74 lines
3.2 KiB
Plaintext
Executable File
74 lines
3.2 KiB
Plaintext
Executable File
#!/usr/bin/env pyston3
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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 traceback
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from datetime import timedelta
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from decimal import Decimal
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from threading import Thread
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sys.path.insert(0, os.path.abspath(
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os.path.join(os.path.dirname(__file__), '..')))
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import mango # nopep8
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import mango.marketmaking.simplemarketmaker # nopep8
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parser = argparse.ArgumentParser(description="Runs a simple market-maker.")
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mango.Context.add_command_line_parameters(parser)
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mango.Wallet.add_command_line_parameters(parser)
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parser.add_argument("--market", type=str, required=True, help="market symbol to buy (e.g. ETH/USDC)")
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parser.add_argument("--spread-ratio", type=Decimal, 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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parser.add_argument("--position-size-ratio", type=Decimal, required=True,
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help="fraction of the token inventory to be bought or sold in each order")
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parser.add_argument("--existing-order-tolerance", type=Decimal, default=Decimal("0.0001"),
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help="fraction of the token inventory to be bought or sold in each order")
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parser.add_argument("--pause-duration", type=int, default=10,
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help="number of seconds to pause between placing orders and cancelling them")
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parser.add_argument("--dry-run", action="store_true", default=False,
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help="runs as read-only and does not perform any transactions")
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args = parser.parse_args()
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logging.getLogger().setLevel(args.log_level)
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logging.warning(mango.WARNING_DISCLAIMER_TEXT)
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try:
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context = mango.Context.from_command_line_parameters(args)
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wallet = mango.Wallet.from_command_line_parameters_or_raise(args)
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market_symbol = args.market.upper()
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spot_market_lookup = mango.SpotMarketLookup.load(args.token_data_file)
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spot_market = spot_market_lookup.find_by_symbol(market_symbol)
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if spot_market is None:
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raise Exception(f"Could not find spot market {market_symbol}")
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order_placer: mango.OrderPlacer
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if args.dry_run:
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order_placer = mango.NullOrderPlacer(market_symbol, print)
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else:
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order_placer = mango.SerumOrderPlacer(context, wallet, spot_market, print)
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oracle_provider: mango.OracleProvider = mango.create_oracle_provider("serum", spot_market_lookup)
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oracle = oracle_provider.oracle_for_market(context, spot_market)
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if oracle is None:
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raise Exception(f"Could not find oracle for spot market {market_symbol}")
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pause_duration = timedelta(seconds=args.pause_duration)
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market_maker = mango.marketmaking.simplemarketmaker.SimpleMarketMaker(
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context, wallet, spot_market, order_placer, oracle, args.spread_ratio, args.position_size_ratio, args.existing_order_tolerance, pause_duration)
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print(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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input()
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print(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(f"Market maker stopped because of exception: {exception} - {traceback.format_exc()}")
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except:
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logging.critical(f"Market maker stopped because of uncatchable error: {traceback.format_exc()}")
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