Added match and cancel order to market class.
Added the following: - place order API - cancel order API - integration tests for existing functionalities - split the run_int-test script into several files so that we can just start the docker image without running the integration tests - fix the issue when the test fails but the build is still red.
This commit is contained in:
Leonard G
GitHub
parent
bdd3e418ec
commit
969c14f3e1
2
Makefile
2
Makefile
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@ -18,7 +18,7 @@ unit-tests:
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pipenv run pytest -v -m "not integration"
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int-tests:
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sh scripts/run_int_tests.sh
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bash scripts/run_int_tests.sh
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# Minimal makefile for Sphinx documentation
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#
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@ -0,0 +1,36 @@
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#!/bin/bash
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set -e
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os_type=""
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if [[ $OSTYPE == "linux-gnu"* ]]; then
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os_type="linux"
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elif [[ $OSTYPE == "darwin"* ]]; then
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os_type="darwin"
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else
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echo "$OSTYPE is not supported."
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exit 1
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fi
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docker-compose up -d
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if ! hash solana 2>/dev/null; then
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echo Installing Solana tool suite...
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curl -sSf https://raw.githubusercontent.com/solana-labs/solana/v1.3.9/install/solana-install-init.sh | sh -s - v1.3.9
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export PATH="/home/runner/.local/share/solana/install/active_release/bin:$PATH"
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echo Generating keypair...
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solana-keygen new -o ~/.config/solana/id.json --no-passphrase --silent
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fi
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solana config set --url "http://localhost:8899"
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curl -s -L "https://github.com/serum-community/serum-dex/releases/download/refs%2Fheads%2Fmaster/serum_dex-$os_type.so" > serum_dex.so
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sleep 1
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solana airdrop 10000
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DEX_PROGRAM_ID="$(solana deploy --use-deprecated-loader serum_dex.so | jq .programId -r)"
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echo DEX_PROGRAM_ID: "$DEX_PROGRAM_ID"
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curl -s -L "https://github.com/serum-community/serum-dex/releases/download/refs%2Fheads%2Fmaster/crank-$os_type" > crank
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chmod +x crank
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./crank l pyserum-setup ~/.config/solana/id.json "$DEX_PROGRAM_ID"
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echo "dex_program_id: $DEX_PROGRAM_ID" >> crank.log
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mv crank.log tests/crank.log
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cat tests/crank.log
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@ -0,0 +1,7 @@
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#!/bin/bash
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if [[ $KEEP_ARTIFACTS == "" ]]; then
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echo Deleting artifacts...
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rm -rf tests/crank.log crank serum_dex.so
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fi
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docker-compose down
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@ -1,41 +1,19 @@
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#!/bin/bash
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set -e
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bash scripts/bootstrap_dex.sh
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os_type=""
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wait_time=20
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echo "Waiting $wait_time seconds to make sure the market has started"
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sleep $wait_time
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if [[ $OSTYPE == "linux-gnu"* ]]; then
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os_type="linux"
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elif [[ $OSTYPE == "darwin"* ]]; then
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os_type="darwin"
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else
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echo "$OSTYPE is not supported."
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exit 1
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exit_code=1
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if (pipenv run pytest -vv -m integration); then
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echo "The script ran ok"
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exit_code=0
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fi
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docker-compose up -d
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if ! hash solana 2>/dev/null; then
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echo Installing Solana tool suite...
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curl -sSf https://raw.githubusercontent.com/solana-labs/solana/v1.3.9/install/solana-install-init.sh | sh -s - v1.3.9
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export PATH="/home/runner/.local/share/solana/install/active_release/bin:$PATH"
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echo Generating keypair...
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solana-keygen new -o ~/.config/solana/id.json --no-passphrase --silent
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fi
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solana config set --url "http://localhost:8899"
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curl -s -L "https://github.com/serum-community/serum-dex/releases/download/refs%2Fheads%2Fmaster/serum_dex-$os_type.so" > serum_dex.so
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sleep 1
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solana airdrop 10000
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DEX_PROGRAM_ID="$(solana deploy --use-deprecated-loader serum_dex.so | jq .programId -r)"
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echo DEX_PROGRAM_ID: $DEX_PROGRAM_ID
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curl -s -L "https://github.com/serum-community/serum-dex/releases/download/refs%2Fheads%2Fmaster/crank-$os_type" > crank
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chmod +x crank
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./crank l pyserum-setup ~/.config/solana/id.json $DEX_PROGRAM_ID
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echo "dex_program_id: $DEX_PROGRAM_ID" >> crank.log
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mv crank.log tests/crank.log
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cat tests/crank.log
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pipenv run pytest -vv -m integration
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if [[ $KEEP_ARTIFACTS == "" ]]; then
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echo Deleting artifacts...
