# # ⚠ 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 logging import typing from decimal import Decimal from pyserum.market.market import Market as PySerumMarket from solana.publickey import PublicKey from .account import Account from .accountinfo import AccountInfo from .cache import Cache from .combinableinstructions import CombinableInstructions from .context import Context from .group import GroupSlot, Group from .healthcheck import HealthCheck from .instructions import build_create_serum_open_orders_instructions from .instrumentvalue import InstrumentValue from .inventory import Inventory from .loadedmarket import LoadedMarket from .market import Market, InventorySource from .observables import DisposePropagator, LatestItemObserverSubscriber from .openorders import OpenOrders from .oracle import Price from .oracle import OracleProvider from .oraclefactory import create_oracle_provider from .orders import OrderBook from .perpmarket import PerpMarket from .placedorder import PlacedOrdersContainer from .serummarket import SerumMarket from .spotmarket import SpotMarket from .spotmarketoperations import SpotMarketInstructionBuilder, SpotMarketOperations from .tokenaccount import TokenAccount from .token import Instrument, Token from .wallet import Wallet from .watcher import Watcher, LamdaUpdateWatcher from .websocketsubscription import WebSocketAccountSubscription, WebSocketSubscription, WebSocketSubscriptionManager def build_group_watcher(context: Context, manager: WebSocketSubscriptionManager, health_check: HealthCheck, group: Group) -> Watcher[Group]: group_subscription = WebSocketAccountSubscription[Group]( context, group.address, lambda account_info: Group.parse(account_info, group.name, context.instrument_lookup, context.market_lookup)) manager.add(group_subscription) latest_group_observer = LatestItemObserverSubscriber[Group](group) group_subscription.publisher.subscribe(latest_group_observer) health_check.add("group_subscription", group_subscription.publisher) return latest_group_observer def build_account_watcher(context: Context, manager: WebSocketSubscriptionManager, health_check: HealthCheck, account: Account, group_observer: Watcher[Group], cache_observer: Watcher[Cache]) -> typing.Tuple[WebSocketSubscription[Account], Watcher[Account]]: account_subscription = WebSocketAccountSubscription[Account]( context, account.address, lambda account_info: Account.parse(account_info, group_observer.latest, cache_observer.latest)) manager.add(account_subscription) latest_account_observer = LatestItemObserverSubscriber[Account](account) account_subscription.publisher.subscribe(latest_account_observer) health_check.add("account_subscription", account_subscription.publisher) return account_subscription, latest_account_observer def build_cache_watcher(context: Context, manager: WebSocketSubscriptionManager, health_check: HealthCheck, cache: Cache, group: Group) -> Watcher[Cache]: cache_subscription = WebSocketAccountSubscription[Cache]( context, group.cache, lambda account_info: Cache.parse(account_info)) manager.add(cache_subscription) latest_cache_observer = LatestItemObserverSubscriber[Cache](cache) cache_subscription.publisher.subscribe(latest_cache_observer) health_check.add("cache_subscription", cache_subscription.publisher) return latest_cache_observer def build_spot_open_orders_watcher(context: Context, manager: WebSocketSubscriptionManager, health_check: HealthCheck, wallet: Wallet, account: Account, group: Group, spot_market: SpotMarket) -> Watcher[OpenOrders]: market_index = group.slot_by_spot_market_address(spot_market.address).index open_orders_address = account.spot_open_orders_by_index[market_index] if open_orders_address is None: spot_market_instruction_builder: SpotMarketInstructionBuilder = SpotMarketInstructionBuilder.load( context, wallet, spot_market.group, account, spot_market) market_operations: SpotMarketOperations = SpotMarketOperations( context, wallet, spot_market.group, account, spot_market, spot_market_instruction_builder) open_orders_address = market_operations.create_openorders() logging.info(f"Created {spot_market.symbol} OpenOrders at: {open_orders_address}") spot_open_orders_subscription = WebSocketAccountSubscription[OpenOrders]( context, open_orders_address, lambda