128 lines
6.4 KiB
Python
128 lines
6.4 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 SerumOrderBook
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from pyserum.market.types import Order as SerumOrder
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from solana.publickey import PublicKey
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from .account import Account
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from .accountinfo import AccountInfo
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from .combinableinstructions import CombinableInstructions
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from .context import Context
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from .group import Group
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from .marketoperations import MarketOperations
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from .orders import Order, OrderType, Side
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from .serummarketoperations import fetch_market_open_orders_addresses_to_crank
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from .spotmarket import SpotMarket
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from .spotmarketinstructionbuilder import SpotMarketInstructionBuilder
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from .wallet import Wallet
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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__(self, context: Context, wallet: Wallet, group: Group, account: Account, spot_market: SpotMarket, market_instruction_builder: SpotMarketInstructionBuilder):
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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.group: Group = group
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self.account: Account = account
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self.spot_market: SpotMarket = spot_market
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self.raw_market: PySerumMarket = PySerumMarket.load(context.client, spot_market.address, context.dex_program_id)
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self.market_instruction_builder: SpotMarketInstructionBuilder = market_instruction_builder
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self.market_index = group.find_spot_market_index(spot_market.address)
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self.open_orders_address = self.account.spot_open_orders[self.market_index]
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def cancel_order(self, order: Order) -> 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(self.wallet)
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cancel: CombinableInstructions = self.market_instruction_builder.build_cancel_order_instructions(order)
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open_orders_to_crank: typing.Sequence[PublicKey] = fetch_market_open_orders_addresses_to_crank(
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self.context, self.raw_market)
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crank: CombinableInstructions = self.market_instruction_builder.build_crank_instructions(open_orders_to_crank)
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settle: CombinableInstructions = self.market_instruction_builder.build_settle_instructions()
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return (signers + cancel + crank + settle).execute(self.context)
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def place_order(self, side: Side, order_type: OrderType, price: Decimal, quantity: Decimal) -> Order:
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client_id: int = self.context.random_client_id()
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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order: Order = Order(id=0, client_id=client_id, side=side, price=price,
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quantity=quantity, owner=self.open_orders_address, order_type=order_type)
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self.logger.info(f"Placing {self.spot_market.symbol} order {order}.")
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place: CombinableInstructions = self.market_instruction_builder.build_place_order_instructions(order)
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open_orders_to_crank: typing.Sequence[PublicKey] = fetch_market_open_orders_addresses_to_crank(
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self.context, self.raw_market)
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crank: CombinableInstructions = self.market_instruction_builder.build_crank_instructions(open_orders_to_crank)
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settle: CombinableInstructions = self.market_instruction_builder.build_settle_instructions()
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(signers + place + crank + settle).execute(self.context)
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return order
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def settle(self) -> typing.Sequence[str]:
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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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(self.wallet)
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open_orders_to_crank: typing.Sequence[PublicKey] = fetch_market_open_orders_addresses_to_crank(
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self.context, self.raw_market)
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crank = self.market_instruction_builder.build_crank_instructions(open_orders_to_crank, limit)
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return (signers + crank).execute(self.context)
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def _load_serum_orders(self) -> typing.Sequence[SerumOrder]:
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raw_market = self.market_instruction_builder.raw_market
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[bids_info, asks_info] = AccountInfo.load_multiple(
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self.context, [raw_market.state.bids(), raw_market.state.asks()])
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bids_orderbook = SerumOrderBook.from_bytes(raw_market.state, bids_info.data)
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asks_orderbook = SerumOrderBook.from_bytes(raw_market.state, asks_info.data)
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return list(itertools.chain(bids_orderbook.orders(), asks_orderbook.orders()))
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def load_orders(self) -> typing.Sequence[Order]:
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all_orders = self._load_serum_orders()
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orders: typing.List[Order] = []
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for serum_order in all_orders:
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orders += [Order.from_serum_order(serum_order)]
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return orders
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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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all_orders = self._load_serum_orders()
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serum_orders = [o for o in all_orders if o.open_order_address == self.open_orders_address]
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orders: typing.List[Order] = []
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for serum_order in serum_orders:
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orders += [Order.from_serum_order(serum_order)]
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return orders
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def __str__(self) -> str:
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return f"""« 𝚂𝚙𝚘𝚝𝙼𝚊𝚛𝚔𝚎𝚝𝙾𝚙𝚎𝚛𝚊𝚝𝚒𝚘𝚗𝚜 [{self.spot_market.symbol}] »"""
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