[PY] [CLOB-894] [CLOB-895] `v0.6.8` Quick python example for canceling short term and long term orders #42

jonfung-dydx · 2023-09-22T07:12:56Z

also fix #38

linear · 2023-09-22T07:12:58Z

CLOB-894 Fix short-term cancel bug in client so that both short term and long term cancels can work

https://dydx-team.slack.com/archives/C05S4CTSQ74/p1695173758326969?thread_ts=1695071666.623229&cid=C05S4CTSQ74

linear · 2023-09-22T07:13:03Z

CLOB-895 Add place/replace order and cancel order function and code example for short-term orders in TS and PY clients

yifuzhang95 · 2023-09-22T14:19:02Z

v4-client-py/examples/cancel_example.py

+            'ETH-USD',
+            ORDER_FLAGS_LONG_TERM,
+            good_til_time_in_seconds=120,
+            good_til_block=0, # long term orders use GTBT


why not just put GTBT here instead of GTB if the example is for long term order?

yifuzhang95 · 2023-09-22T14:19:20Z

v4-client-py/examples/cancel_example.py

+            short_term_client_id,
+            'ETH-USD',
+            ORDER_FLAGS_SHORT_TERM,
+            good_til_time_in_seconds=0, # short term orders use GTB.


similarly why not just put GTB here instead of GTT if the example is for short term orders

Both function arguments are required it's a design choice, if we want we can make the arguments optional and add validation that correct params provided but I don't think it's a big deal

Wait so you need BOTH GTB and GTT?

My read was that you would put good_til_block if it's short term and good_til_Time_in_seconds if it's long term... is that correct? if so, then since this example is the "short term" example why don't we just make it "good_til_block" here instead of "good_til_time_in_seconds" and then having a comment that says short term should be GTB

yeah you need both but zero out the one you don't need. Definitely agree with Yi but this can be fixed later, want to get something up and working

yifuzhang95 · 2023-09-22T14:20:12Z

v4-client-py/examples/cancel_example.py

+            market='ETH-USD',
+            side=OrderSide.SELL,
+            price=40000,
+            size=0.01,


is this in base quantums

No, the concept of base quantums is not exposed to client users

Oh so just USDC

No it's in base coins, eg bitcoin

Price is defined in USDC / coin

yifuzhang95 · 2023-09-22T14:21:33Z

v4-client-py/examples/cancel_example.py

+    # Get the expiration block.
+    current_block = client.get_current_block()
+    next_valid_block_height = current_block + 1
+    # Note, you can change this to any number between `next_valid_block_height` to `next_valid_block_height + SHORT_BLOCK_WINDOW`


which is just current block + 20 right?

Yes. https://github.com/search?q=repo%3Adydxprotocol%2Fv4-clients%20SHORT_BLOCK_WINDOW&type=code

lucas-dydx · 2023-09-22T13:54:06Z

v4-client-py/examples/cancel_example.py

+    # place a long term order.
+    long_term_order_client_id = randrange(0, 2 ** 32 - 1)


Can we split this into a separate example? I don't want any MMs onboarding to testnet to get confused about how to place a Short-Term order vs stateful order, and ideally we can just send them one example.

v4-client-py/examples/cancel_example.py

v4-client-py/examples/utils.py

v4-client-py/v4_client_py/clients/composer.py

v4-client-py/v4_client_py/clients/dydx_composite_client.py

lucas-dydx · 2023-09-22T14:26:46Z

v4-client-py/v4_client_py/clients/helpers/chain_helpers.py

@@ -106,30 +117,30 @@ def calculate_time_in_force(
    time_in_force: OrderTimeInForce, 
    execution: OrderExecution, 
    post_only: bool


Why is this taken as an argument when it's defined in the execution param?

This function is really confusing, ideally we can simplify it since it's not used in the FE and therefore has no dependencies

I don't think i'll touch this to preserve correctness since I'm not entirely familiar with this function. Seems to be related to how we translate FE calls to our chain's proto fields.

lucas-dydx · 2023-09-22T14:30:08Z

v4-client-py/examples/cancel_example.py

+            time_in_force=OrderTimeInForce.GTT,
+            good_til_time_in_seconds=60,
+            execution=OrderExecution.DEFAULT,
+            post_only=False,


Any way we can remove the post_only arg in favor of using execution?

@johnqh to answer, same reasoning as above comment here

lucas-dydx · 2023-09-22T14:35:18Z

v4-client-py/examples/cancel_example.py

+            price=40000,
+            size=0.01,
+            client_id=long_term_order_client_id,
+            time_in_force=OrderTimeInForce.GTT,


Can we just remove this completely and have the client provide order flags instead?

It's really confusing that order flags are automatically inferred from the TimeInForce, IMO client should explicitly choose what order flags to use.

Punting this to get something functional out. This PR will be for cancels, which take in the explicit order flag, which user provides in cancel_order.

v4-client-py/examples/composite_example.py

v4-client-py/examples/short_term_cancel_example.py

lucas-dydx

Do you need to increment PyPi package version?

v4-client-py/examples/cancel_example.py

v4-client-py/examples/utils.py

v4-client-py/v4_client_py/clients/helpers/chain_helpers.py

jonfung-dydx requested a review from lucas-dydx September 22, 2023 07:13

jonfung-dydx requested review from johnqh and yifuzhang95 September 22, 2023 07:13

yifuzhang95 reviewed Sep 22, 2023

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jonfung-dydx and others added 5 commits September 29, 2023 08:49

fix compose_msg_cancel_order to work with both gtb and gtbt

f7f2232

example for cancel orders in python

4e5f2e5

pr comments

7dd67f8

pr comments + bump pyproj

742698f

Address PR comments

883f5a6

lucas-dydx force-pushed the jonfung/fixShortTermOrderBug branch from 8977766 to 883f5a6 Compare September 29, 2023 12:59

lucas-dydx changed the title ~~[PY] [CLOB-894] [CLOB-895] Quick python example for canceling short term and long term orders~~ [PY] [CLOB-894] [CLOB-895] v0.6.8 Quick python example for canceling short term and long term orders Sep 29, 2023

lucas-dydx merged commit 1a84b50 into main Sep 29, 2023
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[PY] [CLOB-894] [CLOB-895] `v0.6.8` Quick python example for canceling short term and long term orders #42

[PY] [CLOB-894] [CLOB-895] `v0.6.8` Quick python example for canceling short term and long term orders #42

jonfung-dydx commented Sep 22, 2023

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		# place a long term order.
		long_term_order_client_id = randrange(0, 2 ** 32 - 1)

[PY] [CLOB-894] [CLOB-895] v0.6.8 Quick python example for canceling short term and long term orders #42

[PY] [CLOB-894] [CLOB-895] v0.6.8 Quick python example for canceling short term and long term orders #42

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jonfung-dydx commented Sep 22, 2023

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[PY] [CLOB-894] [CLOB-895] `v0.6.8` Quick python example for canceling short term and long term orders #42

[PY] [CLOB-894] [CLOB-895] `v0.6.8` Quick python example for canceling short term and long term orders #42