From 02de6868649253ba2bafb8ff15c52c8f0c977c78 Mon Sep 17 00:00:00 2001
From: samtin0x <40127309+samtin0x@users.noreply.github.com>
Date: Mon, 12 Aug 2024 10:25:00 +0100
Subject: [PATCH 1/3] add batch cancel example

---
 v4-client-py-v2/dydx_v4_client/node/client.py | 29 ++++++++++++++++++-
 .../dydx_v4_client/node/message.py            | 17 +++++++++++
 2 files changed, 45 insertions(+), 1 deletion(-)

diff --git a/v4-client-py-v2/dydx_v4_client/node/client.py b/v4-client-py-v2/dydx_v4_client/node/client.py
index 6d3098c0..8d02e959 100644
--- a/v4-client-py-v2/dydx_v4_client/node/client.py
+++ b/v4-client-py-v2/dydx_v4_client/node/client.py
@@ -66,6 +66,7 @@
     QuerySubaccountAllResponse,
 )
 from v4_proto.dydxprotocol.subaccounts.subaccount_pb2 import SubaccountId
+from v4_proto.dydxprotocol.clob.order_pb2 import OrderBatch
 
 from dydx_v4_client.network import NodeConfig
 from dydx_v4_client.node.builder import Builder
@@ -76,7 +77,7 @@
     place_order,
     send_token,
     transfer,
-    withdraw,
+    withdraw, batch_cancel,
 )
 from dydx_v4_client.wallet import Wallet
 
@@ -743,3 +744,29 @@ async def cancel_order(
         return await self.broadcast_message(
             wallet, cancel_order(order_id, good_til_block, good_til_block_time)
         )
+
+    async def batch_cancel_orders(
+            self,
+            wallet: Wallet,
+            subaccount_id: SubaccountId,
+            short_term_cancels: List[OrderBatch],
+            good_til_block: int
+    ):
+        """
+        Batch cancels orders for a subaccount.
+
+        Args:
+            wallet (Wallet): The wallet to use for signing the transaction.
+            subaccount_id (SubaccountId): The subaccount ID for which to cancel orders.
+            short_term_cancels (List[OrderBatch]): List of OrderBatch objects containing the orders to cancel.
+            good_til_block (int): The last block the short term order cancellations can be executed at.
+
+        Returns:
+            The response from the transaction broadcast.
+        """
+        batch_cancel_msg = batch_cancel(
+            subaccount_id=subaccount_id,
+            short_term_cancels=short_term_cancels,
+            good_til_block=good_til_block
+        )
+        return await self.broadcast_message(wallet, batch_cancel_msg)
diff --git a/v4-client-py-v2/dydx_v4_client/node/message.py b/v4-client-py-v2/dydx_v4_client/node/message.py
index 0466a115..9d55cfb1 100644
--- a/v4-client-py-v2/dydx_v4_client/node/message.py
+++ b/v4-client-py-v2/dydx_v4_client/node/message.py
@@ -1,3 +1,5 @@
+from typing import List
+
 from v4_proto.cosmos.bank.v1beta1.tx_pb2 import MsgSend
 from v4_proto.cosmos.base.v1beta1.coin_pb2 import Coin
 from v4_proto.dydxprotocol.clob.order_pb2 import Order, OrderId
@@ -9,6 +11,8 @@
 )
 from v4_proto.dydxprotocol.sending.tx_pb2 import MsgCreateTransfer
 from v4_proto.dydxprotocol.subaccounts.subaccount_pb2 import SubaccountId
+from v4_proto.dydxprotocol.clob.tx_pb2 import MsgBatchCancel
+from v4_proto.dydxprotocol.clob.order_pb2 import OrderBatch
 
 
 def order(
@@ -75,6 +79,19 @@ def cancel_order(
     return message
 
 
+def batch_cancel(
+    subaccount_id: SubaccountId,
+    short_term_cancels: List[OrderBatch],
+    good_til_block: int
+):
+    message = MsgBatchCancel(
+        subaccount_id=subaccount_id,
+        short_term_cancels=short_term_cancels,
+        good_til_block=good_til_block
+    )
+    return message
+
+
 def transfer(
     sender_subaccount: SubaccountId,
     recipient_subaccount: SubaccountId,

