221 lines
11 KiB
Plaintext
Executable File
221 lines
11 KiB
Plaintext
Executable File
#!/usr/bin/env pyston3
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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 rx
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import rx.core.typing
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import rx.operators as ops
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import sys
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import threading
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import traceback
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import typing
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from decimal import Decimal
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sys.path.insert(0, os.path.abspath(
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os.path.join(os.path.dirname(__file__), "..")))
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import mango # nopep8
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# We explicitly want argument parsing to be outside the main try-except block because some arguments
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# (like --help) will cause an exit, which our except: block traps.
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parser = argparse.ArgumentParser(description="Run a liquidator for a Mango Markets group.")
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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("--throttle-reload-to-seconds", type=Decimal, default=Decimal(60),
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help="minimum number of seconds between each full margin account reload loop (including time taken processing accounts)")
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parser.add_argument("--throttle-ripe-update-to-seconds", type=Decimal, default=Decimal(5),
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help="minimum number of seconds between each ripe update loop (including time taken processing accounts)")
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parser.add_argument("--target", type=str, action="append",
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help="token symbol plus target value or percentage, separated by a colon (e.g. 'ETH:2.5' or 'ETH:33%')")
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parser.add_argument("--action-threshold", type=Decimal, 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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parser.add_argument("--worthwhile-threshold", type=Decimal, default=Decimal("0.01"),
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help="value a liquidation must be above to be carried out")
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parser.add_argument("--adjustment-factor", type=Decimal, default=Decimal("0.05"),
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help="factor by which to adjust the SELL price (akin to maximum slippage)")
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parser.add_argument("--notify-liquidations", type=mango.parse_subscription_target, action="append", default=[],
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help="The notification target for liquidation events")
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parser.add_argument("--notify-successful-liquidations", type=mango.parse_subscription_target,
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action="append", default=[], help="The notification target for successful liquidation events")
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parser.add_argument("--notify-failed-liquidations", type=mango.parse_subscription_target,
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action="append", default=[], help="The notification target for failed liquidation events")
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parser.add_argument("--notify-errors", type=mango.parse_subscription_target, action="append", default=[],
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help="The notification target for error events")
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parser.add_argument("--dry-run", action="store_true", default=False,
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help="runs as read-only and does not perform any transactions")
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args = parser.parse_args()
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logging.getLogger().setLevel(args.log_level)
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for notify in args.notify_errors:
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handler = mango.NotificationHandler(notify)
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handler.setLevel(logging.ERROR)
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logging.getLogger().addHandler(handler)
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logging.warning(mango.WARNING_DISCLAIMER_TEXT)
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def start_subscriptions(context: mango.Context, liquidation_processor: mango.LiquidationProcessor, fetch_prices: typing.Callable[[typing.Any], typing.Any], fetch_accounts: typing.Callable[[typing.Any], typing.Any], throttle_reload_to_seconds: Decimal, throttle_ripe_update_to_seconds: Decimal):
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liquidation_processor.state = mango.LiquidationProcessorState.STARTING
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logging.info("Starting margin account fetcher subscription")
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account_subscription = rx.interval(float(throttle_reload_to_seconds)).pipe(
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ops.observe_on(context.pool_scheduler),
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ops.start_with(-1),
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ops.map(fetch_accounts(context)),
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ops.catch(mango.observable_pipeline_error_reporter),
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ops.retry()
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).subscribe(mango.create_backpressure_skipping_observer(on_next=liquidation_processor.update_accounts, on_error=mango.log_subscription_error))
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logging.info("Starting price fetcher subscription")
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price_subscription = rx.interval(float(throttle_ripe_update_to_seconds)).pipe(
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ops.observe_on(context.pool_scheduler),
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ops.map(fetch_prices(context)),
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ops.catch(mango.observable_pipeline_error_reporter),
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ops.retry()
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).subscribe(mango.create_backpressure_skipping_observer(on_next=lambda piped: liquidation_processor.update_prices(piped[0], piped[1]), on_error=mango.log_subscription_error))
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return account_subscription, price_subscription
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try:
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context = mango.ContextBuilder.from_command_line_parameters(args)
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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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worthwhile_threshold = args.worthwhile_threshold
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adjustment_factor = args.adjustment_factor
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throttle_reload_to_seconds = args.throttle_reload_to_seconds
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throttle_ripe_update_to_seconds = args.throttle_ripe_update_to_seconds
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liquidator_name = args.name
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logging.info(f"Context: {context}")
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logging.info(f"Wallet address: {wallet.address}")
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group = mango.Group.load(context)
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tokens = [token_info.token for token_info in group.tokens if token_info is not None]
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logging.info("Checking wallet accounts.")
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scout = mango.AccountScout()
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report = scout.verify_account_prepared_for_group(context, group, wallet.address)
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logging.info(f"Wallet account report: {report}")
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if report.has_errors:
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raise Exception(f"Account '{wallet.address}' is not prepared for group '{group.address}'.")
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logging.info("Wallet accounts OK.")
