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Track pending/locked bot balances
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This does not change any behavior. It will be used to display
on the UI.
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@martonp
martonp committed Jul 19, 2023
1 parent 2d4d151 commit 057fc87
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Showing 3 changed files with 557 additions and 209 deletions.
236 changes: 178 additions & 58 deletions client/mm/mm.go
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Original file line number Diff line number Diff line change
Expand Up @@ -49,6 +49,18 @@ type dexOrderBook interface {

var _ dexOrderBook = (*orderbook.OrderBook)(nil)

// botBalance keeps track of the amount of funds available for a
// bot's use, and the amount that is currently locked/pending for
// various reasons. Only the Available balance matters for the
// behavior of the bots. The others are just tracked to inform the
// user.
type botBalance struct {
Available uint64 `json:"available"`
FundingOrder uint64 `json:"fundingOrder"`
PendingRedeem uint64 `json:"pendingRedeem"`
PendingRefund uint64 `json:"pendingRefund"`
}

// botBalance keeps track of the bot balances.
// When the MarketMaker is created, it will allocate the proper amount of
// funds for each bot. Then, as the bot makes trades, each bot's balances
Expand Down Expand Up @@ -98,9 +110,9 @@ var _ dexOrderBook = (*orderbook.OrderBook)(nil)
// - ToAsset:
// INCREASE: if isAccountLocker, ExcessRedeemFees (RedeemFeesLockedFunds - ActualRedeemFees)
// else ExcessRedeemFees (MaxRedeemFeesForLotsRedeemed - ActualRedeemFees)
type botBalance struct {
type botBalances struct {
mtx sync.RWMutex
balances map[uint32]uint64
balances map[uint32]*botBalance
}

// orderInfo stores the necessary information the MarketMaker needs for a
Expand All @@ -119,6 +131,7 @@ type orderInfo struct {
singleLotRedeemFees uint64
unusedLockedFundsReturned bool
excessFeesReturned bool
matchesSeen map[order.MatchID]struct{}
matchesRefunded map[order.MatchID]struct{}
}

Expand Down Expand Up @@ -149,7 +162,7 @@ type MarketMaker struct {
log dex.Logger
core clientCore
doNotKillWhenBotsStop bool // used for testing
botBalances map[string]*botBalance
botBalances map[string]*botBalances

ordersMtx sync.RWMutex
orders map[order.OrderID]*orderInfo
Expand Down Expand Up @@ -246,7 +259,7 @@ func validateAndFilterEnabledConfigs(cfgs []*BotConfig) ([]*BotConfig, error) {
}

func (m *MarketMaker) setupBalances(cfgs []*BotConfig) error {
m.botBalances = make(map[string]*botBalance, len(cfgs))
m.botBalances = make(map[string]*botBalances, len(cfgs))

type trackedBalance struct {
balanceAvailable uint64
Expand Down Expand Up @@ -309,10 +322,14 @@ func (m *MarketMaker) setupBalances(cfgs []*BotConfig) error {
quoteBalance.balanceReserved += quoteRequired

mktID := dexMarketID(cfg.Host, cfg.BaseAsset, cfg.QuoteAsset)
m.botBalances[mktID] = &botBalance{
balances: map[uint32]uint64{
cfg.BaseAsset: baseRequired,
cfg.QuoteAsset: quoteRequired,
m.botBalances[mktID] = &botBalances{
balances: map[uint32]*botBalance{
cfg.BaseAsset: {
Available: baseRequired,
},
cfg.QuoteAsset: {
Available: quoteRequired,
},
},
}
}
Expand All @@ -331,52 +348,92 @@ func (m *MarketMaker) isAccountLocker(assetID uint32) bool {
return walletState.Traits.IsAccountLocker()
}

// increaseBotBalance increases a bot's balance of an asset.
func (m *MarketMaker) increaseBotBalance(botID string, assetID uint32, amount uint64, oidB dex.Bytes) {
bb := m.botBalances[botID]
if bb == nil {
m.log.Errorf("increaseBotBalance: bot %s not found", botID)
return
}
type botBalanceType uint8

bb.mtx.Lock()
defer bb.mtx.Unlock()
const (
balTypeAvailable botBalanceType = iota
balTypeFundingOrder
balTypePendingRedeem
balTypePendingRefund
)

if _, found := bb.balances[assetID]; found {
m.log.Debugf("botID: %s, increase asset %d, amount %d. before: %d, after: %d", botID, assetID, amount, bb.balances[assetID], bb.balances[assetID]+amount)
bb.balances[assetID] += amount
} else {
m.log.Errorf("increaseBotBalance: asset %d not found for bot %s", assetID, botID)
}
// balanceMod is passed to modifyBotBalance to increase or decrease one
// of the bot's balances for an asset.
type balanceMod struct {
increase bool
assetID uint32
typ botBalanceType
amount uint64
}

