104 lines
3.5 KiB
Python
Executable File
104 lines
3.5 KiB
Python
Executable File
#!/usr/bin/env python3
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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 sys
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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(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(
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description="Balance the value of tokens in a Mango Markets group to specific values or percentages."
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)
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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(
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"--target",
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type=mango.parse_fixed_target_balance,
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action="append",
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required=True,
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help="token symbol plus target value, separated by a colon (e.g. 'ETH:2.5')",
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)
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parser.add_argument(
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"--action-threshold",
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type=Decimal,
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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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)
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parser.add_argument(
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"--adjustment-factor",
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type=Decimal,
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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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)
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parser.add_argument(
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"--quote-symbol",
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type=str,
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default="USDC",
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help="quote token symbol to use for markets",
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)
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parser.add_argument(
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"--dry-run",
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action="store_true",
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default=False,
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help="runs as read-only and does not perform any transactions",
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)
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args: argparse.Namespace = mango.parse_args(parser)
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context: mango.Context = mango.ContextBuilder.from_command_line_parameters(args)
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wallet: mango.Wallet = mango.Wallet.from_command_line_parameters_or_raise(args)
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action_threshold: Decimal = args.action_threshold
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adjustment_factor: Decimal = args.adjustment_factor
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logging.info(f"Wallet address: {wallet.address}")
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targets: typing.Sequence[mango.FixedTargetBalance] = args.target
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logging.info(f"Targets: {targets}")
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if args.dry_run:
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trade_executor: mango.TradeExecutor = mango.NullTradeExecutor()
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else:
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trade_executor = mango.ImmediateTradeExecutor(
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context, wallet, None, adjustment_factor
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)
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quote_instrument: typing.Optional[
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mango.Instrument
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] = context.instrument_lookup.find_by_symbol(args.quote_symbol)
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if quote_instrument is None:
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raise Exception(f"Could not find quote token '{args.quote_symbol}.")
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quote_token: mango.Token = mango.Token.ensure(quote_instrument)
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prices: typing.List[mango.InstrumentValue] = []
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oracle_provider: mango.OracleProvider = mango.create_oracle_provider(context, "market")
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for target in targets:
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target_token: typing.Optional[
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mango.Instrument
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] = context.instrument_lookup.find_by_symbol(target.symbol)
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if target_token is None:
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raise Exception(f"Could not find target token '{target.symbol}.")
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market_symbol: str = f"serum:{target_token.symbol}/{quote_token.symbol}"
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market = context.market_lookup.find_by_symbol(market_symbol)
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if market is None:
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raise Exception(f"Could not find market {market_symbol}")
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oracle = oracle_provider.oracle_for_market(context, market)
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if oracle is None:
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raise Exception(f"Could not find oracle for market {market_symbol}")
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price = oracle.fetch_price(context)
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prices += [mango.InstrumentValue(target_token, price.mid_price)]
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prices += [mango.InstrumentValue(quote_token, Decimal(1))]
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wallet_balancer = mango.LiveWalletBalancer(
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wallet, quote_token, trade_executor, targets, action_threshold
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)
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wallet_balancer.balance(context, prices)
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logging.info("Balancing completed.")
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