mm: Account for mult split buffer when making MultiTrade

client/mm/config.go

@@ -3,6 +3,7 @@ package mm
 import (
 	"encoding/json"
 	"fmt"
+	"strconv"
 )
 
 // MarketMakingConfig is the overall configuration of the market maker.
@@ -127,6 +128,23 @@ func (c *BotConfig) requiresCEX() bool {
 	return c.SimpleArbConfig != nil || c.ArbMarketMakerConfig != nil
 }
 
+// multiSplitBuffer returns the additional buffer to add to the order size
+// when doing a multi-split. This only applies to the quote asset.
+func (c *BotConfig) multiSplitBuffer() float64 {
+	if c.QuoteWalletOptions == nil {
+		return 0
+	}
+	multiSplitBuffer, ok := c.QuoteWalletOptions["multisplitbuffer"]
+	if !ok {
+		return 0
+	}
+	multiSplitBufferFloat, err := strconv.ParseFloat(multiSplitBuffer, 64)
+	if err != nil {
+		return 0
+	}
+	return multiSplitBufferFloat
+}
+
 // maxPlacements returns the max amount of placements this bot will place on
 // either side of the market in an epoch.
 func (c *BotConfig) maxPlacements() (buy, sell uint32) {

client/mm/exchange_adaptor.go

@@ -1218,14 +1218,19 @@ func (u *unifiedExchangeAdaptor) multiTrade(
 
 	rateCausesSelfMatch := u.rateCausesSelfMatchFunc(sell)
 
+	multiSplitBuffer := u.botCfg().multiSplitBuffer()
+
 	fundingReq := func(rate, lots, counterTradeRate uint64) (dexReq map[uint32]uint64, cexReq uint64) {
 		qty := u.lotSize * lots
+		swapFees := fees.Swap * lots
 		if !sell {
 			qty = calc.BaseToQuote(rate, qty)
+			qty = uint64(math.Round(float64(qty) * (100 + multiSplitBuffer) / 100))
+			swapFees = uint64(math.Round(float64(swapFees) * (100 + multiSplitBuffer) / 100))
 		}
 		dexReq = make(map[uint32]uint64)
 		dexReq[fromID] += qty
-		dexReq[fromFeeID] += fees.Swap * lots
+		dexReq[fromFeeID] += swapFees
 		if u.isAccountLocker(fromID) {
 			dexReq[fromFeeID] += fees.Refund * lots
 		}