Support TPSL MARKET order price type

examples/cases/createorder/create_conditional_order.py

@@ -29,8 +29,8 @@ async def run_example():
     adjust_price_by_pct = get_adjust_price_by_pct(market.trading_config)
 
     order_size = market.trading_config.min_order_size
-    order_price = adjust_price_by_pct(market.market_stats.bid_price, -15.0)
     order_trigger_price = adjust_price_by_pct(market.market_stats.bid_price, -10.0)
+    order_price = adjust_price_by_pct(order_trigger_price, -5.0)
 
     LOGGER.info("Creating CONDITIONAL order object for market: %s", market.name)
 

examples/cases/createorder/create_market_order.py

@@ -1,16 +1,14 @@
 import logging
 from asyncio import run
-from decimal import Decimal
 
 from examples.utils import create_trading_client
-from x10.config import BTC_USD_MARKET
+from x10.config import BTC_USD_MARKET, DEFAULT_MARKET_PRICE_SLIPPAGE
 from x10.perpetual.order_object import create_order_object
 from x10.perpetual.orders import OrderSide, OrderType, TimeInForce
 from x10.utils.order import get_price_with_slippage
 
 LOGGER = logging.getLogger()
 MARKET_NAME = BTC_USD_MARKET
-SLIPPAGE = Decimal(0.0075)
 
 
 async def run_example():
@@ -28,7 +26,7 @@ async def run_example():
         side=order_side,
         price=best_market_price,
         min_price_change=market.trading_config.min_price_change,
-        slippage=SLIPPAGE,
+        slippage=DEFAULT_MARKET_PRICE_SLIPPAGE,
     )
 
     LOGGER.info("Creating MARKET order object for market: %s", market.name)

examples/cases/createorder/create_market_order_with_blocking_client.py

@@ -1,9 +1,8 @@
 import asyncio
 import logging
-from decimal import Decimal
 
 from examples.utils import create_blocking_client
-from x10.config import BTC_USD_MARKET
+from x10.config import BTC_USD_MARKET, DEFAULT_MARKET_PRICE_SLIPPAGE
 from x10.perpetual.configuration import TESTNET_CONFIG
 from x10.perpetual.orderbook import OrderBook
 from x10.perpetual.orders import OrderSide, OrderType, TimeInForce
@@ -12,7 +11,6 @@
 LOGGER = logging.getLogger()
 ENDPOINT_CONFIG = TESTNET_CONFIG
 MARKET_NAME = BTC_USD_MARKET
-SLIPPAGE = Decimal(0.0075)
 
 
 async def get_orderbook_best_ask(market_name: str):
@@ -58,7 +56,7 @@ async def run_example():
         side=order_side,
         price=best_ask_entry.price,
         min_price_change=market.trading_config.min_price_change,
-        slippage=SLIPPAGE,
+        slippage=DEFAULT_MARKET_PRICE_SLIPPAGE,
     )
 
     LOGGER.info("Creating MARKET order for market %s: %s@%s", market.name, order_size, order_price)

examples/cases/tpsl/create_limit_order_with_partial_tpsl.py

@@ -1,12 +1,13 @@
 import logging
 from asyncio import run
+from decimal import Decimal
 
 from examples.utils import (
     create_trading_client,
     find_order_and_cancel,
     get_adjust_price_by_pct,
 )
-from x10.config import BTC_USD_MARKET
+from x10.config import BTC_USD_MARKET, DEFAULT_MARKET_PRICE_SLIPPAGE
 from x10.perpetual.order_object import OrderTpslTriggerParam, create_order_object
 from x10.perpetual.orders import (
     OrderPriceType,
@@ -31,9 +32,9 @@ async def run_example():
 
     order_price = adjust_price_by_pct(market.market_stats.bid_price, -10.0)
     tp_trigger_price = adjust_price_by_pct(order_price, 0.5)
-    tp_price = adjust_price_by_pct(order_price, 1.0)
+    tp_price = adjust_price_by_pct(tp_trigger_price, 0.5)
     sl_trigger_price = adjust_price_by_pct(order_price, -0.5)
-    sl_price = adjust_price_by_pct(order_price, -1.0)
+    sl_price = adjust_price_by_pct(sl_trigger_price, -DEFAULT_MARKET_PRICE_SLIPPAGE * Decimal("100"))
 
     LOGGER.info("Creating LIMIT order object with TPSL for market: %s", market.name)
 
