feat: add market orders

examples/01_create_limit_order.py

@@ -1,15 +1,16 @@
 import logging
 from asyncio import run
 
-from examples.init_env import init_env
-from examples.utils import find_order_and_cancel, get_adjust_price_by_pct
 from x10.config import ETH_USD_MARKET
 from x10.perpetual.accounts import StarkPerpetualAccount
 from x10.perpetual.configuration import MAINNET_CONFIG
 from x10.perpetual.order_object import create_order_object
 from x10.perpetual.orders import OrderSide, TimeInForce
 from x10.perpetual.trading_client import PerpetualTradingClient
 
+from examples.init_env import init_env
+from examples.utils import find_order_and_cancel, get_adjust_price_by_pct
+
 LOGGER = logging.getLogger()
 MARKET_NAME = ETH_USD_MARKET
 ENDPOINT_CONFIG = MAINNET_CONFIG

examples/02_create_limit_order_with_partial_tpsl.py

@@ -1,8 +1,6 @@
 import logging
 from asyncio import run
 
-from examples.init_env import init_env
-from examples.utils import find_order_and_cancel, get_adjust_price_by_pct
 from x10.config import ETH_USD_MARKET
 from x10.perpetual.accounts import StarkPerpetualAccount
 from x10.perpetual.configuration import MAINNET_CONFIG
@@ -16,6 +14,9 @@
 )
 from x10.perpetual.trading_client import PerpetualTradingClient
 
+from examples.init_env import init_env
+from examples.utils import find_order_and_cancel, get_adjust_price_by_pct
+
 LOGGER = logging.getLogger()
 MARKET_NAME = ETH_USD_MARKET
 ENDPOINT_CONFIG = MAINNET_CONFIG

examples/03_subscribe_to_stream.py

@@ -3,11 +3,12 @@
 from asyncio import run
 from signal import SIGINT, SIGTERM
 
-from examples.init_env import init_env
 from x10.config import ETH_USD_MARKET
 from x10.perpetual.configuration import MAINNET_CONFIG
 from x10.perpetual.stream_client import PerpetualStreamClient
 
+from examples.init_env import init_env
+
 LOGGER = logging.getLogger()
 MARKET_NAME = ETH_USD_MARKET
 ENDPOINT_CONFIG = MAINNET_CONFIG

examples/04_create_limit_order_with_builder.py

@@ -1,15 +1,16 @@
 import logging.handlers
 from asyncio import run
 
-from examples.init_env import init_env
-from examples.utils import find_order_and_cancel, get_adjust_price_by_pct
 from x10.config import ETH_USD_MARKET
 from x10.perpetual.accounts import StarkPerpetualAccount
 from x10.perpetual.configuration import MAINNET_CONFIG
 from x10.perpetual.order_object import create_order_object
 from x10.perpetual.orders import OrderSide, TimeInForce
 from x10.perpetual.trading_client import PerpetualTradingClient
 
+from examples.init_env import init_env
+from examples.utils import find_order_and_cancel, get_adjust_price_by_pct
+
 LOGGER = logging.getLogger()
 MARKET_NAME = ETH_USD_MARKET
 ENDPOINT_CONFIG = MAINNET_CONFIG

examples/05_bridged_withdrawal.py

@@ -2,11 +2,12 @@
 from asyncio import run
 from decimal import Decimal
 
-from examples.init_env import init_env
 from x10.perpetual.accounts import StarkPerpetualAccount
 from x10.perpetual.configuration import MAINNET_CONFIG
 from x10.perpetual.trading_client import PerpetualTradingClient
 
+from examples.init_env import init_env
+
 LOGGER = logging.getLogger()
 ENDPOINT_CONFIG = MAINNET_CONFIG
 

examples/onboarding_example.py

@@ -2,7 +2,6 @@
 
 from eth_account import Account
 from eth_account.signers.local import LocalAccount
-
 from x10.perpetual.accounts import StarkPerpetualAccount
 from x10.perpetual.configuration import TESTNET_CONFIG
 from x10.perpetual.trading_client.trading_client import PerpetualTradingClient

