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mango-explorer
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Fixed Serum oracle to work better with Serum prices when the code itself is not on mainnet.

This commit is contained in:
Geoff Taylor 2021-07-14 16:34:10 +01:00
parent 9ae3e8a327
commit ec051037d4
1 changed files with 6 additions and 5 deletions
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11
mango/oracles/serum/serum.py
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@ -32,6 +32,8 @@ from ...market import AddressableMarket, Market
from ...observables import observable_pipeline_error_reporter
from ...oracle import Oracle, OracleProvider, OracleSource, Price
from ...serummarket import SerumMarket
from ...serummarketlookup import SerumMarketLookup
from ...spltokenlookup import SplTokenLookup
from ...spotmarket import SpotMarket
@ -61,15 +63,17 @@ class SerumOracle(Oracle):
context.cluster = "mainnet-beta"
context.cluster_url = "https://solana-api.projectserum.com"
context.client = Client(context.cluster_url)
mainnet_serum_market_lookup: SerumMarketLookup = SerumMarketLookup.load(SplTokenLookup.DefaultDataFilepath)
adjusted_market = mainnet_serum_market_lookup.find_by_symbol(self.market.symbol) or self.market
if self._serum_market is None:
self._serum_market = RawSerumMarket.load(context.client, self.market.address, context.dex_program_id)
self._serum_market = RawSerumMarket.load(context.client, adjusted_market.address, context.dex_program_id)
bids_address = self._serum_market.state.bids()
asks_address = self._serum_market.state.asks()
bid_ask_account_infos = AccountInfo.load_multiple(context, [bids_address, asks_address])
if len(bid_ask_account_infos) != 2:
raise Exception(
f"Failed to get bid/ask data from Serum for market address {self.market.address} (bids: {bids_address}, asks: {asks_address}).")
f"Failed to get bid/ask data from Serum for market address {adjusted_market.address} (bids: {bids_address}, asks: {asks_address}).")
bids = OrderBook.from_bytes(self._serum_market.state, bid_ask_account_infos[0].data)
asks = OrderBook.from_bytes(self._serum_market.state, bid_ask_account_infos[1].data)
@ -82,9 +86,6 @@ class SerumOracle(Oracle):
return Price(self.source, datetime.now(), self.market, top_bid_price, mid_price, top_ask_price)
def to_streaming_observable(self, context: Context) -> rx.core.typing.Observable:
context.cluster = "mainnet-beta"
context.cluster_url = "https://solana-api.projectserum.com"
context.client = Client(context.cluster_url)
return rx.interval(1).pipe(
ops.subscribe_on(context.pool_scheduler),
ops.start_with(-1),