更新环境配置示例，添加 GRVT 相关的 API 凭证和选项，增强文档以支持新的交易所适配器，确保用户能够正确配置和使用 GRVT 交易功能。

2026-09-11 17:28:08 +00:00 · 2025-09-27 16:12:20 +08:00
parent 64640f4494
commit dde7ab71a9
60 changed files with 16126 additions and 527 deletions
@@ -0,0 +1,248 @@
+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