Merge pull request #23 from NibiruChain/jc/pf

Added pricefeed module

nibiru/client.py

@@ -8,6 +8,7 @@
 
 from .clients import Dex as DexClient
 from .clients import Perp as PerpClient
+from .clients import Pricefeed as PricefeedClient
 from .clients import VPool as VPoolClient
 from .exceptions import NotFoundError
 from .network import Network
@@ -28,7 +29,6 @@
 from .proto.epochs import query_pb2_grpc as epochs_query
 from .proto.incentivization.v1 import incentivization_pb2_grpc as incentivization_query
 from .proto.lockup.v1 import query_pb2_grpc as lockup_query
-from .proto.pricefeed import query_pb2_grpc as pricefeed_query
 from .proto.stablecoin import query_pb2_grpc as stablecoin_query
 
 DEFAULT_TIMEOUTHEIGHT_SYNC_INTERVAL = 10  # seconds
@@ -91,7 +91,7 @@ def __init__(
         )
         # Query services
         self.dex = DexClient(self.exchange_channel)
-        self.stubPricefeed = pricefeed_query.QueryStub(self.exchange_channel)
+        self.pricefeed = PricefeedClient(self.exchange_channel)
         self.perp = PerpClient(self.exchange_channel)
         self.stubLockup = lockup_query.QueryStub(self.exchange_channel)
         self.stubIncentivization = incentivization_query.QueryStub(self.exchange_channel)

nibiru/clients/__init__.py

@@ -1,3 +1,4 @@
 from .dex import Dex  # noqa
 from .perp import Perp  # noqa
+from .pricefeed import Pricefeed  # noqa
 from .vpool import VPool  # noqa

nibiru/clients/pricefeed.py

@@ -0,0 +1,45 @@
+from grpc import Channel
+
+from nibiru.proto.pricefeed import query_pb2 as pf_type
+from nibiru.proto.pricefeed import query_pb2_grpc as pf_query
+
+from .util import deserialize
+
+
+class Pricefeed:
+    """
+    Pricefeed allows to query the endpoints made available by the Nibiru Chain's Pricefeed module.
+    """
+
+    def __init__(self, channel: Channel):
+        self.api = pf_query.QueryStub(channel)
+
+    def params(self):
+        req = pf_type.QueryParamsRequest()
+        return deserialize(self.api.QueryParams(req))
+
+    def price(self, pair_id: str):
+        req = pf_type.QueryPriceRequest(
+            pair_id=pair_id,
+        )
+        return deserialize(self.api.QueryPrice(req))
+
+    def prices(self):
+        req = pf_type.QueryPricesRequest()
+        return deserialize(self.api.QueryPrices(req))
+
+    def raw_prices(self, pair_id: str):
+        req = pf_type.QueryRawPricesRequest(
+            pair_id=pair_id,
+        )
+        return deserialize(self.api.QueryRawPrices(req))
+
+    def oracles(self, pair_id: str):
+        req = pf_type.QueryOraclesRequest(
+            pair_id=pair_id,
+        )
+        return deserialize(self.api.QueryOracles(req))
+
+    def markets(self):
+        req = pf_type.QueryMarketsRequest()
+        return deserialize(self.api.QueryMarkets(req))

nibiru/common.py

@@ -23,7 +23,7 @@ class Direction(Enum):
 @dataclass
 class PoolAsset:
     token: coin_pb.Coin
-    weight: str
+    weight: int
 
 
 class TxConfig:

nibiru/composer.py

@@ -2,7 +2,7 @@
 
 from google.protobuf import any_pb2
 
-from .composers import Dex, Perp
+from .composers import Dex, Perp, Pricefeed
 from .proto.cosmos.authz.v1beta1 import tx_pb2 as cosmos_authz_tx_pb
 from .proto.cosmos.bank.v1beta1 import tx_pb2 as cosmos_bank_tx_pb
 from .proto.cosmos.base.v1beta1 import coin_pb2 as cosmos_base_coin_pb
@@ -13,6 +13,7 @@
 class Composer:
     dex = Dex
     perp = Perp
+    pricefeed = Pricefeed
 
