Merge pull request #30 from x10xchange/feature/x10-3723-sdk-add-stp

X10-3723 [SDK] Add STP

Author: dmitrykrasovskih

pyproject.toml

@@ -5,7 +5,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "x10-python-trading"
-version = "0.3.1"
+version = "0.3.2"
 description = "Python client for X10 API"
 authors = ["X10 <tech@ex10.org>"]
 repository = "https://github.com/x10xchange/python_sdk"

tests/perpetual/test_order_object.py

@@ -6,7 +6,7 @@
 from hamcrest import assert_that, equal_to, has_entries
 from pytest_mock import MockerFixture
 
-from x10.perpetual.orders import OrderSide
+from x10.perpetual.orders import OrderSide, SelfTradeProtectionLevel
 from x10.utils.date import utc_now
 
 FROZEN_NONCE = 1473459052
@@ -46,6 +46,7 @@ async def test_create_sell_order(mocker: MockerFixture, create_trading_account,
                 "expiryEpochMillis": 1705626536860,
                 "fee": "0.0005",
                 "nonce": "1473459052",
+                "selfTradeProtectionLevel": "ACCOUNT",
                 "cancelId": None,
                 "settlement": {
                     "signature": {
@@ -81,6 +82,7 @@ async def test_create_buy_order(mocker: MockerFixture, create_trading_account, c
         price=Decimal("43445.11680000"),
         side=OrderSide.BUY,
         expire_time=utc_now() + timedelta(days=14),
+        self_trade_protection_level=SelfTradeProtectionLevel.CLIENT,
     )
 
     assert_that(
@@ -99,6 +101,7 @@ async def test_create_buy_order(mocker: MockerFixture, create_trading_account, c
                 "expiryEpochMillis": 1705626536860,
                 "fee": "0.0005",
                 "nonce": "1473459052",
+                "selfTradeProtectionLevel": "CLIENT",
                 "cancelId": None,
                 "settlement": {
                     "signature": {

x10/perpetual/order_object.py

@@ -20,6 +20,7 @@
     StarkDebuggingOrderAmountsModel,
     StarkSettlementModel,
     TimeInForce,
+    SelfTradeProtectionLevel,
 )
 from x10.utils.date import to_epoch_millis, utc_now
 from x10.utils.starkex import generate_nonce, hash_order
@@ -36,6 +37,7 @@ def create_order_object(
     expire_time=utc_now() + timedelta(hours=8),
     order_external_id: Optional[str] = None,
     time_in_force: TimeInForce = TimeInForce.GTT,
+    self_trade_protection_level: SelfTradeProtectionLevel = SelfTradeProtectionLevel.ACCOUNT,
 ) -> PerpetualOrderModel:
     """
     Creates an order object to be placed on the exchange using the `place_order` method.
@@ -56,6 +58,7 @@ def create_order_object(
         previous_order_external_id=previous_order_id,
         order_external_id=order_external_id,
         time_in_force=time_in_force,
+        self_trade_protection_level=self_trade_protection_level,
     )
 
 
@@ -74,6 +77,7 @@ def __create_order_object(
     previous_order_external_id: Optional[str] = None,
     order_external_id: Optional[str] = None,
     time_in_force: TimeInForce = TimeInForce.GTT,
+    self_trade_protection_level: SelfTradeProtectionLevel = SelfTradeProtectionLevel.ACCOUNT,
 ) -> PerpetualOrderModel:
     if exact_only:
         raise NotImplementedError("`exact_only` option is not supported yet")
@@ -130,6 +134,7 @@ def __create_order_object(
         time_in_force=time_in_force,
         expiry_epoch_millis=to_epoch_millis(expire_time),
         fee=amounts.fee_rate,
+        self_trade_protection_level=self_trade_protection_level,
         nonce=Decimal(nonce),
         cancel_id=previous_order_external_id,
         settlement=settlement,

x10/perpetual/orders.py

@@ -96,6 +96,12 @@ class OrderPriceType(Enum):
     LIMIT = "LIMIT"
 
 
+class SelfTradeProtectionLevel(Enum):
+    DISABLED = "DISABLED"
+    ACCOUNT = "ACCOUNT"
+    CLIENT = "CLIENT"
+
+
 class StarkSettlementModel(X10BaseModel):
     signature: SettlementSignatureModel
     stark_key: HexValue
@@ -137,6 +143,7 @@ class PerpetualOrderModel(X10BaseModel):
     expiry_epoch_millis: int
     fee: Decimal
     nonce: Decimal
+    self_trade_protection_level: SelfTradeProtectionLevel
     cancel_id: Optional[str] = None
     settlement: Optional[StarkSettlementModel] = None
     trigger: Optional[CreateOrderConditionalTriggerModel] = None

x10/perpetual/trading_client/trading_client.py

@@ -6,7 +6,7 @@
 from x10.perpetual.configuration import EndpointConfig
 from x10.perpetual.markets import MarketModel
 from x10.perpetual.order_object import create_order_object
-from x10.perpetual.orders import OrderSide, PlacedOrderModel, TimeInForce
+from x10.perpetual.orders import OrderSide, PlacedOrderModel, TimeInForce, SelfTradeProtectionLevel
 from x10.perpetual.trading_client.account_module import AccountModule
 from x10.perpetual.trading_client.info_module import InfoModule
 from x10.perpetual.trading_client.markets_information_module import (
@@ -43,6 +43,7 @@ async def place_order(
         previous_order_id=None,
         expire_time=utc_now() + timedelta(hours=8),
         time_in_force: TimeInForce = TimeInForce.GTT,
+        self_trade_protection_level: SelfTradeProtectionLevel = SelfTradeProtectionLevel.ACCOUNT,
     ) -> WrappedApiResponse[PlacedOrderModel]:
         if not self.__stark_account:
             raise ValueError("Stark account is not set")
@@ -65,6 +66,7 @@ async def place_order(
             previous_order_id,
             expire_time,
             time_in_force=time_in_force,
+            self_trade_protection_level=self_trade_protection_level,
         )
 
         return await self.__order_management_module.place_order(order)