163 lines
8.2 KiB
Plaintext
Executable File
163 lines
8.2 KiB
Plaintext
Executable File
#!/usr/bin/env pyston3
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import argparse
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import logging
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import os
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import os.path
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import rx
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import rx.operators as ops
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import sys
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import threading
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import traceback
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from decimal import Decimal
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sys.path.insert(0, os.path.abspath(
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os.path.join(os.path.dirname(__file__), '..')))
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import mango # nopep8
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# We explicitly want argument parsing to be outside the main try-except block because some arguments
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# (like --help) will cause an exit, which our except: block traps.
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parser = argparse.ArgumentParser(description="Run a liquidator for a Mango Markets group.")
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mango.Context.add_command_line_parameters(parser)
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mango.Wallet.add_command_line_parameters(parser)
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parser.add_argument("--name", type=str, default="Mango Markets Liquidator",
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help="Name of the liquidator (used in reports and alerts)")
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parser.add_argument("--throttle-reload-to-seconds", type=Decimal, default=Decimal(60),
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help="minimum number of seconds between each full margin account reload loop (including time taken processing accounts)")
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parser.add_argument("--throttle-ripe-update-to-seconds", type=Decimal, default=Decimal(5),
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help="minimum number of seconds between each ripe update loop (including time taken processing accounts)")
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parser.add_argument("--target", type=str, action="append",
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help="token symbol plus target value or percentage, separated by a colon (e.g. 'ETH:2.5' or 'ETH:33%')")
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parser.add_argument("--action-threshold", type=Decimal, default=Decimal("0.01"),
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help="fraction of total wallet value a trade must be above to be carried out")
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parser.add_argument("--adjustment-factor", type=Decimal, default=Decimal("0.05"),
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help="factor by which to adjust the SELL price (akin to maximum slippage)")
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parser.add_argument("--notify-liquidations", type=mango.parse_subscription_target, action="append", default=[],
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help="The notification target for liquidation events")
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parser.add_argument("--notify-successful-liquidations", type=mango.parse_subscription_target,
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action="append", default=[], help="The notification target for successful liquidation events")
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parser.add_argument("--notify-failed-liquidations", type=mango.parse_subscription_target,
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action="append", default=[], help="The notification target for failed liquidation events")
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parser.add_argument("--notify-errors", type=mango.parse_subscription_target, action="append", default=[],
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help="The notification target for error events")
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parser.add_argument("--dry-run", action="store_true", default=False,
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help="runs as read-only and does not perform any transactions")
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args = parser.parse_args()
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logging.getLogger().setLevel(args.log_level)
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for notify in args.notify_errors:
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handler = mango.NotificationHandler(notify)
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handler.setLevel(logging.ERROR)
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logging.getLogger().addHandler(handler)
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logging.warning(mango.WARNING_DISCLAIMER_TEXT)
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try:
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context = mango.Context.from_command_line_parameters(args)
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wallet = mango.Wallet.from_command_line_parameters_or_raise(args)
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action_threshold = args.action_threshold
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adjustment_factor = args.adjustment_factor
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throttle_reload_to_seconds = args.throttle_reload_to_seconds
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throttle_ripe_update_to_seconds = args.throttle_ripe_update_to_seconds
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liquidator_name = args.name
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logging.info(f"Context: {context}")
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logging.info(f"Wallet address: {wallet.address}")
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group = mango.Group.load(context)
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tokens = [basket_token.token for basket_token in group.basket_tokens]
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logging.info("Checking wallet accounts.")
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scout = mango.AccountScout()
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report = scout.verify_account_prepared_for_group(context, group, wallet.address)
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logging.info(f"Wallet account report: {report}")
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if report.has_errors:
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raise Exception(f"Account '{wallet.address}' is not prepared for group '{group.address}'.")
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logging.info("Wallet accounts OK.")
