# # ⚠ 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 abc import logging import typing from decimal import Decimal from solana.publickey import PublicKey from mango.lotsizeconverter import NullLotSizeConverter from .combinableinstructions import CombinableInstructions from .constants import SYSTEM_PROGRAM_ADDRESS from .market import Market from .orders import Order, OrderBook # # 🥭 MarketOperations # # This file deals with placing orders. We want the interface to be simple and basic: # ``` # market_operations.cancel_order(old_order) # market_operations.place_order(new_order) # ``` # This requires the `MarketOperations` already know a bit about the market it is placing the # order on, and the code in the `MarketOperations` be specialised for that market platform. # # # 🥭 MarketInstructionBuilder class # # This abstracts the process of buiding instructions for placing orders and cancelling orders. # # It's abstracted because we may want to have different implementations for different market types. # # Whichever choice is made, the calling code shouldn't have to care. It should be able to # use its `MarketInstructionBuilder` class as simply as: # ``` # instruction_builder.build_cancel_order_instructions(order) # ``` # # As a matter of policy for all InstructionBuidlers, construction and build_* methods should all work with # existing data, requiring no fetches from Solana or other sources. All necessary data should all be loaded # on initial setup in the `load()` method. # class MarketInstructionBuilder(metaclass=abc.ABCMeta): def __init__(self) -> None: self._logger: logging.Logger = logging.getLogger(self.__class__.__name__) @abc.abstractmethod def build_cancel_order_instructions( self, order: Order, ok_if_missing: bool = False ) -> CombinableInstructions: raise NotImplementedError( "MarketInstructionBuilder.build_cancel_order_instructions() is not implemented on the base type." ) @abc.abstractmethod def build_place_order_instructions(self, order: Order) -> CombinableInstructions: raise NotImplementedError( "MarketInstructionBuilder.build_place_order_instructions() is not implemented on the base type." ) @abc.abstractmethod def build_settle_instructions(self) -> CombinableInstructions: raise NotImplementedError( "MarketInstructionBuilder.build_settle_instructions() is not implemented on the base type." ) @abc.abstractmethod def build_crank_instructions( self, addresses: typing.Sequence[PublicKey], limit: Decimal = Decimal(32) ) -> CombinableInstructions: raise NotImplementedError( "MarketInstructionBuilder.build_crank_instructions() is not implemented on the base type." ) @abc.abstractmethod def build_redeem_instructions(self) -> CombinableInstructions: raise NotImplementedError( "MarketInstructionBuilder.build_redeem_instructions() is not implemented on the base type." ) def __repr__(self) -> str: return f"{self}" # # 🥭 MarketOperations class # # This abstracts the process of placing orders, providing a base class for specialised operations. # # It's abstracted because we may want to have different approaches to placing these # orders - do we want to run them against the Serum orderbook? Do we want to run them against # Mango groups? # # Whichever choice is made, the calling code shouldn't have to care. It should be able to # use its `MarketOperations` class as simply as: # ``` # market_operations.place_order(order) # ``` # class MarketOperations(metaclass=abc.ABCMeta): def __init__(self, market: Market) -> None: self._logger: logging.Logger = logging.getLogger(self.__class__.__name__) self.market: Market = market @abc.abstractmethod def cancel_order( self, order: Order, ok_if_missing: bool = False ) -> typing.Sequence[str]: raise NotImplementedError( "MarketOperations.cancel_order() is not implemented on the base type." ) @abc.abstractmethod def place_order( self, order: Order, crank_limit: Decimal = Decimal(5) ) -> typing.Sequence[str]: raise NotImplementedError( "MarketOperations.place_order() is not implemented on the base type." ) @abc.abstractmethod def load_orderbook(self) -> OrderBook: raise NotImplementedError( "MarketOperations.load_orders() is not implemented on the base type." ) @abc.abstractmethod def load_my_orders(self) -> typing.Sequence[Order]: raise NotImplementedError( "MarketOperations.load_my_orders() is not implemented on the base type." ) @abc.abstractmethod def settle(self) -> typing.Sequence[str]: raise NotImplementedError( "MarketOperations.settle() is not implemented on the base type." ) @abc.abstractmethod def crank(self, limit: Decimal = Decimal(32)) -> typing.Sequence[str]: raise NotImplementedError( "MarketOperations.crank() is not implemented on the base type." ) @abc.abstractmethod def create_openorders(self) -> PublicKey: raise NotImplementedError( "MarketOperations.create_openorders() is not implemented on the base type." ) @abc.abstractmethod def ensure_openorders(self) -> PublicKey: raise NotImplementedError( "MarketOperations.ensure_openorders() is not implemented on the base type." ) def __repr__(self) -> str: return f"{self}" # # 🥭 NullMarketInstructionBuilder class # # A null, no-op, dry-run trade executor that can be plugged in anywhere a `MarketInstructionBuilder` # is expected, but which will not actually trade. # class NullMarketInstructionBuilder(MarketInstructionBuilder): def __init__(self, symbol: str) -> None: super().__init__() self.symbol: str = symbol def build_cancel_order_instructions( self, order: Order, ok_if_missing: bool = False ) -> CombinableInstructions: return CombinableInstructions.empty() def build_place_order_instructions(self, order: Order) -> CombinableInstructions: return CombinableInstructions.empty() def build_settle_instructions(self) -> CombinableInstructions: return CombinableInstructions.empty() def build_crank_instructions( self, addresses: typing.Sequence[PublicKey], limit: Decimal = Decimal(32) ) -> CombinableInstructions: return CombinableInstructions.empty() def build_redeem_instructions(self) -> CombinableInstructions: return CombinableInstructions.empty() def __str__(self) -> str: return f"« NullMarketInstructionBuilder {self.symbol} »" # # 🥭 NullMarketOperations class # # A null, no-op, dry-run trade executor that can be plugged in anywhere a `MarketOperations` # is expected, but which will not actually trade. # class NullMarketOperations(MarketOperations): def __init__(self, market: Market) -> None: super().__init__(market) def cancel_order( self, order: Order, ok_if_missing: bool = False ) -> typing.Sequence[str]: self._logger.info(f"[Dry Run] Not cancelling order {order}.") return [""] def place_order( self, order: Order, crank_limit: Decimal = Decimal(5) ) -> typing.Sequence[str]: self._logger.info(f"[Dry Run] Not placing order {order}.") return [] def load_orderbook(self) -> OrderBook: return OrderBook(self.market.symbol, NullLotSizeConverter(), [], []) def load_my_orders(self) -> typing.Sequence[Order]: return [] def settle(self) -> typing.Sequence[str]: return [] def crank(self, limit: Decimal = Decimal(32)) -> typing.Sequence[str]: return [] def create_openorders(self) -> PublicKey: return SYSTEM_PROGRAM_ADDRESS def ensure_openorders(self) -> PublicKey: return SYSTEM_PROGRAM_ADDRESS def __str__(self) -> str: return f"""« NullMarketOperations [{self.market.symbol}] »"""