feat: add post-only orders (#90)

achilleas-kal · web-flow · commit 114c559eae11 · 2022-03-02T18:24:49.000-05:00
* feat: add post-only orders in the composer

* chore: re-gen

* chore: update examples with post-only orders

* chore: update changelogs

* fix: remove post-only flag from market order
diff --git a/README.md b/README.md
@@ -80,6 +80,7 @@ python pyinjective/fetch_metadata.py
 ### Changelogs
 **0.5.6.5**
 * Add MsgRelayPriceFeedPrice in the composer
+* Add Post-only orders in the composer
 
 **0.5.6.4**
 * Add K8S endpoint on testnet as default
diff --git a/examples/async/chain_client/11_MsgBatchCreateSpotLimitOrders.py b/examples/async/chain_client/11_MsgBatchCreateSpotLimitOrders.py
@@ -48,15 +48,17 @@ async def main() -> None:
             fee_recipient=fee_recipient,
             price=7.523,
             quantity=0.01,
-            is_buy=True
+            is_buy=True,
+            is_po=True
         ),
         composer.SpotOrder(
             market_id=market_id,
             subaccount_id=subaccount_id,
             fee_recipient=fee_recipient,
             price=27.92,
             quantity=0.01,
-            is_buy=False
+            is_buy=False,
+            is_po=False
         ),
     ]
 
diff --git a/examples/async/chain_client/12_MsgBatchCreateDerivativeLimitOrders.py b/examples/async/chain_client/12_MsgBatchCreateDerivativeLimitOrders.py
@@ -48,8 +48,10 @@ async def main() -> None:
             fee_recipient=fee_recipient,
             price=41027,
             quantity=0.01,
-            is_buy=True,
             leverage=0.7,
+            is_buy=True,
+            is_po=True
+
         ),
         composer.DerivativeOrder(
             market_id=market_id,
diff --git a/examples/async/chain_client/17_MsgBatchUpdateOrders.py b/examples/async/chain_client/17_MsgBatchUpdateOrders.py
@@ -85,7 +85,8 @@ async def main() -> None:
             price=3,
             quantity=55,
             leverage=1,
-            is_buy=True
+            is_buy=True,
+            is_po=True
         ),
         composer.DerivativeOrder(
             market_id=derivative_market_id_create,
@@ -95,6 +96,7 @@ async def main() -> None:
             quantity=55,
             leverage=1,
             is_buy=False,
+            is_po=False
         ),
     ]
 
@@ -105,15 +107,17 @@ async def main() -> None:
             fee_recipient=fee_recipient,
             price=3,
             quantity=55,
-            is_buy=True
+            is_buy=True,
+            is_po=True
         ),
         composer.SpotOrder(
             market_id=spot_market_id_create,
             subaccount_id=subaccount_id,
             fee_recipient=fee_recipient,
             price=300,
             quantity=55,
-            is_buy=False
+            is_buy=False,
+            is_po=False
         ),
     ]
 
diff --git a/examples/async/chain_client/20_MsgExec.py b/examples/async/chain_client/20_MsgExec.py
@@ -36,7 +36,8 @@ async def main() -> None:
         fee_recipient=grantee,
         price=7.523,
         quantity=0.01,
-        is_buy=True
+        is_buy=True,
+        is_po=True
     )
 
     msg = composer.MsgExec(
diff --git a/examples/async/chain_client/3_MsgCreateSpotLimitOrder.py b/examples/async/chain_client/3_MsgCreateSpotLimitOrder.py
@@ -34,7 +34,8 @@ async def main() -> None:
         fee_recipient=fee_recipient,
         price=7.523,
         quantity=0.01,
-        is_buy=True
+        is_buy=True,
+        is_po=True
     )
 
