diff --git a/docs/grvt/grvt-pysdk-main/.github/workflows/ci.yml b/docs/grvt/grvt-pysdk-main/.github/workflows/ci.yml deleted file mode 100644 index 0561eee..0000000 --- a/docs/grvt/grvt-pysdk-main/.github/workflows/ci.yml +++ /dev/null @@ -1,57 +0,0 @@ -name: ci - -on: - push: - branches: - - main - -env: - UV_VERSION: "0.4.0" - -concurrency: - group: ${{ github.workflow }}-${{ github.head_ref || github.run_id }} - cancel-in-progress: true - -jobs: - build: - env: - UV_CACHE_DIR: /tmp/.uv-cache - runs-on: ubuntu-24.04 - steps: - - name: Checkout source code - uses: actions/checkout@v4 - - name: Set up python - id: setup-python - uses: actions/setup-python@v5 - with: - python-version-file: ".python-version" - - name: Set up uv - run: curl -LsSf https://astral.sh/uv/${{ env.UV_VERSION }}/install.sh | sh - - name: Restore uv cache - uses: actions/cache@v4 - with: - path: /tmp/.uv-cache - key: uv-${{ runner.os }}-${{ hashFiles('uv.lock') }} - restore-keys: | - uv-${{ runner.os }}-${{ hashFiles('uv.lock') }} - uv-${{ runner.os }} - - name: Install dependencies - run: uv sync --all-extras --dev --frozen - - name: Test with pytest - run: uv run pytest tests --cov=src - - name: Minimize uv cache - run: uv cache prune --ci - - build-image: - runs-on: ubuntu-24.04 - - steps: - - name: Checkout source code - uses: actions/checkout@v4 - - name: Set up Docker Buildx - uses: docker/setup-buildx-action@v3 - - name: Build docker image - uses: docker/build-push-action@v6 - with: - context: . - push: false diff --git a/docs/grvt/grvt-pysdk-main/.github/workflows/codeql.yml b/docs/grvt/grvt-pysdk-main/.github/workflows/codeql.yml deleted file mode 100644 index 9d24571..0000000 --- a/docs/grvt/grvt-pysdk-main/.github/workflows/codeql.yml +++ /dev/null @@ -1,39 +0,0 @@ -# name: "codeql" - -# on: -# push: -# branches: ["main"] -# pull_request: -# branches: ["main"] - -# jobs: -# analyze: -# name: Analyze -# runs-on: ubuntu-24.04 -# permissions: -# actions: read -# contents: read -# security-events: write - -# strategy: -# fail-fast: false -# matrix: -# language: [python] - -# steps: -# - name: Checkout -# uses: actions/checkout@v4 - -# - name: Initialize CodeQL -# uses: github/codeql-action/init@v3 -# with: -# languages: ${{ matrix.language }} -# queries: +security-and-quality - -# - name: Autobuild -# uses: github/codeql-action/autobuild@v3 - -# - name: Perform CodeQL Analysis -# uses: github/codeql-action/analyze@v3 -# with: -# category: "/language:${{ matrix.language }}" diff --git a/docs/grvt/grvt-pysdk-main/.github/workflows/pr.yml b/docs/grvt/grvt-pysdk-main/.github/workflows/pr.yml deleted file mode 100644 index e29f558..0000000 --- a/docs/grvt/grvt-pysdk-main/.github/workflows/pr.yml +++ /dev/null @@ -1,61 +0,0 @@ -name: pr - -on: - pull_request: - branches: - - "**" - -concurrency: - group: ${{ github.workflow }}-${{ github.head_ref || github.run_id }} - cancel-in-progress: true - -jobs: - build: - env: - UV_CACHE_DIR: /tmp/.uv-cache - runs-on: ubuntu-24.04 - strategy: - matrix: - python-version: ["3.10.15", "3.10.x"] - uv-version: ["0.3.5", "0.4.0"] - fail-fast: false - - steps: - - name: Checkout source code - uses: actions/checkout@v4 - - name: Set up python - id: setup-python - uses: actions/setup-python@v5 - with: - python-version: ${{ matrix.python-version }} - architecture: x64 - - name: Set up uv - run: curl -LsSf https://astral.sh/uv/${{ matrix.uv-version }}/install.sh | sh - - name: Restore uv cache - uses: actions/cache@v4 - with: - path: /tmp/.uv-cache - key: uv-${{ runner.os }}-${{ hashFiles('uv.lock') }} - restore-keys: | - uv-${{ runner.os }}-${{ hashFiles('uv.lock') }} - uv-${{ runner.os }} - - name: Install dependencies - run: uv sync --all-extras --dev --frozen - - name: Test with pytest - run: uv run pytest tests --cov=src - - name: Minimize uv cache - run: uv cache prune --ci - - build-image: - runs-on: ubuntu-24.04 - - steps: - - name: Checkout source code - uses: actions/checkout@v4 - - name: Set up Docker Buildx - uses: docker/setup-buildx-action@v3 - - name: Build docker image - uses: docker/build-push-action@v6 - with: - context: . - push: false diff --git a/docs/grvt/grvt-pysdk-main/.gitignore b/docs/grvt/grvt-pysdk-main/.gitignore deleted file mode 100644 index 33c82b6..0000000 --- a/docs/grvt/grvt-pysdk-main/.gitignore +++ /dev/null @@ -1,287 +0,0 @@ -# Created by https://www.toptal.com/developers/gitignore/api/python,pycharm+all,visualstudiocode -# Edit at https://www.toptal.com/developers/gitignore?templates=python,pycharm+all,visualstudiocode - -### PyCharm+all ### -# Covers JetBrains IDEs: IntelliJ, RubyMine, PhpStorm, AppCode, PyCharm, CLion, Android Studio, WebStorm and Rider -# Reference: https://intellij-support.jetbrains.com/hc/en-us/articles/206544839 - -# User-specific stuff -.idea/**/workspace.xml -.idea/**/tasks.xml -.idea/**/usage.statistics.xml -.idea/**/dictionaries -.idea/**/shelf - -# AWS User-specific -.idea/**/aws.xml - -# Generated files -.idea/**/contentModel.xml - -# Sensitive or high-churn files -.idea/**/dataSources/ -.idea/**/dataSources.ids -.idea/**/dataSources.local.xml -.idea/**/sqlDataSources.xml -.idea/**/dynamic.xml -.idea/**/uiDesigner.xml -.idea/**/dbnavigator.xml - -# Gradle -.idea/**/gradle.xml -.idea/**/libraries - -# Gradle and Maven with auto-import -# When using Gradle or Maven with auto-import, you should exclude module files, -# since they will be recreated, and may cause churn. Uncomment if using -# auto-import. -# .idea/artifacts -# .idea/compiler.xml -# .idea/jarRepositories.xml -# .idea/modules.xml -# .idea/*.iml -# .idea/modules -# *.iml -# *.ipr - -# CMake -cmake-build-*/ - -# Mongo Explorer plugin -.idea/**/mongoSettings.xml - -# File-based project format -*.iws - -# IntelliJ -out/ - -# mpeltonen/sbt-idea plugin -.idea_modules/ - -# JIRA plugin -atlassian-ide-plugin.xml - -# Cursive Clojure plugin -.idea/replstate.xml - -# SonarLint plugin -.idea/sonarlint/ - -# Crashlytics plugin (for Android Studio and IntelliJ) -com_crashlytics_export_strings.xml -crashlytics.properties -crashlytics-build.properties -fabric.properties - -# Editor-based Rest Client -.idea/httpRequests - -# Android studio 3.1+ serialized cache file -.idea/caches/build_file_checksums.ser - -### PyCharm+all Patch ### -# Ignore everything but code style settings and run configurations -# that are supposed to be shared within teams. - -.idea/* - -!.idea/codeStyles -!.idea/runConfigurations - -### Python ### -# Byte-compiled / optimized / DLL files -__pycache__/ -*.py[cod] -*$py.class - -# C extensions -*.so - -# Distribution / packaging -.Python -build/ -develop-eggs/ -dist/ -downloads/ -eggs/ -.eggs/ -lib/ -lib64/ -parts/ -sdist/ -var/ -wheels/ -share/python-wheels/ -*.egg-info/ -.installed.cfg -*.egg -MANIFEST - -# PyInstaller -# Usually these files are written by a python script from a template -# before PyInstaller builds the exe, so as to inject date/other infos into it. -*.manifest -*.spec - -# Installer logs -pip-log.txt -pip-delete-this-directory.txt - -# Unit test / coverage reports -htmlcov/ -.tox/ -.nox/ -.coverage -.coverage.* -.cache -nosetests.xml -coverage.xml -*.cover -*.py,cover -.hypothesis/ -.pytest_cache/ -cover/ - -# Translations -*.mo -*.pot - -# Django stuff: -*.log -local_settings.py -db.sqlite3 -db.sqlite3-journal - -# Flask stuff: -instance/ -.webassets-cache - -# Scrapy stuff: -.scrapy - -# Sphinx documentation -docs/_build/ - -# PyBuilder -.pybuilder/ -target/ - -# Jupyter Notebook -.ipynb_checkpoints - -# IPython -profile_default/ -ipython_config.py - -# pyenv -# For a library or package, you might want to ignore these files since the code is -# intended to run in multiple environments; otherwise, check them in: -# .python-version - -# pipenv -# According to pypa/pipenv#598, it is recommended to include Pipfile.lock in version control. -# However, in case of collaboration, if having platform-specific dependencies or dependencies -# having no cross-platform support, pipenv may install dependencies that don't work, or not -# install all needed dependencies. -#Pipfile.lock - -# poetry -# Similar to Pipfile.lock, it is generally recommended to include poetry.lock in version control. -# This is especially recommended for binary packages to ensure reproducibility, and is more -# commonly ignored for libraries. -# https://python-poetry.org/docs/basic-usage/#commit-your-poetrylock-file-to-version-control -#poetry.lock - -# pdm -# Similar to Pipfile.lock, it is generally recommended to include pdm.lock in version control. -#pdm.lock -# pdm stores project-wide configurations in .pdm.toml, but it is recommended to not include it -# in version control. -# https://pdm.fming.dev/#use-with-ide -.pdm.toml - -# PEP 582; used by e.g. github.com/David-OConnor/pyflow and github.com/pdm-project/pdm -__pypackages__/ - -# Celery stuff -celerybeat-schedule -celerybeat.pid - -# SageMath parsed files -*.sage.py - -# Environments -.env -.venv -env/ -venv/ -ENV/ -env.bak/ -venv.bak/ - -# Spyder project settings -.spyderproject -.spyproject - -# Rope project settings -.ropeproject - -# mkdocs documentation -/site - -# mypy -.mypy_cache/ -.dmypy.json -dmypy.json - -# Pyre type checker -.pyre/ - -# pytype static type analyzer -.pytype/ - -# Cython debug symbols -cython_debug/ - -# PyCharm -# JetBrains specific template is maintained in a separate JetBrains.gitignore that can -# be found at https://github.com/github/gitignore/blob/main/Global/JetBrains.gitignore -# and can be added to the global gitignore or merged into this file. For a more nuclear -# option (not recommended) you can uncomment the following to ignore the entire idea folder. -#.idea/ - -### Python Patch ### -# Poetry local configuration file - https://python-poetry.org/docs/configuration/#local-configuration -poetry.toml - -# ruff -.ruff_cache/ - -# LSP config files -pyrightconfig.json - -### VisualStudioCode ### -.vscode/* -!.vscode/settings.json -!.vscode/tasks.json -!.vscode/launch.json -!.vscode/extensions.json -!.vscode/*.code-snippets - -# Local History for Visual Studio Code -.history/ - -# Built Visual Studio Code Extensions -*.vsix - -### VisualStudioCode Patch ### -# Ignore all local history of files -.history -.ionide - -# Tests -test_results.csv -test_results_sync.csv - -# End of https://www.toptal.com/developers/gitignore/api/python,pycharm+all,visualstudiocode diff --git a/docs/grvt/grvt-pysdk-main/.pre-commit-config.yaml b/docs/grvt/grvt-pysdk-main/.pre-commit-config.yaml deleted file mode 100644 index 072d7c8..0000000 --- a/docs/grvt/grvt-pysdk-main/.pre-commit-config.yaml +++ /dev/null @@ -1,79 +0,0 @@ -ci: - skip: [pytest] - -default_language_version: - python: python3.10 - -repos: - # general checks (see here: https://pre-commit.com/hooks.html) - - repo: https://github.com/pre-commit/pre-commit-hooks - rev: v4.6.0 - hooks: - - id: check-yaml - args: [--allow-multiple-documents] - - id: end-of-file-fixer - - id: trailing-whitespace - - # ruff - linting + formatting - - repo: https://github.com/astral-sh/ruff-pre-commit - rev: "v0.6.3" - hooks: - - id: ruff - name: ruff - - id: ruff-format - name: ruff-format - - # mypy - lint-like type checking - - repo: https://github.com/pre-commit/mirrors-mypy - rev: v1.11.2 - hooks: - - id: mypy - name: mypy - - # docformatter - formats docstrings to follow PEP 257 - - repo: https://github.com/pycqa/docformatter - rev: v1.7.5 - hooks: - - id: docformatter - name: docformatter - args: - [ - -r, - -i, - --pre-summary-newline, - --make-summary-multi-line, - --wrap-summaries, - "90", - --wrap-descriptions, - "90", - src, - tests, - ] - exclude: ^(artifacts/.*)$ - - # bandit - find common security issues - - repo: https://github.com/pycqa/bandit - rev: 1.7.9 - hooks: - - id: bandit - name: bandit - exclude: ^tests/ - args: - - -r - - src - - - repo: local - hooks: - - id: pytest - name: pytest - entry: uv run pytest tests --cov=src - language: system - types: [python] - pass_filenames: false - - # prettier - formatting JS, CSS, JSON, Markdown, ... - - repo: https://github.com/pre-commit/mirrors-prettier - rev: v3.1.0 - hooks: - - id: prettier - exclude: ^(uv.lock)$ diff --git a/docs/grvt/grvt-pysdk-main/.python-version b/docs/grvt/grvt-pysdk-main/.python-version deleted file mode 100644 index c8cfe39..0000000 --- a/docs/grvt/grvt-pysdk-main/.python-version +++ /dev/null @@ -1 +0,0 @@ -3.10 diff --git a/docs/grvt/grvt-pysdk-main/.renovaterc.json b/docs/grvt/grvt-pysdk-main/.renovaterc.json deleted file mode 100644 index 09da1a9..0000000 --- a/docs/grvt/grvt-pysdk-main/.renovaterc.json +++ /dev/null @@ -1,11 +0,0 @@ -{ - "extends": [ - "config:base", - "schedule:daily", - "group:all", - ":prConcurrentLimitNone", - ":prHourlyLimitNone", - ":prImmediately" - ], - "labels": ["dependencies"] -} diff --git a/docs/grvt/grvt-pysdk-main/CHANGELOG.md b/docs/grvt/grvt-pysdk-main/CHANGELOG.md deleted file mode 100644 index 2b487da..0000000 --- a/docs/grvt/grvt-pysdk-main/CHANGELOG.md +++ /dev/null @@ -1,78 +0,0 @@ -# Changelog - -## Version [0.2.1] - 2025-07-24 - -### Changes in 0.2.1 - -- New methods in ccxt-compatible code for Strategy (Vault) managers to view investment history and current redemption queue of a Vault. - - Classes `GrvtCcxt` and `GrvtCcxtPro` - - Methods `fetch_vault_manager_investor_history` and `fetch_vault_redemption_queue` - -## Version [0.2.0] - 2025-07-16 - -### Changes in 0.2.0 - -- additional fixes for removal of explicit enums in `grvt_raw_types.py` -- Note: this update would `break existing integrations` for `non-create-order flows` (e.g., transfer/withdrawal history, transfer, get open orders, get-instrument filters) to handle currency strings directly instead of enums. -- users will be losing the currency enum when they upgrade, so they would need to call the currencies endpoin ( ), for which the support has been added in PySDK (`get_currency_v1()` in grvt_raw_async.py and grvt_raw_sync.py), for the metadata attached to the currency strings. - -## Version [0.1.32] - 2025-07-15 - -### Changes in 0.1.32 - -- removed explicit enums in `grvt_raw_types.py` (no need to update SDK for when new coins are listed) -- added vault-related functionality - -## Version [0.1.31] - 2025-07-08 - -### Changes in 0.1.31 - -- added AVAX in the raw code (testing purposes) - -## Version [0.1.30] - 2025-07-08 - -### Changes in 0.1.30 - -- added `H` in the **raw** code - -## Version [0.1.29] - 2025-06-30 - -### Changes in 0.1.29 - -- Added new currencies: `HYPE, UNI, MOODENG, LAUNCHCOIN` in the **raw** code -- Improvements and type fixes in `fetch_funding_rate_history()` methods of GrvtCcxt and GrvtCcxtPro. - -## Version [0.1.28] - 2025-06-02 - -### Changes in 0.1.28 - -- Renamed currency name `AI_16_Z` into `AI16Z` in the **raw** code to match the exchange currency name. - -## Version [0.1.27] - 2025-05-19 - -### Changes in 0.1.27 - -- `GrvtCcxt` and `GrvtCcxtPro` classes: - - - renamed method `fetch_balances()` to `fetch_balance()` as defined in ccxt. - -## Version [0.1.26] - 2025-05-15 - -### Added in 0.1.26 - -- `GrvtCcxt` and `GrvtCcxtPro` classes: - - - new method `describe()` - returns a list of public method names - - new method `fetch_balances()` - returns dict with balances in ccxt format. - - constructor parameter `order_book_ccxt_format: bool = False` . If = True then order book snapshots from `fetch_order_book()` are in ccxt format. - -### Fixed in 0.1.26 - -- Issues with typing and lynting errors - -## Version [0.1.25] - 2025-04-25 - -### Fixed in 0.1.25 - -- Issues with typing and lynting errors -- Fixed bug in test_grvt_ccxt.py diff --git a/docs/grvt/grvt-pysdk-main/LICENSE b/docs/grvt/grvt-pysdk-main/LICENSE deleted file mode 100644 index 261eeb9..0000000 --- a/docs/grvt/grvt-pysdk-main/LICENSE +++ /dev/null @@ -1,201 +0,0 @@ - Apache License - Version 2.0, January 2004 - http://www.apache.org/licenses/ - - TERMS AND CONDITIONS FOR USE, REPRODUCTION, AND DISTRIBUTION - - 1. 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We also recommend that a - file or class name and description of purpose be included on the - same "printed page" as the copyright notice for easier - identification within third-party archives. - - Copyright [yyyy] [name of copyright owner] - - Licensed under the Apache License, Version 2.0 (the "License"); - you may not use this file except in compliance with the License. - You may obtain a copy of the License at - - http://www.apache.org/licenses/LICENSE-2.0 - - Unless required by applicable law or agreed to in writing, software - distributed under the License is distributed on an "AS IS" BASIS, - WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. - See the License for the specific language governing permissions and - limitations under the License. diff --git a/docs/grvt/grvt-pysdk-main/Makefile b/docs/grvt/grvt-pysdk-main/Makefile deleted file mode 100644 index b2c789b..0000000 --- a/docs/grvt/grvt-pysdk-main/Makefile +++ /dev/null @@ -1,59 +0,0 @@ -# A Self-Documenting Makefile: http://marmelab.com/blog/2016/02/29/auto-documented-makefile.html -.PHONY: help -help: ## Show this help - @grep -E '^[a-zA-Z_-]+:.*?## .*$$' $(MAKEFILE_LIST) | sed -e 's/^Makefile://' | awk 'BEGIN {FS = ":.*?## "}; {printf "\033[36m%-30s\033[0m %s\n", $$1, $$2}' - - -.PHONY: run -run: ## Run the project - uv run python -m pysdk.main - -.PHONY: test -test: ## Run the tests - uv run pytest tests --cov=src - -.PHONY: precommit -precommit: ## Run the pre-commit hooks - bash .git/hooks/pre-commit - -.PHONY: lint -lint: ## Run the linter - uv run ruff check . - -.PHONY: lint-fix -lint-fix: ## Run the linter and fix the issues - uv run ruff check --fix --unsafe-fixes . - -.PHONY: format -format: ## Run the formatter - uv run ruff format . - -.PHONY: typecheck -typecheck: ## Run the type checker - uv run mypy . - -.PHONY: security -security: ## Run the security checker - uv run bandit . - -.PHONY: clean -clean: ## Clean the project - uv run ruff clean . - -.PHONY: install -install: ## Install the project - uv sync --all-extras --dev --frozen - -.PHONY: build -build: ## Build the project - uv build - -.PHONY: publish -publish: ## Publish the project - python3 build_readme.py - make build - uv run twine upload --skip-existing dist/* - -# ============================================================================== -# always make sure the following is the last line on this file -.DEFAULT_GOAL := help diff --git a/docs/grvt/grvt-pysdk-main/README.md b/docs/grvt/grvt-pysdk-main/README.md deleted file mode 100644 index e6038cc..0000000 --- a/docs/grvt/grvt-pysdk-main/README.md +++ /dev/null @@ -1,300 +0,0 @@ -

- uv logo - pre-commit logo - ruff logo - bandit logo - pytest logo -

- -

- Docker logo - GitHub Actions logo -

- -# GRVT Python SDK - -[![CodeQL](https://github.com/smarlhens/python-boilerplate/workflows/codeql/badge.svg)](https://github.com/smarlhens/python-boilerplate/actions/workflows/codeql.yml) -[![GitHub CI](https://github.com/smarlhens/python-boilerplate/workflows/ci/badge.svg)](https://github.com/smarlhens/python-boilerplate/actions/workflows/ci.yml) -[![GitHub license](https://img.shields.io/github/license/smarlhens/python-boilerplate)](https://github.com/smarlhens/python-boilerplate) - ---- - -## Table of Contents - -- [GRVT Python SDK](#grvt-python-sdk) - - [Table of Contents](#table-of-contents) - - [What's in the library](#whats-in-the-library) - - [Environments](#environments) - - [Files](#files) - - [Installation via pip](#installation-via-pip) - - [Configuration](#configuration) - - [Usage](#usage) - - [Contributor's guide](#contributors-guide) - - [Prerequisites](#prerequisites) - - [Installation of a source code](#installation-of-a-source-code) - - [Manually run example files](#manually-run-example-files) - - [What's in the box ?](#whats-in-the-box-) - - [uv](#uv) - - [pre-commit](#pre-commit) - - [ruff](#ruff) - - [mypy](#mypy) - - [bandit](#bandit) - - [docformatter](#docformatter) - - [Testing](#testing) - - [Makefile](#makefile) - ---- - -## What's in the library - -GRVT Python SDK library provides Python classes and utility methods for easy access to GRVT API endpoints across all environments. - -### Environments - -- `prod` - Production environment. -- `testnet` - Testnet environment. -- `staging` - Development Integration environment. -- `dev` - Development environment. - -SDK Library provides two types of classes: - -1. **Raw** - thin wrapper classes around Rest API. -2. **Ccxt-compatible** - classes with ccxt-like methods. Provide access to both Rest API and WebSockets. - -### Files - -Raw access: - -- `grvt_raw_base.py` - base classes for Rest API access. -- `grvt_raw_env.py` - definitions of environments for raw access. -- `grvt_raw_signing.py` - utility methods for signing orders. -- `grvt_raw_sync.py` - class for raw synchronous calls to Rest API. -- `grvt_raw_async.py` - class for raw asynchronous calls to Rest API. - -CCXT-compatible access: - -- `grvt_ccxt_utils.py` - utility methods for signing orders. -- `grvt_ccxt_env.py` - definitions of environments for ccxt-like access. -- `grvt_ccxt_base.py` - base class for Rest API access. -- `grvt_ccxt.py` - class for synchronous calls to Rest API. -- `grvt_ccxt_pro.py` - class for asynchronous calls to Rest API. -- `grvt_ccxt_ws.py` - class for WebSocket calls. - -## Installation via pip - -```bash -pip install grvt-pysdk -``` - -### Configuration - -Setup these environment variables: - -```bash -export GRVT_PRIVATE_KEY="`Secret Private Key` in API setup" -export GRVT_API_KEY="`API Key` in API setup" -export GRVT_TRADING_ACCOUNT_ID=<`Trading account ID` in API> -export GRVT_ENV="testnet" -export GRVT_END_POINT_VERSION="v1" -export GRVT_WS_STREAM_VERSION="v1" -``` - -## Usage - -**Examples of how to use various methods to connect to GRVT API:** - -- [GRVT CCXT](https://github.com/gravity-technologies/grvt-pysdk/blob/main/tests/pysdk/test_grvt_ccxt.py) - Example of usage of CCXT-compatible Python class `GrvtCcxt` with `synchronous` Rest API calls. -- [GRVT CCXT Pro](https://github.com/gravity-technologies/grvt-pysdk/blob/main/tests/pysdk/test_grvt_ccxt_pro.py) - Example of usage of CCXT.PRO-compatible Python class `GrvtCcxtPro` with `asynchronous` Rest API calls. -- [GRVT CCXT WS](https://github.com/gravity-technologies/grvt-pysdk/blob/main/tests/pysdk/test_grvt_ccxt_ws.py) - Example of usage of CCXT.PRO-compatible Python class `GrvtCcxtWS` with `asynchronous` Rest API calls + Web Socket subscriptions + JSON RPC calls over Web Sockets. -- [GRVT API Sync](https://github.com/gravity-technologies/grvt-pysdk/blob/main/tests/pysdk/test_grvt_raw_sync.py) - Synchronous API client for GRVT -- [GRVT API Async](https://github.com/gravity-technologies/grvt-pysdk/blob/main/tests/pysdk/test_grvt_raw_async.py) - Asynchronous API client for GRVT - -## Contributor's guide - -### Prerequisites - -- [Python](https://www.python.org/downloads/) **>=3.10.0 < 3.13** (_tested with 3.10.15_) -- [pre-commit](https://pre-commit.com/#install) -- [uv](https://docs.astral.sh/uv/getting-started/installation/) **>=0.3.3** (_tested with 0.4.0_) -- [docker](https://docs.docker.com/get-docker/) (_optional_) - -### Installation of a source code - -1. Clone the git repository - - ```bash - git clone https://github.com/grvt-technologies/grvt-pysdk.git - ``` - -2. Go into the project directory - - ```bash - cd grvt-pysdk/ - ``` - -3. Checkout working branch - - ```bash - git checkout - ``` - -4. Install dependencies - - ```bash - make install - ``` - -5. Enable pre-commit hooks - - ```bash - pre-commit install - ``` - ---- - -### Manually run example files - -Example files run extensive testing of the SDK API classes and log details about details of using GRVT API. - -1. Change to tests folder - - ```bash - cd tests/pysdk - ``` - -2. Run example of using synchronous CCXT-compatible calls to `Rest API` via `grvt_ccxt.py`, class `GrvtCcxt` - - ```bash - uv run python3 test_grvt_ccxt.py - ``` - -3. Run example of using asynchronous CCXT-compatible calls to `Rest API` via `grvt_ccxt_pro.py`, class `GrvtCcxtPro` - - ```bash - uv run python3 test_grvt_ccxt_pro.py - ``` - -4. Run example of using WebSockets subscriptions and JSON RPC calls via `grvt_ccxt_ws.py`, class `GrvtCcxtWS` - - ```bash - uv run python3 test_grvt_ccxt_ws.py - ``` - -### What's in the box ? - -#### uv - -[uv](https://github.com/astral-sh/uv) is an extremely fast Python package and project manager, written in Rust. - -**pyproject.toml file** ([`pyproject.toml`](pyproject.toml)): orchestrate your project and its dependencies -**uv.lock file** ([`uv.lock`](uv.lock)): ensure that the package versions are consistent for everyone -working on your project - -For more configuration options and details, see the [configuration docs](https://docs.astral.sh/uv/). - -#### pre-commit - -[pre-commit](https://pre-commit.com/) is a framework for managing and maintaining multi-language pre-commit hooks. - -**.pre-commit-config.yaml file** ([`.pre-commit-config.yaml`](.pre-commit-config.yaml)): describes what repositories and -hooks are installed - -For more configuration options and details, see the [configuration docs](https://pre-commit.com/). - -#### ruff - -[ruff](https://github.com/astral-sh/ruff) is an extremely fast Python linter, written in Rust. - -Rules are defined in the [`pyproject.toml`](pyproject.toml). - -For more configuration options and details, see the [configuration docs](https://github.com/astral-sh/ruff#configuration). - -#### mypy - -[mypy](http://mypy-lang.org/) is an optional static type checker for Python that aims to combine the benefits of -dynamic (or "duck") typing and static typing. - -Rules are defined in the [`pyproject.toml`](pyproject.toml). - -For more configuration options and details, see the [configuration docs](https://mypy.readthedocs.io/). - -#### bandit - -[bandit](https://bandit.readthedocs.io/) is a tool designed to find common security issues in Python code. - -Rules are defined in the [`pyproject.toml`](pyproject.toml). - -For more configuration options and details, see the [configuration docs](https://bandit.readthedocs.io/). - -#### docformatter - -[docformatter](https://github.com/PyCQA/docformatter) is a tool designed to format docstrings to -follow [PEP 257](https://peps.python.org/pep-0257/). - -Options are defined in the [`.pre-commit-config.yaml`](.pre-commit-config.yaml). - ---- - -#### Testing - -We are using [pytest](https://docs.pytest.org/) & [pytest-cov](https://github.com/pytest-dev/pytest-cov) to write tests. - -To run tests with coverage: - -```bash -make test -``` - -```text -Name Stmts Miss Cover -------------------------------------------------------------- -src/pysdk/__init__.py 0 0 100% -src/pysdk/grvt_ccxt.py 238 21 91% -src/pysdk/grvt_ccxt_base.py 196 57 71% -src/pysdk/grvt_ccxt_env.py 48 12 75% -src/pysdk/grvt_ccxt_logging_selector.py 15 7 53% -src/pysdk/grvt_ccxt_pro.py 245 69 72% -src/pysdk/grvt_ccxt_test_utils.py 30 4 87% -src/pysdk/grvt_ccxt_types.py 41 0 100% -src/pysdk/grvt_ccxt_utils.py 237 89 62% -src/pysdk/grvt_ccxt_ws.py 275 238 13% -src/pysdk/grvt_raw_async.py 149 109 27% -src/pysdk/grvt_raw_base.py 154 69 55% -src/pysdk/grvt_raw_env.py 27 5 81% -src/pysdk/grvt_raw_signing.py 33 17 48% -src/pysdk/grvt_raw_sync.py 149 109 27% -src/pysdk/grvt_raw_types.py 1031 0 100% -------------------------------------------------------------- -TOTAL 2868 806 72% - - -=================================================================================================== 8 passed in 58.20s ==================================================================================================== -``` - -#### Makefile - -We are using [Makefile](https://www.gnu.org/software/make/manual/make.html) to manage the project. - -To see the list of commands: - -```bash -make -``` - -```bash -➜ grvt-pysdk git:(main) ✗ make -help Show this help -run Run the project -test Run the tests -precommit Run the pre-commit hooks -lint Run the linter -format Run the formatter -typecheck Run the type checker -security Run the security checker -clean Clean the project -install Install the project -build Build the project -publish Publish the project -``` - ---- diff --git a/docs/grvt/grvt-pysdk-main/README_PYPI.md b/docs/grvt/grvt-pysdk-main/README_PYPI.md deleted file mode 100644 index 3dae020..0000000 --- a/docs/grvt/grvt-pysdk-main/README_PYPI.md +++ /dev/null @@ -1,382 +0,0 @@ -

- uv logo - pre-commit logo - ruff logo - bandit logo - pytest logo -

- -

- Docker logo - GitHub Actions logo -

- -# GRVT Python SDK - -[![CodeQL](https://github.com/smarlhens/python-boilerplate/workflows/codeql/badge.svg)](https://github.com/smarlhens/python-boilerplate/actions/workflows/codeql.yml) -[![GitHub CI](https://github.com/smarlhens/python-boilerplate/workflows/ci/badge.svg)](https://github.com/smarlhens/python-boilerplate/actions/workflows/ci.yml) -[![GitHub license](https://img.shields.io/github/license/smarlhens/python-boilerplate)](https://github.com/smarlhens/python-boilerplate) - ---- - -## Table of Contents - -- [GRVT Python SDK](#grvt-python-sdk) - - [Table of Contents](#table-of-contents) - - [What's in the library](#whats-in-the-library) - - [Environments](#environments) - - [Files](#files) - - [Installation via pip](#installation-via-pip) - - [Configuration](#configuration) - - [Usage](#usage) - - [Contributor's guide](#contributors-guide) - - [Prerequisites](#prerequisites) - - [Installation of a source code](#installation-of-a-source-code) - - [Manually run example files](#manually-run-example-files) - - [What's in the box ?](#whats-in-the-box-) - - [uv](#uv) - - [pre-commit](#pre-commit) - - [ruff](#ruff) - - [mypy](#mypy) - - [bandit](#bandit) - - [docformatter](#docformatter) - - [Testing](#testing) - - [Makefile](#makefile) - ---- - -## What's in the library - -GRVT Python SDK library provides Python classes and utility methods for easy access to GRVT API endpoints across all environments. - -### Environments - -- `prod` - Production environment. -- `testnet` - Testnet environment. -- `staging` - Development Integration environment. -- `dev` - Development environment. - -SDK Library provides two types of classes: - -1. **Raw** - thin wrapper classes around Rest API. -2. **Ccxt-compatible** - classes with ccxt-like methods. Provide access to both Rest API and WebSockets. - -### Files - -Raw access: - -- `grvt_raw_base.py` - base classes for Rest API access. -- `grvt_raw_env.py` - definitions of environments for raw access. -- `grvt_raw_signing.py` - utility methods for signing orders. -- `grvt_raw_sync.py` - class for raw synchronous calls to Rest API. -- `grvt_raw_async.py` - class for raw asynchronous calls to Rest API. - -CCXT-compatible access: - -- `grvt_ccxt_utils.py` - utility methods for signing orders. -- `grvt_ccxt_env.py` - definitions of environments for ccxt-like access. -- `grvt_ccxt_base.py` - base class for Rest API access. -- `grvt_ccxt.py` - class for synchronous calls to Rest API. -- `grvt_ccxt_pro.py` - class for asynchronous calls to Rest API. -- `grvt_ccxt_ws.py` - class for WebSocket calls. - -## Installation via pip - -```bash -pip install grvt-pysdk -``` - -### Configuration - -Setup these environment variables: - -```bash -export GRVT_PRIVATE_KEY="`Secret Private Key` in API setup" -export GRVT_API_KEY="`API Key` in API setup" -export GRVT_TRADING_ACCOUNT_ID=<`Trading account ID` in API> -export GRVT_ENV="testnet" -export GRVT_END_POINT_VERSION="v1" -export GRVT_WS_STREAM_VERSION="v1" -``` - -## Usage - -**Examples of how to use various methods to connect to GRVT API:** - -- [GRVT CCXT](https://github.com/gravity-technologies/grvt-pysdk/blob/main/tests/pysdk/test_grvt_ccxt.py) - Example of usage of CCXT-compatible Python class `GrvtCcxt` with `synchronous` Rest API calls. -- [GRVT CCXT Pro](https://github.com/gravity-technologies/grvt-pysdk/blob/main/tests/pysdk/test_grvt_ccxt_pro.py) - Example of usage of CCXT.PRO-compatible Python class `GrvtCcxtPro` with `asynchronous` Rest API calls. -- [GRVT CCXT WS](https://github.com/gravity-technologies/grvt-pysdk/blob/main/tests/pysdk/test_grvt_ccxt_ws.py) - Example of usage of CCXT.PRO-compatible Python class `GrvtCcxtWS` with `asynchronous` Rest API calls + Web Socket subscriptions + JSON RPC calls over Web Sockets. -- [GRVT API Sync](https://github.com/gravity-technologies/grvt-pysdk/blob/main/tests/pysdk/test_grvt_raw_sync.py) - Synchronous API client for GRVT -- [GRVT API Async](https://github.com/gravity-technologies/grvt-pysdk/blob/main/tests/pysdk/test_grvt_raw_async.py) - Asynchronous API client for GRVT - -## Contributor's guide - -### Prerequisites - -- [Python](https://www.python.org/downloads/) **>=3.10.0 < 3.13** (_tested with 3.10.15_) -- [pre-commit](https://pre-commit.com/#install) -- [uv](https://docs.astral.sh/uv/getting-started/installation/) **>=0.3.3** (_tested with 0.4.0_) -- [docker](https://docs.docker.com/get-docker/) (_optional_) - -### Installation of a source code - -1. Clone the git repository - - ```bash - git clone https://github.com/grvt-technologies/grvt-pysdk.git - ``` - -2. Go into the project directory - - ```bash - cd grvt-pysdk/ - ``` - -3. Checkout working branch - - ```bash - git checkout - ``` - -4. Install dependencies - - ```bash - make install - ``` - -5. Enable pre-commit hooks - - ```bash - pre-commit install - ``` - ---- - -### Manually run example files - -Example files run extensive testing of the SDK API classes and log details about details of using GRVT API. - -1. Change to tests folder - - ```bash - cd tests/pysdk - ``` - -2. Run example of using synchronous CCXT-compatible calls to `Rest API` via `grvt_ccxt.py`, class `GrvtCcxt` - - ```bash - uv run python3 test_grvt_ccxt.py - ``` - -3. Run example of using asynchronous CCXT-compatible calls to `Rest API` via `grvt_ccxt_pro.py`, class `GrvtCcxtPro` - - ```bash - uv run python3 test_grvt_ccxt_pro.py - ``` - -4. Run example of using WebSockets subscriptions and JSON RPC calls via `grvt_ccxt_ws.py`, class `GrvtCcxtWS` - - ```bash - uv run python3 test_grvt_ccxt_ws.py - ``` - -### What's in the box ? - -#### uv - -[uv](https://github.com/astral-sh/uv) is an extremely fast Python package and project manager, written in Rust. - -**pyproject.toml file** ([`pyproject.toml`](pyproject.toml)): orchestrate your project and its dependencies -**uv.lock file** ([`uv.lock`](uv.lock)): ensure that the package versions are consistent for everyone -working on your project - -For more configuration options and details, see the [configuration docs](https://docs.astral.sh/uv/). - -#### pre-commit - -[pre-commit](https://pre-commit.com/) is a framework for managing and maintaining multi-language pre-commit hooks. - -**.pre-commit-config.yaml file** ([`.pre-commit-config.yaml`](.pre-commit-config.yaml)): describes what repositories and -hooks are installed - -For more configuration options and details, see the [configuration docs](https://pre-commit.com/). - -#### ruff - -[ruff](https://github.com/astral-sh/ruff) is an extremely fast Python linter, written in Rust. - -Rules are defined in the [`pyproject.toml`](pyproject.toml). - -For more configuration options and details, see the [configuration docs](https://github.com/astral-sh/ruff#configuration). - -#### mypy - -[mypy](http://mypy-lang.org/) is an optional static type checker for Python that aims to combine the benefits of -dynamic (or "duck") typing and static typing. - -Rules are defined in the [`pyproject.toml`](pyproject.toml). - -For more configuration options and details, see the [configuration docs](https://mypy.readthedocs.io/). - -#### bandit - -[bandit](https://bandit.readthedocs.io/) is a tool designed to find common security issues in Python code. - -Rules are defined in the [`pyproject.toml`](pyproject.toml). - -For more configuration options and details, see the [configuration docs](https://bandit.readthedocs.io/). - -#### docformatter - -[docformatter](https://github.com/PyCQA/docformatter) is a tool designed to format docstrings to -follow [PEP 257](https://peps.python.org/pep-0257/). - -Options are defined in the [`.pre-commit-config.yaml`](.pre-commit-config.yaml). - ---- - -#### Testing - -We are using [pytest](https://docs.pytest.org/) & [pytest-cov](https://github.com/pytest-dev/pytest-cov) to write tests. - -To run tests with coverage: - -```bash -make test -``` - -```text -Name Stmts Miss Cover -------------------------------------------------------------- -src/pysdk/__init__.py 0 0 100% -src/pysdk/grvt_ccxt.py 238 21 91% -src/pysdk/grvt_ccxt_base.py 196 57 71% -src/pysdk/grvt_ccxt_env.py 48 12 75% -src/pysdk/grvt_ccxt_logging_selector.py 15 7 53% -src/pysdk/grvt_ccxt_pro.py 245 69 72% -src/pysdk/grvt_ccxt_test_utils.py 30 4 87% -src/pysdk/grvt_ccxt_types.py 41 0 100% -src/pysdk/grvt_ccxt_utils.py 237 89 62% -src/pysdk/grvt_ccxt_ws.py 275 238 13% -src/pysdk/grvt_raw_async.py 149 109 27% -src/pysdk/grvt_raw_base.py 154 69 55% -src/pysdk/grvt_raw_env.py 27 5 81% -src/pysdk/grvt_raw_signing.py 33 17 48% -src/pysdk/grvt_raw_sync.py 149 109 27% -src/pysdk/grvt_raw_types.py 1031 0 100% -------------------------------------------------------------- -TOTAL 2868 806 72% - - -=================================================================================================== 8 passed in 58.20s ==================================================================================================== -``` - -#### Makefile - -We are using [Makefile](https://www.gnu.org/software/make/manual/make.html) to manage the project. - -To see the list of commands: - -```bash -make -``` - -```bash -➜ grvt-pysdk git:(main) ✗ make -help Show this help -run Run the project -test Run the tests -precommit Run the pre-commit hooks -lint Run the linter -format Run the formatter -typecheck Run the type checker -security Run the security checker -clean Clean the project -install Install the project -build Build the project -publish Publish the project -``` - ---- - - -## Changelog - -# Changelog - -## Version [0.2.1] - 2025-07-24 - -### Changes in 0.2.1 - -- New methods in ccxt-compatible code for Strategy (Vault) managers to view investment history and current redemption queue of a Vault. - - Classes `GrvtCcxt` and `GrvtCcxtPro` - - Methods `fetch_vault_manager_investor_history` and `fetch_vault_redemption_queue` - -## Version [0.2.0] - 2025-07-16 - -### Changes in 0.2.0 - -- additional fixes for removal of explicit enums in `grvt_raw_types.py` -- Note: this update would `break existing integrations` for `non-create-order flows` (e.g., transfer/withdrawal history, transfer, get open orders, get-instrument filters) to handle currency strings directly instead of enums. -- users will be losing the currency enum when they upgrade, so they would need to call the currencies endpoin ( ), for which the support has been added in PySDK (`get_currency_v1()` in grvt_raw_async.py and grvt_raw_sync.py), for the metadata attached to the currency strings. - -## Version [0.1.32] - 2025-07-15 - -### Changes in 0.1.32 - -- removed explicit enums in `grvt_raw_types.py` (no need to update SDK for when new coins are listed) -- added vault-related functionality - -## Version [0.1.31] - 2025-07-08 - -### Changes in 0.1.31 - -- added AVAX in the raw code (testing purposes) - -## Version [0.1.30] - 2025-07-08 - -### Changes in 0.1.30 - -- added `H` in the **raw** code - -## Version [0.1.29] - 2025-06-30 - -### Changes in 0.1.29 - -- Added new currencies: `HYPE, UNI, MOODENG, LAUNCHCOIN` in the **raw** code -- Improvements and type fixes in `fetch_funding_rate_history()` methods of GrvtCcxt and GrvtCcxtPro. - -## Version [0.1.28] - 2025-06-02 - -### Changes in 0.1.28 - -- Renamed currency name `AI_16_Z` into `AI16Z` in the **raw** code to match the exchange currency name. - -## Version [0.1.27] - 2025-05-19 - -### Changes in 0.1.27 - -- `GrvtCcxt` and `GrvtCcxtPro` classes: - - - renamed method `fetch_balances()` to `fetch_balance()` as defined in ccxt. - -## Version [0.1.26] - 2025-05-15 - -### Added in 0.1.26 - -- `GrvtCcxt` and `GrvtCcxtPro` classes: - - - new method `describe()` - returns a list of public method names - - new method `fetch_balances()` - returns dict with balances in ccxt format. - - constructor parameter `order_book_ccxt_format: bool = False` . If = True then order book snapshots from `fetch_order_book()` are in ccxt format. - -### Fixed in 0.1.26 - -- Issues with typing and lynting errors - -## Version [0.1.25] - 2025-04-25 - -### Fixed in 0.1.25 - -- Issues with typing and lynting errors -- Fixed bug in test_grvt_ccxt.py diff --git a/docs/grvt/grvt-pysdk-main/build_readme.py b/docs/grvt/grvt-pysdk-main/build_readme.py deleted file mode 100644 index c23bd8d..0000000 --- a/docs/grvt/grvt-pysdk-main/build_readme.py +++ /dev/null @@ -1,9 +0,0 @@ -from pathlib import Path - -readme = Path("README.md").read_text() -changelog = Path("CHANGELOG.md").read_text() - -combined = f"{readme}\n\n## Changelog\n\n{changelog}" - -Path("README_PYPI.md").write_text(combined) -print("✅ Combined README.md and CHANGELOG.md into README_PYPI.md") diff --git a/docs/grvt/grvt-pysdk-main/pyproject.toml b/docs/grvt/grvt-pysdk-main/pyproject.toml deleted file mode 100644 index 99fea3a..0000000 --- a/docs/grvt/grvt-pysdk-main/pyproject.toml +++ /dev/null @@ -1,106 +0,0 @@ -[project] -name = "grvt-pysdk" -version = "0.2.1" - -description = "GRVT Python SDK" -requires-python = ">=3.10" -license = { file = "LICENSE" } -authors = [ - { name = "GRVT", email = "contact@grvt.io" }, -] -readme = { file = "README_PYPI.md", content-type = "text/markdown" } -dependencies = [ - "aiohttp>=3.10.11", - "backports-weakref>=1.0.post1", - "dacite>=1.8.1", - "dataclasses-json>=0.6.7", - "eth-account>=0.13.4", - "inflection>=0.5.1", - "requests>=2.32.3", - "websockets==13.1", -] - -[project.urls] -homepage = "https://github.com/gravity-technologies/grvt-pysdk" -repository = "https://github.com/gravity-technologies/grvt-pysdk" - -[build-system] -requires = ["hatchling"] -build-backend = "hatchling.build" - -[tool.hatch.build.targets.wheel] -packages = ["src/pysdk"] - -[tool.uv] -dev-dependencies = [ - "pytest>=8.3.2", - "pytest-cov>=5.0.0", - "mypy>=1.11.2", - "bandit>=1.7.9", - "docformatter>=1.7.5", - "ruff>=0.6.2", - "twine>=5.1.1", -] - -[tool.pytest.ini_options] -addopts = "-vvv" -testpaths = "tests" - -[tool.ruff] -extend-exclude = [ - "__pycache__", - "build", - "dist", -] -target-version = "py312" -line-length = 90 -src = ["src", "tests"] - -[tool.ruff.lint] -extend-select = [ - "C4", - "D200", - "D201", - "D204", - "D205", - "D206", - "D210", - "D211", - "D213", - "D300", - "D400", - "D402", - "D403", - "D404", - "D419", - "E", - "F", - "G010", - "I001", - "INP001", - "N805", - "PERF101", - "PERF102", - "PERF401", - "PERF402", - "PGH004", - "PGH005", - "PIE794", - "PIE796", - "PIE807", - "PIE810", - "RET502", - "RET503", - "RET504", - "RET505", - "RUF015", - "RUF100", - "S101", - "T20", - "UP", - "W", -] - -[tool.mypy] -files = ["src", "tests"] -strict = "true" diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/__init__.py b/docs/grvt/grvt-pysdk-main/src/pysdk/__init__.py deleted file mode 100644 index e69de29..0000000 diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt.py deleted file mode 100644 index 5f5d7ec..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt.py +++ /dev/null @@ -1,812 +0,0 @@ -# ruff: noqa: D200 -# ruff: noqa: D204 -# ruff: noqa: D205 -# ruff: noqa: D404 -# ruff: noqa: W291 -# ruff: noqa: D400 -# ruff: noqa: E501 -import json -import logging -from typing import Any, Literal - -import requests - -from .grvt_ccxt_base import GrvtCcxtBase -from .grvt_ccxt_env import GrvtEnv, get_grvt_endpoint -from .grvt_ccxt_types import ( - Amount, - GrvtInstrumentKind, - GrvtInvalidOrder, - GrvtOrderSide, - GrvtOrderType, - Num, -) -from .grvt_ccxt_utils import ( - EnumEncoder, - GrvtOrder, - get_cookie_with_expiration, - get_grvt_order, - get_order_payload, -) - - -class GrvtCcxt(GrvtCcxtBase): - """ - GrvtCcxt class to interact with Grvt Rest API in synchronous mode. - - Args: - env: GrvtEnv (DEV, TESTNET, PROD) - logger: logging.Logger - parameters: dict with trading_account_id, private_key, api_key etc - - Examples: - >>> from grvt_api import GrvtCcxt - >>> from grvt_env import GrvtEnv - >>> grvt = GrvtCcxt(env=GrvtEnv.TESTNET) - >>> grvt.fetch_markets() - """ - - def __init__( - self, - env: GrvtEnv, - logger: logging.Logger | None = None, - parameters: dict = {}, - order_book_ccxt_format: bool = False, - ): - """Initialize the GrvtCcxt instance.""" - super().__init__(env, logger, parameters, order_book_ccxt_format) - self._clsname: str = type(self).__name__ - self._session: requests.Session = requests.Session() - self._session.headers.update({"Content-Type": "application/json"}) - self.refresh_cookie() - # Assign markets here - self.markets: dict[str, dict] = self.load_markets() - - def refresh_cookie(self) -> dict | None: - """Refresh the session cookie.""" - if not self.should_refresh_cookie(): - return self._cookie - path = get_grvt_endpoint(self.env, "AUTH") - self._cookie = get_cookie_with_expiration(path, self._api_key) - self._path_return_value_map[path] = self._cookie - if self._cookie: - self._session.cookies.update({"gravity": self._cookie["gravity"]}) - if self._cookie["X-Grvt-Account-Id"]: - self._session.headers.update( - {"X-Grvt-Account-Id": self._cookie["X-Grvt-Account-Id"]} - ) - self.logger.info( - f"refresh_cookie {self._cookie=} {self._session.cookies=} {self._session.headers=}" - ) - return self._cookie - - # PRIVATE API CALLS - def _auth_and_post(self, path: str, payload: dict) -> dict: - FN = f"_auth_and_post {path=}" - MAX_LEN_TO_LOG = 1280 - response: dict = {} - if not path: - self.logger.warning(f"{FN} Invalid path {path=} {payload=}") - raise GrvtInvalidOrder(f"{FN} Invalid path {path=} {payload=}") - # Always see if need to referesh cookie before sending a request - self.refresh_cookie() - payload_json = json.dumps(payload, cls=EnumEncoder) - self.logger.info(f"{FN} {payload=}\n{payload_json=}") - return_value = self._session.post(path, data=payload_json, timeout=5) - return_text: str = "" - try: - return_text = return_value.text - response = return_value.json() - except Exception as err: - self.logger.warning(f"{FN} Unable to parse {return_value=} as json. {err=}") - if not return_value.ok: - self.logger.warning(f"{FN} ERROR {payload_json=}\n{return_value=}\n{response=}") - else: - if len(return_text) > MAX_LEN_TO_LOG: - self.logger.debug(f"{FN} OK {return_value=} {response=}") - self.logger.info(f"{FN} OK {return_value=} response=**TOO LONG**") - else: - self.logger.info(f"{FN} OK {return_value=} {response=}") - self._path_return_value_map[path] = response - return response - - def _create_grvt_order(self, order: GrvtOrder) -> dict: - """ - Send a GrvtOrder object to the exchange. - :param order: The GrvtOrder object. - Return: dictionary representing the order response. - """ - FN = f"{self._clsname} _create_grvt_order cloid:{order.metadata.client_order_id}" - order_payload = get_order_payload( - order, - private_key=self._private_key, - env=self.env, - instruments=self.markets, - ) - path = get_grvt_endpoint(self.env, "CREATE_ORDER") - self.logger.info(f"{FN} {path=} {order_payload=}") - response: dict = self._auth_and_post(path, payload=order_payload) - if response.get("result") is None: - self.logger.error(f"{FN} Error: {response}") - return {} - self.logger.info( - f"{FN} Order created:" - f"{response.get('result', {}).get('metadata', {}).get('client_order_id')}" - ) - return response.get("result", {}) - - def create_order( - self, - symbol: str, - order_type: GrvtOrderType, - side: GrvtOrderSide, - amount: Amount, - price: Num = None, - params={}, - ) -> dict: - """Ccxt compliant signature.""" - self._check_account_auth() - self._check_valid_symbol(symbol) - # Validate order fields - self._check_order_arguments(order_type, side, amount, price) - # create GrvtOrder object - order_duration_secs = params.get("order_duration_secs", 24 * 60 * 60) - order = get_grvt_order( - sub_account_id=self.get_trading_account_id(), - symbol=symbol, - order_type=order_type, - side=side, - amount=amount, - limit_price=price, - order_duration_secs=order_duration_secs, - params=params, - ) - return self._create_grvt_order(order) - - def create_limit_order( - self, - symbol: str, - side: GrvtOrderSide, - amount: Amount, - price: Num = None, - params={}, - ) -> dict: - return self.create_order(symbol, "limit", side, amount, price, params) - - def cancel_all_orders( - self, - params: dict = {}, - ) -> bool: - """ - Ccxt compliant signature BUT lacks symbol - Cancel all orders for a sub-account. - params: dictionary with parameters. Valid keys:
- `kind` (str): instrument kind. Valid values: 'PERPETUAL'.
