hotstuff-python-sdk 0.0.1b2__py3-none-any.whl → 0.0.1b4__py3-none-any.whl

hotstuff/methods/info/account.py

@@ -1,30 +1,8 @@
 """Account info method types."""
 from typing import List, Literal, Optional, Annotated
 from pydantic import BaseModel, Field, ConfigDict, field_validator, RootModel
-from eth_utils import is_address, to_checksum_address
 
-
-def validate_ethereum_address(value: str) -> str:
-    """
-    Validate and normalize an Ethereum address.
-    
-    Args:
-        value: The address string to validate
-        
-    Returns:
-        Checksummed address string
-        
-    Raises:
-        ValueError: If the address is invalid
-    """
-    if not isinstance(value, str):
-        raise ValueError(f"Address must be a string, got {type(value)}")
-    
-    if not is_address(value):
-        raise ValueError(f"Invalid Ethereum address: {value}")
-    
-    # Return checksummed address (EIP-55)
-    return to_checksum_address(value)
+from hotstuff.utils.address import validate_ethereum_address
 
 
 # Type alias for validated Ethereum addresses (similar to viem's Address type)
@@ -54,6 +32,8 @@ class OpenOrdersParams(BaseModel):
 
 class OpenOrder(BaseModel):
     """Open order information."""
+    model_config = ConfigDict(extra='allow')
+    
     order_id: int
     user: str
     instrument_id: int
@@ -65,17 +45,28 @@ class OpenOrder(BaseModel):
     state: Literal["open", "filled", "cancelled", "triggered"]
     cloid: str
     tif: Literal["GTC", "IOC", "FOK"]
-    tpsl: Literal["tp", "sl", ""]
-    trigger_px: str
-    trigger_price: Optional[str] = None
+    tpsl: Optional[str] = None  # Can be "tp", "sl", or ""
+    trigger_px: Optional[str] = None
+    trigger_price: Optional[str] = None  # Alternative field name
     post_only: bool
     reduce_only: bool
+    is_market: Optional[bool] = None  # Optional market order flag
+    grouping: Optional[str] = None  # Optional grouping
     timestamp: str
 
 
 class OpenOrdersResponse(BaseModel):
     """Open orders response."""
-    orders: List[OpenOrder] = Field(..., description="List of open orders")
+    model_config = ConfigDict(extra='allow')
+    
+    orders: List[OpenOrder] = Field(default_factory=list, description="List of open orders")
+    # Pagination fields (optional)
+    page: Optional[int] = None
+    limit: Optional[int] = None
+    total_count: Optional[int] = Field(None, alias="totalCount")
+    total_pages: Optional[int] = Field(None, alias="totalPages")
+    has_next: Optional[bool] = Field(None, alias="hasNext")
+    has_prev: Optional[bool] = Field(None, alias="hasPrev")
 
 
 # Positions Method
@@ -91,9 +82,28 @@ class PositionsParams(BaseModel):
         return validate_ethereum_address(v)
 
 
-class PositionsResponse(BaseModel):
-    """Positions response."""
-    pass
+class Position(BaseModel):
+    """Individual position information."""
+    model_config = ConfigDict(populate_by_name=True, extra='allow')
+    
+    user: str
+    instrument_id: int = Field(alias="instrumentId")
+    instrument: str
+    side: Literal["LONG", "SHORT"]
+    size: str
+    entry_price: str = Field(alias="entryPrice")
+    mark_price: Optional[str] = Field(None, alias="markPrice")
+    margin: str
+    unrealized_pnl: str = Field(alias="unrealizedPnl")
+    realized_pnl: Optional[str] = Field(None, alias="realizedPnl")
+    liquidation_price: Optional[str] = Field(None, alias="liquidationPrice")
+    leverage: Optional[str] = None
+    margin_type: Optional[str] = Field(None, alias="marginType")
+    updated_at: Optional[int] = Field(None, alias="updatedAt")
+
+
+# Note: positions endpoint returns List[Position] directly, not wrapped in PositionsResponse
+PositionsResponse = List[Position]
 
 
 # Account Summary Method
@@ -131,7 +141,13 @@ class ReferralSummaryParams(BaseModel):
 
 class ReferralSummaryResponse(BaseModel):
     """Referral summary response."""
-    pass 
+    model_config = ConfigDict(populate_by_name=True, extra='allow')
+    
+    referral_code: Optional[str] = Field(None, alias="referralCode")
+    total_referrals: Optional[int] = Field(None, alias="totalReferrals")
+    total_volume: Optional[str] = Field(None, alias="totalVolume")
+    total_rewards: Optional[str] = Field(None, alias="totalRewards")
+    tier: Optional[str] = None
 