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rm -rf tests/crank.log crank serum_dex.so
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fi
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docker-compose down
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bash scripts/clean_up.sh
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exit $exit_code
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115
src/market.py
115
src/market.py
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@ -1,31 +1,32 @@
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"""Market module to interact with Serum DEX."""
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from __future__ import annotations
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import base64
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import logging
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import math
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from typing import Any, Iterable, List, NamedTuple, Tuple
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from solana.account import Account
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from solana.publickey import PublicKey
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from solana.rpc.api import Client
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from solana.transaction import Transaction
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from solana.transaction import Transaction, TransactionInstruction
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from ._layouts.account_flags import ACCOUNT_FLAGS_LAYOUT
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from ._layouts.market import MARKET_LAYOUT, MINT_LAYOUT
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from ._layouts.slab import Slab
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from .enums import Side
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from .instructions import DEFAULT_DEX_PROGRAM_ID, NewOrderParams
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from .instructions import DEFAULT_DEX_PROGRAM_ID, CancelOrderParams, MatchOrdersParams, NewOrderParams
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from .instructions import cancel_order as cancel_order_inst
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from .instructions import match_orders as match_order_inst
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from .queue_ import decode_event_queue, decode_request_queue
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from .utils import load_bytes_data
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def _load_bytes_data(addr: PublicKey, endpoint: str):
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res = Client(endpoint).get_account_info(addr)
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data = res["result"]["value"]["data"][0]
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return base64.decodebytes(data.encode("ascii"))
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# pylint: disable=too-many-public-methods
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class Market:
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"""Represents a Serum Market."""
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logger = logging.getLogger("serum.market")
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_decode: Any
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_baseSplTokenDecimals: int
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_quoteSplTokenDecimals: int
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@ -60,7 +61,7 @@ class Market:
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endpoint: str, market_address: str, options: Any, program_id: PublicKey = DEFAULT_DEX_PROGRAM_ID
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) -> Market:
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"""Factory method to create a Market."""
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bytes_data = _load_bytes_data(PublicKey(market_address), endpoint)
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bytes_data = load_bytes_data(PublicKey(market_address), endpoint)
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market_state = MARKET_LAYOUT.parse(bytes_data)
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# TODO: add ownAddress check!
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@ -70,19 +71,25 @@ class Market:
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base_mint_decimals = Market.get_mint_decimals(endpoint, PublicKey(market_state.base_mint))
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quote_mint_decimals = Market.get_mint_decimals(endpoint, PublicKey(market_state.quote_mint))
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return Market(market_state, base_mint_decimals, quote_mint_decimals, options, endpoint)
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return Market(market_state, base_mint_decimals, quote_mint_decimals, options, endpoint, program_id=program_id)
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def address(self) -> PublicKey:
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"""Return market address."""
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raise NotImplementedError("address is not implemented yet")
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return PublicKey(self._decode.own_address)
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def public_key(self) -> PublicKey:
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return self.address()
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def program_id(self) -> PublicKey:
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return self._program_id
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def base_mint_address(self) -> PublicKey:
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"""Returns base mint address."""
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raise NotImplementedError("base_mint_address is not implemented yet")
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return PublicKey(self._decode.base_mint)
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def quote_mint_address(self) -> PublicKey:
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"""Returns quote mint address."""
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raise NotImplementedError("quote_mint_address is not implemented yet")
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return PublicKey(self._decode.quote_mint)
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def __base_spl_token_multiplier(self) -> int:
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return 10 ** self._base_spl_token_decimals
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@ -113,34 +120,34 @@ class Market:
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@staticmethod
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def get_mint_decimals(endpoint: str, mint_pub_key: PublicKey) -> int:
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"""Get the mint decimals from given public key."""
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bytes_data = _load_bytes_data(mint_pub_key, endpoint)
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bytes_data = load_bytes_data(mint_pub_key, endpoint)
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return MINT_LAYOUT.parse(bytes_data).decimals
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def load_bids(self):
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def load_bids(self) -> OrderBook:
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"""Load the bid order book"""
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bids_addr = PublicKey(self._decode.bids)
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bytes_data = _load_bytes_data(bids_addr, self._endpoint)
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bytes_data = load_bytes_data(bids_addr, self._endpoint)
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return OrderBook.decode(self, bytes_data)
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def load_asks(self):
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def load_asks(self) -> OrderBook:
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"""Load the Ask order book."""
