ddx-python 1.0.5__cp310-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl

ddx/realtime_client/models/__init__.py

@@ -0,0 +1,683 @@
+from pydantic import BaseModel, Field, ConfigDict, conlist, field_validator, ConfigDict
+from pydantic.alias_generators import to_camel
+from pydantic.types import StringConstraints
+from typing import Optional, Union, Annotated, Literal
+from enum import Enum
+from datetime import datetime
+
+from ddx._rust.decimal import Decimal
+
+
+class CamelModel(BaseModel):
+    model_config = ConfigDict(
+        alias_generator=to_camel,
+        validate_by_alias=True,
+        validate_by_name=True,
+        serialize_by_alias=True,
+    )
+
+
+def validate_decimal_str(value: str, field_name: str, nonnegative: bool = True) -> str:
+    try:
+        d = Decimal(value)
+    except Exception:
+        raise ValueError(f"Invalid decimal value for {field_name}: {value}")
+    if nonnegative and d < 0:
+        raise ValueError(f"Value for {field_name} must be non-negative: {value}")
+    return value
+
+
+HexStr = Annotated[str, StringConstraints(pattern=r"^0x[0-9a-f]+$")]
+
+
+class Action(str, Enum):
+    SUBSCRIBE = "SUBSCRIBE"
+    UNSUBSCRIBE = "UNSUBSCRIBE"
+
+
+class Feed(str, Enum):
+    ORDER_BOOK_L2 = "ORDER_BOOK_L2"
+    ORDER_BOOK_L3 = "ORDER_BOOK_L3"
+    MARK_PRICE = "MARK_PRICE"
+    ORDER_UPDATE = "ORDER_UPDATE"
+    STRATEGY_UPDATE = "STRATEGY_UPDATE"
+    TRADER_UPDATE = "TRADER_UPDATE"
+
+
+class MessageType(str, Enum):
+    PARTIAL = "PARTIAL"
+    UPDATE = "UPDATE"
+
+
+class TradeSide(int, Enum):
+    BID = 0
+    ASK = 1
+
+
+class OrderType(int, Enum):
+    LIMIT = 0
+    MARKET = 1
+    STOP = 2
+    LIMIT_POST_ONLY = 3
+
+
+class OrderRejection(int, Enum):
+    SELF_MATCH = 0
+    SOLVENCY_GUARD = 1
+    MAX_TAKER_PRICE_DEVIATION = 2
+    NO_LIQUIDITY = 3
+    INVALID_STRATEGY = 4
+    POST_ONLY_VIOLATION = 5
+
+
+class CancelRejection(int, Enum):
+    INVALID_ORDER = 0
+
+
+class OrderUpdateReason(int, Enum):
+    TRADE = 0
+    LIQUIDATION = 1
+    CANCELLATION = 2
+    ORDER_REJECTION = 3
+    CANCEL_REJECTION = 4
+
+
+class WithdrawRejection(int, Enum):
+    INVALID_STRATEGY = 0
+    INVALID_INSURANCE_FUND_CONTRIBUTION = 1
+    MAX_WITHDRAWAL_AMOUNT = 2
+    INSUFFICIENT_INSURANCE_FUND_CONTRIBUTION = 3
+    INSUFFICIENT_REMAINING_INSURANCE_FUND = 4
+
+
+class StrategyUpdateReason(int, Enum):
+    DEPOSIT = 0
+    WITHDRAW = 1
+    WITHDRAW_INTENT = 2
+    FUNDING_PAYMENT = 3
+    REALIZED_PNL = 4
+    LIQUIDATION = 5
+    ADL = 6
+    WITHDRAW_REJECTION = 7
+
+
+class WithdrawDDXRejection(int, Enum):
+    INVALID_TRADER = 0
+    INSUFFICIENT_DDX_BALANCE = 1
+
+
+class TraderUpdateReason(int, Enum):
+    DEPOSIT_DDX = 0
+    WITHDRAW_DDX = 1
+    WITHDRAW_DDX_INTENT = 2
+    TRADE_MINING_REWARD = 3
+    PROFILE_UPDATE = 4
+    FEE_DISTRIBUTION = 5
+    WITHDRAW_DDX_REJECTION = 6
+
+
+class PositionSide(int, Enum):
+    LONG = 0
+    SHORT = 1
+
+
+class OrderFilter(CamelModel):
+    trader_address: HexStr
+    strategy_id_hash: Optional[HexStr] = None
+    symbol: Optional[str] = None
+    reason: Optional["OrderUpdateReason"] = None
+
+
+class StrategyFilter(CamelModel):
+    trader_address: HexStr
+    strategy_id_hash: Optional[HexStr] = None
+    reason: Optional["StrategyUpdateReason"] = None
+
+
+class TraderFilter(CamelModel):
+    trader_address: HexStr
+    reason: Optional["TraderUpdateReason"] = None
+
+
+class OrderBookL2Params(CamelModel):
+    symbol: str
+    aggregation: float = Field(..., gt=0, description="Aggregation level for prices.")
