141 lines
6.1 KiB
Python
141 lines
6.1 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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from datetime import datetime
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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 .group import Group
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from .layouts import layouts
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from .metadata import Metadata
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from .tokeninfo import TokenInfo
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from .version import Version
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# # 🥭 PerpMarket class
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#
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# `PerpMarket` holds details of a particular perp market.
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#
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class PerpMarket(AddressableAccount):
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def __init__(self, account_info: AccountInfo, version: Version,
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meta_data: Metadata, group: Group, bids: PublicKey, asks: PublicKey,
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event_queue: PublicKey, base_lot_size: Decimal, quote_lot_size: Decimal, long_funding: Decimal,
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short_funding: Decimal, open_interest: Decimal, last_updated: datetime, seq_num: Decimal,
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fees_accrued: Decimal, max_depth_bips: Decimal, scaler: PublicKey,
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total_liquidity_points: Decimal, points_per_mngo: Decimal, mngo_vault: PublicKey):
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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.group: Group = group
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self.bids: PublicKey = bids
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self.asks: PublicKey = asks
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self.event_queue: PublicKey = event_queue
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self.base_lot_size: Decimal = base_lot_size
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self.quote_lot_size: Decimal = quote_lot_size
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self.long_funding: Decimal = long_funding
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self.short_funding: Decimal = short_funding
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self.open_interest: Decimal = open_interest
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self.last_updated: datetime = last_updated
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self.seq_num: Decimal = seq_num
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self.fees_accrued: Decimal = fees_accrued
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self.max_depth_bips: Decimal = max_depth_bips
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self.scaler: PublicKey = scaler
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self.total_liquidity_points: Decimal = total_liquidity_points
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self.points_per_mngo: Decimal = points_per_mngo
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self.mngo_vault: PublicKey = mngo_vault
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self.market_index = group.find_perp_market_index(self.address)
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base_token = group.tokens[self.market_index]
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if base_token is None:
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raise Exception(f"Could not find base token at index {self.market_index} for perp market {self.address}.")
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self.base_token: TokenInfo = base_token
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quote_token = group.tokens[-1]
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if quote_token is None:
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raise Exception(f"Could not find shared quote token for perp market {self.address}.")
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self.quote_token: TokenInfo = quote_token
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@staticmethod
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def from_layout(layout: layouts.PERP_MARKET, account_info: AccountInfo, version: Version, group: Group) -> "PerpMarket":
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meta_data = Metadata.from_layout(layout.meta_data)
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bids: PublicKey = layout.bids
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asks: PublicKey = layout.asks
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event_queue: PublicKey = layout.event_queue
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base_lot_size: Decimal = layout.base_lot_size
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quote_lot_size: Decimal = layout.quote_lot_size
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long_funding: Decimal = layout.long_funding
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short_funding: Decimal = layout.short_funding
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open_interest: Decimal = layout.open_interest
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last_updated: datetime = layout.last_updated
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seq_num: Decimal = layout.seq_num
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fees_accrued: Decimal = layout.fees_accrued
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max_depth_bips: Decimal = layout.max_depth_bips
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scaler: PublicKey = layout.scaler
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total_liquidity_points: Decimal = layout.total_liquidity_points
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points_per_mngo: Decimal = layout.points_per_mngo
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mngo_vault: PublicKey = layout.mngo_vault
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return PerpMarket(account_info, version, meta_data, group, bids, asks, event_queue,
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base_lot_size, quote_lot_size, long_funding, short_funding, open_interest,
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last_updated, seq_num, fees_accrued, max_depth_bips, scaler, total_liquidity_points,
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points_per_mngo, mngo_vault)
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@staticmethod
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def parse(account_info: AccountInfo, group: Group) -> "PerpMarket":
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data = account_info.data
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if len(data) != layouts.PERP_MARKET.sizeof():
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raise Exception(
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f"PerpMarket data length ({len(data)}) does not match expected size ({layouts.PERP_MARKET.sizeof()})")
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layout = layouts.PERP_MARKET.parse(data)
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return PerpMarket.from_layout(layout, account_info, Version.V1, group)
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@staticmethod
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def load(context: Context, address: PublicKey, group: Group) -> "PerpMarket":
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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"PerpMarket account not found at address '{address}'")
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return PerpMarket.parse(account_info, group)
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def __str__(self):
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return f"""« 𝙿𝚎𝚛𝚙𝙼𝚊𝚛𝚔𝚎𝚝 {self.version} [{self.address}]
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{self.meta_data}
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Group: {self.group.address}
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Bids: {self.bids}
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Asks: {self.asks}
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Event Queue: {self.event_queue}
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Long Funding: {self.long_funding}
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Short Funding: {self.short_funding}
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Open Interest: {self.open_interest}
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Base Lot Size: {self.base_lot_size}
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Quote Lot Size: {self.quote_lot_size}
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Last Updated: {self.last_updated}
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Seq Num: {self.seq_num}
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Fees Accrued: {self.fees_accrued}
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Max Depth Bips: {self.max_depth_bips}
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Scaler: {self.scaler}
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Total Liquidity Points: {self.total_liquidity_points}
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Points Per MNGO: {self.points_per_mngo}
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MNGO Vault: {self.mngo_vault}
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»"""
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