• This repository has been archived on 07/Oct/2022
  • Stars
    star
    108
  • Rank 321,259 (Top 7 %)
  • Language
    Python
  • License
    Apache License 2.0
  • Created over 5 years ago
  • Updated almost 3 years ago

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

dYdX Python Client for Limit Orders

dYdX Python API for Limit Orders

The library is currently tested against Python versions 2.7, 3.4, 3.5, and 3.6

Installation

dydx-python is available on PyPI. Install with pip:

pip install dydx-python

Documentation

Check the dYdX developer docs for the API endpoint.

Example Usage

Initializing the client

from dydx.client import Client
import dydx.constants as consts
import dydx.util as utils

# create a new client with a private key (string or bytearray)
client = Client(
    private_key='0x4f3edf983ac636a65a842ce7c78d9aa706d3b113bce9c46f30d7d21715b23b1d',
    node='https://mainnet.infura.io/v3/00000000000000000000000000000000'
)

HTTP API Calls

Trading Pairs

# Get all trading pairs for dydx
pairs = client.get_pairs()

Account Balances

# Get my account balances of margin-trading accounts
my_balances = client.get_my_balances()

# Get my account balances of perpetual accounts
balances = client.get_my_perpetual_balances()

Open Orders

# Get orders created by my account for both sides of the book
my_orders = client.get_my_orders(
    market=['WETH-DAI', 'DAI-WETH'],
    limit=None,
    startingBefore=None
)

# Get all orders for both sides of the book
ten_days_ago = datetime.datetime.now() - datetime.timedelta(days=10)
all_orders = client.get_orders(
    market=['WETH-DAI', 'DAI-WETH'],
    makerAccountOwner=None,  # optional
    makerAccountNumber=None,  # optional
    limit=2,  # optional
    startingBefore=ten_days_ago  # optional
)

Historical Fills

# Get fills created by my account for both sides of the orderbook
my_fills = client.get_my_fills(
    market=['WETH-DAI', 'DAI-WETH'],
    limit=None,  # optional
    startingBefore=None  # optional
)

# Get all fills from one side of the book
all_fills = client.get_fills(
    market=['WETH-DAI'], # 'DAI-WETH' side of the book is not included
    makerAccountOwner='0x5F5A46a8471F60b1E9F2eD0b8fc21Ba8b48887D8',  # optional
    makerAccountNumber=0,  # optional
    limit=2,  # optional
    startingBefore=None  # optional
)
'''
fills = {
  "fills": [
    {
      uuid: "b53ab8c4-465f-4950-add2-dd807c048d68",
      createdAt: "2020-03-08T17:42:36.037Z",
      transactionHash: "0x39576745c2f030ba04bf4df7bcc64ffaa97421243c53e714bca4161163be9d51",
      status: "PENDING",
      market: "WETH-DAI",
      side: "BUY",
      feeAmount: "0",
      orderClientId: null,
      price: "217.019",
      amount: "15000000000000000000",
      orderId: "0x8924cdc0d18899d250bfa27d5929967e26e7e676745a28b6ee5b3a8f182ceb9f",
      accountOwner: "0x8a9d46d28003673cd4fe7a56ecfcfa2be6372e64",
      accountNumber: "63397253610709255086306580859198088914565604507660670583302927962305720029570",
      liquidity: "TAKER"
    },
    ...
  ]
}
'''

# Get one order by id
order = client.get_order(
  orderId,
)
'''
order = {
  "order" = {
    "uuid": "c95c386a-307d-4fbf-bcac-a7ff965a7207",
    "id": "0x812f2e71081daa820d08fa25c76c06332cd39282433679a413c03c5d4591bc35",
    "clientId": "d046f4db-12a9-48fb-b413-6916a9f0cfff",
    "status": "CANCELED",
    "accountOwner": "0x862821badb9c5800654015ba9a2d9d7894c83a7a",
    "accountNumber": "0",
    "orderType": "LIMIT",
    "fillOrKill": false,
    "postOnly": false,
    "triggerPrice": null,
    "market": "WETH-DAI",
    "side": "BUY",
    "baseAmount": "186056800000000000000",
    "quoteAmount": "39808712928000001179648",
    "filledAmount": "0",
    "price": "213.96",
    "cancelReason": "USER_CANCELED",
    "createdAt": "2020-03-08T17:35:24.694Z",
    "updatedAt": "2020-03-08T17:35:25.474Z",
    "expiresAt": "2020-03-08T17:55:29.000Z"
  }
}
'''

Historical Trades

# Get trades created by my account for both sides of the orderbook
my_trades = client.get_my_trades(
    market=['WETH-DAI', 'DAI-WETH'],
    limit=None,  # optional
    startingBefore=None  # optional
)