+
+
+class OrderBookL3Params(CamelModel):
+    symbol: str
+
+
+class MarkPriceParams(CamelModel):
+    symbols: Annotated[list[str], conlist(str, min_length=1)] = Field(
+        ..., description="The product symbols for which to retrieve mark prices."
+    )
+
+
+class OrderIdentifier(CamelModel):
+    trader_address: HexStr
+    strategy_id_hash: Optional[HexStr] = None
+    symbol: Optional[str] = None
+
+
+class OrderUpdateParams(CamelModel):
+    order_filters: Optional[list[OrderFilter]] = None
+
+
+class StrategyIdentifier(CamelModel):
+    trader_address: HexStr
+    strategy_id_hash: Optional[HexStr] = None
+
+
+class StrategyUpdateParams(CamelModel):
+    strategy_filters: Optional[list[StrategyFilter]] = None
+
+
+class TraderUpdateParams(CamelModel):
+    trader_filters: Optional[list[TraderFilter]] = None
+
+
+class FeedWithParams(CamelModel):
+    feed: Feed
+    # params must match one of the models used by the various feeds.
+    params: Union[
+        OrderBookL2Params,
+        OrderBookL3Params,
+        MarkPriceParams,
+        OrderUpdateParams,
+        StrategyUpdateParams,
+        TraderUpdateParams,
+    ]
+
+
+class SubscribePayload(CamelModel):
+    action: Literal[Action.SUBSCRIBE]
+    nonce: str
+    feeds: Annotated[list[FeedWithParams], conlist(FeedWithParams, min_length=1)]
+
+
+class UnsubscribePayload(CamelModel):
+    action: Literal[Action.UNSUBSCRIBE]
+    nonce: str
+    feeds: Annotated[list[Feed], conlist(Feed, min_length=1)]
+
+
+class AcknowledgeResult(CamelModel):
+    error: Optional[str] = None
+
+
+class AcknowledgePayload(CamelModel):
+    action: Optional[Action]
+    nonce: Optional[str]
+    result: AcknowledgeResult
+
+
+class AggregatedOrder(CamelModel):
+    symbol: str
+    side: TradeSide = Field(..., description="Side of the order (BID=0, ASK=1).")
+    amount: str = Field(
+        ...,
+        description="The aggregated amount for this price level. Stored as string to preserve decimal precision.",
+    )
+    price: str = Field(
+        ...,
+        description="The aggregated price level. Stored as string to preserve decimal precision.",
+    )
+
+    @field_validator("amount", "price")
+    @classmethod
+    def validate_nonnegative_decimals(cls, v, info):
+        return validate_decimal_str(
+            v, f"AggregatedOrder.{info.field_name}", nonnegative=True
+        )
+
+
+class OrderBookL2Contents(CamelModel):
+    message_type: MessageType
+    ordinal: int = Field(..., ge=0, description="Ordinal must be non-negative.")
