111 lines
3.6 KiB
Python
Executable File
111 lines
3.6 KiB
Python
Executable File
#!/usr/bin/env python3
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import argparse
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import logging
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import os
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import os.path
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import sys
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import typing
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from decimal import Decimal
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from solana.publickey import PublicKey
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sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
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import mango # nopep8
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def resolve_quantity(
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token: mango.Token,
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current_quantity: Decimal,
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target_quantity: mango.TargetBalance,
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price: Decimal,
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) -> mango.InstrumentValue:
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current_value: Decimal = current_quantity * price
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resolved_value_to_keep: mango.InstrumentValue = target_quantity.resolve(
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token, price, current_value
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)
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return resolved_value_to_keep
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parser = argparse.ArgumentParser(
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description="Balance the value of tokens in a Mango Markets account to specific values or percentages."
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)
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mango.ContextBuilder.add_command_line_parameters(parser)
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mango.Wallet.add_command_line_parameters(parser)
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parser.add_argument(
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"--target",
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type=mango.parse_target_balance,
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action="append",
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required=True,
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help="token symbol plus target value or percentage, separated by a colon (e.g. 'ETH:2.5')",
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)
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parser.add_argument(
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"--max-slippage",
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type=Decimal,
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default=Decimal("0.05"),
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help="maximum slippage allowed for the IOC order price",
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)
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parser.add_argument(
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"--action-threshold",
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type=Decimal,
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default=Decimal("0.01"),
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help="fraction of total wallet value a trade must be above to be carried out",
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)
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parser.add_argument(
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"--account-address",
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type=PublicKey,
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help="address of the specific account to use, if more than one available",
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)
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parser.add_argument(
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"--dry-run",
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action="store_true",
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default=False,
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help="runs as read-only and does not perform any transactions",
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)
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args: argparse.Namespace = mango.parse_args(parser)
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with mango.ContextBuilder.from_command_line_parameters(args) as context:
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wallet = mango.Wallet.from_command_line_parameters_or_raise(args)
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action_threshold = args.action_threshold
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max_slippage = args.max_slippage
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group = mango.Group.load(context, context.group_address)
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account = mango.Account.load_for_owner_by_address(
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context, wallet.address, group, args.account_address
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)
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targets: typing.Sequence[mango.TargetBalance] = args.target
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logging.info(f"Targets: {targets}")
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if args.dry_run:
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trade_executor: mango.TradeExecutor = mango.NullTradeExecutor()
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else:
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trade_executor = mango.ImmediateTradeExecutor(
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context, wallet, account, max_slippage
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)
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prices: typing.List[mango.InstrumentValue] = []
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oracle_provider: mango.OracleProvider = mango.create_oracle_provider(
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context, "market"
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)
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for basket_token in account.slots:
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if basket_token is not None:
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market_symbol: str = f"{basket_token.base_instrument.symbol}/{group.shared_quote_token.symbol}"
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market = context.market_lookup.find_by_symbol(market_symbol)
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if market is None:
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raise Exception(f"Could not find market {market_symbol}")
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oracle = oracle_provider.oracle_for_market(context, market)
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if oracle is None:
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raise Exception(f"Could not find oracle for market {market_symbol}")
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price = oracle.fetch_price(context)
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prices += [
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mango.InstrumentValue(basket_token.base_instrument, price.mid_price)
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]
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prices += [mango.InstrumentValue(group.shared_quote_token, Decimal(1))]
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account_balancer = mango.LiveAccountBalancer(
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account, group, trade_executor, targets, action_threshold
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)
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account_balancer.balance(context, prices)
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logging.info("Balancing completed.")
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