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This is a lightweight library that works as a connector to Orderly API and Websocket.

Project description

Orderly Open API Connector Python

PyPI version Python version Documentation Code Style License: MIT

Orderly Open API Connector Python is a connector to Orderly open API

  • Supported APIs:
    • Public API Endpoints
    • Private API Endpoints
    • Websockets API Endpoints
  • Inclusion of test cases and examples
  • Client for both Mainnet and Testnet
  • Utility methods needed for connecting Orderly Endpoints such as authentication

Note: This connector is for Orderly EVM. It is not compatible with Orderly NEAR.

Installation

pip install orderly-evm-connector

Documentation

https://orderly.network/docs/build-on-evm/building-on-evm

RESTful APIs

Usage examples:

import orderly

from orderly_evm_connector.rest import Rest as Client
from orderly_evm_connector.lib.utils import get_account_info

(
    orderly_key,
    orderly_secret,
    orderly_account_id,
    orderly_testnet,
    wss_id,
) = get_account_info()
client = Client(
    orderly_key=orderly_key,
    orderly_secret=orderly_secret,
    orderly_account_id=orderly_account_id,
    orderly_testnet=True,
    timeout=5
)

# Orders APIs
response = client.create_order(
    symbol="PERP_NEAR_USDC",
    order_type="LIMIT",
    side="BUY",
    order_price=1.95,
    order_quantity=1,
)

Please find examples folder to check for more endpoints.

  • In order to set your Orderly Key and Orderly Secret for use of the examples, create a file examples/config.ini with your keys.
  • Eg:
    # examples/config.ini
    [keys]
    orderly_key=ed25519:xxxx
    orderly_secret=ed25519:xxxx
    orderly_account_id=0xaaaa
    orderly_testnet=False
    wallet_secret=xxxx
    wss_id=ClientID
    debug=False
    

Display logs

Setting the debug=True will log the request URL, payload and response text.

Authentication

Requests to Orderly API needs to be signed using orderly-key and orderly-secret. Orderly Network uses the ed25519 elliptic curve standard for request authentication. The lib.utils class provides methods for signing and generating request signatures.

from orderly_evm_connector.lib.utils import generate_signature

orderly_secret = "YOUR_ORDERLY_SECRET_HERE"

# A normalized orderly request string, see Authentication section of the Orderly API Doc for details
request_str = """1649920583000POST/v1/order{"symbol": "SPOT_NEAR_USDC", "order_type": "LIMIT", "order_price": 15.23, "order_quantity": 23.11, "side": "BUY"}"""
sginature = generate_signature(orderly_secret, request_str)

Heartbeat

Once connected, the websocket server sends a ping frame every 10 seconds and is asked to return a response pong frame within 1 minute. This package automatically handles pong responses.

Reconnect

Once the connection is abnormal, the websocket connection tries a maximum of 30 times every 5s(WEBSOCKET_RETRY_SLEEP_TIME = 5,WEBSOCKET_FAILED_MAX_RETRIES = 30). After the connection is established, the subscription is completed again

Testnet

When creating a Rest or Websocket client, set the orderly_testnet parameter to true to use Testnet.

orderly_testnet = True

# Private Websocket Client on Testnet
wss_client = WebsocketPrivateAPIClient(
    orderly_testnet=orderly_testnet,
    orderly_account_id=orderly_account_id,
    wss_id=wss_id,
    orderly_key=orderly_key,
    orderly_secret=orderly_secret,
    on_message=message_handler,
    on_close=on_close,
)

# Private REST API Client
client = Client(
    orderly_key=orderly_key,
    orderly_secret=orderly_secret,
    orderly_account_id=orderly_account_id,
    orderly_testnet=orderly_testnet,
    timeout=5
)

Error

There are 2 types of error returned from the library:

  • orderly_evm_connector.error.ClientError
    • This is thrown when server returns 4XX, it's an issue from client side.
    • It has 5 properties:
      • status_code - HTTP status code
      • error_code - Server's error code, e.g. -1102
      • error_message - Server's error message, e.g. Unknown order sent.
      • header - Full response header.
      • error_data* - Additional detailed data which supplements the error_message.
        • *Only applicable on select endpoints, eg. cancelReplace
  • orderly_evm_connector.error.ServerError
    • This is thrown when server returns 5XX, it's an issue from server side. In addition, there are 3 types of Parameter Error:
  • orderly_evm_connector.error.ParameterRequiredError
    • This error is thrown when a required parameter for the endpoint is not present in the request.
  • orderly_evm_connector.error.ParameterValueError
    • This error is thrown when a value passed in for an ENUM type parameter is invalid. For example the order_type parameter is an ENUM with a fixed set of values users could pass in. Passing a value out of the ENUM definition will result in this error.
  • orderly_evm_connector.error.ParameterTypeError
    • This error is thrown when a value passed in is not in consistency with the type definition of the parameter. Websocket Client has 1 type of Error:
  • WebsocketClientError
    • This error is thrown when there is an exception thrown by the WebsocketClient class.

Websocket

Websocket Client

Orderly has two Websocket endpoints, the Market Data Base Endpoint(public endpoint) and the Private User Data Stream Base Endpoint(private endpoint). orderly-connector supports connecting to both endpoints in both Mainnet and Testnet. See below for example:

from orderly_evm_connector.lib.utils import get_account_info
import time, logging
from orderly_evm_connector.websocket.websocket_api import WebsocketPublicAPIClient

(
    orderly_key,
    orderly_secret,
    orderly_account_id,
    orderly_testnet,
    wss_id,
) = get_account_info()


def on_close(_):
    logging.info("Do custom stuff when connection is closed")


def message_handler(_, message):
    logging.info(message)


# Public websocket does not need to pass orderly_key and orderly_secret arguments

wss_client = WebsocketPublicAPIClient(
    orderly_testnet=orderly_testnet,
    orderly_account_id=orderly_account_id,
    wss_id=wss_id,
    on_message=message_handler,
    on_close=on_close,
)

wss_client.get_24h_tickers()
time.sleep(1)
wss_client.close()

For private endpoint, user will need to pass in the orderly_key and orderly_secret to the orderly.websocket.WebsocketPrivateAPIClient class. Private endpoint also requires signature of the message sent using orderly_key and orderly_secret. This function is encapsulated by the WebsocketPrivateAPIClient class. See Orderly API Docs for more detai.

wss_client = WebsocketPrivateAPIClient(
    orderly_testnet=orderly_testnet,
    orderly_account_id=orderly_account_id,
    wss_id=wss_id,
    orderly_key=orderly_key,
    orderly_secret=orderly_secret,
    on_message=message_handler,
    on_close=on_close,
)
# wss_client.get_liquidator_liquidations()
wss_client.get_notifications()
time.sleep(1)
wss_client.stop()

wss_id

wss_id is the request id of included in each of websocket request to orderly. This is defined by user and has a max length of 64 bytes.

Limitation

Contributing

Contributions are welcome.
If you've found a bug within this project, please open an issue to discuss what you would like to change.
If it's an issue with the API, please open a topic at Orderly Developer Community

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