61 lines
2.3 KiB
Python
61 lines
2.3 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 abc
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import logging
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import mango
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import typing
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from .modelstate import ModelState
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from .reconciledorders import ReconciledOrders
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# # 🥭 OrderReconciler class
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#
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# Base class for order reconciler that combines existing and desired orders into buckets inside a `ReconciledOrders`.
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#
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class OrderReconciler(metaclass=abc.ABCMeta):
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def __init__(self):
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self.logger: logging.Logger = logging.getLogger(self.__class__.__name__)
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@abc.abstractmethod
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def reconcile(self, model_state: ModelState, existing_orders: typing.Sequence[mango.Order], desired_orders: typing.Sequence[mango.Order]) -> ReconciledOrders:
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raise NotImplementedError("OrderReconciler.reconcile() is not implemented on the base type.")
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def __str__(self) -> str:
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return """« 𝙾𝚛𝚍𝚎𝚛𝚁𝚎𝚌𝚘𝚗𝚌𝚒𝚕𝚎𝚛 »"""
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def __repr__(self) -> str:
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return f"{self}"
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# # 🥭 NullOrderReconciler class
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#
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# Null implementation of OrderReconciler. Just maintains all existing orders.
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#
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class NullOrderReconciler(OrderReconciler):
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def __init__(self):
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super().__init__()
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def reconcile(self, _: ModelState, existing_orders: typing.Sequence[mango.Order], desired_orders: typing.Sequence[mango.Order]) -> ReconciledOrders:
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outcomes: ReconciledOrders = ReconciledOrders()
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outcomes.to_keep = list(existing_orders)
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outcomes.to_ignore = list(desired_orders)
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return outcomes
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def __str__(self) -> str:
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return """« 𝙽𝚞𝚕𝚕𝙾𝚛𝚍𝚎𝚛𝚁𝚎𝚌𝚘𝚗𝚌𝚒𝚕𝚎𝚛 »"""
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