Merge remote-tracking branch 'origin/main'

ts/scripts/keys/owner.json

@@ -1 +1,6 @@
-[237,214,31,185,214,40,80,44,185,17,94,45,161,148,34,70,225,93,44,43,253,83,4,90,110,4,140,76,88,98,138,230,18,131,244,133,112,212,60,253,197,170,165,124,99,156,49,71,39,93,243,190,36,244,55,90,160,53,109,186,224,51,140,82]
+[
+  22, 11, 133, 147, 225, 95, 217, 185, 81, 196, 239, 97, 139, 108, 243, 236, 92,
+  143, 188, 43, 220, 87, 88, 188, 233, 21, 191, 123, 0, 16, 98, 196, 237, 96,
+  196, 246, 163, 200, 164, 50, 121, 51, 151, 199, 217, 13, 141, 4, 94, 173, 206,
+  242, 108, 202, 115, 20, 199, 112, 173, 223, 230, 68, 122, 63
+]

ts/src/dex.ts

@@ -14,13 +14,27 @@ import { Coin } from "./coin";
 import { ChildProcess, fork } from "child_process";
 import { FileKeypair } from "./fileKeypair";
 
-export type MarketArgs = {
+/**
+ * @param lotSize
+ * @param tickSize
+ * @param feeRate
+ * @param quoteDustThreshold
+ */
+export type MarketParams = {
   lotSize: number;
   tickSize: number;
   feeRate: number;
   quoteDustThreshold: BN;
 };
 
+/**
+ * @param unref
+ * @param durationInSecs
+ * @param orderCount
+ * @param initialBidSize
+ * @param baseGeckoSymbol
+ * @param quoteGeckoSymbol
+ */
 type MarketMakerOpts = {
   unref: boolean;
   durationInSecs: number;
@@ -49,6 +63,16 @@ export class Dex {
     this.markets = [];
   }
 
+  /**
+   * Create a `Coin` object to be associated with the `Dex`.
+   *
+   * @param symbol The symbol of the coin to create
+   * @param decimals The decimals of the coin to create
+   * @param payer The payer `Keypair` to use for the transactions
+   * @param mintAuthority The mint authority `Keypair` to use for the mint
+   * @param freezeAuthority The freeze authority `Keypair` to use for the mint
+   * @returns
+   */
   public createCoin = async (
     symbol: string,
     decimals: number,
@@ -77,12 +101,25 @@ export class Dex {
     return coin;
   };
 
+  /**
+   * Fetch one of the `Coin` objects associated with the `Dex` by symbol.
+   *
+   * @param symbol The symbol of the coin to fetch
+   * @returns
+   */
   public getCoin(symbol: string): Coin | null {
     const coin = this.coins.find((coin) => coin.symbol === symbol);
 
     return coin ? coin : null;
   }
 
+  /**
+   * Fetch a `DexMarket` object associated with the `Dex` by the base coin and quote coin.
+   *
+   * @param baseCoin The base `Coin` of the market to fetch
+   * @param quoteCoin The quote `Coin` of the market to fetch
+   * @returns
+   */
   public getMarket(baseCoin: Coin, quoteCoin: Coin): DexMarket | null {
     const dexMarket = this.markets.find(
       (market) =>
@@ -92,11 +129,20 @@ export class Dex {
     return dexMarket ? dexMarket : null;
   }
 
+  /**
+   * Initialize a `DexMarket` instance associated with the `Dex`.
+   *
+   * @param payer The payer `Keypair` to use for the transactions
+   * @param baseCoin The base `Coin` of the market to create
+   * @param quoteCoin The quote `Coin` of the market to create
+   * @param marketParams The parameters required to create the market
+   * @returns
+   */
   public async initDexMarket(
     payer: Keypair,
     baseCoin: Coin,
     quoteCoin: Coin,
-    marketArgs: MarketArgs,
+    marketParams: MarketParams,
   ): Promise<DexMarket> {
     if (this.getMarket(baseCoin, quoteCoin) != null) {
       throw new Error("Market already exists");
@@ -136,10 +182,10 @@ export class Dex {
 
     let baseLotSize;
     let quoteLotSize;
-    if (marketArgs.lotSize > 0) {
+    if (marketParams.lotSize > 0) {
-      baseLotSize = Math.round(10 ** baseCoin.decimals * marketArgs.lotSize);
+      baseLotSize = Math.round(10 ** baseCoin.decimals * marketParams.lotSize);
       quoteLotSize = Math.round(
-        10 ** quoteCoin.decimals * marketArgs.lotSize * marketArgs.tickSize,
+        10 ** quoteCoin.decimals * marketParams.lotSize * marketParams.tickSize,
       );
     } else {
       throw new Error("Invalid Lot Size");
@@ -164,8 +210,8 @@ export class Dex {
       quoteMint: quoteCoin.mint,
       baseLotSize: new BN(baseLotSize),
       quoteLotSize: new BN(quoteLotSize),
-      feeRateBps: marketArgs.feeRate,
+      feeRateBps: marketParams.feeRate,
-      quoteDustThreshold: marketArgs.quoteDustThreshold,
+      quoteDustThreshold: marketParams.quoteDustThreshold,
       vaultSignerNonce: vaultOwnerNonce,
       programId: this.address,
     });
@@ -196,7 +242,14 @@ export class Dex {
     return dexMarket;
   }
 