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asks_addr = PublicKey(self._decode.asks)
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bytes_data = _load_bytes_data(asks_addr, self._endpoint)
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bytes_data = load_bytes_data(asks_addr, self._endpoint)
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return OrderBook.decode(self, bytes_data)
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def load_event_queue(self):
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def load_event_queue(self): # returns raw construct type
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event_queue_addr = PublicKey(self._decode.event_queue)
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bytes_data = _load_bytes_data(event_queue_addr, self._endpoint)
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bytes_data = load_bytes_data(event_queue_addr, self._endpoint)
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return decode_event_queue(bytes_data)
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def load_request_queue(self):
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def load_request_queue(self): # returns raw construct type
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request_queue_addr = PublicKey(self._decode.request_queue)
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bytes_data = _load_bytes_data(request_queue_addr, self._endpoint)
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bytes_data = load_bytes_data(request_queue_addr, self._endpoint)
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return decode_request_queue(bytes_data)
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def load_fills(self, limit=100):
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def load_fills(self, limit=100) -> List[FilledOrder]:
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event_queue_addr = PublicKey(self._decode.event_queue)
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bytes_data = _load_bytes_data(event_queue_addr, self._endpoint)
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bytes_data = load_bytes_data(event_queue_addr, self._endpoint)
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events = decode_event_queue(bytes_data, limit)
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return [
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self.parse_fill_event(event)
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@ -148,7 +155,7 @@ class Market:
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if event.event_flags.fill and event.native_quantity_paid > 0
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]
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def parse_fill_event(self, event):
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def parse_fill_event(self, event) -> FilledOrder:
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if event.event_flags.bid:
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side = Side.Buy
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price_before_fees = (
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@ -185,6 +192,56 @@ class Market:
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def find_open_orders_accounts_for_owner(self, owner_address: PublicKey):
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pass
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def cancel_order_by_client_id(self, owner: str) -> str:
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pass
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def cancel_order(self, owner: Account, order: Order) -> str:
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transaction = Transaction()
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transaction.add(self.make_cancel_order_instruction(owner.public_key(), order))
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return self._send_transaction(transaction, owner)
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def match_orders(self, fee_payer: Account, limit: int) -> str:
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transaction = Transaction()
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transaction.add(self.make_match_orders_instruction(limit))
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return self._send_transaction(transaction, fee_payer)
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def make_cancel_order_instruction(self, owner: PublicKey, order: Order) -> TransactionInstruction:
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params = CancelOrderParams(
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market=self.address(),
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owner=owner,
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open_orders=order.open_order_address,
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request_queue=self._decode.request_queue,
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side=order.side,
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order_id=order.order_id,
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open_orders_slot=order.open_order_slot,
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program_id=self._program_id,
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)
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return cancel_order_inst(params)
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def make_match_orders_instruction(self, limit: int) -> TransactionInstruction:
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params = MatchOrdersParams(
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market=self.address(),
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request_queue=PublicKey(self._decode.request_queue),
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event_queue=PublicKey(self._decode.event_queue),
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bids=PublicKey(self._decode.bids),
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asks=PublicKey(self._decode.asks),
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base_vault=PublicKey(self._decode.base_vault),
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quote_vault=PublicKey(self._decode.quote_vault),
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limit=limit,
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program_id=self._program_id,
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)
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return match_order_inst(params)
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def _send_transaction(self, transaction: Transaction, *signers: Account) -> str:
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connection = Client(self._endpoint)
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res = connection.send_transaction(transaction, *signers, skip_preflight=self._skip_preflight)
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if self._confirmations > 0:
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self.logger.warning("Cannot confirm transaction yet.")
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signature = res.get("result")
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if not signature:
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raise Exception("Transaction not sent successfully.")
