Updated to handle new event queue format.

mango/instructiontype.py

@@ -48,6 +48,19 @@ class InstructionType(enum.IntEnum):
     UpdateRootBank = 21
     SettlePnl = 22
     SettleBorrow = 23
+    ForceCancelSpotOrders = 24
+    ForceCancelPerpOrders = 25
+    LiquidateTokenAndToken = 26
+    LiquidateTokenAndPerp = 27
+    LiquidatePerpMarket = 28
+    SettleFees = 29
+    ResolvePerpBankruptcy = 30
+    ResolveTokenBankruptcy = 31
+    InitSpotOpenOrders = 32
+    RedeemMngo = 33
+    AddMangoAccountInfo = 34
+    DepositMsrm = 35
+    WithdrawMsrm = 36
 
     def __str__(self) -> str:
         return self.name

mango/layouts/layouts.py

@@ -905,28 +905,33 @@ ORDERBOOK_SIDE = construct.Struct(
 #
 # Here's the [Rust structure](https://github.com/blockworks-foundation/mango-v3/blob/main/program/src/queue.rs):
 # ```
-# const EVENT_SIZE: usize = 152;
+# const EVENT_SIZE: usize = 200;
-# #[derive(Copy, Clone, Debug, Pod)]
+# [derive(Copy, Clone, Debug, Pod)]
-# #[repr(C)]
+# [repr(C)]
 # pub struct FillEvent {
 #     pub event_type: u8,
-#     pub side: Side, // side from the taker's POV
+#     pub taker_side: Side, // side from the taker's POV
 #     pub maker_slot: u8,
 #     pub maker_out: bool, // true if maker order quantity == 0
 #     pub padding: [u8; 4],
+#     pub timestamp: u64,
+#     pub seq_num: usize, // note: usize same as u64
+#
 #     pub maker: Pubkey,
 #     pub maker_order_id: i128,
 #     pub maker_client_order_id: u64,
+#     pub maker_fee: I80F48,
 #
 #     // The best bid/ask at the time the maker order was placed. Used for liquidity incentives
 #     pub best_initial: i64,
 #
 #     // Timestamp of when the maker order was placed; copied over from the LeafNode
-#     pub timestamp: u64,
+#     pub maker_timestamp: u64,
 #
 #     pub taker: Pubkey,
 #     pub taker_order_id: i128,
 #     pub taker_client_order_id: u64,
+#     pub taker_fee: I80F48,
 #
 #     pub price: i64,
 #     pub quantity: i64, // number of quote lots
@@ -934,27 +939,31 @@ ORDERBOOK_SIDE = construct.Struct(
 # ```
 FILL_EVENT = construct.Struct(
     "event_type" / construct.Const(b'\x00'),
-    "side" / DecimalAdapter(1),
+    "taker_side" / DecimalAdapter(1),
     "maker_slot" / DecimalAdapter(1),
     "maker_out" / construct.Flag,
     construct.Padding(4),
+    "timestamp" / DatetimeAdapter(),
+    "seq_num" / DecimalAdapter(),
+
     "maker" / PublicKeyAdapter(),
     "maker_order_id" / SignedDecimalAdapter(16),
     "maker_client_order_id" / DecimalAdapter(),
+    "maker_fee" / FloatI80F48Adapter(),
 
     "best_initial" / SignedDecimalAdapter(),
-
+    "maker_timestamp" / DatetimeAdapter(),
-    "timestamp" / DatetimeAdapter(),
 
     "taker" / PublicKeyAdapter(),
     "taker_order_id" / SignedDecimalAdapter(16),
     "taker_client_order_id" / DecimalAdapter(),
+    "taker_fee" / FloatI80F48Adapter(),
 
     "price" / SignedDecimalAdapter(),
     "quantity" / SignedDecimalAdapter()
 )
-_EVENT_SIZE = 152
+_EVENT_SIZE = 200
-assert FILL_EVENT.sizeof() == _EVENT_SIZE
+assert FILL_EVENT.sizeof() == _EVENT_SIZE, f"Fill event size is {FILL_EVENT.sizeof()} when it should be {_EVENT_SIZE}."
 
