def additional_matcher(request):
body = json.loads(request.body)
assert body['fillOrKill'] is False
assert body['order']['takerMarket'] == '0'
assert body['order']['makerMarket'] == '1'
assert body['order']['takerAmount'] == '1000'
assert body['order']['makerAmount'] == '2000'
assert body['order']['makerAccountOwner'] == \
client.public_address
assert body['order']['makerAccountNumber'] == \
str(client.account_number)
assert body['order']['takerAccountOwner'] == \
client.TAKER_ACCOUNT_OWNER
assert body['order']['takerAccountNumber'] == \
str(client.TAKER_ACCOUNT_NUMBER)
assert abs(
int(body['order']['expiration']) -
utils.epoch_in_four_weeks()) <= 10
assert body['order']['salt'].isnumeric()
sent_order = body['order']
expected_signature = utils.sign_order({
'makerMarket': int(sent_order['makerMarket']),
'takerMarket': int(sent_order['takerMarket']),
'makerAmount': int(sent_order['makerAmount']),
'takerAmount': int(sent_order['takerAmount']),
'makerAccountOwner': sent_order['makerAccountOwner'],
'makerAccountNumber': int(sent_order['makerAccountNumber']),
'takerAccountOwner': sent_order['takerAccountOwner'],
'takerAccountNumber': int(sent_order['takerAccountNumber']),
'expiration': int(sent_order['expiration']),
'salt': int(sent_order['salt']),
}, client.private_key)
assert body['order']['typedSignature'] == expected_signature
return True
def _make_perp_order(
self,
market,
side,
amount,
price,
expiration=None,
limitFee=None,
postOnly=False,
):
'''
Make an order object
:param market: required
:type market: str in list
["PBTC-USDC"]
:param side: required
:type side: str in list ["BUY", "SELL"]
:param amount: required
:type amount: number
:param price: required
:type price: Decimal
:param expiration: optional, defaults to 28 days from now
:type expiration: number
:param limitFee: optional, overrides the default limitFee
:type limitFee: number
:param postOnly: optional, defaults to False
:type postOnly: bool
:returns: Order
:raises: DydxAPIError
'''
baseMarket, _ = utils.pair_to_base_quote_markets(market)
isBuy = utils.get_is_buy(side)
if limitFee is None:
limitFee = utils.get_limit_fee(baseMarket, amount, postOnly)
order = {
'salt': random.randint(0, 2**256),
'isBuy': isBuy,
'amount': amount,
'limitPrice': price,
'triggerPrice': Decimal(0),
'limitFee': limitFee,
'maker': self.public_address,
'taker': consts.TAKER_ACCOUNT_OWNER,
'expiration': expiration or utils.epoch_in_four_weeks(),
}
order['typedSignature'] = \
perp_orders.sign_order(order, self.private_key)
return order
def _make_order(
self,
makerMarket,
takerMarket,
makerAmount,
takerAmount,
expiration=None,
):
'''
Make an order object
:param makerMarket: required
:type makerMarket: number
:param takerMarket: required
:type takerMarket: number
:param makerAmount: required
:type makerAmount: number
:param takerAmount: required
:type takerAmount: number
:param expiration: optional, defaults to 28 days from now
:type expiration: number
:returns: Order
:raises: DydxAPIError
'''
order = {
'makerMarket': makerMarket,
'takerMarket': takerMarket,
'makerAmount': makerAmount,
'takerAmount': takerAmount,
'makerAccountOwner': self.public_address,
'makerAccountNumber': self.account_number,
'takerAccountOwner': self.TAKER_ACCOUNT_OWNER,
'takerAccountNumber': self.TAKER_ACCOUNT_NUMBER,
'expiration': expiration or utils.epoch_in_four_weeks(),
'salt': random.randint(0, 2**256)
}
order['typedSignature'] = utils.sign_order(order, self.private_key)
return order
def _additional_matcher(request):
body = json.loads(request.body)
assert not body['fillOrKill']
assert not body['postOnly']
assert 'cancelAmountOnRevert' not in body
assert 'cancelId' not in body
assert 'clientId' not in body
order = body['order']
