129 lines
3.9 KiB
Python
Executable File
129 lines
3.9 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 threading
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import traceback
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from datetime import timedelta
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from decimal import Decimal
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from solana.publickey import PublicKey
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from threading import Thread
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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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import mango.simplemarketmaking.simplemarketmaker # nopep8
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parser = argparse.ArgumentParser(description="Runs a simple market-maker.")
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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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"--market", type=str, required=True, help="market symbol to buy (e.g. ETH/USDC)"
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)
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parser.add_argument(
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"--spread-ratio",
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type=Decimal,
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required=True,
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help="fraction of the mid price to be added and subtracted to calculate buy and sell prices",
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)
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parser.add_argument(
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"--position-size-ratio",
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type=Decimal,
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required=True,
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help="fraction of the token inventory to be bought or sold in each order",
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)
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parser.add_argument(
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"--existing-order-tolerance",
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type=Decimal,
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default=Decimal("0.001"),
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help="fraction of the token inventory to be bought or sold in each order",
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)
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parser.add_argument(
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"--pause-duration",
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type=int,
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default=10,
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help="number of seconds to pause between placing orders and cancelling them",
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)
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parser.add_argument(
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"--oracle-provider",
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type=str,
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default="serum",
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help="name of the oracle service providing the prices",
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)
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parser.add_argument(
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"--account-address",
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type=PublicKey,
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help="address of the specific account to use, if more than one available",
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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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try:
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context = mango.ContextBuilder.from_command_line_parameters(args)
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wallet = mango.Wallet.from_command_line_parameters_or_raise(args)
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group = mango.Group.load(context, context.group_address)
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account = mango.Account.load_for_owner_by_address(
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context, wallet.address, group, args.account_address
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)
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market_stub = context.market_lookup.find_by_symbol(args.market)
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if market_stub is None:
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raise Exception(f"Could not find serum market {args.market}")
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market = mango.ensure_market_loaded(context, market_stub)
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if not isinstance(market, mango.SerumMarket):
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raise Exception(f"Market is not a serum market: {market}")
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market_operations: mango.MarketOperations = mango.create_market_operations(
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context, wallet, account, market, args.dry_run
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)
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oracle_provider: mango.OracleProvider = mango.create_oracle_provider(
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context, args.oracle_provider
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)
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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 spot market {args.market}")
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pause_duration = timedelta(seconds=args.pause_duration)
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market_maker = mango.simplemarketmaking.simplemarketmaker.SimpleMarketMaker(
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context,
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wallet,
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market,
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market_operations,
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oracle,
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args.spread_ratio,
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args.position_size_ratio,
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args.existing_order_tolerance,
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pause_duration,
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)
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mango.output(f"Starting {market_maker} - use <Enter> to stop.")
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thread = Thread(target=market_maker.start)
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thread.start()
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# Wait - don't exit. Exiting will be handled by signals/interrupts.
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waiter = threading.Event()
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try:
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waiter.wait()
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except:
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pass
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mango.output(f"Stopping {market_maker} on next iteration...")
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market_maker.stop()
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except Exception as exception:
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logging.critical(
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f"Market maker stopped because of exception: {exception} - {traceback.format_exc()}"
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)
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except:
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logging.critical(
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f"Market maker stopped because of uncatchable error: {traceback.format_exc()}"
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)
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