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mango-v4-service
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cleanup python examples 

Signed-off-by: microwavedcola1 <microwavedcola@gmail.com>
This commit is contained in:
microwavedcola1 2021-09-24 19:25:57 +02:00
parent 17a70b4155
commit e98ae395e8
8 changed files with 142 additions and 98 deletions
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1
README.md
View File

@ -33,7 +33,6 @@ losely sorted in order of importance/priority
- stop loss,
- market orders
- modify order
- withdraw
- funding payments
- advanced order types e.g. split
- populate still undefined fields in various endpoints

3
mango-service-v3/src/mango.simple.client.ts
View File

@ -42,7 +42,7 @@ class MangoSimpleClient {
public owner: Account,
public mangoAccount: MangoAccount
) {
setInterval(this.roundRobinClusterUrl, 20_000);
setInterval(this.roundRobinClusterUrl, 1_000);
}
static async create() {
@ -595,7 +595,6 @@ class MangoSimpleClient {
Math.floor(Math.random() * possibleClustersUrls.length)
];
logger.info(`switching to rpc node - ${clusterUrl}...`);
this.connection = new Connection(clusterUrl, "processed" as Commitment);
}
}

2
mango-service-v3/src/orders.controller.ts
View File

@ -138,6 +138,8 @@ class OrdersController implements Controller {
const placeOrderDto = request.body as PlaceOrderDto;
logger.info(`placing order`);
logger.info(`${placeOrderDto.price}`);
logger.info(`${placeOrderDto.size}`);
try {
await this.mangoSimpleClient.placeOrder(

92
py/example1_basic.py
View File

@ -1,30 +1,64 @@
from mango_service_v3_py.api import Exchange
from mango_service_v3_py.dtos import PlacePerpOrder, PlaceOrder
from mango_service_v3_py.api import MangoServiceV3Client
from mango_service_v3_py.dtos import PlaceOrder
if __name__ == "__main__":
exchange = Exchange()
mango_service_v3_client = MangoServiceV3Client()
print(exchange.get_open_positions())
for position in mango_service_v3_client.get_open_positions():
print(position.json(indent=4, sort_keys=True))
print(exchange.get_balances())
for balance in mango_service_v3_client.get_balances():
print(balance.json(indent=4, sort_keys=True))
print(exchange.get_markets())
print(exchange.get_market_by_market_name("BTC-PERP"))
for market in mango_service_v3_client.get_markets():
print(market.json(indent=4, sort_keys=True))
print(
mango_service_v3_client.get_market_by_market_name("BTC-PERP").json(
indent=4, sort_keys=True
)
)
print(exchange.get_orderboook("BTC-PERP"))
for order in mango_service_v3_client.get_orderboook("BTC-PERP"):
print(order.json(indent=4, sort_keys=True))
print(exchange.get_trades("BTC-PERP"))
for trade in mango_service_v3_client.get_trades("BTC-PERP"):
print(trade.json(indent=4, sort_keys=True))
print(exchange.get_candles("BTC-PERP", 60, 1625922900, 1631214960))
for candle in mango_service_v3_client.get_candles(
"BTC-PERP", 60, 1625922900, 1631214960
):
print(candle.json(indent=4, sort_keys=True))
print(exchange.get_orders())
print(exchange.get_orders_by_market_name("BTC-PERP"))
for order in mango_service_v3_client.get_orders():
print(order.json(indent=4, sort_keys=True))
for order in mango_service_v3_client.get_orders_by_market_name("BTC-PERP"):
print(order.json(indent=4, sort_keys=True))
exchange.place_order(
PlacePerpOrder(
mango_service_v3_client.place_order(
PlaceOrder(
market="BTC-PERP",
side="buy",
price=20000,
type="limit",
size=0.0001,
reduce_only=False,
ioc=False,
post_only=False,
client_id=123,
)
)
for order in mango_service_v3_client.get_orders():
print(order.json(indent=4, sort_keys=True))
mango_service_v3_client.cancel_order_by_client_id("123")
for order in mango_service_v3_client.get_orders():
print(order.json(indent=4, sort_keys=True))
mango_service_v3_client.place_order(
PlaceOrder(
market="BTC/USDC",
side="buy",
price=2000,
type="limit",
size=0.0001,
@ -34,27 +68,13 @@ if __name__ == "__main__":
client_id=123,
)
)
print(exchange.get_orders())
for order in mango_service_v3_client.get_orders():
print(order.json(indent=4, sort_keys=True))
exchange.place_order(
PlaceOrder(
market="BTC/USDC",
side="buy",
price=2000,
type="limit",
size=0.0001,
reduce_only=False,
ioc=False,
post_only=False,
)
)
print(exchange.get_orders())
mango_service_v3_client.cancel_order_by_client_id("123")
for order in mango_service_v3_client.get_orders():
print(order.json(indent=4, sort_keys=True))
exchange.cancel_order_by_order_id("3689367261485984031001846")
print(exchange.get_orders())
exchange.cancel_order_by_client_id("3689367261485984031001846")
print(exchange.get_orders())
exchange.cancel_all_orders()
print(exchange.get_orders())
mango_service_v3_client.cancel_all_orders()
for order in mango_service_v3_client.get_orders():
print(order.json(indent=4, sort_keys=True))

