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Paradex v2 update #39

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Paradex v2 update #39

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2 changes: 1 addition & 1 deletion lib/pymaker
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Submodule pymaker updated 3 files
+27 −28 pymaker/lifecycle.py
+8 −2 pymaker/sign.py
+32 −32 tests/test_lifecycle.py
71 changes: 45 additions & 26 deletions pyexchange/paradex.py
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Original file line number Diff line number Diff line change
Expand Up @@ -36,14 +36,14 @@

class Order:
def __init__(self,
order_id: int,
order_id: str,
pair: str,
is_sell: bool,
price: Wad,
amount: Wad,
amount_remaining: Wad):

assert(isinstance(order_id, int))
assert(isinstance(order_id, str))
assert(isinstance(pair, str))
assert(isinstance(is_sell, bool))
assert(isinstance(price, Wad))
Expand Down Expand Up @@ -86,7 +86,7 @@ def __init__(self,
price: Wad,
amount: Wad,
money: Wad):
assert(isinstance(trade_id, int))
assert(isinstance(trade_id, str))
assert(isinstance(timestamp, int))
assert(isinstance(pair, str))
assert(isinstance(is_sell, bool))
Expand Down Expand Up @@ -147,38 +147,43 @@ def __init__(self, zrx_exchange: ZrxExchangeV2, api_server: str, api_key: str, t
self.last_nonce = 0
self.last_nonce_lock = threading.Lock()

self.secret = None

def verify_address(self):
return self._http_post_signed("/v0/verifyAddress", {})

def ticker(self, pair: str):
assert(isinstance(pair, str))
return self._http_get("/v0/ticker", f"market={pair}")
return self._http_get("/v1/ticker", f"market={pair}")

def get_markets(self):
return self._http_get("/v0/markets", f"")
return self._http_get("/v1/markets", f"")

def init_secret(self):
self.secret = self._http_post_signed("/v1/generate_secret", {})['secret']

def get_balances(self):
return self._http_post("/v0/balances", {})
return self._http_post_signed("/v1/get_balances", {})

def get_orders(self, pair: str) -> List[Order]:
assert(isinstance(pair, str))

per_page = 100

orders_open = self._http_post(f"/v0/orders?per_page={per_page}", {
orders_open = self._http_post_signed(f"/v1/get_orders?per_page={per_page}", {
'market': pair,
'state': 'open'
})
})['orders']

orders_unfunded = self._http_post(f"/v0/orders?per_page={per_page}", {
orders_unfunded = self._http_post_signed(f"/v1/get_orders?per_page={per_page}", {
'market': pair,
'state': 'unfunded'
})
})['orders']

orders_unknown = self._http_post(f"/v0/orders?per_page={per_page}", {
orders_unknown = self._http_post_signed(f"/v1/get_orders?per_page={per_page}", {
'market': pair,
'state': 'unknown'
})
})['orders']

if len(orders_open) >= per_page:
raise Exception(f"Unable to get all 'open' orders as we are hitting the per_page={per_page} limit")
Expand All @@ -189,7 +194,7 @@ def get_orders(self, pair: str) -> List[Order]:
if len(orders_unknown) >= per_page:
raise Exception(f"Unable to get all 'unknown' orders as we are hitting the per_page={per_page} limit")

return list(map(lambda item: Order(order_id=int(item['id']),
return list(map(lambda item: Order(order_id=item['id'],
pair=pair,
is_sell=item['type'] == 'sell',
price=Wad.from_number(item['price']),
Expand All @@ -210,7 +215,7 @@ def place_order(self, pair: str, is_sell: bool, price: Wad, amount: Wad, expiry:
self.logger.info(f"Placing order ({'SELL' if is_sell else 'BUY'}, amount {amount} of {pair},"
f" price {price})...")

order_params = self._http_post_signed("/v0/orderParams", {
order_params = self._http_post_signed("/v1/order_params", {
'market': pair,
'orderType': 'sell' if is_sell else 'buy',
'price': str(price),
Expand All @@ -222,23 +227,36 @@ def place_order(self, pair: str, is_sell: bool, price: Wad, amount: Wad, expiry:
order = self.zrx_exchange.sign_order(order)
fee = self._calculate_fee(is_sell, price, amount, order)

result = self._http_post_signed("/v0/order", {**order.to_json(), **{'feeId': order_params['fee']['id']}})
result = self._http_post_signed("/v1/order", {**order.to_json(), **{'feeId': order_params['fee']['id']}})
order_id = result['id']

self.logger.info(f"Placed order ({'SELL' if is_sell else 'BUY'}, amount {amount} of {pair},"
f" price {price}, fee {float(fee)*100:.4f}%) as #{order_id}")

return order_id

def cancel_order(self, order_id: int) -> bool:
assert(isinstance(order_id, int))
def cancel_order(self, order_id: str) -> bool:
assert(isinstance(order_id, str))

self.logger.info(f"Cancelling order #{order_id}...")

result = self._http_post_signed("/v0/orderCancel", {
'id': order_id
})
success = result['status']
our_nonce = self._choose_nonce()

result = self._result(requests.post(url=f"{self.api_server}/v1/cancel_orders",
json={
'nonce': our_nonce,
'orderIds': [order_id]
},
headers={
"API-KEY": self.api_key,
"API-SIG": self._create_sig_header({
'nonce': our_nonce,
'orderIds': order_id
})
},
timeout=self.timeout), our_nonce)

success = order_id in result['cancelled']

if success:
self.logger.info(f"Cancelled order #{order_id}")
Expand All @@ -251,15 +269,15 @@ def get_trades(self, pair: str, page_number: int = 1) -> List[Trade]:
assert(isinstance(pair, str))
assert(isinstance(page_number, int))

result = self._http_post("/v0/trades", {
result = self._http_post_signed("/v1/get_trades", {
'market': pair,
'page': page_number,
'per_page': 100
})['trades']

result = filter(lambda item: item['state'] == 'confirmed', result)

trades = list(map(lambda item: Trade(trade_id=int(item['id']),
trades = list(map(lambda item: Trade(trade_id=item['id'],
timestamp=int(dateutil.parser.parse(item['createdAt']).timestamp()),
pair=pair,
is_sell=item['type'] == 'sell',
Expand All @@ -273,11 +291,11 @@ def get_all_trades(self, pair: str, page_number: int = 1) -> List[Trade]:
assert(isinstance(pair, str))
assert(isinstance(page_number, int))

result = self._http_get("/v0/tradeHistory", f"market={pair}&page={page_number}&per_page=50")['trades']
result = self._http_get("/v1/trade_history", f"market={pair}&page={page_number}&per_page=50")['trades']

result = filter(lambda item: item['state'] == 'confirmed', result)

return list(map(lambda item: Trade(trade_id=int(item['id']),
return list(map(lambda item: Trade(trade_id=item['id'],
timestamp=int(dateutil.parser.parse(item['created']).timestamp()),
pair=pair,
is_sell=item['type'] == 'sell',
Expand Down Expand Up @@ -346,7 +364,8 @@ def _create_signature(self, params: dict) -> str:
values += str(params[key])

message = bytes(keys + values, 'utf-8')
return eth_sign(message, self.zrx_exchange.web3)

return eth_sign(message, self.zrx_exchange.web3, self.secret)

def _create_sig_header(self, params: dict):
assert(isinstance(params, dict))
Expand Down