account_info: OpenOrders.parse(account_info, spot_market.base.decimals, spot_market.quote.decimals)) manager.add(spot_open_orders_subscription) initial_spot_open_orders = OpenOrders.load( context, open_orders_address, spot_market.base.decimals, spot_market.quote.decimals) latest_open_orders_observer = LatestItemObserverSubscriber[OpenOrders]( initial_spot_open_orders) spot_open_orders_subscription.publisher.subscribe(latest_open_orders_observer) health_check.add("open_orders_subscription", spot_open_orders_subscription.publisher) return latest_open_orders_observer def build_serum_open_orders_watcher(context: Context, manager: WebSocketSubscriptionManager, health_check: HealthCheck, serum_market: SerumMarket, wallet: Wallet) -> Watcher[PlacedOrdersContainer]: all_open_orders = OpenOrders.load_for_market_and_owner( context, serum_market.address, wallet.address, context.serum_program_address, serum_market.base.decimals, serum_market.quote.decimals) if len(all_open_orders) > 0: initial_serum_open_orders: OpenOrders = all_open_orders[0] open_orders_address = initial_serum_open_orders.address else: raw_market = PySerumMarket.load(context.client.compatible_client, serum_market.address) create_open_orders = build_create_serum_open_orders_instructions( context, wallet, raw_market) open_orders_address = create_open_orders.signers[0].public_key logging.info(f"Creating OpenOrders account for market {serum_market.symbol} at {open_orders_address}.") signers: CombinableInstructions = CombinableInstructions.from_wallet(wallet) transaction_ids = (signers + create_open_orders).execute(context) context.client.wait_for_confirmation(transaction_ids) initial_serum_open_orders = OpenOrders.load( context, open_orders_address, serum_market.base.decimals, serum_market.quote.decimals) serum_open_orders_subscription = WebSocketAccountSubscription[OpenOrders]( context, open_orders_address, lambda account_info: OpenOrders.parse(account_info, serum_market.base.decimals, serum_market.quote.decimals)) manager.add(serum_open_orders_subscription) latest_serum_open_orders_observer = LatestItemObserverSubscriber[PlacedOrdersContainer]( initial_serum_open_orders) serum_open_orders_subscription.publisher.subscribe(latest_serum_open_orders_observer) health_check.add("open_orders_subscription", serum_open_orders_subscription.publisher) return latest_serum_open_orders_observer def build_perp_open_orders_watcher(context: Context, manager: WebSocketSubscriptionManager, health_check: HealthCheck, perp_market: PerpMarket, account: Account, group: Group, account_subscription: WebSocketSubscription[Account]) -> Watcher[PlacedOrdersContainer]: slot: GroupSlot = group.slot_by_perp_market_address(perp_market.address) index: int = slot.index initial_perp_account = account.perp_accounts_by_index[slot.index] if initial_perp_account is None: raise Exception(f"Could not find perp account at index {slot.index} of account {account.address}.") initial_open_orders = initial_perp_account.open_orders latest_open_orders_observer = LatestItemObserverSubscriber[PlacedOrdersContainer](initial_open_orders) account_subscription.publisher.subscribe( on_next=lambda updated_account: latest_open_orders_observer.on_next(updated_account.perp_accounts_by_index[index].open_orders)) # type: ignore[call-arg] health_check.add("open_orders_subscription", account_subscription.publisher) return latest_open_orders_observer def build_price_watcher(context: Context, manager: WebSocketSubscriptionManager, health_check: HealthCheck, disposer: DisposePropagator, provider_name: str, market: Market) -> LatestItemObserverSubscriber[Price]: oracle_provider: OracleProvider = create_oracle_provider(context, provider_name) oracle = oracle_provider.oracle_for_market(context, market) if oracle is None: raise Exception(f"Could not find oracle for market {market.symbol} from provider {provider_name}.") initial_price = oracle.fetch_price(context) price_feed = oracle.to_streaming_observable(context) latest_price_observer = LatestItemObserverSubscriber(initial_price) price_disposable = price_feed.subscribe(latest_price_observer) disposer.add_disposable(price_disposable) health_check.add("price_subscription", price_feed) return latest_price_observer def