 # # 🥭 OUT_EVENT
 #
@@ -967,9 +976,11 @@ assert FILL_EVENT.sizeof() == _EVENT_SIZE
 #     pub side: Side,
 #     pub slot: u8,
 #     padding0: [u8; 5],
+#     pub timestamp: u64,
+#     pub seq_num: usize,
 #     pub owner: Pubkey,
 #     pub quantity: i64,
-#     padding1: [u8; EVENT_SIZE - 48],
+#     padding1: [u8; EVENT_SIZE - 64],
 # }
 # ```
 OUT_EVENT = construct.Struct(
@@ -977,11 +988,48 @@ OUT_EVENT = construct.Struct(
     "side" / DecimalAdapter(1),
     "slot" / DecimalAdapter(1),
     construct.Padding(5),
+    "timestamp" / DatetimeAdapter(),
+    "seq_num" / DecimalAdapter(),
     "owner" / PublicKeyAdapter(),
     "quantity" / SignedDecimalAdapter(),
-    construct.Padding(_EVENT_SIZE - 48)
+    construct.Padding(_EVENT_SIZE - 64)
 )
-assert OUT_EVENT.sizeof() == _EVENT_SIZE
+assert OUT_EVENT.sizeof() == _EVENT_SIZE, f"Out event size is {OUT_EVENT.sizeof()} when it should be {_EVENT_SIZE}."
+
+# # 🥭 LIQUIDATE_EVENT
+#
+# Here's the [Rust structure](https://github.com/blockworks-foundation/mango-v3/blob/main/program/src/queue.rs):
+# ```
+# #[derive(Copy, Clone, Debug, Pod)]
+# #[repr(C)]
+# /// Liquidation for the PerpMarket this EventQueue is for
+# pub struct LiquidateEvent {
+#     pub event_type: u8,
+#     padding0: [u8; 7],
+#     pub timestamp: u64,
+#     pub seq_num: usize,
+#     pub liqee: Pubkey,
+#     pub liqor: Pubkey,
+#     pub price: I80F48,           // oracle price at the time of liquidation
+#     pub quantity: i64,           // number of contracts that were moved from liqee to liqor
+#     pub liquidation_fee: I80F48, // liq fee for this earned for this market
+#     padding1: [u8; EVENT_SIZE - 128],
+# }
+# ```
+LIQUIDATE_EVENT = construct.Struct(
+    "event_type" / construct.Const(b'\x02'),
+    construct.Padding(7),
+    "timestamp" / DatetimeAdapter(),
+    "seq_num" / DecimalAdapter(),
+    "liquidatee" / PublicKeyAdapter(),
+    "liquidator" / PublicKeyAdapter(),
+    "price" / FloatI80F48Adapter(),
+    "quantity" / SignedDecimalAdapter(),
+    "liquidation_fee" / FloatI80F48Adapter(),
+    construct.Padding(_EVENT_SIZE - 128)
+)
+assert LIQUIDATE_EVENT.sizeof(
+) == _EVENT_SIZE, f"Liquidate event size is {LIQUIDATE_EVENT.sizeof()} when it should be {_EVENT_SIZE}."
 
 UNKNOWN_EVENT = construct.Struct(
     "event_type" / construct.Bytes(1),
@@ -989,7 +1037,8 @@ UNKNOWN_EVENT = construct.Struct(
     "owner" / PublicKeyAdapter(),
     construct.Padding(_EVENT_SIZE - 40)
 )
-assert UNKNOWN_EVENT.sizeof() == _EVENT_SIZE
+assert UNKNOWN_EVENT.sizeof(
+) == _EVENT_SIZE, f"Unknown event size is {UNKNOWN_EVENT.sizeof()} when it should be {_EVENT_SIZE}."
 