- `base` (str): base currency. If missing/empty then fetch - orders for all base currencies.
- `quote` (str): quote currency. Defaults to all.
- """ - self._check_account_auth() - FN = f"{self._clsname} cancel_all_orders" - payload: dict = self._get_payload_cancel_all_orders(params) - path = get_grvt_endpoint(self.env, "CANCEL_ALL_ORDERS") - response: dict = self._auth_and_post(path, payload) - cancel_ack = response.get("result", {}).get("ack") - - if not cancel_ack: - self.logger.warning(f"{FN} failed to cancel orders: {response=}") - return False - self.logger.info(f"{FN} Cancelled {response=}") - return True - - def cancel_order( - self, - id: str | None = None, - symbol: str | None = None, - params: dict = {}, - ) -> bool: - """ - Ccxt compliant signature - Cancel specific order for the account.
- Private call requires authorization.
- See [Cancel order](https://api-docs.grvt.io/trading_api/#cancel-order) - for details.
. - - Args: - id (str): exchange assigned order ID
- symbol (str): trading symbol
- params: - * client_order_id (str): client assigned order ID
- * time_to_live_ms (str): lifetime of cancel requiest in millisecs
- Returns: - True if cancel request was acked by exchange. False otherwise.
- """ - FN = f"{self._clsname} cancel_order" - self._check_account_auth() - payload: dict = { - "sub_account_id": self.get_trading_account_id(), - } - if id: - payload["order_id"] = str(id) - elif "client_order_id" in params: - payload["client_order_id"] = str(params["client_order_id"]) - else: - raise GrvtInvalidOrder(f"{FN} requires either order_id or client_order_id") - - if "time_to_live_ms" in params: - payload["time_to_live_ms"] = str(params["time_to_live_ms"]) - - path = get_grvt_endpoint(self.env, "CANCEL_ORDER") - self.logger.info( - f"{FN} Send cancel {payload=} for trading_account_id={self.get_trading_account_id()}" - ) - response: dict = self._auth_and_post(path, payload) - cancel_ack = response.get("result", {}).get("ack") - - if not cancel_ack: - self.logger.warning(f"{FN} failed to cancel order: {response=}") - return False - self.logger.info(f"{FN} Cancelled {response=}") - return True - - def set_derisk_mm_ratio(self, ratio: str) -> bool: - """ - Ccxt compliant signature - Set the Derisk to Maintenance marginb ratio for the account. - Private call requires authorization. - See [Set Derisk M M ratio](https://api-docs.grvt.io/trading_api/#set-derisk-m-m-ratio) - for details. - - Args: - ratio (Amount): The new derisking market making ratio. - - Returns: - True if the request was acknowledged by the exchange. False otherwise. - """ - FN = f"{self._clsname} set_derisk_mm_ratio" - self._check_account_auth() - payload: dict[str, str | dict] = self._get_set_derisk_mm_ratio_payload(str(ratio)) - path = get_grvt_endpoint(self.env, "SET_DERISK_MM_RATIO") - self.logger.info( - f"{FN} Send {payload=} for trading_account_id={self.get_trading_account_id()}" - ) - response: dict = self._auth_and_post(path, payload) - # set_ack = response.get("result", {}).get("ack") - # if not set_ack: - # self.logger.warning(f"{FN} failed to set derisk_mm_ratio: {response=}") - # return False - self.logger.info(f"{FN} Set derisk_mm_ratio {response=}") - return True - - def fetch_open_orders( - self, - symbol: str | None = None, - since: int | None = None, - limit: int | None = None, - params: dict = {}, - ) -> list[dict]: - """ - Ccxt compliant signature - Fetch open orders for the account.
- Private call requires authorization.
- See [Open orders](https://api-docs.grvt.io/trading_api/#open-orders) - for details.
. - - Args: - symbol: (str) get orders for this symbol only.
- since: ccxt-compliant argument, NOT SUPPORTED.
- limit: ccxt-compliant argument, NOT SUPPORTED.
- params: dictionary with parameters. Valid keys:
- `kind` (str): instrument kind. Valid values: 'PERPETUAL'.
- `base` (str): base currency. If missing/empty then fetch - orders for all base currencies.
- `quote` (str): quote currency. Defaults to all.
- Returns: - a list of dictionaries, each dict represent an order.
- """ - self._check_account_auth() - # Prepare request payload - payload = self._get_payload_fetch_open_orders(symbol, params) - # Post payload and parse the response - path = get_grvt_endpoint(self.env, "GET_OPEN_ORDERS") - response: dict = self._auth_and_post(path, payload) - open_orders: list = response.get("result", []) - if symbol: - open_orders = [ - o for o in open_orders if o.get("legs") and o["legs"][0].get("instrument") == symbol - ] - return open_orders - - def fetch_order( - self, - id: str | None = None, - params: dict = {}, - ) -> dict: - """ - Ccxt compliant signature - Get Order status by order_id or client_order_id - Private call requires authorization.
- See [Open orders](https://api-docs.grvt.io/trading_api/#open-orders) - for details.
- Args: - id: (str) order_id to fetch.
- params: dictionary with parameters. Valid keys:
- `client_order_id` (int): client assigned order ID.
- Return: dict with order's details or {} if order was NOT found. - """ - self._check_account_auth() - payload = { - "sub_account_id": self.get_trading_account_id(), - } - if id: - payload["order_id"] = id - elif "client_order_id" in params: - payload["client_order_id"] = str(params["client_order_id"]) - else: - raise GrvtInvalidOrder( - f"{self._clsname} fetch_order() requires order_id or params['client_order_id']" - ) - path = get_grvt_endpoint(self.env, "GET_ORDER") - response: dict = self._auth_and_post(path, payload) - return response - - def fetch_order_history(self, params: dict = {}) -> dict: - """ - Ccxt compliant signature, HISTORICAL data.
- Get Order status by order_id or client_order_id - Private call requires authorization.
- See [Order History](https://api-docs.grvt.io/trading_api/#order-history) - for details.
- Args: - params: dictionary with parameters. Valid keys:
- `kind`: (str) - The kind filter to apply. Defaults to all kinds.
- `base`: (str) - The base currency filter. Defaults to all base currencies.
- `quote`: (str) - The quote currency filter. Defaults to all quote currencies.
- `expiration`: (int) The expiration time in nanoseconds. Defaults to all.
- `strike_price`: (str) The strike price to apply. Defaults to all strike prices.
- `limit`: (int) The limit to query for. Defaults to 500; Max 1000.
- `cursor`: (str) The cursor to use for pagination. If nil, return the first page.
- Return: a dictionary with keys: - `total` : total number of account history snapshots.
- `next` : cursor for the next page.
- `result` : a list of dictionaries, each dict represent an order state.
. - """ - self._check_account_auth() - payload = self._get_payload_fetch_order_history(params) - path = get_grvt_endpoint(self.env, "GET_ORDER_HISTORY") - response: dict = self._auth_and_post(path, payload) - return response - - def get_account_summary( - self, type: Literal["sub-account", "funding", "aggregated"] = "sub-account" - ) -> dict: - """ - Return: The account summary. - Private call requires authorization.
- See [Account Summary](https://api-docs.grvt.io/trading_api/#sub-account_summary) - for details.
- Returns: dictionary with account data.
. - """ - FN = f"{self._clsname} get_account_summary {type=}" - self._check_account_auth() - payload = {} - if type == "sub-account": - path = get_grvt_endpoint(self.env, "GET_ACCOUNT_SUMMARY") - payload = {"sub_account_id": self.get_trading_account_id()} - elif type == "funding": - path = get_grvt_endpoint(self.env, "GET_FUNDING_ACCOUNT_SUMMARY") - elif type == "aggregated": - path = get_grvt_endpoint(self.env, "GET_AGGREGATED_ACCOUNT_SUMMARY") - else: - raise GrvtInvalidOrder(f"{FN} Invalid account summary type {type}") - - response: dict = self._auth_and_post(path, payload=payload) - sub_account: dict = response.get("result", {}) - if not sub_account: - self.logger.info(f"{FN} No account summary for {path=} {payload=}") - return sub_account - - def fetch_balance( - self, type: Literal["sub-account", "funding", "aggregated"] = "sub-account" - ) -> dict: - """ - Ccxt compliant signature - Fetch balances for the account.
- Private call requires authorization.
- See [Account Summary](https://api-docs.grvt.io/trading_api/#sub-account_summary) - for details.
. - - Args: - type: (str) - The type of account to fetch balances for. Defaults to 'sub-account'. - Valid values: 'sub-account', 'funding', 'aggregated'. - - Returns: dictionary with ccxt-compliant balance data https://docs.ccxt.com/#/README?id=account-balance.
. - """ - account_summary: dict = self.get_account_summary(type) - return self._get_balances_from_account_summary(account_summary) - - def fetch_account_history(self, params: dict = {}, limit: int = 500) -> dict: - """ - HISTORICAL data.
- Get account history.
- Private call requires authorization.
- See [Account History](https://api-docs.grvt.io/trading_api/#account-history) - for details.
. - - Args: - limit: maximum number of account snapshots per page to fetch.
- params: dictionary with parameters. Valid keys:
- `start_time` (int): fetch orders since this timestamp in nanoseconds.
- `end_time` (int): fetch orders until this timestamp in nanoseconds.
- `cursor` (str): cursor for the pagination. If cursor is present then we ignore - `start_time` and `end_time`.
- Returns: - a dictionary with keys: - `total` : total number of account history snapshots.
- `next` : cursor for the next page.
- `result` : list of account history snapshots.
- """ - self._check_account_auth() - # Prepare request payload - payload = self._get_payload_fetch_account_history(limit, params) - # Post payload and parse the response - path = get_grvt_endpoint(self.env, "GET_ACCOUNT_HISTORY") - response: dict = self._auth_and_post(path, payload=payload) - return response - - def fetch_positions(self, symbols: list[str] = [], params={}): - """ - Ccxt compliant signature - Fetch positions for the account.
- Private call requires authorization.
- See [Positions](https://api-docs.grvt.io/trading_api/#positions) - for details.
. - - Args: - symbols: list(str) get positions for these symbols only.
- - Returns: list of dictionaries, each dict represent a position.
- """ - self._check_account_auth() - # Prepare request payload - payload = self._get_payload_fetch_positions(symbols, params) - # Post payload and parse the response - path = get_grvt_endpoint(self.env, "GET_POSITIONS") - response: dict = self._auth_and_post(path, payload) - positions: list = response.get("result", []) - if symbols: - self.logger.info(f"fetch_positions filter positions by {symbols=}") - positions = [p for p in positions if p.get("instrument") in symbols] - return positions - - def fetch_my_trades( - self, - symbol: str | None = None, - since: int | None = None, - limit: int | None = None, - params: dict = {}, - ) -> dict: - """ - Ccxt compliant signature, HISTORICAL data.
- Fetch past trades for the account.
- Private call requires authorization.
- See [Private Trade History](https://api-docs.grvt.io/trading_api/#private-trade-history) - for details.
. - - Args: - symbol: get trades for this symbol only.
- since: fetch trades since this timestamp in nanoseconds.
- limit: maximum number of trades to fetch.
- params: dictionary with parameters. Valid keys:
- `cursor` (str): cursor for the pagination. - If cursor is present then we ignore other filters.
- `kind` (str): instrument kind. Valid values: 'PERPETUAL'.
- `base` (str): base currency. If missing/empty then fetch - orders for all base currencies.
- `quote` (str): quote currency. Default: 'USDT'.
- - Returns: - a dictionary with keys: - `total` : total number of account history snapshots.
- `next` : cursor for the next page.
- `result` : a list of dictionaries, each dict represent a trade.
- """ - self._check_account_auth() - # Prepare request payload - payload = self._get_payload_fetch_my_trades(symbol, since, limit, params) - # Post payload and parse the response - path = get_grvt_endpoint(self.env, "GET_FILL_HISTORY") - response: dict = self._auth_and_post(path, payload=payload) - if symbol: - # filter result by symbol - trades: list = response.get("result", []) - trades = [t for t in trades if t.get("instrument") == symbol] - response["result"] = trades - return response - - # **************** PUBLIC API CALLS - def load_markets(self) -> dict[str, dict]: - self.logger.info("load_markets START") - instruments = self.fetch_markets( - params={ - "kind": GrvtInstrumentKind.PERPETUAL, - # "base": "BTC", - # "quote": "USDT", - } - ) - if instruments: - self.markets = { - str(i.get("instrument", "")): i for i in instruments if i.get("instrument") - } - self.logger.info(f"load_markets: loaded {len(self.markets)} markets.") - else: - self.logger.warning("load_markets: No markets found.") - return self.markets - - def fetch_markets( - self, - params: dict = {}, - ) -> list[dict]: - """ - Ccxt compliant signature - Retrieve the list of all instruments of matching kind, base and quote - supported by the exchange. - - Params: dict with keys:
- `is_active` (bool) - defaults to True.
- `limit` (int) - defaiults to 20.
- `kind` (str): instrument kind. Valid values: 'PERPETUAL'.
- `base` (str): base currency. If missing/empty then fetch - orders for all base currencies.
- `quote` (str): quote currency. Default: 'USDT'.
- - Returns: list of dictionaries per instrument with keys:
- `instrument`: symbol e.g. 'BTC_USDT_Perp'.
- `instrument_hash`: hashed symbol for order signing e.g. '0x030501'.
- `base`: base currency e.g. 'BTC'.
- `quote`: quote currency e.g. 'USDT'.
- `kind`: kind of instrument 'PERPETUAL'/'FUTURE'.
- 'base_decimals': size multiplier for order signing.
- `tick_size`: price tick size.
- `min_size`: minimum order size.
- """ - # Prepare request payload - payload = self._get_payload_fetch_markets(params) - # Make the POST request to get all instruments - path = get_grvt_endpoint(self.env, "GET_INSTRUMENTS") - response: dict = self._auth_and_post(path, payload) - return response.get("result", []) - - def fetch_all_markets( - self, - is_active: bool | None = True, - ) -> list[dict]: - """ - Retrieve the list of all instruments supported by the exchange.
- Params:
- `is_active` (bool) - defaults to True.
. - - Returns: list of dictionaries per instrument. See fetch_markets().
- """ - # Prepare request payload - payload = {"is_active": is_active} - # Make the POST request to get all instruments - path = get_grvt_endpoint(self.env, "GET_ALL_INSTRUMENTS") - response: dict = self._auth_and_post(path, payload) - return response.get("result", []) - - def fetch_market(self, symbol: str) -> dict: - """ - Retrieve the instrument object for a given symbol. - :param symbol: The symbol of the instrument. - """ - # Make the POST request to get all instruments - path = get_grvt_endpoint(self.env, "GET_INSTRUMENT") - response: dict = self._auth_and_post(path, payload={"instrument": symbol}) - return response.get("result", []) - - def fetch_ticker(self, symbol: str, params: dict = {}) -> dict: - """ - Ccxt compliant signature - Retrieve the ticker of a given symbol. - :param symbol: The instrument name. - :return: The ticker dictionary of the instrument. - """ - # {'event_time': '1724252426000000000', 'instrument': 'BTC_USDT_Perp', - # 'mark_price': '59373870996065', 'index_price': '59395287961367', - # 'last_price': '99000000000000', 'last_size': '9917000000', 'mid_price': '59569850000000', - # 'best_bid_price': '59866000000000', 'best_bid_size': '23705000000', 'best_ask_price': - # '592737000', 'best_ask_size': '21678', 'funding_rate_curr': 2544, 'funding_rate_avg': 0, - # 'interest_rate': 0, 'forward_price': '0', 'buy_volume_u': '401930000000', - # 'sell_volume_u': '1218289000000', 'buy_volume_q': '34637817515500', - # 'sell_volume_q': '68764000329900', 'high_price': '3435450000', 'low_price': '100000', - # 'open_price': '32554000000000', 'open_interest': '8174350000000', - # 'long_short_ratio': 1.0948905} - path = get_grvt_endpoint(self.env, "GET_TICKER") - response: dict = self._auth_and_post(path, payload={"instrument": symbol}) - return response.get("result", []) - - def fetch_mini_ticker(self, symbol: str) -> dict: - """ - Retrieve the mini-ticker of a given symbol. - :param symbol: The instrument name. - :return: The mini-ticker dictionary of the instrument. - """ - # {'event_time': '1724252426000000000', 'instrument': 'BTC_USDT_Perp', - # 'mark_price': '59373870996065', 'index_price': '59395287961367', - # 'last_price': '99000000000000', 'last_size': '9917000000', 'mid_price': '59569850000000', - # 'best_bid_price': '59866000000000', 'best_bid_size': '23705000000', 'best_ask_price': - # '59273700000000', 'best_ask_size': '21678000000'} - path = get_grvt_endpoint(self.env, "GET_MINI_TICKER") - response: dict = self._auth_and_post(path, payload={"instrument": symbol}) - return response.get("result", []) - - def fetch_order_book(self, symbol: str, limit: int = 10, params={}) -> dict: - """ - Ccxt compliant signature - Retrieve the order book of a given symbol. - :param symbol: The instrument name. - :return: The order book dictionary of the instrument. - """ - # {'event_time': '0', 'instrument': 'BTC_USDT_Perp', - # 'bids': [{'price': '100000000', 'size': '86353000000', 'num_orders': 4},...] - # 'asks': [{'price': '59273700000000', 'size': '21678000000', 'num_orders': 1}, ...] - payload = {"instrument": symbol, "aggregate": 1} - if limit: - payload["depth"] = limit - path = get_grvt_endpoint(self.env, "GET_ORDER_BOOK") - response: dict = self._auth_and_post(path, payload=payload) - if self.is_order_book_ccxt_format(): - # Convert to ccxt format - return self.convert_grvt_ob_to_ccxt(response.get("result", {})) - return response.get("result", {}) - - def fetch_recent_trades( - self, - symbol: str, - limit: int | None = None, - ) -> list: - """ - Retrieve recent trades of a given instrument. - :param symbol: The instrument name. - :return: The list of trades for the instrument. - """ - # List of {'event_time': '1724248876870635916', 'instrument': 'ETH_USDT_Perp', - # 'is_taker_buyer': True, 'size': '24000000000', 'price': '2600000000000', - # 'mark_price': '2591055564869', 'index_price': '2592459142472', 'interest_rate': 0, - # 'forward_price': '0', 'trade_id': '729726', 'venue': 'ORDERBOOK'} - payload: dict[str, str | int] = {"instrument": symbol} - if limit: - payload["limit"] = limit - path = get_grvt_endpoint(self.env, "GET_TRADES") - response: dict = self._auth_and_post(path, payload=payload) - return response.get("result", []) - - def fetch_trades( - self, - symbol: str, - since: int | None = None, - limit: int = 10, - params: dict = {}, - ) -> dict: - """ - Ccxt compliant signature, HISTORICAL data.
- Retrieve trade history of a given instrument. - :param symbol: The instrument name. - :return: dict with field 'result' containing a list of trades. - """ - # List of {'event_time': '1724248876870635916', 'instrument': 'ETH_USDT_Perp', - # 'is_taker_buyer': True, 'size': '24000000000', 'price': '2600000000000', - # 'mark_price': '2591055564869', 'index_price': '2592459142472', 'interest_rate': 0, - # 'forward_price': '0', 'trade_id': '729726', 'venue': 'ORDERBOOK'} - payload: dict = self._get_payload_fetch_trades( - symbol, - since=since, - limit=limit, - params=params, - ) - path: str = get_grvt_endpoint(self.env, "GET_TRADE_HISTORY") - response: dict = self._auth_and_post(path, payload=payload) - return response - - def fetch_funding_rate_history( - self, - symbol: str, - since: int = 0, - limit: int = 1_000, - params: dict = {}, - ) -> dict: - """ - Ccxt compliant signature, HISTORICAL data.
- Retrieve the funding rates history of a given instrument.
- Args: - symbol (str): The instrument name.
- since (int): fetch trades since this timestamp in nanoseconds.
- limit: int - maximum number of trades to fetch.
- params: dictionary with parameters. Valid keys:
- `cursor` (str): cursor for the pagination. - If cursor is present then we ignore other filters.
- `end_time` (int): end time in nanoseconds.
- Returns: - dict with field 'result' containing list of dictionaries repesenting funding rate - at a point in time with fields:
- `instrument` (str): instrument name.
- 'funding_rate' (float): funding rate.
- 'funding_time' (int): funding time in nanoseconds.
- 'mark_price' (float): mark price.
. - """ - payload: dict[str, str | int] = {"instrument": symbol} - if params.get("cursor"): - payload["cursor"] = params["cursor"] - else: - if since: - payload["start_time"] = str(since) - if params.get("end_time"): - payload["end_time"] = str(params["end_time"]) - if limit: - payload["limit"] = int(limit) - path = get_grvt_endpoint(self.env, "GET_FUNDING") - response: dict = self._auth_and_post(path, payload=payload) - return response - - def fetch_ohlcv( - self, - symbol: str, - timeframe="1m", - since: int = 0, - limit: int = 10, - params={}, - ) -> dict: - """ - Ccxt compliant signature, HISTORICAL data. - - Retrieve the ohlc history of a given instrument. - - Args: - symbol: The instrument name. - timeframe: The timeframe of the ohlc. See `ccxt_interval_to_grvt_candlestick_interval`. - since: fetch ohlc since this timestamp in nanoseconds. - limit: maximum number of ohlc to fetch. - params: dictionary with parameters. Valid keys: - `cursor` (str): cursor for the pagination. - If cursor is present then we ignore other filters. - `end_time` (int): end time in nanoseconds. - `candle_type` (str): candle type. Valid values: 'TRADE', 'MARK', 'INDEX'. - Returns: - dict with field 'result' containing a list of dictionaries, each dict representing a candlestick with fields:
- `instrument` - instrument name.
- `open_time` - start of interval in nanoseconds.
- `close_time` - end of interval in nanoseconds.
- `open` - opening price.
- `close` - closing price.
- `high` - highest price.
- `low` - lowest price.
- `volume_u` - volume in units.
- `volume_q` - volume in quote(USDT).
- `trades` - number of trades.
- """ - FN = f"{self._clsname} fetch_ohlcv" - payload: dict[str, Any] = self._get_payload_fetch_ohlcv( - symbol, timeframe, since, limit, params - ) - self.logger.info(f"{FN} {payload=}") - path = get_grvt_endpoint(self.env, "GET_CANDLESTICK") - return self._auth_and_post(path, payload=payload) - - # Vault Management APIs - def fetch_vault_manager_investor_history(self, only_own_investments: bool = False) -> dict: - payload: dict = self._get_fetch_vault_manager_investor_history_payload( - vault_id=self.get_trading_account_id(), - only_own_investments=only_own_investments, # Default to False to fetch all investments - ) - path: str = get_grvt_endpoint(self.env, "GET_VAULT_MANAGER_INVESTOR_HISTORY") - # path = "https://trades.grvt.io/full/v1/vault_manager_investor_history" - return self._auth_and_post(path, payload=payload) - - def fetch_vault_redemption_queue(self): - payload: dict = self._get_fetch_vault_redemption_queue_payload( - vault_id=self.get_trading_account_id() - ) - path: str = get_grvt_endpoint(self.env, "GET_VAULT_REDEMPTION_QUEUE") - # path = "https://trades.grvt.io/full/v1/vault_view_redemption_queue" - return self._auth_and_post(path, payload=payload) diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_base.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_base.py deleted file mode 100644 index 03e8530..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_base.py +++ /dev/null @@ -1,586 +0,0 @@ -# ruff: noqa: D200 -# ruff: noqa: D204 -# ruff: noqa: D205 -# ruff: noqa: D404 -# ruff: noqa: W291 -# ruff: noqa: D400 -# ruff: noqa: E501 - -import logging -import time -from datetime import datetime -from decimal import Decimal -from typing import Any, get_args - -from .grvt_ccxt_env import GrvtEnv -from .grvt_ccxt_types import ( - CandlestickInterval, - CandlestickType, - GrvtInvalidOrder, - GrvtOrderSide, - GrvtOrderType, - Num, - ccxt_interval_to_grvt_candlestick_interval, -) -from .grvt_ccxt_utils import get_kuq_from_symbol, sign_derisk_mm_ratio_request - -# COOKIE_REFRESH_INTERVAL_SECS = 60 * 60 # 30 minutes - - -class GrvtCcxtBase: - """ - GrvtCcxtBase is an abstract class for other Grvt Rest - and WebSocket connectivity classes. - - Args: - env: GrvtCcxtBase (DEV, TESTNET, PROD) - logger (logging.Logger, optional). Defaults to None. - parameters: (dict, optional). Dict with trading_account_id, private_key, api_key etc - defaults to empty. - """ - - def __init__( - self, - env: GrvtEnv, - logger: logging.Logger | None = None, - parameters: dict = {}, - order_book_ccxt_format: bool = False, - ): - """Initialize the GrvtCcxtBase part.""" - self.name: str = "GRVT" - self.logger = logger or logging.getLogger(__name__) - self.env: GrvtEnv = env - self._trading_account_id: str | None = parameters.get("trading_account_id") - self._private_key: str = str(parameters.get("private_key", "")) - self._api_key: str = str(parameters.get("api_key", "")) - self._order_book_ccxt_format: bool = order_book_ccxt_format - - self._path_return_value_map: dict = {} - self._cookie: dict | None = None - self.markets: dict = {} - self._clsname: str = type(self).__name__ - self.logger.info(f"GrvtCcxtBase: {self.env=}, {self._trading_account_id=}") - - def describe(self) -> list[str]: - """Returns the description of the class methods.""" - return [ - "create_order", - "create_limit_order", - "cancel_all_orders", - "cancel_order", - "fetch_balance", - "fetch_open_orders", - "fetch_order", - "fetch_order_history", - "get_account_summary", - "fetch_account_history", - "fetch_positions", - "fetch_my_trades", - "load_markets", - "fetch_markets", - "fetch_all_markets", - "fetch_market", - "fetch_ticker", - "fetch_mini_ticker", - "fetch_order_book", - "fetch_recent_trades", - "fetch_trades", - "fetch_funding_rate_history", - "fetch_ohlcv", - ] - - def get_trading_account_id(self) -> str: - """Returns the trading account id.""" - return self._trading_account_id or "" - - def is_order_book_ccxt_format(self) -> bool: - """Returns True if order book should be returned in CCXT format.""" - return self._order_book_ccxt_format - - def should_refresh_cookie(self) -> bool: - """ - Retuns: - True if this object has API key and the session cookie should be refreshed. - False - otherwise. - """ - if not self._api_key: - return False - time_till_expiration = None - if self._cookie and "expires" in self._cookie: - time_till_expiration = self._cookie["expires"] - time.time() - is_cookie_fresh = time_till_expiration is not None and time_till_expiration > 5 - if not is_cookie_fresh: - self.logger.info( - f"cookie should be refreshed {self._cookie=} now={time.time()}" - f" {time_till_expiration=} secs" - ) - return not is_cookie_fresh - - def get_path_return_value_map(self) -> dict: - """Returns the path return value map.""" - return self._path_return_value_map - - def get_endpoint_return_value(self, endpoint: str) -> dict: - """Returns the return value for the endpoint.""" - return self._path_return_value_map.get(endpoint, {}) - - def was_path_called(self, path: str) -> bool: - """Returns True if the path was called.""" - return path in self._path_return_value_map - - # PRIVATE API CALLS - - def _check_order_arguments( - self, order_type: GrvtOrderType, side: GrvtOrderSide, amount: Num, price: Num - ) -> None: - FN = f"{self._clsname} _check_order_arguments" - if order_type not in get_args(GrvtOrderType): - raise GrvtInvalidOrder(f"{FN}: order_type should be one of {get_args(GrvtOrderType)}") - if side not in get_args(GrvtOrderSide): - raise GrvtInvalidOrder(f"{FN}: side should be one of {get_args(GrvtOrderSide)}") - if order_type == "limit": - if price is None or Decimal(price) <= Decimal("0"): - raise GrvtInvalidOrder(f"{FN}: requires a price argument for a limit order") - elif order_type == "market": - if price: - raise GrvtInvalidOrder( - f"{FN}: should not have a positive price argument for a market order" - ) - if not amount or Decimal(amount) < Decimal("0"): - raise GrvtInvalidOrder(f"{FN}: amount should be above 0") - - def _check_account_auth(self) -> bool: - if not self.get_trading_account_id(): - raise GrvtInvalidOrder(f"{self._clsname}: this action requires a trading_account_id") - return True - - def _check_valid_symbol(self, symbol: str) -> bool: - if not self.markets: - raise GrvtInvalidOrder(f"{self._clsname}: markets not loaded") - market = self.markets.get(symbol) - if not market: - raise GrvtInvalidOrder(f"{self._clsname}: {symbol=} not found") - return True - - def _get_payload_cancel_all_orders( - self, - params: dict = {}, - ) -> dict: - """ - Prepares payload for fetch_order_history() method.
. - - Args: - params: (dict) with possible keys as:.
- `kind`: (str) - The kind filter to apply. Defaults to all kinds.
- `base`: (str) - The base currency filter. Defaults to all base currencies.
- `quote`: (str) - The quote currency filter. Defaults to all quote currencies.
- Returns: a dictionary with a payload for Rest API call to cancel all orders.
- """ - payload: dict[str, str | int | bool | list] = { - "sub_account_id": str(self.get_trading_account_id()) - } - - if "kind" in params: - payload["kind"] = [params["kind"]] - if "base" in params: - payload["base"] = [params["base"]] - if "quote" in params: - payload["quote"] = [params["quote"]] - return payload - - def _get_payload_fetch_markets(self, params: dict) -> dict: - payload: dict[str, str | int | bool | list] = {} - if params.get("kind"): - payload["kind"] = [params.get("kind")] - if params.get("base"): - payload["base"] = [params.get("base")] - if params.get("quote"): - payload["quote"] = [params.get("quote")] - payload["limit"] = int(params.get("limit", 1_000)) - payload["is_active"] = bool(params.get("is_active", True)) - return payload - - def _get_payload_fetch_my_trades( - self, - symbol: str | None = None, - since: int | None = None, - limit: int | None = None, - params: dict = {}, - ) -> dict: - """ - Prepares payload for fetch_my_trades() method.
. - - Args: - symbol: get trades for this symbol only.
- since: fetch trades since this timestamp in nanoseconds.
- limit: maximum number of trades to fetch.
- params: dictionary with parameters. Valid keys:
- `cursor` (str): cursor for the pagination. - If cursor is present then we ignore other filters.
- `kind` (str): instrument kind. Valid values: 'PERPETUAL'.
- `base` (str): base currency. If missing/empty then fetch - orders for all base currencies.
- `quote` (str): quote currency. Default: 'USDT'.
- `end_time` (int): fetch trades until this timestamp in nanoseconds.
- - Returns: - a dictionary with a payload for Rest API call to fetch trades.
- """ - payload: dict[str, str | int | list] = { - "sub_account_id": str(self.get_trading_account_id()) - } - if params.get("cursor"): - payload["cursor"] = params["cursor"] - else: - if symbol: - payload["instrument"] = symbol - else: - if "kind" in params: - payload["kind"] = [params["kind"]] - if "base" in params: - payload["base"] = [params["base"]] - if "quote" in params: - payload["quote"] = [params["quote"]] - if since: - payload["start_time"] = str(since) - if params.get("end_time"): - payload["end_time"] = str(params["end_time"]) - if limit: - payload["limit"] = int(limit) - return payload - - def _get_payload_fetch_trades( - self, - symbol: str, - since: int | None = None, - limit: int = 1_000, - params: dict = {}, - ) -> dict: - """ - Prepares payload for fetch_trades() method.
. - - Args: - symbol: get trades for this symbol only.
- since: fetch trades since this timestamp in nanoseconds.
- limit: maximum number of trades to fetch.
- params: dictionary with parameters. Valid keys:
- `cursor` (str): cursor for the pagination. - If cursor is present then we ignore other filters.
- `kind` (str): instrument kind. Valid values: 'PERPETUAL'.
- `base` (str): base currency. If missing/empty then fetch - orders for all base currencies.
- `quote` (str): quote currency. Default: 'USDT'.
- - Returns: - a dictionary with a payload for Rest API call to fetch trades.
- """ - payload: dict[str, str | int] = { - "sub_account_id": str(self.get_trading_account_id()), - "instrument": symbol, - } - if params.get("cursor"): - payload["cursor"] = params["cursor"] - else: - if since: - payload["start_time"] = str(since) - if params.get("end_time"): - payload["end_time"] = str(params["end_time"]) - payload["limit"] = limit - return payload - - def _get_payload_fetch_account_history( - self, - # since: int | None = None, - limit: int = 500, - params: dict = {}, - ) -> dict: - """ - Prepares payload for fetch_account_history() method.
. - - Args: - limit: maximum number of trades to fetch.
- params: dictionary with parameters. Valid keys:
- `start_time` (int): fetch orders since this timestamp in nanoseconds.
- `end_time` (int): fetch orders until this timestamp in nanoseconds.
- `cursor` (int):cursor for the pagination. If cursor is present then we ignore - `start_time` and `end_time`.
- Returns: - a dictionary with a payload for Rest API call to fetch account history.
- """ - payload: dict[str, str | int] = {"sub_account_id": str(self.get_trading_account_id())} - - if params.get("cursor"): - payload["cursor"] = params["cursor"] - else: - start_time = params.get("start_time") - end_time = params.get("end_time") - if start_time: - payload["start_time"] = str(start_time) - if end_time: - payload["end_time"] = str(end_time) - payload["limit"] = limit | 500 - return payload - - def _get_payload_fetch_positions(self, symbols: list[str] = [], params={}) -> dict: - """ - Prepares payload for fetch_positions() method.
. - - Args: - symbols: list(str) get positions for these symbols only.
- - Returns: a dictionary with a payload for Rest API call to fetch positions.
- """ - payload: dict[str, str | int | bool | list] = { - "sub_account_id": str(self.get_trading_account_id()) - } - if symbols: - ks, us, qs = [], [], [] - for symbol in symbols: - try: - k, u, q = get_kuq_from_symbol(symbol) - ks.append(k) - us.append(u) - qs.append(q) - except Exception as e: - raise GrvtInvalidOrder(f"Invalid symbol {symbol} in fetch_positions {e}") - payload["kind"] = list(set(ks)) - payload["base"] = list(set(us)) - payload["quote"] = list(set(qs)) - else: - if "kind" in params: - payload["kind"] = [params["kind"]] - if "base" in params: - payload["base"] = [params["base"]] - if "quote" in params: - payload["quote"] = [params["quote"]] - return payload - - def _get_payload_fetch_order_history( - self, - params: dict, - ) -> dict: - """ - Prepares payload for fetch_order_history() method.
. - - Args: - params: (dict) with possible keys as:.
- `kind`: (str) - The kind filter to apply. Defaults to all kinds.
- `base`: (str) - The base currency filter. Defaults to all base currencies.
- `quote`: (str) - The quote currency filter. Defaults to all quote currencies.
- `expiration`: (int) The expiration time in nanoseconds. Defaults to all.
- `strike_price`: (str) The strike price to apply. Defaults to all strike prices.
- `limit`: (int) The limit to query for. Defaults to 500; Max 1000.
- `cursor`: (str) The cursor to use for pagination. If nil, return the first page.
- Returns: a dictionary with a payload for Rest API call to fetch order history.
- """ - payload: dict[str, str | int | bool | list] = { - "sub_account_id": str(self.get_trading_account_id()) - } - if "limit" in params: - payload["limit"] = params["limit"] - if params.get("cursor"): - payload["cursor"] = params["cursor"] - else: - if "kind" in params: - payload["kind"] = [params["kind"]] - if "base" in params: - payload["base"] = [params["base"]] - if "quote" in params: - payload["quote"] = [params["quote"]] - if "expiration" in params: - payload["expiration"] = [params["expiration"]] - if "strike_price" in params: - payload["strike_price"] = [params["strike_price"]] - return payload - - def _get_payload_fetch_open_orders( - self, - symbol: str | None = None, - params: dict = {}, - ) -> dict: - """ - Prepares payload for fetch_order_history() method.
. - - Args: - params: (dict) with possible keys as:.
- `kind`: (str) - The kind filter to apply. Defaults to all kinds.
- `base`: (str) - The base currency filter. Defaults to all base currencies.
- `quote`: (str) - The quote currency filter. Defaults to all quote currencies.
- Returns: a dictionary with a payload for Rest API call to fetch order history.
- """ - payload: dict[str, str | int | bool | list] = { - "sub_account_id": str(self.get_trading_account_id()) - } - if symbol: - try: - k, u, q = get_kuq_from_symbol(symbol) - payload["kind"] = [k] - payload["base"] = [u] - payload["quote"] = [q] - except Exception as e: - raise GrvtInvalidOrder(f"Invalid symbol {symbol} in fetch_open_orders {e}") - else: - if "kind" in params: - payload["kind"] = [params["kind"]] - if "base" in params: - payload["base"] = [params["base"]] - if "quote" in params: - payload["quote"] = [params["quote"]] - return payload - - def _get_payload_fetch_ohlcv( - self, - symbol: str, - timeframe: str, - since: int, - limit: int, - params={}, - ) -> dict: - """ - Prepares payload for fetch_ohlcv() method.
. - - Args: - symbol: The instrument name.
- timeframe: The timeframe of the ohlc. - See `ccxt_interval_to_grvt_candlestick_interval`.
- since: fetch ohlc since this timestamp in nanoseconds.
- limit: maximum number of ohlc to fetch.
- params: dictionary with parameters. Valid keys:
- `cursor` (str): cursor for the pagination. - If cursor is present then we ignore other filters.
- `end_time` (int): end time in nanoseconds.
- `candle_type` (str): candle type. Valid values: 'TRADE', 'MARK', 'INDEX'.
- - Returns: a dictionary with a payload for Rest API call to fetch_ohlcv.
- See [Candlestick] (https://api-docs.grvt.io/market_data_api/#candlestick_1) - for more details.
- """ - if timeframe not in ccxt_interval_to_grvt_candlestick_interval: - raise ValueError(f"Invalid timeframe {timeframe}") - - interval: CandlestickInterval = ccxt_interval_to_grvt_candlestick_interval[timeframe] - payload: dict[str, str | int | bool | list] = {"instrument": symbol} - if params.get("cursor"): - payload["cursor"] = params["cursor"] - else: - if interval: - payload["interval"] = interval.value - candle_type = CandlestickType.TRADE - if "candle_type" in params: - candle_type = CandlestickType[params["candle_type"]] - payload["type"] = candle_type.value - if since: - payload["start_time"] = str(since) - if "end_time" in params: - payload["end_time"] = str(params["end_time"]) - if limit: - payload["limit"] = int(limit) - return payload - - def _get_balances_from_account_summary(self, account_summary: dict) -> dict: - balances: dict = {} - balances["info"] = account_summary.get("spot_balances", []) - balances["timestamp"] = int(int(account_summary.get("event_time", 0)) / 1_000_000) - balances["datetime"] = ( - datetime.fromtimestamp(balances["timestamp"] / 1_000).strftime("%Y-%m-%dT%H:%M:%S.%f")[ - :-3 - ] - + "Z" - ) - balances["total"] = {} - balances["free"] = {} - balances["used"] = {} - for currency_balance in account_summary.get("spot_balances", []): - if not currency_balance or not isinstance(currency_balance, dict): - continue - currency: str = currency_balance.get("currency", "") - if not currency: - continue - balances[currency] = {"total": currency_balance.get("balance", "0.0")} - balances["total"][currency] = balances[currency]["total"] - if currency == "USDT": - balances[currency]["free"] = account_summary.get("available_balance", "0.0") - balances[currency]["used"] = str( - Decimal(balances[currency]["total"]) - Decimal(balances[currency]["free"]) - ) - else: - balances[currency]["free"] = balances[currency]["total"] - balances[currency]["used"] = "0.0" - - balances["free"][currency] = balances[currency]["free"] - balances["used"][currency] = balances[currency]["used"] - return balances - - def _get_set_derisk_mm_ratio_payload( - self, - ratio: str, - ) -> dict[str, str | dict]: - """ - Returns a payload for setting the derisking market making ratio. - """ - payload: dict[str, str | dict] = { - "sub_account_id": self.get_trading_account_id(), - "ratio": str(ratio), - } - signature: dict = sign_derisk_mm_ratio_request( - self.env, int(self.get_trading_account_id()), str(ratio), self._private_key - ) - payload["signature"] = signature - return payload - - def convert_grvt_ob_to_ccxt(self, order_book: dict) -> dict: - """ - Converts GRVT-specific order book format to CCXT format. - """ - ob_time_ms: int = int(order_book["event_time"]) // 1_000_000 - ccxt_ob = { - "symbol": order_book["instrument"], - "bids": [], - "asks": [], - "timestamp": ob_time_ms, - "datetime": datetime.fromtimestamp(ob_time_ms / 1_000).strftime("%Y-%m-%dT%H:%M:%S.%f")[ - :-3 - ] - + "Z", - "nonce": int(order_book["event_time"]), - } - ccxt_ob["bids"] = [[bid["price"], bid["size"]] for bid in order_book["bids"]] - ccxt_ob["asks"] = [[ask["price"], ask["size"]] for ask in order_book["asks"]] - return ccxt_ob - - # Vault Management APIs - def _get_fetch_vault_manager_investor_history_payload( - self, - vault_id: str, - only_own_investments: bool = False, - ) -> dict: - """ - Prepares payload for fetch_vault_manager_investor_history() method.
. - - Args: - vault_id: The vault id to fetch history for.
- only_own_investments: If True, fetch only investments by the manager.
- - Returns: - A dictionary with a payload for Rest API call to fetch vault investor history. - """ - payload: dict[str, str | bool] = { - "vault_id": vault_id, - "only_own_investments": only_own_investments, - } - return payload - - def _get_fetch_vault_redemption_queue_payload( - self, - vault_id: str, - ) -> dict: - """ - Prepares payload for fetch_vault_redemption_queue() method.
. - - Args: - vault_id: The vault id to fetch redemption queue for.