From 108826d727018ce5cefb9781b72119ed8ef03d5e Mon Sep 17 00:00:00 2001
From: samtin0x <40127309+samtin0x@users.noreply.github.com>
Date: Tue, 13 Aug 2024 12:19:19 +0100
Subject: [PATCH 2/3] add batch cancel docs

---
 .../documentation/cancelling_orders.md        |  55 +++++++++
 .../documentation/placing_orders.md           |   2 +-
 v4-client-py-v2/dydx_v4_client/__init__.py    |   8 --
 .../dydx_v4_client/indexer/rest/__init__.py   |   1 -
 .../dydx_v4_client/indexer/socket/__init__.py |   2 -
 .../dydx_v4_client/node/chain_helpers.py      |   1 -
 v4-client-py-v2/dydx_v4_client/node/client.py |  19 ++--
 .../dydx_v4_client/node/message.py            |   7 +-
 .../examples/batch_cancel_example.py          |  66 +++++++++++
 v4-client-py-v2/poetry.lock                   | 104 +++++++++---------
 v4-client-py-v2/pyproject.toml                |   3 +-
 v4-client-py-v2/tests/conftest.py             |   3 +-
 12 files changed, 191 insertions(+), 80 deletions(-)
 create mode 100644 v4-client-py-v2/documentation/cancelling_orders.md
 create mode 100644 v4-client-py-v2/examples/batch_cancel_example.py

diff --git a/v4-client-py-v2/documentation/cancelling_orders.md b/v4-client-py-v2/documentation/cancelling_orders.md
new file mode 100644
index 00000000..3b1512c1
--- /dev/null
+++ b/v4-client-py-v2/documentation/cancelling_orders.md
@@ -0,0 +1,55 @@
+# Cancelling Orders
+
+This guide demonstrates how to cancel orders using the dYdX Python SDK.
+
+## Cancelling Orders
+
+There are two ways to cancel orders using the dYdX Python SDK:
+
+### 1. Cancel a Specific Order
+
+To cancel a specific order, you can use the `cancel_order` method. Here's an example:
+
+```python
+from dydx_v4_client.node.message import cancel_order
+
+cancel_order_msg = cancel_order(
+    order_id,
+    good_til_block,
+    good_til_block_time
+)
+
+response = await node_client.cancel_order(
+    wallet,
+    order_id,
+    good_til_block=good_til_block,
+    good_til_block_time=good_til_block_time
+)
+```
+
+### 2. Batch Cancel Orders
+For cancelling multiple orders at once, you can use the batch_cancel_orders method. Here's an example:
+pythonCopyfrom dydx_v4_client.node.message import batch_cancel
+from v4_proto.dydxprotocol.clob.order_pb2 import OrderBatch
+
+```python
+batch_cancel_msg = batch_cancel(
+    subaccount_id,
+    short_term_cancels,
+    good_til_block
+)
+
+response = await node_client.batch_cancel_orders(
+    wallet,
+    subaccount_id,
+    short_term_cancels,
+    good_til_block
+)
+```
+
+### Examples
+For more detailed examples of how to cancel orders:
+- **Cancelling a specific order**: See `examples/long_term_order_cancel_example.py`
+- **Batch cancelling orders**: See `examples/batch_cancel_example.py`
+
+
diff --git a/v4-client-py-v2/documentation/placing_orders.md b/v4-client-py-v2/documentation/placing_orders.md
index 127b2441..0ed2e235 100644
--- a/v4-client-py-v2/documentation/placing_orders.md
+++ b/v4-client-py-v2/documentation/placing_orders.md
@@ -33,4 +33,4 @@ Alternatively, you can use the market-based calculator, which provides more conv
 - Long term order + cancel: Example in `examples/long_term_order_cancel_example.py`
 
