87 lines
3.9 KiB
Python
87 lines
3.9 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 pyserum.market import Market as PySerumMarket
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from pyserum.market.orderbook import OrderBook as SerumOrderBook
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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 .group import Group
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from .market import Market, InventorySource
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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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# # 🥭 SpotMarket 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 SpotMarket(Market):
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def __init__(self, address: PublicKey, base: Token, quote: Token, group: Group, underlying_serum_market: PySerumMarket):
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super().__init__(address, InventorySource.ACCOUNT, base, quote)
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self.group: Group = group
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self.underlying_serum_market: PySerumMarket = underlying_serum_market
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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 = 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(map(Order.from_serum_order, itertools.chain(bids_orderbook.orders(), asks_orderbook.orders())))
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def __str__(self) -> str:
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return f"""« 𝚂𝚙𝚘𝚝𝙼𝚊𝚛𝚔𝚎𝚝 {self.symbol} [{self.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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# # 🥭 SpotMarketStub class
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#
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# This class holds information to load a `SpotMarket` object but doesn't automatically load it.
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#
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class SpotMarketStub(Market):
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def __init__(self, address: PublicKey, base: Token, quote: Token, group_address: PublicKey):
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super().__init__(address, InventorySource.ACCOUNT, base, quote)
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self.group_address: PublicKey = group_address
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def load(self, context: Context, group: typing.Optional[Group]) -> SpotMarket:
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actual_group: Group = group or Group.load(context, self.group_address)
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underlying_serum_market: PySerumMarket = PySerumMarket.load(
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context.client.compatible_client, self.address, context.dex_program_id)
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return SpotMarket(self.address, self.base, self.quote, actual_group, underlying_serum_market)
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def __str__(self) -> str:
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return f"« 𝚂𝚙𝚘𝚝𝙼𝚊𝚛𝚔𝚎𝚝𝚂𝚝𝚞𝚋 {self.symbol} [{self.address}] »"
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