multi: implement a market-maker bot

core:
Add a market-maker bot to **core**. The bot uses some internal and
(optionally) external signals to calculate a ideal buy and sell
price and a "break-even spread", which is the spread at which
a buy-sell sequence's tx fees equal its profit. These values can
be used as inputs into one of five "gap strategies", which determine
the target spread.

The bot can be created, started, updated, paused, and retired. Each
of those actions generates a notification.

db:
New BotProgram type is not specific to market-maker bots. Everything
is structured with a mind towards future expansion with new automated
trading routines.

ui:
New /mm view enables creation, re-configuration, and monitoring of
existing market-maker bots.

.gitignore

@@ -23,6 +23,7 @@ client/cmd/dexc/dexc
 client/cmd/dexcctl/dexcctl
 client/cmd/assetseed/assetseed
 client/cmd/simnet-trade-tests/simnet-trade-tests
+client/cmd/mmbot/mmbot
 docs/examples/rpcclient/rpcclient
 dex/testing/loadbot/loadbot
 bin/

client/asset/btc/btc.go

@@ -720,6 +720,20 @@ type swapOptions struct {
 	FeeBump *float64 `ini:"swapfeebump"`
 }
 
+func (s *swapOptions) feeBump() (float64, error) {
+	bump := 1.0
+	if s.FeeBump != nil {
+		bump = *s.FeeBump
+		if bump > 2.0 {
+			return 0, fmt.Errorf("fee bump %f is higher than the 2.0 limit", bump)
+		}
+		if bump < 1.0 {
+			return 0, fmt.Errorf("fee bump %f is lower than 1", bump)
+		}
+	}
+	return bump, nil
+}
+
 // redeemOptions are order options that apply to redemptions.
 type redeemOptions struct {
 	FeeBump *float64 `ini:"redeemfeebump"`
@@ -1606,15 +1620,9 @@ func (btc *baseWallet) PreSwap(req *asset.PreSwapForm) (*asset.PreSwap, error) {
 	}
 
 	// Parse the configured fee bump.
-	bump := 1.0
-	if customCfg.FeeBump != nil {
-		bump = *customCfg.FeeBump
-		if bump > 2.0 {
-			return nil, fmt.Errorf("fee bump %f is higher than the 2.0 limit", bump)
-		}
-		if bump < 1.0 {
-			return nil, fmt.Errorf("fee bump %f is lower than 1", bump)
-		}
+	bump, err := customCfg.feeBump()
+	if err != nil {
+		return nil, err
 	}
 
 	// Get the estimate using the current configuration.
@@ -1693,6 +1701,56 @@ func (btc *baseWallet) PreSwap(req *asset.PreSwapForm) (*asset.PreSwap, error) {
 	}, nil
 }
 
+// SingleLotSwapFees is a fallback for PreSwap that uses estimation when funds
+// aren't available. The returned fees are the RealisticWorstCase.  The Lots
+// field of the PreSwapForm is ignored and assumed to be a single lot.
+func (btc *baseWallet) SingleLotSwapFees(form *asset.PreSwapForm) (fees uint64, err error) {
+	// Load the user's selected order-time options.
+	customCfg := new(swapOptions)
+	err = config.Unmapify(form.SelectedOptions, customCfg)
+	if err != nil {
+		return 0, fmt.Errorf("error parsing selected swap options: %w", err)
+	}
+
+	// Parse the configured split transaction.
+	split := btc.useSplitTx()
+	if customCfg.Split != nil {
+		split = *customCfg.Split
+	}
+
+	feeBump, err := customCfg.feeBump()
+	if err != nil {
+		return 0, err
+	}
+
+	bumpedNetRate := form.FeeSuggestion
+	if feeBump > 1 {
+		bumpedNetRate = uint64(math.Round(float64(bumpedNetRate) * feeBump))
+	}
+
+	if split {
+		if btc.segwit {
+			fees += (dexbtc.MinimumTxOverhead + dexbtc.RedeemP2WPKHInputSize + dexbtc.P2WPKHOutputSize) * bumpedNetRate
+		} else {
+			fees += (dexbtc.MinimumTxOverhead + dexbtc.RedeemP2PKHInputSize + dexbtc.P2PKHOutputSize) * bumpedNetRate
+		}
+	}
+
+	var inputSize uint64
+	if btc.segwit {
+		inputSize = dexbtc.RedeemP2WPKHInputSize
+	} else {
+		inputSize = dexbtc.RedeemP2PKHInputSize
+	}
+
+	nfo := form.AssetConfig
+	const maxSwaps = 1 // Assumed single lot order
+	swapFunds := calc.RequiredOrderFundsAlt(form.LotSize, inputSize, maxSwaps, nfo.SwapSizeBase, nfo.SwapSize, bumpedNetRate)
+	fees += swapFunds - form.LotSize
+
+	return fees, nil
+}
+
 // splitOption constructs an *asset.OrderOption with customized text based on the
 // difference in fees between the configured and test split condition.
 func (btc *baseWallet) splitOption(req *asset.PreSwapForm, utxos []*compositeUTXO, bump float64) *asset.OrderOption {
@@ -1885,6 +1943,23 @@ func (btc *baseWallet) PreRedeem(req *asset.PreRedeemForm) (*asset.PreRedeem, er
 	}, nil
 }
 
