Merge pull request #11 from 8ball030/feat/additional_endpoints

[feat] added in additional endpoints

lyra/cli.py

@@ -7,7 +7,7 @@
 from dotenv import load_dotenv
 from rich import print
 
-from lyra.enums import Environment, InstrumentType
+from lyra.enums import Environment, InstrumentType, OrderStatus
 from lyra.lyra import LyraClient
 from lyra.utils import get_logger
 
@@ -75,6 +75,11 @@ def subaccounts():
     """Interact with subaccounts."""
 
 
+@cli.group("orders")
+def orders():
+    """Interact with orders."""
+
+
 @instruments.command("fetch")
 @click.pass_context
 @click.option(
@@ -127,5 +132,81 @@ def fetch_subaccount(ctx, subaccount_id):
     print(subaccount)
 
 
+@orders.command("fetch")
+@click.pass_context
+@click.option(
+    "--instrument-name",
+    "-i",
+    type=str,
+    default=None,
+)
+@click.option(
+    "--label",
+    "-l",
+    type=str,
+    default=None,
+)
+@click.option(
+    "--page",
+    "-p",
+    type=int,
+    default=1,
+)
+@click.option(
+    "--page-size",
+    "-s",
+    type=int,
+    default=100,
+)
+@click.option(
+    "--status",
+    "-s",
+    type=click.Choice([f.value for f in OrderStatus]),
+    default=None,
+)
+def fetch_orders(ctx, instrument_name, label, page, page_size, status):
+    """Fetch orders."""
+    print("Fetching orders")
+    client = ctx.obj["client"]
+    orders = client.fetch_orders(
+        instrument_name=instrument_name,
+        label=label,
+        page=page,
+        page_size=page_size,
+        status=status,
+    )
+    print(orders)
+
+
+@orders.command("cancel")
+@click.pass_context
+@click.option(
+    "--order-id",
+    "-o",
+    type=str,
+)
+@click.option(
+    "--instrument-name",
+    "-i",
+    type=str,
+)
+def cancel_order(ctx, order_id, instrument_name):
+    """Cancel order."""
+    print("Cancelling order")
+    client = ctx.obj["client"]
+    result = client.cancel(order_id=order_id, instrument_name=instrument_name)
+    print(result)
+
+
+@orders.command("cancel_all")
+@click.pass_context
+def cancel_all_orders(ctx):
+    """Cancel all orders."""
+    print("Cancelling all orders")
+    client = ctx.obj["client"]
+    result = client.cancel_all()
+    print(result)
+
+
 if __name__ == "__main__":
     cli()  # pylint: disable=no-value-for-parameter

lyra/enums.py

@@ -34,6 +34,16 @@ class OrderType(Enum):
     MARKET = "market"
 
 
+class OrderStatus(Enum):
+    """Order statuses."""
+
+    OPEN = "open"
+    FILLED = "filled"
+    REJECTED = "rejected"
+    CANCELLED = "cancelled"
+    EXPIRED = "expired"
+
+
 class TimeInForce(Enum):
     """Time in force."""
 

lyra/lyra.py

@@ -12,7 +12,7 @@
 from web3 import Web3
 from websocket import create_connection
 
-from lyra.enums import InstrumentType, OrderSide, OrderType, TimeInForce, UnderlyingCurrency
+from lyra.enums import InstrumentType, OrderSide, OrderStatus, OrderType, TimeInForce, UnderlyingCurrency
 from lyra.utils import get_logger
 
 BASE_URL = "https://api-demo.lyra.finance"
@@ -54,7 +54,7 @@ def _create_signature_headers(self):
             "X-LyraSignature": Web3.to_hex(signature.signature),
         }
 
-    def __init__(self, private_key, env, logger=None, verbose=False):
+    def __init__(self, private_key, env, logger=None, verbose=False, subaccount_id=None):
         """
         Initialize the LyraClient class.
         """
@@ -63,6 +63,8 @@ def __init__(self, private_key, env, logger=None, verbose=False):
         self.logger = logger or get_logger()
         self.web3_client = Web3()
         self.wallet = self.web3_client.eth.account.from_key(private_key)
+        if not subaccount_id:
+            self.subaccount_id = self.fetch_subaccounts(self.wallet.address)['subaccount_ids'][0]
 
     def create_account(self, wallet):
         """Call the create account endpoint."""
@@ -156,8 +158,7 @@ def submit_order(self, order, ws):
         while True:
             message = json.loads(ws.recv())
             if message['id'] == id:
-                print('Got order response:', message)
-                return message
+                return message['result']['order']
 
