336 lines
16 KiB
Python
336 lines
16 KiB
Python
# # ⚠ Warning
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#
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# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT
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# LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN
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# NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY,
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# WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
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# SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
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#
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# [🥭 Mango Markets](https://mango.markets/) support is available at:
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# [Docs](https://docs.mango.markets/)
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# [Discord](https://discord.gg/67jySBhxrg)
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# [Twitter](https://twitter.com/mangomarkets)
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# [Github](https://github.com/blockworks-foundation)
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# [Email](mailto:hello@blockworks.foundation)
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import typing
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from decimal import Decimal
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from solana.publickey import PublicKey
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from solana.rpc.types import MemcmpOpts
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from .accountinfo import AccountInfo
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from .addressableaccount import AddressableAccount
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from .context import Context
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from .encoding import encode_key
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from .group import Group
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from .layouts import layouts
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from .metadata import Metadata
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from .openorders import OpenOrders
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from .orders import Side
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from .perpaccount import PerpAccount
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from .perpopenorders import PerpOpenOrders
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from .placedorder import PlacedOrder
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from .token import Token
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from .tokeninfo import TokenInfo
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from .tokenvalue import TokenValue
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from .version import Version
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# # 🥭 AccountBasketToken class
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#
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# `AccountBasketToken` gathers basket items together instead of separate arrays.
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#
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class AccountBasketToken:
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def __init__(self, token_info: TokenInfo, deposit: TokenValue, borrow: TokenValue):
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self.token_info: TokenInfo = token_info
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self.deposit: TokenValue = deposit
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self.borrow: TokenValue = borrow
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@property
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def net_value(self) -> TokenValue:
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return self.deposit - self.borrow
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def __str__(self) -> str:
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return f"""« 𝙰𝚌𝚌𝚘𝚞𝚗𝚝𝙱𝚊𝚜𝚔𝚎𝚝𝚃𝚘𝚔𝚎𝚗 {self.token_info.token.symbol}
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Net Value: {self.net_value}
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Deposited: {self.deposit}
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Borrowed: {self.borrow}
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»"""
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def __repr__(self) -> str:
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return f"{self}"
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# # 🥭 AccountBasketBaseToken class
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#
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# `AccountBasketBaseToken` is a more specialised `AccountBasketToken` for all the base tokens in the
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# account.
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#
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class AccountBasketBaseToken(AccountBasketToken):
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def __init__(self, token_info: TokenInfo, quote_token_info: TokenInfo, deposit: TokenValue, borrow: TokenValue, spot_open_orders: typing.Optional[PublicKey], perp_account: typing.Optional[PerpAccount]):
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super().__init__(token_info, deposit, borrow)
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self.quote_token_info: TokenInfo = quote_token_info
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self.spot_open_orders: typing.Optional[PublicKey] = spot_open_orders
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self.perp_account: typing.Optional[PerpAccount] = perp_account
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def __str__(self) -> str:
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perp_account: str = "None"
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if self.perp_account is not None:
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perp_account = f"{self.perp_account}".replace("\n", "\n ")
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return f"""« 𝙰𝚌𝚌𝚘𝚞𝚗𝚝𝙱𝚊𝚜𝚔𝚎𝚝𝙱𝚊𝚜𝚎𝚃𝚘𝚔𝚎𝚗 {self.token_info.token.symbol}
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Net Value: {self.net_value}
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Deposited: {self.deposit}
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Borrowed: {self.borrow}
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Spot OpenOrders: {self.spot_open_orders or "None"}
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Perp Account:
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{perp_account}
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»"""
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def __repr__(self) -> str:
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return f"{self}"
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TMappedAccountBasketValue = typing.TypeVar("TMappedAccountBasketValue")
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# # 🥭 Account class
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#
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# `Account` holds information about the account for a particular user/wallet for a particualr `Group`.
