance === 0) setError(page.baseBalanceErr, intl.ID_NO_ZERO)
+      if (quoteBalance === 0) setError(page.quoteBalanceErr, intl.ID_NO_ZERO)


Should we allow empty balance for one of the assets? They could start off with 0, then after the first trade have balance on that asset.

Yeah. Removing.

I think there are some additional validation steps that can be done during configuration, but it'll be a project of its own. I plan to follow up with some "quick configuration" options that will help the user get their settings right without having to manually adjust everything.

client/webserver/site/src/js/mmsettings.ts

client/mm/mm.go

client/webserver/site/src/js/mmsettings.ts

martonp

It's having some issues when I run dexc without the testbinance script running. I go to the page where it's showing the connection error. Then I run the testbinance runserver script, and when I press the submit button to reconnect, I get a javascript error. Also, if it wasn't able to connect the first time, then try to I reconnect, dexc cannot shut down. Seems to be some deadlock, but I cannot find the culprit yet.

Also, the connection error is sticking out of the box:

One other issue is that if my screen is smaller, I cannot scroll vertically on the mm settings page.

client/webserver/site/src/html/mmsettings.tmpl

Implement arbmm ui. This required a fair amount refactoring on both the front and back ends. For the back end, the primary changes are about when and how cexes are loaded. Since we need to know what markets are available before the bot it started, we need to call Markets() on cex initialization, before the CEX is running. This occurs either during startup (MarketMaker is now a dex.Connector), or when the cex is added (through the new UpdateCEXConfig method). In order to facilitate ui testing, I've made the MarketMaker an interface for use by WebServer (like clientCore), and then implemented the interface in live_test.go. On the front end, most effort is focused around mmsettings, and there was a lot of refactoring done to facilitate the changes and clean things up.

Adapt to new configuration style and new rebalance settings.

martonp

LGTM!

* ui: arb + market maker ui Implement arbmm ui. This required a fair amount refactoring on both the front and back ends. For the back end, the primary changes are about when and how cexes are loaded. Since we need to know what markets are available before the bot it started, we need to call Markets() on cex initialization, before the CEX is running. This occurs either during startup (MarketMaker is now a dex.Connector), or when the cex is added (through the new UpdateCEXConfig method). In order to facilitate ui testing, I've made the MarketMaker an interface for use by WebServer (like clientCore), and then implemented the interface in live_test.go. On the front end, most effort is focused around mmsettings, and there was a lot of refactoring done to facilitate the changes and clean things up.

martonp reviewed Nov 27, 2023

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JoeGruffins approved these changes Dec 7, 2023

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buck54321 force-pushed the binance-ui branch from 81ff432 to c8bcb27 Compare January 10, 2024 19:45

buck54321 mentioned this pull request Jan 12, 2024

client/multi: Refactor MM Balance Handling #2641

Merged

martonp reviewed Jan 12, 2024

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buck54321 force-pushed the binance-ui branch 2 times, most recently from b0780bf to 898014f Compare January 22, 2024 12:38

martonp reviewed Jan 25, 2024

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client/webserver/site/src/html/mmsettings.tmpl Outdated Show resolved Hide resolved

buck54321 added 4 commits February 3, 2024 08:21

implement simple arb. move market selection to mmsettings

049a27c

Adapt to new configuration style and new rebalance settings.

simplify go api. martonp review followup

a9d7a26

fix deadlock. other review stuff

20d1726

buck54321 force-pushed the binance-ui branch from 898014f to 20d1726 Compare February 4, 2024 12:54

martonp approved these changes Feb 5, 2024

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buck54321 merged commit d77fd7d into decred:master Feb 5, 2024
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ui: arb + market maker ui #2615

ui: arb + market maker ui #2615

buck54321 commented Nov 26, 2023

martonp left a comment

martonp Nov 27, 2023

buck54321 Nov 27, 2023

martonp Nov 27, 2023

martonp Nov 27, 2023

buck54321 commented Dec 5, 2023

JoeGruffins Dec 7, 2023

JoeGruffins Dec 7, 2023

martonp left a comment

martonp Jan 12, 2024

buck54321 Jan 21, 2024

martonp left a comment

martonp left a comment

	* config returns the curret MarketMakingConfig. config will fetch the
	* config returns the current MarketMakingConfig. config will fetch the

	* the the config can be accessed directly thr MM.cfg to avoid the async
	* the the config can be accessed directly the MM.cfg to avoid the async

	"order_persistence_tooltip": "How long CEX orders that don't immediately match be are allowed to remain booked",
	"order_persistence_tooltip": "How long CEX orders that don't immediately match are allowed to remain booked",

		if (baseBalance === 0) setError(page.baseBalanceErr, intl.ID_NO_ZERO)
		if (quoteBalance === 0) setError(page.quoteBalanceErr, intl.ID_NO_ZERO)

ui: arb + market maker ui #2615

ui: arb + market maker ui #2615

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buck54321 commented Nov 26, 2023

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