 ## Next Steps
-Continue reading to learn how to [manage your positions](./account_order_information.md) using the dYdX Python SDK.
+Continue reading to learn how to [cancel orders](./cancelling_orders.md) using the dYdX Python SDK.
diff --git a/v4-client-py-v2/dydx_v4_client/__init__.py b/v4-client-py-v2/dydx_v4_client/__init__.py
index 94c4918c..1d9402c8 100644
--- a/v4-client-py-v2/dydx_v4_client/__init__.py
+++ b/v4-client-py-v2/dydx_v4_client/__init__.py
@@ -1,13 +1,5 @@
 from enum import IntEnum
 
-from v4_proto.dydxprotocol.clob.order_pb2 import Order
-
-from dydx_v4_client.faucet_client import FaucetClient
-from dydx_v4_client.indexer.rest.indexer_client import IndexerClient
-from dydx_v4_client.indexer.socket.websocket import IndexerSocket
-from dydx_v4_client.node.client import NodeClient, QueryNodeClient
-from dydx_v4_client.wallet import Wallet
-
 
 class OrderFlags(IntEnum):
     SHORT_TERM = 0
diff --git a/v4-client-py-v2/dydx_v4_client/indexer/rest/__init__.py b/v4-client-py-v2/dydx_v4_client/indexer/rest/__init__.py
index e25297d8..e69de29b 100644
--- a/v4-client-py-v2/dydx_v4_client/indexer/rest/__init__.py
+++ b/v4-client-py-v2/dydx_v4_client/indexer/rest/__init__.py
@@ -1 +0,0 @@
-from dydx_v4_client.indexer.rest.indexer_client import IndexerClient
diff --git a/v4-client-py-v2/dydx_v4_client/indexer/socket/__init__.py b/v4-client-py-v2/dydx_v4_client/indexer/socket/__init__.py
index fa7109a8..e69de29b 100644
--- a/v4-client-py-v2/dydx_v4_client/indexer/socket/__init__.py
+++ b/v4-client-py-v2/dydx_v4_client/indexer/socket/__init__.py
@@ -1,2 +0,0 @@
-from dydx_v4_client.indexer.socket.websocket import IndexerSocket
-from dydx_v4_client.indexer.candles_resolution import CandlesResolution
diff --git a/v4-client-py-v2/dydx_v4_client/node/chain_helpers.py b/v4-client-py-v2/dydx_v4_client/node/chain_helpers.py
index 829eaf7c..baf91a7e 100644
--- a/v4-client-py-v2/dydx_v4_client/node/chain_helpers.py
+++ b/v4-client-py-v2/dydx_v4_client/node/chain_helpers.py
@@ -1,7 +1,6 @@
 from dydx_v4_client.indexer.rest.constants import (
     OrderType,
     OrderExecution,
-    OrderTimeInForce,
 )
 from v4_proto.dydxprotocol.clob.order_pb2 import Order
 
diff --git a/v4-client-py-v2/dydx_v4_client/node/client.py b/v4-client-py-v2/dydx_v4_client/node/client.py
index 8d02e959..937fd58d 100644
--- a/v4-client-py-v2/dydx_v4_client/node/client.py
+++ b/v4-client-py-v2/dydx_v4_client/node/client.py
@@ -5,7 +5,7 @@
 
 import grpc
 from google._upb._message import Message
-from google.protobuf.json_format import MessageToDict, MessageToJson
+from google.protobuf.json_format import MessageToDict
 from typing_extensions import List, Optional, Self
 from v4_proto.cosmos.auth.v1beta1 import query_pb2_grpc as auth
 from v4_proto.cosmos.auth.v1beta1.auth_pb2 import BaseAccount
@@ -66,7 +66,7 @@
     QuerySubaccountAllResponse,
 )
 from v4_proto.dydxprotocol.subaccounts.subaccount_pb2 import SubaccountId
-from v4_proto.dydxprotocol.clob.order_pb2 import OrderBatch
+from v4_proto.dydxprotocol.clob.tx_pb2 import OrderBatch
 
