(feat) Refactored markets and tokens initialization logic in AsyncCli…

…ent to get markets from chain instead of using Indexer endpoints. Removed deprecated support for denom INI files

CHANGELOG.md

@@ -2,6 +2,14 @@
 
 All notable changes to this project will be documented in this file.
 
+## [1.8.0] - 9999-99-99
+### Changed
+- The markets initialization in AsyncClient has been modified to get markets information from the chain endpoints instead of the Indexer endpoints
+- Changed link to the official list of OFAC filtered addresses
+
+### Removed
+- Removed the legacy deprecated markets and tokens initialization using the denoms INI files in the SDK. Removed also the INI files from the SDK
+
 ## [1.7.1] - 2024-09-24
 ### Fixed
 - Fixed logic to get the absolute ofac.json file path

pyinjective/async_client.py

@@ -157,8 +157,8 @@ def __init__(
         self._initialize_timeout_height_sync_task()
 
         self._tokens_and_markets_initialization_lock = asyncio.Lock()
-        self._tokens_by_denom: Optional[Dict[str, Token]] = None
-        self._tokens_by_symbol: Optional[Dict[str, Token]] = None
+        self._tokens_by_denom = dict()
+        self._tokens_by_symbol = dict()
         self._spot_markets: Optional[Dict[str, SpotMarket]] = None
         self._derivative_markets: Optional[Dict[str, DerivativeMarket]] = None
         self._binary_option_markets: Optional[Dict[str, BinaryOptionMarket]] = None
@@ -3291,87 +3291,81 @@ async def _initialize_tokens_and_markets(self):
         derivative_markets = dict()
         binary_option_markets = dict()
         tokens_by_symbol, tokens_by_denom = await self._tokens_from_official_lists(network=self.network)
-        markets_info = (await self.fetch_spot_markets(market_statuses=["active"]))["markets"]
-        valid_markets = (
-            market_info
-            for market_info in markets_info
-            if len(market_info.get("baseTokenMeta", {}).get("symbol", "")) > 0
-            and len(market_info.get("quoteTokenMeta", {}).get("symbol", "")) > 0
-        )
-
-        for market_info in valid_markets:
-            base_token = self._token_representation(
-                token_meta=market_info["baseTokenMeta"],
-                denom=market_info["baseDenom"],
-                tokens_by_denom=tokens_by_denom,
-                tokens_by_symbol=tokens_by_symbol,
-            )
-            quote_token = self._token_representation(
-                token_meta=market_info["quoteTokenMeta"],
-                denom=market_info["quoteDenom"],
-                tokens_by_denom=tokens_by_denom,
-                tokens_by_symbol=tokens_by_symbol,
-            )
+        self._tokens_by_denom.update(tokens_by_denom)
+        self._tokens_by_symbol.update(tokens_by_symbol)
+
+        markets_info = (await self.fetch_chain_spot_markets(status="Active"))["markets"]
+        for market_info in markets_info:
+            base_token = self._tokens_by_denom.get(market_info["baseDenom"])
+            quote_token = self._tokens_by_denom.get(market_info["quoteDenom"])
 
             market = SpotMarket(
                 id=market_info["marketId"],
-                status=market_info["marketStatus"],
+                status=market_info["status"],
                 ticker=market_info["ticker"],
                 base_token=base_token,
                 quote_token=quote_token,
-                maker_fee_rate=Decimal(market_info["makerFeeRate"]),
-                taker_fee_rate=Decimal(market_info["takerFeeRate"]),
-                service_provider_fee=Decimal(market_info["serviceProviderFee"]),
-                min_price_tick_size=Decimal(market_info["minPriceTickSize"]),
-                min_quantity_tick_size=Decimal(market_info["minQuantityTickSize"]),
-                min_notional=Decimal(market_info["minNotional"]),
+                maker_fee_rate=Token.convert_value_from_extended_decimal_format(Decimal(market_info["makerFeeRate"])),
+                taker_fee_rate=Token.convert_value_from_extended_decimal_format(Decimal(market_info["takerFeeRate"])),
+                service_provider_fee=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market_info["relayerFeeShareRate"])
+                ),
+                min_price_tick_size=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market_info["minPriceTickSize"])
+                ),
+                min_quantity_tick_size=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market_info["minQuantityTickSize"])
+                ),
+                min_notional=Token.convert_value_from_extended_decimal_format(Decimal(market_info["minNotional"])),
             )
 
