Support multi market orderbooks, stream trades, async stream position (#89)

* support spot/deriv multi market orderbooks + multi market stream trades

* add sync example for spot/deriv orderbooks, trades + regen

* fixed: regen

* devnet > testnet

* turn off insecure

* added: async example, client minor fixes

* trivial: reverted: unrelated changes

* add stream position market_ids arg

* fix kw arg

* fix: set fields as optional arguments

* fix kwarg market id

Co-authored-by: Achilleas Kalantzis <[email protected]>

Author: vinhphuctadang

examples/async/exchange_client/derivative_exchange_rpc/12_StreamTrades.py

@@ -22,10 +22,16 @@
 async def main() -> None:
     network = Network.testnet()
     client = AsyncClient(network, insecure=False)
-    market_id = "0x4ca0f92fc28be0c9761326016b5a1a2177dd6375558365116b5bdda9abc229ce"
+    market_ids = [
+        "0x4ca0f92fc28be0c9761326016b5a1a2177dd6375558365116b5bdda9abc229ce",
+        "0x1f73e21972972c69c03fb105a5864592ac2b47996ffea3c500d1ea2d20138717"
+    ]
     subaccount_id = "0xc6fe5d33615a1c52c08018c47e8bc53646a0e101000000000000000000000000"
+    # stream_derivative_trades use market_id if market_id is provided
+    # otherwise, use market_ids
     trades = await client.stream_derivative_trades(
-        market_id=market_id,
+        market_id=market_ids[0],
+        # market_ids=market_ids,
         subaccount_id=subaccount_id
     )
     async for trade in trades:

examples/async/exchange_client/derivative_exchange_rpc/18_Orderbooks.py

@@ -0,0 +1,35 @@
+# Copyright 2021 Injective Labs
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+"""Injective Exchange API client for Python. Example only."""
+
+import asyncio
+import logging
+
+from pyinjective.async_client import AsyncClient
+from pyinjective.constant import Network
+
+
+async def main() -> None:
+    network = Network.testnet()
+    client = AsyncClient(network, insecure=False)
+    market_ids = [
+        "0x4ca0f92fc28be0c9761326016b5a1a2177dd6375558365116b5bdda9abc229ce",
+        "0x1f73e21972972c69c03fb105a5864592ac2b47996ffea3c500d1ea2d20138717"
+    ]
+    markets = await client.get_derivative_orderbooks(market_ids=market_ids)
+    print(markets)
+
+if __name__ == '__main__':
+    logging.basicConfig(level=logging.INFO)
+    asyncio.get_event_loop().run_until_complete(main())

examples/async/exchange_client/spot_exchange_rpc/13_Orderbooks.py

@@ -0,0 +1,37 @@
+# Copyright 2021 Injective Labs
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+"""Injective Exchange API client for Python. Example only."""
+
+import asyncio
+import logging
+
+from pyinjective.async_client import AsyncClient
+from pyinjective.constant import Network
+
+
+async def main() -> None:
+    network = Network.testnet()
+    client = AsyncClient(network, insecure=False)
+    market_ids = [
+        "0x74b17b0d6855feba39f1f7ab1e8bad0363bd510ee1dcc74e40c2adfe1502f781",
+        "0x26413a70c9b78a495023e5ab8003c9cf963ef963f6755f8b57255feb5744bf31"
+    ]
+
+    markets = await client.get_spot_orderbooks(market_ids=market_ids)
+    print(markets)
+
+
+if __name__ == '__main__':
+    logging.basicConfig(level=logging.INFO)
+    asyncio.get_event_loop().run_until_complete(main())

examples/async/exchange_client/spot_exchange_rpc/9_StreamTrades.py

@@ -22,12 +22,16 @@
 async def main() -> None:
     network = Network.testnet()
     client = AsyncClient(network, insecure=False)
-    market_id = "0xa508cb32923323679f29a032c70342c147c17d0145625922b0ef22e955c844c0"
+    market_ids = [
+        "0xa508cb32923323679f29a032c70342c147c17d0145625922b0ef22e955c844c0",
+        "0x26413a70c9b78a495023e5ab8003c9cf963ef963f6755f8b57255feb5744bf31"
+    ]
     execution_side = "maker"  # maker or taker
     direction = "sell"  # sell or buy
     subaccount_id = "0xc6fe5d33615a1c52c08018c47e8bc53646a0e101000000000000000000000000"
     trades = await client.stream_spot_trades(
-        market_id=market_id,
+        market_id=market_ids[0],
+        # market_ids=market_ids,
         execution_side=execution_side,
         direction=direction,
         subaccount_id=subaccount_id

