183 lines
11 KiB
Python
183 lines
11 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 enum
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import mango
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import typing
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from solana.publickey import PublicKey
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from ..constants import SYSTEM_PROGRAM_ADDRESS
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from ..modelstate import ModelState
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from .modelstatebuilder import ModelStateBuilder, WebsocketModelStateBuilder, SerumPollingModelStateBuilder, SpotPollingModelStateBuilder, PerpPollingModelStateBuilder
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class ModelUpdateMode(enum.Enum):
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# We use strings here so that argparse can work with these as parameters.
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WEBSOCKET = "WEBSOCKET"
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POLL = "POLL"
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def __str__(self) -> str:
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return self.value
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def __repr__(self) -> str:
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return f"{self}"
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# # 🥭 ModelStateBuilder class
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#
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# Base class for building a `ModelState` through polling or websockets.
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#
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def model_state_builder_factory(mode: ModelUpdateMode, context: mango.Context, disposer: mango.DisposePropagator,
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websocket_manager: mango.WebSocketSubscriptionManager, health_check: mango.HealthCheck,
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wallet: mango.Wallet, group: mango.Group, account: mango.Account,
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market: mango.Market, oracle: mango.Oracle) -> ModelStateBuilder:
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if mode == ModelUpdateMode.WEBSOCKET:
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return _websocket_model_state_builder_factory(context, disposer, websocket_manager, health_check, wallet, group, account, market, oracle)
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else:
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return _polling_model_state_builder_factory(context, wallet, group, account, market, oracle)
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def _polling_model_state_builder_factory(context: mango.Context, wallet: mango.Wallet, group: mango.Group,
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account: mango.Account, market: mango.Market,
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oracle: mango.Oracle) -> ModelStateBuilder:
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if isinstance(market, mango.SerumMarket):
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return _polling_serum_model_state_builder_factory(context, wallet, group, account, market, oracle)
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elif isinstance(market, mango.SpotMarket):
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return _polling_spot_model_state_builder_factory(group, account, market, oracle)
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elif isinstance(market, mango.PerpMarket):
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return _polling_perp_model_state_builder_factory(group, account, market, oracle)
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else:
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raise Exception(f"Could not determine type of market {market.symbol}")
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def _polling_serum_model_state_builder_factory(context: mango.Context, wallet: mango.Wallet, group: mango.Group,
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account: mango.Account, market: mango.SerumMarket,
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oracle: mango.Oracle) -> ModelStateBuilder:
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base_account = mango.TokenAccount.fetch_largest_for_owner_and_token(
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context, wallet.address, market.base)
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if base_account is None:
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raise Exception(
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f"Could not find token account owned by {wallet.address} for base token {market.base}.")
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quote_account = mango.TokenAccount.fetch_largest_for_owner_and_token(
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context, wallet.address, market.quote)
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if quote_account is None:
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raise Exception(
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f"Could not find token account owned by {wallet.address} for quote token {market.quote}.")
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all_open_orders = mango.OpenOrders.load_for_market_and_owner(
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context, market.address, wallet.address, context.serum_program_address, market.base.decimals, market.quote.decimals)
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if len(all_open_orders) == 0:
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raise Exception(
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f"Could not find serum openorders account owned by {wallet.address} for market {market.symbol}.")
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return SerumPollingModelStateBuilder(
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all_open_orders[0].address, market, oracle, group.address, account.address, all_open_orders[0].address, base_account, quote_account)
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def _polling_spot_model_state_builder_factory(group: mango.Group, account: mango.Account, market: mango.SpotMarket,
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oracle: mango.Oracle) -> ModelStateBuilder:
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market_index: int = group.find_spot_market_index(market.address)
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open_orders_address: typing.Optional[PublicKey] = account.spot_open_orders[market_index]
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all_open_orders_addresses: typing.Sequence[PublicKey] = list(
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[oo for oo in account.spot_open_orders if oo is not None])
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if open_orders_address is None:
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raise Exception(
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f"Could not find spot openorders in account {account.address} for market {market.symbol}.")