// decreaseBotBalance decreases a bot's balance of an asset.
func (m *MarketMaker) decreaseBotBalance(botID string, assetID uint32, amount uint64, oidB dex.Bytes) {
// modifyBotBalance does modifications to the various bot balances.
func (m *MarketMaker) modifyBotBalance(botID string, mods []*balanceMod) {
bb := m.botBalances[botID]
if bb == nil {
m.log.Errorf("decreaseBalance: bot %s not found", botID)
m.log.Errorf("increaseBotBalance: bot %s not found", botID)
return
}

bb.mtx.Lock()
defer bb.mtx.Unlock()

if _, found := bb.balances[assetID]; found {
if bb.balances[assetID] < amount {
m.log.Errorf("decreaseBalance: bot %s has insufficient balance for asset %d. "+
"balance: %d, amount: %d", botID, assetID, bb.balances[assetID], amount)
bb.balances[assetID] = 0
return
}
for botID, bb := range m.botBalances {
m.log.Debugf("botID: %s", botID)
for assetID, balance := range bb.balances {
m.log.Debugf(" asset %d, balance: %d", assetID, balance)
for _, mod := range mods {
assetBalance, found := bb.balances[mod.assetID]
if !found {
m.log.Errorf("modifyBotBalance: asset %d not found for bot %s", mod.assetID, botID)
continue
}

switch mod.typ {
case balTypeAvailable:
if mod.increase {
assetBalance.Available += mod.amount
} else {
if assetBalance.Available < mod.amount {
m.log.Errorf("modifyBotBalance: bot %s has insufficient balance for asset %d. "+
"balance: %d, amount: %d", botID, mod.assetID, assetBalance.Available, mod.amount)
assetBalance.Available = 0
return
}
assetBalance.Available -= mod.amount
}
case balTypeFundingOrder:
if mod.increase {
assetBalance.FundingOrder += mod.amount
} else {
if assetBalance.FundingOrder < mod.amount {
m.log.Errorf("modifyBotBalance: bot %s has insufficient funding order for asset %d. "+
"balance: %d, amount: %d", botID, mod.assetID, assetBalance.FundingOrder, mod.amount)
assetBalance.FundingOrder = 0
return
}
assetBalance.FundingOrder -= mod.amount
}
case balTypePendingRedeem:
if mod.increase {
assetBalance.PendingRedeem += mod.amount
} else {
if assetBalance.PendingRedeem < mod.amount {
m.log.Errorf("modifyBotBalance: bot %s has insufficient pending redeem for asset %d. "+
"balance: %d, amount: %d", botID, mod.assetID, assetBalance.PendingRedeem, mod.amount)
assetBalance.PendingRedeem = 0
return
}
assetBalance.PendingRedeem -= mod.amount
}
case balTypePendingRefund:
if mod.increase {
assetBalance.PendingRefund += mod.amount
} else {
if assetBalance.PendingRefund < mod.amount {
m.log.Errorf("modifyBotBalance: bot %s has insufficient pending refund for asset %d. "+
"balance: %d, amount: %d", botID, mod.assetID, assetBalance.PendingRefund, mod.amount)
assetBalance.PendingRefund = 0
return
}
assetBalance.PendingRefund -= mod.amount
}
}
bb.balances[assetID] -= amount
} else {
m.log.Errorf("decreaseBalance: asset %d not found for bot %s", assetID, botID)
}
}

Expand All @@ -392,7 +449,7 @@ func (m *MarketMaker) botBalance(botID string, assetID uint32) uint64 {
defer bb.mtx.RUnlock()

if _, found := bb.balances[assetID]; found {
return bb.balances[assetID]
return bb.balances[assetID].Available
}

m.log.Errorf("balance: asset %d not found for bot %s", assetID, botID)
Expand Down Expand Up @@ -422,18 +479,44 @@ func (m *MarketMaker) removeOrderInfo(id dex.Bytes) {
// handleMatchUpdate adds the redeem/refund amount to the bot's balance if the
// match is in the confirmed state.
func (m *MarketMaker) handleMatchUpdate(match *core.Match, oid dex.Bytes) {
if match.Status != order.MatchConfirmed && match.Refund == nil {
return
}
var matchID order.MatchID
copy(matchID[:], match.MatchID)

