perennial_sdk 0.1.0

An SDK to interact with the Perennial derivatives protocol.

Perennial Python SDK

Overview

This tool is designed to communicate with the Perennial exchange from Python and read/write the following data:

Read account and market information:

1. Open positions (Iterates through available markets -> checks for open positions -> prints them in the end)
2. Open orders (Prints a list of open orders and their details, incl. nonces)
3. Collaterals
4. Maintenance margin requirements
5. Pair prices
6. Funding rate

Execute market orders:

1. Closing positions
2. Placing market orders
3. Placing limit orders
4. Placing trigger orders
5. Canceling orders

• When closing positions - Doesnt automatically withdraw the collateral, you should use the last step in the example to do so.
• When placing market/limit order - Approves collateral (62.5$ min), commits price to MultiInvoker, places order.
• When placing trigger orders -
  • Placing collateral is optional,
  • Commits price and places order.
  • If you are holding a Long position you should choose side 1 - Buy; Even though you need it to short. Same for short position.
  • The delta is with how much you want to reduce the position size , so it should be negative.
  • For full close delta = 0.
• To cancel orders, you will need the nonce fo the order (from MultiInvoker side). You can get this by using fetch_open_orders.py.

Features

• Connects to an Arbitrum node using a provided RPC URL
• Retrieves oracle information for specified markets
• Fetches VAAs from the Pyth Network
• Creates market snapshots using a Lens contract
• Supports multiple markets and optional account specification
• Reads all needed information from the snapshot

Prerequisites

• Infura account (in .env)
• Wallet private key (in .env)
• Python 3.7+
• Required Libraries:
• web3 library
• requests library
• eth-account library
• eht_abi library
• python-dotenv library

Set-up

1. Set up a Virtual Environment:

    python3 -m venv venv
    source venv/bin/activate
   

2. Install required packages:

   pip install -r requirements.txt
   

3. Set the PYTHONPATH environment variable to include the perennial_sdk and examples directories.

Set path of the root of the repo as PYTHONPATH.

cd ~/my_repos/perennial_py_sdk

export PYTHONPATH=$(pwd)

Example usage can be found in the examples directory:

Private key and Infura url will need to be added first to .env.