#!/usr/bin/env pyston3 import argparse import logging import os import os.path import sys import typing 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="Balance the value of tokens in a Mango Markets group to specific values or percentages.") mango.ContextBuilder.add_command_line_parameters(parser) mango.Wallet.add_command_line_parameters(parser) parser.add_argument("--target", type=mango.parse_fixed_target_balance, action="append", required=True, help="token symbol plus target value, separated by a colon (e.g. 'ETH:2.5')") 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("--quote-symbol", type=str, default="USDC", help="quote token symbol to use for markets") parser.add_argument("--dry-run", action="store_true", default=False, help="runs as read-only and does not perform any transactions") args: argparse.Namespace = mango.parse_args(parser) context: mango.Context = mango.ContextBuilder.from_command_line_parameters(args) wallet: mango.Wallet = mango.Wallet.from_command_line_parameters_or_raise(args) action_threshold: Decimal = args.action_threshold adjustment_factor: Decimal = args.adjustment_factor logging.info(f"Wallet address: {wallet.address}") targets: typing.Sequence[mango.FixedTargetBalance] = args.target logging.info(f"Targets: {targets}") if args.dry_run: trade_executor: mango.TradeExecutor = mango.NullTradeExecutor() else: trade_executor = mango.ImmediateTradeExecutor(context, wallet, None, adjustment_factor) quote_token: typing.Optional[mango.Token] = context.token_lookup.find_by_symbol(args.quote_symbol) if quote_token is None: raise Exception(f"Could not find quote token '{args.quote_symbol}.") prices: typing.List[mango.TokenValue] = [] oracle_provider: mango.OracleProvider = mango.create_oracle_provider(context, "market") for target in targets: target_token: typing.Optional[mango.Token] = context.token_lookup.find_by_symbol(target.symbol) if target_token is None: raise Exception(f"Could not find target token '{target.symbol}.") market_symbol: str = f"serum:{target_token.symbol}/{quote_token.symbol}" market = context.market_lookup.find_by_symbol(market_symbol) if market is None: raise Exception(f"Could not find market {market_symbol}") oracle = oracle_provider.oracle_for_market(context, market) if oracle is None: raise Exception(f"Could not find oracle for market {market_symbol}") price = oracle.fetch_price(context) prices += [mango.TokenValue(target_token, price.mid_price)] prices += [mango.TokenValue(quote_token, Decimal(1))] wallet_balancer = mango.LiveWalletBalancer(wallet, quote_token, trade_executor, targets, action_threshold) wallet_balancer.balance(context, prices) logging.info("Balancing completed.")