+// SingleLotRedeemFees is a fallback for PreRedeem that uses estimation when
+// funds aren't available. The returned fees are the RealisticWorstCase.  The
+// Lots field of the PreSwapForm is ignored and assumed to be a single lot.
+func (btc *baseWallet) SingleLotRedeemFees(req *asset.PreRedeemForm) (uint64, error) {
+	// For BTC, there are no funds required to redeem, so we'll never actually
+	// end up here unless there are some bad order options, since this method
+	// is a backup for PreRedeem. We'll almost certainly generate the same error
+	// again.
+	form := *req
+	form.Lots = 1
+	preRedeem, err := btc.PreRedeem(&form)
+	if err != nil {
+		return 0, err
+	}
+	return preRedeem.Estimate.RealisticWorstCase, nil
+}
+
 // FundOrder selects coins for use in an order. The coins will be locked, and
 // will not be returned in subsequent calls to FundOrder or calculated in calls
 // to Available, unless they are unlocked with ReturnCoins.

client/asset/dcr/dcr.go

@@ -498,6 +498,20 @@ type swapOptions struct {
 	FeeBump *float64 `ini:"swapfeebump"`
 }
 
+func (s *swapOptions) feeBump() (float64, error) {
+	bump := 1.0
+	if s.FeeBump != nil {
+		bump = *s.FeeBump
+		if bump > 2.0 {
+			return 0, fmt.Errorf("fee bump %f is higher than the 2.0 limit", bump)
+		}
+		if bump < 1.0 {
+			return 0, fmt.Errorf("fee bump %f is lower than 1", bump)
+		}
+	}
+	return bump, nil
+}
+
 // redeemOptions are order options that apply to redemptions.
 type redeemOptions struct {
 	FeeBump *float64 `ini:"redeemfeebump"`
@@ -1240,15 +1254,9 @@ func (dcr *ExchangeWallet) PreSwap(req *asset.PreSwapForm) (*asset.PreSwap, erro
 	}
 
 	// Parse the configured fee bump.
-	var bump float64 = 1.0
-	if customCfg.FeeBump != nil {
-		bump = *customCfg.FeeBump
-		if bump > 2.0 {
-			return nil, fmt.Errorf("fee bump %f is higher than the 2.0 limit", bump)
-		}
-		if bump < 1.0 {
-			return nil, fmt.Errorf("fee bump %f is lower than 1", bump)
-		}
+	bump, err := customCfg.feeBump()
+	if err != nil {
+		return nil, err
 	}
 
 	// Get the estimate for the requested number of lots.
@@ -1327,6 +1335,45 @@ func (dcr *ExchangeWallet) PreSwap(req *asset.PreSwapForm) (*asset.PreSwap, erro
 	}, nil
 }
 
+// SingleLotSwapFees is a fallback for PreSwap that uses estimation when funds
+// aren't available. The returned fees are the RealisticWorstCase. The Lots
+// field of the PreSwapForm is ignored and assumed to be a single lot.
+func (dcr *ExchangeWallet) SingleLotSwapFees(form *asset.PreSwapForm) (fees uint64, err error) {
+	// Load the user's selected order-time options.
+	customCfg := new(swapOptions)
+	err = config.Unmapify(form.SelectedOptions, customCfg)
+	if err != nil {
+		return 0, fmt.Errorf("error parsing selected swap options: %w", err)
+	}
+
+	// Parse the configured split transaction.
+	split := dcr.config().useSplitTx
+	if customCfg.Split != nil {
+		split = *customCfg.Split
+	}
+
+	feeBump, err := customCfg.feeBump()
+	if err != nil {
+		return 0, err
+	}
+
+	bumpedNetRate := form.FeeSuggestion
+	if feeBump > 1 {
+		bumpedNetRate = uint64(math.Round(float64(bumpedNetRate) * feeBump))
+	}
+
+	if split {
+		fees += (dexdcr.MsgTxOverhead + dexdcr.P2PKHInputSize + dexdcr.P2PKHOutputSize) * bumpedNetRate
+	}
+
+	nfo := form.AssetConfig
+	const maxSwaps = 1 // Assumed single lot order
+	swapFunds := calc.RequiredOrderFundsAlt(form.LotSize, dexdcr.P2PKHInputSize, maxSwaps, nfo.SwapSizeBase, nfo.SwapSize, bumpedNetRate)
+	fees += swapFunds - form.LotSize
+
+	return fees, nil
+}
+
 // splitOption constructs an *asset.OrderOption with customized text based on the
 // difference in fees between the configured and test split condition.
 func (dcr *ExchangeWallet) splitOption(req *asset.PreSwapForm, utxos []*compositeUTXO, bump float64) *asset.OrderOption {
@@ -1442,6 +1489,22 @@ func (dcr *ExchangeWallet) PreRedeem(req *asset.PreRedeemForm) (*asset.PreRedeem
 	}, nil
 }
 
