From 56d8c2deacffd97eb70343b2904ac94f4c91d242 Mon Sep 17 00:00:00 2001 From: samtin0x <40127309+samtin0x@users.noreply.github.com> Date: Thu, 22 Aug 2024 22:53:47 +0100 Subject: [PATCH] add batch cancel example (#223) * add batch cancel example * add batch cancel docs * add `short_term_cancels` to documentation --- .../documentation/cancelling_orders.md | 60 ++++++++++ .../documentation/placing_orders.md | 2 +- v4-client-py-v2/dydx_v4_client/__init__.py | 8 -- .../dydx_v4_client/indexer/rest/__init__.py | 1 - .../dydx_v4_client/indexer/socket/__init__.py | 2 - .../dydx_v4_client/node/chain_helpers.py | 1 - v4-client-py-v2/dydx_v4_client/node/client.py | 30 ++++- .../dydx_v4_client/node/message.py | 16 +++ .../examples/batch_cancel_example.py | 66 +++++++++++ v4-client-py-v2/poetry.lock | 104 +++++++++--------- v4-client-py-v2/pyproject.toml | 3 +- v4-client-py-v2/tests/conftest.py | 3 +- 12 files changed, 228 insertions(+), 68 deletions(-) create mode 100644 v4-client-py-v2/documentation/cancelling_orders.md create mode 100644 v4-client-py-v2/examples/batch_cancel_example.py diff --git a/v4-client-py-v2/documentation/cancelling_orders.md b/v4-client-py-v2/documentation/cancelling_orders.md new file mode 100644 index 00000000..1de8aab7 --- /dev/null +++ b/v4-client-py-v2/documentation/cancelling_orders.md @@ -0,0 +1,60 @@ +# Cancelling Orders + +This guide demonstrates how to cancel orders using the dYdX Python SDK. + +## Cancelling Orders + +There are two ways to cancel orders using the dYdX Python SDK: + +### 1. Cancel a Specific Order + +To cancel a specific order, you can use the `cancel_order` method. Here's an example: + +```python +from dydx_v4_client.node.message import cancel_order + +cancel_order_msg = cancel_order( + order_id, + good_til_block, + good_til_block_time +) + +response = await node_client.cancel_order( + wallet, + order_id, + good_til_block=good_til_block, + good_til_block_time=good_til_block_time +) +``` + +### 2. Batch Cancel Orders +For cancelling multiple orders at once, you can use the batch_cancel_orders method. Here's an example: +pythonCopyfrom dydx_v4_client.node.message import batch_cancel +from v4_proto.dydxprotocol.clob.order_pb2 import OrderBatch + +```python +PERPETUAL_PAIR_BTC_USD = 0 + +client_ids = [tx_client_id1, tx_client_id2] +short_term_cancels = [OrderBatch(clob_pair_id=PERPETUAL_PAIR_BTC_USD, client_ids=client_ids)] + +batch_cancel_msg = batch_cancel( + subaccount_id, + short_term_cancels, + good_til_block +) + +response = await node_client.batch_cancel_orders( + wallet, + subaccount_id, + short_term_cancels, + good_til_block +) +``` + +### Examples +For more detailed examples of how to cancel orders: +- **Cancelling a specific order**: See `examples/long_term_order_cancel_example.py` +- **Batch cancelling orders**: See `examples/batch_cancel_example.py` + + diff --git a/v4-client-py-v2/documentation/placing_orders.md b/v4-client-py-v2/documentation/placing_orders.md index 127b2441..0ed2e235 100644 --- a/v4-client-py-v2/documentation/placing_orders.md +++ b/v4-client-py-v2/documentation/placing_orders.md @@ -33,4 +33,4 @@ Alternatively, you can use the market-based calculator, which provides more conv - Long term order + cancel: Example in `examples/long_term_order_cancel_example.py` ## Next Steps -Continue reading to learn how to [manage your positions](./account_order_information.md) using the dYdX Python SDK. +Continue reading to learn how to [cancel orders](./cancelling_orders.md) using the dYdX Python SDK. diff --git a/v4-client-py-v2/dydx_v4_client/__init__.py b/v4-client-py-v2/dydx_v4_client/__init__.py index 94c4918c..1d9402c8 100644 --- a/v4-client-py-v2/dydx_v4_client/__init__.py +++ b/v4-client-py-v2/dydx_v4_client/__init__.py @@ -1,13 +1,5 @@ from enum import IntEnum -from v4_proto.dydxprotocol.clob.order_pb2 import Order - -from dydx_v4_client.faucet_client import FaucetClient -from dydx_v4_client.indexer.rest.indexer_client import IndexerClient -from dydx_v4_client.indexer.socket.websocket import IndexerSocket -from dydx_v4_client.node.client import NodeClient, QueryNodeClient -from dydx_v4_client.wallet import Wallet - class OrderFlags(IntEnum): SHORT_TERM = 0 diff --git a/v4-client-py-v2/dydx_v4_client/indexer/rest/__init__.py b/v4-client-py-v2/dydx_v4_client/indexer/rest/__init__.py index e25297d8..e69de29b 100644 --- a/v4-client-py-v2/dydx_v4_client/indexer/rest/__init__.py +++ b/v4-client-py-v2/dydx_v4_client/indexer/rest/__init__.py @@ -1 +0,0 @@ -from dydx_v4_client.indexer.rest.indexer_client import IndexerClient diff --git a/v4-client-py-v2/dydx_v4_client/indexer/socket/__init__.py b/v4-client-py-v2/dydx_v4_client/indexer/socket/__init__.py index fa7109a8..e69de29b 100644 --- a/v4-client-py-v2/dydx_v4_client/indexer/socket/__init__.py +++ b/v4-client-py-v2/dydx_v4_client/indexer/socket/__init__.py @@ -1,2 +0,0 @@ -from dydx_v4_client.indexer.socket.websocket import IndexerSocket -from dydx_v4_client.indexer.candles_resolution import CandlesResolution diff --git a/v4-client-py-v2/dydx_v4_client/node/chain_helpers.py b/v4-client-py-v2/dydx_v4_client/node/chain_helpers.py index 829eaf7c..baf91a7e 100644 --- a/v4-client-py-v2/dydx_v4_client/node/chain_helpers.py +++ b/v4-client-py-v2/dydx_v4_client/node/chain_helpers.py @@ -1,7 +1,6 @@ from dydx_v4_client.indexer.rest.constants import ( OrderType, OrderExecution, - OrderTimeInForce, ) from v4_proto.dydxprotocol.clob.order_pb2 import Order diff --git a/v4-client-py-v2/dydx_v4_client/node/client.py b/v4-client-py-v2/dydx_v4_client/node/client.py index 6d3098c0..937fd58d 100644 --- a/v4-client-py-v2/dydx_v4_client/node/client.py +++ b/v4-client-py-v2/dydx_v4_client/node/client.py @@ -5,7 +5,7 @@ import grpc from google._upb._message import Message -from google.protobuf.json_format import MessageToDict, MessageToJson +from google.protobuf.json_format import MessageToDict from typing_extensions import List, Optional, Self from v4_proto.cosmos.auth.v1beta1 import query_pb2_grpc as auth from v4_proto.cosmos.auth.v1beta1.auth_pb2 import BaseAccount @@ -66,6 +66,7 @@ QuerySubaccountAllResponse, ) from v4_proto.dydxprotocol.subaccounts.subaccount_pb2 import SubaccountId +from v4_proto.dydxprotocol.clob.tx_pb2 import OrderBatch from dydx_v4_client.network import NodeConfig from dydx_v4_client.node.builder import Builder @@ -77,6 +78,7 @@ send_token, transfer, withdraw, + batch_cancel, ) from dydx_v4_client.wallet import Wallet @@ -743,3 +745,29 @@ async def cancel_order( return await self.broadcast_message( wallet, cancel_order(order_id, good_til_block, good_til_block_time) ) + + async def batch_cancel_orders( + self, + wallet: Wallet, + subaccount_id: SubaccountId, + short_term_cancels: List[OrderBatch], + good_til_block: int, + ): + """ + Batch cancels orders for a subaccount. + + Args: + wallet (Wallet): The wallet to use for signing the transaction. + subaccount_id (SubaccountId): The subaccount ID for which to cancel orders. + short_term_cancels (List[OrderBatch]): List of OrderBatch objects containing the orders to cancel. + good_til_block (int): The last block the short term order cancellations can be executed at. + + Returns: + The response from the transaction broadcast. + """ + batch_cancel_msg = batch_cancel( + subaccount_id=subaccount_id, + short_term_cancels=short_term_cancels, + good_til_block=good_til_block, + ) + return await self.broadcast_message(wallet, batch_cancel_msg) diff --git a/v4-client-py-v2/dydx_v4_client/node/message.py b/v4-client-py-v2/dydx_v4_client/node/message.py index 0466a115..aedd1186 100644 --- a/v4-client-py-v2/dydx_v4_client/node/message.py +++ b/v4-client-py-v2/dydx_v4_client/node/message.py @@ -1,3 +1,5 @@ +from typing import List + from v4_proto.cosmos.bank.v1beta1.tx_pb2 import MsgSend from v4_proto.cosmos.base.v1beta1.coin_pb2 import Coin from v4_proto.dydxprotocol.clob.order_pb2 import Order, OrderId @@ -9,6 +11,7 @@ ) from v4_proto.dydxprotocol.sending.tx_pb2 