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Added build_perp_cancel_all_side_instructions() to cancel orders with…
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… a specific side.
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Geoff Taylor committed Mar 4, 2022
1 parent ba996d9 commit 53d68eb
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Showing 4 changed files with 122 additions and 51 deletions.
10 changes: 6 additions & 4 deletions bin/cancel-my-orders
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Original file line number Diff line number Diff line change
Expand Up @@ -57,6 +57,7 @@ with mango.ContextBuilder.from_command_line_parameters(args) as context:
f"No open orders on {market_operations.market.fully_qualified_symbol}"
)
else:
signatures: typing.Sequence[str]
if mango.PerpMarket.isa(market_operations.market):
cancel_all = mango.PerpMarketOperations.ensure(
market_operations
Expand All @@ -65,13 +66,14 @@ with mango.ContextBuilder.from_command_line_parameters(args) as context:
signers: mango.CombinableInstructions = (
mango.CombinableInstructions.from_wallet(wallet)
)
cancel_all_signatures = (signers + cancel_all).execute(context)
mango.output(f"Cancelling all perp orders: {cancel_all_signatures}")
signatures = (signers + cancel_all).execute(context)
mango.output(f"Cancelling all perp orders: {signatures}")
else:
signatures: typing.List[str] = []
individual_signatures: typing.List[str] = []
for order in orders:
mango.output("Cancelling:", order)
signatures += market_operations.cancel_order(order)
individual_signatures += market_operations.cancel_order(order)
signatures = individual_signatures

if args.wait:
mango.output("Waiting on transaction signatures:")
Expand Down
143 changes: 98 additions & 45 deletions mango/instructions.py
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Original file line number Diff line number Diff line change
Expand Up @@ -933,6 +933,104 @@ def build_perp_cancel_order_instructions(
return CombinableInstructions(signers=[], instructions=instructions)


# # 🥭 build_perp_cancel_all_orders_instructions function
#
# Builds the instructions necessary for cancelling all perp orders.
#
def build_perp_cancel_all_orders_instructions(
context: Context,
wallet: Wallet,
account: IAccount,
perp_market_details: PerpMarketDetails,
limit: Decimal = Decimal(32),
) -> CombinableInstructions:
# Accounts expected by this instruction (seems to be the same as CANCEL_PERP_ORDER and CANCEL_PERP_ORDER_BY_CLIENT_ID):
# { isSigner: false, isWritable: false, pubkey: mangoGroupPk },
# { isSigner: false, isWritable: true, pubkey: mangoAccountPk },
# { isSigner: true, isWritable: false, pubkey: ownerPk },
# { isSigner: false, isWritable: true, pubkey: perpMarketPk },
# { isSigner: false, isWritable: true, pubkey: bidsPk },
# { isSigner: false, isWritable: true, pubkey: asksPk },
instructions = [
TransactionInstruction(
keys=[
AccountMeta(
is_signer=False, is_writable=False, pubkey=account.group_address
),
AccountMeta(is_signer=False, is_writable=True, pubkey=account.address),
AccountMeta(is_signer=True, is_writable=False, pubkey=wallet.address),
AccountMeta(
is_signer=False,
is_writable=True,
pubkey=perp_market_details.address,
),
AccountMeta(
is_signer=False, is_writable=True, pubkey=perp_market_details.bids
),
AccountMeta(
is_signer=False, is_writable=True, pubkey=perp_market_details.asks
),
],
program_id=context.mango_program_address,
data=layouts.CANCEL_ALL_PERP_ORDERS.build({"limit": limit}),
)
]
return CombinableInstructions(signers=[], instructions=instructions)


# # 🥭 build_perp_cancel_all_side_instructions function
#
# Builds the instructions necessary for cancelling all perp orders on a given side.
#
def build_perp_cancel_all_side_instructions(
context: Context,
wallet: Wallet,
account: IAccount,
perp_market_details: PerpMarketDetails,
side: Side,
limit: Decimal = Decimal(32),
) -> CombinableInstructions:
# { buy: 0, sell: 1 }
raw_side: int = 1 if side == Side.SELL else 0

# /// Cancel all perp open orders for one side of the book
# ///
# /// Accounts expected: 6
# /// 0. `[]` mango_group_ai - MangoGroup
# /// 1. `[writable]` mango_account_ai - MangoAccount
# /// 2. `[signer]` owner_ai - Owner of Mango Account
# /// 3. `[writable]` perp_market_ai - PerpMarket
# /// 4. `[writable]` bids_ai - Bids acc
# /// 5. `[writable]` asks_ai - Asks acc
instructions = [
TransactionInstruction(
keys=[
AccountMeta(
is_signer=False, is_writable=False, pubkey=account.group_address
),
AccountMeta(is_signer=False, is_writable=True, pubkey=account.address),
AccountMeta(is_signer=True, is_writable=False, pubkey=wallet.address),
AccountMeta(
is_signer=False,
is_writable=True,
pubkey=perp_market_details.address,
),
AccountMeta(
is_signer=False, is_writable=True, pubkey=perp_market_details.bids
),
AccountMeta(
is_signer=False, is_writable=True, pubkey=perp_market_details.asks
),
],
program_id=context.mango_program_address,
data=layouts.CANCEL_PERP_ORDER_SIDE.build(
{"side": raw_side, "limit": limit}
),
)
]
return CombinableInstructions(signers=[], instructions=instructions)


