Add load_orders_for_owner and get_live_markets (#52)

* true list of live markets and open orders

* linting fix

* remove unused req file

* moar lints

* fixing commitment with solana api

* using chain

* MOAR LINT

* Revert layout changes

* Revert state.py changes

* Move get_live_markets

* Format and lint

* Add test for get_live_markets

* Update README.md

* Address prior feedback

Co-authored-by: gitjcs <julien.collardseguin@gmail.com>

README.md

@@ -7,11 +7,24 @@ Status](https://github.com/serum-community/pyserum/workflows/CI/badge.svg)](http
 Python client library for interacting with the [Project Serum](https://projectserum.com/) DEX.
 
 ## Install
+
 ```sh
 pip install pyserum
 ```
 
-## Get Started
+## Getting Started
+
+### Mainnet Market Addresses
+
+```python
+from pyserum.connection import get_live_markets
+print(get_live_markets())
+```
+
+The source of truth of the market address can be found
+[here](https://github.com/project-serum/serum-js/blob/master/src/tokens_and_markets.ts).
+
+### Get Orderbook
 
 ```python
 from pyserum.connection import conn
@@ -38,10 +51,6 @@ for bid in bids:
           bid.order_id, bid.info.price, bid.info.size))
 ```
 
-### Market Addresses in Main Net
-
-The source of truth of the market address can be found [here](https://github.com/project-serum/serum-js/blob/master/src/tokens_and_markets.ts). Feel free to open a PR if the following addresses needs modification or addition.
-
 ## Development
 
 ### Setup

pyserum/connection.py

@@ -1,6 +1,33 @@
-from solana.rpc.api import Client
+import json
+
+from solana.rpc.api import Client as conn  # pylint: disable=unused-import # noqa:F401
+from solana.rpc.providers.http import requests
+
+from .market.types import MarketInfo
 
 
-def conn(endpoint: str) -> Client:
-    """RPC client connection to interact with the Serum Dex."""
-    return Client(endpoint)
+def get_live_markets():
+    url = "https://raw.githubusercontent.com/project-serum/serum-js/master/src/tokens_and_markets.ts"
+    resp = requests.get(url)
+    page = resp.text
+
+    # Turn this JS into json
+    data = page.split("MARKETS:")[1].split("}> = ")[1].split(";")[0]
+    data = data.replace(" new PublicKey(", "").replace(")", "")
+    for col in ["name", "address", "programId", "deprecated"]:
+        data = data.replace(col, '"{}"'.format(col))
+    data = data.replace("'", '"')
+    data = data.replace(" ", "")
+    data = data.replace("//NewUSDCmarkets", "")
+    data = data.replace("\n", "")
+    data = data.replace(",}", "}")
+    data = data.replace(",]", "]")
+    data = json.loads(data)
+
+    markets = []
+    for raw in data:
+        if raw["deprecated"]:
+            continue
+        markets.append(MarketInfo(name=raw["name"], address=raw["address"], program_id=raw["programId"]))
+
+    return markets

pyserum/instructions.py

@@ -10,7 +10,8 @@ from spl.token.constants import TOKEN_PROGRAM_ID  # type: ignore # TODO: Fix and
 from ._layouts.instructions import INSTRUCTIONS_LAYOUT, InstructionType
 from .enums import OrderType, Side
 
-DEFAULT_DEX_PROGRAM_ID = PublicKey("4ckmDgGdxQoPDLUkDT3vHgSAkzA3QRdNq5ywwY4sUSJn")
+# V2
+DEFAULT_DEX_PROGRAM_ID = PublicKey("EUqojwWA2rd19FZrzeBncJsm38Jm1hEhE3zsmX3bRc2o")
 
 
 class InitializeMarketParams(NamedTuple):

pyserum/market/market.py

@@ -1,6 +1,7 @@
 """Market module to interact with Serum DEX."""
 from __future__ import annotations
 
+import itertools
 import logging
 from typing import List
 
@@ -77,12 +78,22 @@ class Market:
         return OrderBook.from_bytes(self.state, bytes_data)
 
     def load_asks(self) -> OrderBook:
-        """Load the Ask order book."""
+        """Load the ask order book."""
         bytes_data = load_bytes_data(self.state.asks(), self._conn)
         return OrderBook.from_bytes(self.state, bytes_data)
 
-    def load_orders_for_owner(self) -> List[t.Order]:
-        raise NotImplementedError("load_orders_for_owner not implemented")
+    def load_orders_for_owner(self, owner_address: PublicKey) -> List[t.Order]:
+        """Load orders for owner."""
+        bids = self.load_bids()
+        asks = self.load_asks()
+        open_orders_accounts = self.find_open_orders_accounts_for_owner(owner_address)
+        if not open_orders_accounts:
+            return []
+
+        all_orders = itertools.chain(bids.orders(), asks.orders())
+        open_orders_addresses = {str(o.address) for o in open_orders_accounts}
+        orders = [o for o in all_orders if str(o.open_order_address) in open_orders_addresses]
+        return orders
 
     def load_base_token_for_owner(self):
         raise NotImplementedError("load_base_token_for_owner not implemented")

pyserum/market/types.py

@@ -132,3 +132,12 @@ class Event(NamedTuple):
     """"""
     client_order_id: int
     """"""
+
+
+class MarketInfo(NamedTuple):
+    name: str
+    """"""
+    address: PublicKey
+    """"""
+    program_id: PublicKey
+    """"""

pyserum/open_orders_account.py

@@ -5,7 +5,8 @@ from typing import List, NamedTuple, Sequence
 
 from solana.publickey import PublicKey
 from solana.rpc.api import Client
-from solana.rpc.types import MemcmpOpts
+from solana.rpc.commitment import Recent
+from solana.rpc.types import Commitment, MemcmpOpts
 from solana.system_program import CreateAccountParams, create_account
 from solana.transaction import TransactionInstruction
 
@@ -73,7 +74,7 @@ class OpenOrdersAccount:
 
     @staticmethod
     def find_for_market_and_owner(
-        conn: Client, market: PublicKey, owner: PublicKey, program_id: PublicKey
+        conn: Client, market: PublicKey, owner: PublicKey, program_id: PublicKey, commitment: Commitment = Recent
     ) -> List[OpenOrdersAccount]:
         filters = [
             MemcmpOpts(
@@ -85,9 +86,12 @@ class OpenOrdersAccount:
                 bytes=str(owner),
             ),
         ]
-
         resp = conn.get_program_accounts(
-            program_id, encoding="base64", memcmp_opts=filters, data_size=OPEN_ORDERS_LAYOUT.sizeof()
+            program_id,
+            commitment=commitment,
+            encoding="base64",
+            memcmp_opts=filters,
+            data_size=OPEN_ORDERS_LAYOUT.sizeof(),
         )
         accounts = []
         for account in resp["result"]:
@@ -101,6 +105,7 @@ class OpenOrdersAccount:
                     lamports=int(account_details["lamports"]),
                 )
             )
+
         return [OpenOrdersAccount.from_bytes(account.public_key, account.data) for account in accounts]
 
     @staticmethod

tests/integration/test_connection.py

@@ -0,0 +1,6 @@
+from pyserum.connection import get_live_markets
+from pyserum.market.types import MarketInfo
+
+
+def test_get_live_markets():
+    assert all(isinstance(market_info, MarketInfo) for market_info in get_live_markets())