380 lines
14 KiB
Python
380 lines
14 KiB
Python
# # ⚠ Warning
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
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# LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN
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# NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
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# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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#
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# [🥭 Mango Markets](https://mango.markets/) support is available at:
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# [Docs](https://docs.mango.markets/)
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# [Discord](https://discord.gg/67jySBhxrg)
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# [Twitter](https://twitter.com/mangomarkets)
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# [Github](https://github.com/blockworks-foundation)
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# [Email](mailto:hello@blockworks.foundation)
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import logging
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import typing
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from decimal import Decimal
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from pyserum.market.market import Market as PySerumMarket
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from solana.publickey import PublicKey
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from .account import Account
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from .combinableinstructions import CombinableInstructions
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from .constants import SYSTEM_PROGRAM_ADDRESS
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from .context import Context
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from .group import GroupSlot, Group
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from .instructions import (
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build_serum_consume_events_instructions,
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build_spot_place_order_instructions,
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build_cancel_spot_order_instructions,
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build_spot_settle_instructions,
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build_spot_openorders_instructions,
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)
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from .marketoperations import MarketInstructionBuilder, MarketOperations
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from .orders import Order, OrderBook
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from .publickey import encode_public_key_for_sorting
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from .spotmarket import SpotMarket
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from .wallet import Wallet
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# # 🥭 SpotMarketInstructionBuilder
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#
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# This file deals with building instructions for Spot markets.
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#
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# As a matter of policy for all InstructionBuidlers, construction and build_* methods should all work with
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# existing data, requiring no fetches from Solana or other sources. All necessary data should all be loaded
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# on initial setup in the `load()` method.
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#
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class SpotMarketInstructionBuilder(MarketInstructionBuilder):
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def __init__(
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self,
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context: Context,
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wallet: Wallet,
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spot_market: SpotMarket,
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group: Group,
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account: Account,
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raw_market: PySerumMarket,
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market_index: int,
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fee_discount_token_address: PublicKey,
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) -> None:
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super().__init__()
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self.context: Context = context
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self.wallet: Wallet = wallet
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self.spot_market: SpotMarket = spot_market
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self.group: Group = group
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self.account: Account = account
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self.raw_market: PySerumMarket = raw_market
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self.market_index: int = market_index
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self.fee_discount_token_address: PublicKey = fee_discount_token_address
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self.open_orders_address: typing.Optional[
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PublicKey
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] = self.account.spot_open_orders_by_index[self.market_index]
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@staticmethod
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def load(
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context: Context,
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wallet: Wallet,
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spot_market: SpotMarket,
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group: Group,
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account: Account,
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) -> "SpotMarketInstructionBuilder":
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raw_market: PySerumMarket = PySerumMarket.load(
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context.client.compatible_client,
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spot_market.address,
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context.serum_program_address,
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)
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msrm_balance = context.client.get_token_account_balance(group.msrm_vault)
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fee_discount_token_address: PublicKey
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if msrm_balance > 0:
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fee_discount_token_address = group.msrm_vault
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logging.debug(
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f"MSRM balance is: {msrm_balance} - using MSRM fee discount address {fee_discount_token_address}"
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)
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else:
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fee_discount_token_address = group.srm_vault
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logging.debug(
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f"MSRM balance is: {msrm_balance} - using SRM fee discount address {fee_discount_token_address}"
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)
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slot = group.slot_by_spot_market_address(spot_market.address)
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market_index = slot.index
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return SpotMarketInstructionBuilder(
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context,
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wallet,
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spot_market,
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group,
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account,
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raw_market,
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market_index,
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fee_discount_token_address,
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)
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def build_cancel_order_instructions(
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self, order: Order, ok_if_missing: bool = False
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) -> CombinableInstructions:
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if self.open_orders_address is None:
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return CombinableInstructions.empty()
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return build_cancel_spot_order_instructions(
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self.context,
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self.wallet,
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self.group,
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self.account,
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self.raw_market,