 # # 🥭 PERP_EVENT_QUEUE
 #
@@ -1017,9 +1066,9 @@ PERP_EVENT_QUEUE = construct.Struct(
     "head" / DecimalAdapter(),
     "count" / DecimalAdapter(),
     "seq_num" / DecimalAdapter(),
-    "maker_fee" / FloatI80F48Adapter(),
+    # "maker_fee" / FloatI80F48Adapter(),
-    "taker_fee" / FloatI80F48Adapter(),
+    # "taker_fee" / FloatI80F48Adapter(),
-    "events" / construct.GreedyRange(construct.Select(FILL_EVENT, OUT_EVENT, UNKNOWN_EVENT))
+    "events" / construct.GreedyRange(construct.Select(FILL_EVENT, OUT_EVENT, LIQUIDATE_EVENT, UNKNOWN_EVENT))
 )
 
 # # 🥭 SERUM_EVENT_QUEUE

mango/perpeventqueue.py

@@ -111,6 +111,31 @@ class PerpOutEvent(PerpEvent):
         return f"""« 𝙿𝚎𝚛𝚙𝙾𝚞𝚝𝙴𝚟𝚎𝚗𝚝 [{self.original_index}] [{self.owner}] {self.side} {self.quantity}, slot: {self.slot} »"""
 
 
+# # 🥭 PerpLiquidateEvent class
+#
+# `PerpLiquidateEvent` stores details of a perp 'liquidate' event.
+#
+class PerpLiquidateEvent(PerpEvent):
+    def __init__(self, event_type: int, original_index: Decimal, timestamp: datetime, seq_num: Decimal,
+                 liquidatee: PublicKey, liquidator: PublicKey, price: Decimal, quantity: Decimal,
+                 liquidation_fee: Decimal):
+        super().__init__(event_type, original_index)
+        self.timestamp: datetime = timestamp
+        self.seq_num: Decimal = seq_num
+        self.liquidatee: PublicKey = liquidatee
+        self.liquidator: PublicKey = liquidator
+        self.price: Decimal = price
+        self.quantity: Decimal = quantity
+        self.liquidation_fee: Decimal = liquidation_fee
+
+    @property
+    def accounts_to_crank(self) -> typing.Sequence[PublicKey]:
+        return [self.liquidatee, self.liquidator]
+
+    def __str__(self) -> str:
+        return f"""« 𝙿𝚎𝚛𝚙𝙻𝚒𝚚𝚞𝚒𝚍𝚊𝚝𝚎𝙴𝚟𝚎𝚗𝚝 [{self.original_index}] [{self.owner}] {self.side} {self.quantity}, slot: {self.slot} »"""
+
+
 # # 🥭 PerpUnknownEvent class
 #
 # `PerpUnknownEvent` details an unknown `PerpEvent`. This should never be encountered, but might if
@@ -137,7 +162,7 @@ def event_builder(lot_size_converter: LotSizeConverter, event_layout, original_i
     if event_layout.event_type == b'\x00':
         if event_layout.maker is None and event_layout.taker is None:
             return None
-        side: Side = Side.from_value(event_layout.side)
+        side: Side = Side.from_value(event_layout.taker_side)
         quantity: Decimal = lot_size_converter.quantity_lots_to_value(event_layout.quantity)
         price: Decimal = lot_size_converter.price_lots_to_value(event_layout.price)
         return PerpFillEvent(event_layout.event_type, original_index, event_layout.timestamp, side,
@@ -148,6 +173,8 @@ def event_builder(lot_size_converter: LotSizeConverter, event_layout, original_i
                              event_layout.taker_client_order_id)
     elif event_layout.event_type == b'\x01':
         return PerpOutEvent(event_layout.event_type, original_index, event_layout.owner, event_layout.side, event_layout.quantity, event_layout.slot)
+    elif event_layout.event_type == b'\x02':
+        return PerpLiquidateEvent(event_layout.event_type, original_index, event_layout.timestamp, event_layout.seq_num, event_layout.liquidatee, event_layout.liquidator, event_layout.price, event_layout.quantity, event_layout.liquidation_fee)
     else:
         return PerpUnknownEvent(event_layout.event_type, original_index, event_layout.owner)
 

