add getOraclePrice & generateMatchOrders func

oraidex · Aug 21, 2023 · c0d9b46 · c0d9b46
1 parent 1b60e3a
commit c0d9b46
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Showing 3 changed files with 221 additions and 95 deletions.
diff --git a/packages/market-maker/src/cli.ts b/packages/market-maker/src/cli.ts
@@ -10,6 +10,7 @@ import {
   deployOrderbook,
   deployToken,
   getCoingeckoPrice,
+  getOraclePrice,
   makeOrders,
   setupWallet,
   toDecimals
@@ -24,6 +25,12 @@ const [spreadMin, spreadMax] = process.env.SPREAD_RANGE
   ? process.env.SPREAD_RANGE.split(",").map(Number)
   : [0.001, 0.004];
 
+const oraiThreshold = Number(process.env.ORAI_THRESHOLD);
+const usdtThreshold = Number(process.env.USDT_THRESHOLD);
+
+const spreadMatch = Number(process.env.SPREAD_MATCH);
+const spreadCancel = Number(process.env.SPREAD_CANCEL);
+
 const maxRepeat = 5;
 const totalOrders = 5;
 
@@ -34,6 +41,10 @@ const orderConfig: MakeOrderConfig = {
   spreadMin,
   sellDepth,
   buyDepth,
+  oraiThreshold,
+  usdtThreshold,
+  spreadMatch,
+  spreadCancel,
   totalOrders
 };
 const [orderIntervalMin, orderIntervalMax] = process.env.ORDER_INTERVAL_RANGE
@@ -73,7 +84,10 @@ const [orderIntervalMin, orderIntervalMax] = process.env.ORDER_INTERVAL_RANGE
   console.log("buyer address: ", buyer.address, "seller address: ", seller.address);
 
   // get price from coingecko
-  const oraiPrice = await getCoingeckoPrice("oraichain-token");
+  const oraiCoinGeckoPrice = await getCoingeckoPrice("oraichain-token");
+  const oraiOraclePrice = await getOraclePrice("orai");
+
+  const oraiPrice = (oraiCoinGeckoPrice + oraiOraclePrice)/2;
 
   let processInd = 0;
   while (processInd < maxRepeat) {

diff --git a/packages/market-maker/src/common.ts b/packages/market-maker/src/common.ts
@@ -60,6 +60,13 @@ export const getCoingeckoPrice = async (token: "oraichain-token" | "airight"): P
   return res[token].usd;
 };
 
+export const getOraclePrice = async (token: string): Promise<number> => {
+  const res = await fetch(`https://api.orchai.io/lending/mainnet/token/${token}`).then((res) =>
+    res.json()
+  );
+  return res.current_price;
+};
+
 const truncDecimals = 6;
 export const atomic = 10 ** truncDecimals;
 
@@ -158,43 +165,46 @@ export const cancelOutofSpreadOrder = async (
   sender: UserWallet,
   assetInfos: AssetInfo[],
   direction: string,
-  spread_percentage: number,
   oraiPrice: number,
-  limit: number,
+  spread_percentage: number,
 ) => {
   const upperPriceLimit = oraiPrice * (1 + spread_percentage);
   const lowerPriceLimit = oraiPrice * (1 - spread_percentage);
-  console.log({upperPriceLimit});
-  console.log({lowerPriceLimit});
+
   let queryTicks = await sender.client.queryContractSmart(orderbookAddress, {
     ticks: {
       asset_infos: assetInfos,
       order_by: direction === "buy" ? 2 : 1,
       direction,
-      limit,
+      limit: 100,
     }
   } as OraiswapLimitOrderTypes.QueryMsg);
 
-  for (const ticks of Object.values(queryTicks)) {
-    for (const tick of ticks as any[]) {
-      let tick_price = Number(tick.price);
-      if (tick_price >= upperPriceLimit || tick_price <= lowerPriceLimit) {
-        console.log("cancel all orders with price", tick_price);
-        console.log({sender_addr: sender.address});
-        const queryorderswithPrice = await sender.client.queryContractSmart(orderbookAddress, {
-          orders: {
-            asset_infos: assetInfos,
-            order_by: 1,
-            limit,
-            filter: {
-              price: tick_price.toString()
-            }
+  interface tick {
+    price: string
+    total_orders: number
+  }
+
+  const multipleCancelMsg: ExecuteInstruction[] = [];
+
+  queryTicks.ticks.forEach(async (tick: tick) => {
+    let tick_price = parseFloat(tick.price);
+    console.log({tick_price});
+    if (tick_price > upperPriceLimit || tick_price < lowerPriceLimit) {
+      console.log("cancel all orders with price", tick_price);
+      const ordersbyPrice = await sender.client.queryContractSmart(orderbookAddress, {
+        orders: {
+          asset_infos: assetInfos,
+          order_by: 1,
+          limit: tick.total_orders,
+          filter: {
+            price: tick.price
           }
-        } as OraiswapLimitOrderTypes.QueryMsg);
-        console.log({queryorderswithPrice: queryorderswithPrice});
+        }
+      } as OraiswapLimitOrderTypes.QueryMsg);
 
-        const multipleCancelMsg: ExecuteInstruction[] = [];
-        for (const order of queryorderswithPrice.orders) {
+      for (const order of ordersbyPrice.orders) {
+        if (order.bidder_addr === sender.address) {
           const cancelMsg: ExecuteInstruction = {
             contractAddress: orderbookAddress,
             msg: {
@@ -204,19 +214,19 @@ export const cancelOutofSpreadOrder = async (
               }
             }
           };
-          console.log({bidder_addr: order.bidder_addr});
-          // console.log({sender_addr: sender.address});
-          if (order.bidder_addr === sender.address) {
-            multipleCancelMsg.push(cancelMsg);
-          }
-        }
-        if (multipleCancelMsg.length > 0) {
-          const cancelResult = await sender.client.executeMultiple(sender.address, multipleCancelMsg, "auto");
-          console.log("cancel orders - txHash:", cancelResult.transactionHash);
+          multipleCancelMsg.push(cancelMsg);
         }
       }
     }
-  }
+    if (multipleCancelMsg.length > 0) {
+      try {
+        const cancelResult = await sender.client.executeMultiple(sender.address, multipleCancelMsg, "auto");
+        console.log("spread cancel orders - txHash:", cancelResult.transactionHash);
+      } catch (error) {
+        console.log({error});          
+      }
+    }
+  })
 };
 
 export const cancelOrder = async (