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mango-explorer
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mango-explorer/mango/watchers.py

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# # ⚠ Warning
#
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
# LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN
# NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
#
# [🥭 Mango Markets](https://mango.markets/) support is available at:
# [Docs](https://docs.mango.markets/)
# [Discord](https://discord.gg/67jySBhxrg)
# [Twitter](https://twitter.com/mangomarkets)
# [Github](https://github.com/blockworks-foundation)
# [Email](mailto:hello@blockworks.foundation)
import logging
import typing
from decimal import Decimal
from pyserum.market.market import Market as PySerumMarket
from solana.publickey import PublicKey
from .account import Account
from .accountinfo import AccountInfo
from .cache import Cache
from .combinableinstructions import CombinableInstructions
from .context import Context
from .group import GroupSlot, Group
from .healthcheck import HealthCheck
from .instructions import build_serum_create_openorders_instructions
from .instrumentvalue import InstrumentValue
from .inventory import Inventory
from .loadedmarket import LoadedMarket
from .markets import InventorySource
from .modelstate import EventQueue
from .observables import Disposable, LatestItemObserverSubscriber
from .openorders import OpenOrders
from .oracle import Price
from .oracle import OracleProvider
from .oraclefactory import create_oracle_provider
from .orders import OrderBook
from .perpeventqueue import PerpEventQueue
from .perpmarket import PerpMarket
from .placedorder import PlacedOrdersContainer
from .serumeventqueue import SerumEventQueue
from .serummarket import SerumMarket
from .spotmarket import SpotMarket, SpotMarketInstructionBuilder, SpotMarketOperations
from .tokenaccount import TokenAccount
from .tokens import Instrument, Token
from .wallet import Wallet
from .watcher import Watcher, LamdaUpdateWatcher
from .websocketsubscription import (
WebSocketAccountSubscription,
WebSocketSubscription,
WebSocketSubscriptionManager,
)
def build_group_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
group: Group,
) -> Watcher[Group]:
group_subscription = WebSocketAccountSubscription[Group](
context,
group.address,
lambda account_info: Group.parse(
account_info, group.name, context.instrument_lookup, context.market_lookup
),
)
manager.add(group_subscription)
latest_group_observer = LatestItemObserverSubscriber[Group](group)
group_subscription.publisher.subscribe(latest_group_observer)
health_check.add("group_subscription", group_subscription.publisher)
return latest_group_observer
def build_account_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
account: Account,
group_observer: Watcher[Group],
cache_observer: Watcher[Cache],
) -> typing.Tuple[WebSocketSubscription[Account], Watcher[Account]]:
account_subscription = WebSocketAccountSubscription[Account](
context,
account.address,
lambda account_info: Account.parse(
account_info, group_observer.latest, cache_observer.latest
),
)
manager.add(account_subscription)
latest_account_observer = LatestItemObserverSubscriber[Account](account)
account_subscription.publisher.subscribe(latest_account_observer)
health_check.add("account_subscription", account_subscription.publisher)
return account_subscription, latest_account_observer
def build_cache_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
cache: Cache,
group: Group,
) -> Watcher[Cache]:
cache_subscription = WebSocketAccountSubscription[Cache](
context, group.cache, lambda account_info: Cache.parse(account_info)
)
manager.add(cache_subscription)
latest_cache_observer = LatestItemObserverSubscriber[Cache](cache)
cache_subscription.publisher.subscribe(latest_cache_observer)
health_check.add("cache_subscription", cache_subscription.publisher)
return latest_cache_observer
def build_spot_open_orders_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
wallet: Wallet,
account: Account,
group: Group,
spot_market: SpotMarket,
) -> Watcher[OpenOrders]:
market_index = group.slot_by_spot_market_address(spot_market.address).index
open_orders_address = account.spot_open_orders_by_index[market_index]
if open_orders_address is None:
spot_market_instruction_builder: SpotMarketInstructionBuilder = (
SpotMarketInstructionBuilder.load(
context, wallet, spot_market, spot_market.group, account
)
)
market_operations: SpotMarketOperations = SpotMarketOperations(
context, wallet, account, spot_market_instruction_builder
)
open_orders_address = market_operations.create_openorders()
logging.info(
f"Created {spot_market.fully_qualified_symbol} OpenOrders at: {open_orders_address}"
)
spot_open_orders_subscription = WebSocketAccountSubscription[OpenOrders](
context,
open_orders_address,
lambda account_info: OpenOrders.parse(
account_info, spot_market.base, spot_market.quote
),
)
manager.add(spot_open_orders_subscription)
initial_spot_open_orders = OpenOrders.load(
context,
open_orders_address,
spot_market.base,
spot_market.quote,
)
latest_open_orders_observer = LatestItemObserverSubscriber[OpenOrders](
initial_spot_open_orders
)
spot_open_orders_subscription.publisher.subscribe(latest_open_orders_observer)
health_check.add(
"open_orders_subscription", spot_open_orders_subscription.publisher
)
return latest_open_orders_observer
def build_serum_open_orders_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
serum_market: SerumMarket,
wallet: Wallet,
) -> Watcher[PlacedOrdersContainer]:
all_open_orders = OpenOrders.load_for_market_and_owner(
context,
serum_market.address,
wallet.address,
context.serum_program_address,
serum_market.base,
serum_market.quote,
)
if len(all_open_orders) > 0:
initial_serum_open_orders: OpenOrders = all_open_orders[0]
open_orders_address = initial_serum_open_orders.address
else:
raw_market = PySerumMarket.load(
context.client.compatible_client, serum_market.address
)
create_open_orders = build_serum_create_openorders_instructions(
context, wallet, raw_market
)
open_orders_address = create_open_orders.signers[0].public_key
logging.info(
f"Creating OpenOrders account for market {serum_market.fully_qualified_symbol} at {open_orders_address}."
