# # ⚠ 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 abc import logging import typing from decimal import Decimal from .constants import SYSTEM_PROGRAM_ADDRESS from .orders import Order, OrderType, Side # # πŸ₯­ MarketOperations # # This file deals with placing orders. We want the interface to be simple and basic: # ``` # order_placer.cancel_order(context, market) # order_placer.place_order(context, market, side, order_type, price, size) # ``` # This requires the `MarketOperations` already know a bit about the market it is placing the # order on, and the code in the `MarketOperations` be specialised for that market platform. # # # πŸ₯­ MarketOperations class # # This abstracts the process of placing orders, providing a base class for specialised operations. # # It's abstracted because we may want to have different approaches to placing these # orders - do we want to run them against the Serum orderbook? Do we want to run them against # Mango groups? # # Whichever choice is made, the calling code shouldn't have to care. It should be able to # use its `MarketOperations` class as simply as: # ``` # order_placer.place_order(context, side, order_type, price, size) # ``` # class MarketOperations(metaclass=abc.ABCMeta): def __init__(self): self.logger: logging.Logger = logging.getLogger(self.__class__.__name__) @abc.abstractmethod def cancel_order(self, order: Order) -> str: raise NotImplementedError("MarketOperations.cancel_order() is not implemented on the base type.") @abc.abstractmethod def place_order(self, side: Side, order_type: OrderType, price: Decimal, size: Decimal) -> Order: raise NotImplementedError("MarketOperations.place_order() is not implemented on the base type.") @abc.abstractmethod def load_orders(self) -> typing.Sequence[Order]: raise NotImplementedError("MarketOperations.load_orders() is not implemented on the base type.") @abc.abstractmethod def load_my_orders(self) -> typing.Sequence[Order]: raise NotImplementedError("MarketOperations.load_my_orders() is not implemented on the base type.") def __repr__(self) -> str: return f"{self}" # # πŸ₯­ NullMarketOperations class # # A null, no-op, dry-run trade executor that can be plugged in anywhere a `MarketOperations` # is expected, but which will not actually trade. # class NullMarketOperations(MarketOperations): def __init__(self, market_name: str, reporter: typing.Callable[[str], None] = None): super().__init__() self.market_name: str = market_name self.reporter = reporter or (lambda _: None) def cancel_order(self, order: Order) -> str: report = f"Cancelling order on market {self.market_name}." self.logger.info(report) self.reporter(report) return "" def place_order(self, side: Side, order_type: OrderType, price: Decimal, size: Decimal) -> Order: report = f"Placing {order_type} {side} order for size {size} at price {price} on market {self.market_name}." self.logger.info(report) self.reporter(report) return Order(id=0, side=side, price=price, size=size, client_id=0, owner=SYSTEM_PROGRAM_ADDRESS) def load_orders(self) -> typing.Sequence[Order]: return [] def load_my_orders(self) -> typing.Sequence[Order]: return [] def __str__(self) -> str: return f"""Β« π™½πšžπš•πš•π™Ύπš›πšπšŽπš›π™Ώπš•πšŠπšŒπšŽπš› [{self.market_name}] Β»"""