130 lines
7.1 KiB
Python
130 lines
7.1 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 pyserum.market import Market
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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 .context import Context
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from .group import Group
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from .instructions import build_serum_consume_events_instructions, build_spot_place_order_instructions, build_cancel_spot_order_instructions, build_spot_settle_instructions, build_spot_openorders_instructions
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from .marketinstructionbuilder import MarketInstructionBuilder
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from .orders import Order
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from .publickey import encode_public_key_for_sorting
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from .spotmarket import SpotMarket
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from .tokenaccount import TokenAccount
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from .wallet import Wallet
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# # 🥭 SpotMarketInstructionBuilder
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#
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# This file deals with building instructions for Spot 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 SpotMarketInstructionBuilder(MarketInstructionBuilder):
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def __init__(self, context: Context, wallet: Wallet, group: Group, account: Account, spot_market: SpotMarket, raw_market: Market, base_token_account: TokenAccount, quote_token_account: TokenAccount, market_index: int, fee_discount_token_address: typing.Optional[PublicKey]):
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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.group: Group = group
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self.account: Account = account
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self.spot_market: SpotMarket = spot_market
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self.raw_market: Market = raw_market
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self.base_token_account: TokenAccount = base_token_account
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self.quote_token_account: TokenAccount = quote_token_account
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self.group_market_index: int = market_index
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self.fee_discount_token_address: typing.Optional[PublicKey] = fee_discount_token_address
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self.market_index = group.find_spot_market_index(spot_market.address)
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self.open_orders_address = self.account.spot_open_orders[self.market_index]
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@staticmethod
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def load(context: Context, wallet: Wallet, group: Group, account: Account, spot_market: SpotMarket) -> "SpotMarketInstructionBuilder":
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raw_market: Market = Market.load(context.client, spot_market.address, context.dex_program_id)
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fee_discount_token_address: typing.Optional[PublicKey] = None
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srm_token = context.token_lookup.find_by_symbol("SRM")
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if srm_token is not None:
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fee_discount_token_account = TokenAccount.fetch_largest_for_owner_and_token(
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context, wallet.address, srm_token)
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if fee_discount_token_account is not None:
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fee_discount_token_address = fee_discount_token_account.address
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base_token_account = TokenAccount.fetch_largest_for_owner_and_token(context, wallet.address, spot_market.base)
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if base_token_account is None:
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raise Exception(f"Could not find source token account for base token {spot_market.base.symbol}.")
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quote_token_account = TokenAccount.fetch_largest_for_owner_and_token(
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context, wallet.address, spot_market.quote)
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if quote_token_account is None:
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raise Exception(f"Could not find source token account for quote token {spot_market.quote.symbol}.")
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market_index = group.find_spot_market_index(spot_market.address)
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return SpotMarketInstructionBuilder(context, wallet, group, account, spot_market, raw_market, base_token_account, quote_token_account, market_index, fee_discount_token_address)
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def build_cancel_order_instructions(self, order: Order) -> CombinableInstructions:
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open_orders = self.account.spot_open_orders[self.group_market_index]
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return build_cancel_spot_order_instructions(
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self.context, self.wallet, self.group, self.account, self.raw_market, order, open_orders)
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def build_place_order_instructions(self, order: Order) -> CombinableInstructions:
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return build_spot_place_order_instructions(self.context, self.wallet, self.group, self.account,
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self.raw_market, order.order_type, order.side, order.price,
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order.quantity, order.client_id,
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self.fee_discount_token_address)
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def build_settle_instructions(self) -> CombinableInstructions:
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if self.open_orders_address is None:
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return CombinableInstructions.empty()
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base_rootbank = self.group.find_token_info_by_token(self.spot_market.base).root_bank
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base_nodebank = base_rootbank.pick_node_bank(self.context)
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quote_rootbank = self.group.find_token_info_by_token(self.spot_market.quote).root_bank
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quote_nodebank = quote_rootbank.pick_node_bank(self.context)
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return build_spot_settle_instructions(self.context, self.wallet, self.account,
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self.raw_market, self.group, self.open_orders_address,
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base_rootbank, base_nodebank, quote_rootbank, quote_nodebank)
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def build_crank_instructions(self, open_orders_addresses: typing.Sequence[PublicKey], limit: Decimal = Decimal(32)) -> CombinableInstructions:
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if self.open_orders_address is None:
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return CombinableInstructions.empty()
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distinct_open_orders_addresses: typing.List[PublicKey] = []
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for oo in open_orders_addresses:
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if oo not in distinct_open_orders_addresses:
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distinct_open_orders_addresses += [oo]
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limited_open_orders_addresses = distinct_open_orders_addresses[0:min(
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int(limit), len(distinct_open_orders_addresses))]
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limited_open_orders_addresses.sort(key=encode_public_key_for_sorting)
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return build_serum_consume_events_instructions(self.context, self.spot_market.address, self.raw_market.state.event_queue(), limited_open_orders_addresses, int(limit))
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def build_create_openorders_instructions(self) -> CombinableInstructions:
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return build_spot_openorders_instructions(self.context, self.wallet, self.group, self.account, self.raw_market)
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def __str__(self) -> str:
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return f"« 𝚂𝚙𝚘𝚝𝙼𝚊𝚛𝚔𝚎𝚝𝙸𝚗𝚜𝚝𝚛𝚞𝚌𝚝𝚒𝚘𝚗𝙱𝚞𝚒𝚕𝚍𝚎𝚛 [{self.spot_market.symbol}] »"
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