# Get all trades from one side of the book
all_trades = client.get_trades(
    market=['WETH-DAI'], # 'DAI-WETH' side of the book is not included
    makerAccountOwner='0x5F5A46a8471F60b1E9F2eD0b8fc21Ba8b48887D8',  # optional
    makerAccountNumber=0,  # optional
    limit=2,  # optional
    startingBefore=None  # optional
)
'''
trades = {
  "trades": [
    {
      "uuid": "7b00efba-5002-4562-b777-0122ede33fec",
      "createdAt": "2020-03-08T17:32:35.413Z",
      "transactionHash": "0xfd6fe9605114a5d44000b51d126751eee1f38866ebd4d4be7eacf89d8bf264d9",
      "status": "CONFIRMED",
      "market": "WETH-DAI",
      "side": "SELL",
      "price": "214.90",
      "amount": "2447332508052454104",
      "makerOrderId": "0x9e5cf0e5091566651ad33c56fb4e24ce96341b561d31180f0d471163709b098d",
      "makerAccountOwner": "0x862821badb9c5800654015ba9a2d9d7894c83a7a",
      "makerAccountNumber": "0",
      "takerOrderId": "0xc1a71851c62fc132ece0060c46a076cb082741ef6b80f894b20c4351b824dfb7",
      "takerAccountOwner": "0xd3069c9e486a8b77add55ae3ceb3a4b138fb76c7",
      "takerAccountNumber": "48394678789855236190833155557217125360276244141304950018155758748772338730587"
    },
    ...
  ]
}
'''

Create an Order (Perp)

# Create order to LONG ETH with an order quantity of 2,500 ETH-USD contracts
# at a price of 250 USD per ETH.
created_order = client.place_order(
    market=consts.PAIR_WETH_PUSD,
    side=consts.SIDE_SELL,
    amount=utils.usd_to_order_amount(25000),
    price=Decimal('250e-12'),
    fillOrKill=False,
    postOnly=False
)

# Create order to BUY 10 PBTC for 723,400.00 USDC (a price of 7234.00 PBTC/USDC)
created_order = client.place_order(
    market=consts.PAIR_PBTC_USDC,
    side=consts.SIDE_BUY,
    amount=utils.btc_to_sats(10),
    price=Decimal('72.34'),
    fillOrKill=False,
    postOnly=False
)

# Create order to BUY 100 PLINK for 1,500.00 USDC (a price of 15.00 PLINK/USDC)
created_order = client.place_order(
    market=consts.PAIR_PLINK_USDC,
    side=consts.SIDE_BUY,
    amount=utils.link_to_order_amount(100),
    price=Decimal('15.00'),
    fillOrKill=False,
    postOnly=False
)

Create an Order (Solo)

# Create order to BUY 10 ETH for 2504.90 DAI (a price of 250.49 DAI/ETH)
created_order = client.place_order(
    market=consts.PAIR_WETH_DAI,
    side=consts.SIDE_BUY,
    amount=utils.token_to_wei(10, consts.MARKET_WETH),
    price=Decimal('250.49'),
    fillOrKill=False,
    postOnly=False
)

# Create order to SELL 10 ETH for 1500.10 USDC (a price of 150.01 USDC/ETH)
# 'e-12' is in the price since USDC has 6 decimal places (ETH and DAI have 18)
created_order = client.place_order(
    market=consts.PAIR_WETH_USDC,
    side=consts.SIDE_SELL,
    amount=utils.token_to_wei(10, consts.MARKET_WETH),
    price=Decimal('150.01e-12'),
    fillOrKill=False,
    postOnly=False
)

Cancel an Order

# Cancel the previously created solo order
order_hash = created_order['order']['id']
canceled_order = client.cancel_order(
    hash=order_hash
)

# Cancel the previously created perpetual order
order_hash = created_order['order']['id']
canceled_order = client.cancel_perpetual_order(
    hash=order_hash
)

