mango-explorer/mango/perpmarketoperations.py

# # ⚠ 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 typing

from decimal import Decimal
from solana.publickey import PublicKey

from .account import Account
from .combinableinstructions import CombinableInstructions
from .constants import SYSTEM_PROGRAM_ADDRESS
from .context import Context
from .group import Group
from .instructions import (
    build_cancel_perp_order_instructions,
    build_mango_consume_events_instructions,
    build_cancel_all_perp_orders_instructions,
    build_place_perp_order_instructions,
    build_redeem_accrued_mango_instructions,
)
from .marketoperations import MarketInstructionBuilder, MarketOperations
from .orders import Order, OrderBook
from .perpmarket import PerpMarket
from .publickey import encode_public_key_for_sorting
from .tokenbank import TokenBank
from .wallet import Wallet


# # 🥭 PerpMarketInstructionBuilder
#
# This file deals with building instructions for Perp markets.
#
# As a matter of policy for all InstructionBuidlers, construction and build_* methods should all work with
# existing data, requiring no fetches from Solana or other sources. All necessary data should all be loaded
# on initial setup in the `load()` method.
#
class PerpMarketInstructionBuilder(MarketInstructionBuilder):
    def __init__(
        self,
        context: Context,
        wallet: Wallet,
        perp_market: PerpMarket,
        group: Group,
        account: Account,
    ) -> None:
        super().__init__()
        self.context: Context = context
        self.wallet: Wallet = wallet
        self.perp_market: PerpMarket = perp_market
        self.group: Group = group
        self.account: Account = account
        self.mngo_token_bank: TokenBank = self.group.liquidity_incentive_token_bank

    @staticmethod
    def load(
        context: Context,
        wallet: Wallet,
        perp_market: PerpMarket,
        group: Group,
        account: Account,
    ) -> "PerpMarketInstructionBuilder":
        return PerpMarketInstructionBuilder(
            context, wallet, perp_market, group, account
        )

    def build_cancel_order_instructions(
        self, order: Order, ok_if_missing: bool = False
    ) -> CombinableInstructions:
        if self.perp_market.underlying_perp_market is None:
            raise Exception(
                f"PerpMarket {self.perp_market.symbol} has not been loaded."
            )
        return build_cancel_perp_order_instructions(
            self.context,
            self.wallet,
            self.account,
            self.perp_market.underlying_perp_market,
            order,
            ok_if_missing,
        )

    def build_place_order_instructions(self, order: Order) -> CombinableInstructions:
        if self.perp_market.underlying_perp_market is None:
            raise Exception(
                f"PerpMarket {self.perp_market.symbol} has not been loaded."
            )
        return build_place_perp_order_instructions(
            self.context,
            self.wallet,
            self.perp_market.underlying_perp_market.group,
            self.account,
            self.perp_market.underlying_perp_market,
            order.price,
            order.quantity,
            order.client_id,
            order.side,
            order.order_type,
            order.reduce_only,
            expiration=order.expiration,
            match_limit=order.match_limit,
            reflink=self.context.reflink,
        )

    def build_settle_instructions(self) -> CombinableInstructions:
        return CombinableInstructions.empty()

    def build_crank_instructions(
        self, addresses: typing.Sequence[PublicKey], limit: Decimal = Decimal(32)
    ) -> CombinableInstructions:
        if self.perp_market.underlying_perp_market is None:
            raise Exception(
                f"PerpMarket {self.perp_market.symbol} has not been loaded."
            )

        distinct_addresses: typing.List[PublicKey] = [self.account.address]
        for address in addresses:
            if address not in distinct_addresses:
                distinct_addresses += [address]

        if len(distinct_addresses) > limit:
            self._logger.warn(
                f"Cranking limited to {limit} of {len(distinct_addresses)} addresses waiting to be cranked."
            )

        limited_addresses = distinct_addresses[
            0 : min(int(limit), len(distinct_addresses))
        ]
        limited_addresses.sort(key=encode_public_key_for_sorting)
        self._logger.debug(
            f"About to crank {len(limited_addresses)} addresses: {limited_addresses}"
        )

        return build_mango_consume_events_instructions(
            self.context,
            self.group,
            self.perp_market.underlying_perp_market,
            limited_addresses,
            limit,
        )

    def build_redeem_instructions(self) -> CombinableInstructions:
        return build_redeem_accrued_mango_instructions(
            self.context,
            self.wallet,
            self.perp_market,
            self.group,
            self.account,
            self.mngo_token_bank,
        )

    def build_cancel_all_orders_instructions(
        self, limit: Decimal = Decimal(32)
    ) -> CombinableInstructions:
        if self.perp_market.underlying_perp_market is None:
            raise Exception(
                f"PerpMarket {self.perp_market.symbol} has not been loaded."
            )
        return build_cancel_all_perp_orders_instructions(
            self.context,
            self.wallet,
            self.account,
            self.perp_market.underlying_perp_market,
            limit,
        )

    def __str__(self) -> str:
        return """« PerpMarketInstructionBuilder »"""


