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Merge pull request #173 from vegaprotocol/separating-amends
Submit amend and cancel separated into different scripts
2 parents 074a385 + 63cbf79 commit 9670f69

10 files changed

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‎rest/liquidity-commitment-amend.py‎

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#!/usr/bin/python3
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import json
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import requests
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import helpers
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# Vega wallet interaction helper, see login.py for detail
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from login import token, pubkey
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# Load Vega node API v2 URL, this is set using 'source vega-config'
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# located in the root folder of the sample-api-scripts repository
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data_node_url_rest = helpers.get_from_env("DATA_NODE_URL_REST")
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# Load Vega wallet server URL, set in same way as above
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wallet_server_url = helpers.get_from_env("WALLET_SERVER_URL")
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# Load Vega market id
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market_id = helpers.env_market_id()
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assert market_id != ""
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# Set to False to ONLY submit/amend a liquidity commitment (no cancellation)
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CANCEL_LP_AFTER_SUBMISSION = True
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# Set market id in ENV or uncomment the line below to override market id directly
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market_id = "e503cadb437861037cddfd7263d25b69102098a97573db23f8e5fc320cea1ce9"
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#####################################################################################
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# A M E N D L I Q U I D I T Y C O M M I T M E N T #
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#####################################################################################
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# __amend_liquidity_commitment:
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# Compose a liquidity commitment order message
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# (it will now serve as an amendment request):
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# modify fields you want to be amended
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submission = {
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"liquidityProvisionAmendment": {
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"marketId": market_id,
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"commitmentAmount": "500000000000000000000",
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"fee": "0.005",
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"buys": [
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{
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"offset": "1",
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"proportion": "1",
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"reference": "PEGGED_REFERENCE_MID"
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}
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],
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"sells": [
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{
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"offset": "1",
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"proportion": "1",
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"reference": "PEGGED_REFERENCE_MID"
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}
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]
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},
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"pubKey": pubkey,
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"propagate": True
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}
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# :amend_liquidity_commitment__
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print("Liquidity commitment amendment:\n{}".format(
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json.dumps(submission, indent=2, sort_keys=True)
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))
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# __sign_tx_liquidity_amend:
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# Sign the transaction with an order submission command
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# Hint: Setting propagate to true will also submit to a Vega node
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url = f"{wallet_server_url}/api/v1/command/sync"
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headers = {"Authorization": f"Bearer {token}"}
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response = requests.post(url, headers=headers, json=submission)
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helpers.check_response(response)
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# :sign_tx_liquidity_amend__
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print("Signed liquidity commitment amendment and sent to Vega")
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if CANCEL_LP_AFTER_SUBMISSION is not True:
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exit(1)

‎rest/liquidity-commitment-cancel.py‎

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#!/usr/bin/python3
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import json
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import time
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import requests
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import helpers
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# Vega wallet interaction helper, see login.py for detail
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from login import token, pubkey
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# Load Vega node API v2 URL, this is set using 'source vega-config'
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# located in the root folder of the sample-api-scripts repository
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data_node_url_rest = helpers.get_from_env("DATA_NODE_URL_REST")
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# Load Vega wallet server URL, set in same way as above
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wallet_server_url = helpers.get_from_env("WALLET_SERVER_URL")
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# Load Vega market id
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market_id = helpers.env_market_id()
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assert market_id != ""
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# Set market id in ENV or uncomment the line below to override market id directly
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market_id = "e503cadb437861037cddfd7263d25b69102098a97573db23f8e5fc320cea1ce9"
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#####################################################################################
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# C A N C E L L I Q U I D I T Y C O M M I T M E N T #
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#####################################################################################
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# __cancel_liquidity_commitment:
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# Compose a liquidity commitment cancellation command
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# Hint: The transaction may get rejected if removing previously supplied liquidity
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# will result in insufficient liquidity for the market to operate
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submission = {
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"liquidityProvisionCancellation": {
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"marketId": market_id,
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},
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"pubKey": pubkey,
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"propagate": True
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}
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# :cancel_liquidity_commitment__
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print("Liquidity commitment cancellation:\n{}".format(
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json.dumps(submission, indent=2, sort_keys=True)
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))
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# __sign_tx_liquidity_cancel:
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# Sign the transaction with an order submission command
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# Hint: Setting propagate to true will also submit to a Vega node
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url = f"{wallet_server_url}/api/v1/command/sync"
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headers = {"Authorization": f"Bearer {token}"}
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response = requests.post(url, headers=headers, json=submission)
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helpers.check_response(response)
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# :sign_tx_liquidity_cancel__
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print("Signed liquidity commitment cancellation and sent to Vega")
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# Wait for cancellation to be included in a block
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print("Waiting for blockchain...")
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time.sleep(3)