build_serum_inventory_watcher(context: Context, manager: WebSocketSubscriptionManager, health_check: HealthCheck, disposer: DisposePropagator, wallet: Wallet, market: SerumMarket, price_watcher: Watcher[Price]) -> Watcher[Inventory]: base_account = TokenAccount.fetch_largest_for_owner_and_token( context, wallet.address, market.base) if base_account is None: raise Exception(f"Could not find token account owned by {wallet.address} for base token {market.base}.") base_token_subscription = WebSocketAccountSubscription[TokenAccount]( context, base_account.address, lambda account_info: TokenAccount.parse(account_info, market.base)) manager.add(base_token_subscription) latest_base_token_account_observer = LatestItemObserverSubscriber[TokenAccount](base_account) base_subscription_disposable = base_token_subscription.publisher.subscribe(latest_base_token_account_observer) disposer.add_disposable(base_subscription_disposable) quote_account = TokenAccount.fetch_largest_for_owner_and_token( context, wallet.address, market.quote) if quote_account is None: raise Exception(f"Could not find token account owned by {wallet.address} for quote token {market.quote}.") quote_token_subscription = WebSocketAccountSubscription[TokenAccount]( context, quote_account.address, lambda account_info: TokenAccount.parse(account_info, market.quote)) manager.add(quote_token_subscription) latest_quote_token_account_observer = LatestItemObserverSubscriber[TokenAccount](quote_account) quote_subscription_disposable = quote_token_subscription.publisher.subscribe(latest_quote_token_account_observer) disposer.add_disposable(quote_subscription_disposable) # Serum markets don't accrue MNGO liquidity incentives mngo: typing.Optional[Instrument] = context.instrument_lookup.find_by_symbol("MNGO") if mngo is None: raise Exception("Could not find details of MNGO token.") mngo_accrued: InstrumentValue = InstrumentValue(Token.ensure(mngo), Decimal(0)) def serum_inventory_accessor() -> Inventory: available: Decimal = (latest_base_token_account_observer.latest.value.value * price_watcher.latest.mid_price) + \ latest_quote_token_account_observer.latest.value.value available_collateral: InstrumentValue = InstrumentValue( latest_quote_token_account_observer.latest.value.token, available) return Inventory(InventorySource.SPL_TOKENS, mngo_accrued, available_collateral, latest_base_token_account_observer.latest.value, latest_quote_token_account_observer.latest.value) return LamdaUpdateWatcher(serum_inventory_accessor) def build_orderbook_watcher(context: Context, manager: WebSocketSubscriptionManager, health_check: HealthCheck, market: LoadedMarket) -> Watcher[OrderBook]: orderbook_addresses: typing.List[PublicKey] = [ market.bids_address, market.asks_address ] orderbook_infos = AccountInfo.load_multiple(context, orderbook_addresses) if len(orderbook_infos) != 2 or orderbook_infos[0] is None or orderbook_infos[1] is None: raise Exception(f"Could not find {market.symbol} order book at addresses {orderbook_addresses}.") initial_orderbook: OrderBook = market.parse_account_infos_to_orderbook(orderbook_infos[0], orderbook_infos[1]) updatable_orderbook: OrderBook = market.parse_account_infos_to_orderbook( orderbook_infos[0], orderbook_infos[1]) def _update_bids(account_info: AccountInfo) -> OrderBook: new_bids = market.parse_account_info_to_orders(account_info) updatable_orderbook.bids = new_bids return updatable_orderbook def _update_asks(account_info: AccountInfo) -> OrderBook: new_asks = market.parse_account_info_to_orders(account_info) updatable_orderbook.asks = new_asks return updatable_orderbook bids_subscription = WebSocketAccountSubscription[OrderBook](context, orderbook_addresses[0], _update_bids) manager.add(bids_subscription) asks_subscription = WebSocketAccountSubscription[OrderBook](context, orderbook_addresses[1], _update_asks) manager.add(asks_subscription) orderbook_observer = LatestItemObserverSubscriber[OrderBook](initial_orderbook) bids_subscription.publisher.subscribe(orderbook_observer) asks_subscription.publisher.subscribe(orderbook_observer) health_check.add("orderbook_bids_subscription", bids_subscription.publisher) health_check.add("orderbook_asks_subscription", asks_subscription.publisher) return orderbook_observer