Extend fills

Makefile

@@ -17,7 +17,7 @@ notebook:
 publish:
 	make clean
 	python setup.py sdist bdist_wheel
-	pipenv run twine upload -u serum-community dist/*
+	pipenv run twine upload dist/*
 
 test-publish:
 	make clean

pyserum/examples/markets.py

@@ -14,11 +14,15 @@ async def main():
     connection = AsyncClient('https://mango.rpcpool.com/0f9acc0d45173b51bf7d7e09c1e5')
 
     serum_markets = await asyncio.gather(*[
-        AsyncMarket.load(connection, Publ(serum_market_config['serumMarketExternal']), Pubkey(serum_market_config['serumProgram']))
+        AsyncMarket.load(connection, PublicKey(serum_market_config['serumMarketExternal']), PublicKey(serum_market_config['serumProgram']))
         for serum_market_config in group['serum3Markets']
     ])
 
-    print(serum_markets)
+    serum_market: AsyncMarket = serum_markets[0]
+
+    fills = await serum_market.load_fills(9999)
+
+    print([fill._asdict() for fill in fills])
 
 
 if __name__ == '__main__':

pyserum/market/core.py

@@ -92,30 +92,37 @@ class MarketCore:
 
     def parse_fill_event(self, event: t.Event) -> t.FilledOrder:
         if event.event_flags.bid:
-            side = Side.BUY
+            side = 'bids'
+
             price_before_fees = (
-                event.native_quantity_released + event.native_fee_or_rebate
+                event.native_quantity_paid + event.native_fee_or_rebate
                 if event.event_flags.maker
-                else event.native_quantity_released - event.native_fee_or_rebate
+                else event.native_quantity_paid - event.native_fee_or_rebate
             )
+
+            price = (price_before_fees * self.state.base_spl_token_multiplier()) / (self.state.quote_spl_token_multiplier() * event.native_quantity_released)
+
+            size = event.native_quantity_released / self.state.base_spl_token_multiplier()
         else:
-            side = Side.SELL
+            side = 'asks'
+
             price_before_fees = (
                 event.native_quantity_released - event.native_fee_or_rebate
                 if event.event_flags.maker
                 else event.native_quantity_released + event.native_fee_or_rebate
             )
 
-        price = (price_before_fees * self.state.base_spl_token_multiplier()) / (
-            self.state.quote_spl_token_multiplier() * event.native_quantity_paid
-        )
-        size = event.native_quantity_paid / self.state.base_spl_token_multiplier()
+            price = (price_before_fees * self.state.base_spl_token_multiplier()) / (self.state.quote_spl_token_multiplier() * event.native_quantity_paid)
+
+            size = event.native_quantity_paid / self.state.base_spl_token_multiplier()
         return t.FilledOrder(
-            order_id=event.order_id,
             side=side,
+            type='maker' if event.event_flags.maker else 'taker',
             price=price,
             size=size,
-            fee_cost=event.native_fee_or_rebate * (1 if event.event_flags.maker else -1),
+            fee=self.state.quote_spl_size_to_number(event.native_fee_or_rebate) * (-1 if event.event_flags.maker else 1),
+            open_orders=event.public_key,
+            client_order_id=event.order_id,
         )
 
     def _prepare_new_oo_account(

pyserum/market/types.py

@@ -39,16 +39,13 @@ class AccountFlags(NamedTuple):
 
 
 class FilledOrder(NamedTuple):
-    client_order_id: int
-    """"""
     side: str
-    """"""
+    type: str
     price: float
-    """"""
     size: float
-    """"""
-    fee_cost: float
-    """"""
+    fee: float
+    open_orders: PublicKey
+    client_order_id: int
 
 
 class OrderInfo(NamedTuple):

setup.py

@@ -3,13 +3,8 @@
 from setuptools import find_packages, setup
 
 setup(
-<<<<<<< Updated upstream
-    name="pyserum",
-    version="0.6.0a",
-=======
     name="pyopenbook",
-    version="0.7.0a",
->>>>>>> Stashed changes
+    version="0.7.3a",
     author="serum-community",
     description="""Python client library for interacting with the Project Serum DEX.""",
     install_requires=[