quantpylib.wrappers.paradex

quantpylib.wrappers.paradex module is our official Paradex wrapper SDK implementing the endpoints for perpetuals trading. The library supports a fully asynchronous endpoint for efficiency and lightweight concurrency. The websocket manager handles reconnections and resubsriptions under network errors and upgrades.

We will demonstrate usage of the library. On top of the endpoints exposed by the exchange, we have added a variety of utility functions.

Examples

We would demonstrate some endpoints. Refer to full documentation for details.

import os 
import pytz
import asyncio
from pprint import pprint
from datetime import datetime
from dotenv import load_dotenv
load_dotenv()

from quantpylib.wrappers.paradex import Paradex

async def print_handler(msg): 
    print(msg)

async def main():
    '''using the SDK'''
    pdx = Paradex(
        key=os.getenv("ETH_KEY"),
        l2_secret=os.getenv("PARADEX_SECRET"),
    )
    '''quantpylib.gateway endpoints'''
    await pdx.init_client()
    print(pdx.get_price_precision("BTC-USD-PERP"))
    print(pdx.get_lot_precision("BTC-USD-PERP"))

    '''ACCOUNT ENDPOINTS'''
    pprint(await pdx.account_balance())
    await pdx.account_fill_subscribe(handler=print_handler)

    '''EXCHANGE ENDPOINTS'''
    pprint(await pdx.contract_specifications())
    pprint(await pdx.get_funding_info())

    '''EXECUTOR ENDPOINTS'''
    cloid = pdx.rand_cloid()
    print(cloid)
    pprint(await pdx.get_all_mids())
    pprint(await pdx.get_all_marks())
    pprint(await pdx.limit_order(ticker="SOL-USD-PERP",amount=1,price=99.99,cloid=cloid))
    pprint(await pdx.cancel_open_orders()) #or use ticker="SOL-USD-PERP"
    pprint(await pdx.cancel_order(ticker="SOL-USD-PERP",cloid=cloid)) #or use oid
    pprint(await pdx.market_order(ticker="SOL-USD-PERP",amount=-0.5))
    pprint(await pdx.l2_book_get(ticker="BTC-USD-PERP"))
    await pdx.l2_book_mirror(ticker="BTC-USD-PERP",on_update=print_handler)
    await pdx.l2_book_subscribe(ticker="BTC-USD-PERP",handler=print_handler)
    await pdx.trades_subscribe(ticker="BTC-USD-PERP",handler=print_handler)
    await pdx.all_mids_subscribe(handler=print_handler)
    await pdx.oracle_subscribe(handler=print_handler) #get USDC/USD oracle

    '''ORDERS ENDPOINTS'''
    pprint(await pdx.order_query(ticker='SOL-USD-PERP',cloid='1234'))
    pprint(await pdx.orders_get())
    await pdx.orders_mirror(on_update=print_handler)
    await pdx.order_updates_subscribe(handler=print_handler)

    '''POSITIONS ENDPOINTS'''
    pprint(await pdx.positions_get())
    await pdx.positions_mirror(on_update=print_handler)

    '''DATAPOLLER ENDPOINTS'''
    # pprint(await pdx.get_trade_bars(
    #     ticker='BTC-USD-PERP',
    #     start=datetime(2021,1,1, tzinfo=pytz.utc),
    #     end=datetime.now(pytz.utc),
    #     granularity=Period.HOURLY,
    #     granularity_multiplier=1,
    # ))

    '''raw exchange endpoints API - refer to docs for the other method implementations'''
    pprint(await pdx.get_account())
    pprint(await pdx.get_profile())
    pprint(await pdx.get_balances())
    pprint(await pdx.get_fills())
    pprint(await pdx.get_tradebusts())
    #>... many more
    await asyncio.sleep(1e9)

if __name__ == "__main__":
    asyncio.run(main())

Paradex

__init__(key=None, secret=None, l2_secret=None)

Instantiates the Paradex wrapper class.

Parameters:

Name	Type	Description	Default
key	str	Ethereum L1 public address.	None
secret	str	Ethereum L1 private key.	None
l2_secret	str	Starknet L2 private key.	None

account_balance(**kwargs) async

Retrieve balance details of the user, such as equity, margin (total, maintenance) and pnl.

Returns:

Type	Description
dict	Balance details.

account_fill_subscribe(handler, **kwargs) async

Subscribe to account fill updates.

Parameters:

Name	Type	Description	Default
handler	coroutine	Coroutine handler receiving the account fill messages.	required

account_fill_unsubscribe(**kwargs) async

Unsubscribe to account fill updates.

all_mids_subscribe(handler, **kwargs) async

Subscribe to mid-price updates for all tickers.

Parameters:

Name	Type	Description	Default
handler	coroutine	A coroutine handler for the message received.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

all_mids_unsubscribe(**kwargs) async

Unsubscribe from mid-price updates for all tickers.

cancel_all_orders(market=None) async

Cancel all orders.

