1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
use std::mem::size_of;

use colored::Colorize;
use phoenix::program::status::MarketStatus;
use phoenix::program::MarketHeader;
use phoenix::program::{get_vault_address, load_with_dispatch};
use phoenix::quantities::WrapperU64;
use phoenix::state::{markets::Ladder, Side, TraderState};
use phoenix_sdk::sdk_client::*;
use solana_sdk::program_pack::Pack;
use solana_sdk::pubkey::Pubkey;

pub fn print_book(sdk: &SDKClient, market: &Pubkey, book: &Ladder) -> anyhow::Result<()> {
    let meta = sdk.get_market_metadata_from_cache(market)?;
    let raw_base_units_per_base_lot =
        meta.base_atoms_per_base_lot as f64 / meta.base_atoms_per_raw_base_unit as f64;

    let asks = book.asks.iter().filter_map(|lvl| {
        Some((
            sdk.ticks_to_float_price(market, lvl.price_in_ticks).ok()?,
            lvl.size_in_base_lots as f64 * raw_base_units_per_base_lot,
        ))
    });

    let bids = book.bids.iter().filter_map(|lvl| {
        Some((
            sdk.ticks_to_float_price(market, lvl.price_in_ticks).ok()?,
            lvl.size_in_base_lots as f64 * raw_base_units_per_base_lot,
        ))
    });
    let price_precision: usize = get_precision(
        10_u64.pow(meta.quote_decimals) * meta.raw_base_units_per_base_unit as u64
            / meta.tick_size_in_quote_atoms_per_base_unit,
    );
    let size_precision: usize =
        get_precision(meta.num_base_lots_per_base_unit / meta.raw_base_units_per_base_unit as u64);
    let bid_strings = bids
        .into_iter()
        .map(|(price, size)| {
            let p = format_float(price, price_precision);
            let s = format_float(size, size_precision).green();
            (s, p)
        })
        .collect::<Vec<_>>();

    let bid_width = bid_strings.iter().map(|(s, _)| s.len()).max().unwrap_or(0) + 1;

    let ask_strings = asks
        .into_iter()
        .rev()
        .map(|(price, size)| {
            let p = format_float(price, price_precision);
            let s = format_float(size, size_precision).red();
            (p, s)
        })
        .collect::<Vec<_>>();

    let price_width = bid_strings
        .iter()
        .zip(ask_strings.iter())
        .map(|(a, b)| a.0.len().max(b.1.len()))
        .max()
        .unwrap_or(0);

    let ask_width = ask_strings.iter().map(|(_, s)| s.len()).max().unwrap_or(0) + 1;

    for (price, size) in ask_strings {
        let str = format!(
            "{:bid_width$} {:>price_width$} {:>ask_width$}",
            "", price, size
        );
        println!("{}", str);
    }
    for (size, price) in bid_strings {
        let str = format!(
            "{:>bid_width$} {:>price_width$} {:ask_width$}",
            size, price, ""
        );
        println!("{}", str);
    }
    Ok(())
}

pub struct LadderLevelEntry {
    pub tick: u64,
    pub lots: u64,
    pub trader_present: bool,
}

pub fn print_book_with_trader(
    sdk: &SDKClient,
    market: &Pubkey,
    bid_entries: &[LadderLevelEntry],
    ask_entries: &[LadderLevelEntry],
) -> anyhow::Result<()> {
    let meta = sdk.get_market_metadata_from_cache(market)?;
    let raw_base_units_per_base_lot =
        meta.base_atoms_per_base_lot as f64 / meta.base_atoms_per_raw_base_unit as f64;

    let asks = ask_entries.iter().filter_map(|lvl| {
        Some((
            sdk.ticks_to_float_price(market, lvl.tick).ok()?,
            lvl.lots as f64 * raw_base_units_per_base_lot,
            lvl.trader_present,
        ))
    });

    let bids = bid_entries.iter().filter_map(|lvl| {
        Some((
            sdk.ticks_to_float_price(market, lvl.tick).ok()?,
            lvl.lots as f64 * raw_base_units_per_base_lot,
            lvl.trader_present,
        ))
    });
    let price_precision: usize = get_precision(
        10_u64.pow(meta.quote_decimals) * meta.raw_base_units_per_base_unit as u64
            / meta.tick_size_in_quote_atoms_per_base_unit,
    );
    let size_precision: usize =
        get_precision(meta.num_base_lots_per_base_unit / meta.raw_base_units_per_base_unit as u64);
    let bid_strings = bids
        .into_iter()
        .map(|(price, size, present)| {
            let p = format_float(price, price_precision);
            let s = format_float(size, size_precision).green();
            let m = if present { "→".green() } else { " ".green() };