orderInfo := m.getOrderInfo(oid)
if orderInfo == nil {
m.log.Errorf("did not find order info for order %s", oid)
return
}

var matchID order.MatchID
copy(matchID[:], match.MatchID)
if _, seen := orderInfo.matchesSeen[matchID]; !seen {
orderInfo.matchesSeen[matchID] = struct{}{}

var maxRedeemFees uint64
if orderInfo.initialRedeemFeesLocked == 0 {
numLots := match.Qty / orderInfo.lotSize
maxRedeemFees = numLots * orderInfo.singleLotRedeemFees
}

var balanceMods []*balanceMod
if orderInfo.order.Sell {
balanceMods = []*balanceMod{
{false, orderInfo.order.BaseID, balTypeFundingOrder, match.Qty},
{true, orderInfo.order.QuoteID, balTypePendingRedeem, calc.BaseToQuote(match.Rate, match.Qty) - maxRedeemFees},
}
} else {
balanceMods = []*balanceMod{
{false, orderInfo.order.QuoteID, balTypeFundingOrder, calc.BaseToQuote(match.Rate, match.Qty)},
{true, orderInfo.order.BaseID, balTypePendingRedeem, match.Qty - maxRedeemFees},
}
}

m.modifyBotBalance(orderInfo.bot, balanceMods)
}

if match.Status != order.MatchConfirmed && match.Refund == nil {
return
}

if _, handled := orderInfo.matchesRefunded[matchID]; handled {
return
}
Expand All @@ -444,15 +527,31 @@ func (m *MarketMaker) handleMatchUpdate(match *core.Match, oid dex.Bytes) {
// TODO: Currently refunds are not handled properly. Core gives no way to
// retrieve the refund fee. Core will need to make this information available,
// and then the fee will need to be taken into account before increasing the
// bot's balance.
refundAsset := orderInfo.order.BaseID
refundQty := match.Qty
if !orderInfo.order.Sell {
refundAsset = orderInfo.order.QuoteID
refundQty = calc.BaseToQuote(match.Rate, refundQty)
// bot's balance. Also, currently we are not detecting that a refund will happen,
// only that it has already happened. When a match has been revoked, the bot's
// PendingRefund balance must be increased, and the PendingRedeem amount must be
// decreased.

var maxRedeemFees uint64
if orderInfo.initialRedeemFeesLocked == 0 {
numLots := match.Qty / orderInfo.lotSize
maxRedeemFees = numLots * orderInfo.singleLotRedeemFees
}

var balanceMods []*balanceMod
if orderInfo.order.Sell {
balanceMods = []*balanceMod{
{false, orderInfo.order.QuoteID, balTypePendingRedeem, calc.BaseToQuote(match.Rate, match.Qty) - maxRedeemFees},
{true, orderInfo.order.BaseID, balTypeAvailable, match.Qty},
}
} else {
balanceMods = []*balanceMod{
{false, orderInfo.order.BaseID, balTypePendingRedeem, match.Qty - maxRedeemFees},
{true, orderInfo.order.QuoteID, balTypeAvailable, calc.BaseToQuote(match.Rate, match.Qty)},
}
}
m.log.Tracef("oid: %s, increasing balance due to refund")
m.increaseBotBalance(orderInfo.bot, refundAsset, refundQty, oid)
m.modifyBotBalance(orderInfo.bot, balanceMods)
} else {
redeemAsset := orderInfo.order.BaseID
redeemQty := match.Qty
Expand All @@ -467,7 +566,12 @@ func (m *MarketMaker) handleMatchUpdate(match *core.Match, oid dex.Bytes) {
maxRedeemFees = numLots * orderInfo.singleLotRedeemFees
}
m.log.Tracef("oid: %s, increasing balance due to redeem, redeemQty - %v, maxRedeemFees - %v", oid, redeemQty, maxRedeemFees)
m.increaseBotBalance(orderInfo.bot, redeemAsset, redeemQty-maxRedeemFees, oid)

balanceMods := []*balanceMod{
{false, redeemAsset, balTypePendingRedeem, redeemQty - maxRedeemFees},
{true, redeemAsset, balTypeAvailable, redeemQty - maxRedeemFees},
}
m.modifyBotBalance(orderInfo.bot, balanceMods)
}

