Merge remote-tracking branch 'origin/main'
This commit is contained in:
Sayantan Karmakar
commit
7c731e35e8
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@ -1 +1,6 @@
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[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]
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[
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22, 11, 133, 147, 225, 95, 217, 185, 81, 196, 239, 97, 139, 108, 243, 236, 92,
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143, 188, 43, 220, 87, 88, 188, 233, 21, 191, 123, 0, 16, 98, 196, 237, 96,
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196, 246, 163, 200, 164, 50, 121, 51, 151, 199, 217, 13, 141, 4, 94, 173, 206,
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242, 108, 202, 115, 20, 199, 112, 173, 223, 230, 68, 122, 63
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]
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@ -14,13 +14,27 @@ import { Coin } from "./coin";
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import { ChildProcess, fork } from "child_process";
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import { FileKeypair } from "./fileKeypair";
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export type MarketArgs = {
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/**
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* @param lotSize
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* @param tickSize
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* @param feeRate
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* @param quoteDustThreshold
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*/
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export type MarketParams = {
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lotSize: number;
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tickSize: number;
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feeRate: number;
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quoteDustThreshold: BN;
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};
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/**
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* @param unref
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* @param durationInSecs
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* @param orderCount
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* @param initialBidSize
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* @param baseGeckoSymbol
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* @param quoteGeckoSymbol
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*/
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type MarketMakerOpts = {
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unref: boolean;
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durationInSecs: number;
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@ -49,6 +63,16 @@ export class Dex {
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this.markets = [];
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}
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/**
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* Create a `Coin` object to be associated with the `Dex`.
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*
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* @param symbol The symbol of the coin to create
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* @param decimals The decimals of the coin to create
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* @param payer The payer `Keypair` to use for the transactions
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* @param mintAuthority The mint authority `Keypair` to use for the mint
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* @param freezeAuthority The freeze authority `Keypair` to use for the mint
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* @returns
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*/
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public createCoin = async (
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symbol: string,
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decimals: number,
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@ -77,12 +101,25 @@ export class Dex {
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return coin;
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};
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/**
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* Fetch one of the `Coin` objects associated with the `Dex` by symbol.
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*
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* @param symbol The symbol of the coin to fetch
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* @returns
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*/
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public getCoin(symbol: string): Coin | null {
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const coin = this.coins.find((coin) => coin.symbol === symbol);
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return coin ? coin : null;
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}
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/**
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* Fetch a `DexMarket` object associated with the `Dex` by the base coin and quote coin.
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*
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* @param baseCoin The base `Coin` of the market to fetch
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* @param quoteCoin The quote `Coin` of the market to fetch
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* @returns
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*/
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public getMarket(baseCoin: Coin, quoteCoin: Coin): DexMarket | null {
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const dexMarket = this.markets.find(
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(market) =>
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@ -92,11 +129,20 @@ export class Dex {
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return dexMarket ? dexMarket : null;
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}
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/**
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* Initialize a `DexMarket` instance associated with the `Dex`.
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*
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* @param payer The payer `Keypair` to use for the transactions
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* @param baseCoin The base `Coin` of the market to create
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* @param quoteCoin The quote `Coin` of the market to create
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* @param marketParams The parameters required to create the market
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* @returns
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*/
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public async initDexMarket(
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payer: Keypair,
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baseCoin: Coin,
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quoteCoin: Coin,
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marketArgs: MarketArgs,
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marketParams: MarketParams,
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): Promise<DexMarket> {
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if (this.getMarket(baseCoin, quoteCoin) != null) {
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throw new Error("Market already exists");
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@ -136,10 +182,10 @@ export class Dex {
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let baseLotSize;
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let quoteLotSize;
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if (marketArgs.lotSize > 0) {
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baseLotSize = Math.round(10 ** baseCoin.decimals * marketArgs.lotSize);
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if (marketParams.lotSize > 0) {
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baseLotSize = Math.round(10 ** baseCoin.decimals * marketParams.lotSize);
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quoteLotSize = Math.round(
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10 ** quoteCoin.decimals * marketArgs.lotSize * marketArgs.tickSize,
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10 ** quoteCoin.decimals * marketParams.lotSize * marketParams.tickSize,
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);
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} else {
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throw new Error("Invalid Lot Size");
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@ -164,8 +210,8 @@ export class Dex {
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quoteMint: quoteCoin.mint,
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baseLotSize: new BN(baseLotSize),
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quoteLotSize: new BN(quoteLotSize),
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feeRateBps: marketArgs.feeRate,
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quoteDustThreshold: marketArgs.quoteDustThreshold,
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feeRateBps: marketParams.feeRate,
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quoteDustThreshold: marketParams.quoteDustThreshold,
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vaultSignerNonce: vaultOwnerNonce,
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programId: this.address,
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});
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@ -196,7 +242,14 @@ export class Dex {
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return dexMarket;
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}
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// eslint-disable-next-line @typescript-eslint/no-unused-vars
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/**
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* Runs a Market Making on a separate node process for `durationInSecs` seconds.