examples/sync/exchange_client/derivative_exchange_rpc/12_StreamTrades.py

@@ -23,10 +23,16 @@
 async def main() -> None:
     network = Network.testnet()
     client = Client(network, insecure=False)
-    market_id = "0x4ca0f92fc28be0c9761326016b5a1a2177dd6375558365116b5bdda9abc229ce"
+    market_ids = [
+        "0x4ca0f92fc28be0c9761326016b5a1a2177dd6375558365116b5bdda9abc229ce",
+        "0x1f73e21972972c69c03fb105a5864592ac2b47996ffea3c500d1ea2d20138717"
+    ]
     subaccount_id = "0xc6fe5d33615a1c52c08018c47e8bc53646a0e101000000000000000000000000"
+    # stream_derivative_trades use market_id if market_id is provided
+    # otherwise, use market_ids
     trades = client.stream_derivative_trades(
-        market_id=market_id,
+        market_id=market_ids[0],
+        # market_ids=market_ids,
         subaccount_id=subaccount_id
     )
     for trade in trades:

examples/sync/exchange_client/derivative_exchange_rpc/18_Orderbooks.py

@@ -0,0 +1,35 @@
+# Copyright 2021 Injective Labs
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+"""Injective Exchange API client for Python. Example only."""
+
+import asyncio
+import logging
+
+from pyinjective.client import Client
+from pyinjective.constant import Network
+
+
+async def main() -> None:
+    network = Network.testnet()
+    client = Client(network, insecure=False)
+    market_ids = [
+        "0x4ca0f92fc28be0c9761326016b5a1a2177dd6375558365116b5bdda9abc229ce",
+        "0x1f73e21972972c69c03fb105a5864592ac2b47996ffea3c500d1ea2d20138717"
+    ]
+    markets = client.get_derivative_orderbooks(market_ids=market_ids)
+    print(markets)
+
+if __name__ == '__main__':
+    logging.basicConfig(level=logging.INFO)
+    asyncio.get_event_loop().run_until_complete(main())

examples/sync/exchange_client/spot_exchange_rpc/13_Orderbooks.py

@@ -0,0 +1,37 @@
+# Copyright 2021 Injective Labs
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+"""Injective Exchange API client for Python. Example only."""
+
+import asyncio
+import logging
+
+from pyinjective.client import Client
+from pyinjective.constant import Network
+
+
+async def main() -> None:
+    network = Network.testnet()
+    client = Client(network, insecure=False)
+    market_ids = [
+        "0x74b17b0d6855feba39f1f7ab1e8bad0363bd510ee1dcc74e40c2adfe1502f781",
+        "0x26413a70c9b78a495023e5ab8003c9cf963ef963f6755f8b57255feb5744bf31"
+    ]
+
+    markets = client.get_spot_orderbooks(market_ids=market_ids)
+    print(markets)
+
+
+if __name__ == '__main__':
+    logging.basicConfig(level=logging.INFO)
+    asyncio.get_event_loop().run_until_complete(main())

examples/sync/exchange_client/spot_exchange_rpc/9_StreamTrades.py

@@ -22,12 +22,16 @@
 async def main() -> None:
     network = Network.testnet()
     client = Client(network, insecure=False)
-    market_id = "0xa508cb32923323679f29a032c70342c147c17d0145625922b0ef22e955c844c0"
+    market_ids = [
+        "0xa508cb32923323679f29a032c70342c147c17d0145625922b0ef22e955c844c0",
+        "0x26413a70c9b78a495023e5ab8003c9cf963ef963f6755f8b57255feb5744bf31"
+    ]
     execution_side = "maker"  # maker or taker
     direction = "sell"  # sell or buy
     subaccount_id = "0xc6fe5d33615a1c52c08018c47e8bc53646a0e101000000000000000000000000"
     trades = client.stream_spot_trades(
-        market_id=market_id,
+        market_id=market_ids[0],
+        # market_ids=market_ids,
         execution_side=execution_side,
         direction=direction,
         subaccount_id=subaccount_id

pyinjective/async_client.py

@@ -361,6 +361,10 @@ async def get_spot_orderbook(self, market_id: str):
         req = spot_exchange_rpc_pb.OrderbookRequest(market_id=market_id)
         return await self.stubSpotExchange.Orderbook(req)
 
+    async def get_spot_orderbooks(self, market_ids: List):
+        req = spot_exchange_rpc_pb.OrderbooksRequest(market_ids=market_ids)
+        return await self.stubSpotExchange.Orderbooks(req)
+
     async def get_spot_orders(self, market_id: str, **kwargs):
         req = spot_exchange_rpc_pb.OrdersRequest(
             market_id=market_id,
@@ -396,9 +400,10 @@ async def stream_spot_orders(self, market_id: str, **kwargs):
         )
         return self.stubSpotExchange.StreamOrders(req)
 
-    async def stream_spot_trades(self, market_id: str, **kwargs):
+    async def stream_spot_trades(self, **kwargs):
         req = spot_exchange_rpc_pb.StreamTradesRequest(
-            market_id=market_id,
+            market_id=kwargs.get("market_id"),
+            market_ids=kwargs.get("market_ids"),
             execution_side=kwargs.get("execution_side"),
             direction=kwargs.get("direction"),
             subaccount_id=kwargs.get("subaccount_id"),
@@ -442,6 +447,10 @@ async def stream_derivative_markets(self):
     async def get_derivative_orderbook(self, market_id: str):
         req = derivative_exchange_rpc_pb.OrderbookRequest(market_id=market_id)
         return await self.stubDerivativeExchange.Orderbook(req)
+    
+    async def get_derivative_orderbooks(self, market_ids: List):
+        req = derivative_exchange_rpc_pb.OrderbooksRequest(market_ids=market_ids)
+        return await self.stubDerivativeExchange.Orderbooks(req)
 
     async def get_derivative_orders(self, market_id: str, **kwargs):
         req = derivative_exchange_rpc_pb.OrdersRequest(
@@ -478,9 +487,10 @@ async def stream_derivative_orders(self, market_id: str, **kwargs):
         )
         return self.stubDerivativeExchange.StreamOrders(req)
 