examples/placed_market_order_example_simple.py

@@ -0,0 +1,135 @@
+import asyncio
+import logging
+import logging.config
+import logging.handlers
+import os
+import random
+from asyncio import run
+from decimal import ROUND_DOWN, Decimal
+
+from dotenv import load_dotenv
+from x10.perpetual.accounts import StarkPerpetualAccount
+from x10.perpetual.configuration import TESTNET_CONFIG
+from x10.perpetual.orderbook import OrderBook
+from x10.perpetual.orders import OrderSide, OrderType, TimeInForce
+from x10.perpetual.trading_client import PerpetualTradingClient
+
+load_dotenv()
+MARKET_NAME = "BTC-USD"
+ORDER_QTY = Decimal("0.0001")
+
+API_KEY = os.getenv("X10_API_KEY")
+PUBLIC_KEY = os.getenv("X10_PUBLIC_KEY")
+PRIVATE_KEY = os.getenv("X10_PRIVATE_KEY")
+VAULT_ID = int(os.environ["X10_VAULT_ID"])
+
+
+def round_to_step(value: Decimal, step: Decimal) -> Decimal:
+    """
+    Round a Decimal down to the nearest multiple of `step`.
+    This matches typical "tick size" / "min price change" and size step constraints.
+    """
+    if step <= 0:
+        return value
+    return (value / step).to_integral_value(rounding=ROUND_DOWN) * step
+
+
+def marketable_price(side: OrderSide, best_bid: Decimal, best_ask: Decimal) -> Decimal:
+    """
+    Create a marketable price using a fixed offset from best bid/ask.
+    Extended requires a price field even for MARKET+IOC.
+    """
+    if side == OrderSide.BUY:
+        return best_ask * (Decimal("1") + Decimal("0.002"))
+    return best_bid * (Decimal("1") - Decimal("0.002"))
+
+
+async def clean_it(trading_client: PerpetualTradingClient):
+    logger = logging.getLogger("placed_order_example")
+    positions = await trading_client.account.get_positions()
+    logger.info("Positions: %s", positions.to_pretty_json())
+    balance = await trading_client.account.get_balance()
+    logger.info("Balance: %s", balance.to_pretty_json())
+    open_orders = await trading_client.account.get_open_orders()
+    await trading_client.orders.mass_cancel(order_ids=[order.id for order in open_orders.data])
+
+
+async def setup_and_run():
+    assert API_KEY is not None
+    assert PUBLIC_KEY is not None
+    assert PRIVATE_KEY is not None
+    assert VAULT_ID is not None
+
+    stark_account = StarkPerpetualAccount(
+        vault=VAULT_ID,
+        private_key=PRIVATE_KEY,
+        public_key=PUBLIC_KEY,
+        api_key=API_KEY,
+    )
+    trading_client = PerpetualTradingClient(
+        endpoint_config=TESTNET_CONFIG,
+        stark_account=stark_account,
+    )
+    positions = await trading_client.account.get_positions()
+    for position in positions.data:
+        print(
+            f"market: {position.market} \
+            side: {position.side} \
+            size: {position.size} \
+            mark_price: ${position.mark_price} \
+            leverage: {position.leverage}"
+        )
+        print(f"consumed im: ${round((position.size * position.mark_price) / position.leverage, 2)}")
+
+    await clean_it(trading_client)
+
+    markets = await trading_client.markets_info.get_markets_dict()
+    market = markets.get(MARKET_NAME)
+    tick_size = market.trading_config.min_price_change
+    size_step = market.trading_config.min_order_size_change
+
+    orderbook = await OrderBook.create(endpoint_config=TESTNET_CONFIG, market_name=MARKET_NAME)
+
+    await orderbook.start_orderbook()
+
+    # Place a single MARKET+IOC order (venue requirement) using a marketable price.
+    # Note: this can open a real position on the venue. Use tiny size and close manually if needed.
+    while True:
+        bid = orderbook.best_bid()
+        ask = orderbook.best_ask()
+        if bid and ask:
+            best_bid = bid.price
+            best_ask = ask.price
+            break
+        await asyncio.sleep(0.5)
+
+    side = OrderSide.BUY
+    raw_price = marketable_price(side=side, best_bid=best_bid, best_ask=best_ask)
+    price = round_to_step(raw_price, tick_size)
+    qty = round_to_step(ORDER_QTY, size_step)
+    if qty <= 0:
+        raise ValueError(f"Order qty rounds to 0 (ORDER_QTY={ORDER_QTY}, step={size_step})")
+
+    external_id = str(random.randint(1, 10**40))
+    placed = await trading_client.place_order(
+        market_name=MARKET_NAME,
+        amount_of_synthetic=qty,
+        price=price,
+        side=side,
+        order_type=OrderType.MARKET,
+        time_in_force=TimeInForce.IOC,
+        post_only=False,
+        external_id=external_id,
+    )
+    placed_id = placed.data.id if placed.data is not None else None
+    print(
+        f"placed: market={MARKET_NAME} side={side.value} qty={qty} price={price} "
+        f"tif=IOC type=MARKET external_id={external_id} => id={placed_id}"
+    )
+
+    positions = await trading_client.account.get_positions()
+    print("positions:", positions.to_pretty_json())
+
+
+if __name__ == "__main__":
+    run(main=setup_and_run())

examples/placed_order_example_simple.py

@@ -8,7 +8,6 @@
 from decimal import Decimal
 
 from dotenv import load_dotenv
-
 from x10.perpetual.accounts import StarkPerpetualAccount
 from x10.perpetual.configuration import TESTNET_CONFIG
 from x10.perpetual.orderbook import OrderBook

pyproject.toml

@@ -31,7 +31,7 @@ pyyaml = ">=6.0.1"
 sortedcontainers = ">=2.4.0"
 strenum = "^0.4.15"
 tenacity = "^9.1.2"
-websockets = ">=12.0,<14.0"
+websockets = ">=12.0,<16.0"
 
