afp-sdk 0.1.1__py3-none-any.whl → 0.2.0__py3-none-any.whl

afp/api/builder.py

@@ -41,7 +41,7 @@ class Builder(ClearingSystemAPI):
         oracle_address: str,
         fsv_decimals: int,
         fsp_alpha: Decimal,
-        fsp_beta: int,
+        fsp_beta: Decimal,
         fsv_calldata: str,
         start_time: datetime,
         earliest_fsp_submission_time: datetime,
@@ -177,7 +177,7 @@ class Builder(ClearingSystemAPI):
                 oracle_address=cast(ChecksumAddress, product.oracle_address),
                 fsv_decimals=product.fsv_decimals,
                 fsp_alpha=int(product.fsp_alpha * config.FULL_PRECISION_MULTIPLIER),
-                fsp_beta=product.fsp_beta,
+                fsp_beta=int(product.fsp_beta * 10**product.fsv_decimals),
                 fsv_calldata=HexBytes(product.fsv_calldata),
             ),
             price_quotation=product.price_quotation,

afp/api/trading.py

@@ -54,6 +54,7 @@ class Trading(ExchangeAPI):
         max_trading_fee_rate: Decimal,
         good_until_time: datetime,
         margin_account_id: str | None = None,
+        rounding: 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.
@@ -62,6 +63,13 @@ class Trading(ExchangeAPI):
         is assumed to be the same as the margin account if the margin account ID is not
         specified.
 
+        The limit price must have at most as many fractional digits as the product's
+        tick size, or if `rounding` is specified then the limit price is rounded to the
+        appropriate number of fractional digits. `rounding` may be one of
+        `ROUND_CEILING`, `ROUND_FLOOR`, `ROUND_UP`, `ROUND_DOWN`, `ROUND_HALF_UP`,
+        `ROUND_HALF_DOWN`, `ROUND_HALF_EVEN` and `ROUND_05UP`; see the rounding modes of
+        the `decimal` module of the Python Standard Library.
+
         Parameters
         ----------
         product : afp.schemas.ExchangeProduct
@@ -71,6 +79,8 @@ class Trading(ExchangeAPI):
         max_trading_fee_rate : decimal.Decimal
         good_until_time : datetime.datetime
         margin_account_id : str, optional
+        rounding : str, optional
+            A rounding mode of the `decimal` module or `None` for no rounding.
 
         Returns
         -------
@@ -85,7 +95,9 @@ class Trading(ExchangeAPI):
         intent_data = IntentData(
             trading_protocol_id=self._trading_protocol_id,
             product_id=product.id,
-            limit_price=limit_price,
+            limit_price=validators.validate_limit_price(
+                Decimal(limit_price), product.tick_size, rounding
+            ),
             quantity=quantity,
             max_trading_fee_rate=max_trading_fee_rate,
             side=getattr(OrderSide, side.upper()),

afp/bindings/trading_protocol.py

@@ -59,6 +59,24 @@ class Trade:
     intents: typing.List[Intent]
 
 
+@dataclass
+class Settlement:
+    """Port of `struct Settlement` on the IMarginAccount contract."""
+
+    position_id: hexbytes.HexBytes
+    quantity: int
+    price: int
+
+
+@dataclass
+class Order:
+    """Port of `struct Order` on the ITradingProtocol contract."""
+
+    margin_account_id: eth_typing.ChecksumAddress
+    margin_account_contract: eth_typing.ChecksumAddress
+    settlement: Settlement
+
+
 class TradingProtocol:
     """TradingProtocol contract binding.
 
@@ -101,6 +119,11 @@ class TradingProtocol:
         """Binding for `event RoleRevoked` on the TradingProtocol contract."""
         return self._contract.events.RoleRevoked
 
+    @property
+    def SequenceExecuted(self) -> contract.ContractEvent:
+        """Binding for `event SequenceExecuted` on the TradingProtocol contract."""
+        return self._contract.events.SequenceExecuted
+
     @property
     def Upgraded(self) -> contract.ContractEvent:
         """Binding for `event Upgraded` on the TradingProtocol contract."""
@@ -450,6 +473,36 @@ class TradingProtocol:
             clearing_address,
         )
 