     # build sim tx
diff --git a/examples/async/chain_client/6_MsgCreateDerivativeLimitOrder.py b/examples/async/chain_client/6_MsgCreateDerivativeLimitOrder.py
@@ -50,8 +50,8 @@ async def main() -> None:
         fee_recipient=fee_recipient,
         price=50000,
         quantity=0.1,
-        is_buy=False,
         leverage=1,
+        is_buy=False,
         is_reduce_only=False
     )
 
diff --git a/examples/async/chain_client/MultipleMsgs.py b/examples/async/chain_client/MultipleMsgs.py
@@ -50,15 +50,17 @@ async def main() -> None:
             fee_recipient=fee_recipient,
             price=3.524,
             quantity=0.01,
-            is_buy=True
+            is_buy=True,
+            is_po=True
         ),
         composer.SpotOrder(
             market_id=spot_market_id,
             subaccount_id=subaccount_id,
             fee_recipient=fee_recipient,
             price=27.92,
             quantity=0.01,
-            is_buy=False
+            is_buy=False,
+            is_po=False
         ),
     ]
 
@@ -71,6 +73,7 @@ async def main() -> None:
             quantity=0.01,
             leverage=0.7,
             is_buy=True,
+            is_po=False
         ),
         composer.DerivativeOrder(
             market_id=deriv_market_id,
diff --git a/examples/sync/chain_client/11_MsgBatchCreateSpotLimitOrders.py b/examples/sync/chain_client/11_MsgBatchCreateSpotLimitOrders.py
@@ -48,15 +48,17 @@ async def main() -> None:
             fee_recipient=fee_recipient,
             price=7.523,
             quantity=0.01,
-            is_buy=True
+            is_buy=True,
+            is_po=False
         ),
         composer.SpotOrder(
             market_id=market_id,
             subaccount_id=subaccount_id,
             fee_recipient=fee_recipient,
             price=27.92,
             quantity=0.01,
-            is_buy=False
+            is_buy=False,
+            is_po=False
         ),
     ]
 
diff --git a/examples/sync/chain_client/12_MsgBatchCreateDerivativeLimitOrders.py b/examples/sync/chain_client/12_MsgBatchCreateDerivativeLimitOrders.py
@@ -48,8 +48,9 @@ async def main() -> None:
             fee_recipient=fee_recipient,
             price=41027,
             quantity=0.01,
-            is_buy=True,
             leverage=0.7,
+            is_buy=True,
+            is_po=False
         ),
         composer.DerivativeOrder(
             market_id=market_id,
diff --git a/examples/sync/chain_client/17_MsgBatchUpdateOrders.py b/examples/sync/chain_client/17_MsgBatchUpdateOrders.py
@@ -85,7 +85,8 @@ async def main() -> None:
             price=3,
             quantity=55,
             leverage=1,
-            is_buy=True
+            is_buy=True,
+            is_po=False
         ),
         composer.DerivativeOrder(
             market_id=derivative_market_id_create,
@@ -95,6 +96,7 @@ async def main() -> None:
             quantity=55,
             leverage=1,
             is_buy=False,
+            is_po=False
         ),
     ]
 
@@ -105,15 +107,17 @@ async def main() -> None:
             fee_recipient=fee_recipient,
             price=3,
             quantity=55,
-            is_buy=True
+            is_buy=True,
+            is_po=True,
         ),
         composer.SpotOrder(
             market_id=spot_market_id_create,
             subaccount_id=subaccount_id,
             fee_recipient=fee_recipient,
             price=300,
             quantity=55,
-            is_buy=False
+            is_buy=False,
+            is_po=False
         ),
     ]
 
diff --git a/examples/sync/chain_client/20_MsgExec.py b/examples/sync/chain_client/20_MsgExec.py
@@ -34,7 +34,8 @@ async def main() -> None:
         fee_recipient=grantee,
         price=7.523,
         quantity=0.01,
-        is_buy=True
+        is_buy=True,
+        is_po=False
     )
 
 
diff --git a/examples/sync/chain_client/3_MsgCreateSpotLimitOrder.py b/examples/sync/chain_client/3_MsgCreateSpotLimitOrder.py
@@ -49,7 +49,8 @@ async def main() -> None:
         fee_recipient=fee_recipient,
         price=7.523,
         quantity=0.01,
-        is_buy=True
+        is_buy=True,
+        is_po=False
     )
 
