394 lines
15 KiB
Python
394 lines
15 KiB
Python
# # ⚠ 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 pyserum.market.market import Market as PySerumMarket
|
|
from solana.publickey import PublicKey
|
|
|
|
from .combinableinstructions import CombinableInstructions
|
|
from .constants import SYSTEM_PROGRAM_ADDRESS
|
|
from .context import Context
|
|
from .instructions import (
|
|
build_create_serum_open_orders_instructions,
|
|
build_serum_consume_events_instructions,
|
|
build_serum_settle_instructions,
|
|
build_serum_place_order_instructions,
|
|
)
|
|
from .marketoperations import MarketInstructionBuilder, MarketOperations
|
|
from .openorders import OpenOrders
|
|
from .orders import Order, OrderBook, Side
|
|
from .publickey import encode_public_key_for_sorting
|
|
from .serummarket import SerumMarket
|
|
from .token import Instrument, Token
|
|
from .tokenaccount import TokenAccount
|
|
from .wallet import Wallet
|
|
|
|
|
|
# # 🥭 SerumMarketInstructionBuilder
|
|
#
|
|
# This file deals with building instructions for Serum 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 SerumMarketInstructionBuilder(MarketInstructionBuilder):
|
|
def __init__(
|
|
self,
|
|
context: Context,
|
|
wallet: Wallet,
|
|
serum_market: SerumMarket,
|
|
raw_market: PySerumMarket,
|
|
base_token_account: TokenAccount,
|
|
quote_token_account: TokenAccount,
|
|
open_orders_address: typing.Optional[PublicKey],
|
|
fee_discount_token_address: PublicKey,
|
|
) -> None:
|
|
super().__init__()
|
|
self.context: Context = context
|
|
self.wallet: Wallet = wallet
|
|
self.serum_market: SerumMarket = serum_market
|
|
self.raw_market: PySerumMarket = raw_market
|
|
self.base_token_account: TokenAccount = base_token_account
|
|
self.quote_token_account: TokenAccount = quote_token_account
|
|
self.open_orders_address: typing.Optional[PublicKey] = open_orders_address
|
|
self.fee_discount_token_address: PublicKey = fee_discount_token_address
|
|
|
|
@staticmethod
|
|
def load(
|
|
context: Context, wallet: Wallet, serum_market: SerumMarket
|
|
) -> "SerumMarketInstructionBuilder":
|
|
raw_market: PySerumMarket = PySerumMarket.load(
|
|
context.client.compatible_client,
|
|
serum_market.address,
|
|
context.serum_program_address,
|
|
)
|
|
|
|
fee_discount_token_address: PublicKey = SYSTEM_PROGRAM_ADDRESS
|
|
srm_instrument: typing.Optional[
|
|
Instrument
|
|
] = context.instrument_lookup.find_by_symbol("SRM")
|
|
if srm_instrument is not None:
|
|
srm_token: Token = Token.ensure(srm_instrument)
|
|
fee_discount_token_account = TokenAccount.fetch_largest_for_owner_and_token(
|
|
context, wallet.address, srm_token
|
|
)
|
|
if fee_discount_token_account is not None:
|
|
fee_discount_token_address = fee_discount_token_account.address
|
|
|
|
open_orders_address: typing.Optional[PublicKey] = None
|
|
all_open_orders = OpenOrders.load_for_market_and_owner(
|
|
context,
|
|
serum_market.address,
|
|
wallet.address,
|
|
context.serum_program_address,
|
|
serum_market.base.decimals,
|
|
serum_market.quote.decimals,
|
|
)
|
|
if len(all_open_orders) > 0:
|
|
open_orders_address = all_open_orders[0].address
|
|
|
|
base_token_account = TokenAccount.fetch_largest_for_owner_and_token(
|
|
context, wallet.address, serum_market.base
|
|
)
|
|
if base_token_account is None:
|
|
raise Exception(
|
|
f"Could not find source token account for base token {serum_market.base.symbol}."
|
|
)
|
|
|
|
quote_token_account = TokenAccount.fetch_largest_for_owner_and_token(
|
|
context, wallet.address, serum_market.quote
|
|
)
|
|
if quote_token_account is None:
|
|
raise Exception(
|
|
f"Could not find source token account for quote token {serum_market.quote.symbol}."