)
signers: CombinableInstructions = CombinableInstructions.from_wallet(wallet)
transaction_ids = (signers + create_open_orders).execute(context)
context.client.wait_for_confirmation(transaction_ids)
initial_serum_open_orders = OpenOrders.load(
context,
open_orders_address,
serum_market.base,
serum_market.quote,
)
serum_open_orders_subscription = WebSocketAccountSubscription[OpenOrders](
context,
open_orders_address,
lambda account_info: OpenOrders.parse(
account_info, serum_market.base, serum_market.quote
),
)
manager.add(serum_open_orders_subscription)
latest_serum_open_orders_observer = LatestItemObserverSubscriber[
PlacedOrdersContainer
](initial_serum_open_orders)
serum_open_orders_subscription.publisher.subscribe(
latest_serum_open_orders_observer
)
health_check.add(
"open_orders_subscription", serum_open_orders_subscription.publisher
)
return latest_serum_open_orders_observer
def build_perp_open_orders_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
perp_market: PerpMarket,
account: Account,
group: Group,
account_subscription: WebSocketSubscription[Account],
) -> Watcher[PlacedOrdersContainer]:
slot: GroupSlot = group.slot_by_perp_market_address(perp_market.address)
index: int = slot.index
initial_perp_account = account.perp_accounts_by_index[slot.index]
if initial_perp_account is None:
raise Exception(
f"Could not find perp account at index {slot.index} of account {account.address}."
)
initial_open_orders = initial_perp_account.open_orders
latest_open_orders_observer = LatestItemObserverSubscriber[PlacedOrdersContainer](
initial_open_orders
)
account_subscription.publisher.subscribe(
on_next=lambda updated_account: latest_open_orders_observer.on_next(
updated_account.perp_accounts_by_index[index].open_orders
)
) # type: ignore[call-arg]
health_check.add("open_orders_subscription", account_subscription.publisher)
return latest_open_orders_observer
def build_price_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
disposer: Disposable,
provider_name: str,
market: LoadedMarket,
) -> LatestItemObserverSubscriber[Price]:
oracle_provider: OracleProvider = create_oracle_provider(context, provider_name)
oracle = oracle_provider.oracle_for_market(context, market)
if oracle is None:
raise Exception(
f"Could not find oracle for market {market.fully_qualified_symbol} from provider {provider_name}."
)
initial_price = oracle.fetch_price(context)
price_feed = oracle.to_streaming_observable(context)
latest_price_observer = LatestItemObserverSubscriber(initial_price)
price_disposable = price_feed.subscribe(latest_price_observer)
disposer.add_disposable(price_disposable)
health_check.add("price_subscription", price_feed)
return latest_price_observer
def build_serum_inventory_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
disposer: Disposable,
wallet: Wallet,
market: SerumMarket,
price_watcher: Watcher[Price],
) -> Watcher[Inventory]:
base_account = TokenAccount.fetch_largest_for_owner_and_token(
context, wallet.address, market.base
)
if base_account is None:
raise Exception(
f"Could not find token account owned by {wallet.address} for base token {market.base}."
)
base_token_subscription = WebSocketAccountSubscription[TokenAccount](
context,
base_account.address,
lambda account_info: TokenAccount.parse(account_info, market.base),
)
manager.add(base_token_subscription)
latest_base_token_account_observer = LatestItemObserverSubscriber[TokenAccount](
base_account
)
base_subscription_disposable = base_token_subscription.publisher.subscribe(
latest_base_token_account_observer
)
disposer.add_disposable(base_subscription_disposable)
quote_account = TokenAccount.fetch_largest_for_owner_and_token(
context, wallet.address, market.quote
)
if quote_account is None:
raise Exception(
f"Could not find token account owned by {wallet.address} for quote token {market.quote}."
