mango-explorer/mango/marketmaking/orderreconciler.py

61 lines
2.3 KiB
Python

# # ⚠ 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 abc
import logging
import mango
import typing
from ..modelstate import ModelState
from .reconciledorders import ReconciledOrders
# # 🥭 OrderReconciler class
#
# Base class for order reconciler that combines existing and desired orders into buckets inside a `ReconciledOrders`.
#
class OrderReconciler(metaclass=abc.ABCMeta):
def __init__(self) -> None:
self._logger: logging.Logger = logging.getLogger(self.__class__.__name__)
@abc.abstractmethod
def reconcile(self, model_state: ModelState, existing_orders: typing.Sequence[mango.Order], desired_orders: typing.Sequence[mango.Order]) -> ReconciledOrders:
raise NotImplementedError("OrderReconciler.reconcile() is not implemented on the base type.")
def __str__(self) -> str:
return """« OrderReconciler »"""
def __repr__(self) -> str:
return f"{self}"
# # 🥭 NullOrderReconciler class
#
# Null implementation of OrderReconciler. Just maintains all existing orders.
#
class NullOrderReconciler(OrderReconciler):
def __init__(self) -> None:
super().__init__()
def reconcile(self, _: ModelState, existing_orders: typing.Sequence[mango.Order], desired_orders: typing.Sequence[mango.Order]) -> ReconciledOrders:
outcomes: ReconciledOrders = ReconciledOrders()
outcomes.to_keep = list(existing_orders)
outcomes.to_ignore = list(desired_orders)
return outcomes
def __str__(self) -> str:
return """« NullOrderReconciler »"""