 [tool.poetry.group.dev.dependencies]
 black = "==23.12.0"

tests/perpetual/test_onboarding_payload.py

@@ -1,7 +1,6 @@
 import datetime
 
 from eth_account import Account
-
 from x10.perpetual.user_client.onboarding import get_l2_keys_from_l1_account
 
 

tests/perpetual/test_order_object.py

@@ -5,7 +5,6 @@
 from freezegun import freeze_time
 from hamcrest import assert_that, equal_to, has_entries
 from pytest_mock import MockerFixture
-
 from x10.perpetual.configuration import TESTNET_CONFIG
 from x10.perpetual.orders import (
     OrderPriceType,
@@ -358,3 +357,98 @@ async def test_external_order_id(mocker: MockerFixture, create_trading_account,
             }
         ),
     )
+
+
+@freeze_time("2024-01-05 01:08:56.860694")
+@pytest.mark.asyncio
+async def test_post_only_uses_maker_fee_by_default(
+    mocker: MockerFixture, create_trading_account, create_btc_usd_market
+):
+    mocker.patch("x10.utils.nonce.generate_nonce", return_value=FROZEN_NONCE)
+
+    from x10.perpetual.order_object import create_order_object
+
+    trading_account = create_trading_account()
+    btc_usd_market = create_btc_usd_market()
+    order_obj = create_order_object(
+        account=trading_account,
+        market=btc_usd_market,
+        amount_of_synthetic=Decimal("0.00100000"),
+        price=Decimal("43445.11680000"),
+        side=OrderSide.SELL,
+        expire_time=utc_now() + timedelta(days=14),
+        post_only=True,
+        starknet_domain=TESTNET_CONFIG.starknet_domain,
+    )
+
+    assert_that(
+        order_obj.to_api_request_json(),
+        has_entries(
+            {
+                "postOnly": equal_to(True),
+                "fee": equal_to("0.0002"),
+            }
+        ),
+    )
+
+
+@freeze_time("2024-01-05 01:08:56.860694")
+@pytest.mark.asyncio
+async def test_max_fee_rate_overrides_payload_fee_and_settlement(
+    mocker: MockerFixture, create_trading_account, create_btc_usd_market
+):
+    mocker.patch("x10.utils.nonce.generate_nonce", return_value=FROZEN_NONCE)
+
+    from x10.perpetual.order_object import create_order_object
+
+    trading_account = create_trading_account()
+    btc_usd_market = create_btc_usd_market()
+    order_obj = create_order_object(
+        account=trading_account,
+        market=btc_usd_market,
+        amount_of_synthetic=Decimal("0.00100000"),
+        price=Decimal("43445.11680000"),
+        side=OrderSide.BUY,
+        expire_time=utc_now() + timedelta(days=14),
+        max_fee_rate=Decimal("0.0001"),
+        starknet_domain=TESTNET_CONFIG.starknet_domain,
+    )
+
+    payload = order_obj.to_api_request_json()
+    assert_that(payload, has_entries({"fee": equal_to("0.0001")}))
+    fee_amount = Decimal(payload["debuggingAmounts"]["feeAmount"])
+    # Lower max-fee cap should lower settlement fee amount from default (21723)
+    assert fee_amount > 0
+    assert fee_amount < Decimal("21723")
+
+
+@freeze_time("2024-01-05 01:08:56.860694")
+@pytest.mark.asyncio
+async def test_fee_alias_maps_to_max_fee_rate(
+    mocker: MockerFixture, create_trading_account, create_btc_usd_market
+):
+    mocker.patch("x10.utils.nonce.generate_nonce", return_value=FROZEN_NONCE)
+
+    from x10.perpetual.order_object import create_order_object
+
+    trading_account = create_trading_account()
+    btc_usd_market = create_btc_usd_market()
+    order_obj = create_order_object(
+        account=trading_account,
+        market=btc_usd_market,
+        amount_of_synthetic=Decimal("0.00100000"),
+        price=Decimal("43445.11680000"),
+        side=OrderSide.BUY,
+        expire_time=utc_now() + timedelta(days=14),
+        fee=Decimal("0.00015"),
+        starknet_domain=TESTNET_CONFIG.starknet_domain,
+    )
+
+    assert_that(
+        order_obj.to_api_request_json(),
+        has_entries(
+            {
+                "fee": equal_to("0.00015"),
+            }
+        ),
+    )