# # ⚠ 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. # # [πŸ₯­ 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 mango import traceback import typing from datetime import datetime from .modelstate import ModelState from ..observables import EventSource from .orderreconciler import OrderReconciler from .ordertracker import OrderTracker from .orderchain.chain import Chain # # πŸ₯­ MarketMaker class # # An event-driven market-maker. # class MarketMaker: def __init__(self, wallet: mango.Wallet, market: mango.Market, market_instruction_builder: mango.MarketInstructionBuilder, desired_orders_chain: Chain, order_reconciler: OrderReconciler): self.logger: logging.Logger = logging.getLogger(self.__class__.__name__) self.wallet: mango.Wallet = wallet self.market: mango.Market = market self.market_instruction_builder: mango.MarketInstructionBuilder = market_instruction_builder self.desired_orders_chain: Chain = desired_orders_chain self.order_reconciler: OrderReconciler = order_reconciler self.order_tracker: OrderTracker = OrderTracker() self.pulse_complete: EventSource[datetime] = EventSource[datetime]() self.pulse_error: EventSource[Exception] = EventSource[Exception]() self.buy_client_ids: typing.List[int] = [] self.sell_client_ids: typing.List[int] = [] def pulse(self, context: mango.Context, model_state: ModelState): try: payer = mango.CombinableInstructions.from_wallet(self.wallet) desired_orders = self.desired_orders_chain.process(context, model_state) existing_orders = self.order_tracker.existing_orders(model_state) reconciled = self.order_reconciler.reconcile(model_state, existing_orders, desired_orders) cancellations = mango.CombinableInstructions.empty() for to_cancel in reconciled.to_cancel: self.logger.info(f"Cancelling {self.market.symbol} {to_cancel}") cancel = self.market_instruction_builder.build_cancel_order_instructions(to_cancel, ok_if_missing=True) cancellations += cancel place_orders = mango.CombinableInstructions.empty() for to_place in reconciled.to_place: desired_client_id: int = context.random_client_id() to_place_with_client_id = to_place.with_client_id(desired_client_id) self.order_tracker.track(to_place_with_client_id) self.logger.info(f"Placing {self.market.symbol} {to_place_with_client_id}") place_order = self.market_instruction_builder.build_place_order_instructions(to_place_with_client_id) place_orders += place_order crank = self.market_instruction_builder.build_crank_instructions([]) settle = self.market_instruction_builder.build_settle_instructions() (payer + cancellations + place_orders + crank + settle).execute(context) self.pulse_complete.on_next(datetime.now()) except Exception as exception: self.logger.error(f"[{context.name}] Market-maker error on pulse:\n{traceback.format_exc()}") self.pulse_error.on_next(exception) def __str__(self) -> str: return f"""Β« π™ΌπšŠπš›πš”πšŽπšπ™ΌπšŠπš”πšŽπš› for market '{self.market.symbol}' Β»""" def __repr__(self) -> str: return f"{self}"