- - Returns: - A dictionary with a payload for Rest API call to fetch vault redemption queue. - """ - return {"vault_id": vault_id} diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_env.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_env.py deleted file mode 100644 index 1771ba0..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_env.py +++ /dev/null @@ -1,195 +0,0 @@ -# ruff: noqa: D200 -# ruff: noqa: D204 -# ruff: noqa: D205 -# ruff: noqa: D404 -# ruff: noqa: W291 -# ruff: noqa: D400 -# ruff: noqa: E501 - -import os -from enum import Enum - - -class GrvtEnv(str, Enum): - PROD = "prod" - TESTNET = "testnet" - STAGING = "staging" - DEV = "dev" - -# GrvtEndpointType defines the root path for a family of endpoints -class GrvtEndpointType(str, Enum): - EDGE = "edge" - TRADE_DATA = "tdg" - MARKET_DATA = "mdg" - - -class GrvtWSEndpointType(str, Enum): - TRADE_DATA = "tdg" - MARKET_DATA = "mdg" - TRADE_DATA_RPC_FULL = "tdg_rpc_full" - MARKET_DATA_RPC_FULL = "mdg_rpc_full" - - -END_POINT_VERSION = os.getenv("GRVT_END_POINT_VERSION", "v1") - - -def get_grvt_endpoint_domains(env_name: str) -> dict[GrvtEndpointType, str]: - if env_name == GrvtEnv.PROD.value: - return { - GrvtEndpointType.EDGE: "https://edge.grvt.io", - GrvtEndpointType.TRADE_DATA: "https://trades.grvt.io", - GrvtEndpointType.MARKET_DATA: "https://market-data.grvt.io", - } - if env_name == GrvtEnv.TESTNET.value: - return { - GrvtEndpointType.EDGE: f"https://edge.{env_name}.grvt.io", - GrvtEndpointType.TRADE_DATA: f"https://trades.{env_name}.grvt.io", - GrvtEndpointType.MARKET_DATA: f"https://market-data.{env_name}.grvt.io", - } - if env_name == GrvtEnv.STAGING.value: - return { - GrvtEndpointType.EDGE: f"https://edge.{env_name}.gravitymarkets.io", - GrvtEndpointType.TRADE_DATA: f"https://trades.{env_name}.gravitymarkets.io", - GrvtEndpointType.MARKET_DATA: f"https://market-data.{env_name}.gravitymarkets.io", - } - if env_name == GrvtEnv.DEV.value: - return { - GrvtEndpointType.EDGE: f"https://edge.{env_name}.gravitymarkets.io", - GrvtEndpointType.TRADE_DATA: f"https://trades.{env_name}.gravitymarkets.io", - GrvtEndpointType.MARKET_DATA: f"https://market-data.{env_name}.gravitymarkets.io", - } - return {} - - -def get_grvt_ws_endpoint( - env: str, - endpoint_type: GrvtWSEndpointType, -) -> str: - """Returns string pointing to WS endpoint for given environment and endpoint type.""" - if env == GrvtEnv.PROD.value: - return { - GrvtWSEndpointType.TRADE_DATA: "wss://trades.grvt.io/ws", - GrvtWSEndpointType.MARKET_DATA: "wss://market-data.grvt.io/ws", - GrvtWSEndpointType.TRADE_DATA_RPC_FULL: "wss://trades.grvt.io/ws/full", - GrvtWSEndpointType.MARKET_DATA_RPC_FULL: "wss://market-data.grvt.io/ws/full", - }.get(endpoint_type, "") - if env == GrvtEnv.TESTNET.value: - return { - GrvtWSEndpointType.TRADE_DATA: f"wss://trades.{env}.grvt.io/ws", - GrvtWSEndpointType.MARKET_DATA: f"wss://market-data.{env}.grvt.io/ws", - GrvtWSEndpointType.TRADE_DATA_RPC_FULL: f"wss://trades.{env}.grvt.io/ws/full", - GrvtWSEndpointType.MARKET_DATA_RPC_FULL: f"wss://market-data.{env}.grvt.io/ws/full", - }.get(endpoint_type, "") - if env == GrvtEnv.STAGING.value: - return { - GrvtWSEndpointType.TRADE_DATA: f"wss://trades.{env}.gravitymarkets.io/ws", - GrvtWSEndpointType.MARKET_DATA: f"wss://market-data.{env}.gravitymarkets.io/ws", - GrvtWSEndpointType.TRADE_DATA_RPC_FULL: f"wss://trades.{env}.gravitymarkets.io/ws/full", - GrvtWSEndpointType.MARKET_DATA_RPC_FULL: f"wss://market-data.{env}.gravitymarkets.io/ws/full", - }.get(endpoint_type, "") - if env == GrvtEnv.DEV.value: - return { - GrvtWSEndpointType.TRADE_DATA: f"wss://trades.{env}.gravitymarkets.io/ws", - GrvtWSEndpointType.MARKET_DATA: f"wss://market-data.{env}.gravitymarkets.io/ws", - GrvtWSEndpointType.TRADE_DATA_RPC_FULL: f"wss://trades.{env}.gravitymarkets.io/ws/full", - GrvtWSEndpointType.MARKET_DATA_RPC_FULL: f"wss://market-data.{env}.gravitymarkets.io/ws/full", - }.get(endpoint_type, "") - return "" - -# Mapping of WS stream names to DEFAULT endpoint types -GRVT_WS_STREAMS = { - # ******* Market Data ******** - "mini.s": GrvtWSEndpointType.MARKET_DATA, - "mini.d": GrvtWSEndpointType.MARKET_DATA, - "ticker.s": GrvtWSEndpointType.MARKET_DATA, - "ticker.d": GrvtWSEndpointType.MARKET_DATA, - "book.s": GrvtWSEndpointType.MARKET_DATA, - "book.d": GrvtWSEndpointType.MARKET_DATA, - "trade": GrvtWSEndpointType.MARKET_DATA, - "candle": GrvtWSEndpointType.MARKET_DATA, - # ******* Trade Data ******** - "order": GrvtWSEndpointType.TRADE_DATA, - "state": GrvtWSEndpointType.TRADE_DATA, - "cancel": GrvtWSEndpointType.TRADE_DATA, - "position": GrvtWSEndpointType.TRADE_DATA, - "fill": GrvtWSEndpointType.TRADE_DATA, - "transfer": GrvtWSEndpointType.TRADE_DATA, - "deposit": GrvtWSEndpointType.TRADE_DATA, - "withdrawal": GrvtWSEndpointType.TRADE_DATA, -} - - -def is_trading_ws_endpoint(end_point_type: GrvtWSEndpointType) -> bool: - return end_point_type in [ - GrvtWSEndpointType.TRADE_DATA, - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, - ] - - -# "wss://market-data.testnet.grvt.io/ws" -# wss://trades.testnet.grvt.io/ws -# GRVT_ENDPOINTS defines the endpoint paths grouped by endpoint type -GRVT_ENDPOINTS = { - GrvtEndpointType.EDGE: { - "GRAPHQL": "query", - "AUTH": "auth/api_key/login", - }, - GrvtEndpointType.TRADE_DATA: { - "CREATE_ORDER": f"full/{END_POINT_VERSION}/create_order", - "CANCEL_ALL_ORDERS": f"full/{END_POINT_VERSION}/cancel_all_orders", - "CANCEL_ORDER": f"full/{END_POINT_VERSION}/cancel_order", - "GET_OPEN_ORDERS": f"full/{END_POINT_VERSION}/open_orders", - "GET_ACCOUNT_SUMMARY": f"full/{END_POINT_VERSION}/account_summary", - "GET_FUNDING_ACCOUNT_SUMMARY": f"full/{END_POINT_VERSION}/funding_account_summary", - "GET_AGGREGATED_ACCOUNT_SUMMARY": f"full/{END_POINT_VERSION}/aggregated_account_summary", - "GET_ACCOUNT_HISTORY": f"full/{END_POINT_VERSION}/account_history", - "GET_POSITIONS": f"full/{END_POINT_VERSION}/positions", - "GET_ORDER": f"full/{END_POINT_VERSION}/order", - "GET_ORDER_HISTORY": f"full/{END_POINT_VERSION}/order_history", - "GET_FILL_HISTORY": f"full/{END_POINT_VERSION}/fill_history", - "SET_DERISK_MM_RATIO": f"full/{END_POINT_VERSION}/set_derisk_mm_ratio", - "GET_VAULT_MANAGER_INVESTOR_HISTORY": f"full/{END_POINT_VERSION}/vault_manager_investor_history", - "GET_VAULT_REDEMPTION_QUEUE": f"full/{END_POINT_VERSION}/vault_view_redemption_queue", - }, - GrvtEndpointType.MARKET_DATA: { - "GET_ALL_INSTRUMENTS": f"full/{END_POINT_VERSION}/all_instruments", - "GET_INSTRUMENTS": f"full/{END_POINT_VERSION}/instruments", - "GET_INSTRUMENT": f"full/{END_POINT_VERSION}/instrument", - "GET_TICKER": f"full/{END_POINT_VERSION}/ticker", - "GET_MINI_TICKER": f"full/{END_POINT_VERSION}/mini", - "GET_ORDER_BOOK": f"full/{END_POINT_VERSION}/book", - "GET_TRADES": f"full/{END_POINT_VERSION}/trade", - "GET_TRADE_HISTORY": f"full/{END_POINT_VERSION}/trade_history", - "GET_FUNDING": f"full/{END_POINT_VERSION}/funding", - "GET_CANDLESTICK": f"full/{END_POINT_VERSION}/kline", - }, -} - - -def get_grvt_endpoint(environment: GrvtEnv, end_point: str) -> str: - # if end_point == "GET_ALL_INSTRUMENTS": - # return "https://market-data.testnet.grvt.io/full/v1/instruments" - endpoint_domains = get_grvt_endpoint_domains(environment.value) - for endpoints_type, endpoints in GRVT_ENDPOINTS.items(): - if end_point in endpoints: - return f"{endpoint_domains[endpoints_type]}/{endpoints[end_point]}" - return "" - - -def get_all_grvt_endpoints(environment: GrvtEnv) -> dict[str, str]: - endpoint_domains = get_grvt_endpoint_domains(environment.value) - endpoints = {} - for endpoints_type, endpoints_map in GRVT_ENDPOINTS.items(): - for endpoint, path in endpoints_map.items(): - endpoints[endpoint] = f"{endpoint_domains[endpoints_type]}/{path}" - return endpoints - - -CHAIN_IDS = { - GrvtEnv.DEV.value: 327, - GrvtEnv.STAGING.value: 327, - GrvtEnv.TESTNET.value: 326, - GrvtEnv.PROD.value: 325, -} - -######################################################## diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_logging_selector.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_logging_selector.py deleted file mode 100644 index 40ddd72..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_logging_selector.py +++ /dev/null @@ -1,32 +0,0 @@ -import logging -import os -import sys -from datetime import datetime - -LOG_FILE = os.getenv("LOG_FILE", "FALSE").upper() -GRVT_ENV = os.getenv("GRVT_ENV") - -if LOG_FILE == "TRUE": - LOG_TIMESTAMP = datetime.now().strftime("%Y_%m_%d_%H_%M_%S") - fn = sys.argv[0].split("/")[-1] - fn_base = fn.split(".")[0] - if GRVT_ENV: - filename = f"logs/{fn_base}_{GRVT_ENV}_{LOG_TIMESTAMP}.log" - else: - filename = f"logs/{fn_base}_{LOG_TIMESTAMP}.log" - os.makedirs("logs", exist_ok=True) - logging.basicConfig( - filename=filename, - level=os.getenv("LOGGING_LEVEL", "INFO"), - format="%(asctime)s.%(msecs)03d | %(levelname)s | %(message)s", - datefmt="%Y-%m-%d %H:%M:%S", - ) - logger = logging.getLogger(__name__) - logger.info(f"Using FILE logger {LOG_FILE=}") -else: - logging.basicConfig( - level=os.getenv("LOGGING_LEVEL", "INFO"), - format="%(asctime)s - %(levelname)s - %(message)s", - ) - logger = logging.getLogger(__name__) - logger.info(f"Using CONSOLE logger {LOG_FILE=}") diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_pro.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_pro.py deleted file mode 100644 index a50f0e8..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_pro.py +++ /dev/null @@ -1,841 +0,0 @@ -# ruff: noqa: D200 -# ruff: noqa: D204 -# ruff: noqa: D205 -# ruff: noqa: D404 -# ruff: noqa: W291 -# ruff: noqa: D400 -# ruff: noqa: E501 - -import asyncio -import json -import logging -from typing import Literal - -import aiohttp - -from .grvt_ccxt_base import GrvtCcxtBase - -# import requests -# from env import ENDPOINTS -from .grvt_ccxt_env import GrvtEnv, get_grvt_endpoint -from .grvt_ccxt_types import ( - Amount, - GrvtInstrumentKind, - GrvtInvalidOrder, - GrvtOrderSide, - GrvtOrderType, - Num, -) -from .grvt_ccxt_utils import ( - EnumEncoder, - GrvtOrder, - get_cookie_with_expiration, - get_cookie_with_expiration_async, - get_grvt_order, - get_order_payload, -) - - -class GrvtCcxtPro(GrvtCcxtBase): - """ - GrvtCcxtPro class to interact with Grvt Rest API and WebSockets in asynchronous mode. - - Args: - env: GrvtCcxtPro (DEV, TESTNET, PROD) - parameters: dict with trading_account_id, private_key, api_key etc - - Examples: - >>> from grvt_api_pro import GrvtCcxtPro - >>> from grvt_env import GrvtEnv - >>> grvt = GrvtCcxtPro(env=GrvtEnv.TESTNET) - >>> await grvt.fetch_markets() - """ - - def __init__( - self, - env: GrvtEnv, - logger: logging.Logger | None = None, - parameters: dict = {}, - order_book_ccxt_format: bool = False, - ): - """Initialize the GrvtCcxt instance.""" - super().__init__(env, logger, parameters, order_book_ccxt_format) - self._clsname: str = type(self).__name__ - self._session = aiohttp.ClientSession(headers={"Content-Type": "application/json"}) - # Force sync call to get cookie here - self._cookie = get_cookie_with_expiration( - get_grvt_endpoint(self.env, "AUTH"), self._api_key - ) - self.update_session_with_cookie() - - def __del__(self): - """Close the aiohttp session when the instance is deleted.""" - self.logger.info(f"{self._clsname} __del__() called") - if self._session: - self.logger.info(f"{self._clsname} closing session") - asyncio.get_running_loop().create_task(self._session.close()) - - def update_session_with_cookie(self) -> None: - if self._cookie: - self._session.cookie_jar.update_cookies({"gravity": self._cookie["gravity"]}) - if self._cookie["X-Grvt-Account-Id"]: - self._session.headers.update( - {"X-Grvt-Account-Id": self._cookie["X-Grvt-Account-Id"]} - ) - self.logger.info( - f"update_session_with_cookie {self._cookie=} {self._session.cookie_jar=}" - f" {self._session.headers=}" - ) - - async def refresh_cookie(self) -> dict | None: - """Refresh the session cookie.""" - if not self.should_refresh_cookie(): - return self._cookie - path: str = get_grvt_endpoint(self.env, "AUTH") - self._cookie = await get_cookie_with_expiration_async(path, self._api_key) - self._path_return_value_map[path] = self._cookie - self.update_session_with_cookie() - return self._cookie - - # PRIVATE API CALLS - async def _auth_and_post(self, path: str, payload: dict) -> dict: - FN = f"{self._clsname} _auth_and_post {path=}" - MAX_LEN_TO_LOG = 1280 - response: dict = {} - if not path: - self.logger.warning(f"{FN} Invalid path {path=} {payload=}") - raise GrvtInvalidOrder(f"{FN} Invalid path {path=} {payload=}") - # Always see if need to referesh cookie before sending a request - await self.refresh_cookie() - payload_json = json.dumps(payload, cls=EnumEncoder) - self.logger.info(f"{FN} {payload=}\n{payload_json=}") - return_text: str = "" - async with self._session.post( - url=path, - data=payload_json, - headers={"Content-Type": "application/json"}, - timeout=5, - ) as return_value: - return_text: str = "" - try: - return_text = await return_value.text() - response = await return_value.json(content_type="application/json") - except Exception as err: - self.logger.warning( - f"{FN} Unable to parse {return_value=} as " - f" json(content_type='application/json'). {err=}" - ) - if not return_value.ok: - self.logger.warning(f"{FN} {payload_json=}\n{return_value=}\n{response=}") - else: - if len(return_text) > MAX_LEN_TO_LOG: - self.logger.debug(f"{FN} OK {return_value=} response={response}") - self.logger.info(f"{FN} OK {return_value=} response=**TOO LONG**") - else: - self.logger.info(f"{FN} OK {return_value=} response={response}") - self._path_return_value_map[path] = response - return response or {} - - async def _create_grvt_order(self, order: GrvtOrder) -> dict: - """ - Send a GrvtOrder object to the exchange. - :param order: The GrvtOrder object. - Return: dictionary representing the order response. - """ - FN = f"{self._clsname} _create_grvt_order cloid:{order.metadata.client_order_id}" - order_payload = get_order_payload( - order, - private_key=self._private_key, - env=self.env, - instruments=self.markets, - ) - path = get_grvt_endpoint(self.env, "CREATE_ORDER") - self.logger.info(f"{FN} {path=} {order_payload=}") - response: dict = await self._auth_and_post(path, payload=order_payload) - if response.get("result") is None: - self.logger.error(f"Error creating order, {response}") - return {} - self.logger.info( - f"{FN} Order created:" - f"{response.get('result', {}).get('metadata', {}).get('client_order_id')}" - ) - return response.get("result", {}) - - def _get_order_with_validations( - self, - symbol: str, - order_type: GrvtOrderType, - side: GrvtOrderSide, - amount: Amount, - price: Num = None, - params: dict = {}, - ) -> GrvtOrder: - self._check_account_auth() - self._check_valid_symbol(symbol) - # Validate order fields - self._check_order_arguments(order_type, side, amount, price) - # create GrvtOrder object - order_duration_secs = params.get("order_duration_secs", 24 * 60 * 60) - return get_grvt_order( - sub_account_id=self.get_trading_account_id(), - symbol=symbol, - order_type=order_type, - side=side, - amount=amount, - limit_price=price, - order_duration_secs=order_duration_secs, - params=params, - ) - - async def create_order( - self, - symbol: str, - order_type: GrvtOrderType, - side: GrvtOrderSide, - amount: Amount, - price: Num = None, - params={}, - ) -> dict: - """Ccxt compliant signature.""" - order = self._get_order_with_validations(symbol, order_type, side, amount, price, params) - return await self._create_grvt_order(order) - - async def create_limit_order( - self, - symbol: str, - side: GrvtOrderSide, - amount: Amount, - price: Num = None, - params={}, - ) -> dict: - return await self.create_order(symbol, "limit", side, amount, price, params) - - async def cancel_all_orders( - self, - params: dict = {}, - ) -> bool: - """ - Ccxt compliant signature BUT lacks symbol - Cancel all orders for a sub-account. - params: dictionary with parameters. Valid keys:
- `kind` (str): instrument kind. Valid values: 'PERPETUAL'.
- `base` (str): base currency. If missing/empty then fetch - orders for all base currencies.
- `quote` (str): quote currency. Defaults to all.
- """ - self._check_account_auth() - FN = f"{self._clsname} cancel_all_orders" - payload: dict = self._get_payload_cancel_all_orders(params) - path = get_grvt_endpoint(self.env, "CANCEL_ALL_ORDERS") - response: dict = await self._auth_and_post(path, payload=payload) - cancel_ack = response.get("result", {}).get("ack") - - if not cancel_ack: - self.logger.warning(f"{FN} failed to cancel orders: {response=}") - return False - self.logger.info(f"{FN} Cancelled {response=}") - return True - - async def cancel_order( - self, - id: str | None = None, - symbol: str | None = None, - params: dict = {}, - ) -> bool: - """ - Ccxt compliant signature - Cancel specific order for the account.
- Private call requires authorization.
- See [Cancel order](https://api-docs.grvt.io/trading_api/#cancel-order) - for details.
. - - Args: - id (str): exchange assigned order ID
- symbol (str): trading symbol
- params: - * client_order_id (str): client assigned order ID
- * time_to_live_ms (str): lifetime of cancel requiest in millisecs
- Returns: - True if cancel request was acked by exchange. False otherwise.
- """ - FN = f"{self._clsname} cancel_order" - self._check_account_auth() - # Prepare payload - payload: dict = { - "sub_account_id": str(self._trading_account_id), - } - if id: - payload["order_id"] = str(id) - elif "client_order_id" in params: - payload["client_order_id"] = str(params["client_order_id"]) - else: - raise GrvtInvalidOrder(f"{FN} requires either order_id or client_order_id") - if "time_to_live_ms" in params: - payload["time_to_live_ms"] = str(params["time_to_live_ms"]) - - # Send cancel request - path = get_grvt_endpoint(self.env, "CANCEL_ORDER") - self.logger.info( - f"{FN} Send cancel {payload=} for trading_account_id={self._trading_account_id}" - ) - response: dict = await self._auth_and_post(path, payload) - cancel_ack = response.get("result", {}).get("ack") - - if not cancel_ack: - self.logger.warning(f"{FN} failed to cancel order: {response=}") - return False - self.logger.info(f"{FN} Cancelled {response=}") - return True - - async def set_derisk_mm_ratio(self, ratio: str) -> bool: - """ - - Set the Derisk to Maintenance marginb ratio for the account. - Private call requires authorization. - See [Set Derisk M M ratio](https://api-docs.grvt.io/trading_api/#set-derisk-m-m-ratio) - for details. - - Args: - ratio (Amount): The new derisking market making ratio. - - Returns: - True if the request was acknowledged by the exchange. False otherwise. - """ - FN = f"{self._clsname} set_derisk_mm_ratio" - self._check_account_auth() - payload: dict[str, str | dict] = self._get_set_derisk_mm_ratio_payload(str(ratio)) - path = get_grvt_endpoint(self.env, "SET_DERISK_MM_RATIO") - self.logger.info( - f"{FN} Send {payload=} for trading_account_id={self.get_trading_account_id()}" - ) - response: dict = await self._auth_and_post(path, payload) - self.logger.info(f"{FN} Set derisk_mm_ratio {response=}") - return True - - async def fetch_open_orders( - self, - symbol: str | None = None, - since: int | None = None, - limit: int | None = None, - params: dict = {}, - ) -> list[dict]: - """ - Ccxt compliant signature - Fetch open orders for the account.
- Private call requires authorization.
- See [Open orders](https://api-docs.grvt.io/trading_api/#open-orders) - for details.
. - - Args: - symbol: get orders for this symbol only.
- since: ccxt-compliant argument, NOT SUPPORTED.
- limit: ccxt-compliant argument, NOT SUPPORTED.
- params: dictionary with parameters. Valid keys:
- `kind` (str): instrument kind. Valid values are 'PERPETUAL'.
- `base` (str): base currency. If missing/empty then fetch orders - for all base currencies.
- `quote` (str): quote currency. Defaults to all.
- Returns: - a list of dictionaries, each dict represent an order.
- """ - self._check_account_auth() - # Prepare request payload - payload = self._get_payload_fetch_open_orders(symbol, params) - # Post payload and parse the response - path = get_grvt_endpoint(self.env, "GET_OPEN_ORDERS") - response: dict = await self._auth_and_post(path, payload) - open_orders: list = response.get("result", []) - if symbol: - open_orders = [ - o for o in open_orders if o.get("legs") and o["legs"][0].get("instrument") == symbol - ] - return open_orders - - async def fetch_order( - self, - id: str | None = None, - params: dict = {}, - ) -> dict: - """ - Ccxt compliant signature - Private call requires authorization.
- See [Get Order](https://api-docs.grvt.io/trading_api/#get-order) - for details.
. - - Get Order status by either order_id or client_order_id - Args: - id: (str) order_id to fetch.
- symbol: (str) NOT SUPPRTED.
- params: dictionary with parameters. Valid keys:
- `client_order_id` (int): client assigned order ID.
- Returns: - dict with order details or {} if order was NOT found.
- """ - FN = f"{self._clsname} fetch_order" - self._check_account_auth() - payload = { - "sub_account_id": str(self._trading_account_id), - } - if id: - payload["order_id"] = id - elif "client_order_id" in params: - payload["client_order_id"] = str(params["client_order_id"]) - else: - raise GrvtInvalidOrder(f"{FN} requires either order_id or params['client_order_id']") - path = get_grvt_endpoint(self.env, "GET_ORDER") - response: dict = await self._auth_and_post(path, payload) - return response - - async def fetch_order_history(self, params: dict = {}) -> dict: - """ - Ccxt compliant signature, HISTORICAL data.
- Get Order history of orders by kind/base/quote.
- Private call requires authorization.
- See [Order History](https://api-docs.grvt.io/trading_api/#order-history) - for details.
- Args: - params: dictionary with parameters. Valid keys:
- `kind`: (str) - The kind filter to apply. Defaults to all kinds.
- `base`: (str) - The base currency filter. Defaults to all base currencies.
- `quote`: (str) - The quote currency filter. Defaults to all quote currencies.
- `expiration`: (int) The expiration time in nanoseconds. Defaults to all.
- `strike_price`: (str) The strike price to apply. Defaults to all strike prices.
- `limit`: (int) The limit to query for. Defaults to 500; Max 1000.
- `cursor`: (str) The cursor to use for pagination. If nil, return the first page.
- Return: a dictionary with keys: - `total` : total number of account history snapshots.
- `next` : cursor for the next page.
- `result` : a list of dictionaries, each dict represent an order state.
. - """ - self._check_account_auth() - payload = self._get_payload_fetch_order_history(params) - path = get_grvt_endpoint(self.env, "GET_ORDER_HISTORY") - response: dict = await self._auth_and_post(path, payload) - return response - - async def get_account_summary( - self, type: Literal["sub-account", "funding", "aggregated"] = "sub-account" - ) -> dict: - """ - Return: The account summary. - Private call requires authorization.
- See [Account Summary](https://api-docs.grvt.io/trading_api/#account_summary) - for details.
- Returns: dictionary with account data.
. - """ - FN = f"{self._clsname} get_account_summary {type=}" - self._check_account_auth() - payload = {} - if type == "sub-account": - path = get_grvt_endpoint(self.env, "GET_ACCOUNT_SUMMARY") - payload = {"sub_account_id": str(self._trading_account_id)} - elif type == "funding": - path = get_grvt_endpoint(self.env, "GET_FUNDING_ACCOUNT_SUMMARY") - elif type == "aggregated": - path = get_grvt_endpoint(self.env, "GET_AGGREGATED_ACCOUNT_SUMMARY") - else: - raise GrvtInvalidOrder(f"{FN} Invalid account summary type {type}") - - response: dict = await self._auth_and_post(path, payload=payload) - sub_account: dict = response.get("result", {}) - if not sub_account: - self.logger.info(f"{FN} No account summary for {path=} {payload=}") - return sub_account - - async def fetch_balance( - self, type: Literal["sub-account", "funding", "aggregated"] = "sub-account" - ) -> dict: - """ - Ccxt compliant signature - Fetch balances for the account.
- Private call requires authorization.
- See [Account Summary](https://api-docs.grvt.io/trading_api/#sub-account_summary) - for details.
. - - Args: - type: (str) - The type of account to fetch balances for. Defaults to 'sub-account'. - Valid values: 'sub-account', 'funding', 'aggregated'. - - Returns: dictionary with ccxt-compliant balance data https://docs.ccxt.com/#/README?id=account-balance.
. - """ - account_summary: dict = await self.get_account_summary(type) - return self._get_balances_from_account_summary(account_summary) - - async def fetch_account_history(self, params: dict = {}, limit: int = 500) -> dict: - """ - HISTORICAL data.
- Get account history.
- Private call requires authorization.
- See [Account History](https://api-docs.grvt.io/trading_api/#account-history) - for details.
. - - Args: - limit: maximum number of account snapshots per page to fetch.
- params: dictionary with parameters. Valid keys:
- `start_time` (int): fetch orders since this timestamp in nanoseconds.
- `end_time` (int): fetch orders until this timestamp in nanoseconds.
- `cursor` (str): cursor for the pagination. If cursor is present then we ignore - `start_time` and `end_time`.
- Returns: - a dictionary with keys: - `total` : total number of account history snapshots.
- `next` : cursor for the next page.
- `result` : list of account history snapshots.
- """ - self._check_account_auth() - # Prepare request payload - payload = self._get_payload_fetch_account_history(limit, params) - # Post payload and parse the response - path = get_grvt_endpoint(self.env, "GET_ACCOUNT_HISTORY") - response: dict = await self._auth_and_post(path, payload=payload) - return response - - async def fetch_positions(self, symbols: list[str] = [], params={}) -> list[dict]: - """ - Ccxt compliant signature - Fetch positions for the account.
- Private call requires authorization.
- See [Positions](https://api-docs.grvt.io/trading_api/#positions) - for details.
. - - Args: - symbols: list(str) get positions for these symbols only.
- - Returns: list of dictionaries, each dict represent a position.
- """ - self._check_account_auth() - # Prepare request payload - payload = self._get_payload_fetch_positions(symbols, params) - # Post payload and parse the response - path = get_grvt_endpoint(self.env, "GET_POSITIONS") - response: dict = await self._auth_and_post(path, payload) - positions: list = response.get("result", []) - if symbols: - self.logger.info(f"fetch_positions filter positions by {symbols=}") - positions = [p for p in positions if p.get("instrument") in symbols] - return positions - - async def fetch_my_trades( - self, - symbol: str | None = None, - since: int | None = None, - limit: int | None = None, - params: dict = {}, - ) -> dict: - """ - Ccxt compliant signature, HISTORICAL data.
- Fetch past trades for the account.
- Private call requires authorization.
- See [Private Trade History](https://api-docs.grvt.io/trading_api/#private-trade-history) - for details.
. - - Args: - symbol: get trades for this symbol only.
- since: fetch trades since this timestamp in nanoseconds.
- limit: maximum number of trades to fetch.
- params: dictionary with parameters. Valid keys:
- `cursor` (str): cursor for the pagination. - If cursor is present then we ignore other filters.
- `kind` (str): instrument kind. Valid values: 'PERPETUAL'.
- `base` (str): base currency. If missing/empty then fetch - orders for all base currencies.
- `quote` (str): quote currency. Default: 'USDT'.
- - Returns: - a dictionary with keys: - `total` : total number of account history snapshots.
- `next` : cursor for the next page.
- `result` : a list of dictionaries, each dict represent a trade.
- """ - self._check_account_auth() - # Prepare request payload - payload = self._get_payload_fetch_my_trades(symbol, since, limit, params) - # Post payload and parse the response - path = get_grvt_endpoint(self.env, "GET_FILL_HISTORY") - response: dict = await self._auth_and_post(path, payload=payload) - if symbol: - # filter result by symbol - trades: list = response.get("result", []) - trades = [t for t in trades if t.get("instrument") == symbol] - response["result"] = trades - return response - - # **************** PUBLIC API CALLS - async def load_markets(self) -> dict | None: - self.logger.info("load_markets START") - instruments = await self.fetch_markets( - params={ - "kind": GrvtInstrumentKind.PERPETUAL, - } - ) - if instruments: - self.markets = {i.get("instrument"): i for i in instruments} - self.logger.info(f"load_markets: loaded {len(self.markets)} markets.") - else: - self.logger.warning("load_markets: No markets found.") - return self.markets - - async def fetch_markets( - self, - params: dict = {}, - ) -> list[dict]: - """ - ccxt-compliant signature - Retrieve the list of all instruments of matching kind, base and quote - supported by the exchange. - - Params: dict with keys:
- `is_active` (bool) - defaults to True.
- `limit` (int) - defaiults to 20.
- `kind` (str): instrument kind. Valid values: 'PERPETUAL'.
- `base` (str): base currency. If missing/empty then fetch - orders for all base currencies.
- `quote` (str): quote currency. Default: 'USDT'.
- - Returns: list of dictionaries per instrument with keys:
- `instrument`: symbol e.g. 'BTC_USDT_Perp'.
- `instrument_hash`: hashed symbol for order signing e.g. '0x030501'.
- `base`: base currency e.g. 'BTC'.
- `quote`: quote currency e.g. 'USDT'.
- `kind`: kind of instrument 'PERPETUAL'/'FUTURE'.
- 'base_decimals': size multiplier for order signing.
- `tick_size`: price tick size.
- `min_size`: minimum order size.
- """ - # Prepare payload - payload = self._get_payload_fetch_markets(params) - # Make the POST request to get all instruments - path = get_grvt_endpoint(self.env, "GET_INSTRUMENTS") - response: dict = await self._auth_and_post(path, payload=payload) - return response.get("result", []) - - async def fetch_all_markets( - self, - is_active: bool | None = True, - ) -> list[dict]: - """ - Retrieve the list of all instruments supported by the exchange.
- Params:
- `is_active` (bool) - defaults to True.
. - - Returns: list of dictionaries per instrument. See fetch_markets().
- """ - # Prepare payload - payload = {"is_active": is_active} - # Make the POST request to get all instruments - path = get_grvt_endpoint(self.env, "GET_ALL_INSTRUMENTS") - response: dict = await self._auth_and_post(path, payload=payload) - # Extract and return the list of instruments - return response.get("result", []) - - async def fetch_market(self, symbol: str) -> dict: - """ - Retrieve the instrument object for a given symbol. - :param symbol: The symbol of the instrument. - """ - # Make the POST request to get all instruments - path = get_grvt_endpoint(self.env, "GET_INSTRUMENT") - response: dict = await self._auth_and_post(path, payload={"instrument": symbol}) - return response.get("result", []) - - async def fetch_ticker(self, symbol: str, params: dict = {}) -> dict: - """ - ccxt-compliant signature - Retrieve the ticker of a given symbol. - :param symbol: The instrument name. - :return: The ticker dictionary of the instrument. - """ - # {'event_time': '1724252426000000000', 'instrument': 'BTC_USDT_Perp', - # 'mark_price': '59373870996065', 'index_price': '59395287961367', - # 'last_price': '99000000000000', 'last_size': '9917000000', 'mid_price': '59569000', - # 'best_bid_price': '59866000000000', 'best_bid_size': '23705000000', 'best_ask_price': - # '59273700', 'best_ask_size': '21670', 'funding_rate_curr': 2544, 'funding_rate_avg': 0, - # 'interest_rate': 0, 'forward_price': '0', 'buy_volume_u': '401930000000', - # 'sell_volume_u': '1218289000000', 'buy_volume_q': '34637817515500', - # 'sell_volume_q': '687640900', 'high_price': '343545000', 'low_price': '100000', - # 'open_price': '32554000000000', 'open_interest': '8174350000000', - # 'long_short_ratio': 1.0948905} - path = get_grvt_endpoint(self.env, "GET_TICKER") - response: dict = await self._auth_and_post(path, payload={"instrument": symbol}) - return response.get("result", {}) - - async def fetch_mini_ticker(self, symbol: str) -> dict: - """ - Retrieve the mini-ticker of a given symbol. - :param symbol: The instrument name. - :return: The mini-ticker dictionary of the instrument. - """ - # {'event_time': '1724252426000000000', 'instrument': 'BTC_USDT_Perp', - # 'mark_price': '59373870996065', 'index_price': '59395287961367', - # 'last_price': '99000000000000', 'last_size': '9917000000', 'mid_price': '59569000', - # 'best_bid_price': '59866000000000', 'best_bid_size': '23705000000', 'best_ask_price': - # '59273700000000', 'best_ask_size': '21678000000'} - path = get_grvt_endpoint(self.env, "GET_MINI_TICKER") - response: dict = await self._auth_and_post(path, payload={"instrument": symbol}) - return response.get("result", {}) - - async def fetch_order_book(self, symbol: str, limit: int = 10, params={}) -> dict: - """ - ccxt-compliant signature - Retrieve the order book of a given symbol. - :param symbol: The instrument name. - :return: The order book dictionary of the instrument. - """ - # {'event_time': '0', 'instrument': 'BTC_USDT_Perp', - # 'bids': [{'price': '100000000', 'size': '86353000000', 'num_orders': 4},...] - # 'asks': [{'price': '59273700000000', 'size': '21678000000', 'num_orders': 1}, ...] - payload = {"instrument": symbol, "aggregate": 1} - if limit: - payload["depth"] = limit - path = get_grvt_endpoint(self.env, "GET_ORDER_BOOK") - response: dict = await self._auth_and_post(path, payload=payload) - if self.is_order_book_ccxt_format(): - # Convert to ccxt format - return self.convert_grvt_ob_to_ccxt(response.get("result", {})) - return response.get("result", {}) - - async def fetch_recent_trades( - self, - symbol: str, - limit: int | None = None, - ) -> list: - """ - Retrieve the recent trades a given instrument.
- :param instrument: The instrument name. - :return: The order book dictionary of the instrument. - """ - # List of {'event_time': '1724248876870635916', 'instrument': 'ETH_USDT_Perp', - # 'is_taker_buyer': True, 'size': '24000000000', 'price': '2600000000000', - # 'mark_price': '2591055564869', 'index_price': '2592459142472', 'interest_rate': 0, - # 'forward_price': '0', 'trade_id': '729726', 'venue': 'ORDERBOOK'} - payload: dict[str, str | int] = {"instrument": symbol} - if limit: - payload["limit"] = limit - path = get_grvt_endpoint(self.env, "GET_TRADES") - response: dict = await self._auth_and_post(path, payload=payload) - return response.get("result", []) - - async def fetch_trades( - self, - symbol: str, - since: int | None = None, - limit: int = 10, - params: dict = {}, - ) -> dict: - """ - Ccxt-compliant signature, HISTORICAL data.
- Retrieve trade history of a given instrument. - :param symbol: The instrument name. - :return: dict with field 'result' containing a list of trades. - """ - # List of {'event_time': '1724248876870635916', 'instrument': 'ETH_USDT_Perp', - # 'is_taker_buyer': True, 'size': '24000000000', 'price': '2600000000000', - # 'mark_price': '2591055564869', 'index_price': '2592459142472', 'interest_rate': 0, - # 'forward_price': '0', 'trade_id': '729726', 'venue': 'ORDERBOOK'} - payload: dict = self._get_payload_fetch_trades( - symbol, - since=since, - limit=limit, - params=params, - ) - path: str = get_grvt_endpoint(self.env, "GET_TRADE_HISTORY") - response: dict = await self._auth_and_post(path, payload=payload) - return response - - async def fetch_funding_rate_history( - self, - symbol: str, - since: int = 0, - limit: int = 1_000, - params: dict = {}, - ) -> dict: - """ - ccxt-compliant signature, HISTORICAL data.
- Retrieve the funding rates history of a given instrument.
- Args: - symbol (str): The instrument name.
- since (int): fetch trades since this timestamp in nanoseconds.
- limit: int - maximum number of trades to fetch.
- params: dictionary with parameters. Valid keys:
- `cursor` (str): cursor for the pagination. - If cursor is present then we ignore other filters.
- `end_time` (int): end time in nanoseconds.
- Returns: - dict with field 'result' containing list of dictionaries repesenting funding rate - at a point in time with fields:
- `instrument` (str): instrument name.
- 'funding_rate' (float): funding rate.
- 'funding_time' (int): funding time in nanoseconds.
- 'mark_price' (float): mark price.
. - """ - payload: dict[str, str | int] = {"instrument": symbol} - if params.get("cursor"): - payload["cursor"] = params["cursor"] - else: - if since: - payload["start_time"] = str(since) - if params.get("end_time"): - payload["end_time"] = str(params["end_time"]) - if limit: - payload["limit"] = int(limit) - path: str = get_grvt_endpoint(self.env, "GET_FUNDING") - response: dict = await self._auth_and_post(path, payload=payload) - return response - - async def fetch_ohlcv( - self, - symbol: str, - timeframe: str = "1m", - since: int = 0, - limit: int = 10, - params={}, - ) -> dict: - """ - ccxt-compliant signature, HISTORICAL data.
- Retrieve the ohlc history of a given instrument.
- Args: - symbol: The instrument name.
- timeframe: The timeframe of the ohlc. - See `ccxt_interval_to_grvt_candlestick_interval`.
- since: fetch ohlc since this timestamp in nanoseconds.
- limit: maximum number of ohlc to fetch.
- params: dictionary with parameters. Valid keys:
- `cursor` (str): cursor for the pagination. - If cursor is present then we ignore other filters.
- `end_time` (int): end time in nanoseconds.
- `candle_type` (str): candle type. Valid values: 'TRADE', 'MARK', 'INDEX'.
- Returns: - dict with field 'result' containing a list of dictionaries, each dict representing a candlestick with fields:
- `instrument` - instrument name.
- `open_time` - start of interval in nanoseconds.
- `close_time` - end of interval in nanoseconds.
- `open` - opening price.
- `close` - closing price.
- `high` - highest price.
- `low` - lowest price.
- `volume_u` - volume in units.
- `volume_q` - volume in quote(USDT).
- `trades` - number of trades.
. - """ - FN: str = f"{self._clsname} fetch_ohlcv" - payload: dict = self._get_payload_fetch_ohlcv(symbol, timeframe, since, limit, params) - self.logger.info(f"{FN} {payload=}") - path: str = get_grvt_endpoint(self.env, "GET_CANDLESTICK") - response: dict = await self._auth_and_post(path, payload=payload) - return response - - # Vault Management APIs - async def fetch_vault_manager_investor_history(self, only_own_investments: bool = False) -> dict: - payload: dict = self._get_fetch_vault_manager_investor_history_payload( - vault_id=self.get_trading_account_id(), - only_own_investments=only_own_investments, # Default to False to fetch all investments - ) - path: str = get_grvt_endpoint(self.env, "GET_VAULT_MANAGER_INVESTOR_HISTORY") - return await self._auth_and_post(path, payload=payload) - - async def fetch_vault_redemption_queue(self): - payload: dict = self._get_fetch_vault_redemption_queue_payload( - vault_id=self.get_trading_account_id() - ) - path: str = get_grvt_endpoint(self.env, "GET_VAULT_REDEMPTION_QUEUE") - return await self._auth_and_post(path, payload=payload) \ No newline at end of file diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_test_utils.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_test_utils.py deleted file mode 100644 index 981f49f..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_test_utils.py +++ /dev/null @@ -1,75 +0,0 @@ -import logging -from collections.abc import Callable - -from .grvt_ccxt import GrvtCcxt -from .grvt_ccxt_env import get_all_grvt_endpoints -from .grvt_ccxt_pro import GrvtCcxtPro - - -def default_check(return_value: dict) -> str: - if not isinstance(return_value, list | dict): - return "return_value is not a list or dict" - if not return_value: - return "return_value is empty" - return "OK" - - -def validate_return_values(api: GrvtCcxt | GrvtCcxtPro, result_filename: str) -> None: - logging.info("validate_return_values: START") - endpoint_check_map: dict[str, Callable] = { - "GRAPHQL": default_check, - "AUTH": default_check, - "CREATE_ORDER": default_check, - "CANCEL_ALL_ORDERS": default_check, - "CANCEL_ORDER": default_check, - "GET_OPEN_ORDERS": default_check, - "GET_ACCOUNT_SUMMARY": default_check, - "GET_FUNDING_ACCOUNT_SUMMARY": default_check, - "GET_AGGREGATED_ACCOUNT_SUMMARY": default_check, - "GET_ACCOUNT_HISTORY": default_check, - "GET_POSITIONS": default_check, - "GET_ORDER": default_check, - "GET_ORDER_HISTORY": default_check, - "GET_FILL_HISTORY": default_check, - "GET_ALL_INSTRUMENTS": default_check, - "GET_INSTRUMENTS": default_check, - "GET_INSTRUMENT": default_check, - "GET_TICKER": default_check, - "GET_MINI_TICKER": default_check, - "GET_ORDER_BOOK": default_check, - "GET_TRADES": default_check, - "GET_TRADE_HISTORY": default_check, - "GET_FUNDING": default_check, - "GET_CANDLESTICK": default_check, - } - all_endpoints = get_all_grvt_endpoints(api.env) - end_point_status = {} - for short_name, endpoint in all_endpoints.items(): - if not api.was_path_called(endpoint): - logging.info(f"validate_return_values: {short_name=}, {endpoint=}, not called") - end_point_status[short_name] = [endpoint, "not called"] - else: - return_value = api.get_endpoint_return_value(endpoint) - if short_name in endpoint_check_map: - check_function = endpoint_check_map.get(short_name) - if not check_function or not callable(check_function): - logging.error( - f"validate_return_values: {short_name=} " - f"not found in {endpoint_check_map.keys()=}" - ) - continue - check_result = check_function(return_value) - logging.info( - f"validate_return_values: {short_name=}, {endpoint=}, {check_result=}" - ) - end_point_status[short_name] = [endpoint, check_result] - else: - logging.error( - f"validate_return_values: NO {short_name=} in {endpoint_check_map.keys()=}" - ) - end_point_status[short_name] = [endpoint, "no check"] - with open(result_filename, "w") as file_handle: - file_handle.write("NAME, URL, STATUS\n") - for short_name, status in end_point_status.items(): - file_handle.write(f"{short_name}, {status[0]}, {status[1]}\n") - logging.info("validate_return_values: END") diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_types.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_types.py deleted file mode 100644 index 342b0fd..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_types.py +++ /dev/null @@ -1,81 +0,0 @@ -# ruff: noqa: D200 -# ruff: noqa: D204 -# ruff: noqa: D205 -# ruff: noqa: D404 -# ruff: noqa: W291 -# ruff: noqa: D400 -# ruff: noqa: E501 - -from decimal import Decimal -from enum import Enum -from typing import Literal - -Num = None | str | float | int | Decimal -Amount = Decimal | int | float | str -GrvtOrderSide = Literal["buy", "sell"] -GrvtOrderType = Literal["limit", "market"] - -DURATION_SECOND_IN_NSEC = 1_000_000_000 -PRICE_MULTIPLIER = 1_000_000_000 -BTC_ETH_SIZE_MULTIPLIER = 1_000_000_000 - - -class GrvtInvalidOrder(Exception): - pass - - -class CandlestickInterval(Enum): - CI_1_M = "CI_1_M" - CI_3_M = "CI_3_M" - CI_5_M = "CI_5_M" - CI_15_M = "CI_15_M" - CI_30_M = "CI_30_M" - CI_1_H = "CI_1_H" - CI_2_H = "CI_2_H" - CI_4_H = "CI_4_H" - CI_6_H = "CI_6_H" - CI_8_H = "CI_8_H" - CI_12_H = "CI_12_H" - CI_1_D = "CI_1_D" - CI_3_D = "CI_3_D" - CI_5_D = "CI_5_D" - CI_1_W = "CI_1_W" - CI_2_W = "CI_2_W" - CI_3_W = "CI_3_W" - CI_4_W = "CI_4_W" - - -ccxt_interval_to_grvt_candlestick_interval = { - "1m": CandlestickInterval.CI_1_M, - "3m": CandlestickInterval.CI_3_M, - "5m": CandlestickInterval.CI_5_M, - "15m": CandlestickInterval.CI_15_M, - "30m": CandlestickInterval.CI_30_M, - "1h": CandlestickInterval.CI_1_H, - "2h": CandlestickInterval.CI_2_H, - "4h": CandlestickInterval.CI_4_H, - "6h": CandlestickInterval.CI_6_H, - "8h": CandlestickInterval.CI_8_H, - "12h": CandlestickInterval.CI_12_H, - "1d": CandlestickInterval.CI_1_D, - "3d": CandlestickInterval.CI_3_D, - "5d": CandlestickInterval.CI_5_D, - "1w": CandlestickInterval.CI_1_W, - "2w": CandlestickInterval.CI_2_W, - "3w": CandlestickInterval.CI_3_W, - "4w": CandlestickInterval.CI_4_W, -} - - -class CandlestickType(Enum): - TRADE = "TRADE" - MARK = "MARK" - INDEX = "INDEX" - MID = "MID" - - -class GrvtInstrumentKind(Enum): - PERPETUAL = "PERPETUAL" - FUTURE = "FUTURE" - CALL = "CALL" - PUT = "PUT" diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_utils.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_utils.py deleted file mode 100644 index 42d5014..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_utils.py +++ /dev/null @@ -1,544 +0,0 @@ -# ruff: noqa: D200 -# ruff: noqa: D204 -# ruff: noqa: D205 -# ruff: noqa: D404 -# ruff: noqa: W291 -# ruff: noqa: D400 -# ruff: noqa: E501 - -import json -import logging -import random -import time -from dataclasses import dataclass -from datetime import datetime -from decimal import Decimal -from enum import Enum -from http.cookies import SimpleCookie -from typing import Any - -import aiohttp -import requests -from eth_account import Account -from eth_account.messages import encode_typed_data, SignableMessage - -from .grvt_ccxt_env import CHAIN_IDS, GrvtEnv -from .grvt_ccxt_types import ( - BTC_ETH_SIZE_MULTIPLIER, - DURATION_SECOND_IN_NSEC, - Amount, - GrvtOrderSide, - GrvtOrderType, - Num, -) - - -def rand_uint32(): - return random.randint(0, 2**32 - 1) - - -class TimeInForce(Enum): - """ - | | Must Fill All | Can Fill Partial | - | - | - | - | - | Must Fill Immediately | FOK | IOC | - | Can Fill Till Time | AON | GTC |. - - """ - - # GTT - Remains open until it is cancelled, or expired - GOOD_TILL_TIME = "GOOD_TILL_TIME" - # AON - Either fill the whole order or none of it (Block Trades Only) - ALL_OR_NONE = "ALL_OR_NONE" - # IOC - Fill the order as much as possible, when hitting the orderbook. Then cancel it - IMMEDIATE_OR_CANCEL = "IMMEDIATE_OR_CANCEL" - # FOK - Both AoN and IoC. Either fill the full order when hitting the orderbook, or cancel it - FILL_OR_KILL = "FILL_OR_KILL" - - -class SignTimeInForce(Enum): - GOOD_TILL_TIME = 1 - ALL_OR_NONE = 2 - IMMEDIATE_OR_CANCEL = 3 - FILL_OR_KILL = 4 - - -TIME_IN_FORCE_TO_SIGN_TIME_IN_FORCE = { - TimeInForce.GOOD_TILL_TIME: SignTimeInForce.GOOD_TILL_TIME, - TimeInForce.ALL_OR_NONE: SignTimeInForce.ALL_OR_NONE, - TimeInForce.IMMEDIATE_OR_CANCEL: SignTimeInForce.IMMEDIATE_OR_CANCEL, - TimeInForce.FILL_OR_KILL: SignTimeInForce.FILL_OR_KILL, -} - - -def get_EIP712_domain_data(env: GrvtEnv) -> dict[str, str | int]: - # DO NOT MODIFY THESE VALUES ############## - return { - "name": "GRVT Exchange", - "version": "0", - "chainId": CHAIN_IDS[env.value], - } - - -def get_cookie_with_expiration( - path: str, api_key: str | None -) -> dict[str, str | float | None] | None: - """ - Authenticates and retrieves the session cookie, its expiration time and grvt-account-id token. - :return: The session cookie. - """ - FN = f"get_cookie_with_expiration {path=}" - if api_key: - data = {} - try: - data = {"api_key": api_key} - session = requests.Session() - return_value = session.post( - path, - json=data, - headers={"Content-Type": "application/json"}, - timeout=5, - ) - if return_value.ok: - cookie = SimpleCookie() - cookie.load(return_value.headers.get("Set-Cookie", "")) - cookie_value: str = cookie["gravity"].value - cookie_expiry: datetime = datetime.strptime( - cookie["gravity"]["expires"], - "%a, %d %b %Y %H:%M:%S %Z", - ) - grvt_account_id: str = return_value.headers.get("X-Grvt-Account-Id", "") - logging.info( - f"{FN} OK response {cookie_value=} {cookie_expiry=} {grvt_account_id=}" - ) - return { - "gravity": cookie_value, - "expires": cookie_expiry.timestamp(), - "X-Grvt-Account-Id": grvt_account_id, - } - logging.warning(f"{FN} Invalid return_value {data=} {path=} {return_value=}") - return None - except Exception as e: - logging.error(f"{FN} Error getting cookie: {e}") - return None - else: - return None - - -async def get_cookie_with_expiration_async( - path: str, api_key: str | None -) -> dict[str, str | float | None] | None: - """ - Authenticates and retrieves the session cookie, its expiration time and grvt-account-id token. - :return: The session cookie. - """ - FN = f"get_cookie_with_expiration_async {path=}" - if api_key: - data = {} - try: - data = {"api_key": api_key} - logging.info(f"{FN} ask for cookie {path=} {data=}") - async with aiohttp.ClientSession() as session: - async with session.post(url=path, json=data, timeout=5) as return_value: - logging.info(f"{FN} {return_value=}") - if return_value.ok: - cookie = SimpleCookie() - cookie.load(return_value.headers.get("Set-Cookie", "")) - cookie_value: str = cookie["gravity"].value - cookie_expiry: datetime = datetime.strptime( - cookie["gravity"]["expires"], - "%a, %d %b %Y %H:%M:%S %Z", - ) - grvt_account_id: str = return_value.headers.get("X-Grvt-Account-Id", "") - logging.info( - f"{FN} OK response {cookie_value=} {cookie_expiry=} {grvt_account_id=}" - ) - return { - "gravity": cookie_value, - "expires": cookie_expiry.timestamp(), - "X-Grvt-Account-Id": grvt_account_id, - } - except Exception as e: - logging.error(f"{FN} Error getting cookie: {e}") - return None - else: - return None - - -class GrvtKind(Enum): - PERPETUAL = 1 - FUTURE = 2 - CALL = 3 - PUT = 4 - SPOT = 5 - - -class GrvtCurrency(Enum): - USD = 1 - USDC = 2 - USDT = 3 - ETH = 4 - BTC = 5 - - -def hexlify(data: bytes) -> str: - """Convert a byte array to a hex string with a 0x prefix.""" - return f"0x{data.hex()}" - - -class EnumEncoder(json.JSONEncoder): - def default(self, o): - """ - Custom JSON encoder for Enum types. - :param obj: Object to serialize. - :return: Serialized object. - """ - if isinstance(o, Enum): - return o.value - return super().default(o) - - -def get_kuq_from_symbol(symbol: str) -> tuple[str, str, str]: - parts = symbol.split("_") - if len(parts) == 3: - underlying, quote, kind = parts - if kind == "Perp": - kind = "PERPETUAL" - else: - raise ValueError(f"Invalid {symbol=} {kind=}") - elif len(parts) == 4: - underlying, quote, kind, time_str = parts - if kind == "Fut": - kind = "FUTURE" - else: - raise ValueError(f"Invalid {symbol=} {kind=}") - elif len(parts) == 5: - underlying, quote, kind, time_str, strike_price = parts - if kind in {"Call", "Put"}: - kind = kind.upper() - else: - raise ValueError(f"Invalid {symbol=} {kind=}") - else: - raise ValueError(f"Invalid {symbol=}") - return kind, underlying, quote - - -# Custom types -EIP712_ORDER_MESSAGE_TYPE = { - "Order": [ - {"name": "subAccountID", "type": "uint64"}, - {"name": "isMarket", "type": "bool"}, - {"name": "timeInForce", "type": "uint8"}, - {"name": "postOnly", "type": "bool"}, - {"name": "reduceOnly", "type": "bool"}, - {"name": "legs", "type": "OrderLeg[]"}, - {"name": "nonce", "type": "uint32"}, - {"name": "expiration", "type": "int64"}, - ], - "OrderLeg": [ - {"name": "assetID", "type": "uint256"}, - {"name": "contractSize", "type": "uint64"}, - {"name": "limitPrice", "type": "uint64"}, - {"name": "isBuyingContract", "type": "bool"}, - ], -} - - -@dataclass -class GrvtSignature: - # The address (public key) of the wallet signing the payload - signer: str - r: str - s: str - v: int - # Timestamp after which this signature expires, expressed in unix nanoseconds. - # Must be capped at 30 days - expiration: str - """ - Users can randomly generate this value, used as a signature deconflicting key. - ie. You can send the same exact instruction twice with different nonces. - When the same nonce is used, the same payload will generate the same signature. - Our system will consider the payload a duplicate, and ignore it. - """ - nonce: int - - -@dataclass -class OrderMetadata: - """ - Metadata fields are used to support Backend only operations. - Hence, fields in here are never signed, and is never transmitted to the smart contract. - """ - - """ - `client_order_id`: A unique identifier of an active order, specified by the client - This is used to identify the order in the client's system - This value must be unique for all active orders in a subaccount, - otehrwise amendment / cancellation will not work as expected - Gravity UI will generate a random clientOrderID for each order in the range [0, 2^63 - 1] - To prevent any conflicts, client machines should generate a random clientOrderID - in the range [2^63, 2^64 - 1]. - When GRVT Backend receives an order with duplicate `client_order_id`, it will reject the order - with rejectReason set to duplicate `client_order_id`. - """ - client_order_id: str - # [Filled by GRVT Backend] Time at which the order was received by GRVT in unix nanoseconds - create_time: str | None = None - - -@dataclass -class GrvtOrderLeg: - # The instrument to trade in this leg - instrument: str - # The total number of contracts to trade in this leg, expressed in base currency units. - size: Decimal - # Specifies if the order leg is a buy or sell - is_buying_asset: bool - """ - The limit price of the order leg, expressed in `9` decimals. - This is the number of quote currency units to pay/receive for this leg. - This should be `null/0` if the order is a market order - """ - limit_price: Decimal - - -@dataclass -class GrvtOrder: - """ - Order is a typed payload used throughout the GRVT platform to express all orders. - GRVT orders are capable of expressing both single-legged, and multi-legged orders by default. - All fields in the Order payload (except `id`, `metadata`, and `state`) are trustlessly enforced - on our Hyperchain. - This minimizes the amount of trust users have to offer to GRVT. - """ - - # The subaccount initiating the order - sub_account_id: str - # Supported time_in_force : GTT, IOC, FOK:
    - time_in_force: TimeInForce - legs: list[GrvtOrderLeg] - # The signature approving this order - signature: GrvtSignature - # Order Metadata, ignored by the smart contract, and unsigned by the client - metadata: OrderMetadata - # is_market: If the order is a market order - is_market: bool - post_only: bool = False - # If True, Order must reduce the position size, or be cancelled - reduce_only: bool = False - - -def get_signable_message( - order: GrvtOrder, env: GrvtEnv, instruments: dict[str, dict] -) -> bytes | None: - FN = f"get_signable_message {order=}" - size_multiplier = BTC_ETH_SIZE_MULTIPLIER - PRICE_MULTIPLIER = 1_000_000_000 - legs = [] - for leg in order.legs: - instrument = instruments.get(leg.instrument) - if not instrument or not isinstance(instrument, dict): - logging.error(f"{FN}: {leg.instrument=} not found in {instruments=}") - return None - if "base_decimals" not in instrument: - logging.error(f"{FN}: no 'base_decimals' in {instrument=}") - return None - size_multiplier = 10 ** instrument["base_decimals"] - if "instrument_hash" not in instrument: - logging.error(f"{FN}: no 'instrument_hash' in {instrument=}") - return None - legs.append( - { - "assetID": instrument["instrument_hash"], - "contractSize": int(Decimal(leg.size) * Decimal(size_multiplier)), - "limitPrice": int(Decimal(leg.limit_price) * Decimal(PRICE_MULTIPLIER)), - "isBuyingContract": leg.is_buying_asset, - } - ) - message_data = { - "subAccountID": order.sub_account_id, - "isMarket": order.is_market or False, - "timeInForce": TIME_IN_FORCE_TO_SIGN_TIME_IN_FORCE[order.time_in_force].value, - "postOnly": order.post_only or False, - "reduceOnly": order.reduce_only or False, - "legs": legs, - "nonce": order.signature.nonce, - "expiration": order.signature.expiration, - } - domain_data: dict[str, str | int]= get_EIP712_domain_data(env) - logging.info(f"{FN} {domain_data=}\n{EIP712_ORDER_MESSAGE_TYPE=}\n{message_data=}") - return encode_typed_data(domain_data, EIP712_ORDER_MESSAGE_TYPE, message_data) - - -def get_order_payload( - order: GrvtOrder, private_key: str, env: GrvtEnv, instruments: dict[str, dict] -) -> dict: - signable_message = get_signable_message(order, env, instruments) - if signable_message is None: - raise ValueError("Failed to create signable message") - signed_message = Account.sign_message(signable_message, private_key) - order.signature.s = "0x" + signed_message.s.to_bytes(32, byteorder="big").hex() - order.signature.r = "0x" + signed_message.r.to_bytes(32, byteorder="big").hex() - order.signature.v = signed_message.v - order.signature.signer = Account.from_key(private_key).address - - return { - "order": { - "sub_account_id": str(order.sub_account_id), - "is_market": order.is_market, - "time_in_force": order.time_in_force.name, - "post_only": order.post_only, - "reduce_only": order.reduce_only, - "legs": [ - { - "instrument": leg.instrument, - "size": str(leg.size), - "limit_price": str(leg.limit_price), - "is_buying_asset": bool(leg.is_buying_asset), - } - for leg in order.legs - ], - "signature": { - "r": order.signature.r, - "s": order.signature.s, - "v": order.signature.v, - "expiration": order.signature.expiration, - "nonce": order.signature.nonce, - "signer": order.signature.signer, - }, - "metadata": { - "client_order_id": order.metadata.client_order_id, - }, - } - } - - -def get_order_rpc_payload( - order: GrvtOrder, - private_key: str, - env: GrvtEnv, - instruments: dict[str, dict], - version: str = "v1", -) -> dict: - order_payload = get_order_payload(order, private_key, env, instruments) - return { - "jsonrpc": "2.0", - "method": f"{version}/create_order", - "params": order_payload, - } - - -def get_grvt_order( - sub_account_id: str, - symbol: str, - order_type: GrvtOrderType, - side: GrvtOrderSide, - amount: Amount, - limit_price: Num, - order_duration_secs: float = 5 * 60, - params: dict = {}, -) -> GrvtOrder: - """ - Creates an order for a specified symbol with the given limit price and size. - - Args: - symbol . - limit_price (int): The limit price for the order. - size (float): The size of the order. - is_buying_asset(bool) : Buy or Sell. - - Returns: - Order: The created perpetual order. - """ - limit_price = limit_price or 0 - is_buying_asset = side == "buy" - is_market = order_type == "market" - leg = GrvtOrderLeg( - instrument=symbol, - size=round(Decimal(amount), 9), - is_buying_asset=is_buying_asset, - limit_price=round(Decimal(limit_price), 9), - ) - - # create an expiry time - time_in_force = TimeInForce.GOOD_TILL_TIME - if "time_in_force" in params: - time_in_force = TimeInForce[params["time_in_force"]] - post_only: bool = False - if "post_only" in params: - post_only = params["post_only"] - reduce_only: bool = False - if "reduce_only" in params: - reduce_only = params["reduce_only"] - expiry_ns: int = 0 - if order_duration_secs: - expiry_ns = time.time_ns() + int(order_duration_secs * DURATION_SECOND_IN_NSEC) - if "client_order_id" in params: - client_order_id = int(params["client_order_id"]) - else: - client_order_id = rand_uint32() - signature = GrvtSignature( - signer="", - r="", - s="", - v=0, - expiration=str(expiry_ns), - nonce=rand_uint32(), - ) - metadata = OrderMetadata(client_order_id=str(client_order_id)) - return GrvtOrder( - sub_account_id=sub_account_id, - time_in_force=time_in_force, - legs=[leg], - signature=signature, - metadata=metadata, - is_market=is_market, - post_only=post_only, - reduce_only=reduce_only, - ) - -def sign_derisk_mm_ratio_request( - env: GrvtEnv, sub_account_id: int, ratio: str, private_key_hex: str -): - """ - Generate a signature for setting the derisk to maintenance margin ratio. - - :param sub_account_id: The sub-account ID to set the ratio for. - :param ratio: The derisk to maintenance margin ratio as a string (e.g., "2.0"). - :param private_key_hex: The private key in hexadecimal format. - :return: A dictionary containing the signature for the payload. - """ - derisk_ratio_int = int(Decimal(ratio) * 1_000_000) - expiration_ns = int((time.time() + 86400) * 1_000_000_000) - nonce = random.randint(1, 2**32 - 1) - - domain_data = get_EIP712_domain_data(env) - - types = { - "SetDeriskToMaintenanceMarginRatio": [ - {"name": "subAccountID", "type": "uint64"}, - {"name": "deriskToMaintenanceMarginRatio", "type": "uint32"}, - {"name": "nonce", "type": "uint32"}, - {"name": "expiration", "type": "int64"}, - ] - } - - signature_payload = { - "subAccountID": sub_account_id, - "deriskToMaintenanceMarginRatio": derisk_ratio_int, - "nonce": nonce, - "expiration": expiration_ns, - } - - message = encode_typed_data(domain_data, types, signature_payload) - signed = Account.sign_message(message, private_key_hex) - signer = Account.from_key(private_key_hex) - - return { - "signer": signer.address.lower(), - "r": hex(signed.r), - "s": hex(signed.s), - "v": signed.v, - "expiration": str(expiration_ns), - "nonce": nonce, - } \ No newline at end of file diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_ws.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_ws.py deleted file mode 100644 index 132b921..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_ccxt_ws.py +++ /dev/null @@ -1,785 +0,0 @@ -# ruff: noqa: D200 -# ruff: noqa: D204 -# ruff: noqa: D205 -# ruff: noqa: D404 -# ruff: noqa: W291 -# ruff: noqa: D400 -# ruff: noqa: E501 - -import asyncio -import json -import logging -import traceback -from asyncio.events import AbstractEventLoop -from collections.abc import Callable -from decimal import Decimal - -import websockets - -# import requests -# from env import ENDPOINTS -from .grvt_ccxt_env import ( - GRVT_WS_STREAMS, - GrvtEnv, - GrvtWSEndpointType, - get_grvt_ws_endpoint, - is_trading_ws_endpoint, -) -from .grvt_ccxt_pro import GrvtCcxtPro -from .grvt_ccxt_types import ( - GrvtInvalidOrder, - GrvtOrderSide, - GrvtOrderType, - Num, -) -from .grvt_ccxt_utils import get_order_rpc_payload - -WS_READ_TIMEOUT = 5 - - -class GrvtCcxtWS(GrvtCcxtPro): - """ - GrvtCcxtPro class to interact with Grvt Rest API and WebSockets in asynchronous mode. - - Args: - env: GrvtCcxtPro (DEV, TESTNET, PROD) - parameters: dict with trading_account_id, private_key, api_key etc - - Examples: - >>> from grvt_api_pro import GrvtCcxtPro - >>> from grvt_env import GrvtEnv - >>> grvt = GrvtCcxtPro(env=GrvtEnv.TESTNET) - >>> await grvt.fetch_markets() - """ - - def __init__( - self, - env: GrvtEnv, - loop: AbstractEventLoop, - logger: logging.Logger | None = None, - parameters: dict = {}, - ): - """Initialize the GrvtCcxt instance.""" - super().__init__(env, logger, parameters) - self._loop = loop - self._clsname: str = type(self).__name__ - self.api_ws_version = parameters.get("api_ws_version", "v1") - self.force_reconnect_flag: bool = False - self.ws: dict[GrvtWSEndpointType, websockets.WebSocketClientProtocol | None] = {} - self.callbacks: dict[GrvtWSEndpointType, dict[str, dict[str, Callable]]] = {} - self.subscribed_streams: dict[GrvtWSEndpointType, dict] = {} - self.api_url: dict[GrvtWSEndpointType, str] = {} - self._last_message: dict[str, dict] = {} - self._request_id = 0 - self.endpoint_types = [ - GrvtWSEndpointType.MARKET_DATA, - GrvtWSEndpointType.TRADE_DATA, - GrvtWSEndpointType.MARKET_DATA_RPC_FULL, - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, - ] - # Initialize dictionaries for each endpoint type - for grvt_endpoint_type in self.endpoint_types: - self.api_url[grvt_endpoint_type] = get_grvt_ws_endpoint( - self.env.value, grvt_endpoint_type - ) - self.callbacks[grvt_endpoint_type] = {} - self.subscribed_streams[grvt_endpoint_type] = {} - self.ws[grvt_endpoint_type] = None - self._loop.create_task(self._read_messages(grvt_endpoint_type)) - self.logger.info(f"{self._clsname} initialized {self.api_url=}") - self.logger.info(f"{self._clsname} initialized {self.ws=}") - - def __repr__(self) -> str: - return f"{self._clsname} {self.env=} {self.api_ws_version=}" - - async def __aexit__(self): - for grvt_endpoint_type in self.endpoint_types: - await self._close_connection(grvt_endpoint_type) - - def force_reconnect(self) -> None: - self.force_reconnect_flag = True - - async def initialize(self): - """ - Prepares the GrvtCcxtPro instance and connects to WS server. - """ - await self.load_markets() - await self.refresh_cookie() - self._loop.create_task(self.connect_all_channels()) - - def is_connection_open(self, grvt_endpoint_type: GrvtWSEndpointType) -> bool: - return ( - self.ws[grvt_endpoint_type] is not None and self.ws[grvt_endpoint_type].open - ) - - def is_endpoint_connected(self, grvt_endpoint_type: GrvtWSEndpointType) -> bool: - """ - For MARKET_DATA returns True if connection is open. - for TRADE_DATA returns True if one of the following is true: - 1. No cookie - this means this is public connection and we can't connect to TRADE_DATA - 2. Connection to TRADE_DATA is open - """ - if grvt_endpoint_type in [ - GrvtWSEndpointType.MARKET_DATA, - GrvtWSEndpointType.MARKET_DATA_RPC_FULL, - ]: - return self.is_connection_open(grvt_endpoint_type) - if grvt_endpoint_type in [ - GrvtWSEndpointType.TRADE_DATA, - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, - ]: - return bool(not self._cookie or self.is_connection_open(grvt_endpoint_type)) - raise ValueError(f"Unknown endpoint type {grvt_endpoint_type}") - - def are_endpoints_connected( - self, grvt_endpoint_types: list[GrvtWSEndpointType] - ) -> bool: - return all( - self.is_endpoint_connected(endpoint) for endpoint in grvt_endpoint_types - ) - - async def connect_all_channels(self) -> None: - """ - Connects to all channels that are possible to connect. - If cookie is NOT available, it will NOT connect to GrvtWSEndpointType.TRADE_DATA - For trading connection: run this method after cookie is available. - """ - FN = "connect_all_channels" - while True: - try: - for end_point_type in self.endpoint_types: - if ( - not self.is_endpoint_connected(end_point_type) - or self.force_reconnect_flag - ): - await self._reconnect(end_point_type) - all_are_connected = self.are_endpoints_connected(self.endpoint_types) - self.logger.info( - f"{FN} Connection status: {all_are_connected=} {self.force_reconnect_flag=}" - ) - self.force_reconnect_flag = False - except Exception as e: - self.logger.exception(f"{FN} {e=}") - finally: - await asyncio.sleep(5) - - async def connect_channel(self, grvt_endpoint_type: GrvtWSEndpointType) -> bool: - FN = f"{self._clsname} connect_channel {grvt_endpoint_type}" - try: - if self.is_endpoint_connected(grvt_endpoint_type): - self.logger.info(f"{FN} Already connected") - return True - self.subscribed_streams[grvt_endpoint_type] = {} - extra_headers = {} - if self._cookie: - extra_headers = {"Cookie": f"gravity={self._cookie['gravity']}"} - if self._cookie["X-Grvt-Account-Id"]: - extra_headers.update( - {"X-Grvt-Account-Id": self._cookie["X-Grvt-Account-Id"]} - ) - if grvt_endpoint_type in [ - GrvtWSEndpointType.TRADE_DATA, - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, - ]: - if self._cookie: - self.ws[grvt_endpoint_type] = await websockets.connect( - uri=self.api_url[grvt_endpoint_type], - extra_headers=extra_headers, - logger=self.logger, - open_timeout=5, - ) - self.logger.info( - f"{FN} Connected to {self.api_url[grvt_endpoint_type]} {extra_headers=}" - ) - else: - self.logger.info(f"{FN} Waiting for cookie.") - elif grvt_endpoint_type in [ - GrvtWSEndpointType.MARKET_DATA, - GrvtWSEndpointType.MARKET_DATA_RPC_FULL, - ]: - self.ws[grvt_endpoint_type] = await websockets.connect( - uri=self.api_url[grvt_endpoint_type], - extra_headers=extra_headers, - logger=self.logger, - open_timeout=5, - ) - self.logger.info(f"{FN} Connected to {self.api_url[grvt_endpoint_type]} {extra_headers=}") - except ( - websockets.exceptions.ConnectionClosedOK, - websockets.exceptions.ConnectionClosed, - ) as e: - self.logger.info(f"{FN} connection already closed:{e}") - self.ws[grvt_endpoint_type] = None - except Exception as e: - self.logger.warning(f"{FN} error:{e} traceback:{traceback.format_exc()}") - self.ws[grvt_endpoint_type] = None - # return True if connection successful - return self.is_endpoint_connected(grvt_endpoint_type) - - async def _close_connection(self, grvt_endpoint_type: GrvtWSEndpointType): - try: - if self.ws[grvt_endpoint_type]: - self.logger.info(f"{self._clsname} Closing connection...") - await self.ws[grvt_endpoint_type].close() - self.subscribed_streams[grvt_endpoint_type] = {} - self.logger.info(f"{self._clsname} Connection closed") - else: - self.logger.info(f"{self._clsname} No connection to close") - except Exception: - self.logger.exception( - f"{self._clsname} Error when closing connection {traceback.format_exc()}" - ) - - async def _reconnect(self, grvt_endpoint_type: GrvtWSEndpointType): - FN = f"{self._clsname} _reconnect {grvt_endpoint_type=}" - try: - self.logger.info(f"{FN} STARTS") - await self._close_connection(grvt_endpoint_type) - success: bool = await self.connect_channel(grvt_endpoint_type) - if success: - await self._resubscribe(grvt_endpoint_type) - except Exception: - self.logger.exception(f"{FN} failed {traceback.format_exc()}") - - async def _resubscribe(self, grvt_endpoint_type: GrvtWSEndpointType): - if self.is_connection_open(grvt_endpoint_type): - for versioned_stream in self.callbacks[grvt_endpoint_type]: - for selector in self.callbacks[grvt_endpoint_type][versioned_stream]: - self.logger.info( - f"{self._clsname} _resubscribe {grvt_endpoint_type=}" - f" {versioned_stream=}/{selector=}" - ) - await self._subscribe_to_stream( - grvt_endpoint_type, versioned_stream, selector - ) - else: - self.logger.warning(f"{self._clsname} _resubscribe - No connection.") - - # **************** PUBLIC API CALLS - def is_stream_subscribed( - self, grvt_endpoint_type: GrvtWSEndpointType, stream: str - ) -> bool: - versioned_stream = self.get_versioned_stream(stream) - return self.subscribed_streams.get(grvt_endpoint_type, {}).get( - versioned_stream, False - ) - - def _check_susbcribed_stream( - self, grvt_endpoint_type: GrvtWSEndpointType, message: dict - ) -> None: - stream_subscribed: str = "" - if "stream" in message: - stream_subscribed = message["stream"] - elif "result" in message and "stream" in message["result"]: - stream_subscribed = message.get("result", {}).get("stream", "") - if stream_subscribed: - if not self.subscribed_streams[grvt_endpoint_type].get(stream_subscribed): - self.logger.info( - f"{self._clsname} subscribed to stream:{stream_subscribed}" - ) - self.subscribed_streams[grvt_endpoint_type][stream_subscribed] = True - - async def _read_messages(self, grvt_endpoint_type: GrvtWSEndpointType): - FN = f"{self._clsname} _read_messages {grvt_endpoint_type.value}" - while True: - if self.is_connection_open(grvt_endpoint_type): - try: - self.logger.debug(f"{FN} waiting for message") - response = await asyncio.wait_for( - self.ws[grvt_endpoint_type].recv(), timeout=WS_READ_TIMEOUT - ) - message = json.loads(response) - self.logger.debug(f"{FN} received {message=}") - self._check_susbcribed_stream(grvt_endpoint_type, message) - if "feed" in message: - stream_subscribed: str | None = message.get("stream") - selector: str = message.get("selector") - if stream_subscribed is None: - self.logger.warning(f"{FN} missing stream in {message=}") - if selector is None: - self.logger.warning(f"{FN} missing selector in {message=}") - if stream_subscribed and selector: - callback = ( - self.callbacks[grvt_endpoint_type] - .get(stream_subscribed, {}) - .get(selector, None) - ) - if callback: - await callback(message) - stream: str = self.get_non_versioned_stream( - stream_subscribed - ) - self._last_message[stream] = message - else: - self.logger.warning( - f"{FN} No callback for {stream_subscribed=}/{selector=}" - ) - elif "jsonrpc" in message: - """ - {'jsonrpc': '', 'result': {'result': - {'order_id': '0x00', 'sub_account_id': '8751933338735530', - 'is_market': False, 'time_in_force': 'GOOD_TILL_TIME', 'post_only': False, - 'reduce_only': False, 'legs': [{'instrument': 'BTC_USDT_Perp', 'size': '0.001', - 'limit_price': '50000.0', 'is_buying_asset': True}], - 'signature': {'signer': '0x2989e3783e2ae05f9a1538dd411a22a4cd9554ad', - 'r': '0xa566702c1e5557ab96e8d5197b6871456765a80556bba46c9d4928bd573ca66c', - 's': '0x6f6e0be6dca125643fce884ca28c0ae341b201efe49e10a9626859517b4a09af', - 'v': 28, 'expiration': '1729005262433997000', 'nonce': 3898454329}, - 'metadata': {'client_order_id': '123', 'create_time': '1728918862633971628'}, - 'state': {'status': 'OPEN', 'reject_reason': 'UNSPECIFIED', - 'book_size': ['0.001'], 'traded_size': ['0.0'], 'update_time': '1728918862633971628'}}}, - 'id': 2} - """ - self.logger.debug(f"{FN} jsonrpc result:{message.get('result')}") - else: - self.logger.info(f"{FN} Non-actionable message:{message}") - except ( - websockets.exceptions.ConnectionClosedError, - websockets.exceptions.ConnectionClosedOK, - ): - self.logger.exception( - f"{FN} connection closed {traceback.format_exc()}" - ) - await self._reconnect(grvt_endpoint_type) - except asyncio.TimeoutError: # noqa: UP041 - self.logger.debug(f"{FN} Timeout {WS_READ_TIMEOUT} secs") - pass - except Exception: - self.logger.exception( - f"{FN} connection failed {traceback.format_exc()}" - ) - await asyncio.sleep(1) - else: - self.logger.info(f"{FN} connection not open") - await asyncio.sleep(2) - - async def _send(self, end_point_type: GrvtWSEndpointType, message: str): - try: - if self.ws[end_point_type] and self.ws[end_point_type].open: - self.logger.info( - f"{self._clsname} _send() {end_point_type=}" - f" url:{self.api_url[end_point_type]} {message=}" - ) - await self.ws[end_point_type].send(message) - except websockets.exceptions.ConnectionClosedError as e: - self.logger.info(f"{self._clsname} _send() Restarted connection {e}") - await self._reconnect(end_point_type) - if self.ws[end_point_type]: - self.logger.info( - f"{self._clsname} _send() RESEND on RECONNECT {end_point_type=}" - f" url:{self.api_url[end_point_type]} {message=}" - ) - await self.ws[end_point_type].send(message) - except Exception: - self.logger.exception(f"{self._clsname} send failed {traceback.format_exc()}") - await self._reconnect(end_point_type) - - def _construct_selector(self, stream: str, params: dict) -> str: - feed: str = "" - # ******** Market Data ******** - if stream.endswith(("mini.s", "mini.d", "ticker.s", "ticker.d")): - feed = f"{params.get('instrument', '')}@{params.get('rate', '500')}" - if stream.endswith("book.s"): - feed = ( - f"{params.get('instrument', '')}@{params.get('rate', '500')}-" - f"{params.get('depth', '10')}" - ) - if stream.endswith("book.d"): - feed = f"{params.get('instrument', '')}@{params.get('rate', '500')}" - if stream.endswith("trade"): - feed = f"{params.get('instrument', '')}@{params.get('limit', '50')}" - if stream.endswith("candle"): - feed = ( - f"{params.get('instrument', '')}@{params.get('interval', 'CI_1_M')}-" - f"{params.get('type', 'TRADE')}" - ) - # ******** Trade Data ******** - if stream.endswith(("order", "state", "position", "fill")): - if not params: - feed = f"{self._trading_account_id}" - elif params.get("instrument"): - feed = f"{self._trading_account_id}-{params.get('instrument', '')}" - else: - feed = ( - f"{self._trading_account_id}-{params.get('kind', '')}-" - f"{params.get('base', '')}-{params.get('quote', '')}" - ) - # Deposit, Transfer, Withdrawal - if stream.endswith(("deposit", "transfer", "withdrawal")): - feed = "" - # f"{params.get('sub_account_id', '')}-{params.get('main_account_id', '')}" - - return feed - - async def subscribe( - self, - stream: str, - callback: Callable, - ws_end_point_type: GrvtWSEndpointType | None = None, - params: dict = {}, - ) -> None: - """ - Subscribe to a stream with optional parameters. - Call the callback function when a message is received. - callback function should have the following signature: - (dict) -> None. - """ - FN = f"{self._clsname} subscribe {stream=}" - if not ws_end_point_type: # use default endpoint type - ws_end_point_type = GRVT_WS_STREAMS.get(stream) - if not ws_end_point_type: - self.logger.error(f"{FN} unknown GrvtWSEndpointType for {stream=}") - return - is_trade_data = is_trading_ws_endpoint(ws_end_point_type) - if is_trade_data and not self._trading_account_id: - self.logger.error( - f"{FN} {stream=} is a trading data connection. Requires trading_account_id." - ) - return - # create selector string and register callback - selector: str = self._construct_selector(stream, params) - versioned_stream: str = self.get_versioned_stream(stream) - if versioned_stream not in self.callbacks[ws_end_point_type]: - self.callbacks[ws_end_point_type][versioned_stream] = {} - self.callbacks[ws_end_point_type][versioned_stream][selector] = callback - self.logger.info( - f"{FN} {params=} {ws_end_point_type=}/{versioned_stream=}/{selector=} callback:{callback}" - ) - # check if connection is open and subscribe - if self.is_connection_open(ws_end_point_type): - await self._subscribe_to_stream(ws_end_point_type, versioned_stream, selector) - else: - self.logger.info(f"{FN} Connection not open. Will subscribe on connect.") - - async def re_subscribe_stream( - self, - stream: str, - callback: Callable, - ws_end_point_type: GrvtWSEndpointType | None = None, - params: dict = {}, - ) -> None: - """ This method should be called in a separate task - - otherwise it will block the event loop for 5 seconds. - Unsubscribe from a specific stream and subscribe again with optional parameters. - Call the callback function when a message is received. - callback function should have the following signature: - (dict) -> None. - """ - FN = f"{self._clsname} re_subscribe {stream=}" - if not ws_end_point_type: # use default endpoint type - ws_end_point_type = GRVT_WS_STREAMS.get(stream) - if not ws_end_point_type: - self.logger.error(f"{FN} unknown GrvtWSEndpointType for {stream=}") - return - if not self.is_connection_open(ws_end_point_type): - self.logger.info(f"{FN} {ws_end_point_type=} not open. Try again after connect.") - return - is_trade_data = is_trading_ws_endpoint(ws_end_point_type) - if is_trade_data and not self._trading_account_id: - self.logger.error( - f"{FN} {stream=} is a trading data connection. Requires trading_account_id." - ) - return - # create selector string and register callback - selector: str = self._construct_selector(stream, params) - versioned_stream: str = self.get_versioned_stream(stream) - if versioned_stream not in self.callbacks[ws_end_point_type]: - self.callbacks[ws_end_point_type][versioned_stream] = {} - self.callbacks[ws_end_point_type][versioned_stream][selector] = callback - # self.logger.info( - # f"{FN} {params=} {ws_end_point_type=}/{versioned_stream=}/{selector=} callback:{callback}" - # ) - await self._unsubscribe_to_stream(ws_end_point_type, versioned_stream, selector) - await asyncio.sleep(5) # wait for unsubscribe to complete - await self._subscribe_to_stream(ws_end_point_type, versioned_stream, selector) - - - def get_versioned_stream(self, stream: str) -> str: - return ( - stream if self.api_ws_version == "v0" else f"{self.api_ws_version}.{stream}" - ) - - def get_non_versioned_stream(self, versioned_stream: str) -> str: - if self.api_ws_version == "v0": - return versioned_stream - return versioned_stream.split(".")[1] - - async def _subscribe_to_stream( - self, - ws_end_point_type: GrvtWSEndpointType, - versioned_stream: str, - selector: str, - ) -> None: - FN = ( - f"{self._clsname} _subscribe_to_stream {ws_end_point_type=}" - f" {versioned_stream=} {selector=}" - ) - self._request_id += 1 - if ws_end_point_type in [ - GrvtWSEndpointType.TRADE_DATA, - GrvtWSEndpointType.MARKET_DATA, - ]: # Legacy subscription - subscribe_json = json.dumps( - { - "request_id": self._request_id, - "stream": versioned_stream, - "feed": [selector], - "method": "subscribe", - "is_full": True, - } - ) - self.logger.info(f"{FN} {versioned_stream=} {subscribe_json=}") - else: # RPC WS format - self._request_id += 1 - subscribe_json = json.dumps( - { - "jsonrpc": "2.0", - "method": "subscribe", - "params": { - "stream": versioned_stream, - "selectors": [selector], - }, - "id": self._request_id, - } - ) - self.logger.info(f"{FN} {versioned_stream=} {subscribe_json=}") - await self._send(ws_end_point_type, subscribe_json) - stream: str = self.get_non_versioned_stream(versioned_stream) - if stream not in self._last_message: - self._last_message[stream] = {} - - async def _unsubscribe_to_stream( - self, - ws_end_point_type: GrvtWSEndpointType, - versioned_stream: str, - selector: str, - ) -> None: - FN = ( - f"{self._clsname} _unsubscribe_to_stream {ws_end_point_type=}" - f" {versioned_stream=} {selector=}" - ) - self._request_id += 1 - if ws_end_point_type in [ - GrvtWSEndpointType.TRADE_DATA, - GrvtWSEndpointType.MARKET_DATA, - ]: # Legacy subscription - subscribe_json = json.dumps( - { - "request_id": self._request_id, - "stream": versioned_stream, - "feed": [selector], - "method": "unsubscribe", - "is_full": True, - } - ) - self.logger.info(f"{FN} {versioned_stream=} {subscribe_json=}") - else: # RPC WS format - self._request_id += 1 - subscribe_json = json.dumps( - { - "jsonrpc": "2.0", - "method": "unsubscribe", - "params": { - "stream": versioned_stream, - "selectors": [selector], - }, - "id": self._request_id, - } - ) - self.logger.info(f"{FN} {versioned_stream=} {subscribe_json=}") - await self._send(ws_end_point_type, subscribe_json) - - def jsonrpc_wrap_payload( - self, payload: dict, method: str, version: str = "v1" - ) -> dict: - """ - Wrap the payload in JSON-RPC format. - """ - self._request_id += 1 - return { - "jsonrpc": "2.0", - "method": f"{version}/{method}", - "params": payload, - "id": self._request_id, - } - - async def send_rpc_message( - self, end_point_type: GrvtWSEndpointType, message: dict - ) -> None: - """ - Send a message to the server. - """ - await self._send(end_point_type, json.dumps(message)) - self.logger.info(f"{self._clsname} send_rpc_message {end_point_type=} {message=}") - - async def rpc_create_order( - self, - symbol: str, - order_type: GrvtOrderType, - side: GrvtOrderSide, - amount: float | Decimal | str | int, - price: Num = None, - params={}, - ) -> dict: - """ - Create an order. - """ - FN = f"{self._clsname} rpc_create_order" - if not self.is_endpoint_connected(GrvtWSEndpointType.TRADE_DATA_RPC_FULL): - raise GrvtInvalidOrder("Trade data connection not available.") - order = self._get_order_with_validations( - symbol, order_type, side, amount, price, params - ) - self.logger.info(f"{FN} {order=}") - payload = get_order_rpc_payload(order, self._private_key, self.env, self.markets) - self._request_id += 1 - payload["id"] = self._request_id - self.logger.info(f"{FN} {payload=}") - await self.send_rpc_message(GrvtWSEndpointType.TRADE_DATA_RPC_FULL, payload) - return payload - - async def rpc_create_limit_order( - self, - symbol: str, - side: GrvtOrderSide, - amount: float | Decimal | str | int, - price: Num, - params={}, - ) -> dict: - return await self.rpc_create_order(symbol, "limit", side, amount, price, params) - - async def rpc_cancel_all_orders( - self, - params: dict = {}, - ) -> dict: - """ - Ccxt compliant signature BUT lacks symbol - Cancel all orders for a sub-account. - params: dictionary with parameters. Valid keys:
    - `kind` (str): instrument kind. Valid values: 'PERPETUAL'.
    - `base` (str): base currency. If missing/empty then fetch - orders for all base currencies.
    - `quote` (str): quote currency. Defaults to all.
    - """ - self._check_account_auth() - # FN = f"{self._clsname} rpc_cancel_all_orders" - payload: dict = self._get_payload_cancel_all_orders(params) - jsonrpc_payload: dict = self.jsonrpc_wrap_payload(payload, method="cancel_all_orders") - await self.send_rpc_message( - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, jsonrpc_payload - ) - return jsonrpc_payload - - async def rpc_cancel_order( - self, - id: str | None = None, - symbol: str | None = None, - params: dict = {}, - ) -> dict: - """ - Ccxt compliant signature - Cancel specific order for the account by sending JsonRpc call on WebSocket.
    - Private call requires authorization.
    - See [Cancel order](https://api-docs.grvt.io/trading_api/#cancel-order) - for details.
    . - - Args: - id (str): exchange assigned order ID
    - symbol (str): trading symbol
    - params: - * client_order_id (str): client assigned order ID
    - * time_to_live_ms (str): lifetime of cancel requiest in millisecs
    - Returns: - payload used to cancel order.
    - """ - FN = f"{self._clsname} rpc_cancel_order" - if not self.is_endpoint_connected(GrvtWSEndpointType.TRADE_DATA_RPC_FULL): - raise GrvtInvalidOrder("Trade data connection not available.") - self._check_account_auth() - # Prepare payload - payload: dict = { - "sub_account_id": str(self._trading_account_id), - } - if id: - payload["order_id"] = str(id) - elif "client_order_id" in params: - payload["client_order_id"] = str(params["client_order_id"]) - else: - raise GrvtInvalidOrder(f"{FN} requires either order_id or client_order_id") - if "time_to_live_ms" in params: - payload["time_to_live_ms"] = str(params["time_to_live_ms"]) - # Send cancel requiest - jsonrpc_payload = self.jsonrpc_wrap_payload(payload, method="cancel_order") - await self.send_rpc_message( - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, jsonrpc_payload - ) - return jsonrpc_payload - - async def rpc_fetch_open_orders( - self, - params: dict = {}, - ) -> dict: - """ - Fetch open orders for the account.
    - Private call requires authorization.
    - See [Open orders](https://api-docs.grvt.io/trading_api/#open-orders) - for details.
    . - Fetches open orders for the account.
    - Sends JsonRpc call on WebSocket.
    - Args: - params: dictionary with parameters. Valid keys:
    - `kind` (str): instrument kind. Valid values are 'PERPETUAL'.
    - `base` (str): base currency. If missing/empty then fetch orders - for all base currencies.
    - `quote` (str): quote currency. Defaults to all.
    - Returns: - payload used to fetch open orders.

    - """ - self._check_account_auth() - # Prepare request payload - payload: dict = self._get_payload_fetch_open_orders(symbol=None, params=params) - jsonrpc_payload: dict = self.jsonrpc_wrap_payload(payload, method="open_orders") - await self.send_rpc_message( - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, jsonrpc_payload - ) - return jsonrpc_payload - - async def rpc_fetch_order( - self, - id: str | None = None, - symbol: str | None = None, - params: dict = {}, - ) -> dict: - """ - Ccxt compliant signature.
    - Private call requires authorization.
    - See [Get Order](https://api-docs.grvt.io/trading_api/#get-order) - for details.
    . - Get Order status by either order_id or client_order_id.
    - Sends JsonRpc call on WebSocket.
    - Args: - id: (str) order_id to fetch.
    - symbol: (str) NOT SUPPRTED.
    - params: dictionary with parameters. Valid keys:
    - `client_order_id` (int): client assigned order ID.
    - Returns: - payload used to fetch order.
    - """ - FN = f"{self._clsname} rpc_fetch_order" - self._check_account_auth() - payload = { - "sub_account_id": str(self._trading_account_id), - } - if id: - payload["order_id"] = id - elif "client_order_id" in params: - payload["client_order_id"] = str(params["client_order_id"]) - else: - raise GrvtInvalidOrder( - f"{FN} requires either order_id or params['client_order_id']" - ) - jsonrpc_payload = self.jsonrpc_wrap_payload(payload, method="order") - await self.send_rpc_message( - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, jsonrpc_payload - ) - return jsonrpc_payload diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_fixed_types.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_fixed_types.py deleted file mode 100644 index 9700e96..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_fixed_types.py +++ /dev/null @@ -1,25 +0,0 @@ -from dataclasses import dataclass - -from .grvt_raw_types import Signature, TransferType - - -@dataclass -class Transfer: - # The account to transfer from - from_account_id: str - # The subaccount to transfer from (0 if transferring from main account) - from_sub_account_id: str - # The account to deposit into - to_account_id: str - # The subaccount to transfer to (0 if transferring to main account) - to_sub_account_id: str - # The token currency to transfer - currency: str - # The number of tokens to transfer - num_tokens: str - # The signature of the transfer - signature: Signature - # The type of transfer - transfer_type: TransferType - # The metadata of the transfer - transfer_metadata: str diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_async.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_async.py deleted file mode 100644 index a3dd798..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_async.py +++ /dev/null @@ -1,365 +0,0 @@ -from enum import Enum - -from dacite import Config, from_dict - -from . import grvt_raw_types as types -from .grvt_raw_base import GrvtApiConfig, GrvtError, GrvtRawAsyncBase - -# mypy: disable-error-code="no-any-return" - - -class GrvtRawAsync(GrvtRawAsyncBase): - def __init__(self, config: GrvtApiConfig): - super().__init__(config) - self.md_rpc = self.env.market_data.rpc_endpoint - self.td_rpc = self.env.trade_data.rpc_endpoint - - async def get_instrument_v1( - self, req: types.ApiGetInstrumentRequest - ) -> types.ApiGetInstrumentResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/instrument", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiGetInstrumentResponse, resp, Config(cast=[Enum])) - - async def get_all_instruments_v1( - self, req: types.ApiGetAllInstrumentsRequest - ) -> types.ApiGetAllInstrumentsResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/all_instruments", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiGetAllInstrumentsResponse, resp, Config(cast=[Enum])) - - async def get_filtered_instruments_v1( - self, req: types.ApiGetFilteredInstrumentsRequest - ) -> types.ApiGetFilteredInstrumentsResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/instruments", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiGetFilteredInstrumentsResponse, resp, Config(cast=[Enum]) - ) - - async def get_currency_v1( - self, req: types.ApiGetCurrencyRequest - ) -> types.ApiGetCurrencyResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/currency", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiGetCurrencyResponse, resp, Config(cast=[Enum])) - - async def mini_ticker_v1( - self, req: types.ApiMiniTickerRequest - ) -> types.ApiMiniTickerResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/mini", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiMiniTickerResponse, resp, Config(cast=[Enum])) - - async def ticker_v1( - self, req: types.ApiTickerRequest - ) -> types.ApiTickerResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/ticker", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiTickerResponse, resp, Config(cast=[Enum])) - - async def orderbook_levels_v1( - self, req: types.ApiOrderbookLevelsRequest - ) -> types.ApiOrderbookLevelsResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/book", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiOrderbookLevelsResponse, resp, Config(cast=[Enum])) - - async def trade_v1( - self, req: types.ApiTradeRequest - ) -> types.ApiTradeResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/trade", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiTradeResponse, resp, Config(cast=[Enum])) - - async def trade_history_v1( - self, req: types.ApiTradeHistoryRequest - ) -> types.ApiTradeHistoryResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/trade_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiTradeHistoryResponse, resp, Config(cast=[Enum])) - - async def candlestick_v1( - self, req: types.ApiCandlestickRequest - ) -> types.ApiCandlestickResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/kline", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiCandlestickResponse, resp, Config(cast=[Enum])) - - async def funding_rate_v1( - self, req: types.ApiFundingRateRequest - ) -> types.ApiFundingRateResponse | GrvtError: - resp = await self._post(False, self.md_rpc + "/full/v1/funding", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiFundingRateResponse, resp, Config(cast=[Enum])) - - async def create_order_v1( - self, req: types.ApiCreateOrderRequest - ) -> types.ApiCreateOrderResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/create_order", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiCreateOrderResponse, resp, Config(cast=[Enum])) - - async def cancel_order_v1( - self, req: types.ApiCancelOrderRequest - ) -> types.AckResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/cancel_order", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - async def cancel_all_orders_v1( - self, req: types.ApiCancelAllOrdersRequest - ) -> types.AckResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/cancel_all_orders", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - async def get_order_v1( - self, req: types.ApiGetOrderRequest - ) -> types.ApiGetOrderResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/order", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiGetOrderResponse, resp, Config(cast=[Enum])) - - async def open_orders_v1( - self, req: types.ApiOpenOrdersRequest - ) -> types.ApiOpenOrdersResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/open_orders", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiOpenOrdersResponse, resp, Config(cast=[Enum])) - - async def order_history_v1( - self, req: types.ApiOrderHistoryRequest - ) -> types.ApiOrderHistoryResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/order_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiOrderHistoryResponse, resp, Config(cast=[Enum])) - - async def cancel_on_disconnect_v1( - self, req: types.ApiCancelOnDisconnectRequest - ) -> types.AckResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/cancel_on_disconnect", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - async def fill_history_v1( - self, req: types.ApiFillHistoryRequest - ) -> types.ApiFillHistoryResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/fill_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiFillHistoryResponse, resp, Config(cast=[Enum])) - - async def positions_v1( - self, req: types.ApiPositionsRequest - ) -> types.ApiPositionsResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/positions", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiPositionsResponse, resp, Config(cast=[Enum])) - - async def funding_payment_history_v1( - self, req: types.ApiFundingPaymentHistoryRequest - ) -> types.ApiFundingPaymentHistoryResponse | GrvtError: - resp = await self._post( - True, self.td_rpc + "/full/v1/funding_payment_history", req - ) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiFundingPaymentHistoryResponse, resp, Config(cast=[Enum]) - ) - - async def deposit_history_v1( - self, req: types.ApiDepositHistoryRequest - ) -> types.ApiDepositHistoryResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/deposit_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiDepositHistoryResponse, resp, Config(cast=[Enum])) - - async def transfer_v1( - self, req: types.ApiTransferRequest - ) -> types.ApiTransferResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/transfer", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiTransferResponse, resp, Config(cast=[Enum])) - - async def transfer_history_v1( - self, req: types.ApiTransferHistoryRequest - ) -> types.ApiTransferHistoryResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/transfer_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiTransferHistoryResponse, resp, Config(cast=[Enum])) - - async def withdrawal_v1( - self, req: types.ApiWithdrawalRequest - ) -> types.AckResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/withdrawal", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - async def withdrawal_history_v1( - self, req: types.ApiWithdrawalHistoryRequest - ) -> types.ApiWithdrawalHistoryResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/withdrawal_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiWithdrawalHistoryResponse, resp, Config(cast=[Enum])) - - async def sub_account_summary_v1( - self, req: types.ApiSubAccountSummaryRequest - ) -> types.ApiSubAccountSummaryResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/account_summary", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiSubAccountSummaryResponse, resp, Config(cast=[Enum])) - - async def sub_account_history_v1( - self, req: types.ApiSubAccountHistoryRequest - ) -> types.ApiSubAccountHistoryResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/account_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiSubAccountHistoryResponse, resp, Config(cast=[Enum])) - - async def aggregated_account_summary_v1( - self, req: types.EmptyRequest - ) -> types.ApiAggregatedAccountSummaryResponse | GrvtError: - resp = await self._post( - True, self.td_rpc + "/full/v1/aggregated_account_summary", req - ) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiAggregatedAccountSummaryResponse, resp, Config(cast=[Enum]) - ) - - async def funding_account_summary_v1( - self, req: types.EmptyRequest - ) -> types.ApiFundingAccountSummaryResponse | GrvtError: - resp = await self._post( - True, self.td_rpc + "/full/v1/funding_account_summary", req - ) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiFundingAccountSummaryResponse, resp, Config(cast=[Enum]) - ) - - async def set_derisk_mm_ratio_v1( - self, req: types.ApiSetDeriskToMaintenanceMarginRatioRequest - ) -> types.ApiSetDeriskToMaintenanceMarginRatioResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/set_derisk_mm_ratio", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiSetDeriskToMaintenanceMarginRatioResponse, resp, Config(cast=[Enum]) - ) - - async def get_all_initial_leverage_v1( - self, req: types.ApiGetAllInitialLeverageRequest - ) -> types.ApiGetAllInitialLeverageResponse | GrvtError: - resp = await self._post( - True, self.td_rpc + "/full/v1/get_all_initial_leverage", req - ) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiGetAllInitialLeverageResponse, resp, Config(cast=[Enum]) - ) - - async def set_initial_leverage_v1( - self, req: types.ApiSetInitialLeverageRequest - ) -> types.ApiSetInitialLeverageResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/set_initial_leverage", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiSetInitialLeverageResponse, resp, Config(cast=[Enum])) - - async def vault_burn_tokens_v1( - self, req: types.ApiVaultBurnTokensRequest - ) -> types.AckResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/vault_burn_tokens", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - async def vault_invest_v1( - self, req: types.ApiVaultInvestRequest - ) -> types.AckResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/vault_invest", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - async def vault_investor_summary_v1( - self, req: types.ApiVaultInvestorSummaryRequest - ) -> types.ApiVaultInvestorSummaryResponse | GrvtError: - resp = await self._post( - True, self.td_rpc + "/full/v1/vault_investor_summary", req - ) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiVaultInvestorSummaryResponse, resp, Config(cast=[Enum])) - - async def vault_redeem_v1( - self, req: types.ApiVaultRedeemRequest - ) -> types.AckResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/vault_redeem", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - async def vault_redeem_cancel_v1( - self, req: types.ApiVaultRedeemCancelRequest - ) -> types.AckResponse | GrvtError: - resp = await self._post(True, self.td_rpc + "/full/v1/vault_redeem_cancel", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - async def vault_redemption_queue_v1( - self, req: types.ApiVaultViewRedemptionQueueRequest - ) -> types.ApiVaultViewRedemptionQueueResponse | GrvtError: - resp = await self._post( - True, self.td_rpc + "/full/v1/vault_view_redemption_queue", req - ) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiVaultViewRedemptionQueueResponse, resp, Config(cast=[Enum]) - ) - - async def query_vault_manager_investor_history_v1( - self, req: types.ApiQueryVaultManagerInvestorHistoryRequest - ) -> types.ApiQueryVaultManagerInvestorHistoryResponse | GrvtError: - resp = await self._post( - True, self.td_rpc + "/full/v1/vault_manager_investor_history", req - ) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiQueryVaultManagerInvestorHistoryResponse, resp, Config(cast=[Enum]) - ) diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_base.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_base.py deleted file mode 100644 index b5b5d1f..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_base.py +++ /dev/null @@ -1,267 +0,0 @@ -import dataclasses -import json -import logging -import time -from dataclasses import dataclass -from datetime import datetime -from enum import Enum -from http.cookies import SimpleCookie -from typing import Any - -import aiohttp -import requests # type: ignore -from eth_account import Account - -from .grvt_raw_env import GrvtEnv, GrvtEnvConfig, get_env_config - - -@dataclass -class GrvtApiConfig: - env: GrvtEnv - trading_account_id: str | None - private_key: str | None - api_key: str | None - logger: logging.Logger | None - - -@dataclass -class GrvtError: - code: int - message: str - status: int - - -@dataclass -class GrvtCookie: - gravity: str - expires: datetime - grvt_account_id: str | None = None - - -class GrvtRawBase: - """ - GrvtRawBase is base class for Grvt Rest API classes. - - This should not be used directly, but rather through a derivative API class. - """ - - def __init__(self, config: GrvtApiConfig): - self.config = config - self.env: GrvtEnvConfig = get_env_config(config.env) - self.logger: logging.Logger = config.logger or logging.getLogger(__name__) - self._cookie: GrvtCookie | None = None - if self.config.private_key is not None: - self.account: Account = Account.from_key(self.config.private_key) - - """ - Cookie handling - """ - - def _should_refresh_cookie(self) -> bool: - if not self.config.api_key: - raise ValueError("Attempting to use Authenticated API without API key set") - time_till_expiration = None - if self._cookie and self._cookie.expires: - time_till_expiration = self._cookie.expires.timestamp() - time.time() - is_cookie_fresh = time_till_expiration is not None and time_till_expiration > 5 - if not is_cookie_fresh: - self.logger.info( - f"cookie should be refreshed now={time.time()}" - f" {time_till_expiration=} secs" - ) - return not is_cookie_fresh - - -class GrvtRawSyncBase(GrvtRawBase): - def __init__(self, config: GrvtApiConfig): - super().__init__(config) - # Sync API session - self._session: requests.Session = requests.Session() - self._session.headers.update({"Content-Type": "application/json"}) - - """ - Cookie handling - """ - - def _refresh_cookie(self) -> None: - if not self._should_refresh_cookie(): - return None - # Get cookie - self._cookie = self._get_cookie( - self.env.edge.rpc_endpoint + "/auth/api_key/login", str(self.config.api_key) - ) - self.logger.info(f"refresh_cookie cookie={self._cookie}") - # Update cookie in session - if self._cookie: - self._session.cookies.update({"gravity": self._cookie.gravity}) - if self._cookie.grvt_account_id: - self._session.headers.update( - {"X-Grvt-Account-Id": self._cookie.grvt_account_id} - ) - return None - - def _get_cookie(self, path: str, api_key: str) -> GrvtCookie | None: - FN = f"_get_cookie {path=}" - try: - return_value = self._session.post( - path, - json={"api_key": api_key}, - headers={"Content-Type": "application/json"}, - timeout=5, - ) - self.logger.info(f"{FN} {return_value=}") - if return_value.ok: - cookie = SimpleCookie() - cookie_header = return_value.headers.get("Set-Cookie") - grvt_cookie = return_value.cookies.get("gravity") - self.logger.info( - f"{FN} OK {return_value.headers=} \n " - f"{return_value.cookies=}\n{grvt_cookie=}\n{cookie_header=}" - ) - cookie.load(cookie_header) - cookie_value = cookie["gravity"].value - cookie_expiry = datetime.strptime( - cookie["gravity"]["expires"], - "%a, %d %b %Y %H:%M:%S %Z", - ) - grvt_account_id: str | None = return_value.headers.get( - "X-Grvt-Account-Id" - ) - return GrvtCookie( - gravity=cookie_value, - expires=cookie_expiry, - grvt_account_id=grvt_account_id, - ) - return None - except Exception as e: - self.logger.error(f"{FN} Error getting cookie: {e}") - return None - - """ - Post handling - """ - - def _post(self, is_auth: bool, path: str, req: Any) -> Any: - FN = f"_post {path=}" - # Always see if need to referesh cookie before sending an authenticated request - if is_auth: - self._refresh_cookie() - - req_json = json.dumps(req, cls=DataclassJSONEncoder) - resp_json: Any = {} - - self.logger.debug(f"{FN} {req_json=}") - resp: requests.Response = self._session.post(path, data=req_json, timeout=5) - try: - resp_json = resp.json() - if not resp.ok: - self.logger.warning(f"{FN} Error {resp_json=}") - else: - self.logger.debug(f"{FN} OK {resp_json=}") - except Exception as err: - self.logger.error(f"{FN} Unable to parse {resp.text=} as json:{err=}") - return resp_json - - -class GrvtRawAsyncBase(GrvtRawBase): - def __init__(self, config: GrvtApiConfig): - super().__init__(config) - # Async API session - self._session: aiohttp.ClientSession = aiohttp.ClientSession( - headers={"Content-Type": "application/json"} - ) - - """ - Cookie handling - """ - - async def _refresh_cookie(self) -> None: - if not self._should_refresh_cookie(): - return None - - # Get cookie - self._cookie = await self._get_cookie( - self.env.edge.rpc_endpoint + "/auth/api_key/login", str(self.config.api_key) - ) - self.logger.info(f"refresh_cookie cookie={self._cookie}") - - # Update cookie in session - if self._cookie: - self._session.cookie_jar.update_cookies({"gravity": self._cookie.gravity}) - if self._cookie.grvt_account_id: - self._session.headers.update( - {"X-Grvt-Account-Id": self._cookie.grvt_account_id} - ) - return None - - async def _get_cookie(self, path: str, api_key: str) -> GrvtCookie | None: - FN = f"_get_cookie {path=}" - try: - data = {"api_key": api_key} - self.logger.info(f"{FN} ask for cookie {path=} {data=}") - async with aiohttp.ClientSession() as session: - async with session.post(url=path, json=data, timeout=5) as return_value: - self.logger.info(f"{FN} {return_value=}") - if return_value.ok: - cookie = SimpleCookie() - cookie_header = return_value.headers.get("Set-Cookie") - grvt_cookie = return_value.cookies.get("gravity") - self.logger.info( - f"{FN} OK {return_value.headers=} \n " - f"{return_value.cookies=}\n{grvt_cookie=}\n{cookie_header=}" - ) - cookie.load(cookie_header) - cookie_value = cookie["gravity"].value - cookie_expiry = datetime.strptime( - cookie["gravity"]["expires"], - "%a, %d %b %Y %H:%M:%S %Z", - ) - grvt_account_id: str | None = return_value.headers.get( - "X-Grvt-Account-Id" - ) - return GrvtCookie( - gravity=cookie_value, - expires=cookie_expiry, - grvt_account_id=grvt_account_id, - ) - return None - except Exception as e: - self.logger.error(f"{FN} Error getting cookie: {e}") - return None - - """ - Post handling - """ - - async def _post(self, is_auth: bool, path: str, req: Any) -> Any: - FN = f"_post {path=}" - # Always see if need to referesh cookie before sending an authenticated request - if is_auth: - await self._refresh_cookie() - - req_json = json.dumps(req, cls=DataclassJSONEncoder) - resp_json: Any = {} - - self.logger.debug(f"{FN} {req_json=}") - resp: aiohttp.ClientResponse = await self._session.post( - path, data=req_json, timeout=5 - ) - try: - resp_text = await resp.text() - resp_json = json.loads(resp_text) - if not resp.ok: - self.logger.warning(f"{FN} Error {resp_text=}") - else: - self.logger.debug(f"{FN} OK {resp_text=}") - except Exception as err: - self.logger.error(f"{FN} Unable to parse {resp_text=} as json:{err=}") - return resp_json - - -class DataclassJSONEncoder(json.JSONEncoder): - def default(self, o: Any) -> Any: - if dataclasses.is_dataclass(o): - return dataclasses.asdict(o) # type: ignore - if isinstance(o, Enum): - return o.value - return super().default(o) diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_env.