Neg Risk Flag Resolution (#87)

* neg risk flag resolution * neg risk cache * spacing * semver * update CreateOrderOptions in tests
Polymarket · Jul 19, 2024 · e142aa1 · e142aa1
1 parent 16e5a51
commit e142aa1
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Showing 6 changed files with 74 additions and 47 deletions.
diff --git a/py_clob_client/client.py b/py_clob_client/client.py
@@ -1,4 +1,5 @@
 import logging
+from typing import Optional
 
 from .order_builder.builder import OrderBuilder
 from .headers.headers import create_level_1_headers, create_level_2_headers
@@ -29,6 +30,7 @@
     UPDATE_BALANCE_ALLOWANCE,
     IS_ORDER_SCORING,
     GET_TICK_SIZE,
+    GET_NEG_RISK,
     ARE_ORDERS_SCORING,
     GET_SIMPLIFIED_MARKETS,
     GET_MARKETS,
@@ -115,7 +117,11 @@ def __init__(
             self.builder = OrderBuilder(
                 self.signer, sig_type=signature_type, funder=funder
             )
+
+        # local cache
         self.__tick_sizes = {}
+        self.__neg_risk = {}
+
         self.logger = logging.getLogger(self.__class__.__name__)
 
     def get_address(self):
@@ -290,6 +296,15 @@ def get_tick_size(self, token_id: str) -> TickSize:
 
         return self.__tick_sizes[token_id]
 
+    def get_neg_risk(self, token_id: str) -> bool:
+        if token_id in self.__neg_risk:
+            return self.__neg_risk[token_id]
+
+        result = get("{}{}?token_id={}".format(self.host, GET_NEG_RISK, token_id))
+        self.__neg_risk[token_id] = result["neg_risk"]
+
+        return result["neg_risk"]
+
     def __resolve_tick_size(
         self, token_id: str, tick_size: TickSize = None
     ) -> TickSize:
@@ -307,7 +322,7 @@ def __resolve_tick_size(
         return tick_size
 
     def create_order(
-        self, order_args: OrderArgs, options: PartialCreateOrderOptions = None
+        self, order_args: OrderArgs, options: Optional[PartialCreateOrderOptions] = None
     ):
         """
         Creates and signs an order
@@ -320,7 +335,6 @@ def create_order(
             order_args.token_id,
             options.tick_size if options else None,
         )
-        neg_risk = options.neg_risk if options else False
 
         if not price_valid(order_args.price, tick_size):
             raise Exception(
@@ -332,6 +346,12 @@ def create_order(
                 + str(1 - float(tick_size))
             )
 
+        neg_risk = (
+            options.neg_risk
+            if options and options.neg_risk
+            else self.get_neg_risk(order_args.token_id)
+        )
+
         return self.builder.create_order(
             order_args,
             CreateOrderOptions(
@@ -341,7 +361,9 @@ def create_order(
         )
 
     def create_market_order(
-        self, order_args: MarketOrderArgs, options: PartialCreateOrderOptions = None
+        self,
+        order_args: MarketOrderArgs,
+        options: Optional[PartialCreateOrderOptions] = None,
     ):
         """
         Creates and signs an order
@@ -354,7 +376,6 @@ def create_market_order(
             order_args.token_id,
             options.tick_size if options else None,
         )
-        neg_risk = options.neg_risk if options else False
 
         if order_args.price is None or order_args.price <= 0:
             order_args.price = self.calculate_market_price(
@@ -371,6 +392,12 @@ def create_market_order(
                 + str(1 - float(tick_size))
             )
 
+        neg_risk = (
+            options.neg_risk
+            if options and options.neg_risk
+            else self.get_neg_risk(order_args.token_id)
+        )
+
         return self.builder.create_market_order(
             order_args,
             CreateOrderOptions(

diff --git a/py_clob_client/clob_types.py b/py_clob_client/clob_types.py
@@ -1,4 +1,3 @@
-from dataclasses import dataclass
 from typing import Any
 from dataclasses import dataclass, asdict
 from json import dumps
@@ -190,13 +189,13 @@ class OrdersScoringParams:
 @dataclass
 class CreateOrderOptions:
     tick_size: TickSize
-    neg_risk: bool = False
+    neg_risk: bool
 
 
 @dataclass
 class PartialCreateOrderOptions:
     tick_size: Optional[TickSize] = None
-    neg_risk: bool = False
+    neg_risk: Optional[bool] = None
 
 
 @dataclass

diff --git a/py_clob_client/endpoints.py b/py_clob_client/endpoints.py
@@ -28,6 +28,7 @@
 IS_ORDER_SCORING = "/order-scoring"
 ARE_ORDERS_SCORING = "/orders-scoring"
 GET_TICK_SIZE = "/tick-size"
+GET_NEG_RISK = "/neg-risk"
 GET_SAMPLING_SIMPLIFIED_MARKETS = "/sampling-simplified-markets"
 GET_SAMPLING_MARKETS = "/sampling-markets"
 GET_SIMPLIFIED_MARKETS = "/simplified-markets"

diff --git a/setup.py b/setup.py
@@ -5,7 +5,7 @@
 
 setuptools.setup(
     name="py_clob_client",
-    version="0.17.3",
+    version="0.17.4",
     author="Polymarket Engineering",
     author_email="[email protected]",
     maintainer="Polymarket Engineering",

