Add Liquidity Maker strategy and related configurations

- Introduced a new `LiquidityMakerConfig` interface and corresponding configuration settings in `config.ts`.
- Updated CLI argument handling to include the new "liquidity-maker" strategy option.
- Implemented the `LiquidityMakerEngine` class to manage the liquidity making strategy, including order handling and risk management.
- Added a new `LiquidityMakerApp` component for user interaction and display of strategy status.
- Enhanced internationalization support with translations for the liquidity maker strategy.
- Updated the main application to integrate the new liquidity maker strategy into the existing framework.
This commit is contained in:
discountry
2026-01-14 00:56:29 +08:00
parent 4915dc574e
commit 792351ab8a
7 changed files with 1606 additions and 4 deletions
+6 -2
View File
@@ -1,4 +1,4 @@
export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "basis" | "grid";
export type StrategyId = "trend" | "guardian" | "maker" | "maker-points" | "offset-maker" | "liquidity-maker" | "basis" | "grid";
export interface CliOptions {
strategy?: StrategyId;
@@ -13,6 +13,7 @@ const STRATEGY_VALUES = new Set<StrategyId>([
"maker",
"maker-points",
"offset-maker",
"liquidity-maker",
"basis",
"grid",
]);
@@ -72,6 +73,8 @@ function assignStrategy(options: CliOptions, raw: string): void {
options.strategy = "offset-maker";
} else if (normalized === "makerpoints" || normalized === "maker-points" || normalized === "maker_points") {
options.strategy = "maker-points";
} else if (normalized === "liquidity" || normalized === "liquiditymaker" || normalized === "liquidity-maker" || normalized === "liquidity_maker") {
options.strategy = "liquidity-maker";
}
}
@@ -95,10 +98,11 @@ function assignExchange(options: CliOptions, raw: string): void {
export function printCliHelp(): void {
// eslint-disable-next-line no-console
console.log(`Usage: bun run index.ts [--strategy <trend|guardian|maker|maker-points|offset-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` +
console.log(`Usage: bun run index.ts [--strategy <trend|guardian|maker|maker-points|offset-maker|liquidity-maker|basis|grid>] [--exchange <aster|grvt|lighter|backpack|paradex|nado|standx>] [--silent]\n\n` +
`Options:\n` +
` --strategy, -s Automatically start the specified strategy without the interactive menu.\n` +
` Aliases: offset, offset-maker for the offset maker engine.\n` +
` Aliases: liquidity, liquidity-maker for the liquidity maker engine.\n` +
` --exchange, -e Choose exchange. Overrides EXCHANGE/TRADE_EXCHANGE environment variables.\n` +
` --silent, -q Reduce console output. When used with --strategy, runs in silent daemon mode.\n` +
` --help, -h Show this help message.\n`);
+17 -1
View File
@@ -1,9 +1,10 @@
import { basisConfig, gridConfig, isBasisStrategyEnabled, makerConfig, makerPointsConfig, tradingConfig } from "../config";
import { basisConfig, gridConfig, isBasisStrategyEnabled, liquidityMakerConfig, makerConfig, makerPointsConfig, tradingConfig } from "../config";
import { getExchangeDisplayName, resolveExchangeId } from "../exchanges/create-adapter";
import type { ExchangeAdapter } from "../exchanges/adapter";
import { buildAdapterFromEnv } from "../exchanges/resolve-from-env";
import { MakerEngine, type MakerEngineSnapshot } from "../strategy/maker-engine";
import { OffsetMakerEngine, type OffsetMakerEngineSnapshot } from "../strategy/offset-maker-engine";
import { LiquidityMakerEngine, type LiquidityMakerEngineSnapshot } from "../strategy/liquidity-maker-engine";
import { MakerPointsEngine, type MakerPointsSnapshot } from "../strategy/maker-points-engine";
import { TrendEngine, type TrendEngineSnapshot } from "../strategy/trend-engine";
import { GuardianEngine, type GuardianEngineSnapshot } from "../strategy/guardian-engine";
@@ -24,6 +25,7 @@ export const STRATEGY_LABELS: Record<StrategyId, string> = {
maker: "Maker",
"maker-points": "Maker Points",
"offset-maker": "Offset Maker",
"liquidity-maker": "Liquidity Maker",
basis: "Basis Arbitrage",
grid: "Grid",
};
@@ -106,6 +108,19 @@ const STRATEGY_FACTORIES: Record<StrategyId, StrategyRunner> = {
offUpdate: (emitter) => engine.off("update", emitter),
});
},
"liquidity-maker": async (opts) => {
const config = liquidityMakerConfig;
const adapter = createAdapterOrThrow(config.symbol);
const engine = new LiquidityMakerEngine(config, adapter);
await runEngine({
engine,
strategy: "liquidity-maker",
silent: opts.silent,
getSnapshot: () => engine.getSnapshot(),
onUpdate: (emitter) => engine.on("update", emitter),
offUpdate: (emitter) => engine.off("update", emitter),
});
},
basis: async (opts) => {
if (!isBasisStrategyEnabled()) {
throw new Error("Basis arbitrage strategy is disabled. Set ENABLE_BASIS_STRATEGY=true to enable it.");
@@ -156,6 +171,7 @@ async function runEngine<
| MakerEngineSnapshot
| MakerPointsSnapshot
| OffsetMakerEngineSnapshot
| LiquidityMakerEngineSnapshot
| BasisArbSnapshot
| GridEngineSnapshot
>(