TapTools Price feed integration

[sourabhxyz]

• Attempt should be made for configuration changes to be backward compatible.
• Need to add price feed from TapTools using this api.
• Configuration should support either only Maestro or only TapTools price provider.
• Configuration should support multiple price providers (more than 1), in which case, there should be a parameter to check if different price feeds agree within a certain percentage. If not, bot should cancel all the orders and quit itself.

[ajuggler]

Current implementation is backwards compatible. The structure of 'mbc_price_config' determines if MMBot is initiated with the old (deprecated) configuration or the new one. The yaml structure of the new "Price provider configuration" is as follows:

# Price provider configuration.
mbc_price_config:
  # Configuration parameters independent of prices providers.
  pc_price_commonCfg:
    # Common resolution parameter for API call, for both prices providers. Note that the price considered is the closing price of latest resolution window.  Available choices: CRes5m, CRes15m, CRes30m, CRes1h, CRes4h, CRes1d, CRes1w, CRes1mo.
    pcc_common_resolution: CRes5m  # example: five minutes
    pcc_network_id:  mainnet
    # Relative weights assigned to each price provider in the computation of the average price.
    pcc_prices_providers_weights:  [1, 1]  # example: equal weights
    # Difference threshold triggering automatic cancelation of open orders. without warning.
    pcc_price_diff_threshold1: 0.3  # example: relative standard deviation above 30%
    # Difference threshold triggering automatic cancelation of open orders, sending a warning.  Should not be smaller than Threshold1.
    pcc_priceDiff_threshold2: 0.6  # example: relative standard deviation above 60%
    # Delay after closing all orders if Threshold1 is triggered.
    pcc_price_diff_delay1:  60000000  # example: one minute (in microseconds)
    # Delay after closing all orders if Threshold2 is triggered.
    pcc_price_diff_delay2:  120000000  # example:  two minutes
  # Configuration parameters for each prices provider
  pc_prices_provider_cfgs:
    - maestro_config:
        # Maestro API key. Fetching prices from https://docs.gomaestro.org/DefiMarketAPI/mkt-dex-ohlc endpoint requires a paid subscription.
        mc_api_key: <<MAESTRO_TOKEN>>
        mc_resolution_override: 15m  # example: uses 15m, instead of 5m, as Maestro's resolution
        mc_dex: genius-yield  # TODO: would it work if 'minswap' is used?
        mc_pair_override: null
    - taptools_config:
        # Taptools API key.
        ttc_api_key: <<TAPTOOLS_TOKEN>>
        ttc_resolution_override: 3m  # example: uses 3m, instead of 5m, as Taptool's resolution

[ajuggler]

Note that implementation supports either only Maestro or only TapTools being set as price provider.