 from dydx_v4_client.network import NodeConfig
 from dydx_v4_client.node.builder import Builder
@@ -77,7 +77,8 @@
     place_order,
     send_token,
     transfer,
-    withdraw, batch_cancel,
+    withdraw,
+    batch_cancel,
 )
 from dydx_v4_client.wallet import Wallet
 
@@ -746,11 +747,11 @@ async def cancel_order(
         )
 
     async def batch_cancel_orders(
-            self,
-            wallet: Wallet,
-            subaccount_id: SubaccountId,
-            short_term_cancels: List[OrderBatch],
-            good_til_block: int
+        self,
+        wallet: Wallet,
+        subaccount_id: SubaccountId,
+        short_term_cancels: List[OrderBatch],
+        good_til_block: int,
     ):
         """
         Batch cancels orders for a subaccount.
@@ -767,6 +768,6 @@ async def batch_cancel_orders(
         batch_cancel_msg = batch_cancel(
             subaccount_id=subaccount_id,
             short_term_cancels=short_term_cancels,
-            good_til_block=good_til_block
+            good_til_block=good_til_block,
         )
         return await self.broadcast_message(wallet, batch_cancel_msg)
diff --git a/v4-client-py-v2/dydx_v4_client/node/message.py b/v4-client-py-v2/dydx_v4_client/node/message.py
index 9d55cfb1..aedd1186 100644
--- a/v4-client-py-v2/dydx_v4_client/node/message.py
+++ b/v4-client-py-v2/dydx_v4_client/node/message.py
@@ -11,8 +11,7 @@
 )
 from v4_proto.dydxprotocol.sending.tx_pb2 import MsgCreateTransfer
 from v4_proto.dydxprotocol.subaccounts.subaccount_pb2 import SubaccountId
-from v4_proto.dydxprotocol.clob.tx_pb2 import MsgBatchCancel
-from v4_proto.dydxprotocol.clob.order_pb2 import OrderBatch
+from v4_proto.dydxprotocol.clob.tx_pb2 import MsgBatchCancel, OrderBatch
 
 
 def order(
@@ -82,12 +81,12 @@ def cancel_order(
 def batch_cancel(
     subaccount_id: SubaccountId,
     short_term_cancels: List[OrderBatch],
-    good_til_block: int
+    good_til_block: int,
 ):
     message = MsgBatchCancel(
         subaccount_id=subaccount_id,
         short_term_cancels=short_term_cancels,
-        good_til_block=good_til_block
+        good_til_block=good_til_block,
     )
     return message
 
