Merge pull request #19 from 8ball030/feat/option_orders

feat ensured example for option trading
8ball030 · Jan 10, 2024 · adacd63 · adacd63
2 parents 1e93ce5 + e21fbde
commit adacd63
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Showing 3 changed files with 41 additions and 1 deletion.
diff --git a/lyra/constants.py b/lyra/constants.py
@@ -14,6 +14,8 @@
         "DOMAIN_SEPARATOR": '0x9bcf4dc06df5d8bf23af818d5716491b995020f377d3b7b64c29ed14e3dd1105',
         "ETH_PERP_ADDRESS": '0x010e26422790C6Cb3872330980FAa7628FD20294',
         "BTC_PERP_ADDRESS": '0xAFB6Bb95cd70D5367e2C39e9dbEb422B9815339D',
+        "ETH_OPTION_ADDRESS": '0xBcB494059969DAaB460E0B5d4f5c2366aab79aa1',
+        "BTC_OPTION_ADDRESS": '0xAeB81cbe6b19CeEB0dBE0d230CFFE35Bb40a13a7',
         "TRADE_MODULE_ADDRESS": '0x87F2863866D85E3192a35A73b388BD625D83f2be',
     },
     Environment.PROD: {
@@ -23,6 +25,8 @@
         "DOMAIN_SEPARATOR": '0xd96e5f90797da7ec8dc4e276260c7f3f87fedf68775fbe1ef116e996fc60441b',
         "ETH_PERP_ADDRESS": '0xAf65752C4643E25C02F693f9D4FE19cF23a095E3',
         "BTC_PERP_ADDRESS": '0xDBa83C0C654DB1cd914FA2710bA743e925B53086',
+        "ETH_OPTION_ADDRESS": '0x4BB4C3CDc7562f08e9910A0C7D8bB7e108861eB4',
+        "BTC_OPTION_ADDRESS": '0xd0711b9eBE84b778483709CDe62BacFDBAE13623',
         "TRADE_MODULE_ADDRESS": '0xB8D20c2B7a1Ad2EE33Bc50eF10876eD3035b5e7b',
     },
 }
diff --git a/lyra/lyra.py b/lyra/lyra.py
@@ -150,6 +150,11 @@ def create_order(
             instruments = {i['instrument_name']: i for i in instruments}
             base_asset_sub_id = instruments[instrument_name]['base_asset_sub_id']
             instrument_type = InstrumentType.PERP
+        else:
+            instruments = self.fetch_instruments(instrument_type=InstrumentType.OPTION, currency=_currency)
+            instruments = {i['instrument_name']: i for i in instruments}
+            base_asset_sub_id = instruments[instrument_name]['base_asset_sub_id']
+            instrument_type = InstrumentType.OPTION
 
         signed_order = self._sign_order(order, base_asset_sub_id, instrument_type, _currency)
         response = self.submit_order(signed_order)
@@ -187,7 +192,10 @@ def submit_order(self, order):
         while True:
             message = json.loads(self.ws.recv())
             if message['id'] == id:
-                return message['result']['order']
+                try:
+                    return message['result']['order']
+                except KeyError as error:
+                    raise Exception(f"Unable to submit order {message}") from error
 
     def sign_authentication_header(self):
         timestamp = str(int(time.time() * 1000))

diff --git a/tests/test_main.py b/tests/test_main.py
@@ -175,3 +175,31 @@ def test_get_tickers(lyra_client):
     """Test get tickers."""
     tickers = lyra_client.fetch_tickers()
     assert isinstance(tickers, dict)
+
+
+@pytest.mark.parametrize(
+    "currency, side",
+    [
+        (UnderlyingCurrency.ETH, OrderSide.BUY),
+        (UnderlyingCurrency.ETH, OrderSide.SELL),
+        (UnderlyingCurrency.BTC, OrderSide.BUY),
+        (UnderlyingCurrency.BTC, OrderSide.SELL),
+    ],
+)
+def test_can_create_option_order(lyra_client, currency, side):
+    """Test can create option order."""
+    tickers = lyra_client.fetch_tickers(
+        instrument_type=InstrumentType.OPTION,
+        currency=currency,
+    )
+    symbol, ticker = tickers.popitem()
+    index_price = float(ticker['mark_price'])
+    order_price = index_price * 1.1 if side == OrderSide.SELL else index_price * 0.9
+    order = lyra_client.create_order(
+        price=int(order_price),
+        amount=1,
+        instrument_name=symbol,
+        side=side,
+        order_type=OrderType.LIMIT,
+    )
+    assert order