102 lines
4.5 KiB
Python
102 lines
4.5 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.account import Account
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from solana.publickey import PublicKey
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from solana.transaction import Transaction
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from .accountinfo import AccountInfo
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from .context import Context
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from .mangoaccount import MangoAccount
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from .marketoperations import MarketOperations
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from .merpsinstructions import build_cancel_perp_order_instructions, build_place_perp_order_instructions
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from .orderbookside import OrderBookSide
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from .orders import Order, OrderType, Side
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from .perpmarket import PerpMarket
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from .wallet import Wallet
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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, market_name: str, context: Context, wallet: Wallet,
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margin_account: MangoAccount, perp_market: PerpMarket,
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reporter: typing.Callable[[str], None] = None):
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super().__init__()
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self.market_name: str = market_name
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self.context: Context = context
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self.wallet: Wallet = wallet
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self.margin_account: MangoAccount = margin_account
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self.perp_market: PerpMarket = perp_market
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self.reporter = reporter or (lambda _: None)
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def cancel_order(self, order: Order) -> str:
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report = f"Cancelling order on market {self.market_name}."
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self.logger.info(report)
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self.reporter(report)
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signers: typing.List[Account] = [self.wallet.account]
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transaction = Transaction()
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cancel_instructions = build_cancel_perp_order_instructions(
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self.context, self.wallet, self.margin_account, self.perp_market, order)
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transaction.instructions.extend(cancel_instructions)
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response = self.context.client.send_transaction(transaction, *signers, opts=self.context.transaction_options)
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return self.context.unwrap_transaction_id_or_raise_exception(response)
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def place_order(self, side: Side, order_type: OrderType, price: Decimal, size: Decimal) -> Order:
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client_order_id = self.context.random_client_id()
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report = f"Placing {order_type} {side} order for size {size} at price {price} on market {self.market_name} using client ID {client_order_id}."
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self.logger.info(report)
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self.reporter(report)
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signers: typing.List[Account] = [self.wallet.account]
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transaction = Transaction()
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place_instructions = build_place_perp_order_instructions(
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self.context, self.wallet, self.perp_market.group, self.margin_account, self.perp_market, price, size, client_order_id, side, order_type)
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transaction.instructions.extend(place_instructions)
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response = self.context.client.send_transaction(transaction, *signers, opts=self.context.transaction_options)
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self.context.unwrap_transaction_id_or_raise_exception(response)
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return Order(id=0, side=side, price=price, size=size, client_id=client_order_id, owner=self.margin_account.address)
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def load_orders(self) -> typing.List[Order]:
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bids_address: PublicKey = self.perp_market.bids
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asks_address: PublicKey = self.perp_market.asks
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[bids, asks] = AccountInfo.load_multiple(self.context, [bids_address, asks_address])
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bid_side = OrderBookSide.parse(self.context, bids, self.perp_market)
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ask_side = OrderBookSide.parse(self.context, asks, self.perp_market)
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return [*bid_side.orders(), *ask_side.orders()]
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def load_my_orders(self) -> typing.List[Order]:
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orders = self.load_orders()
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mine = []
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for order in orders:
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if order.owner == self.margin_account.address:
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mine += [order]
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return mine
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def __str__(self) -> str:
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return f"""« 𝙿𝚎𝚛𝚙𝚜𝙾𝚛𝚍𝚎𝚛𝙿𝚕𝚊𝚌𝚎𝚛 [{self.market_name}] »"""
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