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mango-explorer-v4
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Add client order ID and mode to order placement

This commit is contained in:
waterquarks 2023-04-25 06:12:05 +00:00
parent 5e6ce06b91
commit 034f3b5829
2 changed files with 58 additions and 16 deletions
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24
mango_explorer_v4/examples/place_order.py
View File

@ -1,5 +1,6 @@
import argparse
import asyncio
import time
from base58 import b58decode
from solana.keypair import Keypair
@ -35,12 +36,29 @@ async def main():
parser.add_argument(
'--price',
type=float
type=float,
required=True
)
parser.add_argument(
'--size',
type=float
type=float,
required=True
)
parser.add_argument(
'--mode',
type=str,
required=False,
default='Limit',
choices=['Limit', 'ImmediateOrCancel', 'PostOnly']
)
parser.add_argument(
'--client-order-id',
type=int,
required=False,
default=int(time.time_ns() / 1e6)
)
args = parser.parse_args()
@ -51,7 +69,7 @@ async def main():
mango_account = await mango_client.get_mango_account(args.mango_account)
print(await mango_client.place_order(mango_account, keypair, args.symbol, args.side, args.price, args.size))
print(await mango_client.place_order(mango_account, keypair, args.symbol, args.side, args.price, args.size, args.mode, args.client_order_id))
# e.g 3VQA4zqmRPLtmeHBNV2dKZKhXYX3cHBiM1LpCrjgJZwZDF418GF6RQ9DihSZq6Zg4pjqcUjTMQwEDNLuybfL8mQT
# (Check the UI)

50
mango_explorer_v4/mango_client.py
View File

@ -909,7 +909,17 @@ class MangoClient():
return serum3_create_open_orders_ix
def make_serum3_place_order_ix(self, mango_account: MangoAccount, keypair: Keypair, symbol: str, side: Literal['bids', 'asks'], price: float, size: float):
def make_serum3_place_order_ix(
self,
mango_account: MangoAccount,
keypair: Keypair,
symbol: str,
side: Literal['bids', 'asks'],
price: float,
size: float,
mode: Literal['Limit', 'ImmediateOrCancel', 'PostOnly'] = 'Limit',
client_order_id: int = int(time.time_ns() / 1e6)
):
serum_market_config = [serum3_market_config for serum3_market_config in self.group_config['serum3Markets'] if serum3_market_config['name'] == symbol][0]
serum_market_index = serum_market_config['marketIndex']
@ -930,25 +940,23 @@ class MangoClient():
max_base_qty = serum_market_external.state.base_size_number_to_lots(size)
order_type = {'limit': serum3_order_type.Limit(), 'immediate_or_cancel': serum3_order_type.ImmediateOrCancel()}['limit']
mode = serum3_order_type.from_decoded({mode: {}})
max_native_quote_qty_without_fees = limit_price * max_base_qty
is_maker = order_type == serum3_order_type.PostOnly()
is_maker = mode == serum3_order_type.PostOnly()
fees = {True: - (0.5 / 1e4), False: (1 / 1e4)}[is_maker]
fees = - (0.5 / 1e4) if is_maker else (1 / 1e4)
max_native_quote_qty_including_fees = max_native_quote_qty_without_fees + round(max_native_quote_qty_without_fees * fees)
client_order_id = round(time.time_ns() / 1e6)
serum3_place_order_args: Serum3PlaceOrderArgs = {
'side': {'bids': serum3_side.Bid(), 'asks': serum3_side.Ask()}[side],
'limit_price': limit_price,
'max_base_qty': max_base_qty,
'max_native_quote_qty_including_fees': max_native_quote_qty_including_fees,
'self_trade_behavior': serum3_self_trade_behavior.DecrementTake(),
'order_type': order_type,
'order_type': mode,
'client_order_id': client_order_id,
'limit': 10
}
@ -1036,18 +1044,30 @@ class MangoClient():
return serum3_place_order_ix
def make_perp_place_order_ix(self, mango_account: MangoAccount, keypair: Keypair, symbol, side, price, size):
def make_perp_place_order_ix(
self,
mango_account: MangoAccount,
keypair: Keypair,
symbol,
side,
price: float,
size: float,
mode: Literal['Limit', 'ImmediateOrCancel', 'PostOnly', 'Market', 'PostOnlySlide'] = 'Limit',
client_order_id: int = int(time.time() * 1e3)
):
perp_market_config = [perp_market_config for perp_market_config in self.group_config['perpMarkets'] if perp_market_config['name'] == symbol][0]
perp_market = [perp_market for perp_market in self.perp_markets if perp_market.perp_market_index == perp_market_config['marketIndex']][0]
mode = place_order_type.from_decoded({mode: {}})
perp_place_order_args: PerpPlaceOrderArgs = {
'side': {'bids': Bid, 'asks': Ask}[side],
'price_lots': PerpMarketHelper.ui_price_to_lots(perp_market, price),
'max_base_lots': PerpMarketHelper.ui_base_to_lots(perp_market, size),
'max_quote_lots': sys.maxsize,
'client_order_id': int(time.time() * 1e3),
'order_type': place_order_type.Limit(),
'client_order_id': client_order_id,
'order_type': mode,
'reduce_only': False,
'expiry_timestamp': 0,
'limit': 10
@ -1081,7 +1101,9 @@ class MangoClient():
symbol: str,
side: Literal['bids', 'asks'],
price: float,
size: float
size: float,
mode: Literal['Limit', 'ImmediateOrCancel', 'PostOnly'] = 'Limit',
client_order_id: int = int(time.time_ns() / 1e6)
):
market_type = {'PERP': 'perpetual', 'USDC': 'spot'}[re.split(r"[-|/]", symbol)[1]]
@ -1104,7 +1126,9 @@ class MangoClient():
symbol,
side,
price,
size
size,
mode,
client_order_id
)
recent_blockhash = str((await self.connection.get_latest_blockhash()).value.blockhash)
@ -1119,7 +1143,7 @@ class MangoClient():
recent_blockhash = str((await self.connection.get_latest_blockhash()).value.blockhash)
perp_place_order_ix = self.make_perp_place_order_ix(mango_account, keypair, symbol, side, price, size)
perp_place_order_ix = self.make_perp_place_order_ix(mango_account, keypair, symbol, side, price, size, mode, client_order_id)
tx.add(perp_place_order_ix)