109 lines
3.5 KiB
Python
Executable File
109 lines
3.5 KiB
Python
Executable File
#!/usr/bin/env python3
|
|
|
|
import argparse
|
|
import logging
|
|
import os
|
|
import os.path
|
|
import sys
|
|
import typing
|
|
|
|
from decimal import Decimal
|
|
from solana.publickey import PublicKey
|
|
|
|
sys.path.insert(0, os.path.abspath(os.path.join(os.path.dirname(__file__), "..")))
|
|
import mango # nopep8
|
|
|
|
|
|
def resolve_quantity(
|
|
token: mango.Token,
|
|
current_quantity: Decimal,
|
|
target_quantity: mango.TargetBalance,
|
|
price: Decimal,
|
|
) -> mango.InstrumentValue:
|
|
current_value: Decimal = current_quantity * price
|
|
resolved_value_to_keep: mango.InstrumentValue = target_quantity.resolve(
|
|
token, price, current_value
|
|
)
|
|
return resolved_value_to_keep
|
|
|
|
|
|
parser = argparse.ArgumentParser(
|
|
description="Balance the value of tokens in a Mango Markets account to specific values or percentages."
|
|
)
|
|
mango.ContextBuilder.add_command_line_parameters(parser)
|
|
mango.Wallet.add_command_line_parameters(parser)
|
|
parser.add_argument(
|
|
"--target",
|
|
type=mango.parse_target_balance,
|
|
action="append",
|
|
required=True,
|
|
help="token symbol plus target value or percentage, separated by a colon (e.g. 'ETH:2.5')",
|
|
)
|
|
parser.add_argument(
|
|
"--max-slippage",
|
|
type=Decimal,
|
|
default=Decimal("0.05"),
|
|
help="maximum slippage allowed for the IOC order price",
|
|
)
|
|
parser.add_argument(
|
|
"--action-threshold",
|
|
type=Decimal,
|
|
default=Decimal("0.01"),
|
|
help="fraction of total wallet value a trade must be above to be carried out",
|
|
)
|
|
parser.add_argument(
|
|
"--account-address",
|
|
type=PublicKey,
|
|
help="address of the specific account to use, if more than one available",
|
|
)
|
|
parser.add_argument(
|
|
"--dry-run",
|
|
action="store_true",
|
|
default=False,
|
|
help="runs as read-only and does not perform any transactions",
|
|
)
|
|
args: argparse.Namespace = mango.parse_args(parser)
|
|
|
|
context = mango.ContextBuilder.from_command_line_parameters(args)
|
|
wallet = mango.Wallet.from_command_line_parameters_or_raise(args)
|
|
action_threshold = args.action_threshold
|
|
max_slippage = args.max_slippage
|
|
group = mango.Group.load(context, context.group_address)
|
|
account = mango.Account.load_for_owner_by_address(
|
|
context, wallet.address, group, args.account_address
|
|
)
|
|
|
|
targets: typing.Sequence[mango.TargetBalance] = args.target
|
|
logging.info(f"Targets: {targets}")
|
|
|
|
if args.dry_run:
|
|
trade_executor: mango.TradeExecutor = mango.NullTradeExecutor()
|
|
else:
|
|
trade_executor = mango.ImmediateTradeExecutor(
|
|
context, wallet, account, max_slippage
|
|
)
|
|
|
|
prices: typing.List[mango.InstrumentValue] = []
|
|
oracle_provider: mango.OracleProvider = mango.create_oracle_provider(context, "market")
|
|
for basket_token in account.slots:
|
|
if basket_token is not None:
|
|
market_symbol: str = (
|
|
f"{basket_token.base_instrument.symbol}/{group.shared_quote_token.symbol}"
|
|
)
|
|
market = context.market_lookup.find_by_symbol(market_symbol)
|
|
if market is None:
|
|
raise Exception(f"Could not find market {market_symbol}")
|
|
oracle = oracle_provider.oracle_for_market(context, market)
|
|
if oracle is None:
|
|
raise Exception(f"Could not find oracle for market {market_symbol}")
|
|
price = oracle.fetch_price(context)
|
|
prices += [mango.InstrumentValue(basket_token.base_instrument, price.mid_price)]
|
|
prices += [mango.InstrumentValue(group.shared_quote_token, Decimal(1))]
|
|
|
|
account_balancer = mango.LiveAccountBalancer(
|
|
account, group, trade_executor, targets, action_threshold
|
|
)
|
|
account_balancer.balance(context, prices)
|
|
|
|
logging.info("Balancing completed.")
|