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_env.py deleted file mode 100644 index 1c3d5d8..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_env.py +++ /dev/null @@ -1,77 +0,0 @@ -from dataclasses import dataclass -from enum import Enum - - -class GrvtEnv(Enum): - DEV = "dev" - STAGING = "staging" - TESTNET = "testnet" - PROD = "prod" - - -@dataclass -class GrvtEndpointConfig: - rpc_endpoint: str - ws_endpoint: str | None - - -@dataclass -class GrvtEnvConfig: - edge: GrvtEndpointConfig - trade_data: GrvtEndpointConfig - market_data: GrvtEndpointConfig - chain_id: int - - -def get_env_config(environment: GrvtEnv) -> GrvtEnvConfig: - match environment: - case GrvtEnv.PROD: - return GrvtEnvConfig( - edge=GrvtEndpointConfig( - rpc_endpoint="https://edge.grvt.io", - ws_endpoint=None, - ), - trade_data=GrvtEndpointConfig( - rpc_endpoint="https://trades.grvt.io", - ws_endpoint="wss://trades.grvt.io/ws", - ), - market_data=GrvtEndpointConfig( - rpc_endpoint="https://market-data.grvt.io", - ws_endpoint="wss://market-data.grvt.io/ws", - ), - chain_id=325, - ) - case GrvtEnv.TESTNET: - return GrvtEnvConfig( - edge=GrvtEndpointConfig( - rpc_endpoint=f"https://edge.{environment.value}.grvt.io", - ws_endpoint=None, - ), - trade_data=GrvtEndpointConfig( - rpc_endpoint=f"https://trades.{environment.value}.grvt.io", - ws_endpoint=f"wss://trades.{environment.value}.grvt.io/ws", - ), - market_data=GrvtEndpointConfig( - rpc_endpoint=f"https://market-data.{environment.value}.grvt.io", - ws_endpoint=f"wss://market-data.{environment.value}.grvt.io/ws", - ), - chain_id=326, - ) - case GrvtEnv.DEV | GrvtEnv.STAGING: - return GrvtEnvConfig( - edge=GrvtEndpointConfig( - rpc_endpoint=f"https://edge.{environment.value}.gravitymarkets.io", - ws_endpoint=None, - ), - trade_data=GrvtEndpointConfig( - rpc_endpoint=f"https://trades.{environment.value}.gravitymarkets.io", - ws_endpoint=f"wss://trades.{environment.value}.gravitymarkets.io/ws", - ), - market_data=GrvtEndpointConfig( - rpc_endpoint=f"https://market-data.{environment.value}.gravitymarkets.io", - ws_endpoint=f"wss://market-data.{environment.value}.gravitymarkets.io/ws", - ), - chain_id=327 if environment == GrvtEnv.DEV else 328, - ) - case _: - raise ValueError(f"Unknown environment={environment}") diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_signing.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_signing.py deleted file mode 100644 index 1000bd3..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_signing.py +++ /dev/null @@ -1,248 +0,0 @@ -from enum import Enum -from decimal import Decimal -from typing import Any, Optional - -from eth_account import Account -from eth_account.messages import encode_typed_data - -from .grvt_ccxt_utils import GrvtCurrency -from .grvt_raw_base import GrvtApiConfig, GrvtEnv -from .grvt_raw_types import Instrument, Order, Withdrawal, TimeInForce -from .grvt_fixed_types import Transfer - -######################### -# INSTRUMENT CONVERSION # -######################### - - -PRICE_MULTIPLIER = 1_000_000_000 - - -class SignTimeInForce(Enum): - GOOD_TILL_TIME = 1 - ALL_OR_NONE = 2 - IMMEDIATE_OR_CANCEL = 3 - FILL_OR_KILL = 4 - - -TIME_IN_FORCE_TO_SIGN_TIME_IN_FORCE = { - TimeInForce.GOOD_TILL_TIME: SignTimeInForce.GOOD_TILL_TIME, - TimeInForce.ALL_OR_NONE: SignTimeInForce.ALL_OR_NONE, - TimeInForce.IMMEDIATE_OR_CANCEL: SignTimeInForce.IMMEDIATE_OR_CANCEL, - TimeInForce.FILL_OR_KILL: SignTimeInForce.FILL_OR_KILL, -} - - -##################### -# EIP-712 chain IDs # -##################### -CHAIN_IDS = { - GrvtEnv.DEV: 327, - GrvtEnv.STAGING: 327, - GrvtEnv.TESTNET: 326, - GrvtEnv.PROD: 325, -} - - -def get_EIP712_domain_data(env: GrvtEnv, chainId: int | None) -> dict[str, str | int]: - return { - "name": "GRVT Exchange", - "version": "0", - "chainId": chainId or CHAIN_IDS[env], - } - - -##################### -# Sign Order # -##################### - -EIP712_ORDER_MESSAGE_TYPE = { - "Order": [ - {"name": "subAccountID", "type": "uint64"}, - {"name": "isMarket", "type": "bool"}, - {"name": "timeInForce", "type": "uint8"}, - {"name": "postOnly", "type": "bool"}, - {"name": "reduceOnly", "type": "bool"}, - {"name": "legs", "type": "OrderLeg[]"}, - {"name": "nonce", "type": "uint32"}, - {"name": "expiration", "type": "int64"}, - ], - "OrderLeg": [ - {"name": "assetID", "type": "uint256"}, - {"name": "contractSize", "type": "uint64"}, - {"name": "limitPrice", "type": "uint64"}, - {"name": "isBuyingContract", "type": "bool"}, - ], -} - - -def sign_order( - order: Order, - config: GrvtApiConfig, - account: Account, - instruments: dict[str, Instrument], -) -> Order: - if config.private_key is None: - raise ValueError("Private key is not set") - - message_data = build_EIP712_order_message_data(order, instruments) - - domain_data = get_EIP712_domain_data(config.env, CHAIN_IDS[config.env]) - signable_message = encode_typed_data( - domain_data, EIP712_ORDER_MESSAGE_TYPE, message_data - ) - signed_message = account.sign_message(signable_message) - - order.signature.s = "0x" + signed_message.s.to_bytes(32, byteorder="big").hex() - order.signature.r = "0x" + signed_message.r.to_bytes(32, byteorder="big").hex() - order.signature.v = signed_message.v - order.signature.signer = str(account.address) - - return order - - -def build_EIP712_order_message_data( - order: Order, instruments: dict[str, Instrument] -) -> dict[str, Any]: - legs = [] - for leg in order.legs: - instrument = instruments[leg.instrument] - size_multiplier = 10**instrument.base_decimals - - # use Decimal() instead of float() to avoid precision loss - # int(float("1.013") * 1e9) = 1012999999 - # int(Decimal("1.013") * Decimal(1e9) = 1013000000 - size_int = int(Decimal(leg.size) * Decimal(size_multiplier)) - price_int = int(Decimal(leg.limit_price) * Decimal(PRICE_MULTIPLIER)) - legs.append( - { - "assetID": instrument.instrument_hash, - "contractSize": size_int, - "limitPrice": price_int, - "isBuyingContract": leg.is_buying_asset, - } - ) - return { - "subAccountID": order.sub_account_id, - "isMarket": order.is_market or False, - "timeInForce": TIME_IN_FORCE_TO_SIGN_TIME_IN_FORCE[order.time_in_force].value, - "postOnly": order.post_only or False, - "reduceOnly": order.reduce_only or False, - "legs": legs, - "nonce": order.signature.nonce, - "expiration": order.signature.expiration, - } - - -##################### -# Sign Transfer # -##################### - -EIP712_TRANSFER_MESSAGE_TYPE = { - "Transfer": [ - {"name": "fromAccount", "type": "address"}, - {"name": "fromSubAccount", "type": "uint64"}, - {"name": "toAccount", "type": "address"}, - {"name": "toSubAccount", "type": "uint64"}, - {"name": "tokenCurrency", "type": "uint8"}, - {"name": "numTokens", "type": "uint64"}, - {"name": "nonce", "type": "uint32"}, - {"name": "expiration", "type": "int64"}, - ], -} - - -def build_EIP712_transfer_message_data(transfer: Transfer, currencyId: int): - return { - "fromAccount": transfer.from_account_id, - "fromSubAccount": transfer.from_sub_account_id, - "toAccount": transfer.to_account_id, - "toSubAccount": transfer.to_sub_account_id, - "tokenCurrency": currencyId, - "numTokens": int( - Decimal(transfer.num_tokens) * Decimal(1e6) - ), # USDT has 6 decimals - "nonce": transfer.signature.nonce, - "expiration": transfer.signature.expiration, - } - - -def sign_transfer( - transfer: Transfer, - config: GrvtApiConfig, - account: Account, - chainId: int | None = None, - currencyId: int = 3, # currencyId of USDT; refer to Get Currency API -) -> Transfer: - if config.private_key is None: - raise ValueError("Private key is not set") - - domain = get_EIP712_domain_data(config.env, chainId) - - message_data = build_EIP712_transfer_message_data(transfer, currencyId) - signable_message = encode_typed_data( - domain, EIP712_TRANSFER_MESSAGE_TYPE, message_data - ) - signed_message = account.sign_message(signable_message) - - transfer.signature.r = "0x" + signed_message.r.to_bytes(32, byteorder="big").hex() - transfer.signature.s = "0x" + signed_message.s.to_bytes(32, byteorder="big").hex() - transfer.signature.v = signed_message.v - transfer.signature.signer = str(account.address) - - return transfer - - -##################### -# Sign Withdrawal # -##################### - -EIP712_WITHDRAWAL_MESSAGE_TYPE = { - "Withdrawal": [ - {"name": "fromAccount", "type": "address"}, - {"name": "toEthAddress", "type": "address"}, - {"name": "tokenCurrency", "type": "uint8"}, - {"name": "numTokens", "type": "uint64"}, - {"name": "nonce", "type": "uint32"}, - {"name": "expiration", "type": "int64"}, - ], -} - - -def build_EIP712_withdrawal_message_data(withdrawal: Withdrawal, currencyId: int): - return { - "fromAccount": withdrawal.from_account_id, - "toEthAddress": withdrawal.to_eth_address, - "tokenCurrency": currencyId, - "numTokens": int( - Decimal(withdrawal.num_tokens) * Decimal(1e6) - ), # USDT has 6 decimals - "nonce": withdrawal.signature.nonce, - "expiration": withdrawal.signature.expiration, - } - - -def sign_withdrawal( - withdrawal: Withdrawal, - config: GrvtApiConfig, - account: Account, - chainId: int | None = None, - currencyId: int = 3, # currencyId of USDT; refer to Get Currency API -) -> Withdrawal: - if config.private_key is None: - raise ValueError("Private key is not set") - - domain = get_EIP712_domain_data(config.env, chainId) - - message_data = build_EIP712_withdrawal_message_data(withdrawal, currencyId) - signable_message = encode_typed_data( - domain, EIP712_WITHDRAWAL_MESSAGE_TYPE, message_data - ) - signed_message = account.sign_message(signable_message) - - withdrawal.signature.r = "0x" + signed_message.r.to_bytes(32, byteorder="big").hex() - withdrawal.signature.s = "0x" + signed_message.s.to_bytes(32, byteorder="big").hex() - withdrawal.signature.v = signed_message.v - withdrawal.signature.signer = str(account.address) - - return withdrawal diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_sync.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_sync.py deleted file mode 100644 index 451ebdb..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_sync.py +++ /dev/null @@ -1,351 +0,0 @@ -from enum import Enum - -from dacite import Config, from_dict - -from . import grvt_raw_types as types -from .grvt_raw_base import GrvtApiConfig, GrvtError, GrvtRawSyncBase - -# mypy: disable-error-code="no-any-return" - - -class GrvtRawSync(GrvtRawSyncBase): - def __init__(self, config: GrvtApiConfig): - super().__init__(config) - self.md_rpc = self.env.market_data.rpc_endpoint - self.td_rpc = self.env.trade_data.rpc_endpoint - - def get_instrument_v1( - self, req: types.ApiGetInstrumentRequest - ) -> types.ApiGetInstrumentResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/instrument", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiGetInstrumentResponse, resp, Config(cast=[Enum])) - - def get_all_instruments_v1( - self, req: types.ApiGetAllInstrumentsRequest - ) -> types.ApiGetAllInstrumentsResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/all_instruments", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiGetAllInstrumentsResponse, resp, Config(cast=[Enum])) - - def get_filtered_instruments_v1( - self, req: types.ApiGetFilteredInstrumentsRequest - ) -> types.ApiGetFilteredInstrumentsResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/instruments", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiGetFilteredInstrumentsResponse, resp, Config(cast=[Enum]) - ) - - def get_currency_v1( - self, req: types.ApiGetCurrencyRequest - ) -> types.ApiGetCurrencyResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/currency", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiGetCurrencyResponse, resp, Config(cast=[Enum])) - - def mini_ticker_v1( - self, req: types.ApiMiniTickerRequest - ) -> types.ApiMiniTickerResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/mini", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiMiniTickerResponse, resp, Config(cast=[Enum])) - - def ticker_v1( - self, req: types.ApiTickerRequest - ) -> types.ApiTickerResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/ticker", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiTickerResponse, resp, Config(cast=[Enum])) - - def orderbook_levels_v1( - self, req: types.ApiOrderbookLevelsRequest - ) -> types.ApiOrderbookLevelsResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/book", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiOrderbookLevelsResponse, resp, Config(cast=[Enum])) - - def trade_v1(self, req: types.ApiTradeRequest) -> types.ApiTradeResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/trade", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiTradeResponse, resp, Config(cast=[Enum])) - - def trade_history_v1( - self, req: types.ApiTradeHistoryRequest - ) -> types.ApiTradeHistoryResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/trade_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiTradeHistoryResponse, resp, Config(cast=[Enum])) - - def candlestick_v1( - self, req: types.ApiCandlestickRequest - ) -> types.ApiCandlestickResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/kline", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiCandlestickResponse, resp, Config(cast=[Enum])) - - def funding_rate_v1( - self, req: types.ApiFundingRateRequest - ) -> types.ApiFundingRateResponse | GrvtError: - resp = self._post(False, self.md_rpc + "/full/v1/funding", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiFundingRateResponse, resp, Config(cast=[Enum])) - - def create_order_v1( - self, req: types.ApiCreateOrderRequest - ) -> types.ApiCreateOrderResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/create_order", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiCreateOrderResponse, resp, Config(cast=[Enum])) - - def cancel_order_v1( - self, req: types.ApiCancelOrderRequest - ) -> types.AckResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/cancel_order", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - def cancel_all_orders_v1( - self, req: types.ApiCancelAllOrdersRequest - ) -> types.AckResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/cancel_all_orders", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - def get_order_v1( - self, req: types.ApiGetOrderRequest - ) -> types.ApiGetOrderResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/order", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiGetOrderResponse, resp, Config(cast=[Enum])) - - def open_orders_v1( - self, req: types.ApiOpenOrdersRequest - ) -> types.ApiOpenOrdersResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/open_orders", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiOpenOrdersResponse, resp, Config(cast=[Enum])) - - def order_history_v1( - self, req: types.ApiOrderHistoryRequest - ) -> types.ApiOrderHistoryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/order_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiOrderHistoryResponse, resp, Config(cast=[Enum])) - - def cancel_on_disconnect_v1( - self, req: types.ApiCancelOnDisconnectRequest - ) -> types.AckResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/cancel_on_disconnect", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - def fill_history_v1( - self, req: types.ApiFillHistoryRequest - ) -> types.ApiFillHistoryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/fill_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiFillHistoryResponse, resp, Config(cast=[Enum])) - - def positions_v1( - self, req: types.ApiPositionsRequest - ) -> types.ApiPositionsResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/positions", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiPositionsResponse, resp, Config(cast=[Enum])) - - def funding_payment_history_v1( - self, req: types.ApiFundingPaymentHistoryRequest - ) -> types.ApiFundingPaymentHistoryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/funding_payment_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiFundingPaymentHistoryResponse, resp, Config(cast=[Enum]) - ) - - def deposit_history_v1( - self, req: types.ApiDepositHistoryRequest - ) -> types.ApiDepositHistoryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/deposit_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiDepositHistoryResponse, resp, Config(cast=[Enum])) - - def transfer_v1( - self, req: types.ApiTransferRequest - ) -> types.ApiTransferResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/transfer", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiTransferResponse, resp, Config(cast=[Enum])) - - def transfer_history_v1( - self, req: types.ApiTransferHistoryRequest - ) -> types.ApiTransferHistoryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/transfer_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiTransferHistoryResponse, resp, Config(cast=[Enum])) - - def withdrawal_v1( - self, req: types.ApiWithdrawalRequest - ) -> types.AckResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/withdrawal", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - def withdrawal_history_v1( - self, req: types.ApiWithdrawalHistoryRequest - ) -> types.ApiWithdrawalHistoryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/withdrawal_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiWithdrawalHistoryResponse, resp, Config(cast=[Enum])) - - def sub_account_summary_v1( - self, req: types.ApiSubAccountSummaryRequest - ) -> types.ApiSubAccountSummaryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/account_summary", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiSubAccountSummaryResponse, resp, Config(cast=[Enum])) - - def sub_account_history_v1( - self, req: types.ApiSubAccountHistoryRequest - ) -> types.ApiSubAccountHistoryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/account_history", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiSubAccountHistoryResponse, resp, Config(cast=[Enum])) - - def aggregated_account_summary_v1( - self, req: types.EmptyRequest - ) -> types.ApiAggregatedAccountSummaryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/aggregated_account_summary", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiAggregatedAccountSummaryResponse, resp, Config(cast=[Enum]) - ) - - def funding_account_summary_v1( - self, req: types.EmptyRequest - ) -> types.ApiFundingAccountSummaryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/funding_account_summary", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiFundingAccountSummaryResponse, resp, Config(cast=[Enum]) - ) - - def set_derisk_mm_ratio_v1( - self, req: types.ApiSetDeriskToMaintenanceMarginRatioRequest - ) -> types.ApiSetDeriskToMaintenanceMarginRatioResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/set_derisk_mm_ratio", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiSetDeriskToMaintenanceMarginRatioResponse, resp, Config(cast=[Enum]) - ) - - def get_all_initial_leverage_v1( - self, req: types.ApiGetAllInitialLeverageRequest - ) -> types.ApiGetAllInitialLeverageResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/get_all_initial_leverage", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiGetAllInitialLeverageResponse, resp, Config(cast=[Enum]) - ) - - def set_initial_leverage_v1( - self, req: types.ApiSetInitialLeverageRequest - ) -> types.ApiSetInitialLeverageResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/set_initial_leverage", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiSetInitialLeverageResponse, resp, Config(cast=[Enum])) - - def vault_burn_tokens_v1( - self, req: types.ApiVaultBurnTokensRequest - ) -> types.AckResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/vault_burn_tokens", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - def vault_invest_v1( - self, req: types.ApiVaultInvestRequest - ) -> types.AckResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/vault_invest", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - def vault_investor_summary_v1( - self, req: types.ApiVaultInvestorSummaryRequest - ) -> types.ApiVaultInvestorSummaryResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/vault_investor_summary", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.ApiVaultInvestorSummaryResponse, resp, Config(cast=[Enum])) - - def vault_redeem_v1( - self, req: types.ApiVaultRedeemRequest - ) -> types.AckResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/vault_redeem", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - def vault_redeem_cancel_v1( - self, req: types.ApiVaultRedeemCancelRequest - ) -> types.AckResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/vault_redeem_cancel", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict(types.AckResponse, resp, Config(cast=[Enum])) - - def vault_redemption_queue_v1( - self, req: types.ApiVaultViewRedemptionQueueRequest - ) -> types.ApiVaultViewRedemptionQueueResponse | GrvtError: - resp = self._post(True, self.td_rpc + "/full/v1/vault_view_redemption_queue", req) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiVaultViewRedemptionQueueResponse, resp, Config(cast=[Enum]) - ) - - def query_vault_manager_investor_history_v1( - self, req: types.ApiQueryVaultManagerInvestorHistoryRequest - ) -> types.ApiQueryVaultManagerInvestorHistoryResponse | GrvtError: - resp = self._post( - True, self.td_rpc + "/full/v1/vault_manager_investor_history", req - ) - if resp.get("code"): - return GrvtError(**resp) - return from_dict( - types.ApiQueryVaultManagerInvestorHistoryResponse, resp, Config(cast=[Enum]) - ) diff --git a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_types.py b/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_types.py deleted file mode 100644 index d803543..0000000 --- a/docs/grvt/grvt-pysdk-main/src/pysdk/grvt_raw_types.py +++ /dev/null @@ -1,2697 +0,0 @@ -# ruff: noqa: D200 -# ruff: noqa: D204 -# ruff: noqa: D205 -# ruff: noqa: D404 -# ruff: noqa: W291 -# ruff: noqa: D400 -# ruff: noqa: E501 -from dataclasses import dataclass -from enum import Enum -from typing import Any - - -class BrokerTag(Enum): - UNSPECIFIED = "UNSPECIFIED" - # CoinRoutes - COIN_ROUTES = "COIN_ROUTES" - # Alertatron - ALERTATRON = "ALERTATRON" - # Origami - ORIGAMI = "ORIGAMI" - - -class CancelStatus(Enum): - # Cancellation has expired because corresponding order had not arrived within the defined time-to-live window. - EXPIRED = "EXPIRED" - # This cancellation request was dropped because its TTL window overlaps with another cancellation request for the same order. - DROPPED_DUPLICATE = "DROPPED_DUPLICATE" - - -class CandlestickInterval(Enum): - # 1 minute - CI_1_M = "CI_1_M" - # 3 minutes - CI_3_M = "CI_3_M" - # 5 minutes - CI_5_M = "CI_5_M" - # 15 minutes - CI_15_M = "CI_15_M" - # 30 minutes - CI_30_M = "CI_30_M" - # 1 hour - CI_1_H = "CI_1_H" - # 2 hour - CI_2_H = "CI_2_H" - # 4 hour - CI_4_H = "CI_4_H" - # 6 hour - CI_6_H = "CI_6_H" - # 8 hour - CI_8_H = "CI_8_H" - # 12 hour - CI_12_H = "CI_12_H" - # 1 day - CI_1_D = "CI_1_D" - # 3 days - CI_3_D = "CI_3_D" - # 5 days - CI_5_D = "CI_5_D" - # 1 week - CI_1_W = "CI_1_W" - # 2 weeks - CI_2_W = "CI_2_W" - # 3 weeks - CI_3_W = "CI_3_W" - # 4 weeks - CI_4_W = "CI_4_W" - - -class CandlestickType(Enum): - # Tracks traded prices - TRADE = "TRADE" - # Tracks mark prices - MARK = "MARK" - # Tracks index prices - INDEX = "INDEX" - # Tracks book mid prices - MID = "MID" - - -class InstrumentSettlementPeriod(Enum): - # Instrument settles through perpetual funding cycles - PERPETUAL = "PERPETUAL" - # Instrument settles at an expiry date, marked as a daily instrument - DAILY = "DAILY" - # Instrument settles at an expiry date, marked as a weekly instrument - WEEKLY = "WEEKLY" - # Instrument settles at an expiry date, marked as a monthly instrument - MONTHLY = "MONTHLY" - # Instrument settles at an expiry date, marked as a quarterly instrument - QUARTERLY = "QUARTERLY" - - -class Kind(Enum): - # the perpetual asset kind - PERPETUAL = "PERPETUAL" - # the future asset kind - FUTURE = "FUTURE" - # the call option asset kind - CALL = "CALL" - # the put option asset kind - PUT = "PUT" - - -class MarginType(Enum): - # Simple Cross Margin Mode: all assets have a predictable margin impact, the whole subaccount shares a single margin - SIMPLE_CROSS_MARGIN = "SIMPLE_CROSS_MARGIN" - # Portfolio Cross Margin Mode: asset margin impact is analysed on portfolio level, the whole subaccount shares a single margin - PORTFOLIO_CROSS_MARGIN = "PORTFOLIO_CROSS_MARGIN" - - -class OrderRejectReason(Enum): - # order is not cancelled or rejected - UNSPECIFIED = "UNSPECIFIED" - # client called a Cancel API - CLIENT_CANCEL = "CLIENT_CANCEL" - # client called a Bulk Cancel API - CLIENT_BULK_CANCEL = "CLIENT_BULK_CANCEL" - # client called a Session Cancel API, or set the WebSocket connection to 'cancelOrdersOnTerminate' - CLIENT_SESSION_END = "CLIENT_SESSION_END" - # the market order was cancelled after no/partial fill. Lower precedence than other TimeInForce cancel reasons - MARKET_CANCEL = "MARKET_CANCEL" - # the IOC order was cancelled after no/partial fill - IOC_CANCEL = "IOC_CANCEL" - # the AON order was cancelled as it could not be fully matched - AON_CANCEL = "AON_CANCEL" - # the FOK order was cancelled as it could not be fully matched - FOK_CANCEL = "FOK_CANCEL" - # the order was cancelled as it has expired - EXPIRED = "EXPIRED" - # the post-only order could not be posted into the orderbook - FAIL_POST_ONLY = "FAIL_POST_ONLY" - # the reduce-only order would have caused position size to increase - FAIL_REDUCE_ONLY = "FAIL_REDUCE_ONLY" - # the order was cancelled due to market maker protection trigger - MM_PROTECTION = "MM_PROTECTION" - # the order was cancelled due to self-trade protection trigger - SELF_TRADE_PROTECTION = "SELF_TRADE_PROTECTION" - # the order matched with another order from the same sub account - SELF_MATCHED_SUBACCOUNT = "SELF_MATCHED_SUBACCOUNT" - # an active order on your sub account shares the same clientOrderId - OVERLAPPING_CLIENT_ORDER_ID = "OVERLAPPING_CLIENT_ORDER_ID" - # the order will bring the sub account below initial margin requirement - BELOW_MARGIN = "BELOW_MARGIN" - # the sub account is liquidated (and all open orders are cancelled by Gravity) - LIQUIDATION = "LIQUIDATION" - # instrument is invalid or not found on Gravity - INSTRUMENT_INVALID = "INSTRUMENT_INVALID" - # instrument is no longer tradable on Gravity. (typically due to a market halt, or instrument expiry) - INSTRUMENT_DEACTIVATED = "INSTRUMENT_DEACTIVATED" - # system failover resulting in loss of order state - SYSTEM_FAILOVER = "SYSTEM_FAILOVER" - # the credentials used (userSession/apiKeySession/walletSignature) is not authorised to perform the action - UNAUTHORISED = "UNAUTHORISED" - # the session key used to sign the order expired - SESSION_KEY_EXPIRED = "SESSION_KEY_EXPIRED" - # the subaccount does not exist - SUB_ACCOUNT_NOT_FOUND = "SUB_ACCOUNT_NOT_FOUND" - # the signature used to sign the order has no trade permission - NO_TRADE_PERMISSION = "NO_TRADE_PERMISSION" - # the order payload does not contain a supported TimeInForce value - UNSUPPORTED_TIME_IN_FORCE = "UNSUPPORTED_TIME_IN_FORCE" - # the order has multiple legs, but multiple legs are not supported by this venue - MULTI_LEGGED_ORDER = "MULTI_LEGGED_ORDER" - # the order would have caused the subaccount to exceed the max position size - EXCEED_MAX_POSITION_SIZE = "EXCEED_MAX_POSITION_SIZE" - # the signature supplied is more than 30 days in the future - EXCEED_MAX_SIGNATURE_EXPIRATION = "EXCEED_MAX_SIGNATURE_EXPIRATION" - # the market order has a limit price set - MARKET_ORDER_WITH_LIMIT_PRICE = "MARKET_ORDER_WITH_LIMIT_PRICE" - # client cancel on disconnect triggered - CLIENT_CANCEL_ON_DISCONNECT_TRIGGERED = "CLIENT_CANCEL_ON_DISCONNECT_TRIGGERED" - # the OCO counter part order was triggered - OCO_COUNTER_PART_TRIGGERED = "OCO_COUNTER_PART_TRIGGERED" - # the remaining order size was cancelled because it exceeded current position size - REDUCE_ONLY_LIMIT = "REDUCE_ONLY_LIMIT" - # the order was replaced by a client replace request - CLIENT_REPLACE = "CLIENT_REPLACE" - # the derisk order must be an IOC order - DERISK_MUST_BE_IOC = "DERISK_MUST_BE_IOC" - # the derisk order must be a reduce-only order - DERISK_MUST_BE_REDUCE_ONLY = "DERISK_MUST_BE_REDUCE_ONLY" - # derisk is not supported - DERISK_NOT_SUPPORTED = "DERISK_NOT_SUPPORTED" - # the order type is invalid - INVALID_ORDER_TYPE = "INVALID_ORDER_TYPE" - # the currency is not defined - CURRENCY_NOT_DEFINED = "CURRENCY_NOT_DEFINED" - - -class OrderStatus(Enum): - # Order has been sent to the matching engine and is pending a transition to open/filled/rejected. - PENDING = "PENDING" - # Order is actively matching on the matching engine, could be unfilled or partially filled. - OPEN = "OPEN" - # Order is fully filled and hence closed. Taker Orders can transition directly from pending to filled, without going through open. - FILLED = "FILLED" - # Order is rejected by matching engine since if fails a particular check (See OrderRejectReason). Once an order is open, it cannot be rejected. - REJECTED = "REJECTED" - # Order is cancelled by the user using one of the supported APIs (See OrderRejectReason). Before an order is open, it cannot be cancelled. - CANCELLED = "CANCELLED" - - -class TimeInForce(Enum): - """ - | | Must Fill All | Can Fill Partial | - | - | - | - | - | Must Fill Immediately | FOK | IOC | - | Can Fill Till Time | AON | GTC | - - """ - - # GTT - Remains open until it is cancelled, or expired - GOOD_TILL_TIME = "GOOD_TILL_TIME" - # AON - Either fill the whole order or none of it (Block Trades Only) - ALL_OR_NONE = "ALL_OR_NONE" - # IOC - Fill the order as much as possible, when hitting the orderbook. Then cancel it - IMMEDIATE_OR_CANCEL = "IMMEDIATE_OR_CANCEL" - # FOK - Both AoN and IoC. Either fill the full order when hitting the orderbook, or cancel it - FILL_OR_KILL = "FILL_OR_KILL" - # RPI - A GTT + PostOnly maker order, that can only be taken by non-algorithmic UI users. - RETAIL_PRICE_IMPROVEMENT = "RETAIL_PRICE_IMPROVEMENT" - - -class TransferType(Enum): - # Default transfer that has nothing to do with bridging - UNSPECIFIED = "UNSPECIFIED" - # Standard transfer that has nothing to do with bridging - STANDARD = "STANDARD" - # Fast Arb Deposit Metadata type - FAST_ARB_DEPOSIT = "FAST_ARB_DEPOSIT" - # Fast Arb Withdrawal Metadata type - FAST_ARB_WITHDRAWAL = "FAST_ARB_WITHDRAWAL" - # Transfer type for non native bridging deposit - NON_NATIVE_BRIDGE_DEPOSIT = "NON_NATIVE_BRIDGE_DEPOSIT" - # Transfer type for non native bridging withdrawal - NON_NATIVE_BRIDGE_WITHDRAWAL = "NON_NATIVE_BRIDGE_WITHDRAWAL" - - -class TriggerBy(Enum): - """ - Defines the price type that activates a Take Profit (TP) or Stop Loss (SL) order. - - Trigger orders are executed when the selected price type reaches the specified trigger price.Different price types ensure flexibility in executing strategies based on market conditions. - - - """ - - # no trigger condition - UNSPECIFIED = "UNSPECIFIED" - # INDEX - Order is activated when the index price reaches the trigger price - INDEX = "INDEX" - # LAST - Order is activated when the last trade price reaches the trigger price - LAST = "LAST" - # MID - Order is activated when the mid price reaches the trigger price - MID = "MID" - # MARK - Order is activated when the mark price reaches the trigger price - MARK = "MARK" - - -class TriggerType(Enum): - """ - Defines the type of trigger order used in trading, such as Take Profit or Stop Loss. - - Trigger orders allow execution based on pre-defined price conditions rather than immediate market conditions. - - - """ - - # Not a trigger order. The order executes normally without any trigger conditions. - UNSPECIFIED = "UNSPECIFIED" - # Take Profit Order - Executes when the price reaches a specified level to secure profits. - TAKE_PROFIT = "TAKE_PROFIT" - # Stop Loss Order - Executes when the price reaches a specified level to limit losses. - STOP_LOSS = "STOP_LOSS" - - -class VaultInvestorAction(Enum): - UNSPECIFIED = "UNSPECIFIED" - VAULT_INVEST = "VAULT_INVEST" - VAULT_BURN_LP_TOKEN = "VAULT_BURN_LP_TOKEN" - VAULT_REDEEM = "VAULT_REDEEM" - - -class VaultRedemptionReqAgeCategory(Enum): - """ - Denotes the age category of a given redemption request. - - - """ - - # This request is at least as old as the minimum redemption period, and is eligible for automated redemption. - NORMAL = "NORMAL" - # This request is nearing the maxmimum redemption period and will be factored into pre-order check margin requirements. - URGENT = "URGENT" - # This request has exceeded the maximum redemption period and will be considered for forced redemptions. - OVERDUE = "OVERDUE" - # This request has yet to exceed the minimum redemption period, and is not yet eligible for automated redemption. - PRE_MIN = "PRE_MIN" - - -class Venue(Enum): - # the trade is cleared on the orderbook venue - ORDERBOOK = "ORDERBOOK" - # the trade is cleared on the RFQ venue - RFQ = "RFQ" - - -@dataclass -class ApiPositionsRequest: - # The sub account ID to request for - sub_account_id: str - # The kind filter to apply. If nil, this defaults to all kinds. Otherwise, only entries matching the filter will be returned - kind: list[Kind] | None = None - # The base filter to apply. If nil, this defaults to all bases. Otherwise, only entries matching the filter will be returned - base: list[str] | None = None - # The quote filter to apply. If nil, this defaults to all quotes. Otherwise, only entries matching the filter will be returned - quote: list[str] | None = None - - -@dataclass -class Positions: - # Time at which the event was emitted in unix nanoseconds - event_time: str - # The sub account ID that participated in the trade - sub_account_id: str - # The instrument being represented - instrument: str - # The size of the position, expressed in base asset decimal units. Negative for short positions - size: str - # The notional value of the position, negative for short assets, expressed in quote asset decimal units - notional: str - """ - The entry price of the position, expressed in `9` decimals - Whenever increasing the size of a position, the entry price is updated to the new average entry price - `new_entry_price = (old_entry_price * old_size + trade_price * trade_size) / (old_size + trade_size)` - """ - entry_price: str - """ - The exit price of the position, expressed in `9` decimals - Whenever decreasing the size of a position, the exit price is updated to the new average exit price - `new_exit_price = (old_exit_price * old_exit_trade_size + trade_price * trade_size) / (old_exit_trade_size + trade_size)` - """ - exit_price: str - # The mark price of the position, expressed in `9` decimals - mark_price: str - """ - The unrealized PnL of the position, expressed in quote asset decimal units - `unrealized_pnl = (mark_price - entry_price) * size` - """ - unrealized_pnl: str - """ - The realized PnL of the position, expressed in quote asset decimal units - `realized_pnl = (exit_price - entry_price) * exit_trade_size` - """ - realized_pnl: str - """ - The total PnL of the position, expressed in quote asset decimal units - `total_pnl = realized_pnl + unrealized_pnl` - """ - total_pnl: str - """ - The ROI of the position, expressed as a percentage - `roi = (total_pnl / (entry_price * abs(size))) * 100^` - """ - roi: str - # The index price of the quote currency. (reported in `USD`) - quote_index_price: str - # The estimated liquidation price - est_liquidation_price: str - # The current leverage value for this position - leverage: str - - -@dataclass -class ApiPositionsResponse: - # The positions matching the request filter - result: list[Positions] - - -@dataclass -class ApiFillHistoryRequest: - """ - Query for all historical fills made by a single account. A single order can be matched multiple times, hence there is no real way to uniquely identify a trade. - - Pagination works as follows:
    • We perform a reverse chronological lookup, starting from `end_time`. If `end_time` is not set, we start from the most recent data.
    • The lookup is limited to `limit` records. If more data is requested, the response will contain a `next` cursor for you to query the next page.
    • If a `cursor` is provided, it will be used to fetch results from that point onwards.
    • Pagination will continue until the `start_time` is reached. If `start_time` is not set, pagination will continue as far back as our data retention policy allows.
    - """ - - # The sub account ID to request for - sub_account_id: str - # The kind filter to apply. If nil, this defaults to all kinds. Otherwise, only entries matching the filter will be returned - kind: list[Kind] | None = None - # The base filter to apply. If nil, this defaults to all bases. Otherwise, only entries matching the filter will be returned - base: list[str] | None = None - # The quote filter to apply. If nil, this defaults to all quotes. Otherwise, only entries matching the filter will be returned - quote: list[str] | None = None - # The start time to apply in unix nanoseconds. If nil, this defaults to all start times. Otherwise, only entries matching the filter will be returned - start_time: str | None = None - # The end time to apply in unix nanoseconds. If nil, this defaults to all end times. Otherwise, only entries matching the filter will be returned - end_time: str | None = None - # The limit to query for. Defaults to 500; Max 1000 - limit: int | None = None - # The cursor to indicate when to start the query from - cursor: str | None = None - - -@dataclass -class Fill: - # Time at which the event was emitted in unix nanoseconds - event_time: str - # The sub account ID that participated in the trade - sub_account_id: str - # The instrument being represented - instrument: str - # The side that the subaccount took on the trade - is_buyer: bool - # The role that the subaccount took on the trade - is_taker: bool - # The number of assets being traded, expressed in base asset decimal units - size: str - # The traded price, expressed in `9` decimals - price: str - # The mark price of the instrument at point of trade, expressed in `9` decimals - mark_price: str - # The index price of the instrument at point of trade, expressed in `9` decimals - index_price: str - # The interest rate of the underlying at point of trade, expressed in centibeeps (1/100th of a basis point) - interest_rate: str - # [Options] The forward price of the option at point of trade, expressed in `9` decimals - forward_price: str - # The realized PnL of the trade, expressed in quote asset decimal units (0 if increasing position size) - realized_pnl: str - # The fees paid on the trade, expressed in quote asset decimal unit (negative if maker rebate applied) - fee: str - # The fee rate paid on the trade - fee_rate: str - """ - A trade identifier, globally unique, and monotonically increasing (not by `1`). - All trades sharing a single taker execution share the same first component (before `-`), and `event_time`. - `trade_id` is guaranteed to be consistent across MarketData `Trade` and Trading `Fill`. - """ - trade_id: str - # An order identifier - order_id: str - # The venue where the trade occurred - venue: Venue - """ - A unique identifier for the active order within a subaccount, specified by the client - This is used to identify the order in the client's system - This field can be used for order amendment/cancellation, but has no bearing on the smart contract layer - This field will not be propagated to the smart contract, and should not be signed by the client - This value must be unique for all active orders in a subaccount, or amendment/cancellation will not work as expected - Gravity UI will generate a random clientOrderID for each order in the range [0, 2^63 - 1] - To prevent any conflicts, client machines should generate a random clientOrderID in the range [2^63, 2^64 - 1] - - When GRVT Backend receives an order with an overlapping clientOrderID, we will reject the order with rejectReason set to overlappingClientOrderId - """ - client_order_id: str - # The address (public key) of the wallet signing the payload - signer: str - # If the trade is a RPI trade - is_rpi: bool - # Specifies the broker who brokered the order - broker: BrokerTag | None = None - - -@dataclass -class ApiFillHistoryResponse: - # The private trades matching the request asset - result: list[Fill] - # The cursor to indicate when to start the query from - next: str - - -@dataclass -class ApiFundingPaymentHistoryRequest: - """ - Query for all historical funding payments made by a single account. - - Pagination works as follows:
    • We perform a reverse chronological lookup, starting from `end_time`. If `end_time` is not set, we start from the most recent data.
    • The lookup is limited to `limit` records. If more data is requested, the response will contain a `next` cursor for you to query the next page.
    • If a `cursor` is provided, it will be used to fetch results from that point onwards.
    • Pagination will continue until the `start_time` is reached. If `start_time` is not set, pagination will continue as far back as our data retention policy allows.
    - """ - - # The sub account ID to request for - sub_account_id: str - # The perpetual instrument to filter for - instrument: str | None = None - # The start time to apply in unix nanoseconds. If nil, this defaults to all start times. Otherwise, only entries matching the filter will be returned - start_time: str | None = None - # The end time to apply in unix nanoseconds. If nil, this defaults to all end times. Otherwise, only entries matching the filter will be returned - end_time: str | None = None - # The limit to query for. Defaults to 500; Max 1000 - limit: int | None = None - # The cursor to indicate when to start the query from - cursor: str | None = None - - -@dataclass -class FundingPayment: - # Time at which the event was emitted in unix nanoseconds - event_time: str - # The sub account ID that made the funding payment - sub_account_id: str - # The perpetual instrument being funded - instrument: str - # The currency of the funding payment - currency: str - # The amount of the funding payment. Positive if paid, negative if received - amount: str - """ - The transaction ID of the funding payment. - Funding payments can be triggered by a trade, transfer, or liquidation. - The `tx_id` will match the corresponding `trade_id` or `tx_id`. - """ - tx_id: str - - -@dataclass -class ApiFundingPaymentHistoryResponse: - # The funding payments matching the request asset - result: list[FundingPayment] - # The cursor to indicate when to start the query from - next: str - - -@dataclass -class ApiSubAccountSummaryRequest: - # The subaccount ID to filter by - sub_account_id: str - - -@dataclass -class SpotBalance: - # The currency you hold a spot balance in - currency: str - # This currency's balance in this trading account. - balance: str - # The index price of this currency. (reported in `USD`) - index_price: str - - -@dataclass -class SubAccount: - # Time at which the event was emitted in unix nanoseconds - event_time: str - # The sub account ID this entry refers to - sub_account_id: str - # The type of margin algorithm this subaccount uses - margin_type: MarginType - """ - The settlement, margin, and reporting currency of this account. - This subaccount can only open positions quoted in this currency - - In the future, when users select a Multi-Currency Margin Type, this will be USD - All other assets are converted to this currency for the purpose of calculating margin - """ - settle_currency: str - """ - The total unrealized PnL of all positions owned by this subaccount, denominated in quote currency decimal units. - `unrealized_pnl = sum(position.unrealized_pnl * position.quote_index_price) / settle_index_price` - """ - unrealized_pnl: str - """ - The notional value of your account if all positions are closed, excluding trading fees (reported in `settle_currency`). - `total_equity = sum(spot_balance.balance * spot_balance.index_price) / settle_index_price + unrealized_pnl` - """ - total_equity: str - """ - The `total_equity` required to open positions in the account (reported in `settle_currency`). - Computation is different depending on account's `margin_type` - """ - initial_margin: str - """ - The `total_equity` required to avoid liquidation of positions in the account (reported in `settle_currency`). - Computation is different depending on account's `margin_type` - """ - maintenance_margin: str - """ - The notional value available to transfer out of the trading account into the funding account (reported in `settle_currency`). - `available_balance = total_equity - initial_margin - min(unrealized_pnl, 0)` - """ - available_balance: str - # The list of spot assets owned by this sub account, and their balances - spot_balances: list[SpotBalance] - # The list of positions owned by this sub account - positions: list[Positions] - # The index price of the settle currency. (reported in `USD`) - settle_index_price: str - # The derisk margin of this sub account - derisk_margin: str - # The derisk margin to maintenance margin ratio of this sub account - derisk_to_maintenance_margin_ratio: str - # Whether this sub account is a vault - is_vault: bool | None = None - # Total amount of IM (reported in `settle_currency`) deducted from the vault due to redemptions nearing the end of their redemption period - vault_im_additions: str | None = None - - -@dataclass -class ApiSubAccountSummaryResponse: - # The sub account matching the request sub account - result: SubAccount - - -@dataclass -class ApiSubAccountHistoryRequest: - """ - The request to get the history of a sub account - SubAccount Summary values are snapshotted once every hour - No snapshots are taken if the sub account has no activity in the hourly window - History is preserved only for the last 30 days - - Pagination works as follows:
    • We perform a reverse chronological lookup, starting from `end_time`. If `end_time` is not set, we start from the most recent data.
    • The lookup is limited to `limit` records. If more data is requested, the response will contain a `next` cursor for you to query the next page.
    • If a `cursor` is provided, it will be used to fetch results from that point onwards.
    • Pagination will continue until the `start_time` is reached. If `start_time` is not set, pagination will continue as far back as our data retention policy allows.
    - """ - - # The sub account ID to request for - sub_account_id: str - # Start time of sub account history in unix nanoseconds - start_time: str | None = None - # End time of sub account history in unix nanoseconds - end_time: str | None = None - # The limit to query for. Defaults to 500; Max 1000 - limit: int | None = None - # The cursor to indicate when to start the next query from - cursor: str | None = None - - -@dataclass -class ApiSubAccountHistoryResponse: - # The sub account history matching the request sub account - result: list[SubAccount] - # The cursor to indicate when to start the next query from - next: str - - -@dataclass -class AggregatedAccountSummary: - # The main account ID of the account to which the summary belongs - main_account_id: str - # Total equity of the main (+ sub) account, denominated in USD - total_equity: str - # The list of spot assets owned by this main (+ sub) account, and their balances - spot_balances: list[SpotBalance] - - -@dataclass -class ApiAggregatedAccountSummaryResponse: - # The aggregated account summary - result: AggregatedAccountSummary - - -@dataclass -class FundingAccountSummary: - # The main account ID of the account to which the summary belongs - main_account_id: str - # Total equity of the main account, denominated in USD - total_equity: str - # The list of spot assets owned by this main account, and their balances - spot_balances: list[SpotBalance] - - -@dataclass -class ClientTier: - tier: int - futures_taker_fee: int - futures_maker_fee: int - options_taker_fee: int - options_maker_fee: int - - -@dataclass -class ApiFundingAccountSummaryResponse: - # The funding account summary - result: FundingAccountSummary - # Client fee tier at the time of query - tier: ClientTier - - -@dataclass -class ApiSetInitialLeverageRequest: - # The sub account ID to set the leverage for - sub_account_id: str - # The instrument to set the leverage for - instrument: str - # The leverage to set for the sub account - leverage: str - - -@dataclass -class ApiSetInitialLeverageResponse: - # Whether the leverage was set successfully - success: bool - - -@dataclass -class ApiGetAllInitialLeverageRequest: - # The sub account ID to get the leverage for - sub_account_id: str - - -@dataclass -class InitialLeverageResult: - # The instrument to get the leverage for - instrument: str - # The initial leverage of the sub account - leverage: str - # The min leverage this sub account can set - min_leverage: str - # The max leverage this sub account can set - max_leverage: str - - -@dataclass -class ApiGetAllInitialLeverageResponse: - # The initial leverage of the sub account - results: list[InitialLeverageResult] - - -@dataclass -class Signature: - # The address (public key) of the wallet signing the payload - signer: str - # Signature R - r: str - # Signature S - s: str - # Signature V - v: int - # Timestamp after which this signature expires, expressed in unix nanoseconds. Must be capped at 30 days - expiration: str - """ - Users can randomly generate this value, used as a signature deconflicting key. - ie. You can send the same exact instruction twice with different nonces. - When the same nonce is used, the same payload will generate the same signature. - Our system will consider the payload a duplicate, and ignore it. - """ - nonce: int - - -@dataclass -class ApiSetDeriskToMaintenanceMarginRatioRequest: - # The sub account ID to set the leverage for - sub_account_id: str - # The derisk margin to maintenance margin ratio of this sub account - ratio: str - # The signature of this operation - signature: Signature - - -@dataclass -class ApiSetDeriskToMaintenanceMarginRatioResponse: - # Whether the derisk margin to maintenance margin ratio was set successfully - success: bool - - -@dataclass -class JSONRPCRequest: - """ - All Websocket JSON RPC Requests are housed in this wrapper. You may specify a stream, and a list of feeds to subscribe to. - If a `request_id` is supplied in this JSON RPC request, it will be propagated back to any relevant JSON RPC responses (including error). - When subscribing to the same primary selector again, the previous secondary selector will be replaced. See `Overview` page for more details. - """ - - # The JSON RPC version to use for the request - jsonrpc: str - # The method to use for the request (eg: `subscribe` / `unsubscribe` / `v1/instrument` ) - method: str - # The parameters for the request - params: Any - """ - Optional Field which is used to match the response by the client. - If not passed, this field will not be returned - """ - id: int | None = None - - -@dataclass -class Error: - # The error code for the request - code: int - # The error message for the request - message: str - - -@dataclass -class JSONRPCResponse: - """ - All Websocket JSON RPC Responses are housed in this wrapper. It returns a confirmation of the JSON RPC subscribe request. - If a `request_id` is supplied in the JSON RPC request, it will be propagated back in this JSON RPC response. - """ - - # The JSON RPC version to use for the request - jsonrpc: str - # The method used in the request for this response (eg: `subscribe` / `unsubscribe` / `v1/instrument` ) - method: str - # The result for the request - result: Any | None = None - # The error for the request - error: Error | None = None - """ - Optional Field which is used to match the response by the client. - If not passed, this field will not be returned - """ - id: int | None = None - - -@dataclass -class WSSubscribeParams: - """ - All V1 Websocket Subscription Requests are housed in this wrapper. You may specify a stream and a list of feeds to subscribe to. - When subscribing to the same primary selector again, the previous secondary selector will be replaced. See `Overview` page for more details. - Sequence numbers can be either gateway-specific or global: - - **Gateway Unique Sequence Number**: Increments by one per stream, resets to 0 on gateway restart. - - **Global Unique Sequence Number**: A cluster-wide unique number assigned to each cluster payload, does not reset on gateway restarts, and can be used to track and identify message order across streams using `sequence_number` and `prev_sequence_number` in the feed response. - Set `useGlobalSequenceNumber = true` if you need a persistent, unique identifier across all streams or ordering across multiple feeds. - """ - - # The channel to subscribe to (eg: ticker.s / ticker.d) - stream: str - # The list of feeds to subscribe to - selectors: list[str] - # Whether to use the global sequence number for the stream - use_global_sequence_number: bool | None = None - - -@dataclass -class WSSubscribeResult: - """ - To ensure you always know if you have missed any payloads, GRVT servers apply the following heuristics to sequence numbers:
    • All snapshot payloads will have a sequence number of `0`. All delta payloads will have a sequence number of `1+`. So its easy to distinguish between snapshots, and deltas
    • Num snapshots returned in Response (per stream): You can ensure that you received the right number of snapshots
    • First sequence number returned in Response (per stream): You can ensure that you received the first stream, without gaps from snapshots
    • Sequence numbers should always monotonically increase by `1`. If it decreases, or increases by more than `1`. Please reconnect
    • Duplicate sequence numbers are possible due to network retries. If you receive a duplicate, please ignore it, or idempotently re-update it.