)
quote_token_subscription = WebSocketAccountSubscription[TokenAccount](
context,
quote_account.address,
lambda account_info: TokenAccount.parse(account_info, market.quote),
)
manager.add(quote_token_subscription)
latest_quote_token_account_observer = LatestItemObserverSubscriber[TokenAccount](
quote_account
)
quote_subscription_disposable = quote_token_subscription.publisher.subscribe(
latest_quote_token_account_observer
)
disposer.add_disposable(quote_subscription_disposable)
# Serum markets don't accrue MNGO liquidity incentives
mngo: typing.Optional[Instrument] = context.instrument_lookup.find_by_symbol("MNGO")
if mngo is None:
raise Exception("Could not find details of MNGO token.")
mngo_accrued: InstrumentValue = InstrumentValue(Token.ensure(mngo), Decimal(0))
def serum_inventory_accessor() -> Inventory:
available: Decimal = (
latest_base_token_account_observer.latest.value.value
* price_watcher.latest.mid_price
) + latest_quote_token_account_observer.latest.value.value
available_collateral: InstrumentValue = InstrumentValue(
latest_quote_token_account_observer.latest.value.token, available
)
return Inventory(
InventorySource.SPL_TOKENS,
mngo_accrued,
available_collateral,
latest_base_token_account_observer.latest.value,
latest_quote_token_account_observer.latest.value,
)
return LamdaUpdateWatcher(serum_inventory_accessor)
def build_orderbook_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
market: LoadedMarket,
) -> Watcher[OrderBook]:
orderbook_addresses: typing.List[PublicKey] = [
market.bids_address,
market.asks_address,
]
orderbook_infos = AccountInfo.load_multiple(context, orderbook_addresses)
if (
len(orderbook_infos) != 2
or orderbook_infos[0] is None
or orderbook_infos[1] is None
):
raise Exception(
f"Could not find {market.fully_qualified_symbol} order book at addresses {orderbook_addresses}."
)
initial_orderbook: OrderBook = market.parse_account_infos_to_orderbook(
orderbook_infos[0], orderbook_infos[1]
)
updatable_orderbook: OrderBook = market.parse_account_infos_to_orderbook(
orderbook_infos[0], orderbook_infos[1]
)
def _update_bids(account_info: AccountInfo) -> OrderBook:
new_bids = market.parse_account_info_to_orders(account_info)
updatable_orderbook.bids = new_bids
return updatable_orderbook
def _update_asks(account_info: AccountInfo) -> OrderBook:
new_asks = market.parse_account_info_to_orders(account_info)
updatable_orderbook.asks = new_asks
return updatable_orderbook
bids_subscription = WebSocketAccountSubscription[OrderBook](
context, orderbook_addresses[0], _update_bids
)
manager.add(bids_subscription)
asks_subscription = WebSocketAccountSubscription[OrderBook](
context, orderbook_addresses[1], _update_asks
)
manager.add(asks_subscription)
orderbook_observer = LatestItemObserverSubscriber[OrderBook](initial_orderbook)
bids_subscription.publisher.subscribe(orderbook_observer)
asks_subscription.publisher.subscribe(orderbook_observer)
health_check.add("orderbook_bids_subscription", bids_subscription.publisher)
health_check.add("orderbook_asks_subscription", asks_subscription.publisher)
return orderbook_observer
def build_serum_event_queue_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
serum_market: SerumMarket,
) -> Watcher[EventQueue]:
initial: EventQueue = SerumEventQueue.load(
context, serum_market.event_queue_address, serum_market.base, serum_market.quote
)
subscription = WebSocketAccountSubscription[EventQueue](
context,
serum_market.event_queue_address,
lambda account_info: SerumEventQueue.parse(
account_info, serum_market.base, serum_market.quote
),
)
manager.add(subscription)
latest_observer = LatestItemObserverSubscriber[EventQueue](initial)
subscription.publisher.subscribe(latest_observer)
health_check.add("event_queue_subscription", subscription.publisher)
return latest_observer
def build_spot_event_queue_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
spot_market: SpotMarket,
) -> Watcher[EventQueue]:
initial: EventQueue = SerumEventQueue.load(
context, spot_market.event_queue_address, spot_market.base, spot_market.quote
)
subscription = WebSocketAccountSubscription[EventQueue](
context,
spot_market.event_queue_address,
lambda account_info: SerumEventQueue.parse(
account_info, spot_market.base, spot_market.quote
),
)
manager.add(subscription)
latest_observer = LatestItemObserverSubscriber[EventQueue](initial)
subscription.publisher.subscribe(latest_observer)
health_check.add("event_queue_subscription", subscription.publisher)
return latest_observer
def build_perp_event_queue_watcher(
context: Context,
manager: WebSocketSubscriptionManager,
health_check: HealthCheck,
perp_market: PerpMarket,
) -> Watcher[EventQueue]:
initial: EventQueue = PerpEventQueue.load(
context, perp_market.event_queue_address, perp_market.lot_size_converter
)
subscription = WebSocketAccountSubscription[EventQueue](
context,
perp_market.event_queue_address,
lambda account_info: PerpEventQueue.parse(
account_info, perp_market.lot_size_converter
),
)
manager.add(subscription)
latest_observer = LatestItemObserverSubscriber[EventQueue](initial)
subscription.publisher.subscribe(latest_observer)
health_check.add("event_queue_subscription", subscription.publisher)
return latest_observer
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