             spot_markets[market.id] = market
 
-        markets_info = (await self.fetch_derivative_markets(market_statuses=["active"]))["markets"]
-        valid_markets = (
-            market_info
-            for market_info in markets_info
-            if len(market_info.get("quoteTokenMeta", {}).get("symbol", "")) > 0
-        )
-
-        for market_info in valid_markets:
-            quote_token = self._token_representation(
-                token_meta=market_info["quoteTokenMeta"],
-                denom=market_info["quoteDenom"],
-                tokens_by_denom=tokens_by_denom,
-                tokens_by_symbol=tokens_by_symbol,
-            )
-
-            market = DerivativeMarket(
-                id=market_info["marketId"],
-                status=market_info["marketStatus"],
-                ticker=market_info["ticker"],
-                oracle_base=market_info["oracleBase"],
-                oracle_quote=market_info["oracleQuote"],
-                oracle_type=market_info["oracleType"],
-                oracle_scale_factor=market_info["oracleScaleFactor"],
-                initial_margin_ratio=Decimal(market_info["initialMarginRatio"]),
-                maintenance_margin_ratio=Decimal(market_info["maintenanceMarginRatio"]),
+        markets_info = (await self.fetch_chain_derivative_markets(status="Active", with_mid_price_and_tob=False))[
+            "markets"
+        ]
+        for market_info in markets_info:
+            market = market_info["market"]
+            quote_token = self._tokens_by_denom.get(market["quoteDenom"])
+
+            derivative_market = DerivativeMarket(
+                id=market["marketId"],
+                status=market["status"],
+                ticker=market["ticker"],
+                oracle_base=market["oracleBase"],
+                oracle_quote=market["oracleQuote"],
+                oracle_type=market["oracleType"],
+                oracle_scale_factor=market["oracleScaleFactor"],
+                initial_margin_ratio=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market["initialMarginRatio"])
+                ),
+                maintenance_margin_ratio=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market["maintenanceMarginRatio"])
+                ),
                 quote_token=quote_token,
-                maker_fee_rate=Decimal(market_info["makerFeeRate"]),
-                taker_fee_rate=Decimal(market_info["takerFeeRate"]),
-                service_provider_fee=Decimal(market_info["serviceProviderFee"]),
-                min_price_tick_size=Decimal(market_info["minPriceTickSize"]),
-                min_quantity_tick_size=Decimal(market_info["minQuantityTickSize"]),
-                min_notional=Decimal(market_info["minNotional"]),
+                maker_fee_rate=Token.convert_value_from_extended_decimal_format(Decimal(market["makerFeeRate"])),
+                taker_fee_rate=Token.convert_value_from_extended_decimal_format(Decimal(market["takerFeeRate"])),
+                service_provider_fee=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market["relayerFeeShareRate"])
+                ),
+                min_price_tick_size=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market["minPriceTickSize"])
+                ),
+                min_quantity_tick_size=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market["minQuantityTickSize"])
+                ),
+                min_notional=Token.convert_value_from_extended_decimal_format(Decimal(market["minNotional"])),
             )
 
-            derivative_markets[market.id] = market
+            derivative_markets[derivative_market.id] = derivative_market
 
-        markets_info = (await self.fetch_binary_options_markets(market_status="active"))["markets"]
+        markets_info = (await self.fetch_chain_binary_options_markets(status="Active"))["markets"]
         for market_info in markets_info:
-            quote_token = tokens_by_denom.get(market_info["quoteDenom"], None)
+            quote_token = self._tokens_by_denom.get(market_info["quoteDenom"])
 