Parameters:

Name	Type	Description	Default
market	str	The market symbol. Defaults to None (cancel all open orders).	None

cancel_open_orders(ticker=None, **kwargs) async

Cancel open orders on the exchange.

Parameters:

Name	Type	Description	Default
ticker	str	The coin symbol. Defaults to None, which means cancel all open orders.	None
**kwargs		Additional keyword arguments for further customization.	{}

Returns:

Name	Type	Description
Any		The result of the cancellation request. Returns None if no open orders are found or no orders are canceled.

cancel_order(oid=None, cloid=None, **kwargs) async

Cancel an order.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
oid	int	Order ID to cancel.	None
cloid	str	Client Order ID to cancel.	None
**kwargs		Exchange wrapper specific keyword arguments.	{}

cancel_order_by_cloid(client_id) async

Cancel order by client ID.

Parameters:

Name	Type	Description	Default
client_id	str	The client ID for the order.	required

cancel_order_by_oid(order_id) async

Cancel order by order ID.

Parameters:

Name	Type	Description	Default
order_id	str	The order ID.	required

contract_specifications(**kwargs) async

Retrieve the contract's trading rules from the exchange.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
dict		A dictionary containing contract specifications for each asset with key-values: - SYMBOL_PRICE_PRECISION. - SYMBOL_QUANTITY_PRECISION. - SYMBOL_MIN_NOTIONAL - SYMBOL_BASE_ASSET - SYMBOL_QUOTE_ASSET

get_account() async

Get account details.

get_all_marks(**kwargs) async

Retrieve the mark-price for all available tickers.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
dict		A dictionary with contract symbols as keys and their corresponding mark-prices (Decimal) as values.

get_all_mids(**kwargs) async

Retrieve the mid-price for all available tickers.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
dict		A dictionary with contract symbols as keys and their corresponding mid-prices (Decimal) as values if ticker is not provided.

get_balances() async

Get account balances.

get_bbo(market) async

Get the best bid and offer for a specific market.

Parameters:

Name	Type	Description	Default
market	str	The market symbol.	required

get_fills(**kwargs) async

Get account fills.

Parameters:

Name	Type	Description	Default
**kwargs		Additional params.	{}

get_funding_data(market, **kwargs) async

Get funding data for a specific market.

Parameters:

Name	Type	Description	Default
market	str	The market symbol.	required

get_funding_info(**kwargs) async

Retrieve funding information from the exchange.

Returns:

Name	Type	Description
dict		A dictionary containing information for each asset with key-values: - FUNDING_RATE. - NEXT_FUNDING. - MARK_PRICE. - FUNDING_INTERVAL.

get_funding_payments(**kwargs) async

Get account funding payments.

Parameters:

Name	Type	Description	Default
**kwargs		Additional params.	{}

get_insurance() async

Get insurance details.

get_jwt_token()

Get the current JWT token for the exchange private methods.

get_liquidations(**kwargs) async

Get liquidations.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

get_lot_precision(ticker)

Retrieves the lot size precision for a specified ticker.

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required

Returns:

Name	Type	Description
int		The number of decimal places for lot size precision.

get_markets() async

Get all available markets.

get_markets_summary(market='ALL', **kwargs) async

Get the summary of all markets.

Parameters:

Name	Type	Description	Default
market	str	The market symbol. Defaults to 'ALL'.	'ALL'
**kwargs		Additional keyword arguments.	{}

get_ohlcv(end_at, resolution, start_at, symbol) async

Get OHLCV data for a specific market.

Parameters:

Name	Type	Description	Default
end_at	str	The end time.	required
resolution	str	The resolution of the candle.	required
start_at	str	The start time.	required
symbol	str	The market symbol.	required

get_open_orders(**kwargs) async

Get open orders.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

get_open_positions() async

Get open positions.

get_order_by_cloid(client_id) async

Get order by client ID.

Parameters:

Name	Type	Description	Default
client_id	str	The client ID for the order.	required

get_order_by_oid(order_id) async

Get order by order ID.

Parameters:

Name	Type	Description	Default
order_id	str	The order ID.	required

get_orderbook(market, **kwargs) async

Get the orderbook for a specific market.

Parameters:

Name	Type	Description	Default
market	str	The market symbol.	required

get_orders_history(**kwargs) async

Get list of orders history.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword	{}

get_points(market, program) async

Get points data for a specific market and program.

Parameters:

Name	Type	Description	Default
market	str	The market symbol.	required
program	str	The program.	required

get_price_precision(ticker)

Retrieves the price precision for a specified ticker.

