dYdX Python REST API for Limit Orders

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Project description

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

Project details

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Dec 8, 2020

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dydx-python 0.11.3

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Example Usage

Initializing the client

HTTP API Calls

Trading Pairs

Account Balances

Open Orders

Historical Fills

Historical Trades

Create an Order (Perp)

Create an Order (Solo)

Cancel an Order

Get Orderbook

Get Solo Market

Get Solo Markets

Get Perpetual Market

Get Perpetual Markets

Perpetuals

Deposit / Withdraw

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Solo (ETH trading)

Deposit / Withdraw

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General Ethereum Getters

Install the requirements

Run the tests

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