58 lines
2.4 KiB
Python
58 lines
2.4 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 argparse
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import mango
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import typing
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from .element import Element
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from ...modelstate import ModelState
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# # 🥭 QuoteSingleSideElement class
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#
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# Only allows orders from one side of the book to progress to the next element of the chain.
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#
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class QuoteSingleSideElement(Element):
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def __init__(self, side: mango.Side) -> None:
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super().__init__()
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self.allowed: mango.Side = side
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@staticmethod
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def add_command_line_parameters(parser: argparse.ArgumentParser) -> None:
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parser.add_argument("--quotesingleside-side", type=mango.Side,
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help="the single side to quote on - if BUY, all SELLs will be removed from desired orders, if SELL, all BUYs will be removed.")
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@staticmethod
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def from_command_line_parameters(args: argparse.Namespace) -> "QuoteSingleSideElement":
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side: mango.Side = args.quotesingleside_side
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return QuoteSingleSideElement(side)
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def process(self, context: mango.Context, model_state: ModelState, orders: typing.Sequence[mango.Order]) -> typing.Sequence[mango.Order]:
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new_orders: typing.List[mango.Order] = []
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for order in orders:
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if order.side == self.allowed:
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self.logger.debug(f"""Allowing {order.side} order [allowed: {self.allowed}]:
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Allowed: {order}""")
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new_orders += [order]
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else:
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self.logger.debug(f"""Removing {order.side} order [allowed: {self.allowed}]:
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Removed: {order}""")
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return new_orders
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def __str__(self) -> str:
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return "« 𝚀𝚞𝚘𝚝𝚎𝚂𝚒𝚗𝚐𝚕𝚎𝚂𝚒𝚍𝚎𝙴𝚕𝚎𝚖𝚎𝚗𝚝 »"
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