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liquidations_publisher = mango.EventSource[mango.LiquidationEvent]()
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liquidations_publisher.subscribe(on_next=lambda event: logging.info(
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str(mango.TransactionScout.load(context, event.signature))))
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for notification_target in args.notify_liquidations:
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liquidations_publisher.subscribe(on_next=notification_target.send)
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for notification_target in args.notify_successful_liquidations:
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filtering = mango.FilteringNotificationTarget(
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notification_target, lambda item: isinstance(item, mango.LiquidationEvent) and item.succeeded)
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liquidations_publisher.subscribe(on_next=filtering.send)
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for notification_target in args.notify_failed_liquidations:
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filtering = mango.FilteringNotificationTarget(
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notification_target, lambda item: isinstance(item, mango.LiquidationEvent) and not item.succeeded)
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liquidations_publisher.subscribe(on_next=filtering.send)
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if args.dry_run:
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account_liquidator: mango.AccountLiquidator = mango.NullAccountLiquidator()
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else:
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intermediate = mango.ForceCancelOrdersAccountLiquidator(context, wallet)
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account_liquidator = mango.ReportingAccountLiquidator(intermediate,
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context,
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wallet,
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liquidations_publisher,
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liquidator_name)
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if args.dry_run or (args.target is None) or (len(args.target) == 0):
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wallet_balancer: mango.WalletBalancer = mango.NullWalletBalancer()
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else:
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balance_parser = mango.TargetBalanceParser(tokens)
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targets = list(map(balance_parser.parse, args.target))
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trade_executor = mango.SerumImmediateTradeExecutor(context, wallet, adjustment_factor)
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wallet_balancer = mango.LiveWalletBalancer(
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context, wallet, group, trade_executor, action_threshold, tokens, targets)
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def fetch_prices(context):
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def _fetch_prices(_):
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with mango.retry_context("Price Fetch",
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lambda: mango.Group.load_with_prices(context),
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context.retry_pauses) as retrier:
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return retrier.run()
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return _fetch_prices
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def fetch_margin_accounts(context):
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group = mango.Group.load(context)
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def _fetch_margin_accounts(_):
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with mango.retry_context("Margin Account Fetch",
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lambda: mango.MarginAccount.load_ripe(context, group),
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context.retry_pauses) as retrier:
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return retrier.run()
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return _fetch_margin_accounts
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liquidation_processor = mango.LiquidationProcessor(context, account_liquidator, wallet_balancer)
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logging.info("Starting margin account fetcher subscription")
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margin_account_subscription = rx.interval(float(throttle_reload_to_seconds)).pipe(
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ops.subscribe_on(context.pool_scheduler),
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ops.start_with(-1),
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ops.map(fetch_margin_accounts(context)),
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ops.catch(mango.observable_pipeline_error_reporter),
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ops.retry()
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).subscribe(mango.create_backpressure_skipping_observer(on_next=liquidation_processor.update_margin_accounts, on_error=mango.log_subscription_error))
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logging.info("Starting price fetcher subscription")
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price_subscription = rx.interval(float(throttle_ripe_update_to_seconds)).pipe(
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ops.subscribe_on(context.pool_scheduler),
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ops.map(fetch_prices(context)),
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ops.catch(mango.observable_pipeline_error_reporter),
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ops.retry()
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).subscribe(mango.create_backpressure_skipping_observer(on_next=lambda piped: liquidation_processor.update_prices(piped[0], piped[1]), on_error=mango.log_subscription_error))
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# Wait - don't exit. Exiting will be handled by signals/interrupts.
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waiter = threading.Event()
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waiter.wait()
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except KeyboardInterrupt:
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logging.info("Liquidator stopping...")
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except Exception as exception:
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logging.critical(f"Liquidator stopped because of exception: {exception} - {traceback.format_exc()}")
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except:
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logging.critical(f"Liquidator stopped because of uncatchable error: {traceback.format_exc()}")
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finally:
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logging.info("Liquidator completed.")
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