            (m, s, p)
        })
        .collect::<Vec<_>>();

    let bid_width = bid_strings
        .iter()
        .map(|(_, s, _)| s.len())
        .max()
        .unwrap_or(0)
        + 1;

    let ask_strings = asks
        .into_iter()
        .rev()
        .map(|(price, size, present)| {
            let p = format_float(price, price_precision);
            let s = format_float(size, size_precision).red();
            let m = if present { "←".red() } else { " ".red() };

            (p, s, m)
        })
        .collect::<Vec<_>>();

    let price_width = bid_strings
        .iter()
        .zip(ask_strings.iter())
        .map(|(a, b)| a.0.len().max(b.1.len()))
        .max()
        .unwrap_or(0);

    let ask_width = ask_strings
        .iter()
        .map(|(_, s, _)| s.len())
        .max()
        .unwrap_or(0)
        + 1;

    for (price, size, marker) in ask_strings {
        let str = format!(
            "  {:bid_width$} {:>price_width$} {:>ask_width$} {marker}",
            "", price, size
        );
        println!("{}", str);
    }
    for (marker, size, price) in bid_strings {
        let str = format!(
            "{marker} {:>bid_width$} {:>price_width$} {:ask_width$}  ",
            size, price, ""
        );
        println!("{}", str);
    }
    Ok(())
}

pub fn get_precision(mut target: u64) -> usize {
    let mut fives = 0;
    let mut twos = 0;
    let initial = target;
    while target > 0 && target % 5 == 0 {
        target /= 5;
        fives += 1;
    }
    while target > 0 && target % 2 == 0 {
        target /= 2;
        twos += 1;
    }
    let precision = twos.max(fives);
    if precision == 0 && initial != 0 {
        // In the off chance that the target does not have 2 or 5 as a prime factor,
        // we'll just return a precision of 3 decimals.
        3
    } else {
        precision
    }
}

pub fn format_float(float: f64, precision: usize) -> String {
    if precision > 3 && float.abs() < 1.0 {
        // Use scientific notation for small numbers
        format!("{:.1$e}", float, 3)
    } else if float > 1e9 {
        let prefix = format_float(float / 1e9, 3);
        format!("{}B", prefix)
    } else if float > 1e6 {
        let prefix = format_float(float / 1e6, 3);
        format!("{}M", prefix)
    } else {
        format!("{:.1$}", float, precision)
    }
}

pub fn print_market_summary_data(market_pubkey: &Pubkey, header: &MarketHeader) {
    let base_pubkey = header.base_params.mint_key;
    let quote_pubkey = header.quote_params.mint_key;

    println!("--------------------------------------------");
    println!("Market: {:?}", market_pubkey);
    println!("Base Token: {:?}", base_pubkey);
    println!("Quote Token: {:?}", quote_pubkey);
    println!("Authority: {:?}", header.authority);
}

pub async fn print_market_details(
    sdk: &SDKClient,
    market_pubkey: &Pubkey,
    market_metadata: &MarketMetadata,
    market_header: &MarketHeader,
    taker_fees: u64,
) -> anyhow::Result<()> {
    let base_pubkey = market_metadata.base_mint;
    let quote_pubkey = market_metadata.quote_mint;

    let meta = sdk.get_market_metadata_from_cache(market_pubkey)?;

    let base_vault = get_vault_address(market_pubkey, &base_pubkey).0;
    let quote_vault = get_vault_address(market_pubkey, &quote_pubkey).0;

    let base_vault_acct =
        spl_token::state::Account::unpack(&sdk.client.get_account(&base_vault).await?.data)?;

    let quote_vault_acct =
        spl_token::state::Account::unpack(&sdk.client.get_account(&quote_vault).await?.data)?;

    // Get market account
    let mut market_account_data = sdk.client.get_account_data(market_pubkey).await?;
    let (header_bytes, market_bytes) = market_account_data.split_at_mut(size_of::<MarketHeader>());
    let header: &MarketHeader = bytemuck::try_from_bytes(header_bytes)
        .map_err(|e| anyhow::anyhow!("Error getting market header. Error: {:?}", e))?;

