66 lines
2.6 KiB
Python
66 lines
2.6 KiB
Python
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# # ⚠ Warning
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
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# LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN
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# NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
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# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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#
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# [🥭 Mango Markets](https://mango.markets/) support is available at:
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# [Docs](https://docs.mango.markets/)
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# [Discord](https://discord.gg/67jySBhxrg)
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# [Twitter](https://twitter.com/mangomarkets)
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# [Github](https://github.com/blockworks-foundation)
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# [Email](mailto:hello@blockworks.foundation)
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import typing
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from decimal import Decimal
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from .orders import Side
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# # 🥭 PlacedOrder tuple
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#
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# A `PlacedOrder` is a representation of all the data available from an Open Orders account pertaining to a
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# particular order.
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#
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# The information is usually split across 3 collections - 'is bid', 'orders' and 'client ID's. That can be a
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# little awkward to use, so this tuple packages it all together, per order.
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#
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class PlacedOrder(typing.NamedTuple):
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id: int
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client_id: int
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side: Side
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@staticmethod
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def build_from_open_orders_data(free_slot_bits: Decimal, is_bid_bits: Decimal, order_ids: typing.Sequence[Decimal], client_order_ids: typing.Sequence[Decimal]):
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int_free_slot_bits = int(free_slot_bits)
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int_is_bid_bits = int(is_bid_bits)
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placed_orders: typing.List[PlacedOrder] = []
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for index in range(len(order_ids)):
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if not (int_free_slot_bits & (1 << index)):
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order_id = int(order_ids[index])
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client_id = int(client_order_ids[index])
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side = Side.BUY if int_is_bid_bits & (1 << index) else Side.SELL
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placed_orders += [PlacedOrder(id=order_id, client_id=client_id, side=side)]
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return placed_orders
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def __repr__(self) -> str:
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return f"{self}"
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def __str__(self) -> str:
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return f"« 𝙿𝚕𝚊𝚌𝚎𝚍𝙾𝚛𝚍𝚎𝚛 {self.side} [{self.id}] {self.client_id} »"
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# # 🥭 PlacedOrdersContainer protocol
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#
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# The `PlacedOrdersContainer` protocol exposes commonality between the regular Serum `OpenOrders` class and the
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# internally-different `PerpOpenOrders` class. Both have their own `placed_orders` member, but are otherwise
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# different enough that a common abstract base class would be a bit kludgy.
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#
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class PlacedOrdersContainer(typing.Protocol):
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placed_orders: typing.Sequence[PlacedOrder]
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