diff --git a/v4-client-py-v2/examples/batch_cancel_example.py b/v4-client-py-v2/examples/batch_cancel_example.py
new file mode 100644
index 00000000..0ada8901
--- /dev/null
+++ b/v4-client-py-v2/examples/batch_cancel_example.py
@@ -0,0 +1,66 @@
+import asyncio
+import random
+
+from dydx_v4_client import MAX_CLIENT_ID, NodeClient, Order, OrderFlags
+from dydx_v4_client.indexer.rest.constants import OrderType
+from dydx_v4_client.indexer.rest.indexer_client import IndexerClient
+from dydx_v4_client.network import TESTNET
+from dydx_v4_client.node.market import Market
+from dydx_v4_client.wallet import Wallet
+from tests.conftest import DYDX_TEST_MNEMONIC, TEST_ADDRESS
+from v4_proto.dydxprotocol.clob.tx_pb2 import OrderBatch
+from v4_proto.dydxprotocol.subaccounts.subaccount_pb2 import SubaccountId
+
+
+MARKET_ID = "BTC-USD"
+PERPETUAL_PAIR_BTC_USD = 0
+
+
+async def test_batch_cancel():
+    node = await NodeClient.connect(TESTNET.node)
+    indexer = IndexerClient(TESTNET.rest_indexer)
+
+    market = Market(
+        (await indexer.markets.get_perpetual_markets(MARKET_ID))["markets"][MARKET_ID]
+    )
+    wallet = await Wallet.from_mnemonic(node, DYDX_TEST_MNEMONIC, TEST_ADDRESS)
+
+    # Place multiple orders
+    orders = []
+    client_ids = []
+    for _ in range(3):
+        client_id = random.randint(0, MAX_CLIENT_ID)
+        order_id = market.order_id(TEST_ADDRESS, 0, client_id, OrderFlags.SHORT_TERM)
+        client_ids.append(client_id)
+        current_block = await node.latest_block_height()
+        order = market.order(
+            order_id,
+            side=Order.Side.SIDE_SELL,
+            order_type=OrderType.LIMIT,
+            size=0.01,
+            price=40000 + random.randint(-100, 100),
+            time_in_force=Order.TIME_IN_FORCE_IOC,
+            reduce_only=False,
+            good_til_block=current_block + 20,
+        )
+        orders.append(order)
+
+    # Place orders
+    for order in orders:
+        place = await node.place_order(wallet, order)
+        print(f"Placed order: {place}")
+        wallet.sequence += 1
+
+    # Prepare batch cancel
+    subaccount_id = SubaccountId(owner=TEST_ADDRESS, number=0)
+    order_batch = OrderBatch(clob_pair_id=PERPETUAL_PAIR_BTC_USD, client_ids=client_ids)
+    cancellation_current_block = await node.latest_block_height()
+
+    # Execute batch cancel
+    batch_cancel_response = await node.batch_cancel_orders(
+        wallet, subaccount_id, [order_batch], cancellation_current_block + 10
+    )
+    print(f"Batch cancel response: {batch_cancel_response}")
+
+
+asyncio.run(test_batch_cancel())
diff --git a/v4-client-py-v2/poetry.lock b/v4-client-py-v2/poetry.lock
index 0644604a..d2655998 100644
--- a/v4-client-py-v2/poetry.lock
+++ b/v4-client-py-v2/poetry.lock
@@ -614,61 +614,61 @@ typing = ["typing-extensions (>=4.8)"]
 
 [[package]]
 name = "grpcio"
-version = "1.64.1"
+version = "1.65.4"
 description = "HTTP/2-based RPC framework"
 optional = false
 python-versions = ">=3.8"
 files = [
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+    {file = "grpcio-1.65.4.tar.gz", hash = "sha256:2a4f476209acffec056360d3e647ae0e14ae13dcf3dfb130c227ae1c594cbe39"},
 ]
 
 [package.extras]
-protobuf = ["grpcio-tools (>=1.64.1)"]
+protobuf = ["grpcio-tools (>=1.65.4)"]
 
 [[package]]
 name = "grpcio-tools"
@@ -1642,13 +1642,13 @@ zstd = ["zstandard (>=0.18.0)"]
 
 [[package]]
 name = "v4-proto"
-version = "4.1.4"
+version = "5.2.1"
 description = "Protos for dYdX Chain protocol"
 optional = false
 python-versions = ">=3.8"
 files = [
-    {file = "v4-proto-4.1.4.tar.gz", hash = "sha256:264d29a3f666a8686586789bb9bbec8a6d58ff16ffcece53a18fbb6ff97451c9"},
-    {file = "v4_proto-4.1.4-py3-none-any.whl", hash = "sha256:9ee85862a0d9c3005ade4d4479332337d4b074d25e09bc4ca99d181b75de313c"},
+    {file = "v4-proto-5.2.1.tar.gz", hash = "sha256:7de9f84cc13adcdae7ab920b0c615d8a878bb4006e11ef501188685fc9b5a9ec"},
+    {file = "v4_proto-5.2.1-py3-none-any.whl", hash = "sha256:8b4c802c14fb5d2662191e329129218c26547d296e4f5e745e8217338355b66c"},
 ]
 