 
 # User Fee Info Method
@@ -148,7 +164,13 @@ class UserFeeInfoParams(BaseModel):
 
 class UserFeeInfoResponse(BaseModel):
     """User fee info response."""
-    pass 
+    model_config = ConfigDict(populate_by_name=True, extra='allow')
+    
+    maker_fee: Optional[str] = Field(None, alias="makerFee")
+    taker_fee: Optional[str] = Field(None, alias="takerFee")
+    volume_tier: Optional[str] = Field(None, alias="volumeTier")
+    trading_volume_30d: Optional[str] = Field(None, alias="tradingVolume30d")
+    discount: Optional[str] = None
 
 
 # Account History Method

hotstuff/methods/info/global.py

@@ -1,249 +1,65 @@
-"""Global info method types."""
-from typing import List, Literal, Optional, Union
-from pydantic import BaseModel, Field, ConfigDict, field_validator
-
-
-# Oracle Method
-class OracleParams(BaseModel):
-    """Parameters for oracle price query."""
-    symbol: str = Field(..., description="Symbol to get oracle price for")
-
-
-class OracleResponse(BaseModel):
-    """Oracle price response."""
-    symbol: str
-    index_price: str
-    ext_mark_price: str
-    updated_at: int
-
-
-# Supported Collateral Method
-class SupportedCollateralParams(BaseModel):
-    """Parameters for supported collateral query."""
-    pass
-
-
-class BridgeByChain(BaseModel):
-    """Bridge chain configuration."""
-    bridge_chain_type: int
-    bridge_chain_id: int
-    token_address: str
-    bridge_contract_address: str
-    enabled: bool
-
-
-class WeightTier(BaseModel):
-    """Weight tier configuration."""
-    amount: int
-    weight: int
-
-
-class CollRisk(BaseModel):
-    """Collateral risk configuration."""
-    weight_tiers: List[WeightTier]
-    max_margin_cap: int
-    stale_price_guard_weight: int
-
-
-class SupportedCollateral(BaseModel):
-    """Supported collateral information."""
-    id: int
-    symbol: str
-    name: str
-    decimals: int
-    default_coll_weight: int
-    price_index: str
-    type: int
-    bridge_by_chain: List[BridgeByChain]
-    coll_risk: List[CollRisk]
-    withdrawal_fee: int
-    added_at_block: int
-
-
-# Instruments Method
-class InstrumentsParams(BaseModel):
-    """Parameters for instruments query."""
-    type: Literal["perps", "spot", "all"] = Field(..., description="Instrument type filter")
-
-
-class MarginTier(BaseModel):
-    """Margin tier configuration."""
-    notional_usd_threshold: str
-    max_leverage: int
-    mmr: float  # Can be fractional
-    mmd: int
-
-
-class PerpInstrument(BaseModel):
-    """Perpetual instrument information."""
-    id: int
-    name: str
-    price_index: str
-    lot_size: float  # Can be fractional (e.g., 1e-05)
-    tick_size: float  # Can be fractional (e.g., 0.1, 1e-06)
-    settlement_currency: int
-    only_isolated: bool
-    max_leverage: int
-    delisted: bool
-    min_notional_usd: int
-    margin_tiers: List[MarginTier]
-    listed_at_block_timestamp: int
-
-
-class SpotInstrument(BaseModel):
-    """Spot instrument information."""
-    id: int
-    name: str
-    price_index: str
-    lot_size: int
-    tick_size: float  # Can be fractional (e.g., 0.0001)
-    base_asset: int
-    quote_asset: int
-    stable_pair: bool
-    min_size_in_quote_asset: int
-    listed_at_block_timestamp: int
-
-
-class InstrumentsResponse(BaseModel):
-    """Instruments response."""
-    perps: List[PerpInstrument]
-    spot: List[SpotInstrument]
-
-
-# Ticker Method
-class TickerParams(BaseModel):
-    """Parameters for ticker query."""
-    symbol: str = Field(..., description="Trading pair symbol")
-
-
-class Ticker(BaseModel):
-    """Ticker information."""
-    type: Literal["perp", "spot"]
-    symbol: str
-    mark_price: str
-    mid_price: str
-    index_price: str
-    best_bid_price: str
-    best_ask_price: str
-    best_bid_size: str
-    best_ask_size: str
-    funding_rate: str
-    open_interest: str
-    volume_24h: str
-    change_24h: str
-    max_trading_price: str
-    min_trading_price: str
-    last_updated: int
-    last_price: str
-
-
-# Orderbook Method
-class OrderbookParams(BaseModel):
-    """Parameters for orderbook query."""
-    symbol: str = Field(..., description="Trading pair symbol")
-    depth: Optional[int] = Field(None, description="Orderbook depth")
-
-