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return SpotPollingModelStateBuilder(
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open_orders_address, market, oracle, group.address, group.cache, account.address, open_orders_address, all_open_orders_addresses)
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def _polling_perp_model_state_builder_factory(group: mango.Group, account: mango.Account, market: mango.PerpMarket,
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oracle: mango.Oracle) -> ModelStateBuilder:
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return PerpPollingModelStateBuilder(account.address, market, oracle, group.address, group.cache, account.address)
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def _websocket_model_state_builder_factory(context: mango.Context, disposer: mango.DisposePropagator,
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websocket_manager: mango.WebSocketSubscriptionManager,
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health_check: mango.HealthCheck, wallet: mango.Wallet,
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group: mango.Group, account: mango.Account, market: mango.Market,
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oracle: mango.Oracle) -> ModelStateBuilder:
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latest_group_observer = mango.build_group_watcher(context, websocket_manager, health_check, group)
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account_subscription, latest_account_observer = mango.build_account_watcher(
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context, websocket_manager, health_check, account, latest_group_observer)
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initial_price = oracle.fetch_price(context)
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price_feed = oracle.to_streaming_observable(context)
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latest_price_observer = mango.LatestItemObserverSubscriber(initial_price)
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price_disposable = price_feed.subscribe(latest_price_observer)
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disposer.add_disposable(price_disposable)
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health_check.add("price_subscription", price_feed)
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market = mango.ensure_market_loaded(context, market)
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if isinstance(market, mango.SerumMarket):
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order_owner: PublicKey = market.find_openorders_address_for_owner(
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context, wallet.address) or SYSTEM_PROGRAM_ADDRESS
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price_watcher: mango.Watcher[mango.Price] = mango.build_price_watcher(
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context, websocket_manager, health_check, disposer, "serum", market)
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inventory_watcher: mango.Watcher[mango.Inventory] = mango.build_serum_inventory_watcher(
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context, websocket_manager, health_check, disposer, wallet, market, price_watcher)
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latest_open_orders_observer: mango.Watcher[mango.PlacedOrdersContainer] = mango.build_serum_open_orders_watcher(
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context, websocket_manager, health_check, market, wallet)
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latest_bids_watcher: mango.Watcher[typing.Sequence[mango.Order]] = mango.build_serum_orderbook_side_watcher(
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context, websocket_manager, health_check, market.underlying_serum_market, mango.OrderBookSideType.BIDS)
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latest_asks_watcher: mango.Watcher[typing.Sequence[mango.Order]] = mango.build_serum_orderbook_side_watcher(
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context, websocket_manager, health_check, market.underlying_serum_market, mango.OrderBookSideType.ASKS)
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elif isinstance(market, mango.SpotMarket):
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market_index: int = group.find_spot_market_index(market.address)
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order_owner = account.spot_open_orders[market_index] or SYSTEM_PROGRAM_ADDRESS
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cache: mango.Cache = mango.Cache.load(context, group.cache)
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cache_watcher: mango.Watcher[mango.Cache] = mango.build_cache_watcher(
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context, websocket_manager, health_check, cache, group)
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all_open_orders_watchers: typing.List[mango.Watcher[mango.OpenOrders]] = []
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for basket_token in account.basket:
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if basket_token.spot_open_orders is not None:
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spot_market_symbol: str = f"spot:{basket_token.token_info.token.symbol}/{account.shared_quote_token.token_info.token.symbol}"
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spot_market = context.market_lookup.find_by_symbol(spot_market_symbol)
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if spot_market is None:
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raise Exception(f"Could not find spot market {spot_market_symbol}")
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if not isinstance(spot_market, mango.SpotMarket):
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raise Exception(f"Market {spot_market_symbol} is not a spot market")
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oo_watcher = mango.build_spot_open_orders_watcher(
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context, websocket_manager, health_check, wallet, account, group, spot_market)
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all_open_orders_watchers += [oo_watcher]
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if market.base == spot_market.base and market.quote == spot_market.quote:
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latest_open_orders_observer = oo_watcher
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inventory_watcher = mango.SpotInventoryAccountWatcher(
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market, latest_account_observer, latest_group_observer, all_open_orders_watchers, cache_watcher)
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latest_bids_watcher = mango.build_serum_orderbook_side_watcher(
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context, websocket_manager, health_check, market.underlying_serum_market, mango.OrderBookSideType.BIDS)
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latest_asks_watcher = mango.build_serum_orderbook_side_watcher(
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context, websocket_manager, health_check, market.underlying_serum_market, mango.OrderBookSideType.ASKS)
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elif isinstance(market, mango.PerpMarket):
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order_owner = account.address
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cache = mango.Cache.load(context, group.cache)
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cache_watcher = mango.build_cache_watcher(context, websocket_manager, health_check, cache, group)
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inventory_watcher = mango.PerpInventoryAccountWatcher(
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market, latest_account_observer, latest_group_observer, cache_watcher, group)
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latest_open_orders_observer = mango.build_perp_open_orders_watcher(
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context, websocket_manager, health_check, market, account, group, account_subscription)
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latest_bids_watcher = mango.build_perp_orderbook_side_watcher(
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context, websocket_manager, health_check, market, mango.OrderBookSideType.BIDS)
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latest_asks_watcher = mango.build_perp_orderbook_side_watcher(
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context, websocket_manager, health_check, market, mango.OrderBookSideType.ASKS)
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else:
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raise Exception(f"Could not determine type of market {market.symbol}")
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model_state = ModelState(order_owner, market, latest_group_observer, latest_account_observer,
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latest_price_observer, latest_open_orders_observer,
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inventory_watcher, latest_bids_watcher, latest_asks_watcher)
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return WebsocketModelStateBuilder(model_state)
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