             market = BinaryOptionMarket(
                 id=market_info["marketId"],
-                status=market_info["marketStatus"],
+                status=market_info["status"],
                 ticker=market_info["ticker"],
                 oracle_symbol=market_info["oracleSymbol"],
                 oracle_provider=market_info["oracleProvider"],
@@ -3380,21 +3374,25 @@ async def _initialize_tokens_and_markets(self):
                 expiration_timestamp=market_info["expirationTimestamp"],
                 settlement_timestamp=market_info["settlementTimestamp"],
                 quote_token=quote_token,
-                maker_fee_rate=Decimal(market_info["makerFeeRate"]),
-                taker_fee_rate=Decimal(market_info["takerFeeRate"]),
-                service_provider_fee=Decimal(market_info["serviceProviderFee"]),
-                min_price_tick_size=Decimal(market_info["minPriceTickSize"]),
-                min_quantity_tick_size=Decimal(market_info["minQuantityTickSize"]),
-                min_notional=Decimal(market_info["minNotional"]),
+                maker_fee_rate=Token.convert_value_from_extended_decimal_format(Decimal(market_info["makerFeeRate"])),
+                taker_fee_rate=Token.convert_value_from_extended_decimal_format(Decimal(market_info["takerFeeRate"])),
+                service_provider_fee=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market_info["relayerFeeShareRate"])
+                ),
+                min_price_tick_size=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market_info["minPriceTickSize"])
+                ),
+                min_quantity_tick_size=Token.convert_value_from_extended_decimal_format(
+                    Decimal(market_info["minQuantityTickSize"])
+                ),
+                min_notional=Token.convert_value_from_extended_decimal_format(Decimal(market_info["minNotional"])),
                 settlement_price=None
                 if market_info["settlementPrice"] == ""
-                else Decimal(market_info["settlementPrice"]),
+                else Token.convert_value_from_extended_decimal_format(Decimal(market_info["settlementPrice"])),
             )
 
             binary_option_markets[market.id] = market
 
-        self._tokens_by_denom = tokens_by_denom
-        self._tokens_by_symbol = tokens_by_symbol
         self._spot_markets = spot_markets
         self._derivative_markets = derivative_markets
         self._binary_option_markets = binary_option_markets

pyinjective/composer.py

@@ -1,13 +1,11 @@
 import json
-from configparser import ConfigParser
 from decimal import Decimal
 from time import time
 from typing import Any, Dict, List, Optional
 from warnings import warn
 
 from google.protobuf import any_pb2, json_format, timestamp_pb2
 
-from pyinjective import constant
 from pyinjective.constant import ADDITIONAL_CHAIN_FORMAT_DECIMALS, INJ_DECIMALS, INJ_DENOM
 from pyinjective.core.market import BinaryOptionMarket, DerivativeMarket, SpotMarket
 from pyinjective.core.token import Token
@@ -137,17 +135,11 @@ def __init__(
 
         """
         self.network = network
-        self.spot_markets = dict()
-        self.derivative_markets = dict()
-        self.binary_option_markets = dict()
-        self.tokens = dict()
-        if spot_markets is None or derivative_markets is None or binary_option_markets is None or tokens is None:
-            self._initialize_markets_and_tokens_from_files()
-        else:
-            self.spot_markets = spot_markets
-            self.derivative_markets = derivative_markets
-            self.binary_option_markets = binary_option_markets
-            self.tokens = tokens
+        self.spot_markets = spot_markets or dict()
+        self.derivative_markets = derivative_markets or dict()
+        self.binary_option_markets = binary_option_markets or dict()
+        self.tokens = tokens or dict()
+
         self._ofac_checker = OfacChecker()
 
     def Coin(self, amount: int, denom: str):
@@ -2556,91 +2548,6 @@ def unpack_transaction_messages(transaction_data: Dict[str, Any]) -> List[Dict[s
 
