101 lines
4.5 KiB
Plaintext
Executable File
101 lines
4.5 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 threading
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from decimal import Decimal
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from solana.publickey import PublicKey
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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.layouts # nopep8
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import mango.marketmaking # nopep8
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parser = argparse.ArgumentParser(
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description="Hedges perp purchases by trading the underlying in the opposite direction.")
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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("--watch-market", type=str, required=True, help="perp market symbol to hedge (e.g. ETH-PERP)")
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parser.add_argument("--hedge-market", type=str, required=True, help="spot market symbol to hedge (e.g. ETH/USDC)")
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parser.add_argument("--max-price-slippage-factor", type=Decimal, default=Decimal("0.05"),
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help="the maximum value the IOC hedging order price can slip by when hedging (default is 0.05 for 5%%)")
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parser.add_argument("--notify-errors", type=mango.parse_subscription_target, action="append", default=[],
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help="The notification target for error events")
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parser.add_argument("--account-address", type=PublicKey,
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help="address of the specific account to use, if more than one available")
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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: argparse.Namespace = mango.parse_args(parser)
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logging.getLogger().setLevel(args.log_level)
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for notify in args.notify_errors:
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handler = mango.NotificationHandler(notify)
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handler.setLevel(logging.ERROR)
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logging.getLogger().addHandler(handler)
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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(context, wallet.address, group, args.account_address)
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disposer = mango.DisposePropagator()
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manager = mango.IndividualWebSocketSubscriptionManager(context)
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disposer.add_disposable(manager)
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health_check = mango.HealthCheck()
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disposer.add_disposable(health_check)
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watched_market_symbol = args.watch_market.upper()
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watched_market_stub = context.market_lookup.find_by_symbol(watched_market_symbol)
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if watched_market_stub is None:
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raise Exception(f"Could not find market {watched_market_symbol}")
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ensured_watched_market = mango.ensure_market_loaded(context, watched_market_stub)
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if not isinstance(ensured_watched_market, mango.PerpMarket):
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raise Exception(f"Market {watched_market_symbol} is not a perp market.")
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watched_market: mango.PerpMarket = ensured_watched_market
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hedging_market_symbol = args.hedge_market.upper()
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hedging_market_stub = context.market_lookup.find_by_symbol(hedging_market_symbol)
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if hedging_market_stub is None:
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raise Exception(f"Could not find market {hedging_market_symbol}")
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hedging_market = mango.ensure_market_loaded(context, hedging_market_stub)
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if not isinstance(hedging_market, mango.SpotMarket):
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raise Exception(f"Market {hedging_market_symbol} is not a spot market.")
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hedging_market_operations: mango.MarketOperations = mango.create_market_operations(
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context, wallet, account, hedging_market, args.dry_run)
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perp_event_queue: mango.PerpEventQueue = mango.PerpEventQueue.load(
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context, watched_market.underlying_perp_market.event_queue, watched_market.lot_size_converter)
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event_subscription = mango.WebSocketAccountSubscription(
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context, watched_market.underlying_perp_market.event_queue, lambda account_info: mango.PerpEventQueue.parse(account_info, watched_market.lot_size_converter))
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manager.add(event_subscription)
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health_check.add("hedger_watched_events_pong_subscription", event_subscription.pong)
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hedger: mango.marketmaking.Hedger = mango.marketmaking.Hedger(context, account, watched_market, hedging_market, perp_event_queue, event_subscription.publisher,
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hedging_market_operations, args.max_price_slippage_factor)
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disposer.add_disposable(hedger)
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manager.open()
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logging.info(f"Current assets in account {account.address} (owner: {account.owner}):")
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mango.TokenValue.report([asset for asset in account.net_assets if asset is not None], logging.info)
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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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logging.info("Shutting down...")
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disposer.dispose()
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logging.info("Shutdown complete.")
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