250 lines
13 KiB
Python
250 lines
13 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.market import Market as PySerumMarket
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from solana.publickey import PublicKey
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from .combinableinstructions import CombinableInstructions
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from .constants import SYSTEM_PROGRAM_ADDRESS
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from .context import Context
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from .instructions import build_create_serum_open_orders_instructions, build_serum_consume_events_instructions, build_serum_settle_instructions, build_serum_place_order_instructions
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from .marketoperations import MarketInstructionBuilder, MarketOperations
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from .openorders import OpenOrders
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from .orders import Order, OrderBook, Side
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from .publickey import encode_public_key_for_sorting
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from .serummarket import SerumMarket
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from .token import Instrument, Token
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from .tokenaccount import TokenAccount
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from .wallet import Wallet
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# # 🥭 SerumMarketInstructionBuilder
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#
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# This file deals with building instructions for Serum 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 SerumMarketInstructionBuilder(MarketInstructionBuilder):
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def __init__(self, context: Context, wallet: Wallet, serum_market: SerumMarket, raw_market: PySerumMarket,
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base_token_account: TokenAccount, quote_token_account: TokenAccount,
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open_orders_address: typing.Optional[PublicKey],
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fee_discount_token_address: PublicKey) -> None:
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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.serum_market: SerumMarket = serum_market
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self.raw_market: PySerumMarket = 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.open_orders_address: typing.Optional[PublicKey] = open_orders_address
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self.fee_discount_token_address: PublicKey = fee_discount_token_address
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@staticmethod
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def load(context: Context, wallet: Wallet, serum_market: SerumMarket) -> "SerumMarketInstructionBuilder":
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raw_market: PySerumMarket = PySerumMarket.load(
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context.client.compatible_client, serum_market.address, context.serum_program_address)
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fee_discount_token_address: PublicKey = SYSTEM_PROGRAM_ADDRESS
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srm_instrument: typing.Optional[Instrument] = context.instrument_lookup.find_by_symbol("SRM")
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if srm_instrument is not None:
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srm_token: Token = Token.ensure(srm_instrument)
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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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open_orders_address: typing.Optional[PublicKey] = None
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all_open_orders = OpenOrders.load_for_market_and_owner(
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context, serum_market.address, wallet.address, context.serum_program_address, serum_market.base.decimals, serum_market.quote.decimals)
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if len(all_open_orders) > 0:
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open_orders_address = all_open_orders[0].address
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base_token_account = TokenAccount.fetch_largest_for_owner_and_token(context, wallet.address, serum_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 {serum_market.base.symbol}.")
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quote_token_account = TokenAccount.fetch_largest_for_owner_and_token(
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context, wallet.address, serum_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 {serum_market.quote.symbol}.")
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return SerumMarketInstructionBuilder(context, wallet, serum_market, raw_market, base_token_account, quote_token_account, open_orders_address, fee_discount_token_address)
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def build_cancel_order_instructions(self, order: Order, ok_if_missing: bool = False) -> CombinableInstructions:
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# For us to cancel an order, an open_orders account must already exist (or have existed).
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if self.open_orders_address is None:
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raise Exception(f"Cannot cancel order with client ID {order.client_id} - no OpenOrders account.")
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raw_instruction = self.raw_market.make_cancel_order_by_client_id_instruction(
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self.wallet.keypair, self.open_orders_address, order.client_id
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)
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return CombinableInstructions.from_instruction(raw_instruction)
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def build_place_order_instructions(self, order: Order) -> CombinableInstructions:
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ensure_open_orders = CombinableInstructions.empty()
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if self.open_orders_address is None:
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ensure_open_orders = self.build_create_openorders_instructions()
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if self.open_orders_address is None:
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raise Exception("Failed to find or create OpenOrders address")
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payer_token_account = self.quote_token_account if order.side == Side.BUY else self.base_token_account
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place = build_serum_place_order_instructions(self.context, self.wallet, self.raw_market,
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payer_token_account.address, self.open_orders_address,
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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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return ensure_open_orders + place
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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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return build_serum_settle_instructions(self.context, self.wallet, self.raw_market, self.open_orders_address, self.base_token_account.address, self.quote_token_account.address)
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def build_crank_instructions(self, addresses: typing.Sequence[PublicKey], limit: Decimal = Decimal(32)) -> CombinableInstructions:
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if self.open_orders_address is None:
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self._logger.debug("Returning empty crank instructions - no serum OpenOrders address provided.")
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return CombinableInstructions.empty()
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distinct_addresses: typing.List[PublicKey] = [self.open_orders_address]
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for oo in addresses:
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if oo not in distinct_addresses:
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distinct_addresses += [oo]
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if len(distinct_addresses) > limit:
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self._logger.warn(
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f"Cranking limited to {limit} of {len(distinct_addresses)} addresses waiting to be cranked.")
