Merge pull request #300 from InjectiveLabs/fix/sync_dev_with_master_1_12_0

Fix/sync dev with master 1.12.0

Author: aarmoa

CHANGELOG.md

@@ -2,6 +2,16 @@
 
 All notable changes to this project will be documented in this file.
 
+## [1.2.0] - 2024-01-25
+### Changed
+- Updated reference gas cost for all messages in the gas estimator
+- Included different calculation for Post Only orders
+- Updated all proto definitions for Injective Core 1.12.1
+
+## [1.1.1] - 2024-01-18
+### Changed
+- Updated the logic to create a `MsgLiquidatePosition` message
+
 ## [1.1.0] - 2024-01-15
 ### Added
 - Added new functions in all Market classes to convert values from extended chain format (the ones provided by chain streams) into human-readable format

Makefile

@@ -28,7 +28,7 @@ clean-all:
 	$(call clean_repos)
 
 clone-injective-core:
-	git clone https://github.com/InjectiveLabs/injective-core.git -b v1.12.0 --depth 1 --single-branch
+	git clone https://github.com/InjectiveLabs/injective-core.git -b v1.12.1 --depth 1 --single-branch
 
 clone-injective-indexer:
 	git clone https://github.com/InjectiveLabs/injective-indexer.git -b v1.12.79.1 --depth 1 --single-branch

examples/chain_client/77_MsgLiquidatePosition.py

@@ -0,0 +1,101 @@
+import asyncio
+import uuid
+
+from grpc import RpcError
+
+from pyinjective.async_client import AsyncClient
+from pyinjective.constant import GAS_FEE_BUFFER_AMOUNT, GAS_PRICE
+from pyinjective.core.network import Network
+from pyinjective.transaction import Transaction
+from pyinjective.wallet import PrivateKey
+
+
+async def main() -> None:
+    # select network: local, testnet, mainnet
+    network = Network.testnet()
+
+    # initialize grpc client
+    client = AsyncClient(network)
+    composer = await client.composer()
+    await client.sync_timeout_height()
+
+    # load account
+    priv_key = PrivateKey.from_hex("f9db9bf330e23cb7839039e944adef6e9df447b90b503d5b4464c90bea9022f3")
+    pub_key = priv_key.to_public_key()
+    address = pub_key.to_address()
+    await client.fetch_account(address.to_acc_bech32())
+    subaccount_id = address.get_subaccount_id(index=0)
+
+    # prepare trade info
+    market_id = "0x17ef48032cb24375ba7c2e39f384e56433bcab20cbee9a7357e4cba2eb00abe6"
+    fee_recipient = "inj1hkhdaj2a2clmq5jq6mspsggqs32vynpk228q3r"
+    cid = str(uuid.uuid4())
+
+    order = composer.DerivativeOrder(
+        market_id=market_id,
+        subaccount_id=subaccount_id,
+        fee_recipient=fee_recipient,
+        price=39.01,  # This should be the liquidation price
+        quantity=0.147,
+        leverage=1,
+        cid=cid,
+        is_buy=False,
+    )
+
+    # prepare tx msg
+    msg = composer.MsgLiquidatePosition(
+        sender=address.to_acc_bech32(),
+        subaccount_id="0x156df4d5bc8e7dd9191433e54bd6a11eeb390921000000000000000000000000",
+        market_id=market_id,
+        order=order,
+    )
+
+    # build sim tx
+    tx = (
+        Transaction()
+        .with_messages(msg)
+        .with_sequence(client.get_sequence())
+        .with_account_num(client.get_number())
+        .with_chain_id(network.chain_id)
+    )
+    sim_sign_doc = tx.get_sign_doc(pub_key)
+    sim_sig = priv_key.sign(sim_sign_doc.SerializeToString())
+    sim_tx_raw_bytes = tx.get_tx_data(sim_sig, pub_key)
+
+    # simulate tx
+    try:
+        sim_res = await client.simulate(sim_tx_raw_bytes)
+    except RpcError as ex:
+        print(ex)
+        return
+
+    sim_res_msg = sim_res["result"]["msgResponses"]
+    print("---Simulation Response---")
+    print(sim_res_msg)
+
+    # build tx
+    gas_price = GAS_PRICE
+    gas_limit = int(sim_res["gasInfo"]["gasUsed"]) + GAS_FEE_BUFFER_AMOUNT  # add buffer for gas fee computation
+    gas_fee = "{:.18f}".format((gas_price * gas_limit) / pow(10, 18)).rstrip("0")
+    fee = [
+        composer.Coin(
+            amount=gas_price * gas_limit,
+            denom=network.fee_denom,
+        )
+    ]
+    tx = tx.with_gas(gas_limit).with_fee(fee).with_memo("").with_timeout_height(client.timeout_height)
+    sign_doc = tx.get_sign_doc(pub_key)
+    sig = priv_key.sign(sign_doc.SerializeToString())
+    tx_raw_bytes = tx.get_tx_data(sig, pub_key)
+
+    # broadcast tx: send_tx_async_mode, send_tx_sync_mode, send_tx_block_mode
+    res = await client.broadcast_tx_sync_mode(tx_raw_bytes)
+    print("---Transaction Response---")
+    print(res)
+    print("gas wanted: {}".format(gas_limit))
+    print("gas fee: {} INJ".format(gas_fee))
+    print(f"\n\ncid: {cid}")
+
+
+if __name__ == "__main__":
+    asyncio.get_event_loop().run_until_complete(main())

