add sell depth & buy depth

oraichain · Aug 14, 2023 · 07d3061 · 07d3061
1 parent 56544ec
commit 07d3061
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Showing 3 changed files with 19 additions and 15 deletions.
diff --git a/packages/market-maker/src/cli.ts b/packages/market-maker/src/cli.ts
@@ -17,21 +17,23 @@ import {
 
 const cancelPercentage = Number(process.env.CANCEL_PERCENTAGE || 1); // 100% cancel
 
-const marketDepth = Number(process.env.MARKET_DEPTH);
+const sellDepth = Number(process.env.SELL_DEPTH);
+const buyDepth = Number(process.env.BUY_DEPTH);
 const buyPercentage = Number(process.env.BUY_PERCENTAGE || 0.55);
 const [spreadMin, spreadMax] = process.env.SPREAD_RANGE
   ? process.env.SPREAD_RANGE.split(",").map(Number)
-  : [0.003, 0.006];
+  : [0.001, 0.004];
 
 const maxRepeat = 5;
-const totalOrders = 10;
+const totalOrders = 5;
 
 const orderConfig: MakeOrderConfig = {
   cancelPercentage,
   buyPercentage,
   spreadMax,
   spreadMin,
-  marketDepth,
+  sellDepth,
+  buyDepth,
   totalOrders
 };
 const [orderIntervalMin, orderIntervalMax] = process.env.ORDER_INTERVAL_RANGE
@@ -48,8 +50,8 @@ const [orderIntervalMin, orderIntervalMax] = process.env.ORDER_INTERVAL_RANGE
     });
     buyer = { client, address: "orai1hz4kkphvt0smw4wd9uusuxjwkp604u7m4akyzv" };
     seller = { client, address: "orai18cgmaec32hgmd8ls8w44hjn25qzjwhannd9kpj" };
-    client.app.bank.setBalance(buyer.address, [coin(toDecimals(1000), "orai")]);
-    client.app.bank.setBalance(seller.address, [coin(toDecimals(1000), "orai")]);
+    client.app.bank.setBalance(buyer.address, [coin(toDecimals(100000), "orai")]);
+    client.app.bank.setBalance(seller.address, [coin(toDecimals(100000), "orai")]);
     usdtToken = await deployToken(buyer.client, buyer.address, {
       symbol: "USDT",
       name: "USDT token"

diff --git a/packages/market-maker/src/common.ts b/packages/market-maker/src/common.ts
@@ -130,7 +130,7 @@ export const deployToken = async (
         symbol,
         name,
         mint: { minter: senderAddress },
-        initial_balances: [{ address: senderAddress, amount: "1000000000" }, ...initial_balances]
+        initial_balances: [{ address: senderAddress, amount: "100000000000" }, ...initial_balances]
       }, "oraiswap_token", "oraiswap_token")
     ).contractAddress
   );

diff --git a/packages/market-maker/src/index.ts b/packages/market-maker/src/index.ts
@@ -10,7 +10,8 @@ export type MakeOrderConfig = {
   spreadMax: number;
   buyPercentage: number;
   cancelPercentage: number;
-  marketDepth: number;
+  sellDepth: number;
+  buyDepth: number;
   totalOrders: number;
 };
 
@@ -21,19 +22,20 @@ const getRandomSpread = (min: number, max: number) => {
   return getRandomRange(min * atomic, max * atomic) / atomic;
 };
 
-const generateOrderMsg = (oraiPrice: number, usdtContractAddress: Addr, { spreadMin, spreadMax, buyPercentage, totalOrders, marketDepth, makeProfit }: MakeOrderConfig): OraiswapLimitOrderTypes.ExecuteMsg => {
+const generateOrderMsg = (oraiPrice: number, usdtContractAddress: Addr, { spreadMin, spreadMax, buyPercentage, totalOrders, sellDepth, buyDepth, makeProfit }: MakeOrderConfig): OraiswapLimitOrderTypes.ExecuteMsg => {
   const spread = getRandomSpread(spreadMin, spreadMax);
   // buy percentage is 55%
   const direction: OrderDirection = getRandomPercentage() < buyPercentage * 100 ? 'buy' : 'sell';
   // if make profit then buy lower, sell higher than market
   const oraiPriceEntry = getSpreadPrice(oraiPrice, spread * (direction === 'buy' ? 1 : -1) * (makeProfit ? -1 : 1));
-  const volumeMax = marketDepth / totalOrders;
-  const volumeMin = (marketDepth / totalOrders)*0.7;
 
-  const oraiVolume = getRandomRange(volumeMin, volumeMax);
-  console.log({oraiVolume})
-  const usdtVolume = (oraiPriceEntry * oraiVolume).toFixed(0);
+  const totalUsdtVolume = sellDepth + buyDepth;
+  console.log({totalVolume: totalUsdtVolume});
+
+  const usdtVolume = Math.round(totalUsdtVolume / totalOrders);
   console.log({usdtVolume})
+  const oraiVolume = Math.round(usdtVolume / oraiPriceEntry);
+  console.log({oraiVolume})
 
   return {
     submit_order: {
@@ -48,7 +50,7 @@ const generateOrderMsg = (oraiPrice: number, usdtContractAddress: Addr, { spread
           info: {
             token: { contract_addr: usdtContractAddress }
           },
-          amount: usdtVolume
+          amount: usdtVolume.toString()
         }
       ],
       direction