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Vertex Python SDK

Home Page: https://vertex-protocol.github.io/vertex-python-sdk/

Python 100.00%

vertex-python-sdk's Introduction

Vertex Protocol Python SDK

This is the Python SDK for the Vertex Protocol API.

See SDK docs to get started.

Requirements

Python 3.9 or above

Installation

You can install the SDK via pip:

pip install vertex-protocol

Basic usage

Import the necessary utilities:

from vertex_protocol.client import create_vertex_client, VertexClientMode
from vertex_protocol.contracts.types import DepositCollateralParams
from vertex_protocol.engine_client.types.execute import (
    OrderParams,
    PlaceOrderParams,
    SubaccountParams
)
from vertex_protocol.utils.expiration import OrderType, get_expiration_timestamp
from vertex_protocol.utils.math import to_pow_10, to_x18
from vertex_protocol.utils.nonce import gen_order_nonce

Create the VertexClient providing your private key:

print("setting up vertex client...")
private_key = "xxx"
client = create_vertex_client(VertexClientMode.MAINNET, private_key)

Perform basic operations:

# Depositing collaterals
print("approving allowance...")
approve_allowance_tx_hash = client.spot.approve_allowance(0, to_pow_10(100000, 6))
print("approve allowance tx hash:", approve_allowance_tx_hash)

print("querying my allowance...")
token_allowance = client.spot.get_token_allowance(0, client.context.signer.address)
print("token allowance:", token_allowance)

print("depositing collateral...")
deposit_tx_hash = client.spot.deposit(
   DepositCollateralParams(
      subaccount_name="default", product_id=0, amount=to_pow_10(100000, 6)
   )
)
print("deposit collateral tx hash:", deposit_tx_hash)

# Placing orders
print("placing order...")
owner = client.context.engine_client.signer.address
product_id = 1
order = OrderParams(
   sender=SubaccountParams(
      subaccount_owner=owner,
      subaccount_name="default",
   ),
   priceX18=to_x18(20000),
   amount=to_pow_10(1, 17),
   expiration=get_expiration_timestamp(OrderType.POST_ONLY, int(time.time()) + 40),
   nonce=gen_order_nonce(),
)
res = client.market.place_order({"product_id": product_id, "order": order})
print("order result:", res.json(indent=2))

See Getting Started for more.

Running locally

Clone github repo
Install poetry


$ curl -sSL https://install.python-poetry.org | python3 -

Setup a virtual environment and activate it


$ python3 -m venv venv
$ source ./venv/bin/activate

Install dependencies via poetry install
Setup an .env file and set the following envvars

CLIENT_MODE='mainnet|sepolia-testnet|devnet'
SIGNER_PRIVATE_KEY="0x..."
LINKED_SIGNER_PRIVATE_KEY="0x..." # not required

Run tests

$ poetry run test

Run sanity checks

poetry run client-sanity: runs sanity checks for the top-level client.
poetry run engine-sanity: runs sanity checks for the engine-client.
poetry run indexer-sanity: runs sanity checks for the indexer-client.
poetry run contracts-sanity: runs sanity checks for the contracts module.

Build Docs

To build the docs locally run:

$ poetry run sphinx-build docs/source docs/build

vertex-python-sdk's People

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isabella232 wphan threeandtwo zqcchris 0xyuan90 dearborn-open-ai jshuadvd myweb3world severussssss branfordswbf maxholloway yukigaru

vertex-python-sdk's Issues

Add clarity to opening a short perp position

It's not entirely clear how to open a short position

 order = OrderParams(
        sender=subaccount,
        priceX18=round_x18(
            eth_perp.oracle_price_x18, eth_perp.book_info.price_increment_x18
        )
        + to_x18(100),
        amount=to_pow_10(1, 17),
        expiration=get_expiration_timestamp(OrderType.IOC, int(time.time()) + 1000),
        nonce=gen_order_nonce(),
    )
    res = client.market.place_order({"product_id": 4, "order": order})

could use an opening short perp position in the sanity checks

Cancel order fails.

Hi forks,
I meet an error when using client.market.cancel_orders() function. I just followed the guideline here: https://vertex-protocol.github.io/vertex-python-sdk/getting-started.html#cancelling-an-order, and the error is looks like this:

vertex_protocol.utils.exceptions.ExecuteFailedException: {"status":"failure","signature":"","error_code":2011,"error":"Request received after ‘recv_time’. Ensure that your ‘recv_time’ allows adequate time for requests to be received","request_type":"execute_cancel_orders"}

Can you guys double-check the cancel_orders function? would like to know the reasons why this couldn't work,

More intuitive 'product_id' or mapping somewhere

It's unclear where product_id is for each product, something like 'SYMBL/{Market type (perps, spot, etc)}' would be better

spot_leverage in QueryMaxOrderSizeParams cannot be explicitly assign a bool value

I tried to use the QueryMaxOrderSizeParams to call get_max_order_size(), I found that in any way, if I set a value on spot_leverage, the API always raises error; if I remove the spot_leverage, it will works.

params = QueryMaxOrderSizeParams(
            sender=sender,
            product_id=product_id,
            price_x18=to_x18(price),
            direction=direction,
            # only if I remove this line, the API call can succeed, otherwise it fails with below error, regardless of True or False
            spot_leverage=False 
    )
    result = client.context.engine_client.get_max_order_size(params)

Traceback (most recent call last):
File "order_vertex.py", line 303, in
get_max_order_size(65000, "long", spot_leverage=True)
File "order_vertex.py", line 113, in get_max_order_size
result = client.context.engine_client.get_max_order_size(params)
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "...\Lib\site-packages\vertex_protocol\engine_client\query.py", line 291, in get_max_order_size
self.query(QueryMaxOrderSizeParams.parse_obj(params)).data, MaxOrderSizeData
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
File "...\Lib\site-packages\vertex_protocol\engine_client\query.py", line 92, in query
raise QueryFailedException(res.text)
vertex_protocol.utils.exceptions.QueryFailedException: {"status":"failure","error_code":2040,"error":"The value you entered is not a valid boolean. Please try again with a value of true or false.","request_type":"query_max_order_size"}

https://github.com/vertex-protocol/vertex-python-sdk/blob/main/sanity/vertex_client.py

for reference, this is how you would do it in kwenta

def closeKwentaPosition(client: Kwenta, symbol):
    smaccount = client.get_sm_accounts()[0]
    txId = client.close_position(symbol, smaccount, execute_now=True)
    print("Closing kwenta position:", txId)

Programatic way of getting subaccount address from address

There is currently no way to retrieve the full subaccount address associated with one wallet

"0x1232....123" maps to "0x1232....123" + some other stuff, i've just been inspecting element on the vertex site to retrieve it, but that's not great.

For reference this is how you would do it in Kwenta:

smaccounts = Kwenta.get_sm_accounts()

I recommend creating a similar function

client = create_vertex_client("mainnet")
subaccounts = client.get_subaccounts()