Maker only mode (#101), closes #34

api/submitMode.go

@@ -0,0 +1,33 @@
+package api
+
+import (
+	"fmt"
+)
+
+// SubmitMode is the type of mode to be used when submitting orders to the trader bot
+type SubmitMode uint8
+
+// constants for the SubmitMode
+const (
+	SubmitModeMakerOnly SubmitMode = iota
+	SubmitModeBoth
+)
+
+// ParseSubmitMode converts a string to the SubmitMode constant
+func ParseSubmitMode(submitMode string) (SubmitMode, error) {
+	if submitMode == "maker_only" {
+		return SubmitModeMakerOnly, nil
+	} else if submitMode == "both" || submitMode == "" {
+		return SubmitModeBoth, nil
+	}
+
+	return SubmitModeBoth, fmt.Errorf("unable to parse submit mode: %s", submitMode)
+}
+
+func (s *SubmitMode) String() string {
+	if *s == SubmitModeMakerOnly {
+		return "maker_only"
+	}
+
+	return "both"
+}

cmd/trade.go

@@ -10,6 +10,7 @@ import (
 	"strings"
 	"time"
 
+	"github.com/interstellar/kelp/api"
 	"github.com/interstellar/kelp/model"
 	"github.com/interstellar/kelp/plugins"
 	"github.com/interstellar/kelp/support/logger"
@@ -181,6 +182,13 @@ func init() {
 			deleteAllOffersAndExit(l, botConfig, client, sdex)
 		}
 
+		submitMode, e := api.ParseSubmitMode(botConfig.SubmitMode)
+		if e != nil {
+			log.Println()
+			log.Println(e)
+			// we want to delete all the offers and exit here since there is something wrong with our setup
+			deleteAllOffersAndExit(l, botConfig, client, sdex)
+		}
 		timeController := plugins.MakeIntervalTimeController(
 			time.Duration(botConfig.TickIntervalSeconds)*time.Second,
 			botConfig.MaxTickDelayMillis,
@@ -189,11 +197,13 @@ func init() {
 			client,
 			botConfig.AssetBase(),
 			botConfig.AssetQuote(),
+			tradingPair,
 			botConfig.TradingAccount(),
 			sdex,
 			strat,
 			timeController,
 			botConfig.DeleteCyclesThreshold,
+			submitMode,
 			threadTracker,
 			fixedIterations,
 			dataKey,

examples/configs/trader/sample_trader.cfg

@@ -20,6 +20,9 @@ TICK_INTERVAL_SECONDS=300
 # randomized interval delay in millis
 MAX_TICK_DELAY_MILLIS=0
 
+# the mode to use when submitting - maker_only, both (default)
+SUBMIT_MODE="both"
+
 # how many continuous errors in each update cycle can the bot accept before it will delete all offers to protect its exposure.
 # this number has to be exceeded for all the offers to be deleted and any error will be counted only once per update cycle.
 # any time the bot completes a full run successfully this counter will be reset.

model/orderbook.go

@@ -141,6 +141,22 @@ func (o OrderBook) Bids() []Order {
 	return o.bids
 }
 
+// TopAsk returns the best ask in an orderbook
+func (o OrderBook) TopAsk() *Order {
+	if len(o.Asks()) > 0 {
+		return &o.Asks()[0]
+	}
+	return nil
+}
+
+// TopBid returns the best bid in an orderbook
+func (o OrderBook) TopBid() *Order {
+	if len(o.Bids()) > 0 {
+		return &o.Bids()[0]
+	}
+	return nil
+}
+
 // MakeOrderBook creates a new OrderBook from the asks and the bids
 func MakeOrderBook(pair *TradingPair, asks []Order, bids []Order) *OrderBook {
 	return &OrderBook{

plugins/sdex.go

@@ -628,7 +628,8 @@ func (sdex *SDEX) _liabilities(asset horizon.Asset, otherAsset horizon.Asset) (*
 	return &liabilities, &pairLiabilities, nil
 }
 
-func (sdex *SDEX) pair2Assets() (baseAsset horizon.Asset, quoteAsset horizon.Asset, e error) {
+// Assets returns the base and quote asset used by sdex
+func (sdex *SDEX) Assets() (baseAsset horizon.Asset, quoteAsset horizon.Asset, e error) {
 	var ok bool
 	baseAsset, ok = sdex.assetMap[sdex.pair.Base]
 	if !ok {
@@ -652,7 +653,7 @@ func (sdex *SDEX) GetTradeHistory(pair model.TradingPair, maybeCursorStart inter
 		return nil, fmt.Errorf("passed in pair (%s) did not match sdex.pair (%s)", pair.String(), sdex.pair.String())
 	}
 
-	baseAsset, quoteAsset, e := sdex.pair2Assets()
+	baseAsset, quoteAsset, e := sdex.Assets()
 	if e != nil {
 		return nil, fmt.Errorf("error while converting pair to base and quote asset: %s", e)
 	}
@@ -796,7 +797,7 @@ func (sdex *SDEX) tradesPage2TradeHistoryResult(baseAsset horizon.Asset, quoteAs
 
 // GetLatestTradeCursor impl.
 func (sdex *SDEX) GetLatestTradeCursor() (interface{}, error) {
-	baseAsset, quoteAsset, e := sdex.pair2Assets()
+	baseAsset, quoteAsset, e := sdex.Assets()
 	if e != nil {
 		return nil, fmt.Errorf("error while convertig pair to base and quote asset: %s", e)
 	}
@@ -821,7 +822,7 @@ func (sdex *SDEX) GetOrderBook(pair *model.TradingPair, maxCount int32) (*model.
 		return nil, fmt.Errorf("unregistered trading pair (%s) cannot be converted to horizon.Assets, instance's pair: %s", pair.String(), sdex.pair.String())
 	}
 
-	baseAsset, quoteAsset, e := sdex.pair2Assets()
+	baseAsset, quoteAsset, e := sdex.Assets()
 	if e != nil {
 		return nil, fmt.Errorf("cannot get SDEX orderbook: %s", e)
 	}