Added PerpEventQueue.events_for_account() and PerpEventQueue.fills_for_account(), UnseenAccountFillEventTracker and tests.

mango/__init__.py

@@ -177,6 +177,7 @@ from .perpeventqueue import PerpEventQueue as PerpEventQueue
 from .perpeventqueue import PerpFillEvent as PerpFillEvent
 from .perpeventqueue import PerpOutEvent as PerpOutEvent
 from .perpeventqueue import PerpUnknownEvent as PerpUnknownEvent
+from .perpeventqueue import UnseenAccountFillEventTracker as UnseenAccountFillEventTracker
 from .perpeventqueue import UnseenPerpEventChangesTracker as UnseenPerpEventChangesTracker
 from .perpmarket import PerpMarket as PerpMarket
 from .perpmarket import PerpMarketStub as PerpMarketStub

mango/perpeventqueue.py

@@ -76,6 +76,10 @@ class PerpFillEvent(PerpEvent):
         self.taker_order_id: Decimal = taker_order_id
         self.taker_client_order_id: Decimal = taker_client_order_id
 
+    @property
+    def key(self) -> str:
+        return f"{self.maker_order_id}/{self.taker_order_id}"
+
     @property
     def accounts_to_crank(self) -> typing.Sequence[PublicKey]:
         return [self.maker, self.taker]
@@ -253,6 +257,20 @@ class PerpEventQueue(AddressableAccount):
 
         return distinct
 
+    def events_for_account(self, mango_account_address: PublicKey) -> typing.Sequence[PerpEvent]:
+        events: typing.List[PerpEvent] = []
+        for event in [*self.processed_events, *self.unprocessed_events]:
+            if mango_account_address in event.accounts_to_crank:
+                events += [event]
+        return events
+
+    def fills_for_account(self, mango_account_address: PublicKey) -> typing.Sequence[PerpFillEvent]:
+        fills: typing.List[PerpFillEvent] = []
+        for event in self.events_for_account(mango_account_address):
+            if isinstance(event, PerpFillEvent):
+                fills += [event]
+        return fills
+
     @ property
     def capacity(self) -> int:
         return len(self.unprocessed_events) + len(self.processed_events)
@@ -298,3 +316,40 @@ class UnseenPerpEventChangesTracker:
             self.last_sequence_number = new_sequence_number
 
         return unseen
+
+
+# # 🥭 UnseenAccountFillEventTracker class
+#
+# `UnseenAccountFillEventTracker` tracks fills for a specific Mango Account in a specific
+# `PerpEventQueue`. When an updated version of the `PerpEventQueue` is passed to `unseen()`,
+# any new fills are returned.
+#
+class UnseenAccountFillEventTracker:
+    def __init__(self, initial: PerpEventQueue, mango_account_address: PublicKey) -> None:
+        self.mango_account_address: PublicKey = mango_account_address
+        self.last_sequence_number: Decimal = initial.sequence_number
+        initial_fills: typing.Sequence[PerpFillEvent] = initial.fills_for_account(mango_account_address)
+        self.last_key: str = initial_fills[-1].key if len(initial_fills) > 0 else ""
+
+    def unseen(self, event_queue: PerpEventQueue) -> typing.Sequence[PerpEvent]:
+        fills: typing.Sequence[PerpFillEvent] = event_queue.fills_for_account(self.mango_account_address)
+        if len(fills) == 0:
+            return []
+
+        last_key_position: int = -1
+        for counter, fill in enumerate(fills):
+            if fill.key == self.last_key:
+                last_key_position = counter
+                break
+
+        unseen: typing.Sequence[PerpFillEvent]
+        if last_key_position == -1:
+            # We haven't seen any of these fills
+            unseen = fills
+        elif last_key_position == len(fills) - 1:
+            unseen = []
+        else:
+            unseen = fills[last_key_position + 1:]
+            self.last_key = unseen[-1].key
+
+        return unseen

tests/test_perpeventqueue.py

@@ -5,6 +5,7 @@ from solana.publickey import PublicKey
 from .context import mango
 from .fakes import fake_account_info, fake_seeded_public_key
 
+from datetime import datetime
 from decimal import Decimal
 
 
@@ -50,6 +51,17 @@ class TstPE(mango.PerpEvent):
         return f"« TstPE [{self.event_type}] »"
 
