Negative Risk (#66)

* first pass

* fix tests, cleanup

* reverse types file change

* updates

* update TickSize type usage

* remove Optional

* updates

* adding test cases

* bump python-order-utils

---------

Co-authored-by: Rodrigo <[email protected]>

py_clob_client/client.py

@@ -1,8 +1,6 @@
 import logging
 
 from .order_builder.builder import OrderBuilder
-from .clob_types import ApiCreds, OrderType
-
 from .headers.headers import create_level_1_headers, create_level_2_headers
 from .signer import Signer
 
@@ -47,7 +45,10 @@
     BalanceAllowanceParams,
     OrderScoringParams,
     TickSize,
+    CreateOrderOptions,
     OrdersScoringParams,
+    OrderType,
+    PartialCreateOrderOptions,
 )
 from .exceptions import PolyException
 from .http_helpers.helpers import (
@@ -60,7 +61,7 @@
     add_order_scoring_params_to_url,
     add_orders_scoring_params_to_url,
 )
-from py_order_utils.config import get_contract_config
+
 from .constants import L0, L1, L1_AUTH_UNAVAILABLE, L2, L2_AUTH_UNAVAILABLE
 from .utilities import (
     parse_raw_orderbook_summary,
@@ -96,8 +97,7 @@ def __init__(
         self.signer = Signer(key, chain_id) if key else None
         self.creds = creds
         self.mode = self._get_client_mode()
-        if chain_id:
-            self.contract_config = get_contract_config(chain_id)
+
         if self.signer:
             self.builder = OrderBuilder(
                 self.signer, sig_type=signature_type, funder=funder
@@ -263,15 +263,29 @@ def __resolve_tick_size(
             tick_size = min_tick_size
         return tick_size
 
-    def create_order(self, order_args: OrderArgs, tick_size: TickSize = None):
+    def create_order(
+        self, order_args: OrderArgs, options: PartialCreateOrderOptions = None
+    ):
         """
         Creates and signs an order
-        Level 2 Auth required
+        Level 1 Auth required
         """
-        self.assert_level_2_auth()
+        self.assert_level_1_auth()
 
-        tick_size = self.__resolve_tick_size(order_args.token_id, tick_size)
-        return self.builder.create_order(order_args, tick_size)
+        # add resolve_order_options, or similar
+        tick_size = self.__resolve_tick_size(
+            order_args.token_id,
+            options.tick_size if options else None,
+        )
+        neg_risk = options.neg_risk if options else False
+
+        return self.builder.create_order(
+            order_args,
+            CreateOrderOptions(
+                tick_size=tick_size,
+                neg_risk=neg_risk,
+            ),
+        )
 
     def post_order(self, order, orderType: OrderType = OrderType.GTC):
         """
@@ -286,11 +300,13 @@ def post_order(self, order, orderType: OrderType = OrderType.GTC):
         )
         return post("{}{}".format(self.host, POST_ORDER), headers=headers, data=body)
 
-    def create_and_post_order(self, order_args: OrderArgs):
+    def create_and_post_order(
+        self, order_args: OrderArgs, options: PartialCreateOrderOptions = None
+    ):
         """
         Utility function to create and publish an order
         """
-        ord = self.create_order(order_args)
+        ord = self.create_order(order_args, options)
         return self.post_order(ord)
 
     def cancel(self, order_id):

py_clob_client/clob_types.py

@@ -2,7 +2,7 @@
 from typing import Any
 from dataclasses import dataclass, asdict
 from json import dumps
-from typing import Literal
+from typing import Literal, Optional
 
 from .constants import ZERO_ADDRESS
 
@@ -143,11 +143,42 @@ class OrdersScoringParams:
 TickSize = Literal["0.1", "0.01", "0.001", "0.0001"]
 
 
+@dataclass
+class CreateOrderOptions:
+    tick_size: TickSize
+    neg_risk: bool = False
+
+
+@dataclass
+class PartialCreateOrderOptions:
+    tick_size: Optional[TickSize] = None
+    neg_risk: bool = False
+
+
 @dataclass
 class RoundConfig:
     price: float
     size: float
     amount: float
 
 
-TickSizes: dict[str, TickSize]
+@dataclass
+class ContractConfig:
+    """
+    Contract Configuration
+    """
+
+    exchange: str
+    """
+    The exchange contract responsible for matching orders
+    """
+
+    collateral: str
+    """
+    The ERC20 token used as collateral for the exchange's markets
+    """
+
+    conditional_tokens: str
+    """
+    The ERC1155 conditional tokens contract
+    """

