# # ⚠ 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 typing from datetime import datetime from decimal import Decimal from solana.publickey import PublicKey from .accountinfo import AccountInfo from .addressableaccount import AddressableAccount from .context import Context from .instrumentvalue import InstrumentValue from .layouts import layouts from .metadata import Metadata from .token import Instrument, Token from .version import Version # # 🥭 PriceCache class # # `PriceCache` stores a cached price. # class PriceCache: def __init__(self, price: Decimal, last_update: datetime) -> None: self.price: Decimal = price self.last_update: datetime = last_update @staticmethod def from_layout(layout: typing.Any) -> typing.Optional["PriceCache"]: if layout.last_update.timestamp() == 0: return None return PriceCache(layout.price, layout.last_update) def __str__(self) -> str: return f"« PriceCache [{self.last_update}] {self.price:,.20f} »" def __repr__(self) -> str: return f"{self}" # # 🥭 RootBankCache class # # `RootBankCache` stores cached details of deposits and borrows. # class RootBankCache: def __init__(self, deposit_index: Decimal, borrow_index: Decimal, last_update: datetime) -> None: self.deposit_index: Decimal = deposit_index self.borrow_index: Decimal = borrow_index self.last_update: datetime = last_update @staticmethod def from_layout(layout: typing.Any) -> typing.Optional["RootBankCache"]: if layout.last_update.timestamp() == 0: return None return RootBankCache(layout.deposit_index, layout.borrow_index, layout.last_update) def __str__(self) -> str: return f"« RootBankCache [{self.last_update}] {self.deposit_index:,.20f} / {self.borrow_index:,.20f} »" def __repr__(self) -> str: return f"{self}" # # 🥭 PerpMarketCache class # # `PerpMarketCache` stores cached details of long and short funding. # class PerpMarketCache: def __init__(self, long_funding: Decimal, short_funding: Decimal, last_update: datetime) -> None: self.long_funding: Decimal = long_funding self.short_funding: Decimal = short_funding self.last_update: datetime = last_update @staticmethod def from_layout(layout: typing.Any) -> typing.Optional["PerpMarketCache"]: if layout.last_update.timestamp() == 0: return None return PerpMarketCache(layout.long_funding, layout.short_funding, layout.last_update) def __str__(self) -> str: return f"« PerpMarketCache [{self.last_update}] {self.long_funding:,.20f} / {self.short_funding:,.20f} »" def __repr__(self) -> str: return f"{self}" # # 🥭 MarketCache class # # `MarketCache` stores cached details of price, root bank, and perp market, for a particular market. # class MarketCache: def __init__(self, price: typing.Optional[PriceCache], root_bank: typing.Optional[RootBankCache], perp_market: typing.Optional[PerpMarketCache]) -> None: self.price: typing.Optional[PriceCache] = price self.root_bank: typing.Optional[RootBankCache] = root_bank self.perp_market: typing.Optional[PerpMarketCache] = perp_market def adjusted_price(self, token: Instrument, quote_token: Token) -> InstrumentValue: if token == quote_token: # The price of 1 unit of the shared quote token is always 1. return InstrumentValue(quote_token, Decimal(1)) if self.price is None: raise Exception(f"Could not find price index of basket token {token.symbol}.") price: Decimal = self.price.price decimals_difference = token.decimals - quote_token.decimals if decimals_difference != 0: adjustment = 10 ** decimals_difference price = price * adjustment return InstrumentValue(quote_token, price) def __str__(self) -> str: return f"""« MarketCache {self.price} {self.root_bank} {self.perp_market} »""" def __repr__(self) -> str: return f"{self}" # # 🥭 Cache class # # `Cache` stores cache details of prices, root banks and perp markets. # class Cache(AddressableAccount): def __init__(self, account_info: AccountInfo, version: Version, meta_data: Metadata, price_cache: typing.Sequence[typing.Optional[PriceCache]], root_bank_cache: typing.Sequence[typing.Optional[RootBankCache]], perp_market_cache: typing.Sequence[typing.Optional[PerpMarketCache]]) -> None: super().__init__(account_info) self.version: Version = version self.meta_data: Metadata = meta_data self.price_cache: typing.Sequence[typing.Optional[PriceCache]] = price_cache self.root_bank_cache: typing.Sequence[typing.Optional[RootBankCache]] = root_bank_cache self.perp_market_cache: typing.Sequence[typing.Optional[PerpMarketCache]] = perp_market_cache @staticmethod def from_layout(layout: typing.Any, account_info: AccountInfo, version: Version) -> "Cache": meta_data: Metadata = Metadata.from_layout(layout.meta_data) price_cache: typing.Sequence[typing.Optional[PriceCache]] = list( map(PriceCache.from_layout, layout.price_cache)) root_bank_cache: typing.Sequence[typing.Optional[RootBankCache]] = list( map(RootBankCache.from_layout, layout.root_bank_cache)) perp_market_cache: typing.Sequence[typing.Optional[PerpMarketCache]] = list( map(PerpMarketCache.from_layout, layout.perp_market_cache)) return Cache(account_info, version, meta_data, price_cache, root_bank_cache, perp_market_cache) @staticmethod def parse(account_info: AccountInfo) -> "Cache": data = account_info.data if len(data) != layouts.CACHE.sizeof(): raise Exception( f"Cache data length ({len(data)}) does not match expected size ({layouts.CACHE.sizeof()})") layout = layouts.CACHE.parse(data) return Cache.from_layout(layout, account_info, Version.V1) @staticmethod def load(context: Context, address: PublicKey) -> "Cache": account_info = AccountInfo.load(context, address) if account_info is None: raise Exception(f"Cache account not found at address '{address}'") return Cache.parse(account_info) def market_cache_for_index(self, index: int) -> MarketCache: return MarketCache(self.price_cache[index], self.root_bank_cache[index], self.perp_market_cache[index]) def __str__(self) -> str: def _render_list(items: typing.Sequence[typing.Any], stub: str) -> typing.Sequence[str]: rendered = [] for index, item in enumerate(items): rendered += [f"{index}: {(item or stub)}".replace("\n", "\n ")] return rendered prices = "\n ".join(_render_list(self.price_cache, "« No PriceCache »")) root_banks = "\n ".join(_render_list(self.root_bank_cache, "« No RootBankCache »")) perp_markets = "\n ".join(_render_list(self.perp_market_cache, "« No PerpMarketCache »")) return f"""« Cache [{self.version}] {self.address} {self.meta_data} Prices: {prices} Root Banks: {root_banks} Perp Markets: {perp_markets} »""" def __repr__(self) -> str: return f"{self}"