    - When subscribing to the same primary selector again, the previous secondary selector will be replaced. See `Overview` page for more details. - """ - - # The channel to subscribe to (eg: ticker.s / ticker.d) - stream: str - # The list of feeds subscribed to - subs: list[str] - # The list of feeds unsubscribed from - unsubs: list[str] - # The number of snapshot payloads to expect for each subscribed feed. Returned in same order as `subs` - num_snapshots: list[int] - # The first sequence number to expect for each subscribed feed. Returned in same order as `subs` - first_sequence_number: list[str] - # The sequence number of the most recent message in the stream. Next received sequence number must be larger than this one. Returned in same order as `subs` - latest_sequence_number: list[str] - - -@dataclass -class WSUnsubscribeParams: - # The channel to unsubscribe from (eg: ticker.s / ticker.d) - stream: str - # The list of feeds to unsubscribe from - selectors: list[str] - # Whether to use the global sequence number for the stream - use_global_sequence_number: bool | None = None - - -@dataclass -class WSUnsubscribeResult: - # The channel to subscribe to (eg: ticker.s / ticker.d) - stream: str - # The list of feeds unsubscribed from - unsubs: list[str] - - -@dataclass -class WSSubscribeRequestV1Legacy: - """ - All V1 Websocket Requests are housed in this wrapper. You may specify a stream, and a list of feeds to subscribe to. - If a `request_id` is supplied in this JSON RPC request, it will be propagated back to any relevant JSON RPC responses (including error). - When subscribing to the same primary selector again, the previous secondary selector will be replaced. See `Overview` page for more details. - """ - - # The channel to subscribe to (eg: ticker.s / ticker.d) - stream: str - # The list of feeds to subscribe to - feed: list[str] - # The method to use for the request (eg: subscribe / unsubscribe) - method: str - """ - Optional Field which is used to match the response by the client. - If not passed, this field will not be returned - """ - request_id: int | None = None - # Whether the request is for full data or lite data - is_full: bool | None = None - - -@dataclass -class WSSubscribeResponseV1Legacy: - """ - All V1 Websocket Responses are housed in this wrapper. It returns a confirmation of the JSON RPC subscribe request. - If a `request_id` is supplied in the JSON RPC request, it will be propagated back in this JSON RPC response. - To ensure you always know if you have missed any payloads, GRVT servers apply the following heuristics to sequence numbers:
    • All snapshot payloads will have a sequence number of `0`. All delta payloads will have a sequence number of `1+`. So its easy to distinguish between snapshots, and deltas
    • Num snapshots returned in Response (per stream): You can ensure that you received the right number of snapshots
    • First sequence number returned in Response (per stream): You can ensure that you received the first stream, without gaps from snapshots
    • Sequence numbers should always monotonically increase by `1`. If it decreases, or increases by more than `1`. Please reconnect
    • Duplicate sequence numbers are possible due to network retries. If you receive a duplicate, please ignore it, or idempotently re-update it.
    - When subscribing to the same primary selector again, the previous secondary selector will be replaced. See `Overview` page for more details. - """ - - # The channel to subscribe to (eg: ticker.s / ticker.d) - stream: str - # The list of feeds subscribed to - subs: list[str] - # The list of feeds unsubscribed from - unsubs: list[str] - # The number of snapshot payloads to expect for each subscribed feed. Returned in same order as `subs` - num_snapshots: list[int] - # The first sequence number to expect for each subscribed feed. Returned in same order as `subs` - first_sequence_number: list[str] - # The sequence number of the most recent message in the stream. Next received sequence number must be larger than this one. Returned in same order as `subs` - latest_sequence_number: list[str] - """ - Optional Field which is used to match the response by the client. - If not passed, this field will not be returned - """ - request_id: int | None = None - - -@dataclass -class WSOrderbookLevelsFeedSelectorV1: - """ - Subscribes to aggregated orderbook updates for a single instrument. The `book.s` channel offers simpler integration. To experience higher publishing rates, please use the `book.d` channel. - Unlike the `book.d` channel which publishes an initial snapshot, then only streams deltas after, the `book.s` channel publishes full snapshots at each feed. - - The Delta feed will work as follows:
    • On subscription, the server will send a full snapshot of all levels of the Orderbook.
    • After the snapshot, the server will only send levels that have changed in value.
    - - Subscription Pattern:
    • Delta - `instrument@rate`
    • Snapshot - `instrument@rate-depth`
    - - Field Semantics:
    • [DeltaOnly] If a level is not updated, level not published
    • If a level is updated, {size: '123'}
    • If a level is set to zero, {size: '0'}
    • Incoming levels will be published as soon as price moves
    • Outgoing levels will be published with `size = 0`
    - """ - - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - """ - The minimal rate at which we publish feeds (in milliseconds) - Delta (50, 100, 500, 1000) - Snapshot (500, 1000) - """ - rate: int - """ - Depth of the order book to be retrieved - Delta(0 - `unlimited`) - Snapshot(10, 50, 100, 500) - """ - depth: int | None = None - - -@dataclass -class OrderbookLevel: - # The price of the level, expressed in `9` decimals - price: str - # The number of assets offered, expressed in base asset decimal units - size: str - # The number of open orders at this level - num_orders: int - - -@dataclass -class OrderbookLevels: - # Time at which the event was emitted in unix nanoseconds - event_time: str - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # The list of best bids up till query depth - bids: list[OrderbookLevel] - # The list of best asks up till query depth - asks: list[OrderbookLevel] - - -@dataclass -class WSOrderbookLevelsFeedDataV1: - # Stream name - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # An orderbook levels object matching the request filter - feed: OrderbookLevels - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSMiniTickerFeedSelectorV1: - """ - Subscribes to a mini ticker feed for a single instrument. The `mini.s` channel offers simpler integration. To experience higher publishing rates, please use the `mini.d` channel. - Unlike the `mini.d` channel which publishes an initial snapshot, then only streams deltas after, the `mini.s` channel publishes full snapshots at each feed. - - The Delta feed will work as follows:
    • On subscription, the server will send a full snapshot of the mini ticker.
    • After the snapshot, the server will only send deltas of the mini ticker.
    • The server will send a delta if any of the fields in the mini ticker have changed.
    - - Field Semantics:
    • [DeltaOnly] If a field is not updated, {}
    • If a field is updated, {field: '123'}
    • If a field is set to zero, {field: '0'}
    • If a field is set to null, {field: ''}
    - """ - - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - """ - The minimal rate at which we publish feeds (in milliseconds) - Delta (0 - `raw`, 50, 100, 200, 500, 1000, 5000) - Snapshot (200, 500, 1000, 5000) - """ - rate: int - - -@dataclass -class MiniTicker: - # Time at which the event was emitted in unix nanoseconds - event_time: str | None = None - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str | None = None - # The mark price of the instrument, expressed in `9` decimals - mark_price: str | None = None - # The index price of the instrument, expressed in `9` decimals - index_price: str | None = None - # The last traded price of the instrument (also close price), expressed in `9` decimals - last_price: str | None = None - # The number of assets traded in the last trade, expressed in base asset decimal units - last_size: str | None = None - # The mid price of the instrument, expressed in `9` decimals - mid_price: str | None = None - # The best bid price of the instrument, expressed in `9` decimals - best_bid_price: str | None = None - # The number of assets offered on the best bid price of the instrument, expressed in base asset decimal units - best_bid_size: str | None = None - # The best ask price of the instrument, expressed in `9` decimals - best_ask_price: str | None = None - # The number of assets offered on the best ask price of the instrument, expressed in base asset decimal units - best_ask_size: str | None = None - - -@dataclass -class WSMiniTickerFeedDataV1: - # Stream name - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # A mini ticker matching the request filter - feed: MiniTicker - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSTickerFeedSelectorV1: - """ - Subscribes to a ticker feed for a single instrument. The `ticker.s` channel offers simpler integration. To experience higher publishing rates, please use the `ticker.d` channel. - Unlike the `ticker.d` channel which publishes an initial snapshot, then only streams deltas after, the `ticker.s` channel publishes full snapshots at each feed. - - The Delta feed will work as follows:
    • On subscription, the server will send a full snapshot of the ticker.
    • After the snapshot, the server will only send deltas of the ticker.
    • The server will send a delta if any of the fields in the ticker have changed.
    - - Field Semantics:
    • [DeltaOnly] If a field is not updated, {}
    • If a field is updated, {field: '123'}
    • If a field is set to zero, {field: '0'}
    • If a field is set to null, {field: ''}
    - """ - - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - """ - The minimal rate at which we publish feeds (in milliseconds) - Delta (100, 200, 500, 1000, 5000) - Snapshot (500, 1000, 5000) - """ - rate: int - - -@dataclass -class Ticker: - """ - Derived data such as the below, will not be included by default: - - 24 hour volume (`buyVolume + sellVolume`) - - 24 hour taker buy/sell ratio (`buyVolume / sellVolume`) - - 24 hour average trade price (`volumeQ / volumeU`) - - 24 hour average trade volume (`volume / trades`) - - 24 hour percentage change (`24hStatChange / 24hStat`) - - 48 hour statistics (`2 * 24hStat - 24hStatChange`) - - To query for an extended ticker payload, leverage the `greeks` and the `derived` flags. - Ticker extensions are currently under design to offer you more convenience. - These flags are only supported on the `Ticker Snapshot` WS endpoint, and on the `Ticker` API endpoint. - - """ - - # Time at which the event was emitted in unix nanoseconds - event_time: str | None = None - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str | None = None - # The mark price of the instrument, expressed in `9` decimals - mark_price: str | None = None - # The index price of the instrument, expressed in `9` decimals - index_price: str | None = None - # The last traded price of the instrument (also close price), expressed in `9` decimals - last_price: str | None = None - # The number of assets traded in the last trade, expressed in base asset decimal units - last_size: str | None = None - # The mid price of the instrument, expressed in `9` decimals - mid_price: str | None = None - # The best bid price of the instrument, expressed in `9` decimals - best_bid_price: str | None = None - # The number of assets offered on the best bid price of the instrument, expressed in base asset decimal units - best_bid_size: str | None = None - # The best ask price of the instrument, expressed in `9` decimals - best_ask_price: str | None = None - # The number of assets offered on the best ask price of the instrument, expressed in base asset decimal units - best_ask_size: str | None = None - # The current funding rate of the instrument, expressed in percentage points - funding_rate_8h_curr: str | None = None - # The average funding rate of the instrument (over last 8h), expressed in percentage points - funding_rate_8h_avg: str | None = None - # The interest rate of the underlying, expressed in centibeeps (1/100th of a basis point) - interest_rate: str | None = None - # [Options] The forward price of the option, expressed in `9` decimals - forward_price: str | None = None - # The 24 hour taker buy volume of the instrument, expressed in base asset decimal units - buy_volume_24h_b: str | None = None - # The 24 hour taker sell volume of the instrument, expressed in base asset decimal units - sell_volume_24h_b: str | None = None - # The 24 hour taker buy volume of the instrument, expressed in quote asset decimal units - buy_volume_24h_q: str | None = None - # The 24 hour taker sell volume of the instrument, expressed in quote asset decimal units - sell_volume_24h_q: str | None = None - # The 24 hour highest traded price of the instrument, expressed in `9` decimals - high_price: str | None = None - # The 24 hour lowest traded price of the instrument, expressed in `9` decimals - low_price: str | None = None - # The 24 hour first traded price of the instrument, expressed in `9` decimals - open_price: str | None = None - # The open interest in the instrument, expressed in base asset decimal units - open_interest: str | None = None - # The ratio of accounts that are net long vs net short on this instrument - long_short_ratio: str | None = None - - -@dataclass -class WSTickerFeedDataV1: - # Stream name - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # A ticker matching the request filter - feed: Ticker - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSTradeFeedSelectorV1: - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # The limit to query for. Valid values are (50, 200, 500, 1000). Default is 50 - limit: int - - -@dataclass -class Trade: - # Time at which the event was emitted in unix nanoseconds - event_time: str - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # If taker was the buyer on the trade - is_taker_buyer: bool - # The number of assets being traded, expressed in base asset decimal units - size: str - # The traded price, expressed in `9` decimals - price: str - # The mark price of the instrument at point of trade, expressed in `9` decimals - mark_price: str - # The index price of the instrument at point of trade, expressed in `9` decimals - index_price: str - # The interest rate of the underlying at point of trade, expressed in centibeeps (1/100th of a basis point) - interest_rate: str - # [Options] The forward price of the option at point of trade, expressed in `9` decimals - forward_price: str - """ - A trade identifier, globally unique, and monotonically increasing (not by `1`). - All trades sharing a single taker execution share the same first component (before `-`), and `event_time`. - `trade_id` is guaranteed to be consistent across MarketData `Trade` and Trading `Fill`. - """ - trade_id: str - # The venue where the trade occurred - venue: Venue - # If the trade is a RPI trade - is_rpi: bool - - -@dataclass -class WSTradeFeedDataV1: - # Stream name - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # A public trade matching the request filter - feed: Trade - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSCandlestickFeedSelectorV1: - """ - Subscribes to a stream of Kline/Candlestick updates for an instrument. A Kline is uniquely identified by its open time. - A new Kline is published every interval (if it exists). Upon subscription, the server will send the 5 most recent Kline for the requested interval. - """ - - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # The interval of each candlestick - interval: CandlestickInterval - # The type of candlestick data to retrieve - type: CandlestickType - - -@dataclass -class Candlestick: - # Open time of kline bar in unix nanoseconds - open_time: str - # Close time of kline bar in unix nanosecond - close_time: str - # The open price, expressed in underlying currency resolution units - open: str - # The close price, expressed in underlying currency resolution units - close: str - # The high price, expressed in underlying currency resolution units - high: str - # The low price, expressed in underlying currency resolution units - low: str - # The underlying volume transacted, expressed in base asset decimal units - volume_b: str - # The quote volume transacted, expressed in quote asset decimal units - volume_q: str - # The number of trades transacted - trades: int - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - - -@dataclass -class WSCandlestickFeedDataV1: - # Stream name - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # A candlestick entry matching the request filters - feed: Candlestick - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSUnsubscribeAllParams: - pass - - -@dataclass -class StreamReference: - # The channel to subscribe to (eg: ticker.s / ticker.d) - stream: str - # The list of selectors for the stream - selectors: list[str] - - -@dataclass -class WSUnsubscribeAllResult: - # The list of stream references unsubscribed from - stream_reference: list[StreamReference] - - -@dataclass -class WSListStreamsParams: - pass - - -@dataclass -class WSListStreamsResult: - # The list of stream references the connection is connected to - stream_reference: list[StreamReference] - - -@dataclass -class ApiOrderbookLevelsRequest: - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # Depth of the order book to be retrieved (10, 50, 100, 500) - depth: int - - -@dataclass -class ApiOrderbookLevelsResponse: - # The orderbook levels objects matching the request asset - result: OrderbookLevels - - -@dataclass -class ApiMiniTickerRequest: - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - - -@dataclass -class ApiMiniTickerResponse: - # The mini ticker matching the request asset - result: MiniTicker - - -@dataclass -class ApiTickerRequest: - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - - -@dataclass -class ApiTickerResponse: - # The mini ticker matching the request asset - result: Ticker - - -@dataclass -class ApiTradeRequest: - """ - Retrieves up to 1000 of the most recent trades in any given instrument. Do not use this to poll for data -- a websocket subscription is much more performant, and useful. - This endpoint offers public trading data, use the Trading APIs instead to query for your personalized trade tape. - """ - - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # The limit to query for. Defaults to 500; Max 1000 - limit: int - - -@dataclass -class ApiTradeResponse: - # The public trades matching the request asset - result: list[Trade] - - -@dataclass -class ApiTradeHistoryRequest: - """ - Perform historical lookup of public trades in any given instrument. - This endpoint offers public trading data, use the Trading APIs instead to query for your personalized trade tape. - Only data from the last three months will be retained. - - Pagination works as follows:
    • We perform a reverse chronological lookup, starting from `end_time`. If `end_time` is not set, we start from the most recent data.
    • The lookup is limited to `limit` records. If more data is requested, the response will contain a `next` cursor for you to query the next page.
    • If a `cursor` is provided, it will be used to fetch results from that point onwards.
    • Pagination will continue until the `start_time` is reached. If `start_time` is not set, pagination will continue as far back as our data retention policy allows.
    - """ - - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # The start time to apply in nanoseconds. If nil, this defaults to all start times. Otherwise, only entries matching the filter will be returned - start_time: str | None = None - # The end time to apply in nanoseconds. If nil, this defaults to all end times. Otherwise, only entries matching the filter will be returned - end_time: str | None = None - # The limit to query for. Defaults to 500; Max 1000 - limit: int | None = None - # The cursor to indicate when to start the query from - cursor: str | None = None - - -@dataclass -class ApiTradeHistoryResponse: - # The public trades matching the request asset - result: list[Trade] - # The cursor to indicate when to start the next query from - next: str | None = None - - -@dataclass -class ApiGetInstrumentRequest: - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - - -@dataclass -class Instrument: - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # The asset ID used for instrument signing. - instrument_hash: str - # The base currency - base: str - # The quote currency - quote: str - # The kind of instrument - kind: Kind - # Venues that this instrument can be traded at - venues: list[Venue] - # The settlement period of the instrument - settlement_period: InstrumentSettlementPeriod - # The smallest denomination of the base asset supported by GRVT (+3 represents 0.001, -3 represents 1000, 0 represents 1) - base_decimals: int - # The smallest denomination of the quote asset supported by GRVT (+3 represents 0.001, -3 represents 1000, 0 represents 1) - quote_decimals: int - # The size of a single tick, expressed in price decimal units - tick_size: str - # The minimum contract size, expressed in base asset decimal units - min_size: str - # Creation time in unix nanoseconds - create_time: str - # The maximum position size, expressed in base asset decimal units - max_position_size: str - - -@dataclass -class ApiGetInstrumentResponse: - # The instrument matching the request asset - result: Instrument - - -@dataclass -class ApiGetFilteredInstrumentsRequest: - # The kind filter to apply. If nil, this defaults to all kinds. Otherwise, only entries matching the filter will be returned - kind: list[Kind] | None = None - # The base filter to apply. If nil, this defaults to all bases. Otherwise, only entries matching the filter will be returned - base: list[str] | None = None - # The quote filter to apply. If nil, this defaults to all quotes. Otherwise, only entries matching the filter will be returned - quote: list[str] | None = None - # Request for active instruments only - is_active: bool | None = None - # The limit to query for. Defaults to 500; Max 100000 - limit: int | None = None - - -@dataclass -class ApiGetFilteredInstrumentsResponse: - # The instruments matching the request filter - result: list[Instrument] - - -@dataclass -class ApiGetCurrencyRequest: - pass - - -@dataclass -class CurrencyDetail: - # The integer value of the currency - id: int - # The name of the currency - symbol: str - # The balance decimals of the currency - balance_decimals: int - # The quantity multiplier of the currency - quantity_multiplier: str - - -@dataclass -class ApiGetCurrencyResponse: - # The list of currencies - result: list[CurrencyDetail] - - -@dataclass -class ApiCandlestickRequest: - """ - Kline/Candlestick bars for an instrument. Klines are uniquely identified by their instrument, type, interval, and open time. - - Pagination works as follows:
    • We perform a reverse chronological lookup, starting from `end_time`. If `end_time` is not set, we start from the most recent data.
    • The lookup is limited to `limit` records. If more data is requested, the response will contain a `next` cursor for you to query the next page.
    • If a `cursor` is provided, it will be used to fetch results from that point onwards.
    • Pagination will continue until the `start_time` is reached. If `start_time` is not set, pagination will continue as far back as our data retention policy allows.
    - """ - - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # The interval of each candlestick - interval: CandlestickInterval - # The type of candlestick data to retrieve - type: CandlestickType - # Start time of kline data in unix nanoseconds - start_time: str | None = None - # End time of kline data in unix nanoseconds - end_time: str | None = None - # The limit to query for. Defaults to 500; Max 1000 - limit: int | None = None - # The cursor to indicate when to start the query from - cursor: str | None = None - - -@dataclass -class ApiCandlestickResponse: - # The candlestick result set for given interval - result: list[Candlestick] - # The cursor to indicate when to start the next query from - next: str | None = None - - -@dataclass -class ApiFundingRateRequest: - """ - Lookup the historical funding rate of a perpetual future. - - Pagination works as follows:
    • We perform a reverse chronological lookup, starting from `end_time`. If `end_time` is not set, we start from the most recent data.
    • The lookup is limited to `limit` records. If more data is requested, the response will contain a `next` cursor for you to query the next page.
    • If a `cursor` is provided, it will be used to fetch results from that point onwards.
    • Pagination will continue until the `start_time` is reached. If `start_time` is not set, pagination will continue as far back as our data retention policy allows.
    - """ - - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # Start time of funding rate in unix nanoseconds - start_time: str | None = None - # End time of funding rate in unix nanoseconds - end_time: str | None = None - # The limit to query for. Defaults to 500; Max 1000 - limit: int | None = None - # The cursor to indicate when to start the query from - cursor: str | None = None - - -@dataclass -class FundingRate: - # The readable instrument name:
    • Perpetual: `ETH_USDT_Perp`
    • Future: `BTC_USDT_Fut_20Oct23`
    • Call: `ETH_USDT_Call_20Oct23_2800`
    • Put: `ETH_USDT_Put_20Oct23_2800`
    - instrument: str - # The funding rate of the instrument, expressed in percentage points - funding_rate: str - # The funding timestamp of the funding rate, expressed in unix nanoseconds - funding_time: str - # The mark price of the instrument at funding timestamp, expressed in `9` decimals - mark_price: str - # The 8h average funding rate of the instrument, expressed in percentage points - funding_rate_8_h_avg: str - - -@dataclass -class ApiFundingRateResponse: - # The funding rate result set for given interval - result: list[FundingRate] - # The cursor to indicate when to start the next query from - next: str | None = None - - -@dataclass -class ApiGetAllInstrumentsRequest: - # Fetch only active instruments - is_active: bool | None = None - - -@dataclass -class ApiGetAllInstrumentsResponse: - # List of instruments - result: list[Instrument] - - -@dataclass -class ApiQueryVaultManagerInvestorHistoryRequest: - # The unique identifier of the vault to filter by - vault_id: str - # Whether to only return investments made by the manager - only_own_investments: bool - - -@dataclass -class ApiVaultInvestorHistory: - # Time at which the event was emitted in unix nanoseconds - event_time: str - # The off chain account id of the investor, only visible to the manager - off_chain_account_id: str - # The unique identifier of the vault. - vault_id: str - # The type of transaction that occurred. List of types: vaultInvest, vaultBurnLpToken, vaultRedeem - type: VaultInvestorAction - # The price of the vault LP tokens at the time of the event. - price: str - # The amount of Vault LP tokens invested or redeemed. - size: str - # The realized PnL of the vault. - realized_pnl: str - # The performance fee of the vault. - performance_fee: str - - -@dataclass -class ApiQueryVaultManagerInvestorHistoryResponse: - # The list of vault investor history belong to the manager - result: list[ApiVaultInvestorHistory] - - -@dataclass -class OrderLeg: - # The instrument to trade in this leg - instrument: str - # The total number of assets to trade in this leg, expressed in base asset decimal units. - size: str - # Specifies if the order leg is a buy or sell - is_buying_asset: bool - """ - The limit price of the order leg, expressed in `9` decimals. - This is the number of quote currency units to pay/receive for this leg. - This should be `null/0` if the order is a market order - """ - limit_price: str | None = None - - -@dataclass -class TPSLOrderMetadata: - """ - Contains metadata for Take Profit (TP) and Stop Loss (SL) trigger orders. - - ### Fields: - - **triggerBy**: Defines the price type that activates the order (e.g., index price). - - **triggerPrice**: The price at which the order is triggered, expressed in `9` decimal precision. - - - """ - - # Defines the price type that activates a Take Profit (TP) or Stop Loss (SL) order - trigger_by: TriggerBy - # The Trigger Price of the order, expressed in `9` decimals. - trigger_price: str - # If True, the order will close the position when the trigger price is reached - close_position: bool - - -@dataclass -class TriggerOrderMetadata: - """ - Contains metadata related to trigger orders, such as Take Profit (TP) or Stop Loss (SL). - - Trigger orders are used to automatically execute an order when a predefined price condition is met, allowing traders to implement risk management strategies. - - - """ - - # Type of the trigger order. eg: Take Profit, Stop Loss, etc - trigger_type: TriggerType - """ - Contains metadata for Take Profit (TP) and Stop Loss (SL) trigger orders. - - - """ - tpsl: TPSLOrderMetadata - - -@dataclass -class OrderMetadata: - """ - Metadata fields are used to support Backend only operations. These operations are not trustless by nature. - Hence, fields in here are never signed, and is never transmitted to the smart contract. - """ - - """ - A unique identifier for the active order within a subaccount, specified by the client - This is used to identify the order in the client's system - This field can be used for order amendment/cancellation, but has no bearing on the smart contract layer - This field will not be propagated to the smart contract, and should not be signed by the client - This value must be unique for all active orders in a subaccount, or amendment/cancellation will not work as expected - Gravity UI will generate a random clientOrderID for each order in the range [0, 2^63 - 1] - To prevent any conflicts, client machines should generate a random clientOrderID in the range [2^63, 2^64 - 1] - - When GRVT Backend receives an order with an overlapping clientOrderID, we will reject the order with rejectReason set to overlappingClientOrderId - """ - client_order_id: str - # [Filled by GRVT Backend] Time at which the order was received by GRVT in unix nanoseconds - create_time: str | None = None - # Trigger fields are used to support any type of trigger order such as TP/SL - trigger: TriggerOrderMetadata | None = None - # Specifies the broker who brokered the order - broker: BrokerTag | None = None - - -@dataclass -class OrderState: - # The status of the order - status: OrderStatus - # The reason for rejection or cancellation - reject_reason: OrderRejectReason - # The number of assets available for orderbook/RFQ matching. Sorted in same order as Order.Legs - book_size: list[str] - # The total number of assets traded. Sorted in same order as Order.Legs - traded_size: list[str] - # Time at which the order was updated by GRVT, expressed in unix nanoseconds - update_time: str - # The average fill price of the order. Sorted in same order as Order.Legs - avg_fill_price: list[str] - - -@dataclass -class Order: - """ - Order is a typed payload used throughout the GRVT platform to express all orderbook, RFQ, and liquidation orders. - GRVT orders are capable of expressing both single-legged, and multi-legged orders by default. - This increases the learning curve slightly but reduces overall integration load, since the order payload is used across all GRVT trading venues. - Given GRVT's trustless settlement model, the Order payload also carries the signature, required to trade the order on our ZKSync Hyperchain. - - All fields in the Order payload (except `id`, `metadata`, and `state`) are trustlessly enforced on our Hyperchain. - This minimizes the amount of trust users have to offer to GRVT - """ - - # The subaccount initiating the order - sub_account_id: str - """ - Four supported types of orders: GTT, IOC, AON, FOK:
      -
    • PARTIAL EXECUTION = GTT / IOC - allows partial size execution on each leg
      • -
    • FULL EXECUTION = AON / FOK - only allows full size execution on all legs
      • -
    • TAKER ONLY = IOC / FOK - only allows taker orders
      • -
    • MAKER OR TAKER = GTT / AON - allows maker or taker orders
      • -
    Exchange only supports (GTT, IOC, FOK) - RFQ Maker only supports (GTT, AON), RFQ Taker only supports (FOK) - """ - time_in_force: TimeInForce - """ - The legs present in this order - The legs must be sorted by Asset.Instrument/Underlying/Quote/Expiration/StrikePrice - """ - legs: list[OrderLeg] - # The signature approving this order - signature: Signature - # Order Metadata, ignored by the smart contract, and unsigned by the client - metadata: OrderMetadata - # [Filled by GRVT Backend] A unique 128-bit identifier for the order, deterministically generated within the GRVT backend - order_id: str | None = None - """ - If the order is a market order - Market Orders do not have a limit price, and are always executed according to the maker order price. - Market Orders must always be taker orders - """ - is_market: bool | None = None - """ - If True, Order must be a maker order. It has to fill the orderbook instead of match it. - If False, Order can be either a maker or taker order. In this case, order creation is currently subject to a speedbump of 25ms to ensure orders are matched against updated orderbook quotes. - - | | Must Fill All | Can Fill Partial | - | - | - | - | - | Must Be Taker | FOK + False | IOC + False | - | Can Be Either | AON + False | GTC + False | - | Must Be Maker | AON + True | GTC + True | - - """ - post_only: bool | None = None - # If True, Order must reduce the position size, or be cancelled - reduce_only: bool | None = None - # [Filled by GRVT Backend] The current state of the order, ignored by the smart contract, and unsigned by the client - state: OrderState | None = None - - -@dataclass -class ApiCreateOrderRequest: - # The order to create - order: Order - - -@dataclass -class ApiCreateOrderResponse: - # The created order - result: Order - - -@dataclass -class ApiCancelOrderRequest: - # The subaccount ID cancelling the order - sub_account_id: str - # Cancel the order with this `order_id` - order_id: str | None = None - # Cancel the order with this `client_order_id` - client_order_id: str | None = None - """ - Specifies the time-to-live (in milliseconds) for this cancellation. - During this period, any order creation with a matching `client_order_id` will be cancelled and not be added to the GRVT matching engine. - This mechanism helps mitigate time-of-flight issues where cancellations might arrive before the corresponding orders. - Hence, cancellation by `order_id` ignores this field as the exchange can only assign `order_id`s to already-processed order creations. - The duration cannot be negative, is rounded down to the nearest 100ms (e.g., `'670'` -> `'600'`, `'30'` -> `'0'`) and capped at 5 seconds (i.e., `'5000'`). - Value of `'0'` or omission results in the default time-to-live value being applied. - If the caller requests multiple successive cancellations for a given order, such that the time-to-live windows overlap, only the first request will be considered. - - """ - time_to_live_ms: str | None = None - - -@dataclass -class ApiCancelAllOrdersRequest: - # The subaccount ID cancelling all orders - sub_account_id: str - # The kind filter to apply. If nil, this defaults to all kinds. Otherwise, only entries matching the filter will be cancelled - kind: list[Kind] | None = None - # The base filter to apply. If nil, this defaults to all bases. Otherwise, only entries matching the filter will be cancelled - base: list[str] | None = None - # The quote filter to apply. If nil, this defaults to all quotes. Otherwise, only entries matching the filter will be cancelled - quote: list[str] | None = None - - -@dataclass -class ApiOpenOrdersRequest: - # The subaccount ID to filter by - sub_account_id: str - # The kind filter to apply. If nil, this defaults to all kinds. Otherwise, only entries matching the filter will be returned - kind: list[Kind] | None = None - # The base filter to apply. If nil, this defaults to all bases. Otherwise, only entries matching the filter will be returned - base: list[str] | None = None - # The quote filter to apply. If nil, this defaults to all quotes. Otherwise, only entries matching the filter will be returned - quote: list[str] | None = None - - -@dataclass -class ApiOpenOrdersResponse: - # The Open Orders matching the request filter - result: list[Order] - - -@dataclass -class ApiOrderHistoryRequest: - """ - Retrieves the order history for the account. - - Pagination works as follows:
    • We perform a reverse chronological lookup, starting from `end_time`. If `end_time` is not set, we start from the most recent data.
    • The lookup is limited to `limit` records. If more data is requested, the response will contain a `next` cursor for you to query the next page.
    • If a `cursor` is provided, it will be used to fetch results from that point onwards.
    • Pagination will continue until the `start_time` is reached. If `start_time` is not set, pagination will continue as far back as our data retention policy allows.
    - """ - - # The subaccount ID to filter by - sub_account_id: str - # The kind filter to apply. If nil, this defaults to all kinds. Otherwise, only entries matching the filter will be returned - kind: list[Kind] | None = None - # The base filter to apply. If nil, this defaults to all bases. Otherwise, only entries matching the filter will be returned - base: list[str] | None = None - # The quote filter to apply. If nil, this defaults to all quotes. Otherwise, only entries matching the filter will be returned - quote: list[str] | None = None - # The start time to apply in nanoseconds. If nil, this defaults to all start times. Otherwise, only entries matching the filter will be returned - start_time: str | None = None - # The end time to apply in nanoseconds. If nil, this defaults to all end times. Otherwise, only entries matching the filter will be returned - end_time: str | None = None - # The limit to query for. Defaults to 500; Max 1000 - limit: int | None = None - # The cursor to indicate when to start the query from - cursor: str | None = None - - -@dataclass -class ApiOrderHistoryResponse: - # The Open Orders matching the request filter - result: list[Order] - # The cursor to indicate when to start the query from - next: str - - -@dataclass -class EmptyRequest: - pass - - -@dataclass -class Ack: - # Gravity has acknowledged that the request has been successfully received and it will process it in the backend - ack: bool - - -@dataclass -class AckResponse: - # The Ack Object - result: Ack - - -@dataclass -class ApiGetOrderRequest: - # The subaccount ID to filter by - sub_account_id: str - # Filter for `order_id` - order_id: str | None = None - # Filter for `client_order_id` - client_order_id: str | None = None - - -@dataclass -class ApiGetOrderResponse: - # The order object for the requested filter - result: Order - - -@dataclass -class ApiCancelOnDisconnectRequest: - """ - Auto-Cancel All Open Orders when the countdown time hits zero. - - Market Maker inputs a countdown time parameter in milliseconds (e.g. 120000 for 120s) rounded down to the smallest second follows the following logic: - - Market Maker initially entered a value between 0 -> 1000, which is rounded to 0: will result in termination of their COD - - Market Maker initially entered a value between 1001 -> 300_000, which is rounded to the nearest second: will result in refresh of their COD - - Market Maker initially entered a value bigger than 300_000, which will result in error (upper bound) - Market Maker will send a heartbeat message by calling the endpoint at specific intervals (ex. every 30 seconds) to the server to refresh the count down. - - If the server does not receive a heartbeat message within the countdown time, it will cancel all open orders for the specified Sub Account ID. - """ - - # The subaccount ID cancelling the orders for - sub_account_id: str - """ - Countdown time in milliseconds (ex. 120000 for 120s). - - 0 to disable the timer. - - Does not accept negative values. - - Minimum acceptable value is 1,000. - - Maximum acceptable value is 300,000 - """ - countdown_time: str | None = None - - -@dataclass -class WSOrderFeedSelectorV1: - """ - Subscribes to a feed of order updates pertaining to orders made by your account. - Each Order can be uniquely identified by its `order_id` or `client_order_id`. - To subscribe to all orders, specify an empty `instrument` (eg. `2345123`). - Otherwise, specify the `instrument` to only receive orders for that instrument (eg. `2345123-BTC_USDT_Perp`). - """ - - # The subaccount ID to filter by - sub_account_id: str - # The instrument filter to apply. - instrument: str | None = None - - -@dataclass -class WSOrderFeedDataV1: - # Stream name - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # The order object being created or updated - feed: Order - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSOrderStateFeedSelectorV1: - """ - Subscribes to a feed of order updates pertaining to orders made by your account. - Unlike the Order Stream, this only streams state updates, drastically improving throughput, and latency. - Each Order can be uniquely identified by its `order_id` or `client_order_id`. - To subscribe to all orders, specify an empty `instrument` (eg. `2345123`). - Otherwise, specify the `instrument` to only receive orders for that instrument (eg. `2345123-BTC_USDT_Perp`). - """ - - # The subaccount ID to filter by - sub_account_id: str - # The instrument filter to apply. - instrument: str | None = None - - -@dataclass -class OrderStateFeed: - # A unique 128-bit identifier for the order, deterministically generated within the GRVT backend - order_id: str - # A unique identifier for the active order within a subaccount, specified by the client - client_order_id: str - # The order state object being created or updated - order_state: OrderState - - -@dataclass -class WSOrderStateFeedDataV1: - # Stream name - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # The Order State Feed - feed: OrderStateFeed - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSPositionsFeedSelectorV1: - """ - Subscribes to a feed of position updates. - Updates get published when a trade is executed, and when leverage configurations are changed for instruments with ongoing positions. - To subscribe to all positions, specify an empty `instrument` (eg. `2345123`). - Otherwise, specify the `instrument` to only receive positions for that instrument (eg. `2345123-BTC_USDT_Perp`). - """ - - # The subaccount ID to filter by - sub_account_id: str - # The instrument filter to apply. - instrument: str | None = None - - -@dataclass -class WSPositionsFeedDataV1: - # Stream name - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # A Position being created or updated matching the request filter - feed: Positions - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSFillFeedSelectorV1: - """ - Subscribes to a feed of private trade updates. This happens when a trade is executed. - To subscribe to all private trades, specify an empty `instrument` (eg. `2345123`). - Otherwise, specify the `instrument` to only receive private trades for that instrument (eg. `2345123-BTC_USDT_Perp`). - """ - - # The sub account ID to request for - sub_account_id: str - # The instrument filter to apply. - instrument: str | None = None - - -@dataclass -class WSFillFeedDataV1: - # The websocket channel to which the response is sent - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # A private trade matching the request filter - feed: Fill - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSTransferFeedSelectorV1: - """ - Subscribes to a feed of transfers. This will execute when there is any transfer to or from the selected account. - To subscribe to a main account, specify the account ID (eg. `0x9fe3758b67ce7a2875ee4b452f01a5282d84ed8a`). - To subscribe to a sub account, specify the main account and the sub account dash separated (eg. `0x9fe3758b67ce7a2875ee4b452f01a5282d84ed8a-1920109784202388`). - """ - - # The main account ID to request for - main_account_id: str - # The sub account ID to request for - sub_account_id: str | None = None - - -@dataclass -class TransferHistory: - # The transaction ID of the transfer - tx_id: str - # The account to transfer from - from_account_id: str - # The subaccount to transfer from (0 if transferring from main account) - from_sub_account_id: str - # The account to deposit into - to_account_id: str - # The subaccount to transfer to (0 if transferring to main account) - to_sub_account_id: str - # The token currency to transfer - currency: str - # The number of tokens to transfer - num_tokens: str - # The signature of the transfer - signature: Signature - # The timestamp of the transfer in unix nanoseconds - event_time: str - # The type of transfer - transfer_type: TransferType - # The metadata of the transfer - transfer_metadata: str - - -@dataclass -class WSTransferFeedDataV1: - # The websocket channel to which the response is sent - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # The transfer history matching the requested filters - feed: TransferHistory - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSDepositFeedSelectorV1: - """ - Subscribes to a feed of deposits. This will execute when there is any deposit to selected account. - To subscribe to a main account, specify the account ID (eg. `0x9fe3758b67ce7a2875ee4b452f01a5282d84ed8a`). - """ - - # The main account ID to request for - main_account_id: str - - -@dataclass -class Deposit: - # The hash of the bridgemint event producing the deposit - tx_hash: str - # The account to deposit into - to_account_id: str - # The token currency to deposit - currency: str - # The number of tokens to deposit - num_tokens: str - - -@dataclass -class WSDepositFeedDataV1: - # The websocket channel to which the response is sent - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # The Deposit object - feed: Deposit - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSWithdrawalFeedSelectorV1: - """ - Subscribes to a feed of withdrawals. This will execute when there is any withdrawal from the selected account. - To subscribe to a main account, specify the account ID (eg. `0x9fe3758b67ce7a2875ee4b452f01a5282d84ed8a`). - """ - - # The main account ID to request for - main_account_id: str - - -@dataclass -class Withdrawal: - # The subaccount to withdraw from - from_account_id: str - # The ethereum address to withdraw to - to_eth_address: str - # The token currency to withdraw - currency: str - # The number of tokens to withdraw - num_tokens: str - # The signature of the withdrawal - signature: Signature - - -@dataclass -class WSWithdrawalFeedDataV1: - # The websocket channel to which the response is sent - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # The Withdrawal object - feed: Withdrawal - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class CancelStatusFeed: - # The subaccount ID that requested the cancellation - sub_account_id: str - # A unique identifier for the active order within a subaccount, specified by the client - client_order_id: str - # A unique 128-bit identifier for the order, deterministically generated within the GRVT backend - order_id: str - # The user-provided reason for cancelling the order - reason: OrderRejectReason - # Status of the cancellation attempt - cancel_status: CancelStatus - # [Filled by GRVT Backend] Time at which the cancellation status was updated by GRVT in unix nanoseconds - update_time: str | None = None - - -@dataclass -class WSCancelFeedDataV1: - # Stream name - stream: str - # Primary selector - selector: str - """ - A sequence number used to determine message order within a stream. - - If `useGlobalSequenceNumber` is **false**, this returns the gateway sequence number, which increments by one locally within each stream and resets on gateway restarts. - - If `useGlobalSequenceNumber` is **true**, this returns the global sequence number, which uniquely identifies messages across the cluster. - - A single cluster payload can be multiplexed into multiple stream payloads. - - To distinguish each stream payload, a `dedupCounter` is included. - - The returned sequence number is computed as: `cluster_sequence_number * 10^5 + dedupCounter`. - """ - sequence_number: str - # Data relating to the status of the cancellation attempt - feed: CancelStatusFeed - # The previous sequence number that determines the message order - prev_sequence_number: str - - -@dataclass -class WSCancelFeedSelectorV1: - """ - Subscribes to a feed of time-to-live expiry events for order cancellations requested by a given subaccount. - **This stream presently only provides expiry updates for cancel-order requests set with a valid TTL value**. - Successful order cancellations will reflect as updates published to the [order-state stream](https://api-docs.grvt.io/trading_streams/#order-state). - _A future release will expand the functionality of this stream to provide more general status updates on order cancellation requests._ - Each Order can be uniquely identified by its `client_order_id`. - - """ - - # The subaccount ID to filter by - sub_account_id: str - - -@dataclass -class ApiWithdrawalRequest: - """ - Leverage this API to initialize a withdrawal from GRVT's Hyperchain onto Ethereum. - Do take note that the bridging process does take time. The GRVT UI will help you keep track of bridging progress, and notify you once its complete. - - If not withdrawing the entirety of your balance, there is a minimum withdrawal amount. Currently that amount is ~25 USDT. - Withdrawal fees also apply to cover the cost of the Ethereum transaction. - Note that your funds will always remain in self-custory throughout the withdrawal process. At no stage does GRVT gain control over your funds. - """ - - # The main account to withdraw from - from_account_id: str - # The Ethereum wallet to withdraw into - to_eth_address: str - # The token currency to withdraw - currency: str - # The number of tokens to withdraw, quoted in tokenCurrency decimal units - num_tokens: str - # The signature of the withdrawal - signature: Signature - - -@dataclass -class ApiTransferRequest: - """ - This API allows you to transfer funds in multiple different ways
      -
    • Between SubAccounts within your Main Account
      • -
    • Between your MainAccount and your SubAccounts
      • -
    • To other MainAccounts that you have previously allowlisted
      • -
    Fast Withdrawal Funding Address - For fast withdrawals, funds must be sent to the designated funding account address. Please ensure you use the correct address based on the environment: - Production Environment Address: - [To be updated, not ready yet] - This address should be specified as the to_account_id in your API requests for transferring funds using the transfer API. Ensure accurate input to avoid loss of funds or use the UI. - - """ - - # The main account to transfer from - from_account_id: str - # The subaccount to transfer from (0 if transferring from main account) - from_sub_account_id: str - # The main account to deposit into - to_account_id: str - # The subaccount to transfer to (0 if transferring to main account) - to_sub_account_id: str - # The token currency to transfer - currency: str - # The number of tokens to transfer, quoted in tokenCurrency decimal units - num_tokens: str - # The signature of the transfer - signature: Signature - # The type of transfer - transfer_type: TransferType - # The metadata of the transfer - transfer_metadata: str - - -@dataclass -class ApiTransferAck: - # Gravity has acknowledged that the transfer has been successfully processed. If true, a `tx_id` will be returned. If false, an error will be returned. - ack: bool - # The transaction ID of the transfer. This is only returned if the transfer is successful. - tx_id: str - - -@dataclass -class ApiTransferResponse: - # The Transfer response object - result: ApiTransferAck - - -@dataclass -class ApiDepositHistoryRequest: - """ - The request to get the historical deposits of an account - The history is returned in reverse chronological order - - Pagination works as follows:
    • We perform a reverse chronological lookup, starting from `end_time`. If `end_time` is not set, we start from the most recent data.
    • The lookup is limited to `limit` records. If more data is requested, the response will contain a `next` cursor for you to query the next page.
    • If a `cursor` is provided, it will be used to fetch results from that point onwards.
    • Pagination will continue until the `start_time` is reached. If `start_time` is not set, pagination will continue as far back as our data retention policy allows.
    - """ - - # The token currency to query for, if nil or empty, return all deposits. Otherwise, only entries matching the filter will be returned - currency: list[str] - # The start time to query for in unix nanoseconds - start_time: str | None = None - # The end time to query for in unix nanoseconds - end_time: str | None = None - # The limit to query for. Defaults to 500; Max 1000 - limit: int | None = None - # The cursor to indicate when to start the next query from - cursor: str | None = None - # Main account ID being queried. By default, applies the requestor's main account ID. - main_account_id: str | None = None - - -@dataclass -class DepositHistory: - # The L1 txHash of the deposit - l_1_hash: str - # The L2 txHash of the deposit - l_2_hash: str - # The account to deposit into - to_account_id: str - # The token currency to deposit - currency: str - # The number of tokens to deposit - num_tokens: str - # The timestamp when the deposit was initiated on L1 in unix nanoseconds - initiated_time: str - # The timestamp when the deposit was confirmed on L2 in unix nanoseconds - confirmed_time: str - # The address of the sender - from_address: str - - -@dataclass -class ApiDepositHistoryResponse: - # The deposit history matching the request account - result: list[DepositHistory] - # The cursor to indicate when to start the next query from - next: str | None = None - - -@dataclass -class ApiTransferHistoryRequest: - """ - The request to get the historical transfers of an account - The history is returned in reverse chronological order - - Pagination works as follows:
    • We perform a reverse chronological lookup, starting from `end_time`. If `end_time` is not set, we start from the most recent data.
    • The lookup is limited to `limit` records. If more data is requested, the response will contain a `next` cursor for you to query the next page.
    • If a `cursor` is provided, it will be used to fetch results from that point onwards.
    • Pagination will continue until the `start_time` is reached. If `start_time` is not set, pagination will continue as far back as our data retention policy allows.
    - """ - - # The token currency to query for, if nil or empty, return all transfers. Otherwise, only entries matching the filter will be returned - currency: list[str] - # The start time to query for in unix nanoseconds - start_time: str | None = None - # The end time to query for in unix nanoseconds - end_time: str | None = None - # The limit to query for. Defaults to 500; Max 1000 - limit: int | None = None - # The cursor to indicate when to start the next query from - cursor: str | None = None - # The transaction ID to query for - tx_id: str | None = None - # Main account ID being queried. By default, applies the requestor's main account ID. - main_account_id: str | None = None - - -@dataclass -class ApiTransferHistoryResponse: - # The transfer history matching the request account - result: list[TransferHistory] - # The cursor to indicate when to start the next query from - next: str | None = None - - -@dataclass -class ApiWithdrawalHistoryRequest: - """ - The request to get the historical withdrawals of an account - The history is returned in reverse chronological order - - Pagination works as follows:
    • We perform a reverse chronological lookup, starting from `end_time`. If `end_time` is not set, we start from the most recent data.
    • The lookup is limited to `limit` records. If more data is requested, the response will contain a `next` cursor for you to query the next page.
    • If a `cursor` is provided, it will be used to fetch results from that point onwards.
    • Pagination will continue until the `start_time` is reached. If `start_time` is not set, pagination will continue as far back as our data retention policy allows.