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order,
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self.open_orders_address,
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)
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def build_place_order_instructions(self, order: Order) -> CombinableInstructions:
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return build_spot_place_order_instructions(
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self.context,
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self.wallet,
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self.group,
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self.account,
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self.spot_market,
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order.order_type,
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order.side,
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order.price,
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order.quantity,
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order.client_id,
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self.fee_discount_token_address,
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)
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def build_settle_instructions(self) -> CombinableInstructions:
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if self.open_orders_address is None:
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return CombinableInstructions.empty()
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base_slot: GroupSlot = self.group.slot_by_instrument(self.spot_market.base)
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if base_slot.base_token_bank is None:
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raise Exception(
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f"No token info for base instrument {self.spot_market.base.symbol} in group {self.group.address}"
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)
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base_rootbank = base_slot.base_token_bank.ensure_root_bank(self.context)
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base_nodebank = base_rootbank.pick_node_bank(self.context)
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quote_rootbank = self.group.shared_quote.ensure_root_bank(self.context)
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quote_nodebank = quote_rootbank.pick_node_bank(self.context)
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return build_spot_settle_instructions(
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self.context,
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self.wallet,
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self.account,
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self.raw_market,
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self.group,
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self.open_orders_address,
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base_rootbank,
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base_nodebank,
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quote_rootbank,
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quote_nodebank,
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)
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def build_crank_instructions(
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self, addresses: typing.Sequence[PublicKey], limit: Decimal = Decimal(32)
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) -> CombinableInstructions:
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if self.open_orders_address is None:
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self._logger.debug(
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"Returning empty crank instructions - no spot OpenOrders address provided."
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)
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return CombinableInstructions.empty()
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distinct_addresses: typing.List[PublicKey] = [self.open_orders_address]
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for oo in addresses:
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if oo not in distinct_addresses:
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distinct_addresses += [oo]
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if len(distinct_addresses) > limit:
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self._logger.warn(
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f"Cranking limited to {limit} of {len(distinct_addresses)} addresses waiting to be cranked."
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)
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limited_addresses = distinct_addresses[
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0 : min(int(limit), len(distinct_addresses))
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]
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limited_addresses.sort(key=encode_public_key_for_sorting)
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self._logger.debug(
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f"About to crank {len(limited_addresses)} addresses: {limited_addresses}"
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)
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return build_serum_consume_events_instructions(
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self.context,
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self.spot_market.address,
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self.raw_market.state.event_queue(),
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limited_addresses,
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int(limit),
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)
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def build_redeem_instructions(self) -> CombinableInstructions:
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return CombinableInstructions.empty()
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def build_create_openorders_instructions(self) -> CombinableInstructions:
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return build_spot_openorders_instructions(
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self.context, self.wallet, self.group, self.account, self.spot_market
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)
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def __str__(self) -> str:
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return f"« SpotMarketInstructionBuilder [{self.spot_market.symbol}] »"
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# # 🥭 SpotMarketOperations class
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#
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# This class puts trades on the Serum orderbook. It doesn't do anything complicated.
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#
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class SpotMarketOperations(MarketOperations):
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def __init__(
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self,
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context: Context,
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wallet: Wallet,
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account: Account,
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market_instruction_builder: SpotMarketInstructionBuilder,
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) -> None:
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super().__init__(market_instruction_builder.spot_market)
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self.context: Context = context
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self.wallet: Wallet = wallet
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self.account: Account = account
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self.market_instruction_builder: SpotMarketInstructionBuilder = (
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market_instruction_builder
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)
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self.market_index: int = self.group.slot_by_spot_market_address(
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self.spot_market.address
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).index
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self.open_orders_address: typing.Optional[
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PublicKey
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] = self.account.spot_open_orders_by_index[self.market_index]
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@property
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def spot_market(self) -> SpotMarket:
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return self.market_instruction_builder.spot_market
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@property
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def group(self) -> Group:
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return self.market_instruction_builder.group
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def cancel_order(
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self, order: Order, ok_if_missing: bool = False
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) -> typing.Sequence[str]:
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self._logger.info(f"Cancelling {self.spot_market.symbol} order {order}.")