Get Orderbook

orderbook = client.get_orderbook(
    market='WETH-DAI'
)
'''
orderbook = {
  "bids": [
    {
      "id": "0xefa4562c0747a8f2a9aa69abb817474ee9e98c8505a71de6054a610ac744b0cd",
      "uuid": "c58be890-6e76-4e98-95d4-27977a91af19",
      "amount": "17459277053478281216",
      "price": "160.08"
    },
    {
      "id": "0xa2ab9f653106fefef5b1264a509b02eab021ffea442307e995908e5360f3cd4d",
      "uuid": "d2dba4c6-6442-46bc-b097-1f37312cf279",
      "amount": "149610989871929360384",
      "price": "160.07"
    },
    {
      "id": "0xec35d60dd1c5eab86cd7881fcbc1239193ceda695df2815d521a46f54bd90580",
      "uuid": "24d5a4e1-195b-43fa-a7d8-1d794619e97e",
      "amount": "54494000000000000000",
      "price": "160.06"
    },
  ],
  "asks": [
    {
      "id": "0xb242e2006a0d99c390fc7256d10558844a719d580e80eaa5a4f99dd14bd9ce5e",
      "uuid": "6fdff2f3-0175-4297-bf23-89526eb9aa36",
      "amount": "12074182754430260637",
      "price": "160.30"
    },
    {
      "id": "0xe32a00e11b91b6f8daa70fbe03ad0100fa458c0d87e5c59f2e629ce9d5d32921",
      "uuid": "3f9b35a8-d843-4ae6-bc8b-b534b07e8093",
      "amount": "50000000000000000000",
      "price": "160.40"
    },
    {
      "id": "0xcad0c2e92094bd1dd17a694bd25933a8825c6014aaf4ae2925512f62c15ae968",
      "uuid": "5aefdfd2-4e4d-4b37-9c99-35e8eec0ed9a",
      "amount": "50000000000000000000",
      "price": "160.50"
    },
  ]
}
'''

Get Solo Market

market = client.get_market(
    market='WETH-DAI'
)
'''
market = {
  "market": {
    "WETH-DAI": {
        "name": "WETH-DAI",
        "baseCurrency": {
          "currency": "WETH",
          "decimals": 18,
          "soloMarketId": 0,
        },
        "quoteCurrency": {
          "currency": "DAI",
          "decimals": 18,
          "soloMarketId": 3,
        },
        "minimumTickSize": "0.01",
        "minimumOrderSize": "100000000000000000",
        "smallOrderThreshold": "500000000000000000",
        "makerFee": "0",
        "largeTakerFee": "0.005",
        "smallTakerFee": "0.0015",
    },
  }
}
'''

Get Solo Markets

markets = client.get_markets()
'''
markets = {
  "markets": {
    "WETH-DAI": {
      "name": "WETH-DAI",
      "baseCurrency": {
        "currency": "WETH",
        "decimals": 18,
        "soloMarketId": 0,
      },
      "quoteCurrency": {
        "currency": "DAI",
        "decimals": 18,
        "soloMarketId": 3,
      },
      "minimumTickSize": "0.01",
      "minimumOrderSize": "100000000000000000",
      "smallOrderThreshold": "500000000000000000",
      "makerFee": "0",
      "largeTakerFee": "0.005",
      "smallTakerFee": "0.0015",
    },
    "WETH-USDC": {
      "name": "WETH-USDC",
      "baseCurrency": {
        "currency": "WETH",
        "decimals": 18,
        "soloMarketId": 0,
      },
      "quoteCurrency": {
        "currency": "USDC",
        "decimals": 6,
        "soloMarketId": 2,
      },
      "minimumTickSize": "0.00000000000001",
      "minimumOrderSize": "100000000000000000",
      "smallOrderThreshold": "500000000000000000",
      "makerFee": "0",
      "largeTakerFee": "0.005",
      "smallTakerFee": "0.0015",
    },
    "DAI-USDC": {
      "name": "DAI-USDC",
      "baseCurrency": {
        "currency": "DAI",
        "decimals": 18,
        "soloMarketId": 3,
      },
      "quoteCurrency": {
        "currency": "USDC",
        "decimals": 6,
        "soloMarketId": 1,
      },
      "minimumTickSize": "0.0000000000000001",
      "minimumOrderSize": "20000000000000000000",
      "smallOrderThreshold": "100000000000000000000",
      "makerFee": "0",
      "largeTakerFee": "0.005",
      "smallTakerFee": "0.0005",
    },
  }
}
'''

Get Perpetual Market

market = client.get_perpetual_market(
    market='PBTC-USDC'
)
'''
market = {
  "market": {
    "uuid": "f6d20698-32ac-4f3a-a9c4-b6b7528b7b94",
    "market": "PBTC-USDC",
    "oraclePrice": "68.9615",
    "fundingRate": "0",
    "minCollateral": "0.1075",
    "globalIndexValue": "0",
    "globalIndexTimestamp": "1587407069",
    "createdAt": "2020-04-09T22:42:35.696Z",
    "updatedAt": "2020-04-20T18:48:06.334Z"
  }
}
'''

