afp-sdk 0.1.0__py3-none-any.whl

afp/api/trading.py

@@ -0,0 +1,342 @@
+import secrets
+from datetime import datetime
+from decimal import Decimal
+from typing import Generator
+
+from web3 import Web3
+
+from .. import signing, validators
+from ..decorators import refresh_token_on_expiry
+from ..enums import OrderType
+from ..schemas import (
+    ExchangeProduct,
+    Intent,
+    IntentData,
+    MarketDepthData,
+    Order,
+    OrderCancellationData,
+    OrderFill,
+    OrderFillFilter,
+    OrderSide,
+    OrderSubmission,
+    TradeState,
+)
+from .base import ExchangeAPI
+
+
+class Trading(ExchangeAPI):
+    """API for trading in the AutEx exchange.
+
+    Authenticates with the exchange on creation.
+
+    Parameters
+    ----------
+    private_key : str
+        The private key of the account that submits intents to the exchange.
+
+    Raises
+    ------
+    afp.exceptions.AuthenticationError
+        If the exchange rejects the login attempt.
+    """
+
+    @staticmethod
+    def _generate_nonce() -> int:
+        return secrets.randbelow(2**31)  # Postgres integer range
+
+    def create_intent(
+        self,
+        *,
+        product: ExchangeProduct,
+        side: str,
+        limit_price: Decimal,
+        quantity: int,
+        max_trading_fee_rate: Decimal,
+        good_until_time: datetime,
+        margin_account_id: str | None = None,
+    ) -> Intent:
+        """Creates an intent with the given intent data, generates its hash and signs it
+        with the configured account's private key.
+
+        The intent account's address is derived from the private key. The intent account
+        is assumed to be the same as the margin account if the margin account ID is not
+        specified.
+
+        Parameters
+        ----------
+        product : afp.schemas.ExchangeProduct
+        side : str
+        limit_price : decimal.Decimal
+        quantity : decimal.Decimal
+        max_trading_fee_rate : decimal.Decimal
+        good_until_time : datetime.datetime
+        margin_account_id : str, optional
+
+        Returns
+        -------
+        afp.schemas.Intent
+        """
+        margin_account_id = (
+            validators.validate_address(margin_account_id)
+            if margin_account_id is not None
+            else self._account.address
+        )
+
+        intent_data = IntentData(
+            trading_protocol_id=self._trading_protocol_id,
+            product_id=product.id,
+            limit_price=limit_price,
+            quantity=quantity,
+            max_trading_fee_rate=max_trading_fee_rate,
+            side=getattr(OrderSide, side.upper()),
+            good_until_time=good_until_time,
+            nonce=self._generate_nonce(),
+        )
+        intent_hash = signing.generate_intent_hash(
+            intent_data=intent_data,
+            margin_account_id=margin_account_id,
+            intent_account_id=self._account.address,
+            tick_size=product.tick_size,
+        )
+        signature = signing.sign_message(self._account, intent_hash)
+        return Intent(
+            hash=Web3.to_hex(intent_hash),
+            margin_account_id=margin_account_id,
+            intent_account_id=self._account.address,
+            signature=Web3.to_hex(signature),
+            data=intent_data,
+        )
+
+    @refresh_token_on_expiry
+    def submit_limit_order(self, intent: Intent) -> Order:
+        """Sends an intent expressing a limit order to the exchange.
+
+        Parameters
+        ----------
+        intent : afp.schemas.Intent
+
+        Returns
+        -------
+        afp.schemas.Order
+
+        Raises
+        ------
+        afp.exceptions.ValidationError
+            If the exchange rejects the intent.
+        """
+        submission = OrderSubmission(
+            type=OrderType.LIMIT_ORDER,
+            intent=intent,
+        )
+        return self._exchange.submit_order(submission)
+
+    @refresh_token_on_expiry
+    def submit_cancel_order(self, intent_hash: str) -> Order:
+        """Sends a cancellation order to the exchange.
+
+        Parameters
+        ----------
+        intent_hash : str
+
+        Returns
+        -------
+        afp.schemas.Order
+
+        Raises
+        ------
+        afp.exceptions.ValidationError
+            If the exchange rejects the cancellation.
+        """
+        nonce = self._generate_nonce()
+        cancellation_hash = signing.generate_order_cancellation_hash(nonce, intent_hash)
+        signature = signing.sign_message(self._account, cancellation_hash)
+        cancellation_data = OrderCancellationData(
+            intent_hash=intent_hash,
+            nonce=nonce,
+            intent_account_id=self._account.address,
+            signature=Web3.to_hex(signature),
+        )
+        submission = OrderSubmission(
+            type=OrderType.CANCEL_ORDER,
+            cancellation_data=cancellation_data,
+        )
+        return self._exchange.submit_order(submission)
+
+    @refresh_token_on_expiry
+    def products(self) -> list[ExchangeProduct]:
+        """Retrieves the products approved for trading on the exchange.
+
+        Returns
+        -------
+        list of afp.schemas.ExchangeProduct
+        """
+        return self._exchange.get_approved_products()
+
+    @refresh_token_on_expiry
+    def product(self, product_id: str) -> ExchangeProduct:
+        """Retrieves a product for trading by its ID.
+
+        Parameters
+        ----------
+        product_id : str
+
+        Returns
+        -------
+        afp.schemas.ExchangeProduct
+
+        Raises
+        ------
+        afp.exceptions.NotFoundError
+            If no such product exists.
+        """
+        value = validators.validate_hexstr32(product_id)
+        return self._exchange.get_product_by_id(value)
+
+    @refresh_token_on_expiry
+    def order(self, order_id: str) -> Order:
+        """Retrieves an order by its ID from the orders that have been submitted by the
+        authenticated account.
+
+        Parameters
+        ----------
+        order_id : str
+
+        Returns
+        -------
+        afp.schemas.Order
+
+        Raises
+        ------
+        afp.exceptions.NotFoundError
+            If no such order exists.
+        """
+        value = validators.validate_hexstr32(order_id)
+        return self._exchange.get_order_by_id(value)
+
+    @refresh_token_on_expiry
+    def open_orders(self) -> list[Order]:
+        """Retrieves all open and partially filled limit orders that have been submitted
+        by the authenticated account.
+
+        Returns
+        -------
+        list of afp.schemas.Order
+        """
+        return self._exchange.get_open_orders()
+
+    @refresh_token_on_expiry
+    def order_fills(
+        self,
+        *,
+        product_id: str | None = None,
+        margin_account_id: str | None = None,
+        intent_hash: str | None = None,
+        start: datetime | None = None,
+        end: datetime | None = None,
+    ) -> list[OrderFill]:
+        """Retrieves the authenticated account's order fills that match the given
+        parameters.
+
+        Parameters
+        ----------
+        product_id : str, optional
+        margin_account_id : str, optional
+        intent_hash : str, optional
+        start : datetime.datetime, optional
+        end : datetime.datetime, optional
+
+        Returns
+        -------
+        list of afp.schemas.OrderFill
+        """
+        filter = OrderFillFilter(
+            intent_account_id=self._account.address,
+            product_id=product_id,
+            margin_account_id=margin_account_id,
+            intent_hash=intent_hash,
+            start=start,
+            end=end,
+            trade_state=None,
+        )
+        return self._exchange.get_order_fills(filter)
+
+    @refresh_token_on_expiry
+    def iter_order_fills(
+        self,
+        *,
+        product_id: str | None = None,
+        margin_account_id: str | None = None,
+        intent_hash: str | None = None,
+    ) -> Generator[OrderFill, None, None]:
+        """Subscribes to the authenticated account's new order fills that match the
+        given parameters.
+
+        Returns a generator that yields new order fills as they are published by the
+        exchange. A new order fill gets publised as soon as there is a match in the
+        order book, before the trade is submitted to clearing.
+
+        Parameters
+        ----------
+        product_id : str, optional
+        margin_account_id : str, optional
+        intent_hash : str, optional
+
+        Yields
+        -------
+        afp.schemas.OrderFill
+        """
+        filter = OrderFillFilter(
+            intent_account_id=self._account.address,
+            product_id=product_id,
+            margin_account_id=margin_account_id,
+            intent_hash=intent_hash,
+            start=None,
+            end=None,
+            trade_state=TradeState.PENDING,
+        )
+        yield from self._exchange.iter_order_fills(filter)
+
+    @refresh_token_on_expiry
+    def market_depth(self, product_id: str) -> MarketDepthData:
+        """Retrieves the depth of market for the given product.
+
+        Parameters
+        ----------
+        product_id : str
+
+        Returns
+        -------
+        afp.schemas.MarketDepthData
+
+        Raises
+        ------
+        afp.exceptions.NotFoundError
+            If no such product exists.
+        """
+        value = validators.validate_hexstr32(product_id)
+        return self._exchange.get_market_depth_data(value)
+
+    @refresh_token_on_expiry
+    def iter_market_depth(
+        self, product_id: str
+    ) -> Generator[MarketDepthData, None, None]:
+        """Subscribes to updates of the depth of market for the given product.
+
+        Returns a generator that yields the updated market depth data as it is published
+        by the exhange.
+
+        Parameters
+        ----------
+        product_id : str
+
+        Yields
+        -------
+        afp.schemas.MarketDepthData
+
+        Raises
+        ------
+        afp.exceptions.NotFoundError
+            If no such product exists.
+        """
+        value = validators.validate_hexstr32(product_id)
+        yield from self._exchange.iter_market_depth_data(value)