32
py/example2_set_stink_bids.py
View File

@ -1,5 +1,8 @@
from mango_service_v3_py.api import Exchange
from mango_service_v3_py.dtos import PlacePerpOrder
import os
import time
from mango_service_v3_py.api import MangoServiceV3Client
from mango_service_v3_py.dtos import PlaceOrder
MARKET = "BTC-PERP"
@ -11,28 +14,34 @@ def fibonacci_of(n):
if __name__ == "__main__":
exchange = Exchange()
os.environ["DELAY"] = 1
exchange.cancel_all_orders()
mango_service_v3_client = MangoServiceV3Client()
balances = exchange.get_balances()
market = mango_service_v3_client.get_market_by_market_name("BTC-PERP")[0]
mango_service_v3_client.cancel_all_orders()
balances = mango_service_v3_client.get_balances()
total_usd_balance = sum([balance.usd_value for balance in balances])
market = exchange.get_market_by_market_name(MARKET)[0]
market = mango_service_v3_client.get_market_by_market_name(MARKET)[0]
lowest = 25
fibs = [fib for fib in [fibonacci_of(n) for n in range(10)] if fib < lowest][1:]
fibs_sum = sum(fibs)
for i, fib in enumerate(fibs):
print((100 - fibs[-1] + fib) / 100)
price = market.last * (100 - fibs[-1] + fib) / 100
price = mango_service_v3_client.to_nearest(price, market.price_increment)
size = (total_usd_balance / market.price) * (fibs[len(fibs) - 1 - i] / fibs_sum)
size = mango_service_v3_client.to_nearest(size, market.size_increment)
if size < market.size_increment:
continue
print(f"setting order, price: {price}, size: {size}, value: {price * size}")
exchange.place_order(
PlacePerpOrder(
mango_service_v3_client.place_order(
PlaceOrder(
market=MARKET,
side="buy",
price=price,
@ -41,7 +50,8 @@ if __name__ == "__main__":
reduce_only=False,
ioc=False,
post_only=False,
client_id=123,
client_id=int(time.time()),
)
)
print(exchange.get_orders())
for order in mango_service_v3_client.get_orders():
print(f"set order at, price: {order.price}, size: {order.size}")