examples/exchange_client/oracle_rpc/1_StreamPrices.py

@@ -23,9 +23,13 @@ async def main() -> None:
     # select network: local, testnet, mainnet
     network = Network.testnet()
     client = AsyncClient(network)
-    base_symbol = "INJ"
-    quote_symbol = "USDT"
-    oracle_type = "bandibc"
+    market = (await client.all_derivative_markets())[
+        "0x17ef48032cb24375ba7c2e39f384e56433bcab20cbee9a7357e4cba2eb00abe6"
+    ]
+
+    base_symbol = market.oracle_base
+    quote_symbol = market.oracle_quote
+    oracle_type = market.oracle_type
 
     task = asyncio.get_event_loop().create_task(
         client.listen_oracle_prices_updates(

examples/exchange_client/oracle_rpc/2_Price.py

@@ -8,15 +8,18 @@ async def main() -> None:
     # select network: local, testnet, mainnet
     network = Network.testnet()
     client = AsyncClient(network)
-    base_symbol = "BTC"
-    quote_symbol = "USDT"
-    oracle_type = "bandibc"
-    oracle_scale_factor = 6
+    market = (await client.all_derivative_markets())[
+        "0x17ef48032cb24375ba7c2e39f384e56433bcab20cbee9a7357e4cba2eb00abe6"
+    ]
+
+    base_symbol = market.oracle_base
+    quote_symbol = market.oracle_quote
+    oracle_type = market.oracle_type
+
     oracle_prices = await client.fetch_oracle_price(
         base_symbol=base_symbol,
         quote_symbol=quote_symbol,
         oracle_type=oracle_type,
-        oracle_scale_factor=oracle_scale_factor,
     )
     print(oracle_prices)
 

pyinjective/composer.py

@@ -671,9 +671,15 @@ def MsgBatchUpdateOrders(self, sender: str, **kwargs):
             binary_options_orders_to_create=kwargs.get("binary_options_orders_to_create"),
         )
 
-    def MsgLiquidatePosition(self, sender: str, subaccount_id: str, market_id: str):
+    def MsgLiquidatePosition(
+        self,
+        sender: str,
+        subaccount_id: str,
+        market_id: str,
+        order: Optional[injective_dot_exchange_dot_v1beta1_dot_exchange__pb2.DerivativeOrder] = None,
+    ):
         return injective_exchange_tx_pb.MsgLiquidatePosition(
-            sender=sender, subaccount_id=subaccount_id, market_id=market_id
+            sender=sender, subaccount_id=subaccount_id, market_id=market_id, order=order
         )
 
     def MsgIncreasePositionMargin(

pyinjective/core/gas_limit_estimator.py

@@ -1,15 +1,28 @@
+import math
 from abc import ABC, abstractmethod
+from typing import List, Union
 
 from google.protobuf import any_pb2
 
 from pyinjective.proto.cosmos.authz.v1beta1 import tx_pb2 as cosmos_authz_tx_pb
 from pyinjective.proto.cosmos.gov.v1beta1 import tx_pb2 as gov_tx_pb
 from pyinjective.proto.cosmwasm.wasm.v1 import tx_pb2 as wasm_tx_pb
-from pyinjective.proto.injective.exchange.v1beta1 import tx_pb2 as injective_exchange_tx_pb
+from pyinjective.proto.injective.exchange.v1beta1 import (
+    exchange_pb2 as injective_exchange_pb,
+    tx_pb2 as injective_exchange_tx_pb,
+)
+
+SPOT_ORDER_CREATION_GAS_LIMIT = 50_000
+DERIVATIVE_ORDER_CREATION_GAS_LIMIT = 70_000
+SPOT_ORDER_CANCELATION_GAS_LIMIT = 50_000
+DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT = 60_000
+# POST ONLY orders take around 50% more gas to create than normal orders due to the required validations
+SPOT_POST_ONLY_ORDER_MULTIPLIER = 0.5
+DERIVATIVE_POST_ONLY_ORDER_MULTIPLIER = 0.5
 
 
 class GasLimitEstimator(ABC):
-    GENERAL_MESSAGE_GAS_LIMIT = 5_000
+    GENERAL_MESSAGE_GAS_LIMIT = 15_000
     BASIC_REFERENCE_GAS_LIMIT = 150_000
 
