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We introduce a generalisation of the KP hierarchy, closely related to the cyclic quiver and the Cherednik algebra . This hierarchy depends on parameters (one of which can be eliminated), with the usual KP hierarchy corresponding to the case. Generalising the result of G. Wilson, we show that our hierarchy admits solutions parameterised by suitable quiver varieties. The pole dynamics for these solutions is shown to be governed by the classical Calogero-Moser system for the wreath-product $\mathbb Z_m\wr S_n$ and its new spin version. These results are further extended to the case of the multi-component hierarchy.

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