     # build sim tx
diff --git a/examples/sync/chain_client/6_MsgCreateDerivativeLimitOrder.py b/examples/sync/chain_client/6_MsgCreateDerivativeLimitOrder.py
@@ -50,8 +50,8 @@ async def main() -> None:
         fee_recipient=fee_recipient,
         price=50000,
         quantity=0.1,
-        is_buy=False,
         leverage=1,
+        is_buy=False,
         is_reduce_only=False
     )
 
diff --git a/examples/sync/chain_client/MultipleMsgs.py b/examples/sync/chain_client/MultipleMsgs.py
@@ -49,15 +49,17 @@ async def main() -> None:
             fee_recipient=fee_recipient,
             price=3.524,
             quantity=0.01,
-            is_buy=True
+            is_buy=True,
+            is_po=False
         ),
         composer.SpotOrder(
             market_id=spot_market_id,
             subaccount_id=subaccount_id,
             fee_recipient=fee_recipient,
             price=27.92,
             quantity=0.01,
-            is_buy=False
+            is_buy=False,
+            is_po=True
         ),
     ]
 
@@ -70,6 +72,7 @@ async def main() -> None:
             quantity=0.01,
             leverage=0.7,
             is_buy=True,
+            is_po=False
         ),
         composer.DerivativeOrder(
             market_id=deriv_market_id,
diff --git a/pyinjective/composer.py b/pyinjective/composer.py
@@ -46,7 +46,7 @@ def SpotOrder(
         fee_recipient: str,
         price: float,
         quantity: float,
-        is_buy: bool,
+        **kwargs
     ):
         # load denom metadata
         denom = Denom.load_market(self.network, market_id)
@@ -56,11 +56,18 @@ def SpotOrder(
         quantity = spot_quantity_to_backend(quantity, denom)
         price = spot_price_to_backend(price, denom)
         trigger_price = spot_price_to_backend(0, denom)
-        order_type = (
-            injective_exchange_pb.OrderType.BUY
-            if is_buy
-            else injective_exchange_pb.OrderType.SELL
-        )
+
+        if kwargs.get("is_buy") and not kwargs.get("is_po"):
+            order_type = injective_exchange_pb.OrderType.BUY
+
+        elif not kwargs.get("is_buy") and not kwargs.get("is_po"):
+            order_type = injective_exchange_pb.OrderType.SELL
+
+        elif kwargs.get("is_buy") and kwargs.get("is_po"):
+            order_type = injective_exchange_pb.OrderType.BUY_PO
+
+        elif not kwargs.get("is_buy") and kwargs.get("is_po"):
+            order_type = injective_exchange_pb.OrderType.SELL_PO
 
         return injective_exchange_pb.SpotOrder(
             market_id=market_id,
@@ -81,7 +88,6 @@ def DerivativeOrder(
         fee_recipient: str,
         price: float,
         quantity: float,
-        is_buy: bool,
         **kwargs
     ):
         # load denom metadata
@@ -103,11 +109,18 @@ def DerivativeOrder(
         price = derivative_price_to_backend(price, denom)
         trigger_price = derivative_price_to_backend(0, denom)
         quantity = derivative_quantity_to_backend(quantity, denom)
-        order_type = (
-            injective_exchange_pb.OrderType.BUY
-            if is_buy
-            else injective_exchange_pb.OrderType.SELL
-        )
+
+        if kwargs.get("is_buy") and not kwargs.get("is_po"):
+            order_type = injective_exchange_pb.OrderType.BUY
+
+        elif not kwargs.get("is_buy") and not kwargs.get("is_po"):
+            order_type = injective_exchange_pb.OrderType.SELL
+
+        elif kwargs.get("is_buy") and kwargs.get("is_po"):
+            order_type = injective_exchange_pb.OrderType.BUY_PO
+
+        elif not kwargs.get("is_buy") and kwargs.get("is_po"):
+            order_type = injective_exchange_pb.OrderType.SELL_PO
 
