client/mm: Tracking of CEX balances

Tracking of CEX balances for each bot is implemented in a similar fashion
to tracking bot balances on the DEX. A `wrappedCEX` is created for each
bot which behaves as if the entire balance of the CEX is the amount that
is allocated for each bot.

client/mm/config.go

@@ -34,20 +34,31 @@ type CEXConfig struct {
 	APISecret string `json:"apiSecret"`
 }
 
+// BotCEXCfg is the specifies the CEX that a bot uses and the initial balances
+// that should be allocated to the bot on that CEX.
+type BotCEXCfg struct {
+	Name             string      `json:"name"`
+	BaseBalanceType  BalanceType `json:"baseBalanceType"`
+	BaseBalance      uint64      `json:"baseBalance"`
+	QuoteBalanceType BalanceType `json:"quoteBalanceType"`
+	QuoteBalance     uint64      `json:"quoteBalance"`
+}
+
 // BotConfig is the configuration for a market making bot.
 // The balance fields are the initial amounts that will be reserved to use for
 // this bot. As the bot trades, the amounts reserved for it will be updated.
 type BotConfig struct {
-	Host       string `json:"host"`
-	BaseAsset  uint32 `json:"baseAsset"`
-	QuoteAsset uint32 `json:"quoteAsset"`
-
-	BaseBalanceType BalanceType `json:"baseBalanceType"`
-	BaseBalance     uint64      `json:"baseBalance"`
-
+	Host             string      `json:"host"`
+	BaseAsset        uint32      `json:"baseAsset"`
+	QuoteAsset       uint32      `json:"quoteAsset"`
+	BaseBalanceType  BalanceType `json:"baseBalanceType"`
+	BaseBalance      uint64      `json:"baseBalance"`
 	QuoteBalanceType BalanceType `json:"quoteBalanceType"`
 	QuoteBalance     uint64      `json:"quoteBalance"`
 
+	// Only applicable for arb bots.
+	CEXCfg *BotCEXCfg `json:"cexCfg"`
+
 	// Only one of the following configs should be set
 	BasicMMConfig   *BasicMarketMakingConfig   `json:"basicMarketMakingConfig,omitempty"`
 	SimpleArbConfig *SimpleArbConfig           `json:"simpleArbConfig,omitempty"`
@@ -63,6 +74,10 @@ func (c *BotConfig) requiresPriceOracle() bool {
 	return false
 }
 
+func (c *BotConfig) requiresCEX() bool {
+	return c.SimpleArbConfig != nil || c.MMWithCEXConfig != nil
+}
+
 func dexMarketID(host string, base, quote uint32) string {
 	return fmt.Sprintf("%s-%d-%d", host, base, quote)
 }