    - """ - - # The token currency to query for, if nil or empty, return all withdrawals. Otherwise, only entries matching the filter will be returned - currency: list[str] - # The start time to query for in unix nanoseconds - start_time: str | None = None - # The end time to query for in unix nanoseconds - end_time: str | None = None - # The limit to query for. Defaults to 500; Max 1000 - limit: int | None = None - # The cursor to indicate when to start the next query from - cursor: str | None = None - # Main account ID being queried. By default, applies the requestor's main account ID. - main_account_id: str | None = None - - -@dataclass -class WithdrawalHistory: - # The transaction ID of the withdrawal - tx_id: str - # The subaccount to withdraw from - from_account_id: str - # The ethereum address to withdraw to - to_eth_address: str - # The token currency to withdraw - currency: str - # The number of tokens to withdraw - num_tokens: str - # The signature of the withdrawal - signature: Signature - # The timestamp of the withdrawal in unix nanoseconds - event_time: str - - -@dataclass -class ApiWithdrawalHistoryResponse: - # The withdrawals history matching the request account - result: list[WithdrawalHistory] - # The cursor to indicate when to start the next query from - next: str | None = None - - -@dataclass -class ApiVaultInvestRequest: - """ - Request payload for investing in a vault. - - This API allows a client to invest a specified amount of tokens in a particular vault. - """ - - # The address of the main account initiating the investment. - main_account_id: str - # The unique identifier of the vault to invest in. - vault_id: str - # The currency used for the investment. This should be the vault's quote currency. - currency: str - # The investment sum, in terms of the token currency specified (i.e., `numTokens` of '1000' with `tokenCurrency` of 'USDT' denotes investment of 1,000 USDT). - num_tokens: str - """ - The digital signature from the investing account. - This signature must be generated by the main account ID and is used to verify the authenticity of the request. - The signature must comply with AccountPermExternalTransfer permission. - """ - signature: Signature - - -@dataclass -class ApiVaultRedeemRequest: - """ - Request payload for redeeming from a vault. - - This API allows a client to redeem a specified amount of tokens from a particular vault. - """ - - # The address of the main account initiating the redemption. - main_account_id: str - # The unique identifier of the vault to redeem from. - vault_id: str - # The currency used for the redemption. This should be the vault's quote currency. - currency: str - # The number of shares to redeem. - num_tokens: str - """ - The digital signature from the investing account. - This signature must be generated by the main account ID and is used to verify the authenticity of the request. - The signature must comply with AccountPermExternalTransfer permission. - """ - signature: Signature - - -@dataclass -class ApiVaultRedeemCancelRequest: - """ - Request payload for canceling a vault redemption. - - This API allows a client to cancel a previously initiated redemption from a vault. - """ - - # The address of the main account initiating the cancellation. - main_account_id: str - # The unique identifier of the vault to cancel the redemption from. - vault_id: str - - -@dataclass -class ApiVaultViewRedemptionQueueRequest: - """ - Request payload for a vault manager to view the redemption queue for their vault. - - Fetches the redemption queue for a vault, ordered by descending priority. - - Urgent redemption requests, defined as having been pending >90% of the manager-defined maximum redemption period, have top priority (following insertion order). - - Non-urgent redemption requests are otherwise prioritized by insertion order, unless they are >5x the size of the smallest redemption request. - - E.g., If FIFO ordering (all non-urgent) is 1k -> 50k -> 100k -> 20k -> 10k -> 25k, then priority ordering is 1k -> 10k -> 50k -> 20k -> 100k -> 25k. - - Only displays redemption requests that are eligible for automated redemption, i.e., have been pending for the manager-defined minimum redemption period. - """ - - # The address of the vault manager making the request. - main_account_id: str - # The unique identifier of the vault to fetch the redemption queue for. - vault_id: str - - -@dataclass -class VaultRedemptionRequest: - # [Filled by GRVT Backend] Time at which the redemption request was received by GRVT in unix nanoseconds - request_time: str - # The number of shares to redeem - num_lp_tokens: str - # [Filled by GRVT Backend] Time in unix nanoseconds, beyond which the request will be force-redeemed. - max_redemption_period_timestamp: str - # Age category of this redemption request. - age_category: VaultRedemptionReqAgeCategory - # `true` if this request belongs to the vault manager, omitted otherwise. - is_manager: bool | None = None - - -@dataclass -class ApiVaultViewRedemptionQueueResponse: - """ - Response payload for a vault manager to view the redemption queue for their vault, ordered by descending priority. - - Excludes requests that have not yet aged past the minmimum redemption period. - - Also includes counters for total redemption sizes pending as well as urgent (refer to API integration guide for more detail on redemption request classifications). - - - """ - - # Outstanding vault redemption requests, ordered by descending priority. Excludes requests that have not yet aged past the minmimum redemption period. - redemption_queue: list[VaultRedemptionRequest] - # Number of shares eligible for automated redemption (held in queue for at least the minimum redemption period). - pending_redemption_token_count: str - # Number of shares nearing the maximum redemption period (>= 90% of maximum redemption period). - urgent_redemption_token_count: str - # Amount available for automated redemption request servicing (in USD). - auto_redeemable_balance: str - # Current share price (in USD). - share_price: str - - -@dataclass -class ApiVaultInvestorSummaryRequest: - """ - Request payload for fetching the summary of a vault investor. - - This API allows a client to retrieve the summary of investments in a specific vault. - """ - - # The address of the main account initiating the request. - main_account_id: str - # The unique identifier of the vault to fetch the summary for. - vault_id: str - - -@dataclass -class VaultRedemption: - """ - Vault redemption information. - - This struct contains information about a pending redemption from a vault. - """ - - # The number of LP Tokens requested for redemption. - num_lp_tokens: str - # The valuation (in USD) of the redemption request. - request_valuation: str - # [Filled by GRVT Backend] Time at which the redemption request was received by GRVT in unix nanoseconds - request_time: str - # [Filled by GRVT Backend] Time in unix nanoseconds, beyond which the request will be force-redeemed. - max_redemption_period_timestamp: str - - -@dataclass -class VaultInvestorSummary: - """ - Vault investor summary information. - - This struct contains the summary of investments in a vault. - """ - - # The unique identifier of the vault sub account. - sub_account_id: str - # The number of Vault LP tokens held by the investor. - num_lp_tokens: str - # The average entry price (in USD) of the vault LP tokens. - avg_entry_price: str - # The current price (in USD) of the vault LP tokens. - current_price: str - # The current valuation (in USD) of all held vault LP tokens. - total_equity: str - # The all-time realized PnL (in USD) that the investor has received from the vault. - all_time_realized_pnl: str - # The singleton pending redemption (omitted if none). - pending_redemption: VaultRedemption | None = None - - -@dataclass -class ApiVaultInvestorSummaryResponse: - """ - Response payload for the summary of a vault investor. - - This API provides the summary of investments in a specific vault. - """ - - # The summary of investments in the vault. - vault_investor_summary: list[VaultInvestorSummary] - - -@dataclass -class ApiVaultBurnTokensRequest: - """ - Request payload for burning tokens in a vault. - - This API allows a client to burn a specified amount of tokens in a particular vault. - """ - - # The address of the main account initiating the burn. - main_account_id: str - # The unique identifier of the vault to burn tokens from. - vault_id: str - # The currency used for the burn. This should be the vault's quote currency. - currency: str - # The number of tokens to burn. - num_tokens: str - """ - The digital signature from the investing account. - This signature must be generated by the main account ID and is used to verify the authenticity of the request. - The signature must comply with AccountPermExternalTransfer permission. - """ - signature: Signature diff --git a/docs/grvt/grvt-pysdk-main/tests/__init__.py b/docs/grvt/grvt-pysdk-main/tests/__init__.py deleted file mode 100644 index e69de29..0000000 diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/__init__.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/__init__.py deleted file mode 100644 index e69de29..0000000 diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt.py deleted file mode 100644 index 174b809..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt.py +++ /dev/null @@ -1,316 +0,0 @@ - -import os -import time -import traceback -from datetime import datetime -from decimal import Decimal - -from pysdk.grvt_ccxt import GrvtCcxt -from pysdk.grvt_ccxt_env import GrvtEnv -from pysdk.grvt_ccxt_logging_selector import logger -from pysdk.grvt_ccxt_test_utils import validate_return_values -from pysdk.grvt_ccxt_types import DURATION_SECOND_IN_NSEC, GrvtOrderSide -from pysdk.grvt_ccxt_utils import rand_uint32 - - -def get_open_orders(api: GrvtCcxt) -> list[dict]: - open_orders: list[dict] = api.fetch_open_orders( - symbol="BTC_USDT_Perp", - params={"kind": "PERPETUAL"}, - ) - logger.info(f"open_orders: {open_orders=}") - return open_orders - - -def fetch_order_history(api: GrvtCcxt) -> dict: - order_history: dict = api.fetch_order_history( - params={"kind": "PERPETUAL", "limit": 3}, - ) - logger.info(f"order_history: {order_history=}") - return order_history - -def fetch_funding_history(api: GrvtCcxt) -> dict: - start_date: datetime = datetime.strptime("2025-05-01T00:00:00Z", "%Y-%m-%dT%H:%M:%SZ") - funding_history: dict = api.fetch_funding_rate_history( - symbol="BTC_USDT_Perp", - since=int(start_date.timestamp() * DURATION_SECOND_IN_NSEC), # Convert to nanoseconds - limit=500, - ) - results: list = funding_history.get("result", []) - if results: - logger.info(f"funding_history: START={results[0]}") - logger.info(f"funding_history: END={results[-1]}") - else: - logger.info(f"funding_history: No results found in {funding_history=}") - return funding_history - - -def cancel_orders(api: GrvtCcxt, open_orders: list) -> int: - FN = "cancel_orders" - order_count = 0 - for order_dict in open_orders: - client_order_id = order_dict["metadata"].get("client_order_id") - if client_order_id: - # Cancel - logger.info(f"{FN} cancel order by id:{order_dict['order_id']}") - success = api.cancel_order( - id=order_dict["order_id"], params={"time_to_live_ms": "1000"} - ) - order_count += int(success) - else: - logger.warning(f"{FN} client_order_id not found in {order_dict=}") - return order_count - -def show_derisk_mm_ratios(api: GrvtCcxt, keyword: str) -> None: - """Show the current derisking market making ratios.""" - FN = "show_derisk_mm_ratios" - acc_summary = api.get_account_summary(type="sub-account") - maintenance_margin = acc_summary.get("maintenance_margin") - derisk_margin = acc_summary.get("derisk_margin") - derisk_ratio = acc_summary.get("derisk_to_maintenance_margin_ratio") - logger.info(f"{FN} {keyword} {maintenance_margin=}") - logger.info(f"{FN} {keyword} {derisk_margin=}") - logger.info(f"{FN} {keyword} {derisk_ratio=}") - logger.info(f"sub-account summary:\n{acc_summary}") - -def set_derisk_mm_ratio(api: GrvtCcxt, ratio: str = "1.4") -> None: - """Set the derisking market making ratio.""" - FN = f"set_derisk_mm_ratio {ratio=}" - logger.info(f"{FN} START") - show_derisk_mm_ratios(api, "BEFORE") - api.set_derisk_mm_ratio(ratio) - show_derisk_mm_ratios(api, "AFTER") - - -def cancel_all_orders(api: GrvtCcxt) -> bool: - FN = "cancel_all_orders" - logger.info(f"{FN} START") - cancel_response = api.cancel_all_orders() - logger.info(f"{FN} {cancel_response=}") - return cancel_response - - -def print_instruments(api: GrvtCcxt): - logger.info("print_instruments: START") - if not api.markets: - return - for market in list(api.markets.values())[:3]: - logger.info(f"{market=}") - instrument = market["instrument"] - logger.info(f"fetch_market: {instrument=}, {api.fetch_market(instrument)}") - logger.info(f"fetch_mini_ticker: {instrument=}, {api.fetch_mini_ticker(instrument)}") - logger.info(f"fetch_ticker: {instrument=}, {api.fetch_ticker(instrument)}") - logger.info(f"fetch_order_book {instrument=}, {api.fetch_order_book(instrument, limit=10)}") - logger.info( - f"fetch_recent_trades {instrument=}, {api.fetch_recent_trades(instrument, limit=5)}" - ) - logger.info(f"fetch_trades {instrument=}, {api.fetch_trades(instrument, limit=5)}") - logger.info( - f"fetch_funding_rate_history {instrument=}, " - f"{api.fetch_funding_rate_history(instrument, limit=5)}" - ) - for type in ["TRADE", "MARK", "INDEX", "MID"]: - ohlc = api.fetch_ohlcv( - instrument, timeframe="5m", limit=5, params={"candle_type": type} - ) - logger.info(f"fetch_ohlcv {type} {instrument=}, {ohlc}") - - -def send_order(api: GrvtCcxt, side: GrvtOrderSide, client_order_id: int) -> dict: - price = 94_000 if side == "buy" else 95_000 - send_order_response: dict = api.create_order( - symbol="BTC_USDT_Perp", - order_type="limit", - side=side, - amount=0.01, - price=price, - params={"client_order_id": client_order_id}, - ) - logger.info(f"send order: {send_order_response=} {client_order_id=}") - return send_order_response - - -def send_mkt_order( - api: GrvtCcxt, symbol: str, side: GrvtOrderSide, amount: Decimal, client_order_id: int -) -> dict: - send_order_response: dict = api.create_order( - symbol=symbol, - order_type="market", - side=side, - amount=amount, - params={"client_order_id": client_order_id}, - ) - logger.info(f"send mkt order: {send_order_response=} {client_order_id=}") - return send_order_response - - -# Test scenarios, called by the __main__ test routine -def send_fetch_order(api: GrvtCcxt): - client_order_id = rand_uint32() - _ = send_order(api, side="buy", client_order_id=client_order_id) - time.sleep(0.1) - order_status = api.fetch_order( - id=None, - params={"client_order_id": client_order_id}, - ) - logger.info(f"result of fetch_order: {order_status=}") - - -def check_cancel_check_orders(api: GrvtCcxt): - logger.info("check_cancel_check_orders: START") - open_orders = get_open_orders(api) - if open_orders: - cancel_orders(api, open_orders) - get_open_orders(api) - - -def fetch_my_trades(api: GrvtCcxt): - logger.info("fetch_my_trades: START") - my_trades = api.fetch_my_trades( - symbol="BTC_USDT_Perp", - limit=10, - params={}, - ) - logger.info(f"my_trades: num trades:{len(my_trades)}") - logger.info(f"my_trades: {my_trades=}") - - -def cancel_send_order(api: GrvtCcxt): - FN = "cancel_send_order" - logger.info(f"{FN}: START") - client_order_id: int = rand_uint32() - logger.info(f"{FN} cancel order by {client_order_id=}") - result = api.cancel_order( - params={"client_order_id": client_order_id, "time_to_live_ms": "1000"} - ) - logger.info(f"{FN} cancel_order: {result=}") - order_response = send_mkt_order( - api, - symbol="BTC_USDT_Perp", - side="sell", - amount=Decimal("0.01"), - client_order_id=client_order_id, - ) - if order_response: - time.sleep(0.1) - # Get status - logger.info(f"{FN} fetch_order by {client_order_id=}") - order_status = api.fetch_order(params={"client_order_id": client_order_id}) - logger.info(f"{FN} {order_status=}") - else: - logger.warning(f"{FN}: order_response is None") - - -def send_fetch_mkt_order(api: GrvtCcxt): - FN = "send_fetch_mkt_order" - logger.info(f"{FN}: START") - client_order_id: int = rand_uint32() - order_response = send_mkt_order( - api, - symbol="BTC_USDT_Perp", - side="sell", - amount=Decimal("0.01"), - client_order_id=client_order_id, - ) - if order_response: - time.sleep(0.1) - # Get status - logger.info(f"{FN} fetch_order by {client_order_id=}") - order_status = api.fetch_order(params={"client_order_id": client_order_id}) - logger.info(f"{FN} {order_status=}") - else: - logger.warning(f"{FN}: order_response is None") - - -def print_markets(api: GrvtCcxt): - logger.info("print_markets: START") - if api.markets: - logger.info(f"MARKETS:{len(api.markets)}") - for market in api.markets.values(): - logger.info(f"MARKET:{market}") - - -def fetch_all_markets(api: GrvtCcxt): - logger.info("fetch_all_markets: START") - instruments = api.fetch_all_markets() - logger.info(f"fetch_all_markets: num instruments={len(instruments)}") - - -def print_account_summary(api: GrvtCcxt): - try: - logger.info(f"sub-account summary:\n{api.get_account_summary(type='sub-account')}") - logger.info(f"funding-account summary:\n{api.get_account_summary(type='funding')}") - logger.info(f"aggregated-account summary:\n{api.get_account_summary(type='aggregated')}") - logger.info(f"fetch_balance:\n{api.fetch_balance()}") - except Exception as e: - logger.error(f"account summary failed: {e}") - - -def print_account_history(api: GrvtCcxt): - try: - hist = api.fetch_account_history(params={}) - logger.info(f"account history:\n{hist}") - except Exception as e: - logger.error(f"account history failed: {e}") - - -def print_positions(api: GrvtCcxt): - try: - logger.info(f"positions:\n{api.fetch_positions(symbols=['BTC_USDT_Perp'])}") - except Exception as e: - logger.error(f"positions failed: {e}") - - -def print_description(api: GrvtCcxt): - try: - logger.info(f"print_description: {api.describe()}") - except Exception as e: - logger.error(f"print_description failed: {e}") - - -def test_grvt_ccxt(): - params = { - "api_key": os.getenv("GRVT_API_KEY"), - "trading_account_id": os.getenv("GRVT_TRADING_ACCOUNT_ID"), - "private_key": os.getenv("GRVT_PRIVATE_KEY"), - } - env = GrvtEnv(os.getenv("GRVT_ENV", "testnet")) - test_api = GrvtCcxt(env, logger, parameters=params, order_book_ccxt_format=True) - function_list = [ - print_description, - # -------- MARKET related - fetch_all_markets, - print_markets, - print_instruments, - print_account_summary, - print_account_history, - # print_positions, - # -------- TRADE related - # fetch_my_trades, - fetch_order_history, - fetch_funding_history, - # # -------- order related - send_fetch_order, - fetch_my_trades, - print_positions, - check_cancel_check_orders, - cancel_send_order, - send_fetch_mkt_order, - get_open_orders, - send_fetch_order, - get_open_orders, - cancel_all_orders, - get_open_orders, - # Derisk MM ratio - set_derisk_mm_ratio, - ] - for f in function_list: - try: - f(test_api) - except Exception as e: - logger.error(f"Error in {f.__name__}: {e} {traceback.format_exc()}") - validate_return_values(test_api, "test_results_sync.csv") - - -if __name__ == "__main__": - test_grvt_ccxt() diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_pro.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_pro.py deleted file mode 100644 index 3c38fec..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_pro.py +++ /dev/null @@ -1,300 +0,0 @@ -import asyncio -import os -import traceback -from datetime import datetime -from decimal import Decimal - -from pysdk.grvt_ccxt_env import GrvtEnv -from pysdk.grvt_ccxt_logging_selector import logger -from pysdk.grvt_ccxt_pro import GrvtCcxtPro -from pysdk.grvt_ccxt_test_utils import validate_return_values -from pysdk.grvt_ccxt_types import DURATION_SECOND_IN_NSEC, GrvtOrderSide -from pysdk.grvt_ccxt_utils import rand_uint32 - - -# Utility functions , not called directly by the __main__ test routine -async def get_open_orders(api: GrvtCcxtPro) -> list[dict]: - open_orders = await api.fetch_open_orders( - - symbol="BTC_USDT_Perp", - params={"kind": "PERPETUAL"}, - ) - logger.info(f"open_orders: {open_orders=}") - return open_orders - - -async def fetch_order_history(api: GrvtCcxtPro) -> dict: - order_history: dict = await api.fetch_order_history( - params={"kind": "PERPETUAL", "limit": 3}, - ) - logger.info(f"order_history: {order_history=}") - return order_history - -async def fetch_funding_history(api: GrvtCcxtPro) -> dict: - start_date: datetime = datetime.strptime("2025-05-01T00:00:00Z", "%Y-%m-%dT%H:%M:%SZ") - funding_history: dict = await api.fetch_funding_rate_history( - symbol="BTC_USDT_Perp", - since=int(start_date.timestamp() * DURATION_SECOND_IN_NSEC), # Convert to nanoseconds - limit=500, - ) - results: list = funding_history.get("result", []) - if results: - logger.info(f"funding_history: START={results[0]}") - logger.info(f"funding_history: END={results[-1]}") - else: - logger.info(f"funding_history: No results found in {funding_history=}") - return funding_history - - -async def cancel_orders(api: GrvtCcxtPro, open_orders: list) -> int: - FN = "cancel_orders" - logger.info(f"{FN} START") - order_count: int = 0 - for order_dict in open_orders: - client_order_id = order_dict["metadata"].get("client_order_id") - if client_order_id: - # Cancel - logger.info(f"{FN} cancel order by id:{order_dict['order_id']}") - await api.cancel_order(id=order_dict["order_id"]) - order_count += 1 - else: - logger.warning(f"{FN} client_order_id not found in {order_dict=}") - return order_count - -async def show_derisk_mm_ratios(api: GrvtCcxtPro, keyword: str) -> None: - """Show the current derisking market making ratios.""" - FN = "show_derisk_mm_ratios" - acc_summary = await api.get_account_summary(type="sub-account") - maintenance_margin = acc_summary.get("maintenance_margin") - derisk_margin = acc_summary.get("derisk_margin") - derisk_ratio = acc_summary.get("derisk_to_maintenance_margin_ratio") - logger.info(f"{FN} {keyword} {maintenance_margin=}") - logger.info(f"{FN} {keyword} {derisk_margin=}") - logger.info(f"{FN} {keyword} {derisk_ratio=}") - logger.info(f"sub-account summary:\n{acc_summary}") - -async def set_derisk_mm_ratio(api: GrvtCcxtPro, ratio: str = "1.5") -> None: - """Set the derisking market making ratio.""" - FN = f"set_derisk_mm_ratio {ratio=}" - logger.info(f"{FN} START") - await show_derisk_mm_ratios(api, "BEFORE") - await api.set_derisk_mm_ratio(ratio) - await show_derisk_mm_ratios(api, "AFTER") - -async def cancel_all_orders(api: GrvtCcxtPro) -> bool: - FN = "cancel_all_orders" - logger.info(f"{FN} START") - cancel_response = await api.cancel_all_orders() - logger.info(f"{FN} {cancel_response=}") - return cancel_response - - -async def print_instruments(api: GrvtCcxtPro): - logger.info("print_instruments: START") - if not api.markets: - return - for market in list(api.markets.values())[:3]: - logger.info(f"{market=}") - instrument = market["instrument"] - logger.info(f"fetch_mini_ticker: {instrument=}, {await api.fetch_mini_ticker(instrument)}") - logger.info(f"fetch_ticker: {instrument=}, {await api.fetch_ticker(instrument)}") - logger.info( - f"fetch_order_book {instrument=}, {await api.fetch_order_book(instrument, limit=10)}" - ) - logger.info( - f"fetch_recent_trades {instrument=}, " - f"{await api.fetch_recent_trades(instrument, limit=7)}" - ) - logger.info(f"fetch_trades {instrument=}, {await api.fetch_trades(instrument, limit=5)}") - logger.info( - f"fetch_funding_rate_history {instrument=}, " - f"{await api.fetch_funding_rate_history(instrument, limit=5)}" - ) - for type in ["TRADE", "MARK", "INDEX", "MID"]: - ohlc = await api.fetch_ohlcv( - instrument, timeframe="1m", limit=5, params={"candle_type": type} - ) - logger.info(f"fetch_ohlcv {type} {instrument=}, {ohlc}") - - -async def send_order(api: GrvtCcxtPro, side: GrvtOrderSide, client_order_id: int) -> dict: - price = 64_000 if side == "buy" else 65_000 - send_order_response = await api.create_order( - symbol="BTC_USDT_Perp", - order_type="limit", - side=side, - amount=0.01, - price=price, - params={"client_order_id": client_order_id}, - ) - logger.info(f"send order: {send_order_response=} {client_order_id=}") - return send_order_response - - -# Test scenarios, called by the __main__ test routine -async def send_fetch_order(api: GrvtCcxtPro): - client_order_id = rand_uint32() - _ = await send_order(api, side="buy", client_order_id=client_order_id) - order_status = await api.fetch_order( - id=None, - params={"client_order_id": client_order_id}, - ) - logger.info(f"result of fetch_order: {order_status=}") - - -async def send_mkt_order( - api: GrvtCcxtPro, symbol: str, side: GrvtOrderSide, amount: Decimal, client_order_id: int -) -> dict: - send_order_response = await api.create_order( - symbol=symbol, - order_type="market", - side=side, - amount=amount, - params={"client_order_id": client_order_id}, - ) - logger.info(f"send mkt order: {send_order_response=} {client_order_id=}") - return send_order_response - - -async def check_cancel_check_orders(api: GrvtCcxtPro): - logger.info("check_cancel_check_orders: START") - open_orders = await get_open_orders(api) - if open_orders: - await cancel_orders(api, open_orders) - await get_open_orders(api) - - -async def fetch_my_trades(api: GrvtCcxtPro): - logger.info("fetch_my_trades: START") - my_trades = await api.fetch_my_trades( - symbol="BTC_USDT_Perp", - limit=10, - params={}, - ) - logger.info(f"my_trades: num trades:{len(my_trades)}") - logger.info(f"my_trades: {my_trades=}") - - -async def cancel_send_order(api: GrvtCcxtPro): - FN = "cancel_send_order" - logger.info(f"{FN}: START") - client_order_id: int = rand_uint32() - logger.info(f"{FN} cancel order by {client_order_id=}") - result = await api.cancel_order( - params={"client_order_id": client_order_id, "time_to_live_ms": "1000"} - ) - logger.info(f"{FN} cancel_order: {result=}") - order_response = await send_mkt_order( - api, - symbol="BTC_USDT_Perp", - side="sell", - amount=Decimal("0.01"), - client_order_id=client_order_id, - ) - if order_response: - # Get status - logger.info(f"{FN} fetch_order by {client_order_id=}") - order_status = await api.fetch_order(params={"client_order_id": client_order_id}) - logger.info(f"{FN} {order_status=}") - - -async def print_markets(api: GrvtCcxtPro): - logger.info("print_markets: START") - if api.markets: - logger.info(f"MARKETS:{len(api.markets)}") - for market in api.markets.values(): - logger.info(f"MARKET:{market}") - - -async def fetch_all_markets(api: GrvtCcxtPro): - logger.info("fetch_all_markets: START") - instruments = await api.fetch_all_markets() - logger.info(f"fetch_all_markets: num instruments={len(instruments)}") - - -async def print_account_summary(api: GrvtCcxtPro): - try: - logger.info("print_account_summary: START") - logger.info(f"sub-account summary:\n{await api.get_account_summary(type='sub-account')}") - logger.info(f"funding-account summary:\n{await api.get_account_summary(type='funding')}") - logger.info( - f"aggregated-account summary:\n{await api.get_account_summary(type='aggregated')}" - ) - logger.info(f"fetch_balance:\n{await api.fetch_balance()}") - except Exception as e: - logger.error(f"account summary failed: {e}") - - -async def print_account_history(api: GrvtCcxtPro): - try: - hist = await api.fetch_account_history(params={}) - logger.info(f"account history:\n{hist}") - except Exception as e: - logger.error(f"account history failed: {e}") - - -async def print_positions(api: GrvtCcxtPro): - try: - logger.info(f"positions:\n{await api.fetch_positions(symbols=['BTC_USDT_Perp'])}") - except Exception as e: - logger.error(f"positions failed: {e}") - - -async def print_description(api: GrvtCcxtPro): - try: - logger.info(f"print_description: {api.describe()}") - except Exception as e: - logger.error(f"print_description failed: {e}") - - -async def grvt_ccxt_pro(): - params = { - "api_key": os.getenv("GRVT_API_KEY"), - "trading_account_id": os.getenv("GRVT_TRADING_ACCOUNT_ID"), - "private_key": os.getenv("GRVT_PRIVATE_KEY"), - } - env = GrvtEnv(os.getenv("GRVT_ENV", "testnet")) - test_api = GrvtCcxtPro(env, logger, parameters=params, order_book_ccxt_format=True) - await test_api.load_markets() - await asyncio.sleep(2) - function_list = [ - print_description, - # -------- MARKET related - fetch_all_markets, - print_markets, - print_instruments, - print_account_summary, - print_account_history, - print_positions, - # Order / Trade history - fetch_my_trades, - fetch_order_history, - fetch_funding_history, - # Trade related - send_fetch_order, - check_cancel_check_orders, - fetch_my_trades, - fetch_order_history, - print_positions, - cancel_send_order, - get_open_orders, - send_fetch_order, - get_open_orders, - cancel_all_orders, - get_open_orders, - set_derisk_mm_ratio, - ] - for f in function_list: - try: - await f(test_api) - except Exception as e: - logger.error(f"Error in {f.__name__}: {e} {traceback.format_exc()}") - validate_return_values(test_api, "test_results.csv") - - -def test_grvt_ccxt_pro() -> None: - asyncio.run(grvt_ccxt_pro()) - - -if __name__ == "__main__": - test_grvt_ccxt_pro() diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_vault.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_vault.py deleted file mode 100644 index 14299cf..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_vault.py +++ /dev/null @@ -1,52 +0,0 @@ -import os -import traceback - -from pysdk.grvt_ccxt import GrvtCcxt -from pysdk.grvt_ccxt_env import GrvtEnv -from pysdk.grvt_ccxt_logging_selector import logger - - -def call_vault_manager_investor_history(api: GrvtCcxt): - FN = "call_vault_manager_investor_history" - logger.info(f"{FN}: START") - try: - history = api.fetch_vault_manager_investor_history() - # Expect dict with result key and list of dicts with history items - # [{'event_time': '1752057360756255849', 'off_chain_account_id': 'ACC:2s**fW', - # 'vault_id': '2002239639', 'type': 'VAULT_REDEEM', 'price': '0.998912', 'size': '1900.0', - # 'realized_pnl': '-0.077452', 'performance_fee': '0.0'}, ...] - logger.info(f"{FN}: {history=}") - except Exception as e: - logger.error(f"{FN} failed: {e}") - - -def call_vault_redemption_queue(api: GrvtCcxt): - FN = "call_vault_redemption_queue" - logger.info(f"{FN}: START") - try: - redemption_queue = api.fetch_vault_redemption_queue() - logger.info(f"{FN}: {redemption_queue=}") - except Exception as e: - logger.error(f"{FN} failed: {e}") - - -def test_grvt_ccxt_vault(): - params = { - "api_key": os.getenv("GRVT_API_KEY"), - "trading_account_id": os.getenv("GRVT_TRADING_ACCOUNT_ID"), - "private_key": os.getenv("GRVT_PRIVATE_KEY"), - } - env = GrvtEnv(os.getenv("GRVT_ENV", "testnet")) - test_api = GrvtCcxt(env, logger, parameters=params, order_book_ccxt_format=True) - function_list = [ - call_vault_manager_investor_history, - call_vault_redemption_queue, - ] - for f in function_list: - try: - f(test_api) - except Exception as e: - logger.error(f"Error in {f.__name__}: {e} {traceback.format_exc()}") - -if __name__ == "__main__": - test_grvt_ccxt_vault() diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_vault_pro.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_vault_pro.py deleted file mode 100644 index f2e1075..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_vault_pro.py +++ /dev/null @@ -1,60 +0,0 @@ -import asyncio -import os -import traceback - -from pysdk.grvt_ccxt_env import GrvtEnv -from pysdk.grvt_ccxt_logging_selector import logger -from pysdk.grvt_ccxt_pro import GrvtCcxtPro - - -async def call_vault_manager_investor_history(api: GrvtCcxtPro): - FN = "call_vault_manager_investor_history" - logger.info(f"{FN}: START") - try: - history = await api.fetch_vault_manager_investor_history() - # Expect dict with result key and list of dicts with history items - # [{'event_time': '1752057360756255849', 'off_chain_account_id': 'ACC:2s**fW', - # 'vault_id': '2002239639', 'type': 'VAULT_REDEEM', 'price': '0.998912', 'size': '1900.0', - # 'realized_pnl': '-0.077452', 'performance_fee': '0.0'}, ...] - logger.info(f"{FN}: {history=}") - except Exception as e: - logger.error(f"{FN} failed: {e}") - - -async def call_vault_redemption_queue(api: GrvtCcxtPro): - FN = "call_vault_redemption_queue" - logger.info(f"{FN}: START") - try: - redemption_queue = await api.fetch_vault_redemption_queue() - logger.info(f"{FN}: {redemption_queue=}") - except Exception as e: - logger.error(f"{FN} failed: {e}") - - -async def grvt_ccxt_vault_pro(): - params = { - "api_key": os.getenv("GRVT_API_KEY"), - "trading_account_id": os.getenv("GRVT_TRADING_ACCOUNT_ID"), - "private_key": os.getenv("GRVT_PRIVATE_KEY"), - } - env = GrvtEnv(os.getenv("GRVT_ENV", "testnet")) - test_api = GrvtCcxtPro(env, logger, parameters=params, order_book_ccxt_format=True) - await test_api.load_markets() - await asyncio.sleep(2) - function_list = [ - call_vault_manager_investor_history, - call_vault_redemption_queue, - ] - for f in function_list: - try: - await f(test_api) - except Exception as e: - logger.error(f"Error in {f.__name__}: {e} {traceback.format_exc()}") - - -def test_grvt_ccxt_vault_pro() -> None: - asyncio.run(grvt_ccxt_vault_pro()) - - -if __name__ == "__main__": - test_grvt_ccxt_vault_pro() diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_ws.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_ws.py deleted file mode 100644 index a64b7d8..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_ccxt_ws.py +++ /dev/null @@ -1,297 +0,0 @@ -import asyncio -import os -import signal -import sys -import traceback - -from pysdk.grvt_ccxt_env import GrvtEnv, GrvtWSEndpointType -from pysdk.grvt_ccxt_logging_selector import logger -from pysdk.grvt_ccxt_types import GrvtOrderSide -from pysdk.grvt_ccxt_utils import rand_uint32 -from pysdk.grvt_ccxt_ws import GrvtCcxtWS - - -# Utility functions , not called directly by the __main__ test routine -async def callback_general(message: dict) -> None: - message.get("params", {}).get("channel") - logger.info(f"callback_general(): message:{message}") - - -async def grvt_ws_subscribe(api: GrvtCcxtWS, args_list: dict) -> None: - """Subscribes to Websocket channels/feeds in args list.""" - for stream, (callback, ws_endpoint_type, params) in args_list.items(): - logger.info(f"Subscribing to {stream} {params=}") - await api.subscribe( - stream=stream, - callback=callback, - ws_end_point_type=ws_endpoint_type, - params=params, - ) - await asyncio.sleep(0) - - -async def subscribe(loop) -> GrvtCcxtWS: - """Subscribe to Websocket channels and feeds.""" - params = { - "api_key": os.getenv("GRVT_API_KEY"), - "trading_account_id": os.getenv("GRVT_TRADING_ACCOUNT_ID"), - "api_ws_version": os.getenv("GRVT_WS_STREAM_VERSION", "v1"), - } - if os.getenv("GRVT_PRIVATE_KEY"): - params["private_key"] = os.getenv("GRVT_PRIVATE_KEY") - env = GrvtEnv(os.getenv("GRVT_ENV", "testnet")) - - test_api = GrvtCcxtWS(env, loop, logger, parameters=params) - await test_api.initialize() - pub_args_dict = { - # ********* Market Data ********* - "mini.s": ( - callback_general, - None, # use deafult endpoint - {"instrument": "BTC_USDT_Perp"}, - ), - "mini.d": ( - callback_general, - GrvtWSEndpointType.MARKET_DATA_RPC_FULL, - {"instrument": "BTC_USDT_Perp", "rate": 0}, - ), - "ticker.s": ( - callback_general, - None, # use deafult endpoint - {"instrument": "BTC_USDT_Perp"}, - ), - "ticker.d": ( - callback_general, - GrvtWSEndpointType.MARKET_DATA_RPC_FULL, - {"instrument": "BTC_USDT_Perp"}, - ), - "book.s": ( - callback_general, - GrvtWSEndpointType.MARKET_DATA_RPC_FULL, - {"instrument": "BTC_USDT_Perp"}, - ), - "book.d": ( - callback_general, - GrvtWSEndpointType.MARKET_DATA_RPC_FULL, - {"instrument": "BTC_USDT_Perp"}, - ), - "trade": ( - callback_general, - GrvtWSEndpointType.MARKET_DATA_RPC_FULL, - {"instrument": "BTC_USDT_Perp"}, - ), - "candle": ( - callback_general, - GrvtWSEndpointType.MARKET_DATA_RPC_FULL, - { - "instrument": "BTC_USDT_Perp", - "interval": "CI_1_M", - "type": "TRADE", - }, - ), - } - prv_args_dict = { - # ********* Trade Data ********* - "position": ( - callback_general, - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, - {}, - ), - "order": ( - callback_general, - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, - { - "instrument": "BTC_USDT_Perp", - }, - ), - "cancel": ( - callback_general, - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, - {}, - ), - "state": ( - callback_general, - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, - { - "instrument": "BTC_USDT_Perp", - }, - ), - "fill": ( - callback_general, - GrvtWSEndpointType.TRADE_DATA_RPC_FULL, - { - "instrument": "BTC_USDT_Perp", - }, - ), - "deposit": (callback_general, GrvtWSEndpointType.TRADE_DATA, {}), - "transfer": (callback_general, GrvtWSEndpointType.TRADE_DATA, {}), - "withdrawal": (callback_general, GrvtWSEndpointType.TRADE_DATA, {}), - } - try: - if "private_key" in params: - await grvt_ws_subscribe(test_api, {**pub_args_dict, **prv_args_dict}) - else: # not private_key , subscribe to public feeds only - await grvt_ws_subscribe(test_api, pub_args_dict) - except Exception as e: - logger.error(f"Error in grvt_ws_subscribe: {e} {traceback.format_exc()}") - return test_api - - -async def rpc_create_order( - test_api: GrvtCcxtWS, side: GrvtOrderSide, price: str, client_order_id: str = "" -) -> str: - if test_api and test_api._private_key: - # Send order - if not client_order_id: - client_order_id = str(rand_uint32()) - payload = await test_api.rpc_create_order( - symbol="BTC_USDT_Perp", - order_type="limit", - side=side, - amount=0.001, - price=price, - params={ - "client_order_id": client_order_id, - # "time_in_force": "IMMEDIATE_OR_CANCEL", - "time_in_force": "GOOD_TILL_TIME", - }, - ) - logger.info(f"rpc_create_order: {payload=}") - return client_order_id - return "" - - -async def rpc_create_mkt_order( - test_api: GrvtCcxtWS, symbol: str, side: GrvtOrderSide, client_order_id: str = "" -) -> str: - FN = "rpc_create_mkt_order" - if test_api and test_api._private_key: - # Send order - if not client_order_id: - client_order_id = str(rand_uint32()) - payload = await test_api.rpc_create_order( - symbol=symbol, - order_type="market", - side=side, - amount=0.001, - params={ - "client_order_id": client_order_id, - "time_in_force": "GOOD_TILL_TIME", - }, - ) - logger.info(f"{FN}: {payload=}") - return client_order_id - return "" - - -async def rpc_fetch_order(test_api: GrvtCcxtWS, client_order_id: str) -> None: - if test_api and test_api._private_key: - # Send order - payload = await test_api.rpc_fetch_order( - params={ - "client_order_id": client_order_id, - }, - ) - logger.info(f"rpc_fetch_order: {payload=}") - - -async def rpc_fetch_open_orders(test_api: GrvtCcxtWS) -> None: - if test_api and test_api._private_key: - # Send order - payload: dict = await test_api.rpc_fetch_open_orders() - logger.info(f"rpc_fetch_open_orders: {payload=}") - - -async def rpc_cancel_order( - test_api: GrvtCcxtWS, client_order_id: str, time_to_live_ms: str = "" -) -> None: - if test_api and test_api._private_key: - # Send order - params: dict = {"client_order_id": client_order_id} - if time_to_live_ms: - params["time_to_live_ms"] = time_to_live_ms - payload = await test_api.rpc_cancel_order(params=params) - logger.info(f"rpc_cancel_order: {payload=}") - - -async def rpc_cancel_all_orders(test_api: GrvtCcxtWS) -> None: - if test_api and test_api._private_key: - # Send order - payload: dict = await test_api.rpc_cancel_all_orders() - logger.info(f"rpc_cancel_all_orders: {payload=}") - - -async def cancel_send_rpc_order(test_api: GrvtCcxtWS) -> None: - FN = "cancel_send_rpc_order" - """Cancels order then sends an order to be canceled.""" - if test_api and test_api._private_key: - cloid = str(rand_uint32()) - logger.info(f"{FN} {cloid=}") - await rpc_cancel_order(test_api, cloid, time_to_live_ms="0") - await asyncio.sleep(1) - await rpc_cancel_order(test_api, cloid, time_to_live_ms="5000") - await asyncio.sleep(0.01) - await rpc_create_mkt_order( - test_api, symbol="BTC_USDT_Perp", side="buy", client_order_id=cloid - ) - await asyncio.sleep(0.01) - await rpc_fetch_order(test_api, cloid) - - -async def send_check_cancel_rpc_order(test_api: GrvtCcxtWS) -> None: - if test_api and test_api._private_key: - # Send order - cloid = await rpc_create_order(test_api, side="buy", price="60000") - if cloid: - await rpc_fetch_open_orders(test_api) - await rpc_fetch_order(test_api, cloid) - await asyncio.sleep(5) - await rpc_cancel_order(test_api, cloid) - cloid = await rpc_create_order(test_api, side="sell", price="70000") - if cloid: - await rpc_fetch_open_orders(test_api) - await rpc_fetch_order(test_api, cloid) - await asyncio.sleep(5) - await rpc_cancel_all_orders(test_api) - - -async def send_rpc_messages(test_api: GrvtCcxtWS) -> None: - """Sends test RPC messages for send/fetch/cancel orders.""" - await send_check_cancel_rpc_order(test_api) - await cancel_send_rpc_order(test_api) - - -async def shutdown(loop, test_api: GrvtCcxtWS) -> None: - """Clean up resources and stop the bot gracefully.""" - import time - logger.info("Shutting down gracefully...") - if test_api: - for stream, message in test_api._last_message.items(): - logger.info(f"Last message: {stream=} {message=}") - logger.info("Delete GrvtCcxtWS...") - del test_api # Close the websocket connection and session - time.sleep(3) # Allow time for cleanup - await asyncio.sleep(5) # Allow time for cleanup - logger.info("Cancelling all tasks...") - tasks = [t for t in asyncio.all_tasks(loop) if t is not asyncio.current_task(loop)] - _ = [task.cancel() for task in tasks] - logger.info(f"Cancelling {len(tasks)=}") - await asyncio.gather(*tasks, return_exceptions=True) - logger.info("Shutdown complete.") - sys.exit(0) - - -if __name__ == "__main__": - loop = asyncio.get_event_loop() - test_api = loop.run_until_complete(subscribe(loop)) - if not test_api: - logger.error("Failed to subscribe to Websocket channels.") - sys.exit(1) - for sig in (signal.SIGINT, signal.SIGTERM): - loop.add_signal_handler( - sig, lambda: asyncio.create_task(shutdown(loop, test_api)) - ) - loop.run_until_complete(asyncio.sleep(5)) - loop.run_until_complete(send_rpc_messages(test_api)) - loop.run_forever() - loop.close() diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_async.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_async.py deleted file mode 100644 index 574d4d3..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_async.py +++ /dev/null @@ -1,137 +0,0 @@ -import asyncio - -from pysdk import grvt_raw_types -from pysdk.grvt_raw_async import GrvtRawAsync -from pysdk.grvt_raw_base import GrvtError - -from .test_raw_utils import ( - get_config, - get_test_order, - get_test_transfer, - get_test_withdrawal, -) - - -async def get_all_instruments() -> None: - api = GrvtRawAsync(config=get_config()) - resp = await api.get_all_instruments_v1( - grvt_raw_types.ApiGetAllInstrumentsRequest(is_active=True) - ) - if isinstance(resp, GrvtError): - raise ValueError(f"Received error: {resp}") - if resp.result is None: - raise ValueError("Expected results to be non-null") - if len(resp.result) == 0: - raise ValueError("Expected results to be non-empty") - - -async def open_orders() -> None: - api = GrvtRawAsync(config=get_config()) - - # Skip test if trading account id is not set - if api.config.trading_account_id is None or api.config.api_key is None: - return None # Skip test if configs are not set - - resp = await api.open_orders_v1( - grvt_raw_types.ApiOpenOrdersRequest( - sub_account_id=str(api.config.trading_account_id), - kind=[grvt_raw_types.Kind.PERPETUAL], - base=["BTC", "ETH"], - quote=["USDT"], - ) - ) - if isinstance(resp, GrvtError): - api.logger.error(f"Received error: {resp}") - return None - if resp.result is None: - raise ValueError("Expected orders to be non-null") - if len(resp.result) == 0: - api.logger.info("Expected orders to be non-empty") - - -async def create_order_with_signing() -> None: - api = GrvtRawAsync(config=get_config()) - - inst_resp = await api.get_all_instruments_v1( - grvt_raw_types.ApiGetAllInstrumentsRequest(is_active=True) - ) - if isinstance(inst_resp, GrvtError): - raise ValueError(f"Received error: {inst_resp}") - - order = get_test_order(api, {inst.instrument: inst for inst in inst_resp.result}) - if order is None: - return None # Skip test if configs are not set - resp = await api.create_order_v1(grvt_raw_types.ApiCreateOrderRequest(order=order)) - - if isinstance(resp, GrvtError): - raise ValueError(f"Received error: {resp}") - if resp.result is None: - raise ValueError("Expected order to be non-null") - - -async def transfer_with_signing_async() -> None: - api = GrvtRawAsync(config=get_config()) - transfer = get_test_transfer(api) - - if transfer is None: - return None # Skip test if configs are not set - - resp = await api.transfer_v1( - grvt_raw_types.ApiTransferRequest( - transfer.from_account_id, - transfer.from_sub_account_id, - transfer.to_account_id, - transfer.to_sub_account_id, - transfer.currency, - transfer.num_tokens, - transfer.signature, - ) - ) - - if isinstance(resp, GrvtError): - raise ValueError(f"Received error: {resp}") - if resp.result is None: - raise ValueError("Expected transfer response to be non-null") - - -async def withdrawal_with_signing_async() -> None: - api = GrvtRawAsync(config=get_config()) - withdrawal = get_test_withdrawal(api) - - if withdrawal is None: - return None # Skip test if configs are not set - - resp = await api.withdrawal_v1( - grvt_raw_types.ApiWithdrawalRequest( - withdrawal.from_account_id, - withdrawal.to_eth_address, - withdrawal.currency, - withdrawal.num_tokens, - withdrawal.signature, - ) - ) - - if isinstance(resp, GrvtError): - raise ValueError(f"Received error: {resp}") - if resp.result is None: - raise ValueError("Expected withdrawal response to be non-null") - - -def test_get_all_instruments() -> None: - asyncio.run(get_all_instruments()) - - -def test_open_orders() -> None: - asyncio.run(open_orders()) - - -def test_create_order_with_signing() -> None: - asyncio.run(create_order_with_signing()) - - -def test_transfer_with_signing_async() -> None: - asyncio.run(transfer_with_signing_async()) - - -def test_withdrawal_with_signing_async() -> None: - asyncio.run(withdrawal_with_signing_async()) diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_signing.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_signing.py deleted file mode 100644 index 6482a41..