py_clob_client/config.py

@@ -0,0 +1,42 @@
+from .clob_types import ContractConfig
+
+
+def get_contract_config(chainID: int, neg_risk: bool = False) -> ContractConfig:
+    """
+    Get the contract configuration for the chain
+    """
+
+    CONFIG = {
+        137: ContractConfig(
+            exchange="0x4bFb41d5B3570DeFd03C39a9A4D8dE6Bd8B8982E",
+            collateral="0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174",
+            conditional_tokens="0x4D97DCd97eC945f40cF65F87097ACe5EA0476045",
+        ),
+        80001: ContractConfig(
+            exchange="0x4bFb41d5B3570DeFd03C39a9A4D8dE6Bd8B8982E",
+            collateral="0x2E8DCfE708D44ae2e406a1c02DFE2Fa13012f961",
+            conditional_tokens="0x7D8610E9567d2a6C9FBf66a5A13E9Ba8bb120d43",
+        ),
+    }
+
+    NEG_RISK_CONFIG = {
+        137: ContractConfig(
+            exchange="0xC5d563A36AE78145C45a50134d48A1215220f80a",
+            collateral="0x2791bca1f2de4661ed88a30c99a7a9449aa84174",
+            conditional_tokens="0x4D97DCd97eC945f40cF65F87097ACe5EA0476045",
+        ),
+        80001: ContractConfig(
+            exchange="0x87d1A0DdB4C63a6301916F02090A51a7241571e4",
+            collateral="0x2e8dcfe708d44ae2e406a1c02dfe2fa13012f961",
+            conditional_tokens="0x7D8610E9567d2a6C9FBf66a5A13E9Ba8bb120d43",
+        ),
+    }
+
+    if neg_risk:
+        config = NEG_RISK_CONFIG.get(chainID)
+    else:
+        config = CONFIG.get(chainID)
+    if config is None:
+        raise Exception("Invalid chainID: ${}".format(chainID))
+
+    return config

py_clob_client/order_builder/builder.py

@@ -1,12 +1,12 @@
-from py_order_utils.builders import OrderBuilder as UtilsOrderBuild
+from py_order_utils.builders import OrderBuilder as UtilsOrderBuilder
+from py_order_utils.signer import Signer as UtilsSigner
 from py_order_utils.model import (
     EOA,
     OrderData,
     SignedOrder,
     BUY as UtilsBuy,
     SELL as UtilsSell,
 )
-from py_order_utils.config import get_contract_config
 
 from .helpers import (
     to_token_decimals,
@@ -16,12 +16,11 @@
     round_up,
 )
 from .constants import BUY, SELL
-
+from ..config import get_contract_config
 from ..signer import Signer
-from ..clob_types import OrderArgs, TickSize, RoundConfig
-from typing import Tuple
+from ..clob_types import OrderArgs, CreateOrderOptions, TickSize, RoundConfig
 
-ROUNDING_CONFIG: Tuple[TickSize, RoundConfig] = {
+ROUNDING_CONFIG: dict[TickSize, RoundConfig] = {
     "0.1": RoundConfig(price=1, size=2, amount=3),
     "0.01": RoundConfig(price=2, size=2, amount=4),
     "0.001": RoundConfig(price=3, size=2, amount=5),
@@ -40,13 +39,6 @@ def __init__(self, signer: Signer, sig_type=None, funder=None):
         # Used for Polymarket proxy wallets and other smart contract wallets
         # Defaults to the address of the signer
         self.funder = funder if funder is not None else self.signer.address()
-        self.contract_config = self._get_contract_config(self.signer.get_chain_id())
-        self.order_builder = UtilsOrderBuild(
-            self.contract_config.exchange, self.signer.get_chain_id(), self.signer
-        )
-
-    def _get_contract_config(self, chain_id: int):
-        return get_contract_config(chain_id)
 
     def get_order_amounts(
         self, side: str, size: float, price: float, round_config: RoundConfig
@@ -82,23 +74,25 @@ def get_order_amounts(
         else:
             raise ValueError(f"order_args.side must be '{BUY}' or '{SELL}'")
 
-    def create_order(self, order_args: OrderArgs, tick_size: TickSize) -> SignedOrder:
+    def create_order(
+        self, order_args: OrderArgs, options: CreateOrderOptions
+    ) -> SignedOrder:
         """
         Creates and signs an order
         """
         side, maker_amount, taker_amount = self.get_order_amounts(
             order_args.side,
             order_args.size,
             order_args.price,
-            ROUNDING_CONFIG[tick_size],
+            ROUNDING_CONFIG[options.tick_size],
         )
 
         data = OrderData(
             maker=self.funder,
             taker=order_args.taker,
             tokenId=order_args.token_id,
-            makerAmount=maker_amount,
-            takerAmount=taker_amount,
+            makerAmount=str(maker_amount),
+            takerAmount=str(taker_amount),
             side=side,
             feeRateBps=str(order_args.fee_rate_bps),
             nonce=str(order_args.nonce),
@@ -107,4 +101,14 @@ def create_order(self, order_args: OrderArgs, tick_size: TickSize) -> SignedOrde
             signatureType=self.sig_type,
         )
 
-        return self.order_builder.build_signed_order(data)
+        contract_config = get_contract_config(
+            self.signer.get_chain_id(), options.neg_risk
+        )
+
+        order_builder = UtilsOrderBuilder(
+            contract_config.exchange,
+            self.signer.get_chain_id(),
+            UtilsSigner(key=self.signer.private_key),
+        )
+
+        return order_builder.build_signed_order(data)

requirements.txt

@@ -31,7 +31,7 @@ parsimonious==0.8.1
 pluggy==1.0.0
 protobuf==3.19.4
 py==1.11.0
-py-order-utils>=0.1.3
+py-order-utils>=0.2.0
 pycryptodome==3.14.0
 pyparsing==3.0.7
 pyrsistent==0.18.1

setup.py

@@ -5,7 +5,7 @@
 
 setuptools.setup(
     name="py_clob_client",
-    version="0.11.0",
+    version="0.12.0",
     author="Polymarket Engineering",
     author_email="[email protected]",
     maintainer="Polymarket Engineering",