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return str(signature)
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class FilledOrder(NamedTuple):
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order_id: int
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@ -205,9 +262,10 @@ class Order(NamedTuple):
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order_id: int
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client_id: int
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open_order_address: PublicKey
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open_order_slot: int
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fee_tier: int
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order_info: OrderInfo
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side: str
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side: Side
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# The key is constructed as the (price << 64) + (seq_no if ask_order else !seq_no)
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@ -281,5 +339,6 @@ class OrderBook:
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size=self._market.base_size_lots_to_number(node.quantity),
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size_lots=node.quantity,
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),
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side="buy" if self._is_bids else "sell",
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side=Side.Buy if self._is_bids else Side.Sell,
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open_order_slot=node.owner_slot,
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)
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@ -6,9 +6,10 @@ from solana.publickey import PublicKey
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from solana.rpc.api import Client
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from ._layouts.open_orders import OPEN_ORDERS_LAYOUT
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from .utils import load_bytes_data
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class OpenOrder:
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class OpenOrderAccount:
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# pylint: disable=too-many-arguments
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# pylint: disable=too-many-instance-attributes
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def __init__(
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@ -38,9 +39,9 @@ class OpenOrder:
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self.client_ids = client_ids
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@staticmethod
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def from_bytes(address: PublicKey, data_bytes: bytes) -> OpenOrder:
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def from_bytes(address: PublicKey, data_bytes: bytes) -> OpenOrderAccount:
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open_order_decoded = OPEN_ORDERS_LAYOUT.parse(data_bytes)
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return OpenOrder(
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return OpenOrderAccount(
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address=address,
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market=PublicKey(open_order_decoded.market),
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owner=PublicKey(open_order_decoded.owner),
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@ -54,5 +55,12 @@ class OpenOrder:
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client_ids=open_order_decoded.client_ids,
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)
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def find_for_market_and_owner(self, connection: Client, market: PublicKey, owner: PublicKey):
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@staticmethod
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def find_for_market_and_owner(connection: Client, market: PublicKey, owner: PublicKey):
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pass
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@staticmethod
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def load(endpoint: str, address: str) -> OpenOrderAccount:
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addr_pub_key = PublicKey(address)
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bytes_data = load_bytes_data(addr_pub_key, endpoint)
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return OpenOrderAccount.from_bytes(addr_pub_key, bytes_data)
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@ -7,14 +7,18 @@ from ._layouts.queue import EVENT_LAYOUT, QUEUE_HEADER_LAYOUT, REQUEST_LAYOUT
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# Expect header_layout and node_layout to be construct layout
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def _decode_queue(header_layout: Any, node_layout: Any, buffer: bytes, history: Optional[int]) -> Tuple[Any, Any]:
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header = header_layout.parse(buffer)
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alloc_len = math.floor(float(len(buffer) - header_layout.sizeof() / node_layout.sizeof()))
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alloc_len = math.floor(len(buffer) - header_layout.sizeof() / node_layout.sizeof())
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nodes = []
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num_of_nodes = min(history, alloc_len) if history else header.count
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for i in range(num_of_nodes):
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node_index = (header.head + header.count + alloc_len - 1 - i) % alloc_len
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nodes.append(
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node_layout.parse(buffer[header_layout.sizeof() + node_index * node_layout.sizeof() :]) # noqa: E203
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)
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if history:
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for i in range(min(history, alloc_len)):
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node_index = (header.head + header.count + alloc_len - 1 - i) % alloc_len
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offset = header_layout.sizeof() + node_index * node_layout.sizeof()
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nodes.append(node_layout.parse(buffer[offset : offset + node_layout.sizeof()])) # noqa: E203 # noqa: E203
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else:
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for i in range(header.count):
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node_index = (header.head + i) % alloc_len
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offset = header_layout.sizeof() + node_index * node_layout.sizeof()
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nodes.append(node_layout.parse(buffer[offset : offset + node_layout.sizeof()])) # noqa: E203 # noqa: E203
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return header, nodes
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@ -0,0 +1,12 @@
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import base64
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from solana.publickey import PublicKey
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from solana.rpc.api import Client
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def load_bytes_data(addr: PublicKey, endpoint: str):
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res = Client(endpoint).get_account_info(addr)
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if ("result" not in res) or ("value" not in res["result"]) or ("data" not in res["result"]["value"]):
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raise Exception("Cannot load byte data.")
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data = res["result"]["value"]["data"][0]
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return base64.decodebytes(data.encode("ascii"))
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@ -3,6 +3,7 @@ from typing import Dict
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import pytest
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from solana.account import Account
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from solana.publickey import PublicKey
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from solana.rpc.api import Client
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__cached_params = {}
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|
|
@ -139,3 +140,11 @@ def stubbed_bid_account_pk(__bs_params) -> PublicKey:
|
|||
def stubbed_ask_account_pk(__bs_params) -> PublicKey:
|
||||
"""Public key of the initial ask order account."""
|
||||
return PublicKey(__bs_params["ask_account"])
|
||||
|
||||
|
||||
@pytest.mark.integration
|
||||
@pytest.fixture(scope="session")
|
||||
def http_client() -> Client:
|
||||
"""Solana http client."""
