-
Notifications
You must be signed in to change notification settings - Fork 31
Expand file tree
/
Copy pathorder-amend.py
More file actions
135 lines (107 loc) · 4.16 KB
/
order-amend.py
File metadata and controls
135 lines (107 loc) · 4.16 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
#!/usr/bin/python3
import requests
import time
import helpers
import json
# Vega wallet interaction helper, see login.py for detail
from login import token, pubkey
# Load Vega node API v2 URL, this is set using 'source vega-config'
# located in the root folder of the sample-api-scripts repository
data_node_url_rest = helpers.get_from_env("DATA_NODE_URL_REST")
# Load Vega wallet server URL, set in same way as above
wallet_server_url = helpers.get_from_env("WALLET_SERVER_URL")
# Load Vega market id
market_id = helpers.env_market_id()
assert market_id != ""
# Set to False to ONLY submit/amend an order (no cancellation)
# e.g. orders will remain on the book
CANCEL_ORDER_AFTER_SUBMISSION = True
# Set market id in ENV or uncomment the line below to override market id directly
market_id = "e503cadb437861037cddfd7263d25b69102098a97573db23f8e5fc320cea1ce9"
# Grab order reference from original order submission
order_ref = ""
url = f"{data_node_url_rest}/orders?partyId={pubkey}&reference={order_ref}"
response = requests.get(url)
found_order = helpers.get_nested_response(response, "orders")[0]["node"]
orderID = found_order["id"]
orderStatus = found_order["status"]
createVersion = found_order["version"]
###############################################################################
# B L O C K C H A I N T I M E #
###############################################################################
# __get_expiry_time:
# Request the current blockchain time, calculate an expiry time
response = requests.get(f"{data_node_url_rest}/vega/time")
helpers.check_response(response)
blockchain_time = int(response.json()["timestamp"])
expiresAt = str(int(blockchain_time + 120 * 1e9)) # expire in 2 minutes
# :get_expiry_time__
assert blockchain_time > 0
print(f"Blockchain time: {blockchain_time}")
#####################################################################################
# A M E N D O R D E R #
#####################################################################################
# __amend_order:
# Compose your amend order command, with changes to existing order
amendment = {
"orderAmendment": {
"orderId": orderID,
"marketId": market_id,
"price": "2",
"sizeDelta": "-25",
"timeInForce": "TIME_IN_FORCE_GTC",
},
"pubKey": pubkey,
"propagate": True
}
# :amend_order__
print()
print("Order amendment: ", json.dumps(amendment, indent=2, sort_keys=True))
print()
# __sign_tx_amend:
# Sign the transaction with an order amendment command
url = "http://localhost:1789/api/v2/requests"
payload1 = {
"id": "1",
"jsonrpc": "2.0",
"method": "client.send_transaction",
"params": {
"publicKey": pubkey,
"sendingMode": "TYPE_SYNC",
"transaction": amendment
}
}
payload = json.dumps(payload1)
headers = {
'Content-Type': 'application/json-rpc',
'Accept': 'application/json-rpc',
'Origin': 'application/json-rpc',
'Authorization': f'{token}'
}
response = requests.request("POST", url, headers=headers, data=payload)
print(response.text)
# :sign_tx_amend__
print("Signed amendment and sent to Vega")
# Wait for amendment to be included in a block
print("Waiting for blockchain...", end="", flush=True)
time.sleep(3)
url = f"{data_node_url_rest}/orders?partyId={pubkey}&reference={order_ref}"
response = requests.get(url)
found_order = helpers.get_nested_response(response, "orders")[0]["node"]
orderID = found_order["id"]
orderPrice = found_order["price"]
orderSize = found_order["size"]
orderTif = found_order["timeInForce"]
orderStatus = found_order["status"]
orderVersion = found_order["version"]
print()
print("Amended Order:")
print(f"ID: {orderID}, Status: {orderStatus}, Price(Old): 1, "
f"Price(New): {orderPrice}, Size(Old): 100, Size(New): {orderSize}, "
f"TimeInForce(Old): TIME_IN_FORCE_GTT, TimeInForce(New): {orderTif}, "
f"Version(Old): {createVersion}, Version(new): {orderVersion}")
if orderStatus == "STATUS_REJECTED":
print("The order amendment was rejected by Vega")
exit(1) # Halt processing at this stage
if CANCEL_ORDER_AFTER_SUBMISSION is not True:
exit(1)