    // Derserialize data and load into correct type
    let market = load_with_dispatch(&header.market_size_params, market_bytes)?.inner;

    println!("--------------------------------------------");
    println!("Market: {}", market_pubkey);
    println!("Status: {}", MarketStatus::from(market_header.status));
    println!("Authority: {}", market_header.authority);
    println!("Sequence number: {}", market_header.market_sequence_number);

    println!(
        "Base Vault balance: {:.3}",
        get_decimal_string(base_vault_acct.amount, meta.base_decimals).parse::<f64>()?
    );

    println!(
        "Quote Vault balance: {:.3}",
        get_decimal_string(quote_vault_acct.amount, meta.quote_decimals).parse::<f64>()?
    );

    println!("Base Token: {}", base_pubkey);
    println!("Quote Token: {}", quote_pubkey);

    println!("Base vault key: {}", market_header.base_params.vault_key);
    println!("Quote vault key: {}", market_header.quote_params.vault_key);

    println!(
        "Raw base units per base lot: {}",
        get_decimal_string(
            market_metadata.base_atoms_per_base_lot,
            market_metadata.base_decimals
        ),
    );
    println!(
        "Quote units per quote lot: {}",
        get_decimal_string(
            market_metadata.quote_atoms_per_quote_lot,
            market_metadata.quote_decimals
        )
    );
    println!(
        "Tick size in quote units per base unit: {}",
        get_decimal_string(
            market_metadata.tick_size_in_quote_atoms_per_base_unit,
            market_metadata.quote_decimals
        )
    );
    println!(
        "Num base lots per base unit: {}",
        market_metadata.num_base_lots_per_base_unit,
    );
    println!(
        "Tick size in quote atoms per base unit: {}",
        market_metadata.tick_size_in_quote_atoms_per_base_unit,
    );
    println!("Taker fees in basis points: {}", taker_fees);
    println!("Fee destination pubkey: {:?}", market_header.fee_recipient);
    println!(
        "Raw base units per base unit: {}",
        market_metadata.raw_base_units_per_base_unit
    );
    println!("Market Size Params: {:?}", market_header.market_size_params);
    println!("Successor pubkey: {:?}", market_header.successor);

    println!(
        "Uncollected fees, in quote units: {}",
        get_decimal_string(
            sdk.quote_lots_to_quote_atoms(
                market_pubkey,
                market.get_uncollected_fee_amount().as_u64()
            )?,
            market_metadata.quote_decimals
        )
    );
    println!(
        "Collected fees, in quote units: {}",
        get_decimal_string(
            sdk.quote_lots_to_quote_atoms(
                market_pubkey,
                market.get_collected_fee_amount().as_u64()
            )?,
            market_metadata.quote_decimals
        )
    );

    Ok(())
}

pub fn print_trader_state(
    sdk: &SDKClient,
    market_pubkey: &Pubkey,
    pubkey: &Pubkey,
    state: &TraderState,
) -> anyhow::Result<()> {
    let meta = sdk.get_market_metadata_from_cache(market_pubkey)?;
    if state.base_lots_locked == 0
        && state.base_lots_free == 0
        && state.quote_lots_locked == 0
        && state.quote_lots_free == 0
    {
        return Ok(());
    }
    println!("--------------------------------");
    println!("Trader pubkey: {:?}", pubkey);
    println!(
        "Base token locked: {}",
        get_decimal_string(
            sdk.base_lots_to_base_atoms(market_pubkey, state.base_lots_locked.into())?,
            meta.base_decimals
        )
    );
    println!(
        "Base token free: {}",
        get_decimal_string(
            sdk.base_lots_to_base_atoms(market_pubkey, state.base_lots_free.into())?,
            meta.base_decimals
        )
    );
    println!(
        "Quote token locked: {}",
        get_decimal_string(
            sdk.quote_lots_to_quote_atoms(market_pubkey, state.quote_lots_locked.into())?,
            meta.quote_decimals
        )
    );
    println!(
        "Quote token free: {}",
        get_decimal_string(
            sdk.quote_lots_to_quote_atoms(market_pubkey, state.quote_lots_free.into())?,
            meta.quote_decimals
        )
    );
    Ok(())
}