@@ -58,7 +59,7 @@ async def run_example():
             trigger_price=sl_trigger_price,
             trigger_price_type=OrderTriggerPriceType.LAST,
             price=sl_price,
-            price_type=OrderPriceType.LIMIT,
+            price_type=OrderPriceType.MARKET,
         ),
     )
 

examples/cases/tpsl/create_limit_order_with_position_tpsl.py

@@ -31,9 +31,9 @@ async def run_example():
 
     order_price = adjust_price_by_pct(market.market_stats.bid_price, -10.0)
     tp_trigger_price = adjust_price_by_pct(order_price, 0.5)
-    tp_price = adjust_price_by_pct(order_price, 1.0)
+    tp_price = adjust_price_by_pct(tp_trigger_price, 0.5)
     sl_trigger_price = adjust_price_by_pct(order_price, -0.5)
-    sl_price = adjust_price_by_pct(order_price, -1.0)
+    sl_price = adjust_price_by_pct(sl_trigger_price, -0.5)
 
     LOGGER.info("Creating LIMIT order object with TPSL for market: %s", market.name)
 

examples/cases/tpsl/create_partial_tpsl_order.py

@@ -33,9 +33,9 @@ async def run_example():
 
     last_price = market.market_stats.last_price
     tp_trigger_price = adjust_price_by_pct(last_price, -5)
-    tp_price = adjust_price_by_pct(last_price, -10)
+    tp_price = adjust_price_by_pct(tp_trigger_price, -5)
     sl_trigger_price = adjust_price_by_pct(last_price, 5)
-    sl_price = adjust_price_by_pct(last_price, 10)
+    sl_price = adjust_price_by_pct(sl_trigger_price, 5)
 
     LOGGER.info("Creating partial TPSL order object for market: %s", market.name)
 

examples/cases/tpsl/create_position_tpsl_order.py

@@ -31,9 +31,9 @@ async def run_example():
 
     last_price = market.market_stats.last_price
     tp_trigger_price = adjust_price_by_pct(last_price, -5)
-    tp_price = adjust_price_by_pct(last_price, -10)
+    tp_price = adjust_price_by_pct(tp_trigger_price, -5)
     sl_trigger_price = adjust_price_by_pct(last_price, 5)
-    sl_price = adjust_price_by_pct(last_price, 10)
+    sl_price = adjust_price_by_pct(sl_trigger_price, 5)
 
     LOGGER.info("Creating entire position TPSL order object for market: %s", market.name)
 

examples/utils.py

@@ -90,7 +90,7 @@ def create_stream_client(endpoint_config: EndpointConfig = TESTNET_CONFIG):
 
 
 def get_adjust_price_by_pct(config: TradingConfigModel):
-    def adjust_price_by_pct(price: Decimal, pct: int):
+    def adjust_price_by_pct(price: Decimal, pct: Decimal | int):
         return config.round_price(price + price * Decimal(pct) / 100)
 
     return adjust_price_by_pct

pyproject.toml

@@ -5,7 +5,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "x10-python-trading-starknet"
-version = "1.3.0"
+version = "1.3.1"
 description = "Python client for X10 API"
 authors = ["X10 <tech@ex10.org>"]
 repository = "https://github.com/x10xchange/python_sdk"

x10/config.py

@@ -1,10 +1,12 @@
 import importlib.metadata
+from decimal import Decimal
 
 BTC_USD_MARKET = "BTC-USD"
 SOL_USD_MARKET = "SOL-USD"
 ADA_USD_MARKET = "ADA-USD"
 ETH_USD_MARKET = "ETH-USD"
 
+DEFAULT_MARKET_PRICE_SLIPPAGE = Decimal("0.0075")
 DEFAULT_REQUEST_TIMEOUT_SECONDS = 500
 SDK_VERSION = importlib.metadata.version("x10-python-trading-starknet")
 USER_AGENT = f"X10PythonTradingClient/{SDK_VERSION}"

x10/perpetual/order_object.py

@@ -243,10 +243,7 @@ def create_tpsl_trigger_model(trigger_param: OrderTpslTriggerParam | None):
             return None
 
         if tp_sl_type is None:
-            raise ValueError("`tp_sl_type` must be provided if `take_profit` or `stop_loss` is specified")
-
-        if trigger_param.price_type == OrderPriceType.MARKET:
-            raise NotImplementedError("TPSL `MARKET` price type is not supported yet")
+            raise ValueError("`tp_sl_type` must be provided if `take_profit` and/or `stop_loss` is specified")
 
         return __create_order_tpsl_trigger_model(
             trigger_param=trigger_param,