+// SingleLotRedeemFees is a fallback for PreRedeem that uses estimation when
+// funds aren't available. The returned fees are the RealisticWorstCase.
+func (dcr *ExchangeWallet) SingleLotRedeemFees(req *asset.PreRedeemForm) (uint64, error) {
+	// For DCR, there are no funds required to redeem, so we'll never actually
+	// end up here unless there are some bad order options, since this method
+	// is a backup for PreRedeem. We'll almost certainly generate the same error
+	// again.
+	form := *req
+	form.Lots = 1
+	preRedeem, err := dcr.PreRedeem(&form)
+	if err != nil {
+		return 0, err
+	}
+	return preRedeem.Estimate.RealisticWorstCase, nil
+}
+
 // orderEnough generates a function that can be used as the enough argument to
 // the fund method.
 func orderEnough(val, lots, feeRate uint64, nfo *dex.Asset) func(sum uint64, size uint32, unspent *compositeUTXO) bool {

client/asset/eth/eth.go

@@ -1130,6 +1130,13 @@ func (w *assetWallet) preSwap(req *asset.PreSwapForm, feeWallet *assetWallet) (*
 	}, nil
 }
 
+// SingleLotSwapFees is a fallback for PreSwap that uses estimation when funds
+// aren't available. The returned fees are the RealisticWorstCase. The Lots
+// field of the PreSwapForm is ignored and assumed to be a single lot.
+func (w *assetWallet) SingleLotSwapFees(form *asset.PreSwapForm) (fees uint64, err error) {
+	return form.AssetConfig.SwapSize * form.FeeSuggestion, nil
+}
+
 // estimateSwap prepares an *asset.SwapEstimate. The estimate does not include
 // funds that might be locked for refunds.
 func (w *assetWallet) estimateSwap(lots, lotSize, feeSuggestion uint64, dexSwapCfg, dexRedeemCfg *dex.Asset) (*asset.SwapEstimate, error) {
@@ -1204,6 +1211,18 @@ func (w *assetWallet) PreRedeem(req *asset.PreRedeemForm) (*asset.PreRedeem, err
 	}, nil
 }
 
+// SingleLotRedeemFees is a fallback for PreRedeem that uses estimation when
+// funds aren't available. The returned fees are the RealisticWorstCase.  The
+// Lots field of the PreSwapForm is ignored and assumed to be a single lot.
+func (w *assetWallet) SingleLotRedeemFees(form *asset.PreSwapForm) (fees uint64, err error) {
+	redeemSize := form.AssetConfig.RedeemSize
+	if redeemSize == 0 {
+		g := w.gases(form.AssetConfig.Version)
+		redeemSize = g.Redeem
+	}
+	return redeemSize * form.FeeSuggestion, nil
+}
+
 // coin implements the asset.Coin interface for ETH
 type coin struct {
 	id common.Hash

client/asset/eth/nodeclient_harness_test.go

@@ -427,7 +427,7 @@ func runSimnet(m *testing.M) (int, error) {
 		return 1, fmt.Errorf("error unlocking initiator client: %w", err)
 	}
 
-	// Fund the wallets. Can use the simharness package once #1738 is merged.
+	// Fund the wallets.
 	homeDir, _ := os.UserHomeDir()
 	harnessCtlDir := filepath.Join(homeDir, "dextest", "eth", "harness-ctl")
 	send := func(exe, addr, amt string) error {

client/asset/interface.go

@@ -698,6 +698,19 @@ type Bond struct {
 	RedeemTx []byte
 }
 
+// BotWallet implements some methods that can help bots function.
+type BotWallet interface {
+	// SingleLotSwapFees is a fallback for PreSwap that uses estimation
+	// when funds aren't available. The returned fees are the
+	// RealisticWorstCase. The Lots field of the PreSwapForm is ignored and
+	// assumed to be a single lot.
+	SingleLotSwapFees(*PreSwapForm) (uint64, error)
+	// SingleLotRedeemFees is a fallback for PreRedeem that uses estimation when
+	// funds aren't available. The returned fees are the RealisticWorstCase. The
+	// Lots field of the PreSwapForm is ignored and assumed to be a single lot.
+	SingleLotRedeemFees(*PreRedeemForm) (uint64, error)
+}
+
 // Balance is categorized information about a wallet's balance.
 type Balance struct {
 	// Available is the balance that is available for trading immediately.

client/cmd/dexc/config.go

@@ -102,6 +102,7 @@ type Config struct {
 	Onion        string `long:"onion" description:"Proxy for .onion addresses, if torproxy not set (eg. 127.0.0.1:9050)."`
 	Net          dex.Network
 	CertHosts    []string
+	Experimental bool `long:"experimental" description:"Enable experimental features"`
 }
 
 var defaultConfig = Config{

client/cmd/dexc/main.go

@@ -196,6 +196,7 @@ func runCore() error {
 			NoEmbed:       cfg.NoEmbedSite,
 			HttpProf:      cfg.HTTPProfile,
 			Language:      cfg.Language,
+			Experimental:  cfg.Experimental,
 		})
 		if err != nil {
 			return fmt.Errorf("failed creating web server: %w", err)