     @classmethod
@@ -57,6 +70,16 @@ def _parsed_message(self, message: any_pb2.Any) -> any_pb2.Any:
             parsed_message = message
         return parsed_message
 
+    def _select_post_only_orders(
+        self,
+        orders: List[Union[injective_exchange_pb.SpotOrder, injective_exchange_pb.DerivativeOrder]],
+    ) -> List[Union[injective_exchange_pb.SpotOrder, injective_exchange_pb.DerivativeOrder]]:
+        return [
+            order
+            for order in orders
+            if order.order_type in [injective_exchange_pb.OrderType.BUY_PO, injective_exchange_pb.OrderType.SELL_PO]
+        ]
+
 
 class DefaultGasLimitEstimator(GasLimitEstimator):
     DEFAULT_GAS_LIMIT = 150_000
@@ -74,8 +97,6 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class BatchCreateSpotLimitOrdersGasLimitEstimator(GasLimitEstimator):
-    ORDER_GAS_LIMIT = 45_000
-
     def __init__(self, message: any_pb2.Any):
         self._message = self._parsed_message(message=message)
 
@@ -84,9 +105,12 @@ def applies_to(cls, message: any_pb2.Any):
         return cls.message_type(message=message).endswith("MsgBatchCreateSpotLimitOrders")
 
     def gas_limit(self) -> int:
+        post_only_orders = self._select_post_only_orders(orders=self._message.orders)
+
         total = 0
         total += self.GENERAL_MESSAGE_GAS_LIMIT
-        total += len(self._message.orders) * self.ORDER_GAS_LIMIT
+        total += len(self._message.orders) * SPOT_ORDER_CREATION_GAS_LIMIT
+        total += math.ceil(len(post_only_orders) * SPOT_ORDER_CREATION_GAS_LIMIT * SPOT_POST_ONLY_ORDER_MULTIPLIER)
 
         return total
 
@@ -95,8 +119,6 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class BatchCancelSpotOrdersGasLimitEstimator(GasLimitEstimator):
-    ORDER_GAS_LIMIT = 45_000
-
     def __init__(self, message: any_pb2.Any):
         self._message = self._parsed_message(message=message)
 
@@ -107,7 +129,7 @@ def applies_to(cls, message: any_pb2.Any):
     def gas_limit(self) -> int:
         total = 0
         total += self.GENERAL_MESSAGE_GAS_LIMIT
-        total += len(self._message.data) * self.ORDER_GAS_LIMIT
+        total += len(self._message.data) * SPOT_ORDER_CANCELATION_GAS_LIMIT
 
         return total
 
@@ -116,8 +138,6 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class BatchCreateDerivativeLimitOrdersGasLimitEstimator(GasLimitEstimator):
-    ORDER_GAS_LIMIT = 60_000
-
     def __init__(self, message: any_pb2.Any):
         self._message = self._parsed_message(message=message)
 
@@ -126,9 +146,14 @@ def applies_to(cls, message: any_pb2.Any):
         return cls.message_type(message=message).endswith("MsgBatchCreateDerivativeLimitOrders")
 
     def gas_limit(self) -> int:
+        post_only_orders = self._select_post_only_orders(orders=self._message.orders)
+
         total = 0
         total += self.GENERAL_MESSAGE_GAS_LIMIT
-        total += len(self._message.orders) * self.ORDER_GAS_LIMIT
+        total += len(self._message.orders) * DERIVATIVE_ORDER_CREATION_GAS_LIMIT
+        total += math.ceil(
+            len(post_only_orders) * DERIVATIVE_ORDER_CREATION_GAS_LIMIT * DERIVATIVE_POST_ONLY_ORDER_MULTIPLIER
+        )
 
         return total
 
@@ -137,8 +162,6 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class BatchCancelDerivativeOrdersGasLimitEstimator(GasLimitEstimator):
-    ORDER_GAS_LIMIT = 55_000
-
     def __init__(self, message: any_pb2.Any):
         self._message = self._parsed_message(message=message)
 