Get Perpetual Markets

markets = client.get_perpetual_markets()
'''
markets = {
  "markets": [
    {
      "uuid": "f6d20698-32ac-4f3a-a9c4-b6b7528b7b94",
      "market": "PBTC-USDC",
      "oraclePrice": "68.9615",
      "fundingRate": "0",
      "minCollateral": "0.1075",
      "globalIndexValue": "0",
      "globalIndexTimestamp": "1587407069",
      "createdAt": "2020-04-09T22:42:35.696Z",
      "updatedAt": "2020-04-20T18:47:06.197Z"
    }
  ]
}
'''

Perpetuals

Deposit / Withdraw

# deposit 2 ETH into the ETH-USD Perpetual
tx_hash = client.eth.perp.deposit(
  market=consts.PAIR_WETH_PUSD,
  amount=utils.token_to_wei(2, consts.MARKET_WETH)
)
receipt = client.eth.get_receipt(tx_hash)


# withdraw 1 ETH from the ETH-USD Perpetual
tx_hash = client.eth.perp.withdraw(
  market=consts.PAIR_WETH_PUSD,
  amount=utils.token_to_wei(1, consts.MARKET_WETH)
)
receipt = client.eth.get_receipt(tx_hash)
# deposit 100 USDC into the BTC-USD Perpetual
tx_hash = client.eth.perp.set_allowance(consts.PAIR_PBTC_USDC) # must only be called once, ever
receipt = client.eth.get_receipt(tx_hash)

tx_hash = client.eth.perp.deposit(
  market=consts.PAIR_PBTC_USDC,
  amount=utils.token_to_wei(100, consts.MARKET_USDC)
)
receipt = client.eth.get_receipt(tx_hash)


# withdraw 50 USDC from the BTC-USD Perpetual
tx_hash = client.eth.perp.withdraw(
  market=consts.PAIR_PBTC_USDC,
  amount=utils.token_to_wei(50, consts.MARKET_USDC)
)
receipt = client.eth.get_receipt(tx_hash)
# deposit 100 USDC into the LINK-USD Perpetual
tx_hash = client.eth.perp.set_allowance(consts.PAIR_PLINK_USDC) # must only be called once, ever
receipt = client.eth.get_receipt(tx_hash)

tx_hash = client.eth.perp.deposit(
  market=consts.PAIR_PLINK_USDC,
  amount=utils.token_to_wei(100, consts.MARKET_USDC)
)
receipt = client.eth.get_receipt(tx_hash)


# withdraw 50 USDC from the LINK-USD Perpetual
tx_hash = client.eth.perp.withdraw(
  market=consts.PAIR_PLINK_USDC,
  amount=utils.token_to_wei(50, consts.MARKET_USDC)
)
receipt = client.eth.get_receipt(tx_hash)

Getters

# get the USD value of PBTC
# Since PBTC is measured in Satoshis (1e-8 of one BTC) and USDC has 6 decimal places,
# a normal price of $7200 per BTC would return a result of 72.
btc_price = client.eth.perp.get_oracle_price(
  market=consts.PAIR_PBTC_USDC
)

# get the USD value of PLINK
# Since PLINK and USDC both have 6 decimal places,
# a normal price of $15 per LINK would return a result of 15.
btc_price = client.eth.perp.get_oracle_price(
  market=consts.PAIR_PLINK_USDC
)

# get the ETH value of USD
# Since USD is considered to have 6 decimal places, and ETH has 18 decimals places,
# a normal price of $250 per ETH would have a price of 1 / (250e-12).
eth_price = client.eth.perp.get_oracle_price(
  market=consts.PAIR_WETH_PUSD
)

Solo (ETH trading)

Deposit / Withdraw

# deposit 10 ETH
# does not require set_allowance
tx_hash = client.eth.solo.deposit(
  market=consts.MARKET_WETH,
  wei=utils.token_to_wei(10, consts.MARKET_WETH)
)
receipt = client.eth.get_receipt(tx_hash)


# deposit 10 WETH ERC20 tokens without using the WETH payable proxy address
# requires set_allowance
tx_hash = client.eth.solo.deposit(
  market=consts.MARKET_WETH,
  wei=utils.token_to_wei(10, consts.MARKET_WETH),
  asEth=False
)
receipt = client.eth.get_receipt(tx_hash)


# deposit 100 DAI
tx_hash = client.eth.solo.set_allowance(market=consts.MARKET_DAI) # must only be called once, ever
receipt = client.eth.get_receipt(tx_hash)

tx_hash = client.eth.solo.deposit(
  market=consts.MARKET_DAI,
  wei=utils.token_to_wei(100, consts.MARKET_DAI)
)
receipt = client.eth.get_receipt(tx_hash)