import MsgCreateTransfer from v4_proto.dydxprotocol.subaccounts.subaccount_pb2 import SubaccountId +from v4_proto.dydxprotocol.clob.tx_pb2 import MsgBatchCancel, OrderBatch def order( @@ -75,6 +78,19 @@ def cancel_order( return message +def batch_cancel( + subaccount_id: SubaccountId, + short_term_cancels: List[OrderBatch], + good_til_block: int, +): + message = MsgBatchCancel( + subaccount_id=subaccount_id, + short_term_cancels=short_term_cancels, + good_til_block=good_til_block, + ) + return message + + def transfer( sender_subaccount: SubaccountId, recipient_subaccount: SubaccountId, diff --git a/v4-client-py-v2/examples/batch_cancel_example.py b/v4-client-py-v2/examples/batch_cancel_example.py new file mode 100644 index 00000000..0ada8901 --- /dev/null +++ b/v4-client-py-v2/examples/batch_cancel_example.py @@ -0,0 +1,66 @@ +import asyncio +import random + +from dydx_v4_client import MAX_CLIENT_ID, NodeClient, Order, OrderFlags +from dydx_v4_client.indexer.rest.constants import OrderType +from dydx_v4_client.indexer.rest.indexer_client import IndexerClient +from dydx_v4_client.network import TESTNET +from dydx_v4_client.node.market import Market +from dydx_v4_client.wallet import Wallet +from tests.conftest import DYDX_TEST_MNEMONIC, TEST_ADDRESS +from v4_proto.dydxprotocol.clob.tx_pb2 import OrderBatch +from v4_proto.dydxprotocol.subaccounts.subaccount_pb2 import SubaccountId + + +MARKET_ID = "BTC-USD" +PERPETUAL_PAIR_BTC_USD = 0 + + +async def test_batch_cancel(): + node = await NodeClient.connect(TESTNET.node) + indexer = IndexerClient(TESTNET.rest_indexer) + + market = Market( + (await indexer.markets.get_perpetual_markets(MARKET_ID))["markets"][MARKET_ID] + ) + wallet = await Wallet.from_mnemonic(node, DYDX_TEST_MNEMONIC, TEST_ADDRESS) + + # Place multiple orders + orders = [] + client_ids = [] + for _ in range(3): + client_id = random.randint(0, MAX_CLIENT_ID) + order_id = market.order_id(TEST_ADDRESS, 0, client_id, OrderFlags.SHORT_TERM) + client_ids.append(client_id) + current_block = await node.latest_block_height() + order = market.order( + order_id, + side=Order.Side.SIDE_SELL, + order_type=OrderType.LIMIT, + size=0.01, + price=40000 + random.randint(-100, 100), + time_in_force=Order.TIME_IN_FORCE_IOC, + reduce_only=False, + good_til_block=current_block + 20, + ) + orders.append(order) + + # Place orders + for order in orders: + place = await node.place_order(wallet, order) + print(f"Placed order: {place}") + wallet.sequence += 1 + + # Prepare batch cancel + subaccount_id = SubaccountId(owner=TEST_ADDRESS, number=0) + order_batch = OrderBatch(clob_pair_id=PERPETUAL_PAIR_BTC_USD, client_ids=client_ids) + cancellation_current_block = await node.latest_block_height() + + # Execute batch cancel + batch_cancel_response = await node.batch_cancel_orders( + wallet, subaccount_id, [order_batch], cancellation_current_block + 10 + ) + print(f"Batch cancel response: {batch_cancel_response}") + + +asyncio.run(test_batch_cancel()) diff --git 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typing-extensions = "^4.12.2" bech32 = "^1.2.0" pycryptodome = "^3.20.0" +grpcio = "1.65.4" [tool.poetry.group.dev.dependencies] diff --git a/v4-client-py-v2/tests/conftest.py b/v4-client-py-v2/tests/conftest.py index aa13161f..1a597d66 100644 --- a/v4-client-py-v2/tests/conftest.py +++ b/v4-client-py-v2/tests/conftest.py @@ -6,11 +6,12 @@ import httpx import pytest -from dydx_v4_client import FaucetClient, NodeClient +from dydx_v4_client.faucet_client import FaucetClient from dydx_v4_client.indexer.rest.indexer_client import IndexerClient from dydx_v4_client.indexer.rest.noble_client import NobleClient from dydx_v4_client.indexer.socket.websocket import IndexerSocket from dydx_v4_client.network import TESTNET, TESTNET_FAUCET, TESTNET_NOBLE +from dydx_v4_client.node.client import NodeClient from dydx_v4_client.node.message import order, order_id from dydx_v4_client.wallet import Wallet, from_mnemonic