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liquidations_publisher = mango.EventSource[mango.LiquidationEvent]()
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liquidations_publisher.subscribe(on_next=lambda event: logging.info(
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str(mango.TransactionScout.load(context, event.signature))))
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for notification_target in args.notify_liquidations:
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liquidations_publisher.subscribe(on_next=notification_target.send)
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for successful_notification_target in args.notify_successful_liquidations:
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captured_successful_notification_target = successful_notification_target
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filtering_successful = mango.FilteringNotificationTarget(
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captured_successful_notification_target, lambda item: isinstance(item, mango.LiquidationEvent) and item.succeeded)
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liquidations_publisher.subscribe(on_next=filtering_successful.send)
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for failed_notification_target in args.notify_failed_liquidations:
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captured_failed_notification_target = failed_notification_target
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filtering_failed = mango.FilteringNotificationTarget(
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captured_failed_notification_target, lambda item: isinstance(item, mango.LiquidationEvent) and not item.succeeded)
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liquidations_publisher.subscribe(on_next=filtering_failed.send)
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# TODO: Add proper liquidator classes here when they're written for V3
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if args.dry_run:
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account_liquidator: mango.AccountLiquidator = mango.NullAccountLiquidator()
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else:
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account_liquidator = mango.NullAccountLiquidator()
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if args.dry_run or (args.target is None) or (len(args.target) == 0):
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wallet_balancer: mango.WalletBalancer = mango.NullWalletBalancer()
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else:
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balance_parser = mango.TargetBalanceParser(tokens)
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targets = list(map(balance_parser.parse, args.target))
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trade_executor = mango.ImmediateTradeExecutor(context, wallet, None, adjustment_factor)
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wallet_balancer = mango.LiveWalletBalancer(
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context, wallet, group, trade_executor, action_threshold, tokens, targets)
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# These (along with `context`) are captured and read by `load_updated_price_details()`.
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group_address = group.address
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oracle_addresses = group.oracles
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def load_updated_price_details() -> typing.Tuple[mango.Group, typing.Sequence[mango.TokenValue]]:
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oracles = [oracle_address for oracle_address in oracle_addresses if oracle_address is not None]
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all_addresses = [group_address, *oracles]
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all_account_infos = mango.AccountInfo.load_multiple(context, all_addresses)
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group_account_info = all_account_infos[0]
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group = mango.Group.parse(context, group_account_info)
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# TODO - fetch prices when code available in V3.
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return group, []
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def fetch_prices(context):
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def _fetch_prices(_):
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with mango.retry_context("Price Fetch",
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load_updated_price_details,
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context.retry_pauses) as retrier:
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return retrier.run()
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return _fetch_prices
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def fetch_accounts(context):
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def _actual_fetch():
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group = mango.Group.load(context)
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return mango.Account.load_ripe(context, group)
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def _fetch_accounts(_):
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with mango.retry_context("Margin Account Fetch",
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_actual_fetch,
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context.retry_pauses) as retrier:
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return retrier.run()
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return _fetch_accounts
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class LiquidationProcessorSubscriptions:
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def __init__(self, account: rx.core.typing.Disposable, price: rx.core.typing.Disposable):
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self.account: rx.core.typing.Disposable = account
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self.price: rx.core.typing.Disposable = price
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liquidation_processor = mango.LiquidationProcessor(
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context, liquidator_name, account_liquidator, wallet_balancer, worthwhile_threshold)
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account_subscription, price_subscription = start_subscriptions(
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context, liquidation_processor, fetch_prices, fetch_accounts, throttle_reload_to_seconds, throttle_ripe_update_to_seconds)
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subscriptions = LiquidationProcessorSubscriptions(account=account_subscription,
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price=price_subscription)
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def on_unhealthy(liquidation_processor: mango.LiquidationProcessor):
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if liquidation_processor.state != mango.LiquidationProcessorState.UNHEALTHY:
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logging.info(
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f"Ignoring LiquidationProcessor state change - state is: {liquidation_processor.state}")
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return
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logging.warning("Liquidation processor has been marked as unhealthy so recreating subscriptions.")
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try:
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subscriptions.account.dispose()
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except Exception as exception:
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logging.warning(f"Ignoring problem disposing of margin account subscription: {exception}")
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try:
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subscriptions.price.dispose()
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except Exception as exception:
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logging.warning(f"Ignoring problem disposing of margin account subscription: {exception}")
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account_subscription, price_subscription = start_subscriptions(
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context, liquidation_processor, fetch_prices, fetch_accounts, throttle_reload_to_seconds, throttle_ripe_update_to_seconds)
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subscriptions.account = account_subscription
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subscriptions.price = price_subscription
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liquidation_processor.state_change.subscribe(on_next=on_unhealthy)
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# Wait - don't exit. Exiting will be handled by signals/interrupts.
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waiter = threading.Event()
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waiter.wait()
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except KeyboardInterrupt:
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logging.info("Liquidator stopping...")
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except Exception as exception:
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logging.critical(f"Liquidator stopped because of exception: {exception} - {traceback.format_exc()}")
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except:
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logging.critical(f"Liquidator stopped because of uncatchable error: {traceback.format_exc()}")
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finally:
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logging.info("Liquidator completed.")
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