|
|
)
|
|
|
|
return SerumMarketInstructionBuilder(
|
|
context,
|
|
wallet,
|
|
serum_market,
|
|
raw_market,
|
|
base_token_account,
|
|
quote_token_account,
|
|
open_orders_address,
|
|
fee_discount_token_address,
|
|
)
|
|
|
|
def build_cancel_order_instructions(
|
|
self, order: Order, ok_if_missing: bool = False
|
|
) -> CombinableInstructions:
|
|
# For us to cancel an order, an open_orders account must already exist (or have existed).
|
|
if self.open_orders_address is None:
|
|
raise Exception(
|
|
f"Cannot cancel order with client ID {order.client_id} - no OpenOrders account."
|
|
)
|
|
|
|
raw_instruction = self.raw_market.make_cancel_order_by_client_id_instruction(
|
|
self.wallet.keypair, self.open_orders_address, order.client_id
|
|
)
|
|
return CombinableInstructions.from_instruction(raw_instruction)
|
|
|
|
def build_place_order_instructions(self, order: Order) -> CombinableInstructions:
|
|
if order.reduce_only:
|
|
self._logger.warning(
|
|
"Ignoring reduce_only - not supported on Serum markets"
|
|
)
|
|
|
|
if order.expiration != Order.NoExpiration:
|
|
self._logger.warning("Ignoring expiration - not supported on Serum markets")
|
|
|
|
if order.match_limit != Order.DefaultMatchLimit:
|
|
self._logger.warning(
|
|
"Ignoring match_limit - not supported on Serum markets"
|
|
)
|
|
|
|
ensure_open_orders = CombinableInstructions.empty()
|
|
if self.open_orders_address is None:
|
|
ensure_open_orders = self.build_create_openorders_instructions()
|
|
|
|
if self.open_orders_address is None:
|
|
raise Exception("Failed to find or create OpenOrders address")
|
|
|
|
payer_token_account = (
|
|
self.quote_token_account
|
|
if order.side == Side.BUY
|
|
else self.base_token_account
|
|
)
|
|
place = build_serum_place_order_instructions(
|
|
self.context,
|
|
self.wallet,
|
|
self.raw_market,
|
|
payer_token_account.address,
|
|
self.open_orders_address,
|
|
order.order_type,
|
|
order.side,
|
|
order.price,
|
|
order.quantity,
|
|
order.client_id,
|
|
self.fee_discount_token_address,
|
|
)
|
|
|
|
return ensure_open_orders + place
|
|
|
|
def build_settle_instructions(self) -> CombinableInstructions:
|
|
if self.open_orders_address is None:
|
|
return CombinableInstructions.empty()
|
|
return build_serum_settle_instructions(
|
|
self.context,
|
|
self.wallet,
|
|
self.raw_market,
|
|
self.open_orders_address,
|
|
self.base_token_account.address,
|
|
self.quote_token_account.address,
|
|
)
|
|
|
|
def build_crank_instructions(
|
|
self, addresses: typing.Sequence[PublicKey], limit: Decimal = Decimal(32)
|
|
) -> CombinableInstructions:
|
|
if self.open_orders_address is None:
|
|
self._logger.debug(
|
|
"Returning empty crank instructions - no serum OpenOrders address provided."
|
|
)
|
|
return CombinableInstructions.empty()
|
|
|
|
distinct_addresses: typing.List[PublicKey] = [self.open_orders_address]
|
|
for oo in addresses:
|
|
if oo not in distinct_addresses:
|
|
distinct_addresses += [oo]
|
|
|
|
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_serum_consume_events_instructions(
|
|
self.context,
|
|
self.serum_market.address,
|
|
self.raw_market.state.event_queue(),
|
|
limited_addresses,
|
|
int(limit),
|
|
)
|
|
|
|
def build_create_openorders_instructions(self) -> CombinableInstructions:
|
|
create_open_orders = build_create_serum_open_orders_instructions(
|
|
self.context, self.wallet, self.raw_market
|
|
)
|
|
self.open_orders_address = create_open_orders.signers[0].public_key
|
|
return create_open_orders
|
|
|
|
def build_redeem_instructions(self) -> CombinableInstructions:
|
|
return CombinableInstructions.empty()
|
|
|
|
def __str__(self) -> str:
|
|
return """« SerumMarketInstructionBuilder »"""
