Perp python sdk
Project description
GooseFX Perpetual Futures SDK
This SDK contains 3 classes to interact with the GooseFX on-chain perpetual futures.
Perp
Product
Trader
The Perp
class is required to initialise the connection and wallet that is going to be used for subsequent interaction.
Initialising the Perp
class should be the first step irrespective of the type of operation in the following manner:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
Product
An instance of the product
class signfies one of the perp product we offer to trade. Initialization of the product
class can be done in one of two ways:
- By index:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
product = Product(perp)
product.initByIndex(0)
- By name:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
product = Product(perp)
product.initByName('SOL-PERP')
This product
instance will be useful for the following functions:
GET L2 Orderbook
: Get the latest layer 2 orderbook
orderbook = product.get_orderbook_L2()
GET L3 Orderbook
: Get the latest layer 3 orderbook. (Orders mapped to users)
orderbook = product.get_orderbook_L3()
Trader
The Trader
class is required to get instructions to send transactions to the program. Each wallet must have a unique trader account initialized to be able to place orders and deposit funds. This account needs to be created once using the create_trader_account_ixs
instruction. After it has been created once, for all subsequent interactions by the wallet, the Trader
class needs to be initialized using the init
function.
- To create a new
Trader
account on-chain:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
trader = Trader(perp)
[ixs, signers] = trader.create_trader_account_ixs()
where ixs
is an array of required instructions and signers
is an array of required walletairs for signature. The wallet must also sign the transaction along with the walletairs in the signers
array
- Once the account is created successfully, the
Trader
instance must be initialised in the following way:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
trader = Trader(perp)
trader.init()
Fractional Datatype
The Fractional data type uses a simple formula to represent a fractional number based on its mantissa (m) and exponent (exp):
number = mantissa / (10 ^ exponent)
Trader Instructions
Deposit Funds
To start placing new orders, traders need to deposit some collateral. This instruction will transfer the required USDC from the wallet to the trader account which will be used as collateral to place new orders.
The only parameter to this function is the amount of USDC to be depositted.
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
trader = Trader(perp)
trader.init()
[ix, signers] = trader.deposit_funds_ix(Fractional.to_decimal(100))
Withdraw Funds
Similar to deposit funds, this function takes the amount of USDC to be withdrawn as the only parameter. This instruction will transfer funds from the trader account to the wallet address.
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
trader = Trader(perp)
trader.init()
[ix, signers] = await trader.withdraw_funds_ix(Fractional.to_decimal(100))
NOTE: The above two instructions do not need a product
instance as a parameter since the market is cross collateralized and the amount of USDC deposited can be used across products. The following two instructions to place a new order and cancel an order are specific to products and hence need a product
instance as one of the parameters.
Trader's open orders for a prouct
To get all open orders for a Trader
for a product
:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
product = Product(perp)
product.initByIndex(0)
trader = Trader(perp)
trader.init()
orderbookData = trader.getOpenOrders(product)
New Order
The New order instruction needs the following as parameters
- Quantity (Fractional) Please note: 1 unit of the product is denoted by 1 * 100000 units. So to buy 1 unit, the parameter to pass as quantity should be
Fractional.to_decimal(100000)
- Price (Fractional)
- Order side ('buy' or 'sell')
- Order Type ('limit', 'market', 'immediateOrCancel', 'postOnly')
- Product instance
perp = Perp(rpc_client, 'devnet',wallet)
perp.init()
product = Product(perp)
product.initByIndex(0)
trader = Trader(perp)
trader.init()
[ix, signers] = trader.new_order_ix(product, Fractional.to_decimal(50000), Fractional.to_decimal(35), 'ask', 'limit')
Cancel Order
The cancel order instruction needs the orderId in string format to cancel the order. Use getOpenOrders()
to get open orders and its id's to pass as a parameter to cancel the order
perp = Perp(rpc_client, 'devnet',wallet)
perp.init()
product = Product(perp)
product.initByIndex(0)
trader = Trader(perp)
trader.init()
[ix, signers] = trader.cancel_order_ix(product, 269375752548498747818049433352371) # Get this order id from t.get_open_orders()
Checkout https://github.com/GooseFX1/gfx-perps-python-sdk/blob/dev/test_perp.py for examples on the above functionalities!
Subscribe to asks
The subscribe to asks feature needs a callback function which can process added_asks which tracks the new asks at new prices and size changes which tracks if the size of ask is changed
def on_ask_change(updated_asks):
print("Updated Asks:", updated_asks)
perp = Perp(rpc_client, 'devnet', keyp)
perp.init()
product = Product(perp)
product.init_by_name('SOL-PERP')
orderbook = product.get_orderbook_L2()
await product.subscribe_to_asks(on_ask_change)
Subscribe to bids
The subscribe to bids feature needs a callback function which can process added_bids which tracks the new bids at new prices and size changes which tracks if the size of bid is changed
def on_bid_change(updated_bids):
print("Updated Bids:", updated_bids)
perp = Perp(rpc_client, 'devnet', keyp)
perp.init()
product = Product(perp)
product.init_by_name('SOL-PERP')
orderbook = product.get_orderbook_L2()
await product.subscribe_to_bids(on_bid_change)
Checkout https://github.com/GooseFX1/gfx-perps-python-sdk/test_subscribe_accounts.py for examples on the subscription functionalities!
Happy trading!
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