-class OrderbookLevel(BaseModel):
-    """Orderbook level (bid/ask)."""
-    price: str  # API may return int/float, but we store as string for precision
-    size: str   # API may return int/float, but we store as string for precision
-    
-    @field_validator('price', mode='before')
-    @classmethod
-    def convert_price_to_string(cls, v: Union[str, int, float]) -> str:
-        """Convert numeric price to string."""
-        if not isinstance(v, str):
-            return str(v)
-        return v
-    
-    @field_validator('size', mode='before')
-    @classmethod
-    def convert_size_to_string(cls, v: Union[str, int, float]) -> str:
-        """Convert numeric size to string."""
-        if not isinstance(v, str):
-            return str(v)
-        return v
-
-
-class OrderbookResponse(BaseModel):
-    """Orderbook response."""
-    bids: List[OrderbookLevel]
-    asks: List[OrderbookLevel]
-    instrument_name: str
-    timestamp: int
-    sequence_number: int
-
-
-# Trades Method
-class TradesParams(BaseModel):
-    """Parameters for trades query."""
-    symbol: str = Field(..., description="Trading pair symbol")
-    limit: Optional[int] = Field(None, description="Number of trades to return")
-
-
-class Trade(BaseModel):
-    """Trade information."""
-    instrument_id: int
-    instrument: str
-    trade_id: int
-    tx_hash: str
-    side: Literal["b", "s"]
-    price: str
-    size: str
-    maker: str
-    taker: str
-    timestamp: str
-
-
-# Mids Method
-class MidsParams(BaseModel):
-    """Parameters for mids query."""
-    pass
-
-
-class Mid(BaseModel):
-    """Mid price information."""
-    symbol: str
-    mid_price: str
-
-
-# BBO Method
-class BBOParams(BaseModel):
-    """Parameters for best bid/offer query."""
-    symbol: str = Field(..., description="Trading pair symbol")
-
-
-class BBO(BaseModel):
-    """Best bid/offer information."""
-    symbol: str
-    best_bid_price: str
-    best_ask_price: str
-    best_bid_size: str
-    best_ask_size: str
-
-
-# Chart Method
-SupportedChartResolutions = Literal["1", "5", "15", "60", "240", "1D", "1W"]
-SupportedChartTypes = Literal["mark", "ltp", "index"]
-
-
-class ChartParams(BaseModel):
-    """Parameters for chart data query."""
-    model_config = ConfigDict(populate_by_name=True)
-    
-    symbol: str = Field(..., description="Trading pair symbol")
-    resolution: SupportedChartResolutions = Field(..., description="Chart resolution")
-    from_: int = Field(..., alias="from", description="Start timestamp")
-    to: int = Field(..., description="End timestamp")
-    chart_type: SupportedChartTypes = Field(..., description="Chart type")
-
-
-class ChartPoint(BaseModel):
-    """Chart data point."""
-    open: float
-    high: float
-    low: float
-    close: float
-    volume: float
-    time: int
+"""Global info method types.
+
+DEPRECATED: This module is deprecated. Import from hotstuff.methods.info.market instead.
+This module exists for backward compatibility only.
+"""
+# Re-export everything from market.py for backward compatibility
+from hotstuff.methods.info.market import (
+    OracleParams,
+    OracleResponse,
+    SupportedCollateralParams,
+    BridgeByChain,
+    WeightTier,
+    CollRisk,
+    SupportedCollateral,
+    InstrumentsParams,
+    MarginTier,
+    PerpInstrument,
+    SpotInstrument,
+    InstrumentsResponse,
+    TickerParams,
+    Ticker,
+    OrderbookParams,
+    OrderbookLevel,
+    OrderbookResponse,
+    TradesParams,
+    Trade,
+    MidsParams,
+    Mid,
+    BBOParams,
+    BBO,
+    SupportedChartResolutions,
+    SupportedChartTypes,
+    ChartParams,
+    ChartPoint,
+)
+
+__all__ = [
+    "OracleParams",
+    "OracleResponse",
+    "SupportedCollateralParams",
+    "BridgeByChain",
+    "WeightTier",
+    "CollRisk",
+    "SupportedCollateral",
+    "InstrumentsParams",
+    "MarginTier",
+    "PerpInstrument",
+    "SpotInstrument",
+    "InstrumentsResponse",
+    "TickerParams",
+    "Ticker",
+    "OrderbookParams",
+    "OrderbookLevel",
+    "OrderbookResponse",
+    "TradesParams",
+    "Trade",
+    "MidsParams",
+    "Mid",
+    "BBOParams",
+    "BBO",
+    "SupportedChartResolutions",
+    "SupportedChartTypes",
+    "ChartParams",
+    "ChartPoint",
+]