|
|
|
|
|
|
# # 🥭 SerumMarketOperations class
|
|
#
|
|
# This class performs standard operations on the Serum orderbook.
|
|
#
|
|
class SerumMarketOperations(MarketOperations):
|
|
def __init__(
|
|
self,
|
|
context: Context,
|
|
wallet: Wallet,
|
|
market_instruction_builder: SerumMarketInstructionBuilder,
|
|
) -> None:
|
|
super().__init__(market_instruction_builder.serum_market)
|
|
self.context: Context = context
|
|
self.wallet: Wallet = wallet
|
|
self.market_instruction_builder: SerumMarketInstructionBuilder = (
|
|
market_instruction_builder
|
|
)
|
|
|
|
@property
|
|
def serum_market(self) -> SerumMarket:
|
|
return self.market_instruction_builder.serum_market
|
|
|
|
def cancel_order(
|
|
self, order: Order, ok_if_missing: bool = False
|
|
) -> typing.Sequence[str]:
|
|
self._logger.info(f"Cancelling {self.serum_market.symbol} 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: CombinableInstructions = self._build_crank()
|
|
settle: CombinableInstructions = (
|
|
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
|
|
)
|
|
|
|
open_orders_address = (
|
|
self.market_instruction_builder.open_orders_address
|
|
or SYSTEM_PROGRAM_ADDRESS
|
|
)
|
|
order_with_client_id: Order = Order(
|
|
id=0,
|
|
client_id=client_id,
|
|
side=order.side,
|
|
price=order.price,
|
|
quantity=order.quantity,
|
|
owner=open_orders_address,
|
|
order_type=order.order_type,
|
|
)
|
|
self._logger.info(
|
|
f"Placing {self.serum_market.symbol} order {order_with_client_id}."
|
|
)
|
|
place: CombinableInstructions = (
|
|
self.market_instruction_builder.build_place_order_instructions(
|
|
order_with_client_id
|
|
)
|
|
)
|
|
|
|
crank: CombinableInstructions = self._build_crank(crank_limit)
|
|
settle: CombinableInstructions = (
|
|
self.market_instruction_builder.build_settle_instructions()
|
|
)
|
|
|
|
(signers + place + crank + settle).execute(self.context)
|
|
return order
|
|
|
|
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)
|
|
return (signers + crank).execute(self.context)
|
|
|
|
def create_openorders(self) -> PublicKey:
|
|
signers: CombinableInstructions = CombinableInstructions.from_wallet(
|
|
self.wallet
|
|
)
|
|
create_open_orders = (
|
|
self.market_instruction_builder.build_create_openorders_instructions()
|
|
)
|
|
open_orders_address = create_open_orders.signers[0].public_key
|
|
(signers + create_open_orders).execute(self.context)
|
|
|
|
return open_orders_address
|
|
|
|
def ensure_openorders(self) -> PublicKey:
|
|
if self.market_instruction_builder.open_orders_address is not None:
|
|
return self.market_instruction_builder.open_orders_address
|
|
return self.create_openorders()
|
|
|
|
def load_orderbook(self) -> OrderBook:
|
|
return self.serum_market.fetch_orderbook(self.context)
|
|
|
|
def load_my_orders(self, include_expired: bool = False) -> typing.Sequence[Order]:
|
|
open_orders_address = self.market_instruction_builder.open_orders_address
|
|
if not open_orders_address:
|
|
return []
|
|
|
|
orderbook: OrderBook = self.load_orderbook()
|
|
return orderbook.all_orders_for_owner(
|
|
open_orders_address, include_expired=include_expired
|
|
)
|
|
|
|
def _build_crank(
|
|
self, limit: Decimal = Decimal(32), add_self: bool = False
|
|
) -> CombinableInstructions:
|
|
open_orders_to_crank: typing.List[PublicKey] = []
|
|
for event in self.serum_market.unprocessed_events(self.context):
|
|
open_orders_to_crank += [event.public_key]
|
|
|
|
if add_self and self.market_instruction_builder.open_orders_address is not None:
|
|
open_orders_to_crank += [
|
|
self.market_instruction_builder.open_orders_address
|
|
]
|
|
|
|
if len(open_orders_to_crank) == 0:
|
|
return CombinableInstructions.empty()
|
|
|
|
self._logger.debug(
|
|
f"Building crank instruction with {len(open_orders_to_crank)} public keys, throttled to {limit}"
|
|
)
|
|
return self.market_instruction_builder.build_crank_instructions(
|
|
open_orders_to_crank, limit
|
|
)
|
|
|
|
def __str__(self) -> str:
|
|
return f"""« SerumMarketOperations [{self.serum_market.symbol}] »"""
|