     def sign_authentication_header(self):
         timestamp = str(int(time.time() * 1000))
@@ -182,7 +183,7 @@ def login_client(self, ws):
             {'method': 'public/login', 'params': self.sign_authentication_header(), 'id': str(int(time.time()))}
         )
         ws.send(login_request)
-        time.sleep(2)
+        time.sleep(1)
 
     def create_subaccount(
         amount,
@@ -282,3 +283,64 @@ def fetch_ticker(self, instrument_name):
         response = requests.post(url, json=payload, headers=headers)
         results = json.loads(response.content)["result"]
         return results
+
+    def fetch_orders(
+        self,
+        instrument_name: str = None,
+        label: str = None,
+        page: int = 1,
+        page_size: int = 100,
+        status: OrderStatus = None,
+    ):
+        """
+        Fetch the orders for a given instrument name.
+        """
+        url = f"{BASE_URL}/private/get_orders"
+        payload = {"instrument_name": instrument_name, "subaccount_id": self.subaccount_id}
+        for key, value in {"label": label, "page": page, "page_size": page_size, "status": status}.items():
+            if value:
+                payload[key] = value
+        headers = self._create_signature_headers()
+        response = requests.post(url, json=payload, headers=headers)
+        results = response.json()["result"]['orders']
+        return results
+
+    def cancel(self, order_id, instrument_name):
+        """
+        Cancel an order
+        """
+
+        ws = self.connect_ws()
+        self.login_client(ws)
+        id = str(int(time.time()))
+        payload = {"order_id": order_id, "subaccount_id": self.subaccount_id, "instrument_name": instrument_name}
+        ws.send(json.dumps({'method': 'private/cancel', 'params': payload, 'id': id}))
+        while True:
+            message = json.loads(ws.recv())
+            if message['id'] == id:
+                return message['result']
+
+    def cancel_all(self):
+        """
+        Cancel all orders
+        """
+        ws = self.connect_ws()
+        self.login_client(ws)
+        id = str(int(time.time()))
+        payload = {"subaccount_id": self.subaccount_id}
+        ws.send(json.dumps({'method': 'private/cancel_all', 'params': payload, 'id': id}))
+        while True:
+            message = json.loads(ws.recv())
+            if message['id'] == id:
+                return message['result']
+
+    def get_positions(self):
+        """
+        Get positions
+        """
+        url = f"{BASE_URL}/private/get_positions"
+        payload = {"subaccount_id": self.subaccount_id}
+        headers = self._create_signature_headers()
+        response = requests.post(url, json=payload, headers=headers)
+        results = response.json()["result"]['positions']
+        return results

tests/test_main.py

@@ -95,3 +95,49 @@ def test_fetch_subaccount(lyra_client):
     subaccount_id = lyra_client.fetch_subaccounts()['subaccount_ids'][0]
     subaccount = lyra_client.fetch_subaccount(subaccount_id)
     assert subaccount['subaccount_id'] == subaccount_id
+
+
+def test_fetch_orders(lyra_client):
+    """
+    Test the LyraClient class.
+    """
+    orders = lyra_client.fetch_orders()
+    assert orders
+
+
+def test_cancel_order(lyra_client):
+    """
+    Test the LyraClient class.
+    """
+    order = lyra_client.create_order(
+        price=200,
+        amount=1,
+        instrument_name="ETH-PERP",
+        side=OrderSide.BUY,
+        order_type=OrderType.LIMIT,
+    )
+    order_id = order['order_id']
+    result = lyra_client.cancel(instrument_name="ETH-PERP", order_id=order_id)
+    assert result['order_id'] == order_id
+
+
+def test_cancel_all_orders(lyra_client):
+    """Test all open orders are cancelled."""
+    lyra_client.create_order(
+        price=200,
+        amount=1,
+        instrument_name="ETH-PERP",
+        side=OrderSide.BUY,
+        order_type=OrderType.LIMIT,
+    )
+    open_orders = lyra_client.fetch_orders(status="open")
+    assert open_orders
+    lyra_client.cancel_all()
+    open_orders = lyra_client.fetch_orders(status="open")
+    assert not open_orders
+
+
+def test_get_positions(lyra_client):
+    """Test get positions."""
+    positions = lyra_client.get_positions()
+    assert isinstance(positions, list)