afp/bindings/__init__.py

@@ -0,0 +1,48 @@
+"""Typed bindings around the smart contracts of the Autonity Futures Protocol."""
+
+from .auctioneer_facet import AuctionConfig, AuctionData, BidData
+from .bankruptcy_facet import LAAData, PositionLossData
+from .clearing_facet import ClearingConfig, Config, Intent, IntentData, Side, Trade
+from .facade import (
+    ClearingDiamond,
+    MarginAccountRegistry,
+    OracleProvider,
+    ProductRegistry,
+)
+from .margin_account import MarginAccount, PositionData, Settlement
+from .product_registry import (
+    OracleSpecification,
+    Product,
+    ProductMetadata,
+    ProductState,
+)
+from .trading_protocol import TradingProtocol
+
+__all__ = (
+    # Contract bindings
+    "ClearingDiamond",
+    "MarginAccount",
+    "MarginAccountRegistry",
+    "OracleProvider",
+    "ProductRegistry",
+    "TradingProtocol",
+    # Structures
+    "AuctionConfig",
+    "AuctionData",
+    "BidData",
+    "ClearingConfig",
+    "Config",
+    "Intent",
+    "IntentData",
+    "LAAData",
+    "OracleSpecification",
+    "PositionData",
+    "PositionLossData",
+    "Product",
+    "ProductMetadata",
+    "Settlement",
+    "Trade",
+    # Enumerations
+    "ProductState",
+    "Side",
+)