+    data: list[AggregatedOrder]
+
+
+class OrderBookL2Payload(CamelModel):
+    feed: Literal[Feed.ORDER_BOOK_L2] = Field(default=Feed.ORDER_BOOK_L2)
+    params: OrderBookL2Params
+    contents: OrderBookL2Contents
+
+
+class OrderBookL3Order(CamelModel):
+    order_hash: HexStr
+    symbol: str
+    side: TradeSide
+    original_amount: str = Field(..., description="Original order amount")
+    amount: str = Field(..., description="Remaining order amount")
+    price: str = Field(..., description="Order price")
+    trader_address: HexStr
+    strategy_id_hash: HexStr
+    book_ordinal: int = Field(..., ge=0)
+
+    @field_validator("original_amount", "amount", "price")
+    @classmethod
+    def validate_nonnegative_decimals(cls, v, info):
+        return validate_decimal_str(
+            v, f"OrderBookL3Order.{info.field_name}", nonnegative=True
+        )
+
+
+class OrderBookL3Contents(CamelModel):
+    message_type: MessageType
+    ordinal: int = Field(..., ge=0)
+    data: list[OrderBookL3Order]
+
+
+class OrderBookL3Payload(CamelModel):
+    feed: Literal[Feed.ORDER_BOOK_L3] = Field(default=Feed.ORDER_BOOK_L3)
+    params: OrderBookL3Params
+    contents: OrderBookL3Contents
+
+
+class MarkPriceEntry(CamelModel):
+    global_ordinal: int = Field(..., ge=0)
+    epoch_id: int = Field(..., ge=0)
+    price: str = Field(
+        ...,
+        description="The mark price, stored as a string to preserve decimal precision.",
+    )
+    funding_rate: str = Field(
+        ...,
+        description="The new funding rate for this symbol. Stored as a string to preserve decimal precision.",
+    )
+    symbol: str
+    created_at: datetime
+
+    @field_validator("price")
+    @classmethod
+    def validate_nonnegative_decimals(cls, v, info):
+        return validate_decimal_str(
+            v, f"MarkPriceEntry.{info.field_name}", nonnegative=True
+        )
+
+    @field_validator("funding_rate")
+    @classmethod
+    def validate_decimals(cls, v, info):
+        return validate_decimal_str(
+            v, f"MarkPriceEntry.{info.field_name}", nonnegative=False
+        )
+
+
+class MarkPriceContents(CamelModel):
+    message_type: MessageType
+    ordinal: int = Field(..., ge=0)
+    data: list[MarkPriceEntry]
+
+
+class MarkPricePayload(CamelModel):
+    feed: Literal[Feed.MARK_PRICE] = Field(default=Feed.MARK_PRICE)
+    params: MarkPriceParams
+    contents: MarkPriceContents
+
+
+class OrderIntent(CamelModel):
+    epoch_id: int = Field(..., ge=0)
+    order_hash: HexStr
+    symbol: str
+    side: TradeSide
+    amount: str = Field(
+        ..., description="Amount stored as string to preserve decimal precision."
+    )
+    price: str = Field(
+        ..., description="Price stored as string to preserve decimal precision."
+    )
+    trader_address: HexStr
+    strategy_id_hash: HexStr
+    order_type: OrderType
+    stop_price: str = Field(
+        ..., description="Stop price stored as string to preserve decimal precision."
