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mihaimarcu2004mihaimarcu2004
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examples: add market stop-loss, take-profit, and TWAP orders (#169)
* examples: add market SL TP and TWAP orders * changes to reflect the stop loss and take profit
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‎examples/README.md‎

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- `create_market_order_eth_sell.py`
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- creates a market sell order for 0.1 ETH @ market price
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- `create_stop_loss_market_order.py`
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- creates a reduce-only market order that is triggered when ETH falls to the stop price
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- configures the lowest acceptable execution price to limit slippage
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- `create_take_profit_market_order.py`
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- creates a reduce-only market order that is triggered when ETH rises to the take-profit price
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- configures the lowest acceptable execution price to limit slippage
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- `create_twap_market_order.py`
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- creates a TWAP buy order that splits 0.21 ETH across market orders over 10 minutes
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- configures the highest acceptable execution price for each market order
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- `create_grouped_ioc_with_attached_sl_tp.py`
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- creates an ask (sell) IoC order for 0.1 ETH
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- along w/ the order, it sets up a Stop Loss (SL) and a Take Profit (TP) order for the whole size of the order

‎examples/orders/create_stop_loss_market_order.py‎

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import asyncio
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import lighter
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from examples.utils import default_example_setup
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async def wait_for_long_position(api_client, account_index, market_index):
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account_api = lighter.AccountApi(api_client)
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for _ in range(20):
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response = await account_api.account(
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by="index",
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value=str(account_index),
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active_only=True,
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)
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if any(
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position.market_id == market_index
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and position.sign == 1
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and float(position.position) > 0
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for account in response.accounts
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for position in account.positions
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):
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return
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await asyncio.sleep(0.5)
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raise RuntimeError("The entry order did not create a long position")
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async def main():
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client, api_client, _ = default_example_setup()
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try:
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market_index = 0
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base_amount = 500
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entry_tx, entry_response, err = await client.create_market_order(
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market_index=market_index,
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client_order_index=0,
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base_amount=base_amount,
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avg_execution_price=4000_00,
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is_ask=False,
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)
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print(f"Create Entry Order {entry_tx=} {entry_response=} {err=}")
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if err is not None:
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raise Exception(err)
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await wait_for_long_position(api_client, client.account_index, market_index)
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tx, tx_hash, err = await client.create_sl_order(
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market_index=market_index,
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client_order_index=1,
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base_amount=base_amount,
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trigger_price=2500_00,
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price=2425_00,
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is_ask=True,
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reduce_only=True,
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)
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print(f"Create Stop Loss Order {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/orders/create_take_profit_market_order.py‎

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import asyncio
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import lighter
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from examples.utils import default_example_setup
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async def wait_for_long_position(api_client, account_index, market_index):
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account_api = lighter.AccountApi(api_client)
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for _ in range(20):
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response = await account_api.account(
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by="index",
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value=str(account_index),
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active_only=True,
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)
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if any(
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position.market_id == market_index
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and position.sign == 1
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and float(position.position) > 0
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for account in response.accounts
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for position in account.positions
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):
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return
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await asyncio.sleep(0.5)
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raise RuntimeError("The entry order did not create a long position")
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async def main():
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client, api_client, _ = default_example_setup()
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try:
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market_index = 0
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base_amount = 500
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entry_tx, entry_response, err = await client.create_market_order(
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market_index=market_index,
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client_order_index=0,
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base_amount=base_amount,
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avg_execution_price=4000_00,
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is_ask=False,
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)
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print(f"Create Entry Order {entry_tx=} {entry_response=} {err=}")
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if err is not None:
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raise Exception(err)
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await wait_for_long_position(api_client, client.account_index, market_index)
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tx, tx_hash, err = await client.create_tp_order(
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market_index=market_index,
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client_order_index=1,
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base_amount=base_amount,
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trigger_price=3500_00,
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price=3395_00,
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is_ask=True,
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reduce_only=True,
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)
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print(f"Create Take Profit Order {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/orders/create_twap_market_order.py‎

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import asyncio
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import time
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from examples.utils import default_example_setup
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async def main():
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client, api_client, _ = default_example_setup()
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tx, tx_hash, err = await client.create_order(
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market_index=0,
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client_order_index=0,
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base_amount=2100, # 0.21 ETH
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price=4000_00, # Highest acceptable price for each market order
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is_ask=False,
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order_type=client.ORDER_TYPE_TWAP,
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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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order_expiry=int(time.time() * 1000) + 10 * 60 * 1000,
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)
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print(f"Create TWAP Order {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())

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