#!/usr/bin/env pyston3 import argparse import json import logging import os import os.path import sys import time import traceback from decimal import Decimal sys.path.insert(0, os.path.abspath( os.path.join(os.path.dirname(__file__), '..'))) import mango # nopep8 # We explicitly want argument parsing to be outside the main try-except block because some arguments # (like --help) will cause an exit, which our except: block traps. parser = argparse.ArgumentParser(description="Run a liquidator for a Mango Markets group.") parser.add_argument("--cluster", type=str, default=mango.default_cluster, help="Solana RPC cluster name") parser.add_argument("--cluster-url", type=str, default=mango.default_cluster_url, help="Solana RPC cluster URL") parser.add_argument("--program-id", type=str, default=mango.default_program_id, help="Mango program ID/address") parser.add_argument("--dex-program-id", type=str, default=mango.default_dex_program_id, help="DEX program ID/address") parser.add_argument("--group-name", type=str, default=mango.default_group_name, help="Mango group name") parser.add_argument("--group-id", type=str, default=mango.default_group_id, help="Mango group ID/address") parser.add_argument("--id-file", type=str, default="id.json", help="file containing the JSON-formatted wallet private key") parser.add_argument("--name", type=str, default="Mango Markets Liquidator", help="Name of the liquidator (used in reports and alerts)") parser.add_argument("--token-data-file", type=str, default="solana.tokenlist.json", help="data file that contains token symbols, names, mints and decimals (format is same as https://raw.githubusercontent.com/solana-labs/token-list/main/src/tokens/solana.tokenlist.json)") parser.add_argument("--log-level", default=logging.INFO, type=lambda level: getattr(logging, level), help="level of verbosity to log (possible values: DEBUG, INFO, WARNING, ERROR, CRITICAL)") parser.add_argument("--throttle-reload-to-seconds", type=Decimal, default=Decimal(60), help="minimum number of seconds between each full margin account reload loop (including time taken processing accounts)") parser.add_argument("--throttle-ripe-update-to-seconds", type=Decimal, default=Decimal(5), help="minimum number of seconds between each ripe update loop (including time taken processing accounts)") parser.add_argument("--ripe-update-iterations", type=int, default=10, help="number of iterations of ripe updates before performing a full reload of all margin accounts") parser.add_argument("--target", type=str, action="append", help="token symbol plus target value or percentage, separated by a colon (e.g. 'ETH:2.5' or 'ETH:33%')") 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("--adjustment-factor", type=Decimal, default=Decimal("0.05"), help="factor by which to adjust the SELL price (akin to maximum slippage)") parser.add_argument("--notify-liquidations", type=mango.parse_subscription_target, action="append", default=[], help="The notification target for liquidation events") parser.add_argument("--notify-successful-liquidations", type=mango.parse_subscription_target, action="append", default=[], help="The notification target for successful liquidation events") parser.add_argument("--notify-failed-liquidations", type=mango.parse_subscription_target, action="append", default=[], help="The notification target for failed liquidation events") parser.add_argument("--notify-errors", type=mango.parse_subscription_target, action="append", default=[], help="The notification target for error events") parser.add_argument("--dry-run", action="store_true", default=False, help="runs as read-only and does not perform any transactions") args = parser.parse_args() logging.getLogger().setLevel(args.log_level) for notify in args.notify_errors: handler = mango.NotificationHandler(notify) handler.setLevel(logging.ERROR) logging.getLogger().addHandler(handler) logging.warning(mango.WARNING_DISCLAIMER_TEXT) try: id_filename = args.id_file if not os.path.isfile(id_filename): logging.error(f"Wallet file '{id_filename}' is not present.") sys.exit(1) wallet = mango.Wallet.load(id_filename) action_threshold = args.action_threshold adjustment_factor = args.adjustment_factor throttle_reload_to_seconds = args.throttle_reload_to_seconds throttle_ripe_update_to_seconds = args.throttle_ripe_update_to_seconds ripe_update_iterations = args.ripe_update_iterations liquidator_name = args.name context = mango.Context.from_command_line(args.cluster, args.cluster_url, args.program_id, args.dex_program_id, args.group_name, args.group_id) logging.info(f"Context: {context}") logging.info(f"Wallet address: {wallet.address}") group = mango.Group.load(context) tokens = [basket_token.token for basket_token in group.basket_tokens] logging.info("Checking wallet accounts.") scout = mango.AccountScout() report = scout.verify_account_prepared_for_group(context, group, wallet.address) logging.info(f"Wallet account report: {report}") if report.has_errors: raise Exception(f"Account '{wallet.address}' is not prepared for group '{group.address}'.") logging.info("Wallet accounts OK.") liquidations_publisher = mango.EventSource[mango.LiquidationEvent]() liquidations_publisher.subscribe(on_next=lambda event: logging.info( str(mango.TransactionScout.load(context, event.signature)))) for notification_target in args.notify_liquidations: liquidations_publisher.subscribe(on_next=notification_target.send) for notification_target in args.notify_successful_liquidations: filtering = mango.FilteringNotificationTarget( notification_target, lambda item: isinstance(item, mango.LiquidationEvent) and item.succeeded) liquidations_publisher.subscribe(on_next=filtering.send) for notification_target in args.notify_failed_liquidations: filtering = mango.FilteringNotificationTarget(notification_target, lambda item: isinstance( item, mango.LiquidationEvent) and not item.succeeded) liquidations_publisher.subscribe(on_next=filtering.send) if args.dry_run: account_liquidator: mango.AccountLiquidator = mango.NullAccountLiquidator() else: intermediate = mango.ForceCancelOrdersAccountLiquidator(context, wallet) account_liquidator = mango.ReportingAccountLiquidator(intermediate, context, wallet, liquidations_publisher, liquidator_name) if args.dry_run or (args.target is None) or (len(args.target) == 0): wallet_balancer: mango.WalletBalancer = mango.NullWalletBalancer() else: balance_parser = mango.TargetBalanceParser(tokens) targets = list(map(balance_parser.parse, args.target)) with open(args.token_data_file) as json_file: token_data = json.load(json_file) spot_market_lookup = mango.SpotMarketLookup(token_data) trade_executor = mango.SerumImmediateTradeExecutor(context, wallet, spot_market_lookup, adjustment_factor) wallet_balancer = mango.LiveWalletBalancer(context, wallet, trade_executor, action_threshold, tokens, targets) stop = False liquidation_processor = mango.LiquidationProcessor(context, account_liquidator, wallet_balancer) while not stop: try: margin_account_loop_started_at = time.time() with mango.retry_context("Margin Account Fetch", lambda: mango.MarginAccount.load_ripe(context, group), context.retry_pauses) as margin_account_retrier: ripe = margin_account_retrier.run() liquidation_processor.update_margin_accounts(ripe) for counter in range(ripe_update_iterations): price_loop_started_at = time.time() logging.info(f"Update {counter} of {ripe_update_iterations} - {len(ripe)} ripe 🥭 accounts.") with mango.retry_context("Price Fetch", lambda: mango.Group.load_with_prices(context), context.retry_pauses) as price_retrier: group, prices = price_retrier.run() liquidation_processor.update_prices(group, prices) price_loop_time_taken = time.time() - price_loop_started_at price_loop_should_sleep_for = float(throttle_ripe_update_to_seconds) - price_loop_time_taken price_loop_sleep_for = max(price_loop_should_sleep_for, 0.0) logging.info( f"Price fetch and check of all ripe 🥭 accounts complete. Time taken: {price_loop_time_taken:.2f} seconds, sleeping for {price_loop_sleep_for} seconds...") time.sleep(price_loop_sleep_for) margin_account_loop_time_taken = time.time() - margin_account_loop_started_at margin_account_should_sleep_for = float(throttle_reload_to_seconds) - int(margin_account_loop_time_taken) margin_account_sleep_for = max(margin_account_should_sleep_for, 0.0) logging.info( f"Check of all margin accounts complete. Time taken: {margin_account_loop_time_taken:.2f} seconds, sleeping for {margin_account_sleep_for} seconds...") time.sleep(margin_account_sleep_for) except KeyboardInterrupt: stop = True logging.info("Stopping...") except Exception as exception: logging.critical(f"Liquidator stopped because of exception: {exception} - {traceback.format_exc()}") except: logging.critical(f"Liquidator stopped because of uncatchable error: {traceback.format_exc()}") finally: logging.info("Liquidator completed.")