Merge pull request #46 from Polymarket/feat/orderbook-hash

Feat/ adding orderbook summary hash support

examples/get_orderbook.py

@@ -5,11 +5,13 @@ def main():
     host = "http://localhost:8080"
     client = ClobClient(host)
 
-    print(
-        client.get_order_book(
-            "16678291189211314787145083999015737376658799626183230671758641503291735614088"
-        )
+    orderbook = client.get_order_book(
+        "16678291189211314787145083999015737376658799626183230671758641503291735614088"
     )
+    print("orderbook", orderbook)
+
+    hash = client.get_order_book_hash(orderbook)
+    print("orderbook hash", hash)
 
 
 main()

py_clob_client/client.py

@@ -33,6 +33,7 @@
     OrderArgs,
     RequestArgs,
     TradeNotificationParams,
+    OrderBookSummary,
 )
 from .exceptions import PolyException
 from .http_helpers.helpers import (
@@ -43,9 +44,8 @@
     add_trade_notifications_query_params,
 )
 from py_order_utils.config import get_contract_config
-from py_order_utils.model import BUY as UtilsBuy
 from .constants import L0, L1, L1_AUTH_UNAVAILABLE, L2, L2_AUTH_UNAVAILABLE
-from .order_builder.constants import BUY, SELL
+from .utilities import parse_raw_orderbook_summary, generate_orderbook_summary_hash
 
 
 class ClobClient:
@@ -311,11 +311,18 @@ def get_orders(self, params: FilterParams = None):
         url = add_query_params("{}{}".format(self.host, ORDERS), params)
         return get(url, headers=headers)
 
-    def get_order_book(self, token_id):
+    def get_order_book(self, token_id) -> OrderBookSummary:
         """
         Fetches the orderbook for the token_id
         """
-        return get("{}{}?token_id={}".format(self.host, GET_ORDER_BOOK, token_id))
+        raw_obs = get("{}{}?token_id={}".format(self.host, GET_ORDER_BOOK, token_id))
+        return parse_raw_orderbook_summary(raw_obs)
+
+    def get_order_book_hash(self, orderbook: OrderBookSummary) -> str:
+        """
+        Calculates the hash for the given orderbook
+        """
+        return generate_orderbook_summary_hash(orderbook)
 
     def get_order(self, order_id):
         """

py_clob_client/clob_types.py

@@ -1,5 +1,7 @@
 from dataclasses import dataclass
 from typing import Any
+from dataclasses import dataclass, asdict
+from json import dumps
 
 from .constants import ZERO_ADDRESS
 
@@ -76,3 +78,34 @@ class FilterParams:
 @dataclass
 class TradeNotificationParams:
     index: int = None
+
+
+@dataclass
+class OrderSummary:
+    price: str = None
+    size: str = None
+
+    @property
+    def __dict__(self):
+        return asdict(self)
+
+    @property
+    def json(self):
+        return dumps(self.__dict__)
+
+
+@dataclass
+class OrderBookSummary:
+    market: str = None
+    asset_id: str = None
+    bids: list[OrderSummary] = None
+    asks: list[OrderSummary] = None
+    hash: str = None
+
+    @property
+    def __dict__(self):
+        return asdict(self)
+
+    @property
+    def json(self):
+        return dumps(self.__dict__, separators=(",", ":"))

py_clob_client/utilities.py

@@ -0,0 +1,31 @@
+import hashlib
+import json
+
+from .clob_types import OrderBookSummary, OrderSummary
+
+
+def parse_raw_orderbook_summary(raw_obs: any) -> OrderBookSummary:
+    bids = []
+    for bid in raw_obs["bids"]:
+        bids.append(OrderSummary(size=bid["size"], price=bid["price"]))
+
+    asks = []
+    for ask in raw_obs["asks"]:
+        asks.append(OrderSummary(size=ask["size"], price=ask["price"]))
+
+    orderbookSummary = OrderBookSummary(
+        market=raw_obs["market"],
+        asset_id=raw_obs["asset_id"],
+        bids=bids,
+        asks=asks,
+        hash=raw_obs["hash"],
+    )
+
+    return orderbookSummary
+
+
+def generate_orderbook_summary_hash(orderbook: OrderBookSummary) -> str:
+    orderbook.hash = ""
+    hash = hashlib.sha1(str(orderbook.json).encode("utf-8")).hexdigest()
+    orderbook.hash = hash
+    return hash

setup.py

@@ -5,7 +5,7 @@
 
 setuptools.setup(
     name="py_clob_client",
-    version="0.1.13",
+    version="0.2.0",
     author="Polymarket Engineering",
     author_email="[email protected]",
     maintainer="Polymarket Engineering",