+    def order_mae_check(
+        self,
+        orders: typing.List[Order],
+    ) -> typing.List[bool]:
+        """Binding for `orderMAECheck` on the TradingProtocol contract.
+
+        Parameters
+        ----------
+        orders : typing.List[Order]
+
+        Returns
+        -------
+        typing.List[bool]
+        """
+        return_value = self._contract.functions.orderMAECheck(
+            [
+                (
+                    item.margin_account_id,
+                    item.margin_account_contract,
+                    (
+                        item.settlement.position_id,
+                        item.settlement.quantity,
+                        item.settlement.price,
+                    ),
+                )
+                for item in orders
+            ],
+        ).call()
+        return [bool(return_value_elem) for return_value_elem in return_value]
+
     def proxiable_uuid(
         self,
     ) -> hexbytes.HexBytes:
@@ -718,6 +771,25 @@ ABI = typing.cast(
             "name": "RoleRevoked",
             "type": "event",
         },
+        {
+            "anonymous": False,
+            "inputs": [
+                {
+                    "indexed": False,
+                    "internalType": "bool[]",
+                    "name": "results",
+                    "type": "bool[]",
+                },
+                {
+                    "indexed": False,
+                    "internalType": "bytes[]",
+                    "name": "errors",
+                    "type": "bytes[]",
+                },
+            ],
+            "name": "SequenceExecuted",
+            "type": "event",
+        },
         {
             "anonymous": False,
             "inputs": [
@@ -1100,6 +1172,55 @@ ABI = typing.cast(
             "stateMutability": "nonpayable",
             "type": "function",
         },
+        {
+            "inputs": [
+                {
+                    "components": [
+                        {
+                            "internalType": "address",
+                            "name": "marginAccountID",
+                            "type": "address",
+                        },
+                        {
+                            "internalType": "address",
+                            "name": "marginAccountContract",
+                            "type": "address",
+                        },
+                        {
+                            "components": [
+                                {
+                                    "internalType": "bytes32",
+                                    "name": "positionId",
+                                    "type": "bytes32",
+                                },
+                                {
+                                    "internalType": "int256",
+                                    "name": "quantity",
+                                    "type": "int256",
+                                },
+                                {
+                                    "internalType": "uint256",
+                                    "name": "price",
+                                    "type": "uint256",
+                                },
+                            ],
+                            "internalType": "struct IMarginAccount.Settlement",
+                            "name": "settlement",
+                            "type": "tuple",
+                        },
+                    ],
+                    "internalType": "struct ITradingProtocol.Order[]",
+                    "name": "orders",
+                    "type": "tuple[]",
+                }
+            ],
+            "name": "orderMAECheck",
+            "outputs": [
+                {"internalType": "bool[]", "name": "results", "type": "bool[]"}
+            ],
+            "stateMutability": "view",
+            "type": "function",
+        },
         {
             "inputs": [],
             "name": "proxiableUUID",

afp/schemas.py

@@ -172,7 +172,7 @@ class ProductSpecification(Model):
     oracle_address: Annotated[str, AfterValidator(validators.validate_address)]
     fsv_decimals: Annotated[int, Field(ge=0, lt=256)]  # uint8
     fsp_alpha: Decimal
-    fsp_beta: int
+    fsp_beta: Decimal
     fsv_calldata: Annotated[str, AfterValidator(validators.validate_hexstr)]
     # Product
     start_time: Timestamp

afp/validators.py

@@ -1,4 +1,5 @@
 from datetime import datetime, timedelta
+from decimal import Decimal
 
 from binascii import Error
 from eth_typing.evm import ChecksumAddress
@@ -41,3 +42,15 @@ def validate_address(value: str) -> ChecksumAddress:
         return Web3.to_checksum_address(value)
     except ValueError:
         raise ValueError(f"{value} is not a valid blockchain address")
+
+
+def validate_limit_price(
+    value: Decimal, tick_size: int, rounding: str | None = None
+) -> Decimal:
+    if rounding is None:
+        num_fractional_digits = abs(int(value.normalize().as_tuple().exponent))
+        if num_fractional_digits > tick_size:
+            raise ValueError(
+                f"Limit price {value} can have at most {tick_size} fractional digits"
+            )
+    return value.quantize(Decimal("10") ** -tick_size, rounding=rounding)

{afp_sdk-0.1.1.dist-info → afp_sdk-0.2.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: afp-sdk
-Version: 0.1.1
+Version: 0.2.0
 Summary: Autonomous Futures Protocol Python SDK
 Keywords: autonity,web3,trading,crypto,prediction,forecast,markets
 License-Expression: MIT