# # 🥭 PerpMarketOperations
#
# This file deals with placing orders for Perps.
#
class PerpMarketOperations(MarketOperations):
    def __init__(
        self,
        context: Context,
        wallet: Wallet,
        account: Account,
        market_instruction_builder: PerpMarketInstructionBuilder,
    ) -> None:
        super().__init__(market_instruction_builder.perp_market)
        self.context: Context = context
        self.wallet: Wallet = wallet
        self.market_instruction_builder: PerpMarketInstructionBuilder = (
            market_instruction_builder
        )
        self.account: Account = account

    @property
    def perp_market(self) -> PerpMarket:
        return self.market_instruction_builder.perp_market

    @property
    def market_name(self) -> str:
        return self.perp_market.symbol

    def cancel_order(
        self, order: Order, ok_if_missing: bool = False
    ) -> typing.Sequence[str]:
        self._logger.info(f"Cancelling {self.market_name} order {order}.")
        signers: CombinableInstructions = CombinableInstructions.from_wallet(
            self.wallet
        )
        cancel: CombinableInstructions = (
            self.market_instruction_builder.build_cancel_order_instructions(
                order, ok_if_missing=ok_if_missing
            )
        )
        crank = self._build_crank(add_self=True)
        settle = self.market_instruction_builder.build_settle_instructions()
        return (signers + cancel + crank + settle).execute(self.context)

    def place_order(self, order: Order, crank_limit: Decimal = Decimal(5)) -> Order:
        client_id: int = self.context.generate_client_id()
        signers: CombinableInstructions = CombinableInstructions.from_wallet(
            self.wallet
        )
        order_with_client_id: Order = order.with_client_id(client_id)
        self._logger.info(f"Placing {self.market_name} order {order_with_client_id}.")
        place: CombinableInstructions = (
            self.market_instruction_builder.build_place_order_instructions(
                order_with_client_id
            )
        )
        crank = self._build_crank(add_self=True, limit=crank_limit)
        settle = self.market_instruction_builder.build_settle_instructions()
        (signers + place + crank + settle).execute(self.context)
        return order_with_client_id

    def settle(self) -> typing.Sequence[str]:
        signers: CombinableInstructions = CombinableInstructions.from_wallet(
            self.wallet
        )
        settle = self.market_instruction_builder.build_settle_instructions()
        return (signers + settle).execute(self.context)

    def crank(self, limit: Decimal = Decimal(32)) -> typing.Sequence[str]:
        signers: CombinableInstructions = CombinableInstructions.from_wallet(
            self.wallet
        )
        crank = self._build_crank(limit=limit)
        return (signers + crank).execute(self.context)

    def create_openorders(self) -> PublicKey:
        return SYSTEM_PROGRAM_ADDRESS

    def ensure_openorders(self) -> PublicKey:
        return SYSTEM_PROGRAM_ADDRESS

    def load_orderbook(self) -> OrderBook:
        return self.perp_market.fetch_orderbook(self.context)

    def load_my_orders(self, include_expired: bool = False) -> typing.Sequence[Order]:
        orderbook: OrderBook = self.load_orderbook()
        return orderbook.all_orders_for_owner(
            self.account.address, include_expired=include_expired
        )

    def _build_crank(
        self, limit: Decimal = Decimal(32), add_self: bool = False
    ) -> CombinableInstructions:
        accounts_to_crank: typing.List[PublicKey] = []
        for event_to_crank in self.perp_market.unprocessed_events(self.context):
            accounts_to_crank += event_to_crank.accounts_to_crank

        if add_self:
            accounts_to_crank += [self.account.address]

        if len(accounts_to_crank) == 0:
            return CombinableInstructions.empty()

        self._logger.debug(
            f"Building crank instruction with {len(accounts_to_crank)} public keys, throttled to {limit}"
        )
        return self.market_instruction_builder.build_crank_instructions(
            accounts_to_crank, limit
        )

    def __str__(self) -> str:
        return f"""« PerpMarketOperations [{self.market_name}] »"""