108 lines
5.7 KiB
Python
108 lines
5.7 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 pyserum.enums
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import typing
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from decimal import Decimal
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from pyserum.market import Market
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from solana.publickey import PublicKey
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from .combinableinstructions import CombinableInstructions
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from .context import Context
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from .marketinstructionbuilder import MarketInstructionBuilder
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from .openorders import OpenOrders
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from .orders import Order, OrderType, Side
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from .serummarket import SerumMarket
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from .tokenaccount import TokenAccount
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from .wallet import Wallet
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# # 🥭 SerumMarketInstructionBuilder
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#
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# This file deals with building instructions for Serum markets.
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#
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# As a matter of policy for all InstructionBuidlers, construction and build_* methods should all work with
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# existing data, requiring no fetches from Solana or other sources. All necessary data should all be loaded
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# on initial setup in the `load()` method.
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#
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class SerumMarketInstructionBuilder(MarketInstructionBuilder):
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def __init__(self, context: Context, wallet: Wallet, serum_market: SerumMarket, raw_market: Market, base_token_account: TokenAccount, quote_token_account: TokenAccount, open_orders: OpenOrders, fee_discount_token_address: typing.Optional[PublicKey]):
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super().__init__()
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self.context: Context = context
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self.wallet: Wallet = wallet
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self.serum_market: SerumMarket = serum_market
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self.raw_market: Market = raw_market
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self.base_token_account: TokenAccount = base_token_account
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self.quote_token_account: TokenAccount = quote_token_account
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self.open_orders: OpenOrders = open_orders
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self.fee_discount_token_address: typing.Optional[PublicKey] = fee_discount_token_address
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@staticmethod
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def load(context: Context, wallet: Wallet, serum_market: SerumMarket) -> "SerumMarketInstructionBuilder":
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raw_market: Market = Market.load(context.client, serum_market.address, context.dex_program_id)
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fee_discount_token_address: typing.Optional[PublicKey] = None
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srm_token = context.token_lookup.find_by_symbol("SRM")
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if srm_token is not None:
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fee_discount_token_account = TokenAccount.fetch_largest_for_owner_and_token(
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context, wallet.address, srm_token)
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if fee_discount_token_account is not None:
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fee_discount_token_address = fee_discount_token_account.address
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all_open_orders = OpenOrders.load_for_market_and_owner(
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context, serum_market.address, wallet.address, context.dex_program_id, serum_market.base.decimals, serum_market.quote.decimals)
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if len(all_open_orders) == 0:
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raise Exception(f"No OpenOrders account available for market {serum_market}.")
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open_orders = all_open_orders[0]
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base_token_account = TokenAccount.fetch_largest_for_owner_and_token(context, wallet.address, serum_market.base)
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if base_token_account is None:
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raise Exception(f"Could not find source token account for base token {serum_market.base.symbol}.")
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quote_token_account = TokenAccount.fetch_largest_for_owner_and_token(
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context, wallet.address, serum_market.quote)
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if quote_token_account is None:
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raise Exception(f"Could not find source token account for quote token {serum_market.quote.symbol}.")
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return SerumMarketInstructionBuilder(context, wallet, serum_market, raw_market, base_token_account, quote_token_account, open_orders, fee_discount_token_address)
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def build_cancel_order_instructions(self, order: Order) -> CombinableInstructions:
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instruction = self.raw_market.make_cancel_order_by_client_id_instruction(
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self, self.wallet.account, self.open_orders.address, order.client_id
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)
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return CombinableInstructions.from_instruction(instruction)
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def build_place_order_instructions(self, side: Side, order_type: OrderType, price: Decimal, size: Decimal, client_id: int) -> CombinableInstructions:
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serum_order_type = pyserum.enums.OrderType.POST_ONLY if order_type == OrderType.POST_ONLY else pyserum.enums.OrderType.IOC if order_type == OrderType.IOC else pyserum.enums.OrderType.LIMIT
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serum_side = pyserum.enums.Side.BUY if side == Side.BUY else pyserum.enums.Side.SELL
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payer_token_account = self.quote_token_account if side == Side.BUY else self.base_token_account
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instruction = self.raw_market.make_place_order_instruction(payer_token_account.address, self.wallet.account, serum_order_type, serum_side, float(
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price), float(size), client_id, self.open_orders.address, self.fee_discount_token_address)
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return CombinableInstructions.from_instruction(instruction)
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def build_settle_instructions(self) -> CombinableInstructions:
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return CombinableInstructions.empty()
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def build_crank_instructions(self, limit: Decimal = Decimal(32)) -> CombinableInstructions:
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return CombinableInstructions.empty()
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def __str__(self) -> str:
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return """« 𝚂𝚎𝚛𝚞𝚖𝙼𝚊𝚛𝚔𝚎𝚝𝙸𝚗𝚜𝚝𝚛𝚞𝚌𝚝𝚒𝚘𝚗𝙱𝚞𝚒𝚕𝚍𝚎𝚛 »"""
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