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#
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class Account(AddressableAccount):
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def __init__(self, account_info: AccountInfo, version: Version,
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meta_data: Metadata, group_name: str, group_address: PublicKey, owner: PublicKey,
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info: str, shared_quote_token: AccountBasketToken,
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in_margin_basket: typing.Sequence[bool],
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basket_indices: typing.Sequence[bool],
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basket: typing.Sequence[AccountBasketBaseToken],
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msrm_amount: Decimal, being_liquidated: bool, is_bankrupt: bool):
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super().__init__(account_info)
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self.version: Version = version
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self.meta_data: Metadata = meta_data
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self.group_name: str = group_name
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self.group_address: PublicKey = group_address
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self.owner: PublicKey = owner
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self.info: str = info
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self.shared_quote_token: AccountBasketToken = shared_quote_token
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self.in_margin_basket: typing.Sequence[bool] = in_margin_basket
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self.basket_indices: typing.Sequence[bool] = basket_indices
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self.basket: typing.Sequence[AccountBasketBaseToken] = basket
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self.msrm_amount: Decimal = msrm_amount
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self.being_liquidated: bool = being_liquidated
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self.is_bankrupt: bool = is_bankrupt
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@staticmethod
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def from_layout(layout: typing.Any, account_info: AccountInfo, version: Version, group: Group) -> "Account":
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meta_data = Metadata.from_layout(layout.meta_data)
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owner: PublicKey = layout.owner
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info: str = layout.info
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mngo_token_info = TokenInfo.find_by_symbol(group.tokens, "MNGO")
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in_margin_basket: typing.Sequence[bool] = list([bool(in_basket) for in_basket in layout.in_margin_basket])
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active_in_basket: typing.List[bool] = []
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basket: typing.List[AccountBasketBaseToken] = []
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placed_orders_all_markets: typing.List[typing.List[PlacedOrder]] = [[] for _ in range(len(group.tokens) - 1)]
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for index, order_market in enumerate(layout.order_market):
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if order_market != 0xFF:
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side = Side.from_value(layout.order_side[index])
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id = layout.order_ids[index]
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client_id = layout.client_order_ids[index]
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placed_order = PlacedOrder(id, client_id, side)
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placed_orders_all_markets[int(order_market)] += [placed_order]
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quote_token_info: typing.Optional[TokenInfo] = group.tokens[-1]
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if quote_token_info is None:
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raise Exception(f"Could not determine quote token in group {group.address}")
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for index, token_info in enumerate(group.tokens[:-1]):
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if token_info:
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intrinsic_deposit = token_info.root_bank.deposit_index * layout.deposits[index]
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deposit = TokenValue(token_info.token, token_info.token.shift_to_decimals(intrinsic_deposit))
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intrinsic_borrow = token_info.root_bank.borrow_index * layout.borrows[index]
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borrow = TokenValue(token_info.token, token_info.token.shift_to_decimals(intrinsic_borrow))
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perp_open_orders = PerpOpenOrders(placed_orders_all_markets[index])
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group_basket_market = group.markets[index]
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if group_basket_market is None:
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raise Exception(f"Could not find group basket market at index {index}.")
