# # ⚠ 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 decimal import Decimal from solana.publickey import PublicKey from .account import Account from .combinableinstructions import CombinableInstructions from .constants import SYSTEM_PROGRAM_ADDRESS from .context import Context from .group import Group from .instructions import build_cancel_perp_order_instructions, build_mango_consume_events_instructions, build_cancel_all_perp_orders_instructions, build_place_perp_order_instructions, build_redeem_accrued_mango_instructions from .marketoperations import MarketInstructionBuilder, MarketOperations from .orders import Order, OrderBook from .perpmarket import PerpMarket from .publickey import encode_public_key_for_sorting from .tokenbank import TokenBank from .wallet import Wallet # # 🥭 PerpMarketInstructionBuilder # # This file deals with building instructions for Perp markets. # # As a matter of policy for all InstructionBuidlers, construction and build_* methods should all work with # existing data, requiring no fetches from Solana or other sources. All necessary data should all be loaded # on initial setup in the `load()` method. # class PerpMarketInstructionBuilder(MarketInstructionBuilder): def __init__(self, context: Context, wallet: Wallet, perp_market: PerpMarket, group: Group, account: Account) -> None: super().__init__() self.context: Context = context self.wallet: Wallet = wallet self.perp_market: PerpMarket = perp_market self.group: Group = group self.account: Account = account self.mngo_token_bank: TokenBank = self.group.liquidity_incentive_token_bank @staticmethod def load(context: Context, wallet: Wallet, perp_market: PerpMarket, group: Group, account: Account) -> "PerpMarketInstructionBuilder": return PerpMarketInstructionBuilder(context, wallet, perp_market, group, account) def build_cancel_order_instructions(self, order: Order, ok_if_missing: bool = False) -> CombinableInstructions: if self.perp_market.underlying_perp_market is None: raise Exception(f"PerpMarket {self.perp_market.symbol} has not been loaded.") return build_cancel_perp_order_instructions( self.context, self.wallet, self.account, self.perp_market.underlying_perp_market, order, ok_if_missing) def build_place_order_instructions(self, order: Order) -> CombinableInstructions: if self.perp_market.underlying_perp_market is None: raise Exception(f"PerpMarket {self.perp_market.symbol} has not been loaded.") return build_place_perp_order_instructions( self.context, self.wallet, self.perp_market.underlying_perp_market.group, self.account, self.perp_market.underlying_perp_market, order.price, order.quantity, order.client_id, order.side, order.order_type, order.reduce_only, self.context.reflink) def build_settle_instructions(self) -> CombinableInstructions: return CombinableInstructions.empty() def build_crank_instructions(self, addresses: typing.Sequence[PublicKey], limit: Decimal = Decimal(32)) -> CombinableInstructions: if self.perp_market.underlying_perp_market is None: raise Exception(f"PerpMarket {self.perp_market.symbol} has not been loaded.") distinct_addresses: typing.List[PublicKey] = [self.account.address] for address in addresses: if address not in distinct_addresses: distinct_addresses += [address] if len(distinct_addresses) > limit: self._logger.warn( f"Cranking limited to {limit} of {len(distinct_addresses)} addresses waiting to be cranked.") limited_addresses = distinct_addresses[0:min(int(limit), len(distinct_addresses))] limited_addresses.sort(key=encode_public_key_for_sorting) self._logger.debug(f"About to crank {len(limited_addresses)} addresses: {limited_addresses}") return build_mango_consume_events_instructions(self.context, self.group, self.perp_market.underlying_perp_market, limited_addresses, limit) def build_redeem_instructions(self) -> CombinableInstructions: return build_redeem_accrued_mango_instructions(self.context, self.wallet, self.perp_market, self.group, self.account, self.mngo_token_bank) def build_cancel_all_orders_instructions(self, limit: Decimal = Decimal(32)) -> CombinableInstructions: if self.perp_market.underlying_perp_market is None: raise Exception(f"PerpMarket {self.perp_market.symbol} has not been loaded.") return build_cancel_all_perp_orders_instructions( self.context, self.wallet, self.account, self.perp_market.underlying_perp_market, limit) def __str__(self) -> str: return """« PerpMarketInstructionBuilder »""" # # 🥭 PerpMarketOperations # # This file deals with placing orders for Perps. # class PerpMarketOperations(MarketOperations): def __init__(self, context: Context, wallet: Wallet, account: Account, market_instruction_builder: PerpMarketInstructionBuilder) -> None: super().__init__(market_instruction_builder.perp_market) self.context: Context = context self.wallet: Wallet = wallet self.market_instruction_builder: PerpMarketInstructionBuilder = market_instruction_builder self.account: Account = account @property def perp_market(self) -> PerpMarket: return self.market_instruction_builder.perp_market @property def market_name(self) -> str: return self.perp_market.symbol def cancel_order(self, order: Order, ok_if_missing: bool = False) -> typing.Sequence[str]: self._logger.info(f"Cancelling {self.market_name} order {order}.") signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet) cancel: CombinableInstructions = self.market_instruction_builder.build_cancel_order_instructions( order, ok_if_missing=ok_if_missing) crank = self._build_crank(add_self=True) settle = self.market_instruction_builder.build_settle_instructions() return (signers + cancel + crank + settle).execute(self.context) def place_order(self, order: Order, crank_limit: Decimal = Decimal(5)) -> Order: client_id: int = self.context.generate_client_id() signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet) order_with_client_id: Order = order.with_client_id(client_id) self._logger.info(f"Placing {self.market_name} order {order_with_client_id}.") place: CombinableInstructions = self.market_instruction_builder.build_place_order_instructions( order_with_client_id) crank = self._build_crank(add_self=True, limit=crank_limit) settle = self.market_instruction_builder.build_settle_instructions() (signers + place + crank + settle).execute(self.context) return order_with_client_id def settle(self) -> typing.Sequence[str]: signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet) settle = self.market_instruction_builder.build_settle_instructions() return (signers + settle).execute(self.context) def crank(self, limit: Decimal = Decimal(32)) -> typing.Sequence[str]: signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet) crank = self._build_crank(limit=limit) return (signers + crank).execute(self.context) def create_openorders(self) -> PublicKey: return SYSTEM_PROGRAM_ADDRESS def ensure_openorders(self) -> PublicKey: return SYSTEM_PROGRAM_ADDRESS def load_orderbook(self) -> OrderBook: return self.perp_market.fetch_orderbook(self.context) def load_my_orders(self) -> typing.Sequence[Order]: orderbook: OrderBook = self.load_orderbook() return orderbook.all_orders_for_owner(self.account.address) def _build_crank(self, limit: Decimal = Decimal(32), add_self: bool = False) -> CombinableInstructions: accounts_to_crank: typing.List[PublicKey] = [] for event_to_crank in self.perp_market.unprocessed_events(self.context): accounts_to_crank += event_to_crank.accounts_to_crank if add_self: accounts_to_crank += [self.account.address] if len(accounts_to_crank) == 0: return CombinableInstructions.empty() self._logger.debug( f"Building crank instruction with {len(accounts_to_crank)} public keys, throttled to {limit}") return self.market_instruction_builder.build_crank_instructions(accounts_to_crank, limit) def __str__(self) -> str: return f"""« PerpMarketOperations [{self.market_name}] »"""