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mihaimarcu2004devin-ai-integration[bot]
mihaimarcu2004
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devin-ai-integration[bot]
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Self trade (#157)
* self_trading * Fix self-trade bindings, restore linux signer libs, add examples - sign_create_order: drop bogus cancel_all_market_index arg and fix argument order (self_trade_behavior/equality before skip_nonce) - sign_cancel_all_orders: pass cancel_all_market_index through to the signer and default it to NIL_MARKET_INDEX (backward compatible) - sign_modify_order: pass self_trade_equality_mode (was duplicating self_trade_behavior_mode) - cancel_all_orders: default cancel_all_market_index to NIL_MARKET_INDEX - rebuild + restore linux amd64/arm64 signer libs from lighter-go self-trade branch (they were dropped on this branch) - wire darwin-amd64 dylib into the loader - add self-trade and single-market cancel-all examples Co-Authored-By: mihai <mihai2004marcu@gmail.com> * new signers * self crossing order example * rm signers --------- Co-authored-by: Devin AI <158243242+devin-ai-integration[bot]@users.noreply.github.com>
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‎examples/cancel_all_orders_single_market.py‎

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import asyncio
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from utils import default_example_setup
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# Scope a cancel-all to a single market.
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#
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# cancel_all_market_index:
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# NIL_MARKET_INDEX (255, default) - cancel resting orders across ALL markets
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# 0..254 - cancel resting orders only in that perp market
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#
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# Note: a non-nil market index is only valid for an immediate cancel-all
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# (TIME_IN_FORCE_IMMEDIATE_OR_CANCEL), not for a scheduled / dead-man's-switch one.
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async def main():
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client, api_client, _ = default_example_setup()
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client.check_client()
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market_index = 0
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# cancel all of our resting orders, but only in market 0 (immediate uses timestamp_ms=0)
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api_key_index, nonce = client.nonce_manager.next_nonce()
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tx, tx_hash, err = await client.cancel_all_orders(
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time_in_force=client.CANCEL_ALL_TIF_IMMEDIATE,
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timestamp_ms=0,
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cancel_all_market_index=market_index,
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nonce=nonce,
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api_key_index=api_key_index,
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)
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print(f"Cancel All (market {market_index}) {tx=} {tx_hash=} {err=}")
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if err is not None:
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raise Exception(err)
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# for reference: omit cancel_all_market_index (defaults to all markets)
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api_key_index, nonce = client.nonce_manager.next_nonce(api_key_index)
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tx, tx_hash, err = await client.cancel_all_orders(
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time_in_force=client.CANCEL_ALL_TIF_IMMEDIATE,
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timestamp_ms=0,
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nonce=nonce,
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api_key_index=api_key_index,
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)
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print(f"Cancel All (all markets) {tx=} {tx_hash=} {err=}")
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if err is not None:
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raise Exception(err)
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await client.close()
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await api_client.close()
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if __name__ == "__main__":
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asyncio.run(main())

