This SDK contains 3 classes to interact with the GooseFX on-chain perpetual futures.
PerpProductTrader
The Perp class is required to initialise the connection and wallet that is going to be used for subsequent interaction.
Initialising the Perp class should be the first step irrespective of the type of operation in the following manner:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()An instance of the product class signfies one of the perp product we offer to trade. Initialization of the product class can be done in one of two ways:
- By index:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
product = Product(perp)
product.initByIndex(0)- By name:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
product = Product(perp)
product.initByName('SOL-PERP')This product instance will be useful for the following functions:
GET L2 Orderbook: Get the latest layer 2 orderbook
orderbook = product.get_orderbook_L2()GET L3 Orderbook: Get the latest layer 3 orderbook. (Orders mapped to users)
orderbook = product.get_orderbook_L3()The Trader class is required to get instructions to send transactions to the program. Each wallet must have a unique trader account initialized to be able to place orders and deposit funds. This account needs to be created once using the create_trader_account_ixs instruction. After it has been created once, for all subsequent interactions by the wallet, the Trader class needs to be initialized using the init function.
- To create a new
Traderaccount on-chain:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
trader = Trader(perp)
[ixs, signers] = trader.create_trader_account_ixs()where ixs is an array of required instructions and signers is an array of required walletairs for signature. The wallet must also sign the transaction along with the walletairs in the signers array
- Once the account is created successfully, the
Traderinstance must be initialised in the following way:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
trader = Trader(perp)
trader.init()The Fractional data type uses a simple formula to represent a fractional number based on its mantissa (m) and exponent (exp):
number = mantissa / (10 ^ exponent)
To start placing new orders, traders need to deposit some collateral. This instruction will transfer the required USDC from the wallet to the trader account which will be used as collateral to place new orders.
The only parameter to this function is the amount of USDC to be depositted.
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
trader = Trader(perp)
trader.init()
[ix, signers] = trader.deposit_funds_ix(Fractional.to_decimal(100))Similar to deposit funds, this function takes the amount of USDC to be withdrawn as the only parameter. This instruction will transfer funds from the trader account to the wallet address.
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
trader = Trader(perp)
trader.init()
[ix, signers] = await trader.withdraw_funds_ix(Fractional.to_decimal(100))NOTE: The above two instructions do not need a product instance as a parameter since the market is cross collateralized and the amount of USDC deposited can be used across products. The following two instructions to place a new order and cancel an order are specific to products and hence need a product instance as one of the parameters.
To get all open orders for a Trader for a product:
perp = Perp(rpc_client, 'devnet', wallet)
perp.init()
product = Product(perp)
product.initByIndex(0)
trader = Trader(perp)
trader.init()
orderbookData = trader.getOpenOrders(product)The New order instruction needs the following as parameters
- Quantity (Fractional) Please note: 1 unit of the product is denoted by 1 * 100000 units. So to buy 1 unit, the parameter to pass as quantity should be
Fractional.to_decimal(100000)- Price (Fractional)
- Order side ('buy' or 'sell')
- Order Type ('limit', 'market', 'immediateOrCancel', 'postOnly')
- Product instance
perp = Perp(rpc_client, 'devnet',wallet)
perp.init()
product = Product(perp)
product.initByIndex(0)
trader = Trader(perp)
trader.init()
[ix, signers] = trader.new_order_ix(product, Fractional.to_decimal(50000), Fractional.to_decimal(35), Side.ASK, OrderType.Limit)The cancel order instruction needs the orderId in string format to cancel the order. Use getOpenOrders() to get open orders and its id's to pass as a parameter to cancel the order
perp = Perp(rpc_client, 'devnet',wallet)
perp.init()
product = Product(perp)
product.initByIndex(0)
trader = Trader(perp)
trader.init()
[ix, signers] = trader.cancel_order_ix(product, 269375752548498747818049433352371) # Get this order id from t.get_open_orders()Checkout https://github.com/GooseFX1/gfx-perps-python-sdk/blob/dev/test_perp.py for examples on the above functionalities!
The subscribe to asks feature needs a callback function which can process added_asks which tracks the new asks at new prices and size changes which tracks if the size of ask is changed
def on_ask_change(updated_asks):
print("Updated Asks:", updated_asks)
perp = Perp(rpc_client, 'devnet', keyp)
perp.init()
product = Product(perp)
product.init_by_name('SOL-PERP')
orderbook = product.get_orderbook_L2()
await product.subscribe_to_asks(on_ask_change)The subscribe to bids feature needs a callback function which can process added_bids which tracks the new bids at new prices and size changes which tracks if the size of bid is changed
def on_bid_change(updated_bids):
print("Updated Bids:", updated_bids)
perp = Perp(rpc_client, 'devnet', keyp)
perp.init()
product = Product(perp)
product.init_by_name('SOL-PERP')
orderbook = product.get_orderbook_L2()
await product.subscribe_to_bids(on_bid_change)Checkout https://github.com/GooseFX1/gfx-perps-python-sdk/test_subscribe_accounts.py for examples on the subscription functionalities!
Happy trading!