 
+class TstFillPE(mango.PerpFillEvent):
+    def __init__(self, maker: PublicKey, maker_id: int, taker: PublicKey, taker_id: int):
+        super().__init__(0, Decimal(0), datetime.now(), mango.Side.BUY,
+                         Decimal(1), Decimal(1), Decimal(1), Decimal(1), True,
+                         maker, Decimal(maker_id), Decimal(0),
+                         taker, Decimal(taker_id), Decimal(0))
+
+    def __str__(self) -> str:
+        return f"« TstFillPE [{self.maker_order_id} / {self.taker_order_id}] »"
+
+
 def test_unseen_with_no_changes() -> None:
     initial = _fake_pev(Decimal(5), Decimal(2), Decimal(7), [], [TstPE(), TstPE(), TstPE(), TstPE(), TstPE()])
     actual: mango.UnseenPerpEventChangesTracker = mango.UnseenPerpEventChangesTracker(initial)
@@ -123,3 +135,97 @@ def test_unseen_with_two_unprocessed_changes_wrapping_around() -> None:
     assert len(unseen) == 2
     assert unseen[0] == marker1
     assert unseen[1] == marker2
+
+
+def test_fills_for_account() -> None:
+    user1 = fake_seeded_public_key("user1")
+    user2 = fake_seeded_public_key("user2")
+    user3 = fake_seeded_public_key("user3")
+    order1 = TstFillPE(user1, 11, user2, 21)
+    order2 = TstFillPE(user2, 12, user3, 22)
+    order3 = TstFillPE(user3, 13, user1, 23)
+    pev = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3])
+
+    my_fills = pev.fills_for_account(user1)
+    assert len(my_fills) == 2
+    assert my_fills[0] == order1
+    assert my_fills[1] == order3
+
+
+def test_no_fills_for_account() -> None:
+    user1 = fake_seeded_public_key("user1")
+    user2 = fake_seeded_public_key("user2")
+    user3 = fake_seeded_public_key("user3")
+    user4 = fake_seeded_public_key("user4")
+    order1 = TstFillPE(user1, 11, user2, 21)
+    order2 = TstFillPE(user2, 12, user3, 22)
+    order3 = TstFillPE(user3, 13, user1, 23)
+    pev = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3])
+
+    my_fills = pev.fills_for_account(user4)
+    assert len(my_fills) == 0
+
+
+def test_unseen_fills_for_account() -> None:
+    user1 = fake_seeded_public_key("user1")
+    user2 = fake_seeded_public_key("user2")
+    user3 = fake_seeded_public_key("user3")
+    order1 = TstFillPE(user1, 11, user2, 21)
+    order2 = TstFillPE(user2, 12, user3, 22)
+    order3 = TstFillPE(user3, 13, user1, 23)
+    pev1 = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3])
+
+    actual = mango.UnseenAccountFillEventTracker(pev1, user1)
+
+    order4 = TstFillPE(user3, 14, user2, 24)
+    order5 = TstFillPE(user1, 15, user3, 25)
+    order6 = TstFillPE(user2, 16, user1, 26)
+    pev2 = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3, order4, order5, order6])
+
+    my_unseen_fills = actual.unseen(pev2)
+    assert len(my_unseen_fills) == 2
+    assert my_unseen_fills[0] == order5
+    assert my_unseen_fills[1] == order6
+
+
+def test_no_unseen_fills_for_account() -> None:
+    # Exactly the same test as before but with user4 as the account we're watching for.
+    user1 = fake_seeded_public_key("user1")
+    user2 = fake_seeded_public_key("user2")
+    user3 = fake_seeded_public_key("user3")
+    user4 = fake_seeded_public_key("user4")
+    order1 = TstFillPE(user1, 11, user2, 21)
+    order2 = TstFillPE(user2, 12, user3, 22)
+    order3 = TstFillPE(user3, 13, user1, 23)
+    pev1 = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3])
+
+    actual = mango.UnseenAccountFillEventTracker(pev1, user4)
+
+    order4 = TstFillPE(user3, 14, user2, 24)
+    order5 = TstFillPE(user1, 15, user3, 25)
+    order6 = TstFillPE(user2, 16, user1, 26)
+    pev2 = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3, order4, order5, order6])
+
+    my_unseen_fills = actual.unseen(pev2)
+    assert len(my_unseen_fills) == 0
+
+
+def test_no_changes_in_unseen_fills_for_account() -> None:
+    user1 = fake_seeded_public_key("user1")
+    user2 = fake_seeded_public_key("user2")
+    user3 = fake_seeded_public_key("user3")
+    user4 = fake_seeded_public_key("user4")
+    order1 = TstFillPE(user1, 11, user2, 21)
+    order2 = TstFillPE(user2, 12, user3, 22)
+    order3 = TstFillPE(user3, 13, user1, 23)
+    pev1 = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3])
+
+    actual = mango.UnseenAccountFillEventTracker(pev1, user1)
+
+    order4 = TstFillPE(user3, 14, user2, 24)
+    order5 = TstFillPE(user4, 15, user3, 25)
+    order6 = TstFillPE(user2, 16, user4, 26)
+    pev2 = _fake_pev(Decimal(4), Decimal(0), Decimal(7), [], [order1, order2, order3, order4, order5, order6])
+
+    my_unseen_fills = actual.unseen(pev2)
+    assert len(my_unseen_fills) == 0