tests/test_utilities.py

@@ -0,0 +1,146 @@
+from unittest import TestCase
+
+from py_clob_client.utilities import (
+    parse_raw_orderbook_summary,
+    generate_orderbook_summary_hash,
+)
+
+
+class TestUtilities(TestCase):
+    def test_parse_raw_orderbook_summary(self):
+        raw_obs = {
+            "market": "0xbd31dc8a20211944f6b70f31557f1001557b59905b7738480ca09bd4532f84af",
+            "asset_id": "1343197538147866997676250008839231694243646439454152539053893078719042421992",
+            "bids": [
+                {"price": "0.15", "size": "100"},
+                {"price": "0.31", "size": "148.56"},
+                {"price": "0.33", "size": "58"},
+                {"price": "0.5", "size": "100"},
+            ],
+            "asks": [],
+            "hash": "9d6d9e8831a150ac4cd878f99f7b2c6d419b875f",
+        }
+
+        orderbook_summary = parse_raw_orderbook_summary(raw_obs)
+
+        self.assertEqual(
+            orderbook_summary.market,
+            "0xbd31dc8a20211944f6b70f31557f1001557b59905b7738480ca09bd4532f84af",
+        )
+        self.assertEqual(
+            orderbook_summary.asset_id,
+            "1343197538147866997676250008839231694243646439454152539053893078719042421992",
+        )
+        self.assertEqual(
+            orderbook_summary.hash, "9d6d9e8831a150ac4cd878f99f7b2c6d419b875f"
+        )
+
+        self.assertIsNotNone(orderbook_summary.asks)
+        self.assertIsNotNone(orderbook_summary.bids)
+
+        self.assertEqual(len(orderbook_summary.asks), 0)
+        self.assertEqual(len(orderbook_summary.bids), 4)
+
+        self.assertEqual(orderbook_summary.bids[0].price, "0.15")
+        self.assertEqual(orderbook_summary.bids[0].size, "100")
+        self.assertEqual(orderbook_summary.bids[1].price, "0.31")
+        self.assertEqual(orderbook_summary.bids[1].size, "148.56")
+        self.assertEqual(orderbook_summary.bids[2].price, "0.33")
+        self.assertEqual(orderbook_summary.bids[2].size, "58")
+        self.assertEqual(orderbook_summary.bids[3].price, "0.5")
+        self.assertEqual(orderbook_summary.bids[3].size, "100")
+
+        raw_obs = {
+            "market": "0xaabbcc",
+            "asset_id": "100",
+            "bids": [],
+            "asks": [],
+            "hash": "7f81a35a09e1933a96b05edb51ac4be4a6163146",
+        }
+
+        orderbook_summary = parse_raw_orderbook_summary(raw_obs)
+
+        self.assertEqual(
+            orderbook_summary.market,
+            "0xaabbcc",
+        )
+        self.assertEqual(
+            orderbook_summary.asset_id,
+            "100",
+        )
+        self.assertEqual(
+            orderbook_summary.hash, "7f81a35a09e1933a96b05edb51ac4be4a6163146"
+        )
+
+        self.assertIsNotNone(orderbook_summary.asks)
+        self.assertIsNotNone(orderbook_summary.bids)
+
+        self.assertEqual(len(orderbook_summary.asks), 0)
+        self.assertEqual(len(orderbook_summary.bids), 0)
+
+    def test_generate_orderbook_summary_hash(self):
+        raw_obs = {
+            "market": "0xaabbcc",
+            "asset_id": "100",
+            "bids": [
+                {"price": "0.3", "size": "100"},
+                {"price": "0.4", "size": "100"},
+            ],
+            "asks": [
+                {"price": "0.6", "size": "100"},
+                {"price": "0.7", "size": "100"},
+            ],
+            "hash": "",
+        }
+
+        orderbook_summary = parse_raw_orderbook_summary(raw_obs)
+        self.assertEqual(
+            generate_orderbook_summary_hash(orderbook_summary),
+            "b8b72c72c6534d1b3a4e7fb47b81672d0e94d5a5",
+        )
+        self.assertEqual(
+            orderbook_summary.hash,
+            "b8b72c72c6534d1b3a4e7fb47b81672d0e94d5a5",
+        )
+
+        raw_obs = {
+            "market": "0xaabbcc",
+            "asset_id": "100",
+            "bids": [
+                {"price": "0.3", "size": "100"},
+                {"price": "0.4", "size": "100"},
+            ],
+            "asks": [
+                {"price": "0.6", "size": "100"},
+                {"price": "0.7", "size": "100"},
+            ],
+            "hash": "b8b72c72c6534d1b3a4e7fb47b81672d0e94d5a5",
+        }
+
+        orderbook_summary = parse_raw_orderbook_summary(raw_obs)
+        self.assertEqual(
+            generate_orderbook_summary_hash(orderbook_summary),
+            "b8b72c72c6534d1b3a4e7fb47b81672d0e94d5a5",
+        )
+        self.assertEqual(
+            orderbook_summary.hash,
+            "b8b72c72c6534d1b3a4e7fb47b81672d0e94d5a5",
+        )
+
+        raw_obs = {
+            "market": "0xaabbcc",
+            "asset_id": "100",
+            "bids": [],
+            "asks": [],
+            "hash": "",
+        }
+
+        orderbook_summary = parse_raw_orderbook_summary(raw_obs)
+        self.assertEqual(
+            generate_orderbook_summary_hash(orderbook_summary),
+            "7f81a35a09e1933a96b05edb51ac4be4a6163146",
+        )
+        self.assertEqual(
+            orderbook_summary.hash,
+            "7f81a35a09e1933a96b05edb51ac4be4a6163146",
+        )