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*
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* @param market The `DexMarket` to run market maker on
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* @param owner The owner `Keypair` to use for the market making.
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* @param opts The market making options used.
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* @returns
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*/
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public runMarketMaker(
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market: DexMarket,
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owner: FileKeypair,
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@ -205,10 +258,6 @@ export class Dex {
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const child = fork("./src/scripts/marketMaker", null, {
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detached: true,
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stdio: ["pipe", 0, 0, "ipc"],
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env: {
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size: "1",
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price: "10",
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},
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});
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console.log(
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102
ts/src/market.ts
102
ts/src/market.ts
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@ -19,7 +19,7 @@ import {
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import { Market as SerumMarket } from "@project-serum/serum";
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import { Coin } from "./coin";
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import { getDecimalCount, withAssociatedTokenAccount } from "./utils";
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import { TransactionWithSigners } from "./types";
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import { OrderType, TransactionWithSigners } from "./types";
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const REQUEST_QUEUE_SIZE = 5120 + 12; // https://github.com/mithraiclabs/psyoptions/blob/f0c9f73408a27676e0c7f156f5cae71f73f59c3f/programs/psy_american/src/lib.rs#L1003
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const EVENT_QUEUE_SIZE = 262144 + 12; // https://github.com/mithraiclabs/psyoptions-ts/blob/ba1888ea83e634e1c7a8dad820fe67d053cf3f5c/packages/psy-american/src/instructions/initializeSerumMarket.ts#L84
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@ -34,14 +34,14 @@ export interface MarketAccounts {
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asks: Keypair;
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}
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// ssh-test
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/**
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* A wrapper class around `serum-ts`'s `Market` class.
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*/
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export class DexMarket {
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public address: PublicKey;
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public serumMarket: Market;
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// public marketAccounts: MarketAccounts;
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public baseCoin: Coin;
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public quoteCoin: Coin;
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@ -61,6 +61,16 @@ export class DexMarket {
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this.marketSymbol = `${baseCoin.symbol}/${quoteCoin.symbol}`;
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}
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/**
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* Load a `DexMarket` instance from a given market address.
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*
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* @param connection The `Connection` object to connect to Solana.
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* @param programID The address of the `serum-dex` program deployed.
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* @param marketAddress The address of the market to load.
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* @param baseCoin The base `Coin` object provided by the `Coin` class.
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* @param quoteCoin The quote `Coin` object provided by the `Coin` class.
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* @returns
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*/
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static async load(
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connection: Connection,
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programID: PublicKey,
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@ -85,6 +95,18 @@ export class DexMarket {
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return dexMarket;
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}
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/**
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* Create a `Transaction` object for creating the vaults required for a DexMarket.
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*
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* @param payer The `Keypair` of the account that will pay for the transaction.
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* @param vaultOwner The address assigned as the owner of the vault.
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* @param baseVault The Token Account that would be used as the base vault.
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* @param quoteVault The Token Account that would be used as the quote vault.
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* @param baseCoin The base `Coin` object provided by the `Coin` class.
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* @param quoteCoin The quote `Coin` object provided by the `Coin` class.
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* @param connection The `Connection` object to connect to Solana.
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* @returns
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*/
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static async createMarketVaultsTransaction(
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payer: Keypair,
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vaultOwner: PublicKey,
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@ -128,22 +150,31 @@ export class DexMarket {
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return tx;
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}
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/**
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* Create a `Transaction` object for creating the accounts required for a DexMarket.
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*
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* @param accounts The `MarketAccounts` object containing the accounts needed for initializing the market.
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* @param payer The `Keypair` object of the account that will pay for the transaction.
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* @param connection The `Connection` object to connect to Solana.
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* @param programID The address of the `serum-dex` program deployed.