         return injective_exchange_pb.DerivativeOrder(
             market_id=market_id,
@@ -160,7 +173,7 @@ def MsgCreateSpotLimitOrder(
         fee_recipient: str,
         price: float,
         quantity: float,
-        is_buy: bool,
+        **kwargs
     ):
         return injective_exchange_tx_pb.MsgCreateSpotLimitOrder(
             sender=sender,
@@ -170,7 +183,8 @@ def MsgCreateSpotLimitOrder(
                 fee_recipient=fee_recipient,
                 price=price,
                 quantity=quantity,
-                is_buy=is_buy,
+                is_buy=kwargs.get("is_buy"),
+                is_po=kwargs.get("is_po")
             ),
         )
 
@@ -224,7 +238,6 @@ def MsgCreateDerivativeLimitOrder(
         fee_recipient: str,
         price: float,
         quantity: float,
-        is_buy: bool,
         **kwargs
     ):
         return injective_exchange_tx_pb.MsgCreateDerivativeLimitOrder(
@@ -235,7 +248,8 @@ def MsgCreateDerivativeLimitOrder(
                 fee_recipient=fee_recipient,
                 price=price,
                 quantity=quantity,
-                is_buy=is_buy,
+                is_buy=kwargs.get("is_buy"),
+                is_po=kwargs.get("is_po"),
                 leverage=kwargs.get("leverage"),
                 is_reduce_only=kwargs.get("is_reduce_only"),
             ),
diff --git a/pyinjective/proto/exchange/injective_derivative_exchange_rpc_pb2.py b/pyinjective/proto/exchange/injective_derivative_exchange_rpc_pb2.py
diff --git a/pyinjective/proto/exchange/injective_derivative_exchange_rpc_pb2_grpc.py b/pyinjective/proto/exchange/injective_derivative_exchange_rpc_pb2_grpc.py
diff --git a/pyinjective/proto/exchange/injective_spot_exchange_rpc_pb2.py b/pyinjective/proto/exchange/injective_spot_exchange_rpc_pb2.py
diff --git a/pyinjective/proto/exchange/injective_spot_exchange_rpc_pb2_grpc.py b/pyinjective/proto/exchange/injective_spot_exchange_rpc_pb2_grpc.py
diff --git a/pyinjective/proto/injective/exchange/v1beta1/exchange_pb2.py b/pyinjective/proto/injective/exchange/v1beta1/exchange_pb2.py

Original file line number	Diff line number	Diff line change
`@@ -36,7 +36,8 @@ async def main() -> None:`
`36`	`36`	`fee_recipient=grantee,`
`37`	`37`	`price=7.523,`
`38`	`38`	`quantity=0.01,`
`39`		`- is_buy=True`
	`39`	`+ is_buy=True,`
	`40`	`+ is_po=True`
`40`	`41`	`)`
`41`	`42`
`42`	`43`	`msg = composer.MsgExec(`
Original file line number	Diff line number	Diff line change
`@@ -34,7 +34,8 @@ async def main() -> None:`
`34`	`34`	`fee_recipient=fee_recipient,`
`35`	`35`	`price=7.523,`
`36`	`36`	`quantity=0.01,`
`37`		`- is_buy=True`
	`37`	`+ is_buy=True,`
	`38`	`+ is_po=True`
`38`	`39`	`)`
`39`	`40`
`40`	`41`	`# build sim tx`
Original file line number	Diff line number	Diff line change
`@@ -50,8 +50,8 @@ async def main() -> None:`
`50`	`50`	`fee_recipient=fee_recipient,`
`51`	`51`	`price=50000,`
`52`	`52`	`quantity=0.1,`
`53`		`- is_buy=False,`
`54`	`53`	`leverage=1,`
	`54`	`+ is_buy=False,`
`55`	`55`	`is_reduce_only=False`
`56`	`56`	`)`
`57`	`57`