26
py/example3_market_maker.py
View File

@ -9,8 +9,8 @@ from os.path import getmtime
from tenacity import retry, wait_fixed, stop_after_delay, stop_after_attempt
from mango_service_v3_py.api import Exchange
from mango_service_v3_py.dtos import Side, PlacePerpOrder
from mango_service_v3_py.api import MangoServiceV3Client
from mango_service_v3_py.dtos import Side, PlaceOrder
# based on https://github.com/BitMEX/sample-market-maker/blob/master/market_maker/market_maker.py
@ -44,7 +44,7 @@ def toNearest(num, tickDec):
class MM:
def __init__(self):
self.exchange = Exchange()
self.mango_service_v3_client = MangoServiceV3Client()
self.market = None
self.start_position_buy = None
self.start_position_sell = None
@ -52,11 +52,11 @@ class MM:
# todo unused
@retry(stop=(stop_after_delay(10) | stop_after_attempt(5)), wait=wait_fixed(5))
def retry_wrapper(self, exchange_method, *arg):
getattr(self.exchange, exchange_method)(arg)
def retry_wrapper(self, mango_service_v3_client_method, *arg):
getattr(self.mango_service_v3_client, mango_service_v3_client_method)(arg)
def log_recent_trades(self) -> None:
trades = self.exchange.get_trades(MARKET)
trades = self.mango_service_v3_client.get_trades(MARKET)
recent_trades = [
trade
for trade in trades
@ -73,13 +73,13 @@ class MM:
logger.info("")
def get_ticker(self):
self.market = self.exchange.get_market_by_market_name(MARKET)[0]
self.market = self.mango_service_v3_client.get_market_by_market_name(MARKET)[0]
self.start_position_buy = self.market.bid - self.market.price_increment
self.start_position_sell = self.market.ask + self.market.price_increment
self.positions = [
position
for position in self.exchange.get_open_positions()
for position in self.mango_service_v3_client.get_open_positions()
if position.future == MARKET
]
@ -103,7 +103,7 @@ class MM:
to_cancel = []
buys_matched = 0
sells_matched = 0
existing_orders = self.exchange.get_orders()
existing_orders = self.mango_service_v3_client.get_orders()
existing_orders = sorted(existing_orders, key=lambda order_: order_.price)
buy_orders = sorted(buy_orders, key=lambda order_: order_.price)
@ -145,7 +145,7 @@ class MM:
)
for order in to_cancel:
try:
self.exchange.cancel_order_by_order_id(order.id)
self.mango_service_v3_client.cancel_order_by_order_id(order.id)
except:
pass
logger.info("")
@ -178,8 +178,8 @@ class MM:
f" |_ price {order.price}, side {order.side:4}, size {order.size}, value {order.price * order.size}"
)
for order in to_create:
self.exchange.place_order(
PlacePerpOrder(
self.mango_service_v3_client.place_order(
PlaceOrder(
market=MARKET,
side=order.side,
price=order.price,
@ -248,7 +248,7 @@ if __name__ == "__main__":
logger.info("deleting all orders...")
try:
mm.exchange.cancel_all_orders()
mm.mango_service_v3_client.cancel_all_orders()
except Exception as e:
logger.error(f"Exception: {e}")

