mango-explorer/mango/serummarketoperations.py

# # ⚠ 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)


import itertools
import typing

from decimal import Decimal
from pyserum.market import Market
from pyserum.market.orderbook import OrderBook as SerumOrderBook
from pyserum.market.types import Order as SerumOrder

from .accountinfo import AccountInfo
from .combinableinstructions import CombinableInstructions
from .constants import SYSTEM_PROGRAM_ADDRESS
from .context import Context
from .marketoperations import MarketOperations
from .orders import Order, OrderType, Side
from .serummarket import SerumMarket
from .serummarketinstructionbuilder import SerumMarketInstructionBuilder
from .wallet import Wallet


# # 🥭 SerumMarketOperations class
#
# This class puts trades on the Serum orderbook. It doesn't do anything complicated.
#

class SerumMarketOperations(MarketOperations):
    def __init__(self, context: Context, wallet: Wallet, serum_market: SerumMarket, market_instruction_builder: SerumMarketInstructionBuilder):
        super().__init__()
        self.context: Context = context
        self.wallet: Wallet = wallet
        self.serum_market: SerumMarket = serum_market
        self.raw_market: Market = Market.load(context.client, serum_market.address, context.dex_program_id)
        self.market_instruction_builder: SerumMarketInstructionBuilder = market_instruction_builder

    def cancel_order(self, order: Order) -> typing.Sequence[str]:
        self.logger.info(
            f"Cancelling order {order.id} for size {order.size} at price {order.price} on market {self.serum_market.symbol} with client ID {order.client_id}.")
        signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
        cancel = self.market_instruction_builder.build_cancel_order_instructions(order)
        crank = self.market_instruction_builder.build_crank_instructions()
        settle = self.market_instruction_builder.build_settle_instructions()
        return (signers + cancel + crank + settle).execute_and_unwrap_transaction_ids(self.context)

    def place_order(self, side: Side, order_type: OrderType, price: Decimal, size: Decimal) -> Order:
        client_id: int = self.context.random_client_id()
        self.logger.info(
            f"Placing {order_type} {side} order for size {size} at price {price} on market {self.serum_market.symbol} with client ID {client_id}.")

        signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
        place = self.market_instruction_builder.build_place_order_instructions(
            side, order_type, price, size, client_id)

        crank = self.market_instruction_builder.build_crank_instructions()

        settle = self.market_instruction_builder.build_settle_instructions()

        (signers + place + crank + settle).execute(self.context)
        open_orders_address = self.market_instruction_builder.open_orders_address or SYSTEM_PROGRAM_ADDRESS
        return Order(id=0, side=side, price=price, size=size, client_id=client_id, owner=open_orders_address)

    def _load_serum_orders(self) -> typing.Sequence[SerumOrder]:
        raw_market = self.market_instruction_builder.raw_market
        [bids_info, asks_info] = AccountInfo.load_multiple(
            self.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)

        return list(itertools.chain(bids_orderbook.orders(), asks_orderbook.orders()))

    def load_orders(self) -> typing.Sequence[Order]:
        all_orders = self._load_serum_orders()
        orders: typing.List[Order] = []
        for serum_order in all_orders:
            orders += [Order.from_serum_order(serum_order)]

        return orders

    def load_my_orders(self) -> typing.Sequence[Order]:
        open_orders_address = self.market_instruction_builder.open_orders_address
        if not open_orders_address:
            return []

        all_orders = self._load_serum_orders()
        serum_orders = [o for o in all_orders if o.open_order_address == open_orders_address]
        orders: typing.List[Order] = []
        for serum_order in serum_orders:
            orders += [Order.from_serum_order(serum_order)]

        return orders

    def __str__(self) -> str:
        return f"""« 𝚂𝚎𝚛𝚞𝚖𝙼𝚊𝚛𝚔𝚎𝚝𝙾𝚙𝚎𝚛𝚊𝚝𝚒𝚘𝚗𝚜 [{self.serum_market.symbol}] »"""