+    )
+    nonce: str
+    signature: HexStr
+    created_at: datetime
+
+    @field_validator("amount", "price", "stop_price")
+    @classmethod
+    def validate_nonnegative_decimals(cls, v, info):
+        return validate_decimal_str(
+            v, f"OrderIntent.{info.field_name}", nonnegative=True
+        )
+
+
+class OrderUpdate(CamelModel):
+    global_ordinal: int = Field(..., ge=0)
+    epoch_id: int = Field(..., ge=0)
+    order_rejection: Optional[OrderRejection] = None
+    cancel_rejection: Optional[CancelRejection] = None
+    reason: OrderUpdateReason
+    amount: Optional[str] = Field(
+        default=None,
+        description="The filled amount for the update, as a string preserving decimal precision.",
+    )
+    quote_asset_amount: Optional[str] = Field(
+        default=None,
+        description="The quote asset transacted amount for this update, as a string preserving decimal precision.",
+    )
+    symbol: str
+    price: Optional[str] = Field(
+        default=None,
+        description="The fill price for the update, as a string preserving decimal precision.",
+    )
+    order_match_ordinal: Optional[int] = Field(
+        default=None,
+        ge=0,
+        description="Ordinal representing the order match outcome for this update.",
+    )
+    ordinal: int = Field(..., ge=0)
+    last_executed_amount: Optional[str] = Field(
+        default=None,
+        description="The last executed amount from the update, as a string preserving decimal precision.",
+    )
+    last_executed_price: Optional[str] = Field(
+        default=None,
+        description="The last executed price from the update, as a string preserving decimal precision.",
+    )
+    cumulative_filled_amount: Optional[str] = Field(
+        default=None,
+        description="The cumulative filled amount up to this update, as a string preserving decimal precision.",
+    )
+    cumulative_quote_asset_transacted_amount: Optional[str] = Field(
+        default=None,
+        description="The cumulative quote asset transacted amount up to this update, as a string preserving decimal precision.",
+    )
+    last_quote_asset_transacted_amount: Optional[str] = Field(
+        default=None,
+        description="The last quote asset transacted amount from this update, as a string preserving decimal precision.",
+    )
+    maker_fee_collateral: Optional[str] = Field(
+        default=None,
+        description="The maker fee in collateral, as a string preserving decimal precision.",
+    )
+    maker_fee_ddx: Optional[str] = Field(
+        default=None,
+        description="The maker fee in DDX, as a string preserving decimal precision.",
+    )
+    maker_realized_pnl: Optional[str] = Field(
+        default=None,
+        description="The realized PnL for the maker trade in the collateral currency, stored as string to preserve decimal precision.",
+    )
+    taker_order_intent: Optional[OrderIntent] = None
+    taker_fee_collateral: Optional[str] = Field(
+        default=None,
+        description="The taker fee in collateral, as a string preserving decimal precision.",
+    )
+    taker_fee_ddx: Optional[str] = Field(
+        default=None,
+        description="The taker fee in DDX, as a string preserving decimal precision.",
+    )
+    taker_realized_pnl: Optional[str] = None
+    liquidated_trader_address: Optional[str] = None
+    liquidated_strategy_id_hash: Optional[str] = None
+    maker_order_intent: OrderIntent
+    created_at: datetime
+
+    @field_validator(
+        "amount",
+        "quote_asset_amount",
+        "price",
+        "last_executed_amount",
+        "last_executed_price",
+        "cumulative_filled_amount",
+        "cumulative_quote_asset_transacted_amount",
+        "last_quote_asset_transacted_amount",
+        "maker_fee_collateral",
+        "maker_fee_ddx",
+        "taker_fee_collateral",