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol.	required

Returns:

Name	Type	Description
int		The number of decimal places for price precision.

get_profile() async

Get profile details.

get_referral_config() async

Get referral config.

get_referral_summary() async

Get user referral summary.

get_system_config() async

Get exchange system config.

get_system_state() async

Get exchange system state.

get_system_time() async

Get exchange system time.

get_tradebusts() async

Get tradebusts.

get_trades(market, **kwargs) async

Get trades for a specific market.

Parameters:

Name	Type	Description	Default
market	str	The market symbol.	required
**kwargs		Additional keyword arguments.	{}

get_transactions(**kwargs) async

Get transactions.

Parameters:

Name	Type	Description	Default
**kwargs		Additional params.	{}

get_transfers(**kwargs) async

Get transfers.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

get_vault_account_summary(**kwargs) async

Get user's vault account summary.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

get_vault_config() async

Get vault config.

get_vault_history(address, type, resolution) async

Get vault history.

Parameters:

Name	Type	Description	Default
address	str	The address of the vault.	required
type	str	The type.	required
resolution	str	The resolution of history.	required

get_vault_positions(address) async

Get vault positions.

Parameters:

Name	Type	Description	Default
address	str	The address of the vault.	required

get_vault_summary(**kwargs) async

Get exchange vault summary.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

get_vaults(**kwargs) async

Get vault details.

Parameters:

Name	Type	Description	Default
**kwargs		Additional keyword arguments.	{}

init_client() async

Initializes the exchange client.

l2_book_get(ticker, depth=100, standardize_schema=True, **kwargs) async

Retrieve the L2 Order Book for a specific ticker.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
depth	int	Depth of the order book. Defaults to 100.	100
standardize_schema	bool	If True, returns the order book in a standardized schema. Defaults to True.	True
**kwargs		Additional keyword arguments specific to the exchange wrapper.	{}

l2_book_mirror(ticker, depth=15, buffer_size=100, as_dict=True, on_update=None, speed_ms=100, **kwargs) async

Keep a live, internal L2 Order Book representation using a l2-book subscription.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
depth	int	Depth of the order-book representation.	15
buffer_size	int	Size of the order-book buffer, if as_dict is False.	100
as_dict	(bool, True)	If True, pass state as dictionary, otherwise as a quantpylib.hft.lob.LOB object into handlers.	True
on_update	coroutine	A coroutine handler when order book state is updated.	None
speed_ms	(int, 100)	Speed of the order book updates in milliseconds.	100
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_peek(ticker, as_dict=True, **kwargs)

Retrieve the mirrored, local internal L2 Order Book representation.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
as_dict	(bool, True)	If True, return state as dictionary, otherwise as a quantpylib.hft.lob.LOB object.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_subscribe(ticker, handler, depth=15, speed_ms=100, standardize_schema=True, **kwargs) async

Subscribe to L2 Order Book stream.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
handler	coroutine	A coroutine handler for the message received.	required
depth	int	Depth of the l2 stream updates. Defaults to 15 (snapshot). Other depths are delta updates.	15
speed_ms	int	Speed of the order book updates in milliseconds. Defaults to 100.	100
standardize_schema	(bool, True)	Processes the incoming message to {ts,b,a}	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

l2_book_subscriptions(**kwargs)

Retrieve the list of open l2 book subscriptions.

l2_book_unsubscribe(ticker, depth=15, speed_ms=100, **kwargs) async

Unsubscribe from L2 Order Book.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
depth	int	Depth of the l2 stream update subscribed. Defaults to 15.	15
speed_ms	int	Speed of the order book updates in milliseconds. Defaults to 100.	100
**kwargs		Exchange wrapper specific keyword arguments.	{}

limit_order(ticker, amount, price, tif='GTC', reduce_only=False, cloid=None, round_price=False, round_size=False, **kwargs) async

Submit a limit order.

Parameters:

Name	Type	Description	Default
ticker	str	The coin symbol.	required
amount	float or Decimal	The signed quantity of contracts to long or short.	required
price	float	The price at which to execute the order.	required
tif	str	The time in force for the order. Defaults to "Gtc". Allowed values are: - "GTC" (Good 'til canceled) - "POST_ONLY" (Add liquidity only) - "IOC" (Immediate or cancel)	'GTC'
reduce_only	bool	Whether the order should only reduce an existing position. Defaults to False.	False
cloid	str	Client order ID for order tracking. Defaults to None.	None
round_price	bool	Whether to round the price to a valid order specification. Defaults to False.	False
round_size	bool	Whether to round the price to a valid order specification. Defaults to False.	False
**kwargs		Additional keyword arguments for order customization.	{}

Returns:

Name	Type	Description
Any		The result of the order placement.

market_order(ticker, amount, tif='GTC', reduce_only=False, cloid=None, round_size=False, **kwargs) async

Submit a market order.

