209 lines
6.4 KiB
Rust
209 lines
6.4 KiB
Rust
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use std::{
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collections::HashMap,
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sync::{Arc, RwLock},
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time::{Duration, SystemTime, UNIX_EPOCH},
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};
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use fixed::types::I80F48;
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use futures::Future;
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use mango_v4::instructions::{Serum3OrderType, Serum3SelfTradeBehavior, Serum3Side};
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use tokio::time;
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use crate::MangoClient;
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pub async fn runner(
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mango_client: Arc<MangoClient>,
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_debugging_handle: impl Future,
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) -> Result<(), anyhow::Error> {
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ensure_deposit(&mango_client)?;
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ensure_oo(&mango_client)?;
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let mut price_arcs = HashMap::new();
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for market_name in mango_client.serum3_markets_cache.keys() {
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let price = mango_client
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.get_oracle_price(
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market_name
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.split('/')
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.collect::<Vec<&str>>()
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.get(0)
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.unwrap(),
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)
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.unwrap();
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price_arcs.insert(
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market_name.to_owned(),
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Arc::new(RwLock::new(
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I80F48::from_num(price.price) / I80F48::from_num(10u64.pow(-price.expo as u32)),
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)),
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);
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}
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let handles1 = mango_client
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.serum3_markets_cache
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.keys()
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.map(|market_name| {
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loop_blocking_price_update(
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mango_client.clone(),
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market_name.to_owned(),
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price_arcs.get(market_name).unwrap().clone(),
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)
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})
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.collect::<Vec<_>>();
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let handles2 = mango_client
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.serum3_markets_cache
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.keys()
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.map(|market_name| {
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loop_blocking_orders(
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mango_client.clone(),
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market_name.to_owned(),
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price_arcs.get(market_name).unwrap().clone(),
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)
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})
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.collect::<Vec<_>>();
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futures::join!(
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futures::future::join_all(handles1),
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futures::future::join_all(handles2)
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);
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Ok(())
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}
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fn ensure_oo(mango_client: &Arc<MangoClient>) -> Result<(), anyhow::Error> {
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let account = mango_client.get_account()?.1;
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for (_, serum3_market) in mango_client.serum3_markets_cache.values() {
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if account.serum3.find(serum3_market.market_index).is_none() {
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mango_client.serum3_create_open_orders(serum3_market.name())?;
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}
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}
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Ok(())
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}
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fn ensure_deposit(mango_client: &Arc<MangoClient>) -> Result<(), anyhow::Error> {
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let mango_account = mango_client.get_account()?.1;
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for (_, bank) in mango_client.banks_cache.values() {
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let mint = &mango_client.mint_infos_cache.get(&bank.mint).unwrap().2;
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let desired_balance = I80F48::from_num(10_000 * 10u64.pow(mint.decimals as u32));
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let token_account = mango_account.tokens.find(bank.token_index).unwrap();
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let native = token_account.native(bank);
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let ui = token_account.ui(bank, mint);
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log::info!("Current balance {} {}", ui, bank.name());
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let deposit_native = if native < I80F48::ZERO {
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desired_balance - native
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} else {
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desired_balance - native.min(desired_balance)
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};
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if deposit_native == I80F48::ZERO {
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continue;
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}
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log::info!("Depositing {} {}", deposit_native, bank.name());
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mango_client.deposit(bank.name(), desired_balance.to_num())?;
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}
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Ok(())
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}
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pub async fn loop_blocking_price_update(
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mango_client: Arc<MangoClient>,
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market_name: String,
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price: Arc<RwLock<I80F48>>,
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) {
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let mut interval = time::interval(Duration::from_secs(1));
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loop {
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interval.tick().await;
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let client1 = mango_client.clone();
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let market_name1 = market_name.clone();
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let price = price.clone();
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tokio::task::spawn_blocking(move || -> anyhow::Result<()> {
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let token_name = market_name1.split('/').collect::<Vec<&str>>()[0];
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let fresh_price = client1.get_oracle_price(token_name).unwrap();
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log::info!("{} Updated price is {:?}", token_name, fresh_price.price);
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if let Ok(mut price) = price.write() {
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*price = I80F48::from_num(fresh_price.price)
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/ I80F48::from_num(10u64.pow(-fresh_price.expo as u32));
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}
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Ok(())
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});
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}
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}
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pub async fn loop_blocking_orders(
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mango_client: Arc<MangoClient>,
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market_name: String,
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price: Arc<RwLock<I80F48>>,
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) {
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let mut interval = time::interval(Duration::from_secs(5));
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// Cancel existing orders
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let orders: Vec<u128> = mango_client.serum3_cancel_all_orders(&market_name).unwrap();
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log::info!("Cancelled orders - {:?} for {}", orders, market_name);
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loop {
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interval.tick().await;
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let client = mango_client.clone();
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let market_name = market_name.clone();
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let price = price.clone();
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tokio::task::spawn_blocking(move || -> anyhow::Result<()> {
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client.serum3_settle_funds(&market_name)?;
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let fresh_price = match price.read() {
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Ok(price) => *price,
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Err(_) => {
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anyhow::bail!("Price RwLock PoisonError!");
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}
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};
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let fresh_price = fresh_price.to_num::<f64>();
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let bid_price = fresh_price + fresh_price * 0.1;
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let res = client.serum3_place_order(
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&market_name,
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Serum3Side::Bid,
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bid_price,
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0.0001,
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Serum3SelfTradeBehavior::DecrementTake,
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Serum3OrderType::ImmediateOrCancel,
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SystemTime::now().duration_since(UNIX_EPOCH)?.as_millis() as u64,
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10,
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);
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if let Err(e) = res {
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log::error!("Error while placing taker bid {:#?}", e)
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} else {
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log::info!("Placed bid at {} for {}", bid_price, market_name)
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}
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let ask_price = fresh_price - fresh_price * 0.1;
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let res = client.serum3_place_order(
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&market_name,
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Serum3Side::Ask,
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ask_price,
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0.0001,
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Serum3SelfTradeBehavior::DecrementTake,
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Serum3OrderType::ImmediateOrCancel,
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SystemTime::now().duration_since(UNIX_EPOCH)?.as_millis() as u64,
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10,
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);
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if let Err(e) = res {
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log::error!("Error while placing taker ask {:#?}", e)
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} else {
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log::info!("Placed ask at {} for {}", ask_price, market_name)
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}
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Ok(())
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});
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}
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}
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