-  // eslint-disable-next-line @typescript-eslint/no-unused-vars
+  /**
+   * Runs a Market Making on a separate node process for `durationInSecs` seconds.
+   *
+   * @param market The `DexMarket` to run market maker on
+   * @param owner The owner `Keypair` to use for the market making.
+   * @param opts The market making options used.
+   * @returns
+   */
   public runMarketMaker(
     market: DexMarket,
     owner: FileKeypair,
@@ -205,10 +258,6 @@ export class Dex {
     const child = fork("./src/scripts/marketMaker", null, {
       detached: true,
       stdio: ["pipe", 0, 0, "ipc"],
-      env: {
-        size: "1",
-        price: "10",
-      },
     });
 
     console.log(

ts/src/market.ts

@@ -19,7 +19,7 @@ import {
 import { Market as SerumMarket } from "@project-serum/serum";
 import { Coin } from "./coin";
 import { getDecimalCount, withAssociatedTokenAccount } from "./utils";
-import { TransactionWithSigners } from "./types";
+import { OrderType, TransactionWithSigners } from "./types";
 
 const REQUEST_QUEUE_SIZE = 5120 + 12; // https://github.com/mithraiclabs/psyoptions/blob/f0c9f73408a27676e0c7f156f5cae71f73f59c3f/programs/psy_american/src/lib.rs#L1003
 const EVENT_QUEUE_SIZE = 262144 + 12; // https://github.com/mithraiclabs/psyoptions-ts/blob/ba1888ea83e634e1c7a8dad820fe67d053cf3f5c/packages/psy-american/src/instructions/initializeSerumMarket.ts#L84
@@ -34,14 +34,14 @@ export interface MarketAccounts {
   asks: Keypair;
 }
 
-// ssh-test
+/**
+ * A wrapper class around `serum-ts`'s `Market` class.
+ */
 export class DexMarket {
   public address: PublicKey;
 
   public serumMarket: Market;
 
-  // public marketAccounts: MarketAccounts;
-
   public baseCoin: Coin;
 
   public quoteCoin: Coin;
@@ -61,6 +61,16 @@ export class DexMarket {
     this.marketSymbol = `${baseCoin.symbol}/${quoteCoin.symbol}`;
   }
 
+  /**
+   * Load a `DexMarket` instance from a given market address.
+   *
+   * @param connection The `Connection` object to connect to Solana.
+   * @param programID The address of the `serum-dex` program deployed.
+   * @param marketAddress The address of the market to load.
+   * @param baseCoin The base `Coin` object provided by the `Coin` class.
+   * @param quoteCoin The quote `Coin` object provided by the `Coin` class.
+   * @returns
+   */
   static async load(
     connection: Connection,
     programID: PublicKey,
@@ -85,6 +95,18 @@ export class DexMarket {
     return dexMarket;
   }
 
+  /**
+   * Create a `Transaction` object for creating the vaults required for a DexMarket.
+   *
+   * @param payer The `Keypair` of the account that will pay for the transaction.
+   * @param vaultOwner The address assigned as the owner of the vault.
+   * @param baseVault The Token Account that would be used as the base vault.
+   * @param quoteVault The Token Account that would be used as the quote vault.
+   * @param baseCoin The base `Coin` object provided by the `Coin` class.
+   * @param quoteCoin The quote `Coin` object provided by the `Coin` class.
+   * @param connection The `Connection` object to connect to Solana.
+   * @returns
+   */
   static async createMarketVaultsTransaction(
     payer: Keypair,
     vaultOwner: PublicKey,
@@ -128,22 +150,31 @@ export class DexMarket {
     return tx;
   }
 
+  /**
+   *  Create a `Transaction` object for creating the accounts required for a DexMarket.
+   *
+   * @param accounts The `MarketAccounts` object containing the accounts needed for initializing the market.
+   * @param payer The `Keypair` object of the account that will pay for the transaction.
+   * @param connection The `Connection` object to connect to Solana.
+   * @param programID The address of the `serum-dex` program deployed.
+   * @returns
+   */
   static async createMarketAccountsInstructions(
     accounts: MarketAccounts,
     payer: Keypair,
     connection: Connection,
-    dexProgram: PublicKey,
+    programID: PublicKey,
   ): Promise<TransactionInstruction[]> {
     const { market, requestQueue, eventQueue, bids, asks } = accounts;
 
     const marketIx = SystemProgram.createAccount({
       newAccountPubkey: market.publicKey,
       fromPubkey: payer.publicKey,
-      space: Market.getLayout(dexProgram).span,
+      space: Market.getLayout(programID).span,
       lamports: await connection.getMinimumBalanceForRentExemption(
-        Market.getLayout(dexProgram).span,
+        Market.getLayout(programID).span,
       ),
-      programId: dexProgram,
+      programId: programID,
     });
 