# deposit 100 USDC
tx_hash = client.eth.solo.set_allowance(market=consts.MARKET_USDC) # must only be called once, ever
receipt = client.eth.get_receipt(tx_hash)

tx_hash = client.eth.solo.deposit(
  market=consts.MARKET_USDC,
  wei=utils.token_to_wei(100, consts.MARKET_USDC)
)
receipt = client.eth.get_receipt(tx_hash)


# withdraw 10 WETH ERC20 tokens without using the WETH payable proxy address
tx_hash = client.eth.solo.deposit(
  market=consts.MARKET_WETH,
  wei=utils.token_to_wei(10, consts.MARKET_WETH),
  asEth=False
)
receipt = client.eth.get_receipt(tx_hash)


# withdraw 50 USDC
tx_hash = client.eth.solo.withdraw(
  market=consts.MARKET_USDC,
  wei=utils.token_to_wei(50, consts.MARKET_USDC)
)
receipt = client.eth.get_receipt(tx_hash)


# withdraw all DAI (including interest)
tx_hash = client.eth.solo.withdraw_to_zero(market=consts.MARKET_DAI)
receipt = client.eth.get_receipt(tx_hash)

Getters

# get the USD value of one atomic unit of DAI
dai_price = client.eth.solo.get_oracle_price(consts.MARKET_DAI)

# get dYdX balances
balances = client.eth.solo.get_my_balances()
'''
balances = [
  -91971743707894,
  3741715702031854553560,
  2613206278
]
'''

# get dYdX account collateralization
collateralization = client.eth.get_my_collateralization()
'''
collateralization = 2.5 or float('inf')
'''

# collateralization must remain above the minimum to prevent liquidation
assert(collateralization > consts.MINIMUM_COLLATERALIZATION)
'''
consts.MINIMUM_COLLATERALIZATION = 1.15
'''

General Ethereum Getters

Getting information directly from the blockchain by querying a node

# get Wallet balances
balance = client.eth.get_my_wallet_balance(consts.MARKET_DAI)
'''
balance = 1000000000000000000
'''

## Testing

Install the requirements

pip install -r requirements.txt

Run the tests

docker-compose up tox

More Repositories

1

liquidator

DEPRECATED [๐Ÿค–๐Ÿ’ฐ Bot to automatically liquidate dYdX accounts]
TypeScript
468
star
2

solo

dYdX V2 Margin Trading Protocol
TypeScript
418
star
3

dydx-v3-python

Python client for dYdX (API v3)
Python
306
star
4

v4-chain

dydx v4 protocol
Go
221
star
5

protocol_v1

[DEPRECATED] Solidity Smart Contracts for the dYdX V1 Margin Trading Protocol
JavaScript
200
star
6

perpetual

Ethereum Smart Contracts and TypeScript library used for the dYdX Perpetual Contracts
TypeScript
170
star
7

v3-client

TypeScript client for dYdX (v3 API).
TypeScript
108
star
8

v4-web

TypeScript
74
star
9

exchange-wrappers

๐Ÿ’ฑ๐ŸฌCollection of exchange wrapper contracts used by the dYdX Protocol
Solidity
70
star
10

v4-clients

JavaScript
61
star
11

starkex-lib

Cryptographic functions for dYdX (v3 API)
TypeScript
25
star
12

dydx.js

[DEPRECATED] TypeScript library for interacting with the dYdX V1 protocol
TypeScript
22
star
13

starkex-eth

library for interacting and parsing logs for the starkware smart contracts
TypeScript
22
star
14

v4-abacus

JavaScript
14
star
15

v4-documentation

MDX
11
star
16

v4-infrastructure

HCL
8
star
17

walletdirect

Direct communication between dApps and Wallets with deep links
Swift
7
star
18

v4-testnets

Shell
4
star
19

starkex-peripheral

Contracts for interacting with StarkEx-contracts
TypeScript
4
star
20

node-service-base-dev

Shared dev dependencies, development configuration, and utilities for Node libraries and services.
JavaScript
4
star
21

leverage-intuition

Jupyter Notebook
3
star
22

v4-localization

TypeScript
2
star
23

grpc-stream-client

Example Client for dYdX Full Node gRPC Streams
Python
2
star
24

v4-native-android

JavaScript
2
star
25

go-systemCheck

Go
1
star
26

systemCheck

TypeScript
1
star
27

py-systemCheck

Python
1
star
28

v4-latency-scripts

Python scripts that measure the latency of the dYdX chain software
Python
1
star
29

cartera-ios

Swift
1
star
30

v4-native-ios

JavaScript
1
star