mango/transactionscout.py

@@ -87,7 +87,20 @@ _instruction_signer_indices: typing.Dict[InstructionType, int] = {
     InstructionType.CancelSpotOrder: 1,
     InstructionType.UpdateRootBank: -1,  # No signer
     InstructionType.SettlePnl: -1,  # No signer
-    InstructionType.SettleBorrow: -1  # No signer
+    InstructionType.SettleBorrow: -1,  # No signer
+    InstructionType.ForceCancelSpotOrders: -1,
+    InstructionType.ForceCancelPerpOrders: -1,
+    InstructionType.LiquidateTokenAndToken: -1,
+    InstructionType.LiquidateTokenAndPerp: -1,
+    InstructionType.LiquidatePerpMarket: -1,
+    InstructionType.SettleFees: -1,
+    InstructionType.ResolvePerpBankruptcy: -1,
+    InstructionType.ResolveTokenBankruptcy: -1,
+    InstructionType.InitSpotOpenOrders: -1,
+    InstructionType.RedeemMngo: -1,
+    InstructionType.AddMangoAccountInfo: -1,
+    InstructionType.DepositMsrm: -1,
+    InstructionType.WithdrawMsrm: -1,
 }
 
 # The index of the token IN account depends on the instruction, and for some instructions
@@ -117,6 +130,19 @@ _token_in_indices: typing.Dict[InstructionType, int] = {
     InstructionType.UpdateRootBank: -1,
     InstructionType.SettlePnl: -1,
     InstructionType.SettleBorrow: -1,
+    InstructionType.ForceCancelSpotOrders: -1,
+    InstructionType.ForceCancelPerpOrders: -1,
+    InstructionType.LiquidateTokenAndToken: -1,
+    InstructionType.LiquidateTokenAndPerp: -1,
+    InstructionType.LiquidatePerpMarket: -1,
+    InstructionType.SettleFees: -1,
+    InstructionType.ResolvePerpBankruptcy: -1,
+    InstructionType.ResolveTokenBankruptcy: -1,
+    InstructionType.InitSpotOpenOrders: -1,
+    InstructionType.RedeemMngo: -1,
+    InstructionType.AddMangoAccountInfo: -1,
+    InstructionType.DepositMsrm: -1,
+    InstructionType.WithdrawMsrm: -1,
 }
 
 # The index of the token OUT account depends on the instruction, and for some instructions
@@ -146,6 +172,19 @@ _token_out_indices: typing.Dict[InstructionType, int] = {
     InstructionType.UpdateRootBank: -1,
     InstructionType.SettlePnl: -1,
     InstructionType.SettleBorrow: -1,
+    InstructionType.ForceCancelSpotOrders: -1,
+    InstructionType.ForceCancelPerpOrders: -1,
+    InstructionType.LiquidateTokenAndToken: -1,
+    InstructionType.LiquidateTokenAndPerp: -1,
+    InstructionType.LiquidatePerpMarket: -1,
+    InstructionType.SettleFees: -1,
+    InstructionType.ResolvePerpBankruptcy: -1,
+    InstructionType.ResolveTokenBankruptcy: -1,
+    InstructionType.InitSpotOpenOrders: -1,
+    InstructionType.RedeemMngo: -1,
+    InstructionType.AddMangoAccountInfo: -1,
+    InstructionType.DepositMsrm: -1,
+    InstructionType.WithdrawMsrm: -1,
 }
 
 
@@ -175,6 +214,19 @@ _target_indices: typing.Dict[InstructionType, int] = {
     InstructionType.UpdateRootBank: -1,
     InstructionType.SettlePnl: -1,
     InstructionType.SettleBorrow: -1,
+    InstructionType.ForceCancelSpotOrders: -1,
+    InstructionType.ForceCancelPerpOrders: -1,
+    InstructionType.LiquidateTokenAndToken: -1,
+    InstructionType.LiquidateTokenAndPerp: -1,
+    InstructionType.LiquidatePerpMarket: -1,
+    InstructionType.SettleFees: -1,
+    InstructionType.ResolvePerpBankruptcy: -1,
+    InstructionType.ResolveTokenBankruptcy: -1,
+    InstructionType.InitSpotOpenOrders: -1,
+    InstructionType.RedeemMngo: -1,
+    InstructionType.AddMangoAccountInfo: -1,
+    InstructionType.DepositMsrm: -1,
+    InstructionType.WithdrawMsrm: -1,
 }