@@ -149,7 +172,7 @@ def applies_to(cls, message: any_pb2.Any):
     def gas_limit(self) -> int:
         total = 0
         total += self.GENERAL_MESSAGE_GAS_LIMIT
-        total += len(self._message.data) * self.ORDER_GAS_LIMIT
+        total += len(self._message.data) * DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT
 
         return total
 
@@ -158,13 +181,9 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class BatchUpdateOrdersGasLimitEstimator(GasLimitEstimator):
-    SPOT_ORDER_CREATION_GAS_LIMIT = 40_000
-    DERIVATIVE_ORDER_CREATION_GAS_LIMIT = 60_000
-    SPOT_ORDER_CANCELATION_GAS_LIMIT = 45_000
-    DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT = 55_000
-    CANCEL_ALL_SPOT_MARKET_GAS_LIMIT = 35_000
-    CANCEL_ALL_DERIVATIVE_MARKET_GAS_LIMIT = 45_000
-    MESSAGE_GAS_LIMIT = 10_000
+    CANCEL_ALL_SPOT_MARKET_GAS_LIMIT = 40_000
+    CANCEL_ALL_DERIVATIVE_MARKET_GAS_LIMIT = 50_000
+    MESSAGE_GAS_LIMIT = 15_000
 
     AVERAGE_CANCEL_ALL_AFFECTED_ORDERS = 20
 
@@ -176,14 +195,33 @@ def applies_to(cls, message: any_pb2.Any):
         return cls.message_type(message=message).endswith("MsgBatchUpdateOrders")
 
     def gas_limit(self) -> int:
+        post_only_spot_orders = self._select_post_only_orders(orders=self._message.spot_orders_to_create)
+        post_only_derivative_orders = self._select_post_only_orders(orders=self._message.derivative_orders_to_create)
+        post_only_binary_options_orders = self._select_post_only_orders(
+            orders=self._message.binary_options_orders_to_create
+        )
+
         total = 0
         total += self.MESSAGE_GAS_LIMIT
-        total += len(self._message.spot_orders_to_create) * self.SPOT_ORDER_CREATION_GAS_LIMIT
-        total += len(self._message.derivative_orders_to_create) * self.DERIVATIVE_ORDER_CREATION_GAS_LIMIT
-        total += len(self._message.binary_options_orders_to_create) * self.DERIVATIVE_ORDER_CREATION_GAS_LIMIT
-        total += len(self._message.spot_orders_to_cancel) * self.SPOT_ORDER_CANCELATION_GAS_LIMIT
-        total += len(self._message.derivative_orders_to_cancel) * self.DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT
-        total += len(self._message.binary_options_orders_to_cancel) * self.DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT
+        total += len(self._message.spot_orders_to_create) * SPOT_ORDER_CREATION_GAS_LIMIT
+        total += len(self._message.derivative_orders_to_create) * DERIVATIVE_ORDER_CREATION_GAS_LIMIT
+        total += len(self._message.binary_options_orders_to_create) * DERIVATIVE_ORDER_CREATION_GAS_LIMIT
+
+        total += math.ceil(len(post_only_spot_orders) * SPOT_ORDER_CREATION_GAS_LIMIT * SPOT_POST_ONLY_ORDER_MULTIPLIER)
+        total += math.ceil(
+            len(post_only_derivative_orders)
+            * DERIVATIVE_ORDER_CREATION_GAS_LIMIT
+            * DERIVATIVE_POST_ONLY_ORDER_MULTIPLIER
+        )
+        total += math.ceil(
+            len(post_only_binary_options_orders)
+            * DERIVATIVE_ORDER_CREATION_GAS_LIMIT
+            * DERIVATIVE_POST_ONLY_ORDER_MULTIPLIER
+        )
+
+        total += len(self._message.spot_orders_to_cancel) * SPOT_ORDER_CANCELATION_GAS_LIMIT
+        total += len(self._message.derivative_orders_to_cancel) * DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT
+        total += len(self._message.binary_options_orders_to_cancel) * DERIVATIVE_ORDER_CANCELATION_GAS_LIMIT
 
         total += (
             len(self._message.spot_market_ids_to_cancel_all)
@@ -208,7 +246,7 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class ExecGasLimitEstimator(GasLimitEstimator):
-    DEFAULT_GAS_LIMIT = 5_000
+    DEFAULT_GAS_LIMIT = 8_000
 
     def __init__(self, message: any_pb2.Any):
         self._message = self._parsed_message(message=message)
@@ -297,7 +335,7 @@ def _message_class(self, message: any_pb2.Any):
 
 
 class GenericExchangeGasLimitEstimator(GasLimitEstimator):
-    BASIC_REFERENCE_GAS_LIMIT = 100_000
+    BASIC_REFERENCE_GAS_LIMIT = 120_000
 
     def __init__(self, message: any_pb2.Any):
         self._message = message