{afp_sdk-0.1.1.dist-info → afp_sdk-0.2.0.dist-info}/RECORD

@@ -2,10 +2,10 @@ afp/__init__.py,sha256=LTxZrvSFI5blSuBEsGlyZhFfmrNVV3LpPrdi7aYwiTs,325
 afp/api/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 afp/api/admin.py,sha256=7ymtCloff4UhyS-MAqA8_cndWlfZanjuGgPgkiV5Jhc,1526
 afp/api/base.py,sha256=iS-sjAc9mME2qOMEvnB6T6x9L_8oeJnHY6h79xrbAOE,2632
-afp/api/builder.py,sha256=4Kmulk2f4QAblLgmI0J6YYt-WuBoLSw3l2jY3Q6tNN8,7078
+afp/api/builder.py,sha256=mde8XemEMKL76KgEd5rxg7RLBS6lyIfNOEGmE1_iK0M,7114
 afp/api/clearing.py,sha256=nMVjayFkf0XYYP3aKAdgR6NaFSG4Cl_QsEuADRuIO7M,12922
 afp/api/liquidation.py,sha256=CtME5524VVW9mXMMpORyUP205sTVqpLnHIPoTy2MGa8,5439
-afp/api/trading.py,sha256=0nD3JnnQwmmFeZYRws1V4rfWCuxgwnY7O5uF-NZ3Mtc,9917
+afp/api/trading.py,sha256=HjskW4c13CwAB-AwyIsSBcvyXKKEJk7a9768tqcTzUE,10648
 afp/bindings/__init__.py,sha256=5PDdlk0aClsTt2NgbVqP-R-z2QQp99IfXaSB13Pmf5c,1155
 afp/bindings/auctioneer_facet.py,sha256=99FmK35trfOIJGqJqyc1NnpG0KavhH0_jNufszZ9VhA,24013
 afp/bindings/bankruptcy_facet.py,sha256=Yg8sLhDU0crsL1ISSy4eoeQEP5jrAuiWBBlco5MtgPc,11370
@@ -18,17 +18,17 @@ afp/bindings/margin_account_registry.py,sha256=mx9sAU6HuC09d-LAf9bzP57HPLa3M6qXp
 afp/bindings/mark_price_tracker_facet.py,sha256=vnVsAmpts_2Sv9Jmx3JlON8X8FJd9D2jOFhqSwXIA7A,2830
 afp/bindings/oracle_provider.py,sha256=CMpVAXdUuTP_W9ZE297B-m9MjuW90yCOhNLMVl3kCf0,15863
 afp/bindings/product_registry.py,sha256=HFWwbFKvXk0A2dZB6KBa0Ul8-vX9uvvtGj0dhRL9UUw,43701
-afp/bindings/trading_protocol.py,sha256=XN9UbViMhVLIzFCTTgEW65GRF0finTjq-2iHrhtL3P8,39873
+afp/bindings/trading_protocol.py,sha256=a8QLCQ9bKgV26IW1y4aY8js9ykO8l2_VTM8YPCo6SqM,43895
 afp/config.py,sha256=3S7k49n4ZaRko3FX6Hw95r5L-sw2XiAjWtqYiX3Omx0,1017
 afp/decorators.py,sha256=Ustc15RbXGYIEqDb9lXnd-bdhZJ8ZrztN4h_vjkLsG0,2692
 afp/enums.py,sha256=4dglBx4Amcu0GrlJn0cIj-rp9uDHZGfDEP_vMAO02xo,485
 afp/exceptions.py,sha256=RE8IE6akDgbar2PobdpOiBdGZZCYkb4jWf1ozJmdLaI,342
 afp/exchange.py,sha256=l8Cartp0R4PPe6O_Wu10YDw-5P_PbaAkd7w-W5QrlWY,5272
 afp/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-afp/schemas.py,sha256=RQ-NkDOgFnoJXHIngiqAJCX88gu5qlkMu6lxnvVyYfI,4899
+afp/schemas.py,sha256=nCR8FLnq8msTFW9wsLxjTrxIzcKG85BKG-WmQ5Oazrc,4903
 afp/signing.py,sha256=7fohnAvoiDA4ems_3OcVnr16OmYLSg9NnnCSzDplg6s,2235
-afp/validators.py,sha256=zhOP0vYS2aXMKLsIVDwD6xwwCg0moIU5IhMlNHihWkM,1329
-afp_sdk-0.1.1.dist-info/licenses/LICENSE,sha256=ZdaKItgc2ppfqta2OJV0oHpSJiK87PUxmUkUo-_0SB8,1065
-afp_sdk-0.1.1.dist-info/WHEEL,sha256=4n27za1eEkOnA7dNjN6C5-O2rUiw6iapszm14Uj-Qmk,79
-afp_sdk-0.1.1.dist-info/METADATA,sha256=BZuKka2wtt3_X2jt09psAhsi0WZIlze1OEJ4Qa7QAJA,5618
-afp_sdk-0.1.1.dist-info/RECORD,,
+afp/validators.py,sha256=m61ZpP385CxsdDGJavPkXKTXnJAHKLCzedoZ8mL6daI,1818
+afp_sdk-0.2.0.dist-info/licenses/LICENSE,sha256=ZdaKItgc2ppfqta2OJV0oHpSJiK87PUxmUkUo-_0SB8,1065
+afp_sdk-0.2.0.dist-info/WHEEL,sha256=NHRAbdxxzyL9K3IO2LjmlNqKSyPZnKv2BD16YYVKo18,79
+afp_sdk-0.2.0.dist-info/METADATA,sha256=GXQP-Cbxe6UAMmmveYzLeG8vDgRodS0N_9jz0Bx1FlE,5618
+afp_sdk-0.2.0.dist-info/RECORD,,

{afp_sdk-0.1.1.dist-info → afp_sdk-0.2.0.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: uv 0.8.13
+Generator: uv 0.8.14
 Root-Is-Purelib: true
 Tag: py3-none-any