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perp_account = PerpAccount.from_layout(
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layout.perp_accounts[index],
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token_info.token,
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quote_token_info.token,
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perp_open_orders,
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group_basket_market.perp_lot_size_converter,
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mngo_token_info.token)
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spot_open_orders = layout.spot_open_orders[index]
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basket_item: AccountBasketBaseToken = AccountBasketBaseToken(
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token_info, quote_token_info, deposit, borrow, spot_open_orders, perp_account)
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basket += [basket_item]
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active_in_basket += [True]
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else:
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active_in_basket += [False]
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intrinsic_quote_deposit = quote_token_info.root_bank.deposit_index * layout.deposits[-1]
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quote_deposit = TokenValue(quote_token_info.token,
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quote_token_info.token.shift_to_decimals(intrinsic_quote_deposit))
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intrinsic_quote_borrow = quote_token_info.root_bank.borrow_index * layout.borrows[-1]
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quote_borrow = TokenValue(quote_token_info.token,
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quote_token_info.token.shift_to_decimals(intrinsic_quote_borrow))
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quote: AccountBasketToken = AccountBasketToken(quote_token_info, quote_deposit, quote_borrow)
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msrm_amount: Decimal = layout.msrm_amount
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being_liquidated: bool = bool(layout.being_liquidated)
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is_bankrupt: bool = bool(layout.is_bankrupt)
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return Account(account_info, version, meta_data, group.name, group.address, owner, info, quote, in_margin_basket, active_in_basket, basket, msrm_amount, being_liquidated, is_bankrupt)
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@staticmethod
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def parse(account_info: AccountInfo, group: Group) -> "Account":
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data = account_info.data
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if len(data) != layouts.MANGO_ACCOUNT.sizeof():
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raise Exception(
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f"Account data length ({len(data)}) does not match expected size ({layouts.MANGO_ACCOUNT.sizeof()})")
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layout = layouts.MANGO_ACCOUNT.parse(data)
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return Account.from_layout(layout, account_info, Version.V3, group)
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@staticmethod
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def load(context: Context, address: PublicKey, group: Group) -> "Account":
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account_info = AccountInfo.load(context, address)
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if account_info is None:
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raise Exception(f"Account account not found at address '{address}'")
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return Account.parse(account_info, group)
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@staticmethod
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def load_all_for_owner(context: Context, owner: PublicKey, group: Group) -> typing.Sequence["Account"]:
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# mango_group is just after the METADATA, which is the first entry.
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group_offset = layouts.METADATA.sizeof()
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# owner is just after mango_group in the layout, and it's a PublicKey which is 32 bytes.
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owner_offset = group_offset + 32
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filters = [
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MemcmpOpts(
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offset=group_offset,
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bytes=encode_key(group.address)
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),
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MemcmpOpts(
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offset=owner_offset,
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bytes=encode_key(owner)
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)
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]
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results = context.client.get_program_accounts(context.mango_program_address, memcmp_opts=filters)
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accounts = []
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for account_data in results:
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address = PublicKey(account_data["pubkey"])
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account_info = AccountInfo._from_response_values(account_data["account"], address)
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account = Account.parse(account_info, group)
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accounts += [account]
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return accounts
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@staticmethod
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def load_for_owner_by_address(context: Context, owner: PublicKey, group: Group, account_address: typing.Optional[PublicKey]) -> "Account":
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if account_address is not None:
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return Account.load(context, account_address, group)
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accounts: typing.Sequence[Account] = Account.load_all_for_owner(context, owner, group)
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if len(accounts) > 1:
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raise Exception(f"More than 1 Mango account for owner '{owner}' and which to choose not specified.")