+        "taker_fee_ddx",
+    )
+    @classmethod
+    def validate_nonnegative_optional_decimals(cls, v, info):
+        if v is None:
+            return v
+        return validate_decimal_str(
+            v, f"OrderUpdate.{info.field_name}", nonnegative=True
+        )
+
+    @field_validator("maker_realized_pnl", "taker_realized_pnl")
+    @classmethod
+    def validate_optional_decimals(cls, v, info):
+        if v is None:
+            return v
+        return validate_decimal_str(
+            v, f"OrderUpdate.{info.field_name}", nonnegative=False
+        )
+
+
+class OrderUpdateContents(CamelModel):
+    message_type: MessageType
+    ordinal: int = Field(..., ge=0)
+    data: list[OrderUpdate]
+
+
+class OrderUpdatePayload(CamelModel):
+    feed: Literal[Feed.ORDER_UPDATE] = Field(default=Feed.ORDER_UPDATE)
+    params: OrderUpdateParams
+    contents: OrderUpdateContents
+
+
+class Position(CamelModel):
+    symbol: str
+    balance: str = Field(
+        ...,
+        description="Position balance (after PnL was realized), stored as string to preserve decimal precision",
+    )
+    side: PositionSide
+    avg_entry_price: str = Field(
+        ...,
+        description="Average entry price, stored as string to preserve decimal precision",
+    )
+    realized_pnl: str = Field(
+        ..., description="Realized PnL, stored as string to preserve decimal precision"
+    )
+
+    @field_validator("balance", "avg_entry_price")
+    @classmethod
+    def validate_nonnegative_decimals(cls, v, info):
+        return validate_decimal_str(v, f"Position.{info.field_name}", nonnegative=True)
+
+    @field_validator("realized_pnl")
+    @classmethod
+    def validate_decimals(cls, v, info):
+        return validate_decimal_str(v, f"Position.{info.field_name}", nonnegative=False)
+
+
+class StrategyUpdate(CamelModel):
+    global_ordinal: int = Field(..., ge=0)
+    epoch_id: int = Field(..., ge=0)
+    withdraw_rejection: Optional[WithdrawRejection] = None
+    reason: StrategyUpdateReason
+    trader_address: HexStr
+    strategy_id_hash: HexStr
+    collateral_address: HexStr
+    collateral_symbol: Literal["USDC"]
+    amount: Optional[str] = Field(
+        default=None,
+        description="The amount added to the strategy (may be negative for withdrawals). Stored as string to preserve decimal precision.",
+    )
+    new_avail_collateral: Optional[str] = Field(
+        default=None,
+        description="The available collateral after the update, as a string preserving decimal precision.",
+    )
+    new_locked_collateral: Optional[str] = Field(
+        default=None,
+        description="The locked collateral after the update, as a string preserving decimal precision.",
+    )
+    block_number: Optional[int] = Field(
+        default=None,
+        ge=0,
+        description="The block number when this update was processed.",
+    )
+    positions: Optional[list[Position]] = Field(
+        default=None,
+        description="The updated positions after a PnL realization, as an array of positions. Null if not applicable.",
+    )
+    created_at: datetime
+
+    @field_validator("new_avail_collateral", "new_locked_collateral")
+    @classmethod
+    def validate_nonnegative_optional_decimals(cls, v, info):
+        if v is None:
+            return v
+        return validate_decimal_str(
+            v, f"StrategyUpdate.{info.field_name}", nonnegative=True
+        )
+
+    @field_validator("amount")
+    @classmethod
+    def validate_optional_decimals(cls, v, info):
+        if v is None:
+            return v
+        return validate_decimal_str(
+            v, f"StrategyUpdate.{info.field_name}", nonnegative=False
+        )
+
+
+class StrategyUpdateContents(CamelModel):
+    message_type: MessageType
+    ordinal: int = Field(..., ge=0)
+    data: list[StrategyUpdate]
+
+
