188 lines
9.3 KiB
Python
188 lines
9.3 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 typing
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from decimal import Decimal
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from solana.publickey import PublicKey
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from .account import Account
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from .combinableinstructions import CombinableInstructions
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from .constants import SYSTEM_PROGRAM_ADDRESS
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from .context import Context
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from .group import Group
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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
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from .marketoperations import MarketInstructionBuilder, MarketOperations
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from .orders import Order, OrderBook
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from .perpmarket import PerpMarket
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from .publickey import encode_public_key_for_sorting
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from .tokenbank import TokenBank
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from .wallet import Wallet
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# # 🥭 PerpMarketInstructionBuilder
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#
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# This file deals with building instructions for Perp markets.
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#
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# As a matter of policy for all InstructionBuidlers, construction and build_* methods should all work with
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# existing data, requiring no fetches from Solana or other sources. All necessary data should all be loaded
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# on initial setup in the `load()` method.
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#
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class PerpMarketInstructionBuilder(MarketInstructionBuilder):
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def __init__(self, context: Context, wallet: Wallet, perp_market: PerpMarket,
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group: Group, account: Account) -> None:
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super().__init__()
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self.context: Context = context
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self.wallet: Wallet = wallet
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self.perp_market: PerpMarket = perp_market
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self.group: Group = group
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self.account: Account = account
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self.mngo_token_bank: TokenBank = self.group.liquidity_incentive_token_bank
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@staticmethod
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def load(context: Context, wallet: Wallet, perp_market: PerpMarket, group: Group, account: Account) -> "PerpMarketInstructionBuilder":
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return PerpMarketInstructionBuilder(context, wallet, perp_market, group, account)
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def build_cancel_order_instructions(self, order: Order, ok_if_missing: bool = False) -> CombinableInstructions:
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if self.perp_market.underlying_perp_market is None:
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raise Exception(f"PerpMarket {self.perp_market.symbol} has not been loaded.")
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return build_cancel_perp_order_instructions(
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self.context, self.wallet, self.account, self.perp_market.underlying_perp_market, order, ok_if_missing)
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def build_place_order_instructions(self, order: Order) -> CombinableInstructions:
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if self.perp_market.underlying_perp_market is None:
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raise Exception(f"PerpMarket {self.perp_market.symbol} has not been loaded.")
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return build_place_perp_order_instructions(
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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, self.context.reflink)
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def build_settle_instructions(self) -> CombinableInstructions:
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return CombinableInstructions.empty()
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def build_crank_instructions(self, addresses: typing.Sequence[PublicKey], limit: Decimal = Decimal(32)) -> CombinableInstructions:
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if self.perp_market.underlying_perp_market is None:
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raise Exception(f"PerpMarket {self.perp_market.symbol} has not been loaded.")
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distinct_addresses: typing.List[PublicKey] = [self.account.address]
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for address in addresses:
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if address not in distinct_addresses:
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distinct_addresses += [address]
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if len(distinct_addresses) > limit:
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self._logger.warn(
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f"Cranking limited to {limit} of {len(distinct_addresses)} addresses waiting to be cranked.")
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limited_addresses = distinct_addresses[0:min(int(limit), len(distinct_addresses))]
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limited_addresses.sort(key=encode_public_key_for_sorting)
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self._logger.debug(f"About to crank {len(limited_addresses)} addresses: {limited_addresses}")
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return build_mango_consume_events_instructions(self.context, self.group, self.perp_market.underlying_perp_market, limited_addresses, limit)
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def build_redeem_instructions(self) -> CombinableInstructions:
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return build_redeem_accrued_mango_instructions(self.context, self.wallet, self.perp_market, self.group, self.account, self.mngo_token_bank)
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def build_cancel_all_orders_instructions(self, limit: Decimal = Decimal(32)) -> CombinableInstructions:
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if self.perp_market.underlying_perp_market is None:
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raise Exception(f"PerpMarket {self.perp_market.symbol} has not been loaded.")
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return build_cancel_all_perp_orders_instructions(
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self.context, self.wallet, self.account, self.perp_market.underlying_perp_market, limit)
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def __str__(self) -> str:
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return """« PerpMarketInstructionBuilder »"""
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# # 🥭 PerpMarketOperations
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#
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# This file deals with placing orders for Perps.
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#
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class PerpMarketOperations(MarketOperations):
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def __init__(self, context: Context, wallet: Wallet, account: Account,
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market_instruction_builder: PerpMarketInstructionBuilder) -> None:
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super().__init__(market_instruction_builder.perp_market)
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self.context: Context = context
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self.wallet: Wallet = wallet
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self.market_instruction_builder: PerpMarketInstructionBuilder = market_instruction_builder
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self.account: Account = account
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@property
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def perp_market(self) -> PerpMarket:
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return self.market_instruction_builder.perp_market
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@property
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def market_name(self) -> str:
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return self.perp_market.symbol
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def cancel_order(self, order: Order, ok_if_missing: bool = False) -> typing.Sequence[str]:
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self._logger.info(f"Cancelling {self.market_name} order {order}.")
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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cancel: CombinableInstructions = self.market_instruction_builder.build_cancel_order_instructions(
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order, ok_if_missing=ok_if_missing)
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crank = self._build_crank(add_self=True)
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settle = self.market_instruction_builder.build_settle_instructions()
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return (signers + cancel + crank + settle).execute(self.context)
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def place_order(self, order: Order, crank_limit: Decimal = Decimal(5)) -> Order:
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client_id: int = self.context.generate_client_id()
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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order_with_client_id: Order = order.with_client_id(client_id)
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self._logger.info(f"Placing {self.market_name} order {order_with_client_id}.")
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place: CombinableInstructions = self.market_instruction_builder.build_place_order_instructions(
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order_with_client_id)
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crank = self._build_crank(add_self=True, limit=crank_limit)
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settle = self.market_instruction_builder.build_settle_instructions()
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(signers + place + crank + settle).execute(self.context)
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return order_with_client_id
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def settle(self) -> typing.Sequence[str]:
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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settle = self.market_instruction_builder.build_settle_instructions()
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return (signers + settle).execute(self.context)
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def crank(self, limit: Decimal = Decimal(32)) -> typing.Sequence[str]:
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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crank = self._build_crank(limit=limit)
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return (signers + crank).execute(self.context)
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def create_openorders(self) -> PublicKey:
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return SYSTEM_PROGRAM_ADDRESS
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def ensure_openorders(self) -> PublicKey:
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return SYSTEM_PROGRAM_ADDRESS
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def load_orderbook(self) -> OrderBook:
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return self.perp_market.fetch_orderbook(self.context)
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def load_my_orders(self) -> typing.Sequence[Order]:
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orderbook: OrderBook = self.load_orderbook()
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return orderbook.all_orders_for_owner(self.account.address)
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def _build_crank(self, limit: Decimal = Decimal(32), add_self: bool = False) -> CombinableInstructions:
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accounts_to_crank: typing.List[PublicKey] = []
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for event_to_crank in self.perp_market.unprocessed_events(self.context):
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accounts_to_crank += event_to_crank.accounts_to_crank
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if add_self:
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accounts_to_crank += [self.account.address]
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if len(accounts_to_crank) == 0:
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return CombinableInstructions.empty()
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self._logger.debug(
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f"Building crank instruction with {len(accounts_to_crank)} public keys, throttled to {limit}")
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return self.market_instruction_builder.build_crank_instructions(accounts_to_crank, limit)
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def __str__(self) -> str:
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return f"""« PerpMarketOperations [{self.market_name}] »"""
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