         return msgs
 
-    def _initialize_markets_and_tokens_from_files(self):
-        config: ConfigParser = constant.CONFIGS[self.network]
-        spot_markets = dict()
-        derivative_markets = dict()
-        tokens = dict()
-
-        for section_name, configuration_section in config.items():
-            if section_name.startswith("0x"):
-                description = configuration_section["description"]
-
-                quote_token = Token(
-                    name="",
-                    symbol="",
-                    denom="",
-                    address="",
-                    decimals=int(configuration_section["quote"]),
-                    logo="",
-                    updated=-1,
-                )
-
-                if "Spot" in description:
-                    base_token = Token(
-                        name="",
-                        symbol="",
-                        denom="",
-                        address="",
-                        decimals=int(configuration_section["base"]),
-                        logo="",
-                        updated=-1,
-                    )
-
-                    market = SpotMarket(
-                        id=section_name,
-                        status="",
-                        ticker=description,
-                        base_token=base_token,
-                        quote_token=quote_token,
-                        maker_fee_rate=None,
-                        taker_fee_rate=None,
-                        service_provider_fee=None,
-                        min_price_tick_size=Decimal(str(configuration_section["min_price_tick_size"])),
-                        min_quantity_tick_size=Decimal(str(configuration_section["min_quantity_tick_size"])),
-                        min_notional=Decimal(str(configuration_section.get("min_notional", "0"))),
-                    )
-                    spot_markets[market.id] = market
-                else:
-                    market = DerivativeMarket(
-                        id=section_name,
-                        status="",
-                        ticker=description,
-                        oracle_base="",
-                        oracle_quote="",
-                        oracle_type="",
-                        oracle_scale_factor=1,
-                        initial_margin_ratio=None,
-                        maintenance_margin_ratio=None,
-                        quote_token=quote_token,
-                        maker_fee_rate=None,
-                        taker_fee_rate=None,
-                        service_provider_fee=None,
-                        min_price_tick_size=Decimal(str(configuration_section["min_price_tick_size"])),
-                        min_quantity_tick_size=Decimal(str(configuration_section["min_quantity_tick_size"])),
-                        min_notional=Decimal(str(configuration_section.get("min_notional", "0"))),
-                    )
-
-                    derivative_markets[market.id] = market
-
-            elif section_name != "DEFAULT":
-                token = Token(
-                    name=section_name,
-                    symbol=section_name,
-                    denom=configuration_section["peggy_denom"],
-                    address="",
-                    decimals=int(configuration_section["decimals"]),
-                    logo="",
-                    updated=-1,
-                )
-
-                tokens[token.symbol] = token
-
-        self.tokens = tokens
-        self.spot_markets = spot_markets
-        self.derivative_markets = derivative_markets
-        self.binary_option_markets = dict()
-
     def _order_mask(self, is_conditional: bool, is_buy: bool, is_market_order: bool) -> int:
         order_mask = 0
 

pyinjective/constant.py

@@ -1,25 +1,7 @@
-import os
-from configparser import ConfigParser
-
 GAS_PRICE = 160_000_000
 GAS_FEE_BUFFER_AMOUNT = 25_000
 MAX_MEMO_CHARACTERS = 256
 ADDITIONAL_CHAIN_FORMAT_DECIMALS = 18
 TICKER_TOKENS_SEPARATOR = "/"
 INJ_DENOM = "inj"
 INJ_DECIMALS = 18
-
-devnet_config = ConfigParser()
-devnet_config.read(os.path.join(os.path.dirname(__file__), "denoms_devnet.ini"))
-
-testnet_config = ConfigParser()
-testnet_config.read(os.path.join(os.path.dirname(__file__), "denoms_testnet.ini"))
-
-mainnet_config = ConfigParser()
-mainnet_config.read(os.path.join(os.path.dirname(__file__), "denoms_mainnet.ini"))
-
-CONFIGS = {
-    "devnet": devnet_config,
-    "testnet": testnet_config,
-    "mainnet": mainnet_config,
-}

pyinjective/core/token.py

@@ -1,6 +1,8 @@
 from dataclasses import dataclass
 from decimal import Decimal
 
+from pyinjective.constant import ADDITIONAL_CHAIN_FORMAT_DECIMALS
+
 
 @dataclass(eq=True, frozen=True)
 class Token:
@@ -12,5 +14,13 @@ class Token:
     logo: str
     updated: int
 
+    @staticmethod
+    def convert_value_to_extended_decimal_format(value: Decimal) -> Decimal:
+        return value * Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
+
+    @staticmethod
+    def convert_value_from_extended_decimal_format(value: Decimal) -> Decimal:
+        return value / Decimal(f"1e{ADDITIONAL_CHAIN_FORMAT_DECIMALS}")
+
     def chain_formatted_value(self, human_readable_value: Decimal) -> Decimal:
         return human_readable_value * Decimal(f"1e{self.decimals}")