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signers: CombinableInstructions = CombinableInstructions.from_wallet(
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self.wallet
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)
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cancel: CombinableInstructions = (
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self.market_instruction_builder.build_cancel_order_instructions(
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order, ok_if_missing=ok_if_missing
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)
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)
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crank: CombinableInstructions = self._build_crank(add_self=True)
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settle: CombinableInstructions = (
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self.market_instruction_builder.build_settle_instructions()
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)
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return (signers + cancel + crank + settle).execute(self.context)
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def place_order(
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self, order: Order, crank_limit: Decimal = Decimal(5)
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) -> typing.Sequence[str]:
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client_id: int = self.context.generate_client_id()
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signers: CombinableInstructions = CombinableInstructions.from_wallet(
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self.wallet
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)
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if order.reduce_only:
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self._logger.warning(
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"Ignoring reduce_only flag on order because spot markets don't support it."
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)
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order_with_client_id: Order = order.with_client_id(client_id).with_owner(
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self.open_orders_address or SYSTEM_PROGRAM_ADDRESS
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)
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self._logger.info(f"Placing {self.spot_market.symbol} order {order}.")
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place: CombinableInstructions = (
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self.market_instruction_builder.build_place_order_instructions(
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order_with_client_id
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)
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)
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crank: CombinableInstructions = self._build_crank(
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limit=crank_limit, add_self=True
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)
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settle: CombinableInstructions = (
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self.market_instruction_builder.build_settle_instructions()
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)
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return (signers + place + crank + settle).execute(self.context)
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def settle(self) -> typing.Sequence[str]:
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signers: CombinableInstructions = CombinableInstructions.from_wallet(
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self.wallet
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)
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settle = self.market_instruction_builder.build_settle_instructions()
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return (signers + settle).execute(self.context)
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def crank(self, limit: Decimal = Decimal(32)) -> typing.Sequence[str]:
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signers: CombinableInstructions = CombinableInstructions.from_wallet(
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self.wallet
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)
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crank = self._build_crank(limit, add_self=False)
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return (signers + crank).execute(self.context)
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def create_openorders(self) -> PublicKey:
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signers: CombinableInstructions = CombinableInstructions.from_wallet(
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self.wallet
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)
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create_open_orders: CombinableInstructions = (
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self.market_instruction_builder.build_create_openorders_instructions()
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)
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(signers + create_open_orders).execute(self.context)
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# These lines are a little nasty. Now that we know we have an OpenOrders account at this address,
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# update the Account so that future uses (like later in this method) have access to it in the right
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# place.
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open_orders_address: PublicKey = self.spot_market.derive_open_orders_address(
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self.context, self.account
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)
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self.account.update_spot_open_orders_for_market(
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self.market_index, open_orders_address
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)
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return open_orders_address
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def ensure_openorders(self) -> PublicKey:
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existing: typing.Optional[PublicKey] = self.account.spot_open_orders_by_index[
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self.market_index
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]
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if existing is not None:
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return existing
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return self.create_openorders()
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def load_orderbook(self) -> OrderBook:
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return self.spot_market.fetch_orderbook(self.context)
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def load_my_orders(self) -> typing.Sequence[Order]:
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if not self.open_orders_address:
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return []
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orderbook: OrderBook = self.load_orderbook()
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return orderbook.all_orders_for_owner(self.open_orders_address)
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def _build_crank(
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self, limit: Decimal = Decimal(32), add_self: bool = False
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) -> CombinableInstructions:
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open_orders_to_crank: typing.List[PublicKey] = []
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for event in self.spot_market.unprocessed_events(self.context):
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open_orders_to_crank += [event.public_key]
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if add_self and self.open_orders_address is not None:
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open_orders_to_crank += [self.open_orders_address]
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if len(open_orders_to_crank) == 0:
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return CombinableInstructions.empty()
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self._logger.debug(
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f"Building crank instruction with {len(open_orders_to_crank)} public keys, throttled to {limit}"
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)
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return self.market_instruction_builder.build_crank_instructions(
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open_orders_to_crank, limit
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)
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def __str__(self) -> str:
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return f"« SpotMarketOperations [{self.spot_market.symbol}] »"
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