closes #74: exchanges should have a price and volume precision compon…

…ent for each trading pair (#76)

api/exchange.go

@@ -67,10 +67,18 @@ type FillTrackable interface {
 	GetLatestTradeCursor() (interface{}, error)
 }
 
+// Constrainable extracts out the method that SDEX can implement for now
+type Constrainable interface {
+	// return nil if the constraint does not exist for the exchange
+	GetOrderConstraints(pair *model.TradingPair) *model.OrderConstraints
+}
+
 // TradeAPI is the interface we use as a generic API for trading on any crypto exchange
 type TradeAPI interface {
 	GetAssetConverter() *model.AssetConverter
 
+	Constrainable
+
 	GetOrderBook(pair *model.TradingPair, maxCount int32) (*model.OrderBook, error)
 
 	GetTrades(pair *model.TradingPair, maybeCursor interface{}) (*TradesResult, error)

cmd/trade.go

@@ -164,7 +164,7 @@ func init() {
 		)
 
 		dataKey := model.MakeSortedBotKey(assetBase, assetQuote)
-		strat, e := plugins.MakeStrategy(sdex, &assetBase, &assetQuote, *strategy, *stratConfigPath, *simMode)
+		strat, e := plugins.MakeStrategy(sdex, tradingPair, &assetBase, &assetQuote, *strategy, *stratConfigPath, *simMode)
 		if e != nil {
 			log.Println()
 			log.Println(e)

model/orderbook.go

@@ -227,3 +227,19 @@ func (t Trade) String() string {
 		utils.CheckedString(t.Fee),
 	)
 }
+
+// OrderConstraints describes constraints when placing orders on an excahnge
+type OrderConstraints struct {
+	PricePrecision  int8
+	VolumePrecision int8
+	MinBaseVolume   Number
+}
+
+// MakeOrderConstraints is a factory method for OrderConstraints
+func MakeOrderConstraints(pricePrecision int8, volumePrecision int8, minBaseVolume float64) *OrderConstraints {
+	return &OrderConstraints{
+		PricePrecision:  pricePrecision,
+		VolumePrecision: volumePrecision,
+		MinBaseVolume:   *NumberFromFloat(minBaseVolume, volumePrecision),
+	}
+}

model/tradingPair.go

@@ -14,6 +14,14 @@ type TradingPair struct {
 	Quote Asset
 }
 
+// MakeTradingPair is a factory method
+func MakeTradingPair(base Asset, quote Asset) *TradingPair {
+	return &TradingPair{
+		Base:  base,
+		Quote: quote,
+	}
+}
+
 // String is the stringer function
 func (p TradingPair) String() string {
 	s, e := p.ToString(Display, "/")

plugins/balancedLevelProvider.go

@@ -7,7 +7,6 @@ import (
 
 	"github.com/interstellar/kelp/api"
 	"github.com/interstellar/kelp/model"
-	"github.com/interstellar/kelp/support/utils"
 )
 
 // balancedLevelProvider provides levels based on an exponential curve wrt. the number of assets held in the account.
@@ -27,6 +26,7 @@ type balancedLevelProvider struct {
 	carryoverInclusionProbability float64 // probability of including the carryover at a level that will be added
 	virtualBalanceBase            float64 // virtual balance to use so we can smoothen out the curve
 	virtualBalanceQuote           float64 // virtual balance to use so we can smoothen out the curve
+	orderConstraints              *model.OrderConstraints
 
 	// precomputed before construction
 	randGen *rand.Rand
@@ -49,6 +49,7 @@ func makeBalancedLevelProvider(
 	carryoverInclusionProbability float64,
 	virtualBalanceBase float64,
 	virtualBalanceQuote float64,
+	orderConstraints *model.OrderConstraints,
 ) api.LevelProvider {
 	if minAmountSpread <= 0 {
 		log.Fatalf("minAmountSpread (%.7f) needs to be > 0 for the algorithm to work sustainably\n", minAmountSpread)
@@ -81,6 +82,7 @@ func makeBalancedLevelProvider(
 		carryoverInclusionProbability: carryoverInclusionProbability,
 		virtualBalanceBase:            virtualBalanceBase,
 		virtualBalanceQuote:           virtualBalanceQuote,
+		orderConstraints:              orderConstraints,
 		randGen:                       randGen,
 	}
 }
@@ -133,7 +135,7 @@ func (p *balancedLevelProvider) computeNewLevelWithCarryover(level api.Level, am
 	// include the amountCarryover we computed, price of the level remains unchanged
 	level = api.Level{
 		Price:  level.Price,
-		Amount: *model.NumberFromFloat(level.Amount.AsFloat()+amountCarryoverToInclude, level.Amount.Precision()),
+		Amount: *level.Amount.Add(*model.NumberFromFloat(amountCarryoverToInclude, level.Amount.Precision())),
 	}
 