-    async def stream_derivative_trades(self, market_id: str, **kwargs):
+    async def stream_derivative_trades(self, **kwargs):
         req = derivative_exchange_rpc_pb.StreamTradesRequest(
-            market_id=market_id,
+            market_id=kwargs.get("market_id"),
+            market_ids=kwargs.get("market_ids"),
             subaccount_id=kwargs.get("subaccount_id"),
             execution_side=kwargs.get("execution_side"),
             direction=kwargs.get("direction"),
@@ -495,9 +505,11 @@ async def get_derivative_positions(self, market_id: str, **kwargs):
         )
         return await self.stubDerivativeExchange.Positions(req)
 
-    async def stream_derivative_positions(self, market_id: str, **kwargs):
+    async def stream_derivative_positions(self, **kwargs):
         req = derivative_exchange_rpc_pb.StreamPositionsRequest(
-            market_id=market_id, subaccount_id=kwargs.get("subaccount_id")
+            market_id=kwargs.get("market_id"), 
+            market_ids=kwargs.get("market_ids"),
+            subaccount_id=kwargs.get("subaccount_id")
         )
         return self.stubDerivativeExchange.StreamPositions(req)
 

pyinjective/client.py

@@ -391,6 +391,10 @@ def stream_spot_markets(self):
     def get_spot_orderbook(self, market_id: str):
         req = spot_exchange_rpc_pb.OrderbookRequest(market_id=market_id)
         return self.stubSpotExchange.Orderbook(req)
+    
+    def get_spot_orderbooks(self, market_ids: List):
+        req = spot_exchange_rpc_pb.OrderbooksRequest(market_ids=market_ids)
+        return self.stubSpotExchange.Order(req)
 
     def get_spot_orders(self, market_id: str, **kwargs):
         req = spot_exchange_rpc_pb.OrdersRequest(
@@ -436,9 +440,10 @@ def stream_spot_orders(self, market_id: str, **kwargs):
         self.set_cookie(res,type="exchange")
         return res
 
-    def stream_spot_trades(self, market_id: str, **kwargs):
+    def stream_spot_trades(self, **kwargs):
         req = spot_exchange_rpc_pb.StreamTradesRequest(
-            market_id=market_id,
+            market_id=kwargs.get("market_id"),
+            market_ids=kwargs.get("market_ids"),
             execution_side=kwargs.get("execution_side"),
             direction=kwargs.get("direction"),
             subaccount_id=kwargs.get("subaccount_id"),
@@ -489,6 +494,10 @@ def get_derivative_orderbook(self, market_id: str):
         req = derivative_exchange_rpc_pb.OrderbookRequest(market_id=market_id)
         return self.stubDerivativeExchange.Orderbook(req)
 
+    def get_derivative_orderbooks(self, market_ids: List):
+        req = derivative_exchange_rpc_pb.OrderbooksRequest(market_ids=market_ids)
+        return self.stubDerivativeExchange.Orderbooks(req)
+
     def get_derivative_orders(self, market_id: str, **kwargs):
         req = derivative_exchange_rpc_pb.OrdersRequest(
             market_id=market_id,
@@ -533,9 +542,10 @@ def stream_derivative_orders(self, market_id: str, **kwargs):
         self.set_cookie(res,type="exchange")
         return res
 
-    def stream_derivative_trades(self, market_id: str, **kwargs):
+    def stream_derivative_trades(self, **kwargs):
         req = derivative_exchange_rpc_pb.StreamTradesRequest(
-            market_id=market_id,
+            market_id=kwargs.get("market_id"),
+            market_ids=kwargs.get("market_ids"),
             subaccount_id=kwargs.get("subaccount_id"),
             execution_side=kwargs.get("execution_side"),
             direction=kwargs.get("direction"),
@@ -553,10 +563,10 @@ def get_derivative_positions(self, market_id: str, **kwargs):
         )
         return self.stubDerivativeExchange.Positions(req)
 
-    def stream_derivative_positions(self, market_id: str = None, market_ids: list = [], **kwargs):
+    def stream_derivative_positions(self, **kwargs):
         req = derivative_exchange_rpc_pb.StreamPositionsRequest(
-            market_id=market_id,
-            market_ids=market_ids,
+            market_id=kwargs.get("market_id"),
+            market_ids=kwargs.get("market_ids"),
             subaccount_id=kwargs.get("subaccount_id")
         )
         metadata = self.get_cookie(type="exchange")