hotstuff/methods/info/market.py

@@ -0,0 +1,256 @@
+"""Market info method types (public/global market data)."""
+from typing import List, Literal, Optional, Union
+from pydantic import BaseModel, Field, ConfigDict, field_validator
+
+
+# Oracle Method
+class OracleParams(BaseModel):
+    """Parameters for oracle price query."""
+    symbol: str = Field(..., description="Symbol to get oracle price for")
+
+
+class OracleResponse(BaseModel):
+    """Oracle price response."""
+    symbol: str
+    index_price: str
+    ext_mark_price: str
+    updated_at: int
+
+
+# Supported Collateral Method
+class SupportedCollateralParams(BaseModel):
+    """Parameters for supported collateral query."""
+    pass
+
+
+class BridgeByChain(BaseModel):
+    """Bridge chain configuration."""
+    model_config = ConfigDict(populate_by_name=True, extra='allow')
+    
+    bridge_chain_type: int = Field(alias="bridgeChainType")
+    bridge_chain_id: int = Field(alias="bridgeChainId")
+    token_address: str = Field(alias="tokenAddress")
+    bridge_contract_address: str = Field(alias="bridgeContractAddress")
+    enabled: bool
+
+
+class WeightTier(BaseModel):
+    """Weight tier configuration."""
+    model_config = ConfigDict(extra='allow')
+    
+    amount: float  # Can be large numbers as float
+    weight: float  # Can be fractional
+
+
+class CollRisk(BaseModel):
+    """Collateral risk configuration."""
+    model_config = ConfigDict(populate_by_name=True, extra='allow')
+    
+    weight_tiers: Optional[List[WeightTier]] = Field(default=None, alias="weightTiers")
+    max_margin_cap: Optional[float] = Field(default=None, alias="maxMarginCap")
+    stale_price_guard_weight: Optional[float] = Field(default=None, alias="stalePriceGuardWeight")
+    enabled: Optional[bool] = None
+
+
+class SupportedCollateral(BaseModel):
+    """Supported collateral information."""
+    model_config = ConfigDict(populate_by_name=True, extra='allow')
+    
+    id: int
+    symbol: str
+    name: str
+    decimals: int
+    default_coll_weight: Optional[float] = Field(default=None, alias="defaultCollWeight")
+    price_index: Optional[str] = Field(default=None, alias="priceIndex")
+    type: Optional[int] = None
+    bridge_by_chain: Optional[List[BridgeByChain]] = Field(default=None, alias="bridgeByChain")
+    coll_risk: Optional[CollRisk] = Field(default=None, alias="collRisk")
+    withdrawal_fee: Optional[int] = Field(default=None, alias="withdrawalFee")
+    added_at_block: Optional[int] = Field(default=None, alias="addedAtBlock")
+
+
+# Instruments Method
+class InstrumentsParams(BaseModel):
+    """Parameters for instruments query."""
+    type: Literal["perps", "spot", "all"] = Field(..., description="Instrument type filter")
+
+
+class MarginTier(BaseModel):
+    """Margin tier configuration."""
+    notional_usd_threshold: str
+    max_leverage: int
+    mmr: float
+    mmd: int
+
+
+class PerpInstrument(BaseModel):
+    """Perpetual instrument information."""
+    id: int
+    name: str
+    price_index: str
+    lot_size: float
+    tick_size: float
+    settlement_currency: int
+    only_isolated: bool
+    max_leverage: int
+    delisted: bool
+    min_notional_usd: int
+    margin_tiers: List[MarginTier]
+    listed_at_block_timestamp: int
+
+
+class SpotInstrument(BaseModel):
+    """Spot instrument information."""
+    id: int
+    name: str
+    price_index: str
+    lot_size: int
+    tick_size: float
+    base_asset: int
+    quote_asset: int
+    stable_pair: bool
+    min_size_in_quote_asset: int
+    listed_at_block_timestamp: int
+
+
+class InstrumentsResponse(BaseModel):
+    """Instruments response."""
+    perps: List[PerpInstrument]
