weth-pusd constants

dydx/client.py

@@ -105,7 +105,7 @@ def _make_solo_order(
         baseMarket, quoteMarket = utils.pair_to_base_quote_markets(market)
         isBuy = utils.get_is_buy(side)
         if limitFee is None:
-            limitFee = utils.get_limit_fee(baseMarket, amount, postOnly)
+            limitFee = utils.get_limit_fee(baseMarket, amount)
 
         order = {
             'salt': random.randint(0, 2**256),
@@ -167,7 +167,7 @@ def _make_perp_order(
         baseMarket, _ = utils.pair_to_base_quote_markets(market)
         isBuy = utils.get_is_buy(side)
         if limitFee is None:
-            limitFee = utils.get_limit_fee(baseMarket, amount, postOnly)
+            limitFee = utils.get_limit_fee(baseMarket, amount)
 
         order = {
             'salt': random.randint(0, 2**256),

dydx/constants.py

@@ -33,13 +33,15 @@
 MARKET_USDC = 2
 MARKET_DAI = 3
 MARKET_PBTC = 'PBTC'
+MARKET_PUSD = 'PUSD'
 MARKET_INVALID = 4
 
 # ------------ Pairs ------------
 PAIR_WETH_DAI = 'WETH-DAI'
 PAIR_WETH_USDC = 'WETH-USDC'
 PAIR_DAI_USDC = 'DAI-USDC'
 PAIR_PBTC_USDC = 'PBTC-USDC'
+PAIR_WETH_PUSD = 'WETH_PUSD'
 
 DECIMALS_WETH = 18
 DECIMALS_SAI = 18
@@ -53,17 +55,7 @@
 
 # ------------ Fees ------------
 FROM_BIPS = Decimal('1e-4')
-SMALL_TRADE_SIZE_WETH = 20 * (10 ** DECIMALS_WETH)
-SMALL_TRADE_SIZE_DAI = 10000 * (10 ** DECIMALS_DAI)
-SMALL_TRADE_SIZE_PBTC = 0.5 * (10 ** DECIMALS_PBTC)
-FEE_SMALL_WETH = Decimal(100) * FROM_BIPS
-FEE_LARGE_WETH = Decimal(15) * FROM_BIPS
-FEE_SMALL_DAI = Decimal(100) * FROM_BIPS
-FEE_LARGE_DAI = Decimal(5) * FROM_BIPS
-FEE_LARGE_PBTC = Decimal(7.5) * FROM_BIPS
-FEE_SMALL_PBTC = Decimal(50) * FROM_BIPS
-FEE_MAKER_PBTC = Decimal(-2.5) * FROM_BIPS
-FEE_ZERO = Decimal(0)
+LIMIT_FEE = Decimal(100) * FROM_BIPS
 
 # ------------ Transaction Constants ------------
 DEFAULT_GAS_AMOUNT = 250000

dydx/util.py

@@ -95,6 +95,8 @@ def pair_to_base_quote_markets(pair):
         return (consts.MARKET_DAI, consts.MARKET_USDC)
     elif pair == consts.PAIR_PBTC_USDC:
         return (consts.MARKET_PBTC, consts.MARKET_USDC)
+    elif pair == consts.PAIR_WETH_PUSD:
+        return (consts.MARKET_PUSD, consts.MARKET_WETH)
     raise ValueError('Invalid pair')
 
 
@@ -106,31 +108,8 @@ def get_is_buy(side):
     raise ValueError('Invalid side')
 
 
-def get_limit_fee(base_market, amount, postOnly):
-    if postOnly:
-        if base_market == consts.MARKET_PBTC:
-            if (amount < consts.SMALL_TRADE_SIZE_PBTC):
-                return consts.FEE_ZERO
-            else:
-                return consts.FEE_MAKER_PBTC
-        else:
-            return consts.FEE_ZERO
-    if base_market == consts.MARKET_WETH:
-        if (amount < consts.SMALL_TRADE_SIZE_WETH):
-            return consts.FEE_SMALL_WETH
-        else:
-            return consts.FEE_LARGE_WETH
-    elif base_market == consts.MARKET_DAI:
-        if (amount < consts.SMALL_TRADE_SIZE_DAI):
-            return consts.FEE_SMALL_DAI
-        else:
-            return consts.FEE_LARGE_DAI
-    elif base_market == consts.MARKET_PBTC:
-        if (amount < consts.SMALL_TRADE_SIZE_PBTC):
-            return consts.FEE_SMALL_PBTC
-        else:
-            return consts.FEE_LARGE_PBTC
-    raise ValueError('Invalid base_market')
+def get_limit_fee(base_market, amount):
+    return consts.LIMIT_FEE
 
 
 def decimalToStr(d):

tests/test_client.py

@@ -94,7 +94,7 @@ def _additional_matcher(request):
         assert order['amount'] == str(args['amount'])
         assert order['limitPrice'] == str(args['limitPrice'])
         assert order['triggerPrice'] == '0'
-        assert order['limitFee'] == '0.00075'
+        assert order['limitFee'] == '0.01'
         assert order['maker'] == client.public_address
         assert order['taker'] == consts.TAKER_ACCOUNT_OWNER
         assert abs(