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limited_addresses = distinct_addresses[0:min(int(limit), len(distinct_addresses))]
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limited_addresses.sort(key=encode_public_key_for_sorting)
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self._logger.debug(f"About to crank {len(limited_addresses)} addresses: {limited_addresses}")
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return build_serum_consume_events_instructions(self.context, self.serum_market.address, self.raw_market.state.event_queue(), limited_addresses, int(limit))
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def build_create_openorders_instructions(self) -> CombinableInstructions:
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create_open_orders = build_create_serum_open_orders_instructions(self.context, self.wallet, self.raw_market)
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self.open_orders_address = create_open_orders.signers[0].public_key
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return create_open_orders
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def build_redeem_instructions(self) -> CombinableInstructions:
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return CombinableInstructions.empty()
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def __str__(self) -> str:
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return """« SerumMarketInstructionBuilder »"""
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# # 🥭 SerumMarketOperations class
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#
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# This class performs standard operations on the Serum orderbook.
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#
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class SerumMarketOperations(MarketOperations):
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def __init__(self, context: Context, wallet: Wallet,
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market_instruction_builder: SerumMarketInstructionBuilder) -> None:
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super().__init__(market_instruction_builder.serum_market)
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self.context: Context = context
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self.wallet: Wallet = wallet
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self.market_instruction_builder: SerumMarketInstructionBuilder = market_instruction_builder
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@property
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def serum_market(self) -> SerumMarket:
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return self.market_instruction_builder.serum_market
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def cancel_order(self, order: Order, ok_if_missing: bool = False) -> typing.Sequence[str]:
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self._logger.info(f"Cancelling {self.serum_market.symbol} order {order}.")
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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cancel: CombinableInstructions = self.market_instruction_builder.build_cancel_order_instructions(
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order, ok_if_missing=ok_if_missing)
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crank: CombinableInstructions = self._build_crank()
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settle: CombinableInstructions = self.market_instruction_builder.build_settle_instructions()
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return (signers + cancel + crank + settle).execute(self.context)
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def place_order(self, order: Order, crank_limit: Decimal = Decimal(5)) -> Order:
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client_id: int = self.context.generate_client_id()
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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if order.reduce_only:
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self._logger.warning("Ignoring reduce_only flag on order because Serum doesn't support it.")
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open_orders_address = self.market_instruction_builder.open_orders_address or SYSTEM_PROGRAM_ADDRESS
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order_with_client_id: Order = Order(id=0, client_id=client_id, side=order.side, price=order.price,
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quantity=order.quantity, owner=open_orders_address,
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order_type=order.order_type)
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self._logger.info(f"Placing {self.serum_market.symbol} order {order_with_client_id}.")
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place: CombinableInstructions = self.market_instruction_builder.build_place_order_instructions(
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order_with_client_id)
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crank: CombinableInstructions = self._build_crank(crank_limit)
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settle: CombinableInstructions = self.market_instruction_builder.build_settle_instructions()
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(signers + place + crank + settle).execute(self.context)
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return order
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def settle(self) -> typing.Sequence[str]:
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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settle = self.market_instruction_builder.build_settle_instructions()
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return (signers + settle).execute(self.context)
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def crank(self, limit: Decimal = Decimal(32)) -> typing.Sequence[str]:
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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crank = self._build_crank(limit)
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return (signers + crank).execute(self.context)
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def create_openorders(self) -> PublicKey:
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signers: CombinableInstructions = CombinableInstructions.from_wallet(self.wallet)
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create_open_orders = self.market_instruction_builder.build_create_openorders_instructions()
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open_orders_address = create_open_orders.signers[0].public_key
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(signers + create_open_orders).execute(self.context)
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return open_orders_address
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def ensure_openorders(self) -> PublicKey:
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if self.market_instruction_builder.open_orders_address is not None:
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return self.market_instruction_builder.open_orders_address
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return self.create_openorders()
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def load_orderbook(self) -> OrderBook:
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return self.serum_market.fetch_orderbook(self.context)
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def load_my_orders(self) -> typing.Sequence[Order]:
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open_orders_address = self.market_instruction_builder.open_orders_address
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if not open_orders_address:
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return []
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orderbook: OrderBook = self.load_orderbook()
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return list([o for o in [*orderbook.bids, *orderbook.asks] if o.owner == open_orders_address])
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def _build_crank(self, limit: Decimal = Decimal(32), add_self: bool = False) -> CombinableInstructions:
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open_orders_to_crank: typing.List[PublicKey] = []
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for event in self.serum_market.unprocessed_events(self.context):
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open_orders_to_crank += [event.public_key]
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if add_self and self.market_instruction_builder.open_orders_address is not None:
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open_orders_to_crank += [self.market_instruction_builder.open_orders_address]
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if len(open_orders_to_crank) == 0:
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return CombinableInstructions.empty()
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self._logger.debug(
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f"Building crank instruction with {len(open_orders_to_crank)} public keys, throttled to {limit}")
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return self.market_instruction_builder.build_crank_instructions(open_orders_to_crank, limit)
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def __str__(self) -> str:
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return f"""« SerumMarketOperations [{self.serum_market.symbol}] »"""
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