‎rest/liquidity-commitment-submit.py‎

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#!/usr/bin/python3
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import json
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import time
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import requests
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import helpers
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# Vega wallet interaction helper, see login.py for detail
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from login import token, pubkey
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# Load Vega node API v2 URL, this is set using 'source vega-config'
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# located in the root folder of the sample-api-scripts repository
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data_node_url_rest = helpers.get_from_env("DATA_NODE_URL_REST")
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# Load Vega wallet server URL, set in same way as above
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wallet_server_url = helpers.get_from_env("WALLET_SERVER_URL")
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# Load Vega market id
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market_id = helpers.env_market_id()
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assert market_id != ""
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# Set to False to ONLY submit/amend a liquidity commitment (no cancellation)
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CANCEL_LP_AFTER_SUBMISSION = True
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# Set market id in ENV or uncomment the line below to override market id directly
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market_id = "e503cadb437861037cddfd7263d25b69102098a97573db23f8e5fc320cea1ce9"
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#####################################################################################
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# S U B M I T L I Q U I D I T Y C O M M I T M E N T #
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#####################################################################################
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# Hint: commitmentAmount is an integer. For example 123456 is a price of 1.23456,
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# for a market which is configured to have a precision of 5 decimal places.
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# __create_liquidity_commitment:
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# Compose your submit liquidity provision command
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# Set your own user specific reference to find the commitment by reference and
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# as a foreign key to your local client/trading application
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liquidity_ref = f"{pubkey}-{helpers.generate_id(30)}"
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submission = {
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"liquidityProvisionSubmission": {
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"marketId": market_id,
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"commitmentAmount": "100",
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"fee": "0.01",
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"buys": [
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{
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"offset": "1",
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"proportion": "1",
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"reference": "PEGGED_REFERENCE_MID"
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},
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{
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"offset": "2",
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"proportion": "2",
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"reference": "PEGGED_REFERENCE_MID"
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}
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],
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"sells": [
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{
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"offset": "1",
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"proportion": "1",
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"reference": "PEGGED_REFERENCE_MID"
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},
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{
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"offset": "2",
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"proportion": "2",
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"reference": "PEGGED_REFERENCE_MID"
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},
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{
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"offset": "3",
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"proportion": "5",
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"reference": "PEGGED_REFERENCE_MID"
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}
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],
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"reference": liquidity_ref
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},
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"pubKey": pubkey,
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"propagate": True
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}
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# :create_liquidity_commitment__
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print("Liquidity commitment submission:\n{}".format(
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json.dumps(submission, indent=2, sort_keys=True)
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))
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# __sign_tx_liquidity_submit:
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# Sign the transaction with an liquidity commitment command
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# Hint: Setting propagate to true will also submit to a Vega node
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url = f"{wallet_server_url}/api/v1/command/sync"
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headers = {"Authorization": f"Bearer {token}"}
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response = requests.post(url, headers=headers, json=submission)
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helpers.check_response(response)
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# :sign_tx_liquidity_submit__
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print(json.dumps(response.json(), indent=4, sort_keys=True))
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print()
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print("Signed liquidity commitment and sent to Vega")
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print()
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# Wait for cancellation to be included in a block
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print("Waiting for blockchain...")
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time.sleep(3)

‎rest/liquidity-commitments-list.py‎

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#!/usr/bin/python3
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import json
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import requests
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import helpers
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# Vega wallet interaction helper, see login.py for detail
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from login import token, pubkey
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# Load Vega node API v2 URL, this is set using 'source vega-config'
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# located in the root folder of the sample-api-scripts repository
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data_node_url_rest = helpers.get_from_env("DATA_NODE_URL_REST")
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# Load Vega wallet server URL, set in same way as above
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wallet_server_url = helpers.get_from_env("WALLET_SERVER_URL")
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# Load Vega market id
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market_id = helpers.env_market_id()
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assert market_id != ""
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# Set market id in ENV or uncomment the line below to override market id directly
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market_id = "e503cadb437861037cddfd7263d25b69102098a97573db23f8e5fc320cea1ce9"
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#####################################################################################
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# L I S T L I Q U I D I T Y P R O V I S I O N S #
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#####################################################################################
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# __get_liquidity_provisions:
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# Request liquidity provisions for a party on a Vega network
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url = f"{data_node_url_rest}/liquidity/provisions?partyId={pubkey}"
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headers = {"Authorization": f"Bearer {token}"}
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response = requests.get(url)
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helpers.check_response(response)
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print("Liquidity Provisions for party:\n{}".format(
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json.dumps(response.json(), indent=2, sort_keys=True)
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))
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‎rest/order-amend.py‎

