#!/usr/bin/env python3 import argparse import logging import os import os.path import sys import typing from decimal import Decimal from solana.publickey import PublicKey sys.path.insert(0, os.path.abspath( os.path.join(os.path.dirname(__file__), ".."))) import mango # nopep8 def resolve_quantity(token: mango.Token, current_quantity: Decimal, target_quantity: mango.TargetBalance, price: Decimal) -> mango.InstrumentValue: current_value: Decimal = current_quantity * price resolved_value_to_keep: mango.InstrumentValue = target_quantity.resolve(token, price, current_value) return resolved_value_to_keep parser = argparse.ArgumentParser( description="Balance the value of tokens in a Mango Markets account 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_target_balance, action="append", required=True, help="token symbol plus target value or percentage, separated by a colon (e.g. 'ETH:2.5')") parser.add_argument("--max-slippage", type=Decimal, default=Decimal("0.05"), help="maximum slippage allowed for the IOC order price") 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("--account-address", type=PublicKey, help="address of the specific account to use, if more than one available") 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.ContextBuilder.from_command_line_parameters(args) wallet = mango.Wallet.from_command_line_parameters_or_raise(args) action_threshold = args.action_threshold max_slippage = args.max_slippage group = mango.Group.load(context, context.group_address) account = mango.Account.load_for_owner_by_address(context, wallet.address, group, args.account_address) targets: typing.Sequence[mango.TargetBalance] = args.target logging.info(f"Targets: {targets}") if args.dry_run: trade_executor: mango.TradeExecutor = mango.NullTradeExecutor() else: trade_executor = mango.ImmediateTradeExecutor(context, wallet, account, max_slippage) prices: typing.List[mango.InstrumentValue] = [] oracle_provider: mango.OracleProvider = mango.create_oracle_provider(context, "market") for basket_token in account.slots: if basket_token is not None: market_symbol: str = f"{basket_token.token_info.token.symbol}/{group.shared_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.InstrumentValue(basket_token.token_info.token, price.mid_price)] prices += [mango.InstrumentValue(group.shared_quote_token, Decimal(1))] account_balancer = mango.LiveAccountBalancer(account, group, trade_executor, targets, action_threshold) account_balancer.balance(context, prices) logging.info("Balancing completed.")