 	return level, amountCarryover
@@ -197,8 +199,8 @@ func (p *balancedLevelProvider) getLevel(maxAssetBase float64, maxAssetQuote flo
 	// since targetAmount needs to be less then what we've set above based on the inequality formula, let's reduce it by 5%
 	targetAmount *= (1 - p.getRandomSpread(p.minAmountSpread, p.maxAmountSpread))
 	level := api.Level{
-		Price:  *model.NumberFromFloat(targetPrice, utils.SdexPrecision),
-		Amount: *model.NumberFromFloat(targetAmount, utils.SdexPrecision),
+		Price:  *model.NumberFromFloat(targetPrice, p.orderConstraints.PricePrecision),
+		Amount: *model.NumberFromFloat(targetAmount, p.orderConstraints.VolumePrecision),
 	}
 	return level, nil
 }

plugins/balancedStrategy.go

@@ -2,6 +2,7 @@ package plugins
 
 import (
 	"github.com/interstellar/kelp/api"
+	"github.com/interstellar/kelp/model"
 	"github.com/interstellar/kelp/support/utils"
 	"github.com/stellar/go/clients/horizon"
 )
@@ -31,12 +32,15 @@ func (c balancedConfig) String() string {
 // makeBalancedStrategy is a factory method for balancedStrategy
 func makeBalancedStrategy(
 	sdex *SDEX,
+	pair *model.TradingPair,
 	assetBase *horizon.Asset,
 	assetQuote *horizon.Asset,
 	config *balancedConfig,
 ) api.Strategy {
+	orderConstraints := sdex.GetOrderConstraints(pair)
 	sellSideStrategy := makeSellSideStrategy(
 		sdex,
+		orderConstraints,
 		assetBase,
 		assetQuote,
 		makeBalancedLevelProvider(
@@ -51,14 +55,16 @@ func makeBalancedStrategy(
 			config.MaxAmountCarryoverSpread,
 			config.CarryoverInclusionProbability,
 			config.VirtualBalanceBase,
-			config.VirtualBalanceQuote),
+			config.VirtualBalanceQuote,
+			orderConstraints),
 		config.PriceTolerance,
 		config.AmountTolerance,
 		false,
 	)
 	// switch sides of base/quote here for buy side
 	buySideStrategy := makeSellSideStrategy(
 		sdex,
+		orderConstraints,
 		assetQuote,
 		assetBase,
 		makeBalancedLevelProvider(
@@ -73,7 +79,8 @@ func makeBalancedStrategy(
 			config.MaxAmountCarryoverSpread,
 			config.CarryoverInclusionProbability,
 			config.VirtualBalanceQuote,
-			config.VirtualBalanceBase),
+			config.VirtualBalanceBase,
+			orderConstraints),
 		config.PriceTolerance,
 		config.AmountTolerance,
 		true,

plugins/buysellStrategy.go

@@ -4,6 +4,7 @@ import (
 	"fmt"
 
 	"github.com/interstellar/kelp/api"
+	"github.com/interstellar/kelp/model"
 	"github.com/interstellar/kelp/support/utils"
 	"github.com/stellar/go/clients/horizon"
 )
@@ -31,6 +32,7 @@ func (c buySellConfig) String() string {
 // makeBuySellStrategy is a factory method
 func makeBuySellStrategy(
 	sdex *SDEX,
+	pair *model.TradingPair,
 	assetBase *horizon.Asset,
 	assetQuote *horizon.Asset,
 	config *buySellConfig,
@@ -49,15 +51,18 @@ func makeBuySellStrategy(
 	if e != nil {
 		return nil, fmt.Errorf("cannot make the buysell strategy because we could not make the sell side feed pair: %s", e)
 	}
+	orderConstraints := sdex.GetOrderConstraints(pair)
 	sellSideStrategy := makeSellSideStrategy(
 		sdex,
+		orderConstraints,
 		assetBase,
 		assetQuote,
 		makeStaticSpreadLevelProvider(
 			config.Levels,
 			config.AmountOfABase,
 			offsetSell,
 			sellSideFeedPair,
+			orderConstraints,
 		),
 		config.PriceTolerance,
 		config.AmountTolerance,
@@ -82,13 +87,15 @@ func makeBuySellStrategy(
 	// switch sides of base/quote here for buy side
 	buySideStrategy := makeSellSideStrategy(
 		sdex,
+		orderConstraints,
 		assetQuote,
 		assetBase,
 		makeStaticSpreadLevelProvider(
 			config.Levels,
 			config.AmountOfABase,
 			offsetBuy,
 			buySideFeedPair,
+			orderConstraints,
 		),
 		config.PriceTolerance,
 		config.AmountTolerance,

plugins/ccxtExchange.go

@@ -74,6 +74,12 @@ func (c ccxtExchange) GetAssetConverter() *model.AssetConverter {
 	return c.assetConverter
 }
 
