#!/usr/bin/env python3 import argparse import logging import os import os.path import sys import typing from decimal import Decimal from solana.publickey import PublicKey sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), ".."))) import mango # nopep8 def resolve_quantity( token: mango.Token, current_quantity: Decimal, target_quantity: mango.TargetBalance, price: Decimal, ) -> mango.InstrumentValue: current_value: Decimal = current_quantity * price resolved_value_to_keep: mango.InstrumentValue = target_quantity.resolve( token, price, current_value ) return resolved_value_to_keep parser = argparse.ArgumentParser( description="Balance the value of tokens in a Mango Markets account to specific values or percentages." ) mango.ContextBuilder.add_command_line_parameters(parser) mango.Wallet.add_command_line_parameters(parser) parser.add_argument( "--target", type=mango.parse_target_balance, action="append", required=True, help="token symbol plus target value or percentage, separated by a colon (e.g. 'ETH:2.5')", ) parser.add_argument( "--max-slippage", type=Decimal, default=Decimal("0.05"), help="maximum slippage allowed for the IOC order price", ) parser.add_argument( "--action-threshold", type=Decimal, default=Decimal("0.01"), help="fraction of total wallet value a trade must be above to be carried out", ) parser.add_argument( "--account-address", type=PublicKey, help="address of the specific account to use, if more than one available", ) parser.add_argument( "--dry-run", action="store_true", default=False, help="runs as read-only and does not perform any transactions", ) args: argparse.Namespace = mango.parse_args(parser) with mango.ContextBuilder.from_command_line_parameters(args) as context: wallet = mango.Wallet.from_command_line_parameters_or_raise(args) action_threshold = args.action_threshold max_slippage = args.max_slippage group = mango.Group.load(context, context.group_address) account = mango.Account.load_for_owner_by_address( context, wallet.address, group, args.account_address ) targets: typing.Sequence[mango.TargetBalance] = args.target logging.info(f"Targets: {targets}") prices: typing.List[mango.InstrumentValue] = [] for basket_token in account.slots: if basket_token is not None: market_symbol: str = f"{basket_token.base_instrument.symbol}/{group.shared_quote_token.symbol}" ops = mango.operations( context, wallet, account, market_symbol, args.dry_run ) orderbook = ops.load_orderbook() price = orderbook.mid_price if price is None: raise Exception( f"Could not determine mid-price on market {market_symbol}." ) prices += [mango.InstrumentValue(basket_token.base_instrument, price)] prices += [mango.InstrumentValue(group.shared_quote_token, Decimal(1))] account_balancer = mango.LiveAccountBalancer( context, wallet, account, group, targets, action_threshold, max_slippage, args.dry_run, ) account_balancer.balance(context, prices) logging.info("Balancing completed.")