+class StrategyUpdatePayload(CamelModel):
+    feed: Literal[Feed.STRATEGY_UPDATE] = Field(default=Feed.STRATEGY_UPDATE)
+    params: StrategyUpdateParams
+    contents: StrategyUpdateContents
+
+
+class TraderUpdate(CamelModel):
+    global_ordinal: int = Field(..., ge=0)
+    epoch_id: int = Field(..., ge=0)
+    withdraw_ddx_rejection: Optional[WithdrawDDXRejection] = None
+    reason: TraderUpdateReason
+    trader_address: HexStr
+    amount: Optional[str] = Field(
+        default=None,
+        description="The change in trader amount (may be negative), stored as string to preserve decimal precision.",
+    )
+    new_avail_ddx_balance: Optional[str] = Field(
+        default=None,
+        description="The new available DDX balance after the update, as a string preserving decimal precision.",
+    )
+    new_locked_ddx_balance: Optional[str] = Field(
+        default=None,
+        description="The new locked DDX balance after the update, as a string preserving decimal precision.",
+    )
+    pay_fees_in_ddx: Optional[bool] = None
+    block_number: Optional[int] = Field(
+        default=None,
+        ge=0,
+        description="The block number when this trader update was processed.",
+    )
+    created_at: datetime
+
+    @field_validator("new_avail_ddx_balance", "new_locked_ddx_balance")
+    @classmethod
+    def validate_nonnegative_optional_decimals(cls, v, info):
+        if v is None:
+            return v
+        return validate_decimal_str(
+            v, f"TraderUpdate.{info.field_name}", nonnegative=True
+        )
+
+    @field_validator("amount")
+    @classmethod
+    def validate_optional_decimals(cls, v, info):
+        if v is None:
+            return v
+        return validate_decimal_str(
+            v, f"TraderUpdate.{info.field_name}", nonnegative=False
+        )
+
+
+class TraderUpdateContents(CamelModel):
+    message_type: MessageType
+    ordinal: int = Field(..., ge=0)
+    data: list[TraderUpdate]
+
+
+class TraderUpdatePayload(CamelModel):
+    feed: Literal[Feed.TRADER_UPDATE] = Field(default=Feed.TRADER_UPDATE)
+    params: TraderUpdateParams
+    contents: TraderUpdateContents
+
+
+FeedPayload = (
+    OrderBookL2Payload
+    | OrderBookL3Payload
+    | MarkPricePayload
+    | OrderUpdatePayload
+    | StrategyUpdatePayload
+    | TraderUpdatePayload
+)
+
+SubscriptionPayload = SubscribePayload | UnsubscribePayload | AcknowledgePayload
+
+Contents = (
+    OrderBookL2Contents
+    | OrderBookL3Contents
+    | MarkPriceContents
+    | OrderUpdateContents
+    | StrategyUpdateContents
+    | TraderUpdateContents
+)
+
+__all__ = [
+    "Action",
+    "Feed",
+    "MessageType",
+    "TradeSide",
+    "OrderType",
+    "OrderRejection",
+    "CancelRejection",
+    "OrderUpdateReason",
+    "WithdrawRejection",
+    "StrategyUpdateReason",
+    "WithdrawDDXRejection",
+    "TraderUpdateReason",
+    "OrderBookL2Params",
+    "OrderBookL3Params",
+    "MarkPriceParams",
+    "OrderIdentifier",
+    "OrderUpdateParams",
+    "StrategyIdentifier",
+    "StrategyUpdateParams",
+    "TraderUpdateParams",
+    "FeedWithParams",
+    "SubscribePayload",
+    "UnsubscribePayload",
+    "AcknowledgeResult",
+    "AcknowledgePayload",
+    "AggregatedOrder",
+    "OrderBookL2Contents",
+    "OrderBookL2Payload",
+    "OrderBookL3Order",
+    "OrderBookL3Contents",
+    "OrderBookL3Payload",
+    "MarkPriceEntry",
+    "MarkPriceContents",
+    "MarkPricePayload",
+    "OrderIntent",
+    "OrderUpdate",
+    "OrderUpdateContents",
+    "OrderUpdatePayload",
+    "Position",
+    "StrategyUpdate",
+    "StrategyUpdateContents",
+    "StrategyUpdatePayload",
+    "TraderUpdate",
+    "TraderUpdateContents",
+    "TraderUpdatePayload",
+    "PositionSide",
+    "OrderFilter",
+    "StrategyFilter",
+    "TraderFilter",
+    "FeedPayload",
+    "SubscriptionPayload",
+    "Contents",
+]