+// GetOrderConstraints impl
+func (c ccxtExchange) GetOrderConstraints(pair *model.TradingPair) *model.OrderConstraints {
+	// TODO implement
+	return nil
+}
+
 // GetAccountBalances impl
 func (c ccxtExchange) GetAccountBalances(assetList []model.Asset) (map[model.Asset]model.Number, error) {
 	// TODO implement

plugins/factory.go

@@ -5,6 +5,7 @@ import (
 	"log"
 
 	"github.com/interstellar/kelp/api"
+	"github.com/interstellar/kelp/model"
 	"github.com/interstellar/kelp/support/utils"
 	"github.com/stellar/go/clients/horizon"
 	"github.com/stellar/go/support/config"
@@ -13,6 +14,7 @@ import (
 // strategyFactoryData is a data container that has all the information needed to make a strategy
 type strategyFactoryData struct {
 	sdex            *SDEX
+	tradingPair     *model.TradingPair
 	assetBase       *horizon.Asset
 	assetQuote      *horizon.Asset
 	stratConfigPath string
@@ -40,7 +42,7 @@ var strategies = map[string]StrategyContainer{
 			err := config.Read(strategyFactoryData.stratConfigPath, &cfg)
 			utils.CheckConfigError(cfg, err, strategyFactoryData.stratConfigPath)
 			utils.LogConfig(cfg)
-			s, e := makeBuySellStrategy(strategyFactoryData.sdex, strategyFactoryData.assetBase, strategyFactoryData.assetQuote, &cfg)
+			s, e := makeBuySellStrategy(strategyFactoryData.sdex, strategyFactoryData.tradingPair, strategyFactoryData.assetBase, strategyFactoryData.assetQuote, &cfg)
 			if e != nil {
 				return nil, fmt.Errorf("makeFn failed: %s", e)
 			}
@@ -57,7 +59,7 @@ var strategies = map[string]StrategyContainer{
 			err := config.Read(strategyFactoryData.stratConfigPath, &cfg)
 			utils.CheckConfigError(cfg, err, strategyFactoryData.stratConfigPath)
 			utils.LogConfig(cfg)
-			s, e := makeMirrorStrategy(strategyFactoryData.sdex, strategyFactoryData.assetBase, strategyFactoryData.assetQuote, &cfg, strategyFactoryData.simMode)
+			s, e := makeMirrorStrategy(strategyFactoryData.sdex, strategyFactoryData.tradingPair, strategyFactoryData.assetBase, strategyFactoryData.assetQuote, &cfg, strategyFactoryData.simMode)
 			if e != nil {
 				return nil, fmt.Errorf("makeFn failed: %s", e)
 			}
@@ -74,7 +76,7 @@ var strategies = map[string]StrategyContainer{
 			err := config.Read(strategyFactoryData.stratConfigPath, &cfg)
 			utils.CheckConfigError(cfg, err, strategyFactoryData.stratConfigPath)
 			utils.LogConfig(cfg)
-			s, e := makeSellStrategy(strategyFactoryData.sdex, strategyFactoryData.assetBase, strategyFactoryData.assetQuote, &cfg)
+			s, e := makeSellStrategy(strategyFactoryData.sdex, strategyFactoryData.tradingPair, strategyFactoryData.assetBase, strategyFactoryData.assetQuote, &cfg)
 			if e != nil {
 				return nil, fmt.Errorf("makeFn failed: %s", e)
 			}
@@ -91,7 +93,7 @@ var strategies = map[string]StrategyContainer{
 			err := config.Read(strategyFactoryData.stratConfigPath, &cfg)
 			utils.CheckConfigError(cfg, err, strategyFactoryData.stratConfigPath)
 			utils.LogConfig(cfg)
-			return makeBalancedStrategy(strategyFactoryData.sdex, strategyFactoryData.assetBase, strategyFactoryData.assetQuote, &cfg), nil
+			return makeBalancedStrategy(strategyFactoryData.sdex, strategyFactoryData.tradingPair, strategyFactoryData.assetBase, strategyFactoryData.assetQuote, &cfg), nil
 		},
 	},
 	"delete": StrategyContainer{
@@ -108,6 +110,7 @@ var strategies = map[string]StrategyContainer{
 // MakeStrategy makes a strategy
 func MakeStrategy(
 	sdex *SDEX,
+	tradingPair *model.TradingPair,
 	assetBase *horizon.Asset,
 	assetQuote *horizon.Asset,
 	strategy string,
@@ -121,6 +124,7 @@ func MakeStrategy(
 		}
 		s, e := strat.makeFn(strategyFactoryData{
 			sdex:            sdex,
+			tradingPair:     tradingPair,
 			assetBase:       assetBase,
 			assetQuote:      assetQuote,
 			stratConfigPath: stratConfigPath,