Mango Perpetuals v3

mango/src/main/java/com/mmorrell/mango/model/MangoOrder.java

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+package com.mmorrell.mango.model;
+
+import lombok.Builder;
+import lombok.Data;
+import lombok.Getter;
+import lombok.Setter;
+import org.p2p.solanaj.core.PublicKey;
+
+/**
+ * Class that represents a Serum order.
+ */
+@Data
+@Builder
+public class MangoOrder {
+
+    private long price;
+    private long quantity;
+    private long clientOrderId;
+    private float floatPrice;
+    private float floatQuantity;
+    private PublicKey owner;
+
+    // used in newOrderv3. no constructor, only setters/getters
+    private long maxQuoteQuantity;
+    private long clientId;
+    private boolean buy;
+
+}

mango/src/main/java/com/mmorrell/mango/model/MangoOrderBook.java

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+package com.mmorrell.mango.model;
+
+import java.util.ArrayList;
+import java.util.Comparator;
+
+/**
+ * This class represents a Serum MangoOrderbook, that get deserialized from bytes.
+ *
+ * Note:
+ *
+ * buffer_layout_1.blob(5),
+ * layout_1.accountFlagsLayout('accountFlags'),
+ * slab_1.SLAB_LAYOUT.replicate('slab'),
+ * buffer_layout_1.blob(7),
+ *
+ */
+public class MangoOrderBook {
+
+    private MangoSlab mangoSlab;
+    private byte baseDecimals;
+    private byte quoteDecimals;
+    private long baseLotSize;
+    private long quoteLotSize;
+
+    public static MangoOrderBook readMangoOrderBook(byte[] data) {
+        final MangoOrderBook mangoMangoOrderBook = new MangoOrderBook();
+
+        final MangoSlab mangoSlab = MangoSlab.readOrderBookSlab(data);
+        mangoMangoOrderBook.setSlab(mangoSlab);
+
+        return mangoMangoOrderBook;
+
+    }
+
+    public ArrayList<MangoOrder> getMangoOrders() {
+        if (mangoSlab == null) {
+            return null;
+        }
+
+        final ArrayList<MangoOrder> mangoOrders = new ArrayList<>();
+
+        mangoSlab.getMangoSlabNodes().forEach(slabNode -> {
+            if (slabNode instanceof MangoSlabLeafNode) {
+                MangoSlabLeafNode slabLeafNode = (MangoSlabLeafNode) slabNode;
+                mangoOrders.add(MangoOrder.builder()
+                        .price(slabLeafNode.getPrice())
+                        .quantity(slabLeafNode.getQuantity())
+                        .clientOrderId(slabLeafNode.getClientOrderId())
+                        .floatPrice(MangoUtils.priceLotsToNumber(slabLeafNode.getPrice(), baseDecimals, quoteDecimals, baseLotSize, quoteLotSize))
+                        .floatQuantity((float) ((slabLeafNode.getQuantity() * baseLotSize) / MangoUtils.getBaseSplTokenMultiplier(baseDecimals)))
+                        .owner(slabLeafNode.getOwner())
+                        .build()
+                );
+            }
+        });
+
+        return mangoOrders;
+
+
+    }
+
+    /**
+     * Retrieves the top {@link MangoOrder} for bids (sorted by price descending).
+     * @return
+     */
+    public MangoOrder getBestBid() {
+        final ArrayList<MangoOrder> MangoOrders = getMangoOrders();
+        MangoOrders.sort(Comparator.comparingLong(MangoOrder::getPrice).reversed());
+        return MangoOrders.get(0);
+    }
+
+    public MangoOrder getBestAsk() {
+        final ArrayList<MangoOrder> MangoOrders = getMangoOrders();
+        MangoOrders.sort(Comparator.comparingLong(MangoOrder::getPrice));
+        return MangoOrders.get(0);
+    }
+
+    public MangoSlab getSlab() {
+        return mangoSlab;
+    }
+
+    public void setSlab(MangoSlab mangoSlab) {
+        this.mangoSlab = mangoSlab;
+    }
+
+    public void setBaseDecimals(byte baseDecimals) {
+        this.baseDecimals = baseDecimals;
+    }
+
+    public byte getBaseDecimals() {
+        return baseDecimals;
+    }
+
+    public void setQuoteDecimals(byte quoteDecimals) {
+        this.quoteDecimals = quoteDecimals;
+    }
+
+    public byte getQuoteDecimals() {
+        return quoteDecimals;
+    }
+
+
+    public void setBaseLotSize(long baseLotSize) {
+        this.baseLotSize = baseLotSize;
+    }
+
+    public long getBaseLotSize() {
+        return baseLotSize;
+    }
+
+    public void setQuoteLotSize(long quoteLotSize) {
+        this.quoteLotSize = quoteLotSize;
+    }
+
+    public long getQuoteLotSize() {
+        return quoteLotSize;
+    }
+
+}

mango/src/main/java/com/mmorrell/mango/model/MangoPerpMarket.java

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+package com.mmorrell.mango.model;
+
+import lombok.Builder;
+import lombok.Data;
+import org.bitcoinj.core.Utils;
+import org.p2p.solanaj.core.PublicKey;
+
+@Data
+@Builder
+// 4nfmQP3KmUqEJ6qJLsS3offKgE96YUB4Rp7UQvm2Fbi9 mngo-perp
+public class MangoPerpMarket {
+
+    // metadata 0-7 ignored
+    private static final int MANGO_GROUP_OFFSET = 8;
+    private static final int BIDS_OFFSET = MANGO_GROUP_OFFSET + 32;
+    private static final int ASKS_OFFSET = BIDS_OFFSET + 32;
+    private static final int EVENT_QUEUE_OFFSET = ASKS_OFFSET + 32;
+    private static final int QUOTE_LOT_SIZE_OFFSET = EVENT_QUEUE_OFFSET + 32;
+    private static final int BASE_LOT_SIZE_OFFSET = QUOTE_LOT_SIZE_OFFSET + 8;
+
+    private PublicKey mangoGroup;
+    private PublicKey bids;
+    private PublicKey asks;
+    private PublicKey eventQueue;
+    private long quoteLotSize;
+    private long baseLotSize;
+
+    public static MangoPerpMarket readMangoPerpMarket(byte[] data) {
+        final MangoPerpMarket mangoPerpMarket = MangoPerpMarket.builder()
+                .mangoGroup(PublicKey.readPubkey(data, MANGO_GROUP_OFFSET))
+                .bids(PublicKey.readPubkey(data, BIDS_OFFSET))
+                .asks(PublicKey.readPubkey(data, ASKS_OFFSET))
+                .eventQueue(PublicKey.readPubkey(data, EVENT_QUEUE_OFFSET))
+                .quoteLotSize(Utils.readInt64(data, QUOTE_LOT_SIZE_OFFSET))
+                .baseLotSize(Utils.readInt64(data, BASE_LOT_SIZE_OFFSET))
+                .build();
+
+        return mangoPerpMarket;
+    }
+}