129 lines
5.4 KiB
Python
129 lines
5.4 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 .accountinfo import AccountInfo
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from .addressableaccount import AddressableAccount
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from .context import Context
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from .layouts import layouts
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from .metadata import Metadata
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from .orders import Order, Side
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from .perpmarket import PerpMarket
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from .version import Version
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# # 🥭 OrderBookSide class
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#
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# `OrderBookSide` holds orders for one side of a market.
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#
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class OrderBookSide(AddressableAccount):
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def __init__(self, account_info: AccountInfo, version: Version,
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meta_data: Metadata, perp_market: PerpMarket, bump_index: Decimal,
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free_list_len: Decimal, free_list_head: Decimal, root_node: Decimal,
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leaf_count: Decimal, nodes: typing.Any):
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super().__init__(account_info)
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self.version: Version = version
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self.meta_data: Metadata = meta_data
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self.perp_market: PerpMarket = perp_market
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self.bump_index: Decimal = bump_index
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self.free_list_len: Decimal = free_list_len
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self.free_list_head: Decimal = free_list_head
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self.root_node: Decimal = root_node
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self.leaf_count: Decimal = leaf_count
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self.nodes: typing.Any = nodes
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@staticmethod
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def from_layout(layout: layouts.ORDERBOOK_SIDE, account_info: AccountInfo, version: Version, perp_market: PerpMarket) -> "OrderBookSide":
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meta_data = Metadata.from_layout(layout.meta_data)
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bump_index: Decimal = layout.bump_index
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free_list_len: Decimal = layout.free_list_len
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free_list_head: Decimal = layout.free_list_head
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root_node: Decimal = layout.root_node
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leaf_count: Decimal = layout.leaf_count
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nodes: typing.Any = layout.nodes
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return OrderBookSide(account_info, version, meta_data, perp_market, bump_index, free_list_len, free_list_head, root_node, leaf_count, nodes)
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@staticmethod
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def parse(context: Context, account_info: AccountInfo, perp_market: PerpMarket) -> "OrderBookSide":
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data = account_info.data
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if len(data) != layouts.ORDERBOOK_SIDE.sizeof():
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raise Exception(
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f"OrderBookSide data length ({len(data)}) does not match expected size ({layouts.ORDERBOOK_SIDE.sizeof()})")
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layout = layouts.ORDERBOOK_SIDE.parse(data)
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return OrderBookSide.from_layout(layout, account_info, Version.V1, perp_market)
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@staticmethod
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def load(context: Context, address: PublicKey, perp_market: PerpMarket) -> "OrderBookSide":
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account_info = AccountInfo.load(context, address)
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if account_info is None:
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raise Exception(f"OrderBookSide account not found at address '{address}'")
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return OrderBookSide.parse(context, account_info, perp_market)
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def orders(self):
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if self.leaf_count == 0:
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return []
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if self.meta_data.data_type == layouts.DATA_TYPE.Bids:
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order_side = Side.BUY
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else:
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order_side = Side.SELL
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stack = [self.root_node]
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while len(stack) > 0:
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index = int(stack.pop())
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node = self.nodes[index]
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if node.type_name == "leaf":
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price = node.key["price"]
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quantity = node.quantity
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decimals_differential = self.perp_market.base_token.decimals - self.perp_market.quote_token.decimals
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native_to_ui = Decimal(10) ** decimals_differential
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actual_price = price * (self.perp_market.quote_lot_size / self.perp_market.base_lot_size) * native_to_ui
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base_factor = Decimal(10) ** self.perp_market.base_token.decimals
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actual_quantity = (quantity * self.perp_market.base_lot_size) / base_factor
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yield Order(int(node.key["order_id"]),
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node.client_order_id,
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node.owner,
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order_side,
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actual_price,
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actual_quantity)
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elif node.type_name == "inner":
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if order_side == Side.BUY:
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stack = [node.children[0], node.children[1], *stack]
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else:
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stack = [node.children[1], node.children[0], *stack]
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def __str__(self):
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nodes = "\n ".join([str(node).replace("\n", "\n ") for node in self.orders()])
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return f"""« 𝙾𝚛𝚍𝚎𝚛𝙱𝚘𝚘𝚔𝚂𝚒𝚍𝚎 {self.version} [{self.address}]
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{self.meta_data}
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Perp Market: {self.perp_market}
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Bump Index: {self.bump_index}
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Free List: {self.free_list_head} (head) {self.free_list_len} (length)
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Root Node: {self.root_node}
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Leaf Count: {self.leaf_count}
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{nodes}
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»"""
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