92 lines
4.7 KiB
Python
92 lines
4.7 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 itertools
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import typing
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from decimal import Decimal
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from pyserum.market import Market as PySerumMarket
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from pyserum.market.orderbook import OrderBook as PySerumOrderBook
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from solana.publickey import PublicKey
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from .accountinfo import AccountInfo
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from .context import Context
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from .lotsizeconverter import LotSizeConverter, RaisingLotSizeConverter
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from .market import Market, InventorySource
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from .openorders import OpenOrders
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from .orders import Order
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from .serumeventqueue import SerumEvent, SerumEventQueue
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from .token import Token
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# # 🥭 SerumMarket class
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#
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# This class encapsulates our knowledge of a Serum spot market.
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#
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class SerumMarket(Market):
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def __init__(self, serum_program_address: PublicKey, address: PublicKey, base: Token, quote: Token, underlying_serum_market: PySerumMarket):
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super().__init__(serum_program_address, address, InventorySource.SPL_TOKENS, base, quote, RaisingLotSizeConverter())
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self.underlying_serum_market: PySerumMarket = underlying_serum_market
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base_lot_size: Decimal = Decimal(underlying_serum_market.state.base_lot_size())
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quote_lot_size: Decimal = Decimal(underlying_serum_market.state.quote_lot_size())
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self.lot_size_converter: LotSizeConverter = LotSizeConverter(base, base_lot_size, quote, quote_lot_size)
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def unprocessed_events(self, context: Context) -> typing.Sequence[SerumEvent]:
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event_queue: SerumEventQueue = SerumEventQueue.load(context, self.underlying_serum_market.state.event_queue())
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return event_queue.unprocessed_events
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def orders(self, context: Context) -> typing.Sequence[Order]:
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raw_market = self.underlying_serum_market
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[bids_info, asks_info] = AccountInfo.load_multiple(
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context, [raw_market.state.bids(), raw_market.state.asks()])
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bids_orderbook = PySerumOrderBook.from_bytes(raw_market.state, bids_info.data)
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asks_orderbook = PySerumOrderBook.from_bytes(raw_market.state, asks_info.data)
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return list(map(Order.from_serum_order, itertools.chain(bids_orderbook.orders(), asks_orderbook.orders())))
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def find_openorders_address_for_owner(self, context: Context, owner: PublicKey) -> typing.Optional[PublicKey]:
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all_open_orders = OpenOrders.load_for_market_and_owner(
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context, self.address, owner, context.serum_program_address, self.base.decimals, self.quote.decimals)
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if len(all_open_orders) == 0:
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return None
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return all_open_orders[0].address
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def __str__(self) -> str:
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return f"""« 𝚂𝚎𝚛𝚞𝚖𝙼𝚊𝚛𝚔𝚎𝚝 {self.symbol} {self.address} [{self.program_address}]
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Event Queue: {self.underlying_serum_market.state.event_queue()}
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Request Queue: {self.underlying_serum_market.state.request_queue()}
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Bids: {self.underlying_serum_market.state.bids()}
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Asks: {self.underlying_serum_market.state.asks()}
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Base: [lot size: {self.underlying_serum_market.state.base_lot_size()}] {self.underlying_serum_market.state.base_mint()}
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Quote: [lot size: {self.underlying_serum_market.state.quote_lot_size()}] {self.underlying_serum_market.state.quote_mint()}
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»"""
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# # 🥭 SerumMarketStub class
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#
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# This class holds information to load a `SerumMarket` object but doesn't automatically load it.
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#
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class SerumMarketStub(Market):
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def __init__(self, serum_program_address: PublicKey, address: PublicKey, base: Token, quote: Token):
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super().__init__(serum_program_address, address, InventorySource.SPL_TOKENS, base, quote, RaisingLotSizeConverter())
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def load(self, context: Context) -> SerumMarket:
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underlying_serum_market: PySerumMarket = PySerumMarket.load(
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context.client.compatible_client, self.address, context.serum_program_address)
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return SerumMarket(self.program_address, self.address, self.base, self.quote, underlying_serum_market)
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def __str__(self) -> str:
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return f"« 𝚂𝚎𝚛𝚞𝚖𝙼𝚊𝚛𝚔𝚎𝚝𝚂𝚝𝚞𝚋 {self.symbol} {self.address} [{self.program_address}] »"
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