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#!/usr/bin/python3
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import requests
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import time
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import helpers
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import json
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# Vega wallet interaction helper, see login.py for detail
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from login import token, pubkey
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# Load Vega node API v2 URL, this is set using 'source vega-config'
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# located in the root folder of the sample-api-scripts repository
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data_node_url_rest = helpers.get_from_env("DATA_NODE_URL_REST")
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# Load Vega wallet server URL, set in same way as above
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wallet_server_url = helpers.get_from_env("WALLET_SERVER_URL")
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# Load Vega market id
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market_id = helpers.env_market_id()
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assert market_id != ""
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# Set to False to ONLY submit/amend an order (no cancellation)
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# e.g. orders will remain on the book
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CANCEL_ORDER_AFTER_SUBMISSION = True
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# Set market id in ENV or uncomment the line below to override market id directly
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market_id = "e503cadb437861037cddfd7263d25b69102098a97573db23f8e5fc320cea1ce9"
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# Grab order reference from original order submission
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order_ref = ""
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url = f"{data_node_url_rest}/orders?partyId={pubkey}&reference={order_ref}"
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response = requests.get(url)
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found_order = helpers.get_nested_response(response, "orders")[0]["node"]
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orderID = found_order["id"]
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orderStatus = found_order["status"]
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createVersion = found_order["version"]
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###############################################################################
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# B L O C K C H A I N T I M E #
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###############################################################################
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# __get_expiry_time:
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# Request the current blockchain time, calculate an expiry time
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response = requests.get(f"{data_node_url_rest}/vega/time")
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helpers.check_response(response)
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blockchain_time = int(response.json()["timestamp"])
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expiresAt = str(int(blockchain_time + 120 * 1e9)) # expire in 2 minutes
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# :get_expiry_time__
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assert blockchain_time > 0
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print(f"Blockchain time: {blockchain_time}")
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#####################################################################################
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# A M E N D O R D E R #
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#####################################################################################
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# __amend_order:
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# Compose your amend order command, with changes to existing order
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amendment = {
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"orderAmendment": {
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"orderId": orderID,
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"marketId": market_id,
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"price": "2",
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"sizeDelta": "-25",
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"timeInForce": "TIME_IN_FORCE_GTC",
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},
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"pubKey": pubkey,
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"propagate": True
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}
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# :amend_order__
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print()
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print("Order amendment: ", json.dumps(amendment, indent=2, sort_keys=True))
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print()
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# __sign_tx_amend:
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# Sign the transaction with an order amendment command
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# Hint: Setting propagate to true will also submit to a Vega node
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url = f"{wallet_server_url}/api/v1/command/sync"
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headers = {"Authorization": f"Bearer {token}"}
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response = requests.post(url, headers=headers, json=amendment)
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helpers.check_response(response)
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# :sign_tx_amend__
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print("Signed amendment and sent to Vega")
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# Wait for amendment to be included in a block
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print("Waiting for blockchain...", end="", flush=True)
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time.sleep(3)
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url = f"{data_node_url_rest}/orders?partyId={pubkey}&reference={order_ref}"
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response = requests.get(url)
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found_order = helpers.get_nested_response(response, "orders")[0]["node"]
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orderID = found_order["id"]
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orderPrice = found_order["price"]
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orderSize = found_order["size"]
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orderTif = found_order["timeInForce"]
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orderStatus = found_order["status"]
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orderVersion = found_order["version"]
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print()
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print("Amended Order:")
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print(f"ID: {orderID}, Status: {orderStatus}, Price(Old): 1, "
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f"Price(New): {orderPrice}, Size(Old): 100, Size(New): {orderSize}, "
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f"TimeInForce(Old): TIME_IN_FORCE_GTT, TimeInForce(New): {orderTif}, "
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f"Version(Old): {createVersion}, Version(new): {orderVersion}")
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if orderStatus == "STATUS_REJECTED":
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print("The order amendment was rejected by Vega")
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exit(1) # Halt processing at this stage
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if CANCEL_ORDER_AFTER_SUBMISSION is not True:
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exit(1)

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