diff --git a/tests/order_builder/test_builder.py b/tests/order_builder/test_builder.py
@@ -396,7 +396,7 @@ def test_create_order_decimal_accuracy(self):
                 size=15,
                 side=BUY,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
         self.assertEqual(
             signed_order.order["makerAmount"],
@@ -415,7 +415,7 @@ def test_create_order_decimal_accuracy(self):
                 size=15,
                 side=SELL,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
         self.assertEqual(
             signed_order.order["makerAmount"],
@@ -434,7 +434,7 @@ def test_create_order_decimal_accuracy(self):
                 size=101,
                 side=BUY,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
         self.assertEqual(
             signed_order.order["makerAmount"],
@@ -453,7 +453,7 @@ def test_create_order_decimal_accuracy(self):
                 size=101,
                 side=SELL,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
         self.assertEqual(
             signed_order.order["makerAmount"],
@@ -472,7 +472,7 @@ def test_create_order_decimal_accuracy(self):
                 size=12.8205,
                 side=BUY,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
         self.assertEqual(
             signed_order.order["makerAmount"],
@@ -491,7 +491,7 @@ def test_create_order_decimal_accuracy(self):
                 size=12.8205,
                 side=SELL,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
         self.assertEqual(
             signed_order.order["makerAmount"],
@@ -510,7 +510,7 @@ def test_create_order_decimal_accuracy(self):
                 size=2435.89,
                 side=SELL,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
         self.assertEqual(
             signed_order.order["makerAmount"],
@@ -529,7 +529,7 @@ def test_create_order_decimal_accuracy(self):
                 size=19.1,
                 side=SELL,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
         self.assertEqual(
             signed_order.order["makerAmount"],
@@ -548,7 +548,7 @@ def test_create_order_decimal_accuracy(self):
                 size=18233.33,
                 side=BUY,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
         self.assertEqual(
             signed_order.order["makerAmount"],
@@ -575,7 +575,7 @@ def test_create_order_buy_0_1(self):
                 nonce=123,
                 expiration=50000,
             ),
-            options=CreateOrderOptions(tick_size="0.1"),
+            options=CreateOrderOptions(tick_size="0.1", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -644,7 +644,7 @@ def test_create_order_buy_0_01(self):
                 nonce=123,
                 expiration=50000,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -713,7 +713,7 @@ def test_create_order_buy_0_001(self):
                 nonce=123,
                 expiration=50000,
             ),
-            options=CreateOrderOptions(tick_size="0.001"),
+            options=CreateOrderOptions(tick_size="0.001", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -782,7 +782,7 @@ def test_create_order_buy_0_0001(self):
                 nonce=123,
                 expiration=50000,
             ),
-            options=CreateOrderOptions(tick_size="0.0001"),
+            options=CreateOrderOptions(tick_size="0.0001", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -851,7 +851,7 @@ def test_create_order_sell_0_1(self):
                 nonce=123,
                 expiration=50000,
             ),
-            options=CreateOrderOptions(tick_size="0.1"),
+            options=CreateOrderOptions(tick_size="0.1", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -920,7 +920,7 @@ def test_create_order_sell_0_01(self):
                 nonce=123,
                 expiration=50000,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -989,7 +989,7 @@ def test_create_order_sell_0_001(self):
                 nonce=123,
                 expiration=50000,
             ),
-            options=CreateOrderOptions(tick_size="0.001"),
+            options=CreateOrderOptions(tick_size="0.001", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -1058,7 +1058,7 @@ def test_create_order_sell_0_0001(self):
                 nonce=123,
                 expiration=50000,
             ),
-            options=CreateOrderOptions(tick_size="0.0001"),
+            options=CreateOrderOptions(tick_size="0.0001", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -1992,7 +1992,7 @@ def test_dict_order_buy(self):
                 nonce=123,
                 expiration=50000,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
 
         self.assertIsNotNone(signed_order)
@@ -2060,7 +2060,7 @@ def test_dict_order_sell(self):
                 nonce=123,
                 expiration=50000,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
 
         self.assertIsNotNone(signed_order)
@@ -2126,7 +2126,7 @@ def test_create_market_order_buy_0_1(self):
                 fee_rate_bps=111,
                 nonce=123,
             ),
-            options=CreateOrderOptions(tick_size="0.1"),
+            options=CreateOrderOptions(tick_size="0.1", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -2193,7 +2193,7 @@ def test_create_market_order_buy_0_01(self):
                 fee_rate_bps=111,
                 nonce=123,
             ),
-            options=CreateOrderOptions(tick_size="0.01"),
+            options=CreateOrderOptions(tick_size="0.01", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -2260,7 +2260,7 @@ def test_create_market_order_buy_0_001(self):
                 fee_rate_bps=111,
                 nonce=123,
             ),
-            options=CreateOrderOptions(tick_size="0.001"),
+            options=CreateOrderOptions(tick_size="0.001", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))
@@ -2327,7 +2327,7 @@ def test_create_market_order_buy_0_0001(self):
                 fee_rate_bps=111,
                 nonce=123,
             ),
-            options=CreateOrderOptions(tick_size="0.0001"),
+            options=CreateOrderOptions(tick_size="0.0001", neg_risk=False),
         )
 
         self.assertTrue(isinstance(signed_order.order["salt"], int))