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return accounts[0]
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@staticmethod
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def _map_sequence_to_basket_indices(items: typing.Sequence[AccountBasketBaseToken], in_basket: typing.Sequence[bool], selector: typing.Callable[[typing.Any], TMappedAccountBasketValue]) -> typing.Sequence[typing.Optional[TMappedAccountBasketValue]]:
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mapped_items: typing.List[typing.Optional[TMappedAccountBasketValue]] = []
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basket_counter = 0
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for available in in_basket:
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if available:
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mapped_items += [selector(items[basket_counter])]
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basket_counter += 1
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else:
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mapped_items += [None]
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return mapped_items
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@property
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def basket_tokens(self) -> typing.Sequence[typing.Optional[AccountBasketToken]]:
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return [
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*Account._map_sequence_to_basket_indices(self.basket, self.basket_indices, lambda item: item),
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self.shared_quote_token
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]
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@property
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def deposits(self) -> typing.Sequence[typing.Optional[TokenValue]]:
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return list(map(lambda basket_token: basket_token.deposit if basket_token else None, self.basket_tokens))
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@property
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def borrows(self) -> typing.Sequence[typing.Optional[TokenValue]]:
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return list(map(lambda basket_token: basket_token.borrow if basket_token else None, self.basket_tokens))
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@property
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def net_assets(self) -> typing.Sequence[typing.Optional[TokenValue]]:
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return list(map(lambda basket_token: basket_token.net_value if basket_token else None, self.basket_tokens))
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@property
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def spot_open_orders(self) -> typing.Sequence[typing.Optional[PublicKey]]:
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return Account._map_sequence_to_basket_indices(self.basket, self.basket_indices, lambda item: item.spot_open_orders)
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@property
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def perp_accounts(self) -> typing.Sequence[typing.Optional[PerpAccount]]:
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return Account._map_sequence_to_basket_indices(self.basket, self.basket_indices, lambda item: item.perp_account)
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def find_basket_token(self, token: Token) -> AccountBasketBaseToken:
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for bt in self.basket:
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if bt.token_info.token == token:
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return bt
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raise Exception(f"Could not find token {token} in basket in group {self.address}")
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def load_all_spot_open_orders(self, context: Context) -> typing.Dict[str, OpenOrders]:
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spot_open_orders_addresses = list(
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[basket_token.spot_open_orders for basket_token in self.basket if basket_token.spot_open_orders is not None])
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spot_open_orders_account_infos = AccountInfo.load_multiple(context, spot_open_orders_addresses)
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spot_open_orders_account_infos_by_address = {
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str(account_info.address): account_info for account_info in spot_open_orders_account_infos}
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spot_open_orders: typing.Dict[str, OpenOrders] = {}
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for basket_token in self.basket:
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if basket_token.spot_open_orders is not None:
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account_info = spot_open_orders_account_infos_by_address[str(basket_token.spot_open_orders)]
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oo = OpenOrders.parse(account_info, basket_token.token_info.token.decimals,
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self.shared_quote_token.token_info.decimals)
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spot_open_orders[str(basket_token.spot_open_orders)] = oo
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return spot_open_orders
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def update_spot_open_orders_for_market(self, spot_market_index: int, spot_open_orders: PublicKey) -> None:
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indexable_basket: typing.Sequence[typing.Optional[AccountBasketBaseToken]] = Account._map_sequence_to_basket_indices(
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self.basket, self.basket_indices, lambda item: item)
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item_to_update = indexable_basket[spot_market_index]
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if item_to_update is None:
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raise Exception(f"Could not find AccountBasketItem in Account {self.address} at index {spot_market_index}.")
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item_to_update.spot_open_orders = spot_open_orders
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def __str__(self) -> str:
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info = f"'{self.info}'" if self.info else "(𝑢𝑛-𝑛𝑎𝑚𝑒𝑑)"
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shared_quote_token: str = f"{self.shared_quote_token}".replace("\n", "\n ")
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basket_count = len(self.basket)
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basket = "\n ".join([f"{item}".replace("\n", "\n ") for item in self.basket])
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tokens_in_basket: typing.Sequence[typing.Optional[Token]] = Account._map_sequence_to_basket_indices(
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self.basket, self.basket_indices, lambda item: item.token_info.token)
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symbols_in_basket = list([tok.symbol for tok in tokens_in_basket if tok is not None])
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in_margin_basket = ", ".join(symbols_in_basket) or "None"
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return f"""« 𝙰𝚌𝚌𝚘𝚞𝚗𝚝 {info}, {self.version} [{self.address}]
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{self.meta_data}
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Owner: {self.owner}
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Group: « 𝙶𝚛𝚘𝚞𝚙 '{self.group_name}' [{self.group_address}] »
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MSRM: {self.msrm_amount}
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Bankrupt? {self.is_bankrupt}
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Being Liquidated? {self.being_liquidated}
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Shared Quote Token:
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{shared_quote_token}
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In Basket: {in_margin_basket}
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Basket [{basket_count} in basket]:
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{basket}
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»"""
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def __repr__(self) -> str:
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return f"{self}"
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