@westeros/perp-sdk
v1.1.0
Published
Client to interact with the Perp program on Renec
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Perp Client Library
JavaScript client library for interacting with Perp Markets v3.
[API Documentation]
Installation
Using npm:
npm install @westeros/[email protected]
Using yarn:
yarn add @westeros/[email protected]
Usage Example
This example assumes that you have a wallet that is already setup with devnet tokens. The private key should be stored in ~/.config/solana/devnet.json
. Visit https://v3.mango.markets/ and connect with the wallet to fund your margin account so that you can place orders. You can find the full source code in example.ts.
// Fetch orderbooks
const bids = await perpMarket.loadBids(connection);
const asks = await perpMarket.loadAsks(connection);
// L2 orderbook data
for (const [price, size] of bids.getL2(20)) {
console.log(price, size);
}
// L3 orderbook data
for (const order of asks) {
console.log(
order.owner.toBase58(),
order.orderId.toString('hex'),
order.price,
order.size,
order.side, // 'buy' or 'sell'
);
}
// Place order
await client.placePerpOrder(
mangoGroup,
mangoAccount,
mangoGroup.mangoCache,
perpMarket,
owner,
'buy', // or 'sell'
39000,
0.0001,
'limit', // or 'ioc' or 'postOnly'
);
// retrieve open orders for account
const openOrders = await perpMarket.loadOrdersForAccount(
connection,
mangoAccount,
);
// cancel orders
for (const order of openOrders) {
await client.cancelPerpOrder(
mangoGroup,
mangoAccount,
owner,
perpMarket,
order,
);
}
// Retrieve fills
for (const fill of await perpMarket.loadFills(connection)) {
console.log(
fill.owner.toBase58(),
fill.maker ? 'maker' : 'taker',
fill.baseChange.toNumber(),
fill.quoteChange.toNumber(),
fill.longFunding.toFixed(3),
fill.shortFunding.toFixed(3),
);
}
CLI for testing
Create a new mango group on devnet:
init-group <group> <mangoProgramId> <serumProgramId> <quote_mint>
yarn cli init-group mango_test_v2.2 66DFouNQBY1EWyBed3WPicjhwD1FoyTtNCzAowcR8vad DESVgJVGajEgKGXhb6XmqDHGz3VjdgP7rEVESBgxmroY EMjjdsqERN4wJUR9jMBax2pzqQPeGLNn5NeucbHpDUZK
Create a new mango group on devnet with new USDC:
init-group <group> <mangoProgramId> <serumProgramId> <quote_mint>
yarn cli init-group mango_test_v3.1 Hm3U4wFaR66SmuXj66u9AuUNUqa6T8Ldb5D9uHBs3SHd DESVgJVGajEgKGXhb6XmqDHGz3VjdgP7rEVESBgxmroY 3u7PfrgTAKgEtNhNdAD4DDmNGfYfv5djGAPixGgepsPp
Add a stub oracle:
add-oracle <group> <symbol>
yarn cli add-oracle mango_test_v2.2 BTC
Add a pyth oracle:
add-oracle <group> <symbol>
yarn cli add-oracle mango_test_v3.1 BTC --provider pyth
Set stub oracle value = base_price * quote_unit / base_unit:
set-oracle <group> <symbol> <value>
yarn cli set-oracle mango_test_v2.2 BTC 40000
Add a spot-market with existing serum market
add-spot-market <group> <symbol> <mint_pk> --market_pk <market_pk>
yarn cli add-spot-market mango_test_v2.2 BTC bypQzRBaSDWiKhoAw3hNkf35eF3z3AZCU8Sxks6mTPP --market_pk E1mfsnnCcL24JcDQxr7F2BpWjkyy5x2WHys8EL2pnCj9
List and add a spot-market
add-spot-market <group> <symbol> <mint_pk> --base_lot_size <number> --quote_lot_size <number>
yarn cli add-spot-market mango_test_v2.2 BTC bypQzRBaSDWiKhoAw3hNkf35eF3z3AZCU8Sxks6mTPP --base_lot_size 100 --quote_lot_size 10
Enable a perp-maket
add-perp-market <group> <symbol>
yarn cli add-perp-market mango_test_v2.2 BTC
Run the Keeper
- Install Node.js and npm (https://nodejs.org/en/download/), and Git (https://git-scm.com/book/en/v2/Getting-Started-Installing-Git)
- Open a new terminal window (if running Windows use Git Bash) and run
npm install -g yarn
- Run
git clone https://github.com/blockworks-foundation/mango-client-v3.git && cd mango-client-v3
to get the client source code - Run
yarn install
to install dependencies - Set the KEYPAIR env variable (e.g.
export KEYPAIR=$(cat ~/.config/solana/id.json)
, or copy from Sollet) - Run
yarn keeper
to start the Keeper
Example:
KEYPAIR=[123, 456, 789, ...] yarn keeper
Run the Market Maker
Setup
To run the market maker you will need:
- A Solana account with some SOL deposited to cover transaction fees
- A Mango Account with some collateral deposited and a name (tip: use the UI)
- Your wallet keypair saved as a JSON file
node
andyarn
- A clone of this repository
- Dependencies installed with
yarn install
Environment Variables
| Variable | Default | Description |
| ---------------------- | -------------------------------- | ---------------------------------------------------------------------------------- |
| ENDPOINT_URL
| https://mango.rpcpool.com
| Your RPC node endpoint |
| KEYPAIR
| ${HOME}/.config/solana/id.json
| The location of your wallet keypair |
| GROUP
| mainnet.1
| Name of the group in ids.json |
| INTERVAL
| 10000
| Milliseconds to wait before checking for sick accounts |
| MANGO_ACCOUNT_NAME
| N/A | The MangoAccount name you input when initializing the MangoAccount via UI |
| MANGO_ACCOUNT_PUBKEY
| N/A | If no MangoAccount name, just pass in the pubkey |
| MARKET
| N/A | Market base symbol e.g. BTC |
| SIZE_PERC
| 0.1
| The size of each order as a percentage of equity |
| CHARGE
| 0.0010
| Half the quote width |
| LEAN_COEFF
| 0.0005
| How much to move the quotes per unit size of inventory |
| BIAS
| 0
| Fixed amount to bias. Negative values bias downward. e.g. -0.0005 biases down 5bps |
Example
git clone https://github.com/blockworks-foundation/mango-client-v3.git
cd mango-client-v3
yarn install
KEYPAIR=~/.config/solana/id.json GROUP=mainnet.1 MANGO_ACCOUNT_NAME=mm MARKET=ADA INTERVAL=5000 SIZE_PERC=0.05 CHARGE=0.0015 LEAN_COEFF=0.00075 yarn mm