‎examples/self_trade_create_modify_order.py‎

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import asyncio
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import time
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from utils import default_example_setup
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# Self-trade prevention (STP) on order creation / modification.
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#
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# self_trade_behavior_mode: what happens when your incoming order would match
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# one of your own resting orders.
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# EXPIRE_MAKER (0, default) - cancel your resting (maker) order
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# EXPIRE_TAKER (1) - cancel the incoming (taker) order
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# EXPIRE_BOTH (2) - cancel both
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# REDUCE (3) - net the two against each other (no booked self-fill)
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#
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# self_trade_equality_mode: what counts as "yourself" for the check above.
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# ACCOUNT_INDEX (0, default) - only the exact same account
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# MASTER_ACCOUNT_INDEX (1) - any sub-account under the same master
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#
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# Notes:
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# * Defaults (EXPIRE_MAKER + ACCOUNT_INDEX) reproduce the previous behavior and
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# do not change the signed payload.
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# * REDUCE is not allowed together with MASTER_ACCOUNT_INDEX.
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# * Self-trade modes cannot be combined with integrator fees on the same tx.
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async def main():
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client, api_client, _ = default_example_setup()
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market_index = 156
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try:
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client.check_client()
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base_client_order_index = int(time.time() * 1000)
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resting_bid_order_index = base_client_order_index
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incoming_ask_order_index = base_client_order_index + 1
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api_key_index, nonce = client.nonce_manager.next_nonce()
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tx, tx_hash, err = await client.create_order(
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market_index=market_index,
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client_order_index=resting_bid_order_index,
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base_amount=500,
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price=95_200,
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is_ask=False,
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order_type=client.ORDER_TYPE_LIMIT,
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time_in_force=client.ORDER_TIME_IN_FORCE_POST_ONLY,
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reduce_only=False,
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trigger_price=0,
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nonce=nonce,
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api_key_index=api_key_index,
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)
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print(f"Resting Bid {tx=} {tx_hash=} {err=}")
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if err is not None:
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raise Exception(err)
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api_key_index, nonce = client.nonce_manager.next_nonce(api_key_index)
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tx, tx_hash, err = await client.create_order(
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market_index=market_index,
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client_order_index=incoming_ask_order_index,
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base_amount=500,
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price=95_200,
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is_ask=True,
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order_type=client.ORDER_TYPE_LIMIT,
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time_in_force=client.ORDER_TIME_IN_FORCE_GOOD_TILL_TIME,
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reduce_only=False,
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trigger_price=0,
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self_trade_behavior_mode=client.SELF_TRADE_BEHAVIOR_EXPIRE_BOTH,
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self_trade_equality_mode=client.SELF_TRADE_EQUALITY_MASTER_ACCOUNT_INDEX,
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nonce=nonce,
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api_key_index=api_key_index,
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)
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print(f"Self-Cross Create {tx=} {tx_hash=} {err=}")
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if err is not None:
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raise Exception(err)
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finally:
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await client.close()
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await api_client.close()
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if __name__ == "__main__":
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asyncio.run(main())

‎examples/self_trade_grouped_orders.py‎

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import asyncio
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from lighter.signer_client import CreateOrderTxReq
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from utils import default_example_setup
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# Self-trade prevention applied to a grouped (OTOCO) order.
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#
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# For grouped orders the self-trade modes are specified once at the group level
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# (a single value for the whole batch), matching the underlying signer.
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async def main():
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client, api_client, _ = default_example_setup()
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client.check_client()
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ioc_order = CreateOrderTxReq(
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MarketIndex=0,
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ClientOrderIndex=0,
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BaseAmount=1000, # 0.1 ETH
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Price=2500_00, # $2500
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IsAsk=1, # sell
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Type=client.ORDER_TYPE_LIMIT,
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TimeInForce=client.ORDER_TIME_IN_FORCE_IMMEDIATE_OR_CANCEL,
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ReduceOnly=0,
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TriggerPrice=0,
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OrderExpiry=0,
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)
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take_profit_order = CreateOrderTxReq(
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MarketIndex=0,
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ClientOrderIndex=0,
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BaseAmount=0,
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Price=1550_00,
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IsAsk=0,
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Type=client.ORDER_TYPE_TAKE_PROFIT_LIMIT,
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TimeInForce=client.ORDER_TIME_IN_FORCE_GOOD_TILL_TIME,
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ReduceOnly=1,
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TriggerPrice=1500_00,
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OrderExpiry=-1,
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)
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stop_loss_order = CreateOrderTxReq(
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MarketIndex=0,
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ClientOrderIndex=0,
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BaseAmount=0,
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Price=5050_00,
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IsAsk=0,
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Type=client.ORDER_TYPE_STOP_LOSS_LIMIT,
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TimeInForce=client.ORDER_TIME_IN_FORCE_GOOD_TILL_TIME,
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ReduceOnly=1,
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TriggerPrice=5000_00,
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OrderExpiry=-1,
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)
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transaction = await client.create_grouped_orders(
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grouping_type=client.GROUPING_TYPE_ONE_TRIGGERS_A_ONE_CANCELS_THE_OTHER,
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orders=[ioc_order, take_profit_order, stop_loss_order],
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self_trade_behavior_mode=client.SELF_TRADE_BEHAVIOR_EXPIRE_TAKER,
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self_trade_equality_mode=client.SELF_TRADE_EQUALITY_ACCOUNT_INDEX,
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)
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print("Create Grouped Order Tx:", transaction)
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await client.close()
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await api_client.close()
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if __name__ == "__main__":
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asyncio.run(main())

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