     @staticmethod
     def coin(amount: float, denom: str):

nibiru/composers/__init__.py

@@ -1,2 +1,3 @@
 from .dex import Dex  # noqa
 from .perp import Perp  # noqa
+from .pricefeed import Pricefeed  # noqa

nibiru/composers/dex.py

@@ -9,8 +9,8 @@
 
 class Dex:
     @staticmethod
-    def create_pool(creator: str, swap_fee: float, exit_fee: float, assets: List[PoolAsset]):
-        pool_assets = [pool_tx_pb.PoolAsset(token=a.token, weight=a.weight) for a in assets]
+    def create_pool(creator: str, assets: List[PoolAsset], swap_fee: float = 0, exit_fee: float = 0):
+        pool_assets = [pool_tx_pb.PoolAsset(token=a.token, weight=str(a.weight)) for a in assets]
         swap_fee_dec = float_to_sdkdec(swap_fee)
         exit_fee_dec = float_to_sdkdec(exit_fee)
         return dex_tx_pb.MsgCreatePool(

nibiru/composers/pricefeed.py

@@ -0,0 +1,17 @@
+from datetime import datetime
+
+from nibiru import utils
+from nibiru.proto.pricefeed import tx_pb2 as pb
+
+
+class Pricefeed:
+    @staticmethod
+    def post_price(oracle: str, token0: str, token1: str, price: float, expiry: datetime):
+        price_dec = utils.float_to_sdkdec(price)
+        return pb.MsgPostPrice(
+            oracle=oracle,
+            token0=token0,
+            token1=token1,
+            price=price_dec,
+            expiry=utils.toTsPb(expiry),
+        )

nibiru/proto/perp/v1/tx_pb2.pyi

@@ -39,18 +39,26 @@ class MsgRemoveMarginResponse(google.protobuf.message.Message):
     DESCRIPTOR: google.protobuf.descriptor.Descriptor
     MARGIN_OUT_FIELD_NUMBER: builtins.int
     FUNDING_PAYMENT_FIELD_NUMBER: builtins.int
+    POSITION_FIELD_NUMBER: builtins.int
     @property
     def margin_out(self) -> cosmos.base.v1beta1.coin_pb2.Coin:
-        """MarginOut: tokens transferred back to the trader"""
+        """tokens transferred back to the trader"""
         pass
     funding_payment: typing.Text
+    """the funding payment applied on this position interaction"""
+
+    @property
+    def position(self) -> perp.v1.state_pb2.Position:
+        """The resulting position"""
+        pass
     def __init__(self,
         *,
         margin_out: typing.Optional[cosmos.base.v1beta1.coin_pb2.Coin] = ...,
         funding_payment: typing.Text = ...,
+        position: typing.Optional[perp.v1.state_pb2.Position] = ...,
         ) -> None: ...
-    def HasField(self, field_name: typing_extensions.Literal["margin_out",b"margin_out"]) -> builtins.bool: ...
-    def ClearField(self, field_name: typing_extensions.Literal["funding_payment",b"funding_payment","margin_out",b"margin_out"]) -> None: ...
+    def HasField(self, field_name: typing_extensions.Literal["margin_out",b"margin_out","position",b"position"]) -> builtins.bool: ...
+    def ClearField(self, field_name: typing_extensions.Literal["funding_payment",b"funding_payment","margin_out",b"margin_out","position",b"position"]) -> None: ...
 global___MsgRemoveMarginResponse = MsgRemoveMarginResponse
 
 class MsgAddMargin(google.protobuf.message.Message):
@@ -233,6 +241,35 @@ global___MsgClosePosition = MsgClosePosition
 
 class MsgClosePositionResponse(google.protobuf.message.Message):
     DESCRIPTOR: google.protobuf.descriptor.Descriptor
+    EXCHANGED_NOTIONAL_VALUE_FIELD_NUMBER: builtins.int
+    EXCHANGED_POSITION_SIZE_FIELD_NUMBER: builtins.int
+    FUNDING_PAYMENT_FIELD_NUMBER: builtins.int
+    REALIZED_PNL_FIELD_NUMBER: builtins.int
+    MARGIN_TO_TRADER_FIELD_NUMBER: builtins.int
+    exchanged_notional_value: typing.Text
+    """The amount of quote assets exchanged."""
+
+    exchanged_position_size: typing.Text
+    """The amount of base assets exchanged."""
+
+    funding_payment: typing.Text
+    """The funding payment applied on this position change, measured in quote units."""
+
+    realized_pnl: typing.Text
+    """The amount of PnL realized on this position changed, measured in quote units."""
+
+    margin_to_trader: typing.Text
+    """The amount of margin the trader receives after closing the position, from the vault.
+    Should never be negative.
+    """
+
     def __init__(self,
+        *,
+        exchanged_notional_value: typing.Text = ...,
+        exchanged_position_size: typing.Text = ...,
+        funding_payment: typing.Text = ...,
+        realized_pnl: typing.Text = ...,
+        margin_to_trader: typing.Text = ...,
         ) -> None: ...
+    def ClearField(self, field_name: typing_extensions.Literal["exchanged_notional_value",b"exchanged_notional_value","exchanged_position_size",b"exchanged_position_size","funding_payment",b"funding_payment","margin_to_trader",b"margin_to_trader","realized_pnl",b"realized_pnl"]) -> None: ...
 global___MsgClosePositionResponse = MsgClosePositionResponse