some better examples

Author: alexvelea

examples/README.md

@@ -6,17 +6,44 @@
   - the eth private key will only be used in the Py SDK to sign a message
   - the eth private key is not required in order to trade on the platform
   - the eth private key is not passed to the binary
-  - copy the output of the script and post it into `create_cancel_order.py`
+  - save the output of the script as you'll need to use it on all scripts 
   - the output should look like
 ```
 BASE_URL = 'https://testnet.zklighter.elliot.ai'
 API_KEY_PRIVATE_KEY = '0xea5d2eca5be67eca056752eaf27b173518b8a5550117c09d2b58c7ea7d306cc4426f913ccf27ab19'
 ACCOUNT_INDEX = 595
 API_KEY_INDEX = 1
 ```
-- start trading using
-  - `create_cancel_order.py` has an example which created an order on testnet & cancels it
-  - you'll need to set up both your account index, api key index & API Key private key
+## Start trading on testnet
+For each example, you'll need to setup the base url / api_key_private_key / account_index and api_key index using the output of the `setup.py`
+
+  - `create_modify_cancel_order.py`
+    - creates an ask (sell) order for 0.1 ETH @ $4050
+    - modified the order and increases the size to 0.11 ETH and increases the price to $4100
+    - cancels the order
+    - Note: all of these operations use the client order index of the order. You can use the order from the exchange as well
+  
+  - `create_grouped_ioc_with_attached_sl_tp.py`
+    - creates an ask (sell) IoC order for 0.1 ETH
+    - along w/ the order, it sets up a Stop Loss (SL) and a Take Profit (TP) order for the whole size of the order