pub async fn log_market_events(
    sdk: &mut SDKClient,
    market_events: Vec<PhoenixEvent>,
) -> anyhow::Result<()> {
    for event in market_events {
        let market_pubkey = event.market;
        if !sdk.markets.contains_key(&market_pubkey) {
            sdk.add_market(&market_pubkey).await?;
        }
        let metadata = sdk.get_market_metadata_from_cache(&market_pubkey)?;
        match event.details {
            MarketEventDetails::Fill(fill) => {
                let Fill {
                    maker,
                    taker,
                    price_in_ticks,
                    base_lots_filled,
                    side_filled,
                    ..
                } = fill;
                let keys = initialize_log(&event, "Fill".to_string());
                let fill_data = vec![
                    maker.to_string(),
                    taker.to_string(),
                    (sdk.ticks_to_float_price(&market_pubkey, price_in_ticks))?.to_string(),
                    format!("{:?}", side_filled),
                    get_decimal_string(
                        sdk.base_lots_to_base_atoms(&market_pubkey, base_lots_filled)?,
                        metadata.base_decimals,
                    ),
                ];
                println!("{}", finalize_log(keys, fill_data));
            }
            MarketEventDetails::Place(place) => {
                let Place {
                    order_sequence_number,
                    client_order_id: _,
                    maker,
                    price_in_ticks,
                    base_lots_placed,
                } = place;
                let side = Side::from_order_sequence_number(order_sequence_number);
                let keys = initialize_log(&event, "Place".to_string());
                let place_data = vec![
                    maker.to_string(),
                    "".to_string(),
                    sdk.ticks_to_float_price(&market_pubkey, price_in_ticks)?
                        .to_string(),
                    format!("{:?}", side),
                    get_decimal_string(
                        sdk.base_lots_to_base_atoms(&market_pubkey, base_lots_placed)?,
                        metadata.base_decimals,
                    ),
                ];

                println!("{}", finalize_log(keys, place_data));
            }
            MarketEventDetails::Reduce(reduce) => {
                let Reduce {
                    order_sequence_number,
                    maker,
                    price_in_ticks,
                    base_lots_removed,
                    ..
                } = reduce;
                let side = Side::from_order_sequence_number(order_sequence_number);
                let keys = initialize_log(&event, "Reduce".to_string());

                let reduce_data = vec![
                    maker.to_string(),
                    "".to_string(),
                    sdk.ticks_to_float_price(&market_pubkey, price_in_ticks)?
                        .to_string(),
                    format!("{:?}", side),
                    get_decimal_string(
                        sdk.base_lots_to_base_atoms(&market_pubkey, base_lots_removed)?,
                        metadata.base_decimals,
                    ),
                ];
                println!("{}", finalize_log(keys, reduce_data));
            }
            MarketEventDetails::FillSummary(fill_summary) => {
                let FillSummary {
                    total_quote_fees, ..
                } = fill_summary;
                println!(
                    "Total quote token fees paid: {}",
                    sdk.quote_atoms_to_quote_units_as_float(&market_pubkey, total_quote_fees)?
                );
            }
            _ => {
                continue;
            }
        }
    }
    Ok(())
}
pub fn initialize_log(event: &PhoenixEvent, event_type: String) -> Vec<String> {
    let base_schema: Vec<String> = vec![
        "market".to_string(),
        "event_type".to_string(),
        "timestamp".to_string(),
        "signature".to_string(),
        "slot".to_string(),
        "sequence_number".to_string(),
        "event_index".to_string(),
    ];
    let base = vec![
        event.market.to_string(),
        event_type,
        event.timestamp.to_string(),
        event.signature.to_string(),
        event.slot.to_string(),
        event.sequence_number.to_string(),
        event.event_index.to_string(),
    ];
    base_schema
        .iter()
        .zip(base.iter())
        .map(|(a, b)| format!("{}: {}", a, b))
        .collect::<Vec<String>>()
}

pub fn finalize_log(mut log: Vec<String>, data: Vec<String>) -> String {
    let event_schema: Vec<String> = vec![
        "maker".to_string(),
        "taker".to_string(),
        "price".to_string(),
        "side".to_string(),
        "quantity".to_string(),
    ];
    log.extend_from_slice(
        &event_schema
            .iter()
            .zip(data.iter())
            .map(|(a, b)| format!("{}: {}", a, b))
            .collect::<Vec<String>>(),
    );
    log.join(", ")
}