assert order['isBuy'] is True
assert order['isDecreaseOnly'] is False
assert order['baseMarket'] == '0'
assert order['quoteMarket'] == '3'
assert order['amount'] == '10000'
assert order['limitPrice'] == '250.01'
assert order['triggerPrice'] == '0'
assert order['limitFee'] == '0.005'
assert order['makerAccountOwner'] == \
client.public_address
assert order['makerAccountNumber'] == \
str(client.account_number)
assert abs(int(order['expiration']) -
utils.epoch_in_four_weeks()) <= 10
assert order['salt'].isnumeric()
expected_signature = utils.sign_order(
{
'isBuy': order['isBuy'],
'baseMarket': int(order['baseMarket']),
'quoteMarket': int(order['quoteMarket']),
'amount': int(order['amount']),
'limitPrice': float(order['limitPrice']),
'triggerPrice': float(order['triggerPrice']),
'limitFee': float(order['limitFee']),
'makerAccountOwner': order['makerAccountOwner'],
'makerAccountNumber': int(order['makerAccountNumber']),
'expiration': int(order['expiration']),
'salt': int(order['salt'])
}, client.private_key)
assert body['order']['typedSignature'] == expected_signature
return True
def additional_matcher(request):
body = json.loads(request.body)
assert body["fillOrKill"] is False
assert body["order"]["takerMarket"] == "0"
assert body["order"]["makerMarket"] == "1"
assert body["order"]["takerAmount"] == "1000"
assert body["order"]["makerAmount"] == "2000"
assert body["order"]["makerAccountOwner"] == client.public_address
assert body["order"]["makerAccountNumber"] == str(
client.account_number)
assert body["order"][
"takerAccountOwner"] == client.TAKER_ACCOUNT_OWNER
assert body["order"]["takerAccountNumber"] == str(
client.TAKER_ACCOUNT_NUMBER)
assert (abs(
int(body["order"]["expiration"]) - utils.epoch_in_four_weeks())
<= 10)
assert body["order"]["salt"].isnumeric()
sent_order = body["order"]
expected_signature = utils.sign_order(
{
"makerMarket": int(sent_order["makerMarket"]),
"takerMarket": int(sent_order["takerMarket"]),
"makerAmount": int(sent_order["makerAmount"]),
"takerAmount": int(sent_order["takerAmount"]),
"makerAccountOwner": sent_order["makerAccountOwner"],
"makerAccountNumber": int(
sent_order["makerAccountNumber"]),
"takerAccountOwner": sent_order["takerAccountOwner"],
"takerAccountNumber": int(
sent_order["takerAccountNumber"]),
"expiration": int(sent_order["expiration"]),
"salt": int(sent_order["salt"]),
},
client.private_key,
)
assert body["order"]["typedSignature"] == expected_signature
return True
def _additional_matcher(request):
body = json.loads(request.body)
assert not body['fillOrKill']
assert not body['postOnly']
assert 'cancelAmountOnRevert' not in body
assert 'cancelId' not in body
assert 'clientId' not in body
assert body['market'] == args['market']
order = body['order']
assert order['isBuy'] is args['isBuy']
assert order['isDecreaseOnly'] is False
assert order['amount'] == str(args['amount'])
assert order['limitPrice'] == str(args['limitPrice'])
assert order['triggerPrice'] == '0'
assert order['limitFee'] == '0.00075'
assert order['maker'] == client.public_address
assert order['taker'] == consts.TAKER_ACCOUNT_OWNER
assert abs(int(order['expiration']) -
utils.epoch_in_four_weeks()) <= 10
assert order['salt'].isnumeric()
expected_signature = perp_orders.sign_order(
{
'isBuy': order['isBuy'],
'amount': int(order['amount']),
'limitPrice': Decimal(order['limitPrice']),
'triggerPrice': Decimal(order['triggerPrice']),
'limitFee': Decimal(order['limitFee']),
'maker': order['maker'],
'taker': order['taker'],
'expiration': int(order['expiration']),
'salt': int(order['salt'])
}, client.private_key)
assert body['order']['typedSignature'] == expected_signature
return True
def create_order(
self,
makerMarket,
takerMarket,
makerAmount,
takerAmount,
