92 lines
4.0 KiB
Python
92 lines
4.0 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 .account import Account
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from .accountinfo import AccountInfo
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from .combinableinstructions import CombinableInstructions
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from .context import Context
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from .marketoperations import MarketOperations
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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 .perpmarketinstructionbuilder import PerpMarketInstructionBuilder
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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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market_instruction_builder: PerpMarketInstructionBuilder,
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account: Account, 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.market_instruction_builder: PerpMarketInstructionBuilder = market_instruction_builder
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self.account: Account = 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) -> typing.Sequence[str]:
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self.reporter(f"Cancelling order {order.id} on market {self.market_name}.")
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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cancel = self.market_instruction_builder.build_cancel_order_instructions(order)
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return (signers + cancel).execute_and_unwrap_transaction_ids(self.context)
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def place_order(self, side: Side, order_type: OrderType, price: Decimal, size: Decimal) -> Order:
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client_id: int = self.context.random_client_id()
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report: str = f"Placing {order_type} {side} order for size {size} at price {price} on market {self.market_name} with ID {client_id}."
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self.logger.info(report)
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self.reporter(report)
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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place = self.market_instruction_builder.build_place_order_instructions(
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side, order_type, price, size, client_id)
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(signers + place).execute(self.context)
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return Order(id=0, side=side, price=price, size=size, client_id=client_id, owner=self.account.address)
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def load_orders(self) -> typing.Sequence[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.Sequence[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.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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