 [package.dependencies]
@@ -1710,4 +1710,4 @@ test = ["big-O", "importlib-resources", "jaraco.functools", "jaraco.itertools",
 [metadata]
 lock-version = "2.0"
 python-versions = "^3.9"
-content-hash = "08f167d695bb0327aa94b6bb9bd4ca0671fa89a1e443b6235a1d7f4cfba04f75"
+content-hash = "8554d8aff1f50abaeb0ef9f86af09f79ab7835f9f93434cbbae4da906408b253"
diff --git a/v4-client-py-v2/pyproject.toml b/v4-client-py-v2/pyproject.toml
index 6e4d5e55..ec6b8b32 100644
--- a/v4-client-py-v2/pyproject.toml
+++ b/v4-client-py-v2/pyproject.toml
@@ -7,7 +7,7 @@ readme = "README.md"
 
 [tool.poetry.dependencies]
 python = "^3.9"
-v4-proto = "^4.0.1"
+v4-proto = "5.2.1"
 httpx = "^0.27.0"
 websocket-client = "^1.7.0"
 bip-utils = "^2.9.3"
@@ -15,6 +15,7 @@ ecdsa = "^0.19.0"
 typing-extensions = "^4.12.2"
 bech32 = "^1.2.0"
 pycryptodome = "^3.20.0"
+grpcio = "1.65.4"
 
 
 [tool.poetry.group.dev.dependencies]
diff --git a/v4-client-py-v2/tests/conftest.py b/v4-client-py-v2/tests/conftest.py
index aa13161f..1a597d66 100644
--- a/v4-client-py-v2/tests/conftest.py
+++ b/v4-client-py-v2/tests/conftest.py
@@ -6,11 +6,12 @@
 import httpx
 import pytest
 
-from dydx_v4_client import FaucetClient, NodeClient
+from dydx_v4_client.faucet_client import FaucetClient
 from dydx_v4_client.indexer.rest.indexer_client import IndexerClient
 from dydx_v4_client.indexer.rest.noble_client import NobleClient
 from dydx_v4_client.indexer.socket.websocket import IndexerSocket
 from dydx_v4_client.network import TESTNET, TESTNET_FAUCET, TESTNET_NOBLE
+from dydx_v4_client.node.client import NodeClient
 from dydx_v4_client.node.message import order, order_id
 from dydx_v4_client.wallet import Wallet, from_mnemonic
 

From 81848aaa8aa1eea1fe043f2f90969ebf854f6212 Mon Sep 17 00:00:00 2001
From: samtin0x <40127309+samtin0x@users.noreply.github.com>
Date: Mon, 19 Aug 2024 18:56:42 +0100
Subject: [PATCH 3/3] add `short_term_cancels` to documentation

---
 v4-client-py-v2/documentation/cancelling_orders.md | 5 +++++
 1 file changed, 5 insertions(+)

diff --git a/v4-client-py-v2/documentation/cancelling_orders.md b/v4-client-py-v2/documentation/cancelling_orders.md
index 3b1512c1..1de8aab7 100644
--- a/v4-client-py-v2/documentation/cancelling_orders.md
+++ b/v4-client-py-v2/documentation/cancelling_orders.md
@@ -33,6 +33,11 @@ pythonCopyfrom dydx_v4_client.node.message import batch_cancel
 from v4_proto.dydxprotocol.clob.order_pb2 import OrderBatch
 
 ```python
+PERPETUAL_PAIR_BTC_USD = 0
+
+client_ids = [tx_client_id1, tx_client_id2]
+short_term_cancels = [OrderBatch(clob_pair_id=PERPETUAL_PAIR_BTC_USD, client_ids=client_ids)]
+
 batch_cancel_msg = batch_cancel(
     subaccount_id,
     short_term_cancels,