+    spot: List[SpotInstrument]
+
+
+# Ticker Method
+class TickerParams(BaseModel):
+    """Parameters for ticker query."""
+    symbol: str = Field(..., description="Trading pair symbol")
+
+
+class Ticker(BaseModel):
+    """Ticker information."""
+    model_config = ConfigDict(extra='allow')
+    
+    type: Optional[str] = None
+    symbol: str
+    mark_price: str
+    mid_price: str
+    index_price: str
+    best_bid_price: str
+    best_ask_price: str
+    best_bid_size: str
+    best_ask_size: str
+    funding_rate: Optional[str] = None
+    open_interest: Optional[str] = None
+    volume_24h: str
+    change_24h: str
+    max_trading_price: Optional[str] = None
+    min_trading_price: Optional[str] = None
+    last_updated: int
+    last_price: Optional[str] = None
+
+
+# Orderbook Method
+class OrderbookParams(BaseModel):
+    """Parameters for orderbook query."""
+    symbol: str = Field(..., description="Trading pair symbol")
+    depth: Optional[int] = Field(None, description="Orderbook depth")
+
+
+class OrderbookLevel(BaseModel):
+    """Orderbook level (bid/ask)."""
+    price: str
+    size: str
+    
+    @field_validator('price', mode='before')
+    @classmethod
+    def convert_price_to_string(cls, v: Union[str, int, float]) -> str:
+        """Convert numeric price to string."""
+        return str(v) if not isinstance(v, str) else v
+    
+    @field_validator('size', mode='before')
+    @classmethod
+    def convert_size_to_string(cls, v: Union[str, int, float]) -> str:
+        """Convert numeric size to string."""
+        return str(v) if not isinstance(v, str) else v
+
+
+class OrderbookResponse(BaseModel):
+    """Orderbook response."""
+    bids: List[OrderbookLevel]
+    asks: List[OrderbookLevel]
+    instrument_name: str
+    timestamp: int
+    sequence_number: int
+
+
+# Trades Method
+class TradesParams(BaseModel):
+    """Parameters for trades query."""
+    symbol: str = Field(..., description="Trading pair symbol")
+    limit: Optional[int] = Field(None, description="Number of trades to return")
+
+
+class Trade(BaseModel):
+    """Trade information."""
+    instrument_id: int
+    instrument: str
+    trade_id: int
+    tx_hash: str
+    side: Literal["b", "s"]
+    price: str
+    size: str
+    maker: str
+    taker: str
+    timestamp: str
+
+
+# Mids Method
+class MidsParams(BaseModel):
+    """Parameters for mids query."""
+    pass
+
+
+class Mid(BaseModel):
+    """Mid price information."""
+    symbol: str
+    mid_price: str
+
+
+# BBO Method
+class BBOParams(BaseModel):
+    """Parameters for best bid/offer query."""
+    symbol: str = Field(..., description="Trading pair symbol")
+
+
+class BBO(BaseModel):
+    """Best bid/offer information."""
+    symbol: str
+    best_bid_price: str
+    best_ask_price: str
+    best_bid_size: str
+    best_ask_size: str
+
+
+# Chart Method
+SupportedChartResolutions = Literal["1", "5", "15", "60", "240", "1D", "1W"]
+SupportedChartTypes = Literal["mark", "ltp", "index"]
+
+
+class ChartParams(BaseModel):
+    """Parameters for chart data query."""
+    model_config = ConfigDict(populate_by_name=True)
+    
+    symbol: str = Field(..., description="Trading pair symbol")
+    resolution: SupportedChartResolutions = Field(..., description="Chart resolution")
+    from_: int = Field(..., alias="from", description="Start timestamp")
+    to: int = Field(..., description="End timestamp")
+    chart_type: SupportedChartTypes = Field(..., description="Chart type")
+
+
+class ChartPoint(BaseModel):
+    """Chart data point."""
+    open: float
+    high: float
+    low: float
+    close: float
+    volume: float
+    time: int