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* @returns
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*/
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static async createMarketAccountsInstructions(
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accounts: MarketAccounts,
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payer: Keypair,
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connection: Connection,
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dexProgram: PublicKey,
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programID: PublicKey,
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): Promise<TransactionInstruction[]> {
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const { market, requestQueue, eventQueue, bids, asks } = accounts;
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const marketIx = SystemProgram.createAccount({
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newAccountPubkey: market.publicKey,
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fromPubkey: payer.publicKey,
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space: Market.getLayout(dexProgram).span,
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space: Market.getLayout(programID).span,
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lamports: await connection.getMinimumBalanceForRentExemption(
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Market.getLayout(dexProgram).span,
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Market.getLayout(programID).span,
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),
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programId: dexProgram,
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programId: programID,
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});
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const requestQueueIx = SystemProgram.createAccount({
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@ -153,7 +184,7 @@ export class DexMarket {
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lamports: await connection.getMinimumBalanceForRentExemption(
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REQUEST_QUEUE_SIZE,
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),
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programId: dexProgram,
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programId: programID,
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});
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const eventQueueIx = SystemProgram.createAccount({
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@ -163,7 +194,7 @@ export class DexMarket {
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lamports: await connection.getMinimumBalanceForRentExemption(
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EVENT_QUEUE_SIZE,
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),
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programId: dexProgram,
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programId: programID,
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});
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const bidsIx = SystemProgram.createAccount({
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@ -171,7 +202,7 @@ export class DexMarket {
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fromPubkey: payer.publicKey,
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space: BIDS_SIZE,
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lamports: await connection.getMinimumBalanceForRentExemption(BIDS_SIZE),
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programId: dexProgram,
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programId: programID,
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});
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const asksIx = SystemProgram.createAccount({
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@ -179,7 +210,7 @@ export class DexMarket {
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fromPubkey: payer.publicKey,
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space: ASKS_SIZE,
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lamports: await connection.getMinimumBalanceForRentExemption(ASKS_SIZE),
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programId: dexProgram,
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programId: programID,
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});
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return [marketIx, requestQueueIx, eventQueueIx, bidsIx, asksIx];
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@ -218,11 +249,24 @@ export class DexMarket {
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throw new Error(`Price must be greater than ${formattedTickSize}`);
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}
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/**
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* Create a `Transaction` object for placing an order.
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*
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* @param connection The `Connection` object to connect to Solana.
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* @param owner The `PublicKey` of the owner of the order.
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* @param serumMarket The `Market` object from `serum-ts` package.
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* @param side The `Side` of the order.
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* @param orderType The `OrderType` of the order.
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* @param size The `size` of the order.
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* @param price The `price` of the order.
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* @returns
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*/
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static async getPlaceOrderTransaction(
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connection: Connection,
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owner: Keypair,
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serumMarket: SerumMarket,
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side: "buy" | "sell",
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orderType: OrderType,
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size: number,
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price: number,
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): Promise<TransactionWithSigners> {
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|
|
@ -268,7 +312,7 @@ export class DexMarket {
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side,
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price,
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size,
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orderType: "limit",
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orderType,
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feeDiscountPubkey: null,
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openOrdersAddressKey: openOrders.address,
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};
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|
|
@ -291,11 +335,24 @@ export class DexMarket {
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return { transaction, signers };
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}
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/**
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* Place an order on the DexMarket.
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*
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* @param connection The `Connection` object to connect to Solana.
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* @param owner The `PublicKey` of the owner of the order.
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* @param serumMarket The `Market` object from `serum-ts` package.
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* @param side The `Side` of the order.
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* @param orderType The `OrderType` of the order.
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* @param size The `size` of the order.
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* @param price The `price` of the order.
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* @returns
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||||
*/
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static async placeOrder(
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connection: Connection,
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owner: Keypair,
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serumMarket: SerumMarket,
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side: "buy" | "sell",
|
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orderType: OrderType,
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||||
size: number,
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||||
price: number,
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||||
): Promise<string> {
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||||
|
|
@ -304,6 +361,7 @@ export class DexMarket {
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|||
owner,
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serumMarket,
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||||
side,
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||||
orderType,
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size,
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price,
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||||
);
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|
|
@ -314,6 +372,15 @@ export class DexMarket {
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|||
return txSig;
|
||||
}
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||||
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||||
/**
|
||||
* 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.
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||||
* @param order The `Order` object to cancel.
|
||||
* @returns
|
||||
*/
|
||||
static async getCancelOrderTransaction(
|
||||
connection: Connection,
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||||
owner: Keypair,
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||||
|
|
@ -332,6 +399,15 @@ export class DexMarket {
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|||
};
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||||
}
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||||
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||||
/**
|
||||
* Cancel an order on the DexMarket.
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||||
*
|
||||
* @param connection The `Connection` object to connect to Solana.
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||||
* @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,
|
||||
|
|
|
|||
|
|
@ -118,6 +118,7 @@ const placeOrders = async (
|
|||
owner,
|
||||
serumMarket,
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||||
"buy",
|
||||
"postOnly",
|
||||
buySize,
|
||||
buyPrice,
|
||||
);
|
||||
|
|
@ -132,6 +133,7 @@ const placeOrders = async (
|
|||
owner,
|
||||
serumMarket,
|
||||
"sell",
|
||||
"postOnly",
|
||||
sellSize,
|
||||
sellPrice,
|
||||
);
|
||||
|
|
|
|||
|
|
@ -4,3 +4,5 @@ export type TransactionWithSigners = {
|
|||
transaction: Transaction;
|
||||
signers: Signer[];
|
||||
};
|
||||
|
||||
export type OrderType = "limit" | "ioc" | "postOnly";
|
||||
|
|
|
|||
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