81
py/mango_service_v3_py/api.py
View File

@ -1,10 +1,9 @@
import inspect
import json
import os
import time
from typing import List
import httpx
from httpx import TimeoutException
from pydantic import parse_obj_as
from mango_service_v3_py.dtos import (
@ -20,87 +19,105 @@ from mango_service_v3_py.dtos import (
# todo add mypy
def timeout_error_msg_customizer(response):
try:
response.raise_for_status()
except TimeoutException as e:
raise Exception(f"timed out within {inspect.stack()[1][3]}") from e
class Exchange:
def delayed(seconds):
def decorator(f):
def wrapper(*args, **kargs):
time.sleep(seconds)
return f(*args, **kargs)
return wrapper
return decorator
class MangoServiceV3Client:
def __init__(self):
if "BASE_URL" in os.environ:
self.BASE_URL = f"{os.environ['BASE_URL']}/api"
else:
self.BASE_URL = "http://localhost:3000/api"
@delayed(os.environ["DELAY"])
def get_open_positions(self) -> List[Position]:
response = httpx.get(f"{self.BASE_URL}/positions")
timeout_error_msg_customizer(response)
response = httpx.get(f"{self.BASE_URL}/positions", timeout=10.0)
return parse_obj_as(List[Position], json.loads(response.text)["result"])
@delayed(os.environ["DELAY"])
def get_balances(self) -> List[Balance]:
response = httpx.get(f"{self.BASE_URL}/wallet/balances")
timeout_error_msg_customizer(response)
response = httpx.get(f"{self.BASE_URL}/wallet/balances", timeout=10.0)
return parse_obj_as(List[Balance], json.loads(response.text)["result"])
@delayed(os.environ["DELAY"])
def get_markets(self) -> List[Market]:
response = httpx.get(f"{self.BASE_URL}/markets")
timeout_error_msg_customizer(response)
response = httpx.get(f"{self.BASE_URL}/markets", timeout=10.0)
return parse_obj_as(List[Market], json.loads(response.text)["result"])
@delayed(os.environ["DELAY"])
def get_market_by_market_name(self, market_name: str) -> List[Market]:
response = httpx.get(f"{self.BASE_URL}/markets/{market_name}")
timeout_error_msg_customizer(response)
response = httpx.get(f"{self.BASE_URL}/markets/{market_name}", timeout=10.0)
return parse_obj_as(List[Market], json.loads(response.text)["result"])
@delayed(os.environ["DELAY"])
def get_orderboook(self, market_name: str, depth: int = 30) -> Orderbook:
response = httpx.get(
f"{self.BASE_URL}/markets/{market_name}/orderbook?depth={depth}"
)
timeout_error_msg_customizer(response)
return parse_obj_as(Orderbook, json.loads(response.text)["result"])
@delayed(os.environ["DELAY"])
def get_trades(self, market_name: str) -> List[Trade]:
response = httpx.get(f"{self.BASE_URL}/markets/{market_name}/trades")
timeout_error_msg_customizer(response)
response = httpx.get(
f"{self.BASE_URL}/markets/{market_name}/trades", timeout=10.0
)
return parse_obj_as(List[Trade], json.loads(response.text)["result"])
@delayed(os.environ["DELAY"])
def get_candles(
self, market_name: str, resolution: int, start_time: int, end_time: int
) -> List[Candle]:
response = httpx.get(
f"{self.BASE_URL}/markets/{market_name}/candles?resolution={resolution}&start_time={start_time}&end_time={end_time}"
)
timeout_error_msg_customizer(response)
return parse_obj_as(List[Candle], json.loads(response.text)["result"])
@delayed(os.environ["DELAY"])
def get_orders(self,) -> List[Order]:
response = httpx.get(f"{self.BASE_URL}/orders")
timeout_error_msg_customizer(response)
response = httpx.get(f"{self.BASE_URL}/orders", timeout=10.0)
return parse_obj_as(List[Order], json.loads(response.text)["result"])
@delayed(os.environ["DELAY"])
def get_orders_by_market_name(self, market_name: str) -> List[Order]:
response = httpx.get(f"{self.BASE_URL}/orders?market={market_name}")
timeout_error_msg_customizer(response)
response = httpx.get(
f"{self.BASE_URL}/orders?market={market_name}", timeout=10.0
)
return parse_obj_as(List[Order], json.loads(response.text)["result"])
@delayed(os.environ["DELAY"])
def place_order(self, order: PlaceOrder) -> None:
response = httpx.post(f"{self.BASE_URL}/orders", json=order.dict())
timeout_error_msg_customizer(response)
response = httpx.post(
f"{self.BASE_URL}/orders", json=order.dict(by_alias=True), timeout=10.0
)
# if response.status_code == httpx.codes.BAD_REQUEST:
# return parse_obj_as(
# List[BadRequestError], json.loads(response.text)["errors"]
# )
@delayed(os.environ["DELAY"])
def cancel_order_by_client_id(self, client_id):
response = httpx.delete(f"{self.BASE_URL}/orders/by_client_id/{client_id}")
timeout_error_msg_customizer(response)
response = httpx.delete(
f"{self.BASE_URL}/orders/by_client_id/{client_id}", timeout=10.0
)
@delayed(os.environ["DELAY"])
def cancel_order_by_order_id(self, order_id):
response = httpx.delete(f"{self.BASE_URL}/orders/{order_id}")
timeout_error_msg_customizer(response)
response = httpx.delete(f"{self.BASE_URL}/orders/{order_id}", timeout=10.0)
@delayed(os.environ["DELAY"])
def cancel_all_orders(self):
response = httpx.delete(f"{self.BASE_URL}/orders")
timeout_error_msg_customizer(response)
response = httpx.delete(f"{self.BASE_URL}/orders", timeout=10.0)
@staticmethod
def to_nearest(num, tickDec):
return float(round(num / tickDec, 0)) * tickDec

3
py/mango_service_v3_py/dtos.py
View File

@ -127,9 +127,6 @@ class PlaceOrder(CamelCaseModel):
reduce_only: bool
ioc: bool
post_only: bool
class PlacePerpOrder(PlaceOrder):
client_id: int