     const requestQueueIx = SystemProgram.createAccount({
@@ -153,7 +184,7 @@ export class DexMarket {
       lamports: await connection.getMinimumBalanceForRentExemption(
         REQUEST_QUEUE_SIZE,
       ),
-      programId: dexProgram,
+      programId: programID,
     });
 
     const eventQueueIx = SystemProgram.createAccount({
@@ -163,7 +194,7 @@ export class DexMarket {
       lamports: await connection.getMinimumBalanceForRentExemption(
         EVENT_QUEUE_SIZE,
       ),
-      programId: dexProgram,
+      programId: programID,
     });
 
     const bidsIx = SystemProgram.createAccount({
@@ -171,7 +202,7 @@ export class DexMarket {
       fromPubkey: payer.publicKey,
       space: BIDS_SIZE,
       lamports: await connection.getMinimumBalanceForRentExemption(BIDS_SIZE),
-      programId: dexProgram,
+      programId: programID,
     });
 
     const asksIx = SystemProgram.createAccount({
@@ -179,7 +210,7 @@ export class DexMarket {
       fromPubkey: payer.publicKey,
       space: ASKS_SIZE,
       lamports: await connection.getMinimumBalanceForRentExemption(ASKS_SIZE),
-      programId: dexProgram,
+      programId: programID,
     });
 
     return [marketIx, requestQueueIx, eventQueueIx, bidsIx, asksIx];
@@ -218,11 +249,24 @@ export class DexMarket {
       throw new Error(`Price must be greater than ${formattedTickSize}`);
   }
 
+  /**
+   * Create a `Transaction` object for placing an order.
+   *
+   * @param connection The `Connection` object to connect to Solana.
+   * @param owner The `PublicKey` of the owner of the order.
+   * @param serumMarket The `Market` object from `serum-ts` package.
+   * @param side The `Side` of the order.
+   * @param orderType The `OrderType` of the order.
+   * @param size The `size` of the order.
+   * @param price The `price` of the order.
+   * @returns
+   */
   static async getPlaceOrderTransaction(
     connection: Connection,
     owner: Keypair,
     serumMarket: SerumMarket,
     side: "buy" | "sell",
+    orderType: OrderType,
     size: number,
     price: number,
   ): Promise<TransactionWithSigners> {
@@ -268,7 +312,7 @@ export class DexMarket {
       side,
       price,
       size,
-      orderType: "limit",
+      orderType,
       feeDiscountPubkey: null,
       openOrdersAddressKey: openOrders.address,
     };
@@ -291,11 +335,24 @@ export class DexMarket {
     return { transaction, signers };
   }
 
+  /**
+   * Place an order on the DexMarket.
+   *
+   * @param connection The `Connection` object to connect to Solana.
+   * @param owner The `PublicKey` of the owner of the order.
+   * @param serumMarket The `Market` object from `serum-ts` package.
+   * @param side The `Side` of the order.
+   * @param orderType The `OrderType` of the order.
+   * @param size The `size` of the order.
+   * @param price The `price` of the order.
+   * @returns
+   */
   static async placeOrder(
     connection: Connection,
     owner: Keypair,
     serumMarket: SerumMarket,
     side: "buy" | "sell",
+    orderType: OrderType,
     size: number,
     price: number,
   ): Promise<string> {
@@ -304,6 +361,7 @@ export class DexMarket {
       owner,
       serumMarket,
       side,
+      orderType,
       size,
       price,
     );
@@ -314,6 +372,15 @@ export class DexMarket {
     return txSig;
   }
 
+  /**
+   * Create a `Transaction` object for cancelling an order.
+   *
+   * @param connection The `Connection` object to connect to Solana.
+   * @param owner The `PublicKey` of the owner of the order.
+   * @param serumMarket The `Market` object from `serum-ts` package.
+   * @param order The `Order` object to cancel.
+   * @returns
+   */
   static async getCancelOrderTransaction(
     connection: Connection,
     owner: Keypair,
@@ -332,6 +399,15 @@ export class DexMarket {
     };
   }
 
+  /**
+   * Cancel an order on the DexMarket.
+   *
+   * @param connection The `Connection` object to connect to Solana.
+   * @param owner The `PublicKey` of the owner of the order.
+   * @param serumMarket The `Market` object from `serum-ts` package.
+   * @param order The `Order` object to cancel.
+   * @returns
+   */
   static async cancelOrder(
     connection: Connection,
     owner: Keypair,

ts/src/scripts/marketMaker.ts

@@ -118,6 +118,7 @@ const placeOrders = async (
         owner,
         serumMarket,
         "buy",
+        "postOnly",
         buySize,
         buyPrice,
       );
@@ -132,6 +133,7 @@ const placeOrders = async (
         owner,
         serumMarket,
         "sell",
+        "postOnly",
         sellSize,
         sellPrice,
       );

ts/src/types.ts

@@ -4,3 +4,5 @@ export type TransactionWithSigners = {
   transaction: Transaction;
   signers: Signer[];
 };
+
+export type OrderType = "limit" | "ioc" | "postOnly";