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
+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
>(