Parameters:

Name	Type	Description	Default
ticker	str	The ticker symbol for the asset.	required
amount	float or Decimal	The signed quantity of contracts to long or short.	required
tif	str	Time in force. Defaults to GTC. Valid values are GTC, IOC.	'GTC'
reduce_only	bool	Whether the order should only reduce an existing position. Defaults to False.	False
cloid	str	Client order ID for custom tracking. Defaults to None.	None
round_size	bool	Whether to round the price to a valid order specification. Defaults to False.	False
**kwargs		Additional keyword arguments specific to the exchange wrapper.	{}

Returns:

Name	Type	Description
Any		The result of the order placement. This typically includes a confirmation of the placed order, or an error message if the order could not be placed.

oracle_subscribe(handler, ticker='USDC', **kwargs) async

Subscribe to the USD/USDC price updates.

order_query(ticker, oid=None, cloid=None, as_dict=True, **kwargs) async

Get order details using client order ID.

Parameters:

Name	Type	Description	Default
oid	str	Order ID in exchange (not used for actual query, echoed back as result).	None
cloid	str	Client Order ID (used for actual query).	None
as_dict	bool	If True, return the order details as a dictionary. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

order_updates_subscribe(handler, **kwargs) async

Subscribe to creation, updation and deletion of account's orders.

Parameters:

Name	Type	Description	Default
handler	coroutine	A coroutine handler for the message received.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}

order_updates_unsubscribe(**kwargs) async

Unsubscribe from order events.

orders_get(**kwargs) async

Get all open orders.

Returns:

Name	Type	Description
dict		A dictionary containing order details.

orders_mirror(on_update=None, as_list=True, **kwargs) async

Keeps a local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
on_update	coroutine	A coroutine handler for orders dictionary on order event.	None
as_list	bool	If True, pass state as list, otherwise as quantpylib.standards.Orders object into handlers.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

orders_peek(as_dict=True, **kwargs)

Retrieves the local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
as_dict	bool	If True, pass state as dictionary, otherwise as quantpylib.standards.Orders object.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

positions_get() async

Get all open position details.

Parameters:

Name	Type	Description	Default
**kwargs		Exchange wrapper specific keyword arguments.	required

positions_mirror(on_update=None, as_dict=True, **kwargs) async

Keeps a local mirror copy of the account open orders.

Parameters:

Name	Type	Description	Default
on_update	coroutine	A coroutine handler for positions dictionary on fill.	None
as_dict	bool	If True, the method returns positions as a dictionary, otherwise as a quantpylib.standards.Positions object. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

positions_peek(as_dict=True, **kwargs)

Retrieves the local mirror copy of the account open positions.

Parameters:

Name	Type	Description	Default
as_dict	bool	If True, the method returns positions as a dictionary, otherwise as a quantpylib.standards.Positions object. Defaults to True.	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

post_auth() async

Post on auth request for a valid JWT token.

post_onboarding() async

Post on onboarding request.

post_order(market, instruction, side, size, type, price=Decimal('0'), client_id=None, reduce_only=False, recv_window=None, stp=None, trigger_price=None, **kwargs) async

Submit an order to the exchange.

Parameters:

Name	Type	Description	Default
market	str	The market symbol.	required
instruction	str	The instruction for the order.	required
side	str	The side of the order.	required
size	float or Decimal	The size of the order.	required
type	str	The type of the order.	required
price	float or Decimal	The price of the order. Defaults to Decimal('0') for market order.	Decimal('0')
client_id	str	The client ID for the order. Defaults to None.	None
reduce_only	bool	Whether the order is reduce only. Defaults to False.	False
recv_window	int	The receive window for the order. Defaults to None.	None
stp	str	The stop price for the order. Defaults to None.	None
trigger_price	float or Decimal	The trigger price for the order. Defaults to None.	None
**kwargs		Additional keyword arguments.	{}

rand_cloid(start='', end='', **kwargs)

Generate a random string (cloid) consisting of hexadecimal characters.

Parameters:

Name	Type	Description	Default
start	str	A string to prepend to the generated random string. Defaults to ''.	''
end	str	A string to append to the generated random string. Defaults to ''.	''
**kwargs		Additional keyword arguments.	{}

Returns:

Name	Type	Description
str		A random hexadecimal string with a total length of 36 characters, including the optional 'start' and 'end' strings.

trades_subscribe(ticker, handler, standardize_schema=True, **kwargs) async

Subscribe to trade updates.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
handler	coroutine	A coroutine handler for the message received.	required
standardize_schema	(bool, True)	Processes the incoming message to (ts,price,sz,dir)	True
**kwargs		Exchange wrapper specific keyword arguments.	{}

trades_unsubscribe(ticker, **kwargs) async

Unsubscribe from trade updates.

Parameters:

Name	Type	Description	Default
ticker	str	Ticker symbol.	required
**kwargs		Exchange wrapper specific keyword arguments.	{}