124 lines
5.8 KiB
Python
124 lines
5.8 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 pyserum.enums
|
|
import typing
|
|
|
|
from decimal import Decimal
|
|
from pyserum.market import Market
|
|
from pyserum.market.types import Order as SerumOrder
|
|
from solana.rpc.types import TxOpts
|
|
|
|
from .context import Context
|
|
from .marketoperations import MarketOperations
|
|
from .openorders import OpenOrders
|
|
from .orders import Order, OrderType, Side
|
|
from .spotmarket import SpotMarket
|
|
from .tokenaccount import TokenAccount
|
|
from .wallet import Wallet
|
|
|
|
|
|
# # 🥭 SerumMarketOperations class
|
|
#
|
|
# This class puts trades on the Serum orderbook. It doesn't do anything complicated.
|
|
#
|
|
|
|
class SerumMarketOperations(MarketOperations):
|
|
def __init__(self, context: Context, wallet: Wallet, spot_market: SpotMarket, reporter: typing.Callable[[str], None] = None):
|
|
super().__init__()
|
|
self.context: Context = context
|
|
self.wallet: Wallet = wallet
|
|
self.spot_market: SpotMarket = spot_market
|
|
self.market: Market = Market.load(context.client, spot_market.address, context.dex_program_id)
|
|
all_open_orders = OpenOrders.load_for_market_and_owner(
|
|
context, spot_market.address, wallet.address, context.dex_program_id, spot_market.base.decimals, spot_market.quote.decimals)
|
|
if len(all_open_orders) == 0:
|
|
raise Exception(f"No OpenOrders account available for market {spot_market}.")
|
|
self.open_orders = all_open_orders[0]
|
|
|
|
def report(text):
|
|
self.logger.info(text)
|
|
reporter(text)
|
|
|
|
def just_log(text):
|
|
self.logger.info(text)
|
|
|
|
if reporter is not None:
|
|
self.reporter = report
|
|
else:
|
|
self.reporter = just_log
|
|
|
|
def cancel_order(self, order: Order) -> str:
|
|
self.reporter(
|
|
f"Cancelling order {order.id} in openorders {self.open_orders.address} on market {self.spot_market.symbol}.")
|
|
try:
|
|
response = self.market.cancel_order_by_client_id(
|
|
self.wallet.account, self.open_orders.address, order.id,
|
|
TxOpts(preflight_commitment=self.context.commitment))
|
|
return self.context.unwrap_transaction_id_or_raise_exception(response)
|
|
except Exception as exception:
|
|
self.logger.warning(f"Failed to cancel order {order.id} - continuing. {exception}")
|
|
return ""
|
|
|
|
def place_order(self, side: Side, order_type: OrderType, price: Decimal, size: Decimal) -> Order:
|
|
client_id: int = self.context.random_client_id()
|
|
report: str = f"Placing {order_type} {side} order for size {size} at price {price} on market {self.spot_market.symbol} with ID {client_id}."
|
|
self.logger.info(report)
|
|
self.reporter(report)
|
|
serum_order_type = pyserum.enums.OrderType.POST_ONLY if order_type == OrderType.POST_ONLY else pyserum.enums.OrderType.IOC if order_type == OrderType.IOC else pyserum.enums.OrderType.LIMIT
|
|
serum_side = pyserum.enums.Side.BUY if side == Side.BUY else pyserum.enums.Side.SELL
|
|
payer_token = self.spot_market.quote if side == Side.BUY else self.spot_market.base
|
|
token_account = TokenAccount.fetch_largest_for_owner_and_token(self.context, self.wallet.address, payer_token)
|
|
if token_account is None:
|
|
raise Exception(f"Could not find payer token account for token {payer_token.symbol}.")
|
|
|
|
response = self.market.place_order(token_account.address, self.wallet.account,
|
|
serum_order_type, serum_side, float(price), float(size),
|
|
client_id, TxOpts(preflight_commitment=self.context.commitment))
|
|
self.context.unwrap_or_raise_exception(response)
|
|
return Order(id=0, side=side, price=price, size=size, client_id=client_id, owner=self.open_orders.address)
|
|
|
|
def _serum_order_to_order(serum_order: SerumOrder) -> Order:
|
|
price = Decimal(serum_order.info.price)
|
|
size = Decimal(serum_order.info.size)
|
|
side = Side.BUY if serum_order.side == pyserum.enums.Side.BUY else Side.SELL
|
|
order = Order(id=serum_order.order_id, side=side, price=price, size=size,
|
|
client_id=serum_order.client_id, owner=serum_order.open_order_address)
|
|
return order
|
|
|
|
def load_orders(self) -> typing.List[Order]:
|
|
asks = self.market.load_asks()
|
|
orders: typing.List[Order] = []
|
|
for serum_order in asks:
|
|
orders += [SerumMarketOperations._serum_order_to_order(serum_order)]
|
|
|
|
bids = self.market.load_bids()
|
|
for serum_order in bids:
|
|
orders += [SerumMarketOperations._serum_order_to_order(serum_order)]
|
|
|
|
return orders
|
|
|
|
def load_my_orders(self) -> typing.List[Order]:
|
|
serum_orders = self.market.load_orders_for_owner(self.wallet.address)
|
|
orders: typing.List[Order] = []
|
|
for serum_order in serum_orders:
|
|
orders += [SerumMarketOperations._serum_order_to_order(serum_order)]
|
|
|
|
return orders
|
|
|
|
def __str__(self) -> str:
|
|
return f"""« 𝚂𝚎𝚛𝚞𝚖𝙾𝚛𝚍𝚎𝚛𝙿𝚕𝚊𝚌𝚎𝚛 [{self.spot_market.symbol}] »"""
|