2021-06-07 07:10:18 -07:00
|
|
|
|
# # ⚠ Warning
|
|
|
|
|
#
|
|
|
|
|
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
|
|
|
|
|
# LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN
|
|
|
|
|
# NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
|
|
|
|
|
# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
|
|
|
|
|
# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
|
|
|
|
|
#
|
|
|
|
|
# [🥭 Mango Markets](https://mango.markets/) support is available at:
|
|
|
|
|
# [Docs](https://docs.mango.markets/)
|
|
|
|
|
# [Discord](https://discord.gg/67jySBhxrg)
|
|
|
|
|
# [Twitter](https://twitter.com/mangomarkets)
|
|
|
|
|
# [Github](https://github.com/blockworks-foundation)
|
|
|
|
|
# [Email](mailto:hello@blockworks.foundation)
|
|
|
|
|
|
2021-07-23 02:20:44 -07:00
|
|
|
|
import itertools
|
|
|
|
|
import typing
|
2021-06-07 07:10:18 -07:00
|
|
|
|
|
2021-07-23 02:20:44 -07:00
|
|
|
|
from pyserum.market import Market as PySerumMarket
|
|
|
|
|
from pyserum.market.orderbook import OrderBook as SerumOrderBook
|
2021-06-07 07:10:18 -07:00
|
|
|
|
from solana.publickey import PublicKey
|
|
|
|
|
|
2021-07-23 02:20:44 -07:00
|
|
|
|
from .accountinfo import AccountInfo
|
|
|
|
|
from .context import Context
|
2021-07-23 03:42:22 -07:00
|
|
|
|
from .group import Group
|
|
|
|
|
from .market import Market, InventorySource
|
2021-07-23 06:18:26 -07:00
|
|
|
|
from .orders import Order
|
2021-07-23 02:20:44 -07:00
|
|
|
|
from .serumeventqueue import SerumEvent, SerumEventQueue
|
2021-06-25 03:10:41 -07:00
|
|
|
|
from .token import Token
|
2021-06-07 07:10:18 -07:00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
# # 🥭 SpotMarket class
|
|
|
|
|
#
|
|
|
|
|
# This class encapsulates our knowledge of a Serum spot market.
|
|
|
|
|
#
|
|
|
|
|
|
|
|
|
|
|
2021-07-23 03:42:22 -07:00
|
|
|
|
class SpotMarket(Market):
|
|
|
|
|
def __init__(self, address: PublicKey, base: Token, quote: Token, group: Group, underlying_serum_market: PySerumMarket):
|
|
|
|
|
super().__init__(address, InventorySource.ACCOUNT, base, quote)
|
|
|
|
|
self.group: Group = group
|
|
|
|
|
self.underlying_serum_market: PySerumMarket = underlying_serum_market
|
2021-07-23 02:20:44 -07:00
|
|
|
|
|
|
|
|
|
def unprocessed_events(self, context: Context) -> typing.Sequence[SerumEvent]:
|
|
|
|
|
event_queue: SerumEventQueue = SerumEventQueue.load(context, self.underlying_serum_market.state.event_queue())
|
2021-08-01 09:47:45 -07:00
|
|
|
|
return event_queue.unprocessed_events
|
2021-07-23 02:20:44 -07:00
|
|
|
|
|
2021-07-23 06:18:26 -07:00
|
|
|
|
def orders(self, context: Context) -> typing.Sequence[Order]:
|
2021-07-23 02:20:44 -07:00
|
|
|
|
raw_market = self.underlying_serum_market
|
|
|
|
|
[bids_info, asks_info] = AccountInfo.load_multiple(
|
|
|
|
|
context, [raw_market.state.bids(), raw_market.state.asks()])
|
|
|
|
|
bids_orderbook = SerumOrderBook.from_bytes(raw_market.state, bids_info.data)
|
|
|
|
|
asks_orderbook = SerumOrderBook.from_bytes(raw_market.state, asks_info.data)
|
|
|
|
|
|
2021-07-23 06:18:26 -07:00
|
|
|
|
return list(map(Order.from_serum_order, itertools.chain(bids_orderbook.orders(), asks_orderbook.orders())))
|
2021-06-07 07:10:18 -07:00
|
|
|
|
|
|
|
|
|
def __str__(self) -> str:
|
2021-07-13 12:01:32 -07:00
|
|
|
|
return f"« 𝚂𝚙𝚘𝚝𝙼𝚊𝚛𝚔𝚎𝚝 {self.symbol} [{self.address}] »"
|
2021-07-23 03:42:22 -07:00
|
|
|
|
|
|
|
|
|
|
|
|
|
|
# # 🥭 SpotMarketStub class
|
|
|
|
|
#
|
|
|
|
|
# This class holds information to load a `SpotMarket` object but doesn't automatically load it.
|
|
|
|
|
#
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
class SpotMarketStub(Market):
|
|
|
|
|
def __init__(self, address: PublicKey, base: Token, quote: Token, group_address: PublicKey):
|
|
|
|
|
super().__init__(address, InventorySource.ACCOUNT, base, quote)
|
|
|
|
|
self.group_address: PublicKey = group_address
|
|
|
|
|
|
2021-07-23 06:18:26 -07:00
|
|
|
|
def load(self, context: Context, group: typing.Optional[Group]) -> SpotMarket:
|
|
|
|
|
actual_group: Group = group or Group.load(context, self.group_address)
|
2021-07-23 03:42:22 -07:00
|
|
|
|
underlying_serum_market: PySerumMarket = PySerumMarket.load(
|
|
|
|
|
context.client, self.address, context.dex_program_id)
|
2021-07-23 06:18:26 -07:00
|
|
|
|
return SpotMarket(self.address, self.base, self.quote, actual_group, underlying_serum_market)
|
2021-07-23 03:42:22 -07:00
|
|
|
|
|
|
|
|
|
def __str__(self) -> str:
|
|
|
|
|
return f"« 𝚂𝚙𝚘𝚝𝙼𝚊𝚛𝚔𝚎𝚝𝚂𝚝𝚞𝚋 {self.symbol} [{self.address}] »"
|