|
||||
client = Client()
|
||||
return client
|
||||
|
|
|
|||
|
|
@ -0,0 +1,79 @@
|
|||
# pylint: disable=redefined-outer-name
|
||||
import pytest
|
||||
from solana.account import Account
|
||||
from solana.publickey import PublicKey
|
||||
from solana.rpc.api import Client
|
||||
|
||||
from src.market import Market
|
||||
|
||||
from .utils import confirm_transaction
|
||||
|
||||
|
||||
@pytest.mark.integration
|
||||
@pytest.fixture(scope="session")
|
||||
def bootstrapped_market(stubbed_market_pk: PublicKey, stubbed_dex_program_pk: PublicKey) -> Market:
|
||||
return Market.load("http://localhost:8899", str(stubbed_market_pk), None, program_id=stubbed_dex_program_pk)
|
||||
|
||||
|
||||
@pytest.mark.integration
|
||||
def test_bootstrapped_market(
|
||||
bootstrapped_market: Market,
|
||||
stubbed_market_pk: PublicKey,
|
||||
stubbed_dex_program_pk: PublicKey,
|
||||
stubbed_base_mint: PublicKey,
|
||||
stubbed_quote_mint: PublicKey,
|
||||
):
|
||||
assert isinstance(bootstrapped_market, Market)
|
||||
assert bootstrapped_market.address() == stubbed_market_pk
|
||||
assert bootstrapped_market.program_id() == stubbed_dex_program_pk
|
||||
assert bootstrapped_market.base_mint_address() == stubbed_base_mint.public_key()
|
||||
assert bootstrapped_market.quote_mint_address() == stubbed_quote_mint.public_key()
|
||||
|
||||
|
||||
@pytest.mark.integration
|
||||
def test_market_load_bid(bootstrapped_market: Market):
|
||||
# TODO: test for non-zero order case.
|
||||
bids = bootstrapped_market.load_bids()
|
||||
assert sum(1 for _ in bids) == 0
|
||||
|
||||
|
||||
@pytest.mark.integration
|
||||
def test_market_load_asks(bootstrapped_market: Market):
|
||||
# TODO: test for non-zero order case.
|
||||
asks = bootstrapped_market.load_asks()
|
||||
assert sum(1 for _ in asks) == 0
|
||||
|
||||
|
||||
@pytest.mark.integration
|
||||
def test_market_load_events(bootstrapped_market: Market):
|
||||
event_queue = bootstrapped_market.load_event_queue()
|
||||
assert len(event_queue) == 0
|
||||
|
||||
|
||||
@pytest.mark.integration
|
||||
def test_market_load_requests(bootstrapped_market: Market):
|
||||
request_queue = bootstrapped_market.load_request_queue()
|
||||
# 2 requests in the request queue in the beginning with one bid and one ask
|
||||
assert len(request_queue) == 2
|
||||
|
||||
|
||||
@pytest.mark.integration
|
||||
def test_match_order(bootstrapped_market: Market, stubbed_payer: Account, http_client: Client):
|
||||
sig = bootstrapped_market.match_orders(stubbed_payer, 2)
|
||||
confirm_transaction(http_client, sig)
|
||||
|
||||
request_queue = bootstrapped_market.load_request_queue()
|
||||
# 0 request after matching.
|
||||
assert len(request_queue) == 0
|
||||
|
||||
event_queue = bootstrapped_market.load_event_queue()
|
||||
# 5 event after the order is matched, including 2 fill events.
|
||||
assert len(event_queue) == 5
|
||||
|
||||
# There should be no bid order.
|
||||
bids = bootstrapped_market.load_bids()
|
||||
assert sum(1 for _ in bids) == 0
|
||||
|
||||
# There should be no ask order.
|
||||
asks = bootstrapped_market.load_asks()
|
||||
assert sum(1 for _ in asks) == 0
|
||||
|
|
@ -0,0 +1,26 @@
|
|||
import time
|
||||
|
||||
from solana.rpc.api import Client
|
||||
from solana.rpc.types import RPCResponse
|
||||
|
||||
DEFAULT_MAX_TIMEOUT = 30 # 30 seconds pylint: disable=invalid-name
|
||||
|
||||
|
||||
def confirm_transaction(client: Client, tx_sig: str, time_out: int = DEFAULT_MAX_TIMEOUT) -> RPCResponse:
|
||||
"""Confirm a transaction."""
|
||||
elapsed_time = 0
|
||||
while elapsed_time < time_out:
|
||||
sleep_time = 3
|
||||
if not elapsed_time:
|
||||
sleep_time = 7
|
||||
time.sleep(sleep_time)
|
||||
else:
|
||||
time.sleep(sleep_time)
|
||||
resp = client.get_confirmed_transaction(tx_sig)
|
||||
if resp.get("result"):
|
||||
break
|
||||
elapsed_time += sleep_time
|
||||
|
||||
if not resp.get("result"):
|
||||
raise RuntimeError("could not confirm transaction: ", tx_sig)
|
||||
return resp
|
||||
Loading…
Reference in New Issue