# /// Place an order on a perp market
# ///
# /// In case this order is matched, the corresponding order structs on both
Expand Down Expand Up @@ -1054,51 +1152,6 @@ def build_perp_place_order_instructions(
return CombinableInstructions(signers=[], instructions=instructions)


# # 🥭 build_perp_cancel_all_orders_instructions function
#
# Builds the instructions necessary for cancelling all perp orders.
#
def build_perp_cancel_all_orders_instructions(
context: Context,
wallet: Wallet,
account: IAccount,
perp_market_details: PerpMarketDetails,
limit: Decimal = Decimal(32),
) -> CombinableInstructions:
# Accounts expected by this instruction (seems to be the same as CANCEL_PERP_ORDER and CANCEL_PERP_ORDER_BY_CLIENT_ID):
# { isSigner: false, isWritable: false, pubkey: mangoGroupPk },
# { isSigner: false, isWritable: true, pubkey: mangoAccountPk },
# { isSigner: true, isWritable: false, pubkey: ownerPk },
# { isSigner: false, isWritable: true, pubkey: perpMarketPk },
# { isSigner: false, isWritable: true, pubkey: bidsPk },
# { isSigner: false, isWritable: true, pubkey: asksPk },
instructions = [
TransactionInstruction(
keys=[
AccountMeta(
is_signer=False, is_writable=False, pubkey=account.group_address
),
AccountMeta(is_signer=False, is_writable=True, pubkey=account.address),
AccountMeta(is_signer=True, is_writable=False, pubkey=wallet.address),
AccountMeta(
is_signer=False,
is_writable=True,
pubkey=perp_market_details.address,
),
AccountMeta(
is_signer=False, is_writable=True, pubkey=perp_market_details.bids
),
AccountMeta(
is_signer=False, is_writable=True, pubkey=perp_market_details.asks
),
],
program_id=context.mango_program_address,
data=layouts.CANCEL_ALL_PERP_ORDERS.build({"limit": limit}),
)
]
return CombinableInstructions(signers=[], instructions=instructions)


def build_perp_consume_events_instructions(
context: Context,
group: IGroup,
Expand Down
18 changes: 17 additions & 1 deletion mango/layouts/layouts.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1629,6 +1629,22 @@ def _encode(
)


# /// Cancel all perp open orders for one side of the book
# ///
# /// Accounts expected: 6
# /// 0. `[]` mango_group_ai - MangoGroup
# /// 1. `[writable]` mango_account_ai - MangoAccount
# /// 2. `[signer]` owner_ai - Owner of Mango Account
# /// 3. `[writable]` perp_market_ai - PerpMarket
# /// 4. `[writable]` bids_ai - Bids acc
# /// 5. `[writable]` asks_ai - Asks acc
CANCEL_PERP_ORDER_SIDE = construct.Struct(
"variant" / construct.Const(57, construct.BytesInteger(4, swapped=True)),
"side" / DecimalAdapter(1), # { buy: 0, sell: 1 }
"limit" / DecimalAdapter(1),
)


# /// https://github.com/blockworks-foundation/mango-v3/pull/97/
# /// Set delegate authority to mango account which can do everything regular account can do
# /// except Withdraw and CloseMangoAccount. Set to Pubkey::default() to revoke delegate
Expand Down Expand Up @@ -1792,7 +1808,7 @@ def _encode(
54: UNSPECIFIED, # RESOLVE_DUST,
55: CREATE_MANGO_ACCOUNT, # CREATE_MANGO_ACCOUNT,
56: UNSPECIFIED, # UPGRADE_MANGO_ACCOUNT_V0_V1,
57: UNSPECIFIED, # CANCEL_PERP_ORDER_SIDE,
57: CANCEL_PERP_ORDER_SIDE, # CANCEL_PERP_ORDER_SIDE,
58: SET_DELEGATE, # SET_DELEGATE,
59: UNSPECIFIED, # CHANGE_SPOT_MARKET_PARAMS,
60: CREATE_SPOT_OPEN_ORDERS, # CREATE_SPOT_OPEN_ORDERS,
Expand Down
2 changes: 1 addition & 1 deletion mango/mangoinstruction.py
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Original file line number Diff line number Diff line change
Expand Up @@ -476,7 +476,7 @@ def describe_parameters(self) -> str:
elif instruction_type == InstructionType.UpgradeMangoAccountV0V1:
pass
elif instruction_type == InstructionType.CancelPerpOrderSide:
pass
additional_data = f"side: {Side.from_value(self.instruction_data.side)}, limit: {self.instruction_data.limit}"
elif instruction_type == InstructionType.SetDelegate:
pass
elif instruction_type == InstructionType.ChangeSpotMarketParams:
Expand Down

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