if orderInfo.finishedProcessing() {
Expand Down Expand Up @@ -530,7 +634,12 @@ func (m *MarketMaker) handleOrderUpdate(o *core.Order) {
if usedFunds < orderInfo.initialFundsLocked {
m.log.Tracef("oid: %s, returning unused locked funds, initialFundsLocked %v, filledQty %v, filledLots %v, maxSwapFees %v",
o.ID, orderInfo.initialFundsLocked, filledQty, filledLots, maxSwapFees)
m.increaseBotBalance(orderInfo.bot, fromAsset, orderInfo.initialFundsLocked-usedFunds, o.ID)

balanceMods := []*balanceMod{
{true, fromAsset, balTypeAvailable, orderInfo.initialFundsLocked - usedFunds},
{false, fromAsset, balTypeFundingOrder, orderInfo.initialFundsLocked - usedFunds},
}
m.modifyBotBalance(orderInfo.bot, balanceMods)
} else {
m.log.Errorf("oid: %v - usedFunds %d >= initialFundsLocked %d",
hex.EncodeToString(o.ID), orderInfo.initialFundsLocked)
Expand All @@ -545,7 +654,11 @@ func (m *MarketMaker) handleOrderUpdate(o *core.Order) {
maxSwapFees := filledLots * orderInfo.singleLotSwapFees
if maxSwapFees > o.FeesPaid.Swap {
m.log.Tracef("oid: %s, return excess swap fees, maxSwapFees %v, swap fees %v", o.ID, maxSwapFees, o.FeesPaid.Swap)
m.increaseBotBalance(orderInfo.bot, fromAsset, maxSwapFees-o.FeesPaid.Swap, o.ID)
balanceMods := []*balanceMod{
{true, fromAsset, balTypeAvailable, maxSwapFees - o.FeesPaid.Swap},
{false, fromAsset, balTypeFundingOrder, maxSwapFees},
}
m.modifyBotBalance(orderInfo.bot, balanceMods)
} else if maxSwapFees < o.FeesPaid.Swap {
m.log.Errorf("oid: %v - maxSwapFees %d < swap fees %d", hex.EncodeToString(o.ID), maxSwapFees, o.FeesPaid.Swap)
}
Expand All @@ -555,7 +668,11 @@ func (m *MarketMaker) handleOrderUpdate(o *core.Order) {
if orderInfo.initialRedeemFeesLocked > o.FeesPaid.Redemption {
m.log.Tracef("oid: %s, return excess redeem fees (accountLocker), initialRedeemFeesLocked %v, redemption fees %v",
o.ID, orderInfo.initialRedeemFeesLocked, o.FeesPaid.Redemption)
m.increaseBotBalance(orderInfo.bot, toAsset, orderInfo.initialRedeemFeesLocked-o.FeesPaid.Redemption, o.ID)
balanceMods := []*balanceMod{
{true, toAsset, balTypeAvailable, orderInfo.initialRedeemFeesLocked - o.FeesPaid.Redemption},
{false, toAsset, balTypeFundingOrder, orderInfo.initialRedeemFeesLocked},
}
m.modifyBotBalance(orderInfo.bot, balanceMods)
} else {
m.log.Errorf("oid: %v - initialRedeemFeesLocked %d > redemption fees %d",
hex.EncodeToString(o.ID), orderInfo.initialRedeemFeesLocked, o.FeesPaid.Redemption)
Expand All @@ -564,7 +681,10 @@ func (m *MarketMaker) handleOrderUpdate(o *core.Order) {
maxRedeemFees := filledLots * orderInfo.singleLotRedeemFees
if maxRedeemFees > o.FeesPaid.Redemption {
m.log.Tracef("oid: %s, return excess redeem fees, maxRedeemFees %v, redemption fees %v", o.ID, maxRedeemFees, o.FeesPaid.Redemption)
m.increaseBotBalance(orderInfo.bot, toAsset, maxRedeemFees-o.FeesPaid.Redemption, o.ID)
balanceMods := []*balanceMod{
{true, toAsset, balTypeAvailable, maxRedeemFees - o.FeesPaid.Redemption},
}
m.modifyBotBalance(orderInfo.bot, balanceMods)
} else if maxRedeemFees < o.FeesPaid.Redemption {
m.log.Errorf("oid: %v - maxRedeemFees %d < redemption fees %d",
hex.EncodeToString(o.ID), maxRedeemFees, o.FeesPaid.Redemption)
Expand Down
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