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_signing.py +++ /dev/null @@ -1,400 +0,0 @@ -import logging -import traceback -from pprint import pprint - -from eth_account import Account - -from pysdk.grvt_fixed_types import Transfer -from pysdk.grvt_raw_base import GrvtApiConfig -from pysdk.grvt_raw_env import GrvtEnv -from pysdk.grvt_raw_signing import sign_order, sign_transfer -from pysdk.grvt_raw_types import ( - Instrument, - InstrumentSettlementPeriod, - Kind, - Order, - OrderLeg, - OrderMetadata, - Signature, - TimeInForce, - TransferType, -) - -# Setup logger -logging.basicConfig() -logger = logging.getLogger(__name__) -logger.setLevel(logging.INFO) - - -def test_sign_order_table(): - private_key = "f7934647276a6e1fa0af3f4467b4b8ddaf45d25a7368fa1a295eef49a446819d" - sub_account_id = "8289849667772468" - expiry = 1730800479321350000 - nonce = 828700936 - - test_cases = [ - { - "name": "test decimal precision 1, 3 decimals", - "order": Order( - metadata=OrderMetadata( - client_order_id="1", create_time="1730800479321350000" - ), - sub_account_id=sub_account_id, - time_in_force=TimeInForce.GOOD_TILL_TIME, - post_only=False, - is_market=False, - reduce_only=False, - legs=[ - OrderLeg( - instrument="BTC_USDT_Perp", - size="1.013", - limit_price="68900.5", - is_buying_asset=False, - ) - ], - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - ), - "want_r": "0xb00512d986a718b15136a8ba23de1c1ec84bbdb9958629cbbe4909bae620bb04", - "want_s": "0x79f706de61c68cc14d7734594b5d8689df2b2a7b25951f9a3f61d799f4327ffc", - "want_v": 28, - "want_error": None, - }, - { - "name": "test decimal precision 2, 9 decimals", - "order": Order( - metadata=OrderMetadata( - client_order_id="1", create_time="1730800479321350000" - ), - sub_account_id=sub_account_id, - time_in_force=TimeInForce.GOOD_TILL_TIME, - post_only=False, - is_market=False, - reduce_only=False, - legs=[ - OrderLeg( - instrument="BTC_USDT_Perp", - size="1.123123123", - limit_price="68900.777123479", - is_buying_asset=False, - ) - ], - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - ), - "want_r": "0x365ec79d299c8bcd5f2acff89faf741a90ca02a4b8a6b1b1a5d4f3d16130f9f0", - "want_s": "0x465129bca7855f008ea5bc22fe3ee630e4a8e3b9b99c1745631deef29957048a", - "want_v": 28, - "want_error": None, - }, - { - "name": "test decimal precision 3, round down", - "order": Order( - metadata=OrderMetadata( - client_order_id="1", create_time="1730800479321350000" - ), - sub_account_id=sub_account_id, - time_in_force=TimeInForce.GOOD_TILL_TIME, - post_only=False, - is_market=False, - reduce_only=False, - legs=[ - OrderLeg( - instrument="BTC_USDT_Perp", - size="1.1231231234", - limit_price="68900.7771234794", - is_buying_asset=False, - ) - ], - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - ), - "want_r": "0x365ec79d299c8bcd5f2acff89faf741a90ca02a4b8a6b1b1a5d4f3d16130f9f0", - "want_s": "0x465129bca7855f008ea5bc22fe3ee630e4a8e3b9b99c1745631deef29957048a", - "want_v": 28, - "want_error": None, - }, - { - "name": "test decimal precision 4, round down", - "order": Order( - metadata=OrderMetadata( - client_order_id="1", create_time="1730800479321350000" - ), - sub_account_id=sub_account_id, - time_in_force=TimeInForce.GOOD_TILL_TIME, - post_only=False, - is_market=False, - reduce_only=False, - legs=[ - OrderLeg( - instrument="BTC_USDT_Perp", - size="1.1231231239", - limit_price="68900.7771234799", - is_buying_asset=False, - ) - ], - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - ), - "want_r": "0x365ec79d299c8bcd5f2acff89faf741a90ca02a4b8a6b1b1a5d4f3d16130f9f0", - "want_s": "0x465129bca7855f008ea5bc22fe3ee630e4a8e3b9b99c1745631deef29957048a", - "want_v": 28, - "want_error": None, - }, - # { - # "name": "no private key", - # "order": Order(), - # "want_error": ValueError("Private key is not set") - # }, - # { - # "name": "decimal precision test", - # "order": Order( - # sub_account_id="123", - # time_in_force=TimeInForce.GOOD_TILL_TIME, - # legs=[ - # OrderLeg( - # instrument="BTC_USDT_Perp", - # size="1.013", - # limit_price="64170.7", - # is_buying_asset=True - # ) - # ], - # signature=Signature( - # expiration=expiry, - # nonce=nonce - # ) - # ), - # "want_error": None - # } - ] - - account = Account.from_key(private_key) - - instruments = { - "BTC_USDT_Perp": Instrument( - instrument="BTC_USDT_Perp", - instrument_hash="0x030501", - base="BTC", - quote="USDT", - kind=Kind.PERPETUAL, - venues=[], - settlement_period=InstrumentSettlementPeriod.DAILY, - tick_size="0.00000001", - min_size="0.00000001", - create_time="123", - base_decimals=9, - quote_decimals=9, - max_position_size="1000000", - ) - } - - for tc in test_cases: - config = GrvtApiConfig( - env=GrvtEnv.TESTNET, - private_key=private_key, - trading_account_id=sub_account_id, - api_key="not-needed", - logger=logger, - ) - - signed_order = sign_order(tc["order"], config, account, instruments) - pprint(signed_order) - - # Verify signature fields are populated - assert signed_order.signature.signer == str(account.address) - - # Compare r, s, v values with expected values - if "want_r" in tc: - assert ( - signed_order.signature.r == tc["want_r"] - ), f"Test '{tc['name']}' failed: r value mismatch" - if "want_s" in tc: - assert ( - signed_order.signature.s == tc["want_s"] - ), f"Test '{tc['name']}' failed: s value mismatch" - if "want_v" in tc: - assert ( - signed_order.signature.v == tc["want_v"] - ), f"Test '{tc['name']}' failed: v value mismatch" - - -def test_sign_transfer_table(): - chainId = 1 - private_key = "f7934647276a6e1fa0af3f4467b4b8ddaf45d25a7368fa1a295eef49a446819d" - main_account_id = "0x0c1f4c8ee7acd9ea19b91bbb343cbaf6efd58ce1" - sub_account_id = "8289849667772468" - expiry = "1730800479321350000" - nonce = 828700936 - - test_cases = [ - { - "name": "Transfer $1 from main account to sub account", - "transfer": Transfer( - from_account_id=main_account_id, - from_sub_account_id="0", - to_account_id=main_account_id, - to_sub_account_id=sub_account_id, - currency="USDT", - num_tokens="1", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "want_r": "0x21c7d7a8e225cb146c80dc79bbe818f915536817f1343e974cfdbe2bfc952cf1", - "want_s": "0x6de83999555f6236e5a56c86876defe00b4776c428ab5a4d7f997d290baaea10", - "want_v": 28, - "want_error": None, - }, - { - "name": "Transfer $1.5 from main account to sub account", - "transfer": Transfer( - from_account_id=main_account_id, - from_sub_account_id="0", - to_account_id=main_account_id, - to_sub_account_id=sub_account_id, - currency="USDT", - num_tokens="1.5", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "want_r": "0xe0a9c66d8d11c3a9ae3624e150cbbdf85d542722cac5255cad4e50af5ac1ddcb", - "want_s": "0x06769e5284352ead5735b8b11f9e9510d024bbb889a828889db4cb04132b52aa", - "want_v": 28, - "want_error": None, - }, - { - "name": "Transfer $1 from sub account to main account", - "transfer": Transfer( - from_account_id=main_account_id, - from_sub_account_id=sub_account_id, - to_account_id=main_account_id, - to_sub_account_id="0", - currency="USDT", - num_tokens="1", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "want_r": "0xc1214ee17dbc14f183297b9dd3f93120b16e633691817ee26045451bc629101c", - "want_s": "0x2de27d226a3d3188742629ab222d430d7989d6ea3e6a86bc259606e371123df3", - "want_v": 27, - "want_error": None, - }, - { - "name": "Transfer $1.5 from sub account to main account", - "transfer": Transfer( - from_account_id=main_account_id, - from_sub_account_id=sub_account_id, - to_account_id=main_account_id, - to_sub_account_id="0", - currency="USDT", - num_tokens="1.5", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "want_r": "0xb9b80dfd4b0d53e64b6dd1067d7d936c79a8c3966175bcefb2021cc71d08116f", - "want_s": "0x3cbe955c9f56e41f70c658e02df07873e77d347aa5c422943b87fdfd94293ae6", - "want_v": 27, - "want_error": None, - }, - { - "name": "Transfer $1 external", - "transfer": Transfer( - from_account_id="0x922a4874196806460fc63b5bcbff45f94c87f76f", - from_sub_account_id="0", - to_account_id="0x6a3434fce60ff567f60d80fb98f2f981e9b081fd", - to_sub_account_id="0", - currency="USDT", - num_tokens="1", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "want_r": "0x185ad129ca0de3584fcd91f6df0c25d8065411041db117c50dabd057249a1a43", - "want_s": "0x58b1979c1f8c65970578bc2756f17a0b5c7352c27007811800dcd8966351647d", - "want_v": 28, - "want_error": None, - }, - { - "name": "Transfer $1.5 external revert", - "transfer": Transfer( - from_account_id="0x6a3434fce60ff567f60d80fb98f2f981e9b081fd", - from_sub_account_id="0", - to_account_id="0x922a4874196806460fc63b5bcbff45f94c87f76f", - to_sub_account_id="0", - currency="USDT", - num_tokens="1.5", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "want_r": "0xbbdd4726fef5cddb6eeb5fac07ed95702673293133d66481777a6a3ee82adc12", - "want_s": "0x0ad3592ea3ebf428b260c56723386383253481bc188d9aeb87d9b21b85069821", - "want_v": 28, - "want_error": None, - }, - ] - - account = Account.from_key(private_key) - config = GrvtApiConfig( - env=GrvtEnv.TESTNET, - private_key=private_key, - trading_account_id=sub_account_id, - api_key="not-needed", - logger=logger, - ) - - for tc in test_cases: - signed = sign_transfer(tc["transfer"], config, account, chainId) - pprint(signed) - - # Verify signature fields are populated - assert signed.signature.signer == str(account.address) - - # Compare r, s, v values with expected values - if "want_r" in tc: - assert ( - signed.signature.r == tc["want_r"] - ), f"Test '{tc['name']}' failed: r value mismatch" - if "want_s" in tc: - assert ( - signed.signature.s == tc["want_s"] - ), f"Test '{tc['name']}' failed: s value mismatch" - if "want_v" in tc: - assert ( - signed.signature.v == tc["want_v"] - ), f"Test '{tc['name']}' failed: v value mismatch" - - -def main(): - functions = [ - test_sign_order_table, - test_sign_transfer_table, - ] - for f in functions: - try: - f() - except Exception as e: - logger.error(f"Error in {f.__name__}: {e} {traceback.format_exc()}") - - -if __name__ == "__main__": - main() diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_signing_intermediate_steps.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_signing_intermediate_steps.py deleted file mode 100644 index d25f300..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_signing_intermediate_steps.py +++ /dev/null @@ -1,837 +0,0 @@ -import json -import logging -import traceback - -from eth_account import Account -from eth_account.messages import encode_typed_data - -from pysdk.grvt_fixed_types import Transfer -from pysdk.grvt_raw_base import GrvtApiConfig -from pysdk.grvt_raw_env import GrvtEnv -from pysdk.grvt_raw_signing import ( - EIP712_ORDER_MESSAGE_TYPE, - EIP712_TRANSFER_MESSAGE_TYPE, - build_EIP712_order_message_data, - build_EIP712_transfer_message_data, - get_EIP712_domain_data, - sign_order, -) -from pysdk.grvt_raw_types import ( - Instrument, - InstrumentSettlementPeriod, - Kind, - Order, - OrderLeg, - OrderMetadata, - Signature, - TimeInForce, - TransferType, -) - -# Setup logger -logging.basicConfig() -logger = logging.getLogger(__name__) -logger.setLevel(logging.INFO) - - -def test_sign_order_table(): - # Generated using https://key.tokenpocket.pro/#/?network=ETH - # NOTE: `0x` hexadecimal prefix removed - public_key = "ee2060eECaC18beC7F8F670D751801294911E445" - private_key = "c0663ca94684aead40c41a1cb3a94b68a24296e87245be3a186e882a29a15ee0" - - sub_account_id = "8289849667772468" - expiry = 1730800479321350000 - nonce = 828700936 - - test_cases = [ - { - "name": "test decimal precision 1, 3 decimals", - "order": Order( - metadata=OrderMetadata( - client_order_id="1", create_time="1730800479321350000" - ), - sub_account_id=sub_account_id, - time_in_force=TimeInForce.GOOD_TILL_TIME, - post_only=False, - is_market=False, - reduce_only=False, - legs=[ - OrderLeg( - instrument="BTC_USDT_Perp", - size="1.013", - limit_price="68900.5", - is_buying_asset=False, - ) - ], - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - ), - "expected_message_data_json": """ -{ - "subAccountID": "8289849667772468", - "isMarket": false, - "timeInForce": 1, - "postOnly": false, - "reduceOnly": false, - "legs": [ - { - "assetID": "0x030501", - "contractSize": 1013000000, - "limitPrice": 68900500000000, - "isBuyingContract": false - } - ], - "nonce": 828700936, - "expiration": 1730800479321350000 -}""", - "expected_domain_data_json": """ -{ - "name": "GRVT Exchange", - "version": "0", - "chainId": 326 -}""", - # Per EIP-191: https://eips.ethereum.org/EIPS/eip-191 - "expected_signable_message": """ -{ - "version": "01", - "header": "1254f97f8495f704630a238cbcd898a4b8ab20d77bb93e17049d3445f4f81f16", - "body": "41650c08ab6e720f899307d7c2b4381a10c1301888375cec2dfefd6a583859eb" -}""", - # EIP-712 signable message format: https://eips.ethereum.org/EIPS/eip-712 - # Pre-image of the signed message's message hash - # encode(domainSeparator : 𝔹²⁵⁶, message : 𝕊) = "\x19"‖ version ‖ domainSeparator ‖ hashStruct(message) - "digest_input": "0x19011254f97f8495f704630a238cbcd898a4b8ab20d77bb93e17049d3445f4f81f1641650c08ab6e720f899307d7c2b4381a10c1301888375cec2dfefd6a583859eb", - "expected_signed_message": """ -{ - "message_hash": "03cb7ca7b353969ab2c00ff92fd472f81f59a84d28fa1aa39128176f21062982", - "r": 14615867946748605809126568669694142791729730263440553623296112010401671344650, - "s": 41758084966111141828834491248882149351523023670747687501271185591898818786045, - "v": 28, - "signature": "205049c0db6e38fd88e4e46be81db7bc354520d52ec6268d210fa35b86c4f20a5c523d0ff8e6f12542fdcf34a6e6e2c547986b7c8fa53f86a5e656d9ab44b2fd1c" -}""", - }, - { - "name": "test decimal precision 2, 9 decimals", - "order": Order( - metadata=OrderMetadata( - client_order_id="1", create_time="1730800479321350000" - ), - sub_account_id=sub_account_id, - time_in_force=TimeInForce.GOOD_TILL_TIME, - post_only=False, - is_market=False, - reduce_only=False, - legs=[ - OrderLeg( - instrument="BTC_USDT_Perp", - size="1.123123123", - limit_price="68900.777123479", - is_buying_asset=False, - ) - ], - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - ), - "expected_message_data_json": """ -{ - "subAccountID": "8289849667772468", - "isMarket": false, - "timeInForce": 1, - "postOnly": false, - "reduceOnly": false, - "legs": [ - { - "assetID": "0x030501", - "contractSize": 1123123123, - "limitPrice": 68900777123479, - "isBuyingContract": false - } - ], - "nonce": 828700936, - "expiration": 1730800479321350000 -}""", - "expected_domain_data_json": """ -{ - "name": "GRVT Exchange", - "version": "0", - "chainId": 326 -}""", - "expected_signable_message": """ -{ - "version": "01", - "header": "1254f97f8495f704630a238cbcd898a4b8ab20d77bb93e17049d3445f4f81f16", - "body": "e85ffec169d4ebd4b8057e5fbd31ed31d4511b2f2299bbce0adab6beb5fe2814" -}""", - "digest_input": "0x19011254f97f8495f704630a238cbcd898a4b8ab20d77bb93e17049d3445f4f81f16e85ffec169d4ebd4b8057e5fbd31ed31d4511b2f2299bbce0adab6beb5fe2814", - "expected_signed_message": """ -{ - "message_hash": "2d0a437f7d64523386974c2a729d69604f8e2a7f0684b7de923845d8b175ab69", - "r": 30067953785684815030293507105225786115862149795459199007947867478230986262090, - "s": 23299979093064779986156565292425191814752388247725004533191995996670719399433, - "v": 28, - "signature": "4279dbd734584fb07b016bce7d9f029e7f7f80e378dc65cddc06aa6b0c9e064a33835221a0fbcb700de3068169b45572a27756bff479f2887e8c89139e6f96091c" -}""", - }, - { - "name": "test decimal precision 3, round down", - "order": Order( - metadata=OrderMetadata( - client_order_id="1", create_time="1730800479321350000" - ), - sub_account_id=sub_account_id, - time_in_force=TimeInForce.GOOD_TILL_TIME, - post_only=False, - is_market=False, - reduce_only=False, - legs=[ - OrderLeg( - instrument="BTC_USDT_Perp", - size="1.1231231234", - limit_price="68900.7771234794", - is_buying_asset=False, - ) - ], - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - ), - "expected_message_data_json": """ -{ - "subAccountID": "8289849667772468", - "isMarket": false, - "timeInForce": 1, - "postOnly": false, - "reduceOnly": false, - "legs": [ - { - "assetID": "0x030501", - "contractSize": 1123123123, - "limitPrice": 68900777123479, - "isBuyingContract": false - } - ], - "nonce": 828700936, - "expiration": 1730800479321350000 -}""", - "expected_domain_data_json": """ -{ - "name": "GRVT Exchange", - "version": "0", - "chainId": 326 -}""", - "expected_signable_message": """ -{ - "version": "01", - "header": "1254f97f8495f704630a238cbcd898a4b8ab20d77bb93e17049d3445f4f81f16", - "body": "e85ffec169d4ebd4b8057e5fbd31ed31d4511b2f2299bbce0adab6beb5fe2814" -}""", - "digest_input": "0x19011254f97f8495f704630a238cbcd898a4b8ab20d77bb93e17049d3445f4f81f16e85ffec169d4ebd4b8057e5fbd31ed31d4511b2f2299bbce0adab6beb5fe2814", - "expected_signed_message": """ -{ - "message_hash": "2d0a437f7d64523386974c2a729d69604f8e2a7f0684b7de923845d8b175ab69", - "r": 30067953785684815030293507105225786115862149795459199007947867478230986262090, - "s": 23299979093064779986156565292425191814752388247725004533191995996670719399433, - "v": 28, - "signature": "4279dbd734584fb07b016bce7d9f029e7f7f80e378dc65cddc06aa6b0c9e064a33835221a0fbcb700de3068169b45572a27756bff479f2887e8c89139e6f96091c" -}""", - }, - { - "name": "test decimal precision 4, round down", - "order": Order( - metadata=OrderMetadata( - client_order_id="1", create_time="1730800479321350000" - ), - sub_account_id=sub_account_id, - time_in_force=TimeInForce.GOOD_TILL_TIME, - post_only=False, - is_market=False, - reduce_only=False, - legs=[ - OrderLeg( - instrument="BTC_USDT_Perp", - size="1.1231231239", - limit_price="68900.7771234799", - is_buying_asset=False, - ) - ], - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - ), - "expected_message_data_json": """ -{ - "subAccountID": "8289849667772468", - "isMarket": false, - "timeInForce": 1, - "postOnly": false, - "reduceOnly": false, - "legs": [ - { - "assetID": "0x030501", - "contractSize": 1123123123, - "limitPrice": 68900777123479, - "isBuyingContract": false - } - ], - "nonce": 828700936, - "expiration": 1730800479321350000 -}""", - "expected_domain_data_json": """ -{ - "name": "GRVT Exchange", - "version": "0", - "chainId": 326 -}""", - "expected_signable_message": """ -{ - "version": "01", - "header": "1254f97f8495f704630a238cbcd898a4b8ab20d77bb93e17049d3445f4f81f16", - "body": "e85ffec169d4ebd4b8057e5fbd31ed31d4511b2f2299bbce0adab6beb5fe2814" -}""", - "digest_input": "0x19011254f97f8495f704630a238cbcd898a4b8ab20d77bb93e17049d3445f4f81f16e85ffec169d4ebd4b8057e5fbd31ed31d4511b2f2299bbce0adab6beb5fe2814", - "expected_signed_message": """ -{ - "message_hash": "2d0a437f7d64523386974c2a729d69604f8e2a7f0684b7de923845d8b175ab69", - "r": 30067953785684815030293507105225786115862149795459199007947867478230986262090, - "s": 23299979093064779986156565292425191814752388247725004533191995996670719399433, - "v": 28, - "signature": "4279dbd734584fb07b016bce7d9f029e7f7f80e378dc65cddc06aa6b0c9e064a33835221a0fbcb700de3068169b45572a27756bff479f2887e8c89139e6f96091c" -}""", - }, - ] - - account = Account.from_key(private_key) - - instruments = { - "BTC_USDT_Perp": Instrument( - instrument="BTC_USDT_Perp", - instrument_hash="0x030501", - base="BTC", - quote="USDT", - kind=Kind.PERPETUAL, - venues=[], - settlement_period=InstrumentSettlementPeriod.DAILY, - tick_size="0.00000001", - min_size="0.00000001", - create_time="123", - base_decimals=9, - quote_decimals=9, - max_position_size="1000000", - ) - } - - for tc in test_cases: - config = GrvtApiConfig( - env=GrvtEnv.TESTNET, - private_key=private_key, - trading_account_id=sub_account_id, - api_key="not-needed", - logger=logger, - ) - - # Get intermediate values - message_data = build_EIP712_order_message_data(tc["order"], instruments) - domain_data = get_EIP712_domain_data(config.env, 326) - signable_message = encode_typed_data( - domain_data, EIP712_ORDER_MESSAGE_TYPE, message_data - ) - signed_message = account.sign_message(signable_message) - signed_order = sign_order(tc["order"], config, account, instruments) - - # Convert to comparable strings - message_data_json = json.dumps(message_data, indent=2) - domain_data_json = json.dumps(domain_data, indent=2) - signable_message_json = json.dumps( - { - "version": signable_message.version.hex(), - "header": signable_message.header.hex(), - "body": signable_message.body.hex(), - }, - indent=2, - ) - signed_message_json = json.dumps( - { - "message_hash": signed_message.message_hash.hex(), - "r": signed_message.r, - "s": signed_message.s, - "v": signed_message.v, - "signature": signed_message.signature.hex(), - }, - indent=2, - ) - # EIP-712 signable message format: https://eips.ethereum.org/EIPS/eip-712 - signed_message_hash_preimage = ( - "0x19" - + signable_message.version.hex() - + signable_message.header.hex() - + signable_message.body.hex() - ) - - # Strip whitespace for comparison - assert ( - message_data_json.strip() == tc["expected_message_data_json"].strip() - ), f""" -Test '{tc['name']}' failed: message_data mismatch. -Wanted: -{tc['expected_message_data_json'].strip()} -Got: -{message_data_json.strip()} -""" - assert ( - domain_data_json.strip() == tc["expected_domain_data_json"].strip() - ), f""" -Test '{tc['name']}' failed: domain_data mismatch. -Wanted: -{tc['expected_domain_data_json'].strip()} -Got: -{domain_data_json.strip()} -""" - assert ( - signable_message_json.strip() == tc["expected_signable_message"].strip() - ), f""" -Test '{tc['name']}' failed: signable_message mismatch. -Wanted: -{tc['expected_signable_message'].strip()} -Got: -{signable_message_json.strip()} -""" - assert ( - signed_message_hash_preimage.strip() == tc["digest_input"].strip() - ), f""" -Test '{tc['name']}' failed: digest_input mismatch. -Wanted: -{tc["digest_input"].strip() -} -Got: -{signed_message_hash_preimage.strip()} -""" - assert ( - signed_message_json.strip() == tc["expected_signed_message"].strip() - ), f""" -Test '{tc['name']}' failed: signed_message mismatch. -Wanted: -{tc['expected_signed_message'].strip()} -Got: -{signed_message_json.strip()} -""" - assert ( - signed_order.signature.signer == str(account.address) == "0x" + public_key - ), f"""Test '{tc['name']}' failed: signer mismatch.""" - - -def test_sign_transfer_table(): - chainId = 1 - private_key = "f7934647276a6e1fa0af3f4467b4b8ddaf45d25a7368fa1a295eef49a446819d" - main_account_id = "0x0c1f4c8ee7acd9ea19b91bbb343cbaf6efd58ce1" - sub_account_id = "8289849667772468" - expiry = "1730800479321350000" - nonce = 828700936 - - test_cases = [ - { - "name": "Transfer $1 from main account to sub account", - "transfer": Transfer( - from_account_id=main_account_id, - from_sub_account_id="0", - to_account_id=main_account_id, - to_sub_account_id=sub_account_id, - currency="USDT", - num_tokens="1", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "expected_message_data_json": """ -{ - "fromAccount": "0x0c1f4c8ee7acd9ea19b91bbb343cbaf6efd58ce1", - "fromSubAccount": "0", - "toAccount": "0x0c1f4c8ee7acd9ea19b91bbb343cbaf6efd58ce1", - "toSubAccount": "8289849667772468", - "tokenCurrency": 3, - "numTokens": 1000000, - "nonce": 828700936, - "expiration": "1730800479321350000" -}""", - "expected_domain_data_json": """ -{ - "name": "GRVT Exchange", - "version": "0", - "chainId": 1 -}""", - # Per EIP-191: https://eips.ethereum.org/EIPS/eip-191 - "expected_signable_message": """ -{ - "version": "01", - "header": "950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f6", - "body": "8dfbfc161ca14b60b318aec118c0f77137ab6d5c0d6f4aa283a75995ec842a9f" -}""", - # EIP-712 signable message format: https://eips.ethereum.org/EIPS/eip-712 - # Pre-image of the signed message's message hash - # encode(domainSeparator : 𝔹²⁵⁶, message : 𝕊) = "\x19"‖ version ‖ domainSeparator ‖ hashStruct(message) - "digest_input": "0x1901950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f68dfbfc161ca14b60b318aec118c0f77137ab6d5c0d6f4aa283a75995ec842a9f", - "expected_signed_message": """ -{ - "message_hash": "f237c6e8ceaf8f75c35537c26a5810f5029fe3fa0179d636cfa75dba0eeaecda", - "r": 15279414997690414521303216846501751476684522786442627331685751803272563600625, - "s": 49712406548009011982925909577001640710775887931482920893646195243522061953552, - "v": 28, - "signature": "21c7d7a8e225cb146c80dc79bbe818f915536817f1343e974cfdbe2bfc952cf16de83999555f6236e5a56c86876defe00b4776c428ab5a4d7f997d290baaea101c" -}""", - }, - { - "name": "Transfer $1.5 from main account to sub account", - "transfer": Transfer( - from_account_id=main_account_id, - from_sub_account_id="0", - to_account_id=main_account_id, - to_sub_account_id=sub_account_id, - currency="USDT", - num_tokens="1.5", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "expected_message_data_json": """ -{ - "fromAccount": "0x0c1f4c8ee7acd9ea19b91bbb343cbaf6efd58ce1", - "fromSubAccount": "0", - "toAccount": "0x0c1f4c8ee7acd9ea19b91bbb343cbaf6efd58ce1", - "toSubAccount": "8289849667772468", - "tokenCurrency": 3, - "numTokens": 1500000, - "nonce": 828700936, - "expiration": "1730800479321350000" -}""", - "expected_domain_data_json": """ -{ - "name": "GRVT Exchange", - "version": "0", - "chainId": 1 -}""", - "expected_signable_message": """ -{ - "version": "01", - "header": "950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f6", - "body": "efc25031927cbee99a4b8c408d427168218312cb5fcbc2ef0644a25c411e9cd6" -}""", - "digest_input": "0x1901950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f6efc25031927cbee99a4b8c408d427168218312cb5fcbc2ef0644a25c411e9cd6", - "expected_signed_message": """ -{ - "message_hash": "e9a82979035693538d20cbd16a231379d68b2484f065a64b5ac962a0ef45ed2c", - "r": 101618044735866410136029494650850506089543609286068143785089360195209387957707, - "s": 2923457745704967739422721965786309607758766142290846761836065357300251710122, - "v": 28, - "signature": "e0a9c66d8d11c3a9ae3624e150cbbdf85d542722cac5255cad4e50af5ac1ddcb06769e5284352ead5735b8b11f9e9510d024bbb889a828889db4cb04132b52aa1c" -}""", - }, - { - "name": "Transfer $1 from sub account to main account", - "transfer": Transfer( - from_account_id=main_account_id, - from_sub_account_id=sub_account_id, - to_account_id=main_account_id, - to_sub_account_id="0", - currency="USDT", - num_tokens="1", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "expected_message_data_json": """ -{ - "fromAccount": "0x0c1f4c8ee7acd9ea19b91bbb343cbaf6efd58ce1", - "fromSubAccount": "8289849667772468", - "toAccount": "0x0c1f4c8ee7acd9ea19b91bbb343cbaf6efd58ce1", - "toSubAccount": "0", - "tokenCurrency": 3, - "numTokens": 1000000, - "nonce": 828700936, - "expiration": "1730800479321350000" -}""", - "expected_domain_data_json": """ -{ - "name": "GRVT Exchange", - "version": "0", - "chainId": 1 -}""", - "expected_signable_message": """ -{ - "version": "01", - "header": "950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f6", - "body": "325bbcdd0af37fd856ab19d5a34f04c98b4b9125fd924a41d149290d85cf5d1a" -}""", - "digest_input": "0x1901950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f6325bbcdd0af37fd856ab19d5a34f04c98b4b9125fd924a41d149290d85cf5d1a", - "expected_signed_message": """ -{ - "message_hash": "05a4682aaaffda9347f7f577623dc86be873d75680250d94f30e27fb450b0597", - "r": 87355230145152558239319417798390737905701563801639010151017443441731256782876, - "s": 20754249269006714296744776682911604802815023385414018875577784419437276970483, - "v": 27, - "signature": "c1214ee17dbc14f183297b9dd3f93120b16e633691817ee26045451bc629101c2de27d226a3d3188742629ab222d430d7989d6ea3e6a86bc259606e371123df31b" -}""", - }, - { - "name": "Transfer $1.5 from sub account to main account", - "transfer": Transfer( - from_account_id=main_account_id, - from_sub_account_id=sub_account_id, - to_account_id=main_account_id, - to_sub_account_id="0", - currency="USDT", - num_tokens="1.5", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "expected_message_data_json": """ -{ - "fromAccount": "0x0c1f4c8ee7acd9ea19b91bbb343cbaf6efd58ce1", - "fromSubAccount": "8289849667772468", - "toAccount": "0x0c1f4c8ee7acd9ea19b91bbb343cbaf6efd58ce1", - "toSubAccount": "0", - "tokenCurrency": 3, - "numTokens": 1500000, - "nonce": 828700936, - "expiration": "1730800479321350000" -}""", - "expected_domain_data_json": """ -{ - "name": "GRVT Exchange", - "version": "0", - "chainId": 1 -}""", - "expected_signable_message": """ -{ - "version": "01", - "header": "950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f6", - "body": "d20efa4f5ca3d7cd996d0a7be827a788fdea40ad9dc3f7d64f909ec3df2f0f1c" -}""", - "digest_input": "0x1901950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f6d20efa4f5ca3d7cd996d0a7be827a788fdea40ad9dc3f7d64f909ec3df2f0f1c", - "expected_signed_message": """ -{ - "message_hash": "57de810bfd4c46796b923242eba5fba199c69ec6159fd7f0bae13d20e6b2e32f", - "r": 84003073399296424218543069615592899281416934630850361306323613156742252728687, - "s": 27475502714605040799395938380083883707063662756512201821577577919846841662182, - "v": 27, - "signature": "b9b80dfd4b0d53e64b6dd1067d7d936c79a8c3966175bcefb2021cc71d08116f3cbe955c9f56e41f70c658e02df07873e77d347aa5c422943b87fdfd94293ae61b" -}""", - }, - { - "name": "Transfer $1 external", - "transfer": Transfer( - from_account_id="0x922a4874196806460fc63b5bcbff45f94c87f76f", - from_sub_account_id="0", - to_account_id="0x6a3434fce60ff567f60d80fb98f2f981e9b081fd", - to_sub_account_id="0", - currency="USDT", - num_tokens="1", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "expected_message_data_json": """ -{ - "fromAccount": "0x922a4874196806460fc63b5bcbff45f94c87f76f", - "fromSubAccount": "0", - "toAccount": "0x6a3434fce60ff567f60d80fb98f2f981e9b081fd", - "toSubAccount": "0", - "tokenCurrency": 3, - "numTokens": 1000000, - "nonce": 828700936, - "expiration": "1730800479321350000" -}""", - "expected_domain_data_json": """ -{ - "name": "GRVT Exchange", - "version": "0", - "chainId": 1 -}""", - "expected_signable_message": """ -{ - "version": "01", - "header": "950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f6", - "body": "c92edbd85a6756bbc1d472694218135800c5c34cecd62dfecf8b79696fb30a5a" -}""", - "digest_input": "0x1901950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f6c92edbd85a6756bbc1d472694218135800c5c34cecd62dfecf8b79696fb30a5a", - "expected_signed_message": """ -{ - "message_hash": "aa540bb37dc69583724239e2ee089f9863760b1f5dd3707f63254f5f9045a36b", - "r": 11015968193451536627767691276906473050663313657726362297424610772811255519811, - "s": 40117308978565698603770991327546519074883337154968913527997965101318785819773, - "v": 28, - "signature": "185ad129ca0de3584fcd91f6df0c25d8065411041db117c50dabd057249a1a4358b1979c1f8c65970578bc2756f17a0b5c7352c27007811800dcd8966351647d1c" -}""", - }, - { - "name": "Transfer $1.5 external revert", - "transfer": Transfer( - from_account_id="0x6a3434fce60ff567f60d80fb98f2f981e9b081fd", - from_sub_account_id="0", - to_account_id="0x922a4874196806460fc63b5bcbff45f94c87f76f", - to_sub_account_id="0", - currency="USDT", - num_tokens="1.5", - signature=Signature( - signer="", r="", s="", v=0, expiration=expiry, nonce=nonce - ), - transfer_type=TransferType.STANDARD, - transfer_metadata="", - ), - "expected_message_data_json": """ -{ - "fromAccount": "0x6a3434fce60ff567f60d80fb98f2f981e9b081fd", - "fromSubAccount": "0", - "toAccount": "0x922a4874196806460fc63b5bcbff45f94c87f76f", - "toSubAccount": "0", - "tokenCurrency": 3, - "numTokens": 1500000, - "nonce": 828700936, - "expiration": "1730800479321350000" -}""", - "expected_domain_data_json": """ -{ - "name": "GRVT Exchange", - "version": "0", - "chainId": 1 -}""", - "expected_signable_message": """ -{ - "version": "01", - "header": "950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f6", - "body": "5660d6d82b43a7bd01c7bee9379478b27e2c7774d9e9aebd69ea163c523f8730" -}""", - "digest_input": "0x1901950ca409f14e4f89a10e63790c40b5dc9c5fab89944e8c98112dece5b08415f65660d6d82b43a7bd01c7bee9379478b27e2c7774d9e9aebd69ea163c523f8730", - "expected_signed_message": """ -{ - "message_hash": "2a02bf2a7772d74f176d75f987e984dd253837aba1faed4b0a65ba5a3038ce06", - "r": 84973466961705873082056285677608514305288271637256010073726199940890275535890, - "s": 4896548729346283309439956649162331116008267310844279523516289648065258100769, - "v": 28, - "signature": "bbdd4726fef5cddb6eeb5fac07ed95702673293133d66481777a6a3ee82adc120ad3592ea3ebf428b260c56723386383253481bc188d9aeb87d9b21b850698211c" -}""", - }, - ] - - account = Account.from_key(private_key) - config = GrvtApiConfig( - env=GrvtEnv.TESTNET, - private_key=private_key, - trading_account_id=sub_account_id, - api_key="not-needed", - logger=logger, - ) - - for tc in test_cases: - message_data = build_EIP712_transfer_message_data( - tc["transfer"], 3 # assume all test cases are USDT transfers - ) - domain_data = get_EIP712_domain_data(config.env, chainId) - signable_message = encode_typed_data( - domain_data, EIP712_TRANSFER_MESSAGE_TYPE, message_data - ) - signed_message = account.sign_message(signable_message) - - # Convert to comparable strings - message_data_json = json.dumps(message_data, indent=2) - domain_data_json = json.dumps(domain_data, indent=2) - signable_message_json = json.dumps( - { - "version": signable_message.version.hex(), - "header": signable_message.header.hex(), - "body": signable_message.body.hex(), - }, - indent=2, - ) - signed_message_json = json.dumps( - { - "message_hash": signed_message.message_hash.hex(), - "r": signed_message.r, - "s": signed_message.s, - "v": signed_message.v, - "signature": signed_message.signature.hex(), - }, - indent=2, - ) - # EIP-712 signable message format: https://eips.ethereum.org/EIPS/eip-712 - signed_message_hash_preimage = ( - "0x19" - + signable_message.version.hex() - + signable_message.header.hex() - + signable_message.body.hex() - ) - - # Strip whitespace for comparison - assert ( - message_data_json.strip() == tc["expected_message_data_json"].strip() - ), f""" -Test '{tc['name']}' failed: message_data mismatch. -Wanted: -{tc['expected_message_data_json'].strip()} -Got: -{message_data_json.strip()} -""" - assert ( - domain_data_json.strip() == tc["expected_domain_data_json"].strip() - ), f""" -Test '{tc['name']}' failed: domain_data mismatch. -Wanted: -{tc['expected_domain_data_json'].strip()} -Got: -{domain_data_json.strip()} -""" - assert ( - signable_message_json.strip() == tc["expected_signable_message"].strip() - ), f""" -Test '{tc['name']}' failed: signable_message mismatch. -Wanted: -{tc['expected_signable_message'].strip()} -Got: -{signable_message_json.strip()} -""" - assert ( - signed_message_hash_preimage.strip() == tc["digest_input"].strip() - ), f""" -Test '{tc['name']}' failed: digest_input mismatch. -Wanted: -{tc["digest_input"].strip() -} -Got: -{signed_message_hash_preimage.strip()} -""" - assert ( - signed_message_json.strip() == tc["expected_signed_message"].strip() - ), f""" -Test '{tc['name']}' failed: signed_message mismatch. -Wanted: -{tc['expected_signed_message'].strip()} -Got: -{signed_message_json.strip()} -""" - - -def main(): - functions = [ - test_sign_transfer_table, - ] - for f in functions: - try: - f() - except Exception as e: - logger.error(f"Error in {f.__name__}: {e} {traceback.format_exc()}") - - -if __name__ == "__main__": - main() diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_sync.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_sync.py deleted file mode 100644 index 2c8d640..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_grvt_raw_sync.py +++ /dev/null @@ -1,141 +0,0 @@ -from pysdk import grvt_raw_types -from pysdk.grvt_raw_base import GrvtError -from pysdk.grvt_raw_sync import GrvtRawSync - -from .test_raw_utils import ( - get_config, - get_test_order, - get_test_tpsl_order, - get_test_transfer, - get_test_withdrawal, -) - - -def test_get_all_instruments() -> None: - api = GrvtRawSync(config=get_config()) - resp = api.get_all_instruments_v1( - grvt_raw_types.ApiGetAllInstrumentsRequest(is_active=True) - ) - if isinstance(resp, GrvtError): - raise ValueError(f"Received error: {resp}") - if resp.result is None: - raise ValueError("Expected results to be non-null") - if len(resp.result) == 0: - raise ValueError("Expected results to be non-empty") - - -def test_open_orders() -> None: - api = GrvtRawSync(config=get_config()) - - # Skip test if trading account id is not set - if api.config.trading_account_id is None or api.config.api_key is None: - return None # Skip test if configs are not set - - resp = api.open_orders_v1( - grvt_raw_types.ApiOpenOrdersRequest( - # sub_account_id=233, Uncomment to test error path with invalid sub account id - sub_account_id=str(api.config.trading_account_id), - kind=[grvt_raw_types.Kind.PERPETUAL], - base=["BTC", "ETH"], - quote=["USDT"], - ) - ) - if isinstance(resp, GrvtError): - api.logger.error(f"Received error: {resp}") - return None - if resp.result is None: - raise ValueError("Expected orders to be non-null") - if len(resp.result) == 0: - api.logger.info("Expected orders to be non-empty") - - -def test_create_order_with_signing() -> None: - api = GrvtRawSync(config=get_config()) - - inst_resp = api.get_all_instruments_v1( - grvt_raw_types.ApiGetAllInstrumentsRequest(is_active=True) - ) - if isinstance(inst_resp, GrvtError): - raise ValueError(f"Received error: {inst_resp}") - - order = get_test_order(api, {inst.instrument: inst for inst in inst_resp.result}) - if order is None: - return None # Skip test if configs are not set - resp = api.create_order_v1(grvt_raw_types.ApiCreateOrderRequest(order=order)) - - if isinstance(resp, GrvtError): - raise ValueError(f"Received error: {resp}") - if resp.result is None: - raise ValueError("Expected order to be non-null") - - -def test_create_tpsl_order_with_signing() -> None: - api = GrvtRawSync(config=get_config()) - - inst_resp = api.get_all_instruments_v1( - grvt_raw_types.ApiGetAllInstrumentsRequest(is_active=True) - ) - if isinstance(inst_resp, GrvtError): - raise ValueError(f"Received error: {inst_resp}") - - order = get_test_tpsl_order( - api, {inst.instrument: inst for inst in inst_resp.result} - ) - if order is None: - return None # Skip test if configs are not set - resp = api.create_order_v1(grvt_raw_types.ApiCreateOrderRequest(order=order)) - - if isinstance(resp, GrvtError): - raise ValueError(f"Received error: {resp}") - if resp.result is None: - raise ValueError("Expected order to be non-null") - - -def test_transfer_with_signing() -> None: - api = GrvtRawSync(config=get_config()) - transfer = get_test_transfer(api) - - if transfer is None: - return None # Skip test if configs are not set - - resp = api.transfer_v1( - grvt_raw_types.ApiTransferRequest( - transfer.from_account_id, - transfer.from_sub_account_id, - transfer.to_account_id, - transfer.to_sub_account_id, - transfer.currency, - transfer.num_tokens, - transfer.signature, - grvt_raw_types.TransferType.STANDARD, - "", - ) - ) - - if isinstance(resp, GrvtError): - raise ValueError(f"Received error: {resp}") - if resp.result is None: - raise ValueError("Expected transfer response to be non-null") - - -def test_withdrawal_with_signing() -> None: - api = GrvtRawSync(config=get_config()) - withdrawal = get_test_withdrawal(api) - - if withdrawal is None: - return None # Skip test if configs are not set - - resp = api.withdrawal_v1( - grvt_raw_types.ApiWithdrawalRequest( - withdrawal.from_account_id, - withdrawal.to_eth_address, - withdrawal.currency, - withdrawal.num_tokens, - withdrawal.signature, - ) - ) - - if isinstance(resp, GrvtError): - raise ValueError(f"Received error: {resp}") - if resp.result is None: - raise ValueError("Expected withdrawal response to be non-null") diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_raw_utils.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_raw_utils.py deleted file mode 100644 index 1087485..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_raw_utils.py +++ /dev/null @@ -1,158 +0,0 @@ -import logging -import os -import random -import time - -from pysdk import grvt_fixed_types, grvt_raw_types -from pysdk.grvt_raw_base import GrvtApiConfig, GrvtError -from pysdk.grvt_raw_env import GrvtEnv -from pysdk.grvt_raw_signing import sign_order, sign_transfer, sign_withdrawal -from pysdk.grvt_raw_sync import GrvtRawSync - - -def get_config() -> GrvtApiConfig: - logging.basicConfig() - logger = logging.getLogger() - logger.setLevel(logging.DEBUG) - conf = GrvtApiConfig( - env=GrvtEnv(os.getenv("GRVT_ENV", "testnet")), - trading_account_id=os.getenv("GRVT_SUB_ACCOUNT_ID"), - private_key=os.getenv("GRVT_PRIVATE_KEY"), - api_key=os.getenv("GRVT_API_KEY"), - logger=logger, - ) - logger.debug(conf) - return conf - - -def get_main_account_id(api: GrvtRawSync) -> str: - resp = api.funding_account_summary_v1(grvt_raw_types.EmptyRequest()) - if isinstance(resp, GrvtError): - raise ValueError(f"Received error: {resp}") - if resp.result is None: - raise ValueError("Expected funding_account_summary_v1 response to be non-null") - return resp.result.main_account_id - - -def get_test_order( - api: GrvtRawSync, instruments: dict[str, grvt_raw_types.Instrument] -) -> grvt_raw_types.Order | None: - # Skip test if configs are not set - if ( - api.config.trading_account_id is None - or api.config.private_key is None - or api.config.api_key is None - ): - return None - - order = grvt_raw_types.Order( - sub_account_id=str(api.config.trading_account_id), - time_in_force=grvt_raw_types.TimeInForce.GOOD_TILL_TIME, - legs=[ - grvt_raw_types.OrderLeg( - instrument="BTC_USDT_Perp", - size="1.2", # 1.2 BTC - limit_price="64170.7", # 80,000 USDT - is_buying_asset=True, - ) - ], - signature=grvt_raw_types.Signature( - signer="", # Populated by sign_order - r="", # Populated by sign_order - s="", # Populated by sign_order - v=0, # Populated by sign_order - expiration=str( - time.time_ns() + 20 * 24 * 60 * 60 * 1_000_000_000 - ), # 20 days - nonce=random.randint(0, 2**32 - 1), - ), - metadata=grvt_raw_types.OrderMetadata( - client_order_id=str(random.randint(0, 2**32 - 1)), - ), - ) - return sign_order(order, api.config, api.account, instruments) - - -def get_test_tpsl_order( - api: GrvtRawSync, instruments: dict[str, grvt_raw_types.Instrument] -) -> grvt_raw_types.Order | None: - order = get_test_order(api, instruments) - if order: - order.metadata.trigger = grvt_raw_types.TriggerOrderMetadata( - trigger_type=grvt_raw_types.TriggerType.TAKE_PROFIT, - tpsl=grvt_raw_types.TPSLOrderMetadata( - trigger_by=grvt_raw_types.TriggerBy.LAST, - trigger_price="64000", - ), - ) - return order - - -def get_test_transfer(api: GrvtRawSync) -> grvt_fixed_types.Transfer | None: - # Skip test if configs are not set - if ( - api.config.trading_account_id is None - or api.config.private_key is None - or api.config.api_key is None - ): - return None - - funding_account_address = get_main_account_id(api) - - return sign_transfer( - grvt_fixed_types.Transfer( - from_account_id=funding_account_address, - from_sub_account_id="0", - to_account_id=funding_account_address, - to_sub_account_id=str(api.config.trading_account_id), - currency="USDT", - num_tokens="1", - signature=grvt_raw_types.Signature( - signer="", - r="", - s="", - v=0, - expiration=str( - time.time_ns() + 20 * 24 * 60 * 60 * 1_000_000_000 - ), # 20 days - nonce=random.randint(0, 2**32 - 1), - ), - transfer_type=grvt_fixed_types.TransferType.STANDARD, - transfer_metadata="", - ), - api.config, - api.account, - ) - - -def get_test_withdrawal(api: GrvtRawSync) -> grvt_raw_types.Withdrawal | None: - # Skip test if configs are not set - if ( - api.config.trading_account_id is None - or api.config.private_key is None - or api.config.api_key is None - ): - return None - - funding_account_address = get_main_account_id(api) - - return sign_withdrawal( - grvt_raw_types.Withdrawal( - from_account_id=funding_account_address, - to_eth_address="0xed3FF6F4E84a64556e8F7d149dC3533f0c7D9c49", # Just a test address - currency="USDT", - num_tokens="1", - signature=grvt_raw_types.Signature( - signer="", - r="", - s="", - v=0, - expiration=str( - time.time_ns() + 20 * 24 * 60 * 60 * 1_000_000_000 - ), # 20 days - nonce=random.randint(0, 2**32 - 1), - ), - ), - api.config, - api.account, - ) diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_transfer.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_transfer.py deleted file mode 100644 index 35980ac..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_transfer.py +++ /dev/null @@ -1,4 +0,0 @@ -from .test_grvt_raw_sync import test_transfer_with_signing - -if __name__ == "__main__": - test_transfer_with_signing() diff --git a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_withdrawal.py b/docs/grvt/grvt-pysdk-main/tests/pysdk/test_withdrawal.py deleted file mode 100644 index faa002f..0000000 --- a/docs/grvt/grvt-pysdk-main/tests/pysdk/test_withdrawal.py +++ /dev/null @@ -1,4 +0,0 @@ -from .test_grvt_raw_sync import test_withdrawal_with_signing - -if __name__ == "__main__": - test_withdrawal_with_signing() diff --git a/docs/grvt/grvt-pysdk-main/uv.lock b/docs/grvt/grvt-pysdk-main/uv.lock deleted file mode 100644 index e340bf1..0000000 --- a/docs/grvt/grvt-pysdk-main/uv.lock +++ /dev/null @@ -1,1961 +0,0 @@ -version = 1 -requires-python = ">=3.10" - -[[package]] -name = "aiohappyeyeballs" 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"@grvt/client/interfaces/codegen/enums/candlestick-interval"; import { ECandlestickType } from "@grvt/client/interfaces/codegen/enums/candlestick-type"; import { ETimeInForce } from "@grvt/client/interfaces/codegen/enums/time-in-force"; @@ -217,10 +218,16 @@ export class GrvtGateway { private accountSnapshot: AsterAccountSnapshot | null = null; private openOrders: AsterOrder[] = []; private positions: AsterAccountPosition[] = []; + private lastPositionsUpdateAt: number = 0; private depthSnapshot: AsterDepth | null = null; private tickerSnapshot: AsterTicker | null = null; private klineCache: KlineCache | null = null; + // WebSocket state + private ws: WS | null = null; + private wsConnected = false; + private positionsRefreshTimer: ReturnType | null = null; + private accountListeners = new Set<(snapshot: AsterAccountSnapshot) => void>(); private ordersListeners = new Set<(orders: AsterOrder[]) => void>(); private depthListeners = new Set<(depth: AsterDepth) => void>(); @@ -305,6 +312,7 @@ export class GrvtGateway { this.refreshKlines(), ]); this.startPolling(); + this.startWebsocket(); this.initialized = true; } @@ -417,6 +425,9 @@ export class GrvtGateway { const response = await this.tdg.createOrder({ order: toApiOrderPayload(signedOrder) }); const order = mapCreateOrderResponse(response, this.symbol); this.mergeOrder(order); + if (signedOrder.reduce_only) { + void this.refreshPositions().catch((error) => this.logger("postOrderPositionRefresh", error)); + } return order; } catch (error) { const payload = { @@ -500,6 +511,87 @@ export class GrvtGateway { } } + private startWebsocket(): void { + try { + if (this.ws) { + this.ws.disconnect(); + this.ws = null; + } + const base = this.hosts.trades.replace(/\/?$/g, ""); + const url = new URL(base.replace(/^http/, "ws") + "/ws/lite"); + // Pass auth as query params (server reads headers/cookies from params per client implementation) + const params: Record = {}; + for (const [key, value] of Object.entries(this.headers)) { + params[key] = value; + } + const ws = new WS({ + url: url.toString(), + timeout: 10000, + reconnectStrategy: (retries: number) => { + const attempt = Math.max(0, retries); + const base = 1000 * Math.pow(2, Math.min(8, attempt)); + const jitter = Math.floor(Math.random() * 250); + return Math.min(30000, base + jitter); + }, + }); + ws.setParams(params); + ws.onConnect(() => { + this.wsConnected = true; + // Prefer WS: pause HTTP position polling when connected + if (this.accountTimer) { + clearInterval(this.accountTimer); + this.accountTimer = null; + } + // Subscribe to position/order/state feeds + const subs: TWSRequest[] = [ + { + stream: EStream.POSITION, + params: { sub_account_id: this.subAccountId, instrument: this.instrument }, + onData: () => this.schedulePositionsRefresh(150), + } as any, + { + stream: EStream.ORDER, + params: { sub_account_id: this.subAccountId, instrument: this.instrument }, + onData: () => this.schedulePositionsRefresh(100), + } as any, + { + stream: EStream.STATE, + params: { sub_account_id: this.subAccountId, instrument: this.instrument }, + onData: () => this.schedulePositionsRefresh(100), + } as any, + ]; + ws.subscribes(...subs); + }); + ws.onClose(() => { + this.wsConnected = false; + // Resume HTTP position polling when WS closes + if (!this.accountTimer) { + this.accountTimer = setInterval(() => { + void this.refreshAccountSnapshot().catch((error) => this.logger("accountPoll", error)); + void this.refreshPositions().catch((error) => this.logger("positionPoll", error)); + }, this.pollIntervals.account); + } + }); + ws.onError((e) => { + this.logger("ws", e); + }); + ws.connect(); + this.ws = ws; + } catch (error) { + this.logger("startWebsocket", error); + } + } + + private schedulePositionsRefresh(delayMs: number): void { + if (this.positionsRefreshTimer) { + clearTimeout(this.positionsRefreshTimer); + } + this.positionsRefreshTimer = setTimeout(() => { + this.positionsRefreshTimer = null; + void this.refreshPositions().catch((error) => this.logger("wsPositionsRefresh", error)); + }, Math.max(0, delayMs)); + } + private async refreshAccountSnapshot(): Promise { const response = await this.tdg.subAccountSummary({ sub_account_id: this.subAccountId }); const snapshot = mapAccountSnapshot(response, this.symbol, this.instrument); @@ -509,7 +601,13 @@ export class GrvtGateway { private async refreshPositions(): Promise { const response = await this.tdg.positions({ sub_account_id: this.subAccountId }); - this.positions = mapPositions(response, this.symbol, this.instrument); + const mapped = mapPositions(response, this.symbol, this.instrument); + const newestEventTime = getNewestPositionEventTime(mapped); + if (newestEventTime < this.lastPositionsUpdateAt) { + return; + } + this.positions = mapped; + this.lastPositionsUpdateAt = newestEventTime; const snapshot = this.accountSnapshot; if (snapshot) { snapshot.positions = this.positions.map((position) => ({ ...position })); @@ -929,6 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