mango-explorer/mango/serummarketoperations.py

104 lines
5.2 KiB
Python
Raw Normal View History

2021-06-25 02:33:40 -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)
import typing
from decimal import Decimal
from solana.publickey import PublicKey
2021-06-25 02:33:40 -07:00
from .combinableinstructions import CombinableInstructions
from .constants import SYSTEM_PROGRAM_ADDRESS
2021-06-25 02:33:40 -07:00
from .context import Context
from .marketoperations import MarketOperations
from .orders import Order
from .serummarket import SerumMarket
from .serummarketinstructionbuilder import SerumMarketInstructionBuilder
2021-06-25 02:33:40 -07:00
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):
2021-06-25 02:33:40 -07:00
super().__init__()
self.context: Context = context
self.wallet: Wallet = wallet
self.serum_market: SerumMarket = serum_market
self.market_instruction_builder: SerumMarketInstructionBuilder = market_instruction_builder
2021-06-25 02:33:40 -07:00
def cancel_order(self, order: Order) -> typing.Sequence[str]:
2021-07-22 10:44:23 -07:00
self.logger.info(f"Cancelling {self.serum_market.symbol} order {order}.")
signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
2021-07-22 10:44:23 -07:00
cancel: CombinableInstructions = self.market_instruction_builder.build_cancel_order_instructions(order)
open_orders_to_crank: typing.List[PublicKey] = []
for event in self.serum_market.unprocessed_events(self.context):
open_orders_to_crank += [event.public_key]
2021-07-22 10:44:23 -07:00
crank: CombinableInstructions = self.market_instruction_builder.build_crank_instructions(open_orders_to_crank)
settle: CombinableInstructions = self.market_instruction_builder.build_settle_instructions()
return (signers + cancel + crank + settle).execute_and_unwrap_transaction_ids(self.context)
2021-06-25 02:33:40 -07:00
def place_order(self, order: Order) -> Order:
2021-06-25 02:33:40 -07:00
client_id: int = self.context.random_client_id()
signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
open_orders_address = self.market_instruction_builder.open_orders_address or SYSTEM_PROGRAM_ADDRESS
order_with_client_id: Order = Order(id=0, client_id=client_id, side=order.side, price=order.price,
quantity=order.quantity, owner=open_orders_address,
order_type=order.order_type)
self.logger.info(f"Placing {self.serum_market.symbol} order {order_with_client_id}.")
place: CombinableInstructions = self.market_instruction_builder.build_place_order_instructions(
order_with_client_id)
open_orders_to_crank: typing.List[PublicKey] = []
for event in self.serum_market.unprocessed_events(self.context):
open_orders_to_crank += [event.public_key]
2021-07-22 10:44:23 -07:00
crank: CombinableInstructions = self.market_instruction_builder.build_crank_instructions(open_orders_to_crank)
2021-07-22 10:44:23 -07:00
settle: CombinableInstructions = self.market_instruction_builder.build_settle_instructions()
(signers + place + crank + settle).execute(self.context)
return order
2021-06-25 02:33:40 -07:00
def settle(self) -> typing.Sequence[str]:
signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
settle = self.market_instruction_builder.build_settle_instructions()
return (signers + settle).execute(self.context)
def crank(self, limit: Decimal = Decimal(32)) -> typing.Sequence[str]:
signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
open_orders_to_crank: typing.List[PublicKey] = []
for event in self.serum_market.unprocessed_events(self.context):
open_orders_to_crank += [event.public_key]
crank = self.market_instruction_builder.build_crank_instructions(open_orders_to_crank, limit)
return (signers + crank).execute(self.context)
def load_orders(self) -> typing.Sequence[Order]:
return self.serum_market.orders(self.context)
2021-06-25 02:33:40 -07:00
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.serum_market.orders(self.context)
return list([o for o in all_orders if o.owner == open_orders_address])
2021-06-25 02:33:40 -07:00
def __str__(self) -> str:
return f"""« 𝚂𝚎𝚛𝚞𝚖𝙼𝚊𝚛𝚔𝚎𝚝𝙾𝚙𝚎𝚛𝚊𝚝𝚒𝚘𝚗𝚜 [{self.serum_market.symbol}] »"""