expiration=None,
fillOrKill=False,
clientId=None,
):
'''
Create an order
:param makerMarket: required
:type makerMarket: number
:param takerMarket: required
:type takerMarket: number
:param makerAmount: required
:type makerAmount: number
:param takerAmount: required
:type takerAmount: number
:param expiration: optional, defaults to 28 days from now
:type expiration: number
:param fillOrKill: optional, defaults to False
:type fillOrKill: bool
:param clientId: optional, defaults to None
:type clientId: string
:returns: Order
:raises: DydxAPIError
'''
order = {
'makerMarket': makerMarket,
'takerMarket': takerMarket,
'makerAmount': makerAmount,
'takerAmount': takerAmount,
'makerAccountOwner': self.public_address,
'makerAccountNumber': self.account_number,
'takerAccountOwner': self.TAKER_ACCOUNT_OWNER,
'takerAccountNumber': self.TAKER_ACCOUNT_NUMBER,
'expiration': expiration or utils.epoch_in_four_weeks(),
'salt': random.randint(0, 2**256)
}
order['typedSignature'] = utils.sign_order(order, self.private_key)
return self._post('dex/orders',
data=json.dumps(
utils.remove_nones({
'fillOrKill': fillOrKill,
'clientId': clientId,
'order':
{k: str(v)
for k, v in order.items()}
})))
def _make_solo_order(
self,
market,
side,
amount,
price,
expiration=None,
limitFee=None,
postOnly=False,
):
'''
Make an order object
:param market: required
:type market: str in list
["WETH-DAI", "WETH-USDC", "DAI-USDC"]
:param side: required
:type side: str in list ["BUY", "SELL"]
:param amount: required
:type amount: number
:param price: required
:type price: Decimal
:param expiration: optional, defaults to 28 days from now
:type expiration: number
:param limitFee: optional, overrides the default limitFee
:type limitFee: number
:param postOnly: optional, defaults to False
:type postOnly: bool
:returns: Order
:raises: DydxAPIError
'''
baseMarket, quoteMarket = utils.pair_to_base_quote_markets(market)
isBuy = utils.get_is_buy(side)
if limitFee is None:
limitFee = consts.DEFAULT_LIMIT_FEE
order = {
'salt': random.randint(0, 2**256),
'isBuy': isBuy,
'baseMarket': baseMarket,
'quoteMarket': quoteMarket,
'amount': int(float(amount)),
'limitPrice': price,
'triggerPrice': Decimal(0),
'limitFee': limitFee,
'makerAccountOwner': self.public_address,
'makerAccountNumber': self.account_number,
'expiration': expiration or utils.epoch_in_four_weeks(),
}
order['typedSignature'] = \
solo_orders.sign_order(order, self.private_key)
return order
def create_order(
self,
makerMarket,
takerMarket,
makerAmount,
takerAmount,
expiration=None,
fillOrKill=False,
clientId=None,
):
"""
Create an order
:param makerMarket: required
:type makerMarket: number
:param takerMarket: required
:type takerMarket: number
:param makerAmount: required
:type makerAmount: number
:param takerAmount: required
:type takerAmount: number
:param expiration: optional, defaults to 28 days from now
:type expiration: number
:param fillOrKill: optional, defaults to False
:type fillOrKill: bool
:param clientId: optional, defaults to None
:type clientId: string
:returns: Order
:raises: DydxAPIError
"""
order = {
"makerMarket": makerMarket,
"takerMarket": takerMarket,
"makerAmount": makerAmount,
"takerAmount": takerAmount,
"makerAccountOwner": self.public_address,
"makerAccountNumber": self.account_number,
"takerAccountOwner": self.TAKER_ACCOUNT_OWNER,
"takerAccountNumber": self.TAKER_ACCOUNT_NUMBER,
"expiration": expiration or utils.epoch_in_four_weeks(),
"salt": random.randint(0, 2 ** 256),
}
order["typedSignature"] = utils.sign_order(order, self.private_key)
return self._post(
"dex/orders",
data=json.dumps(
utils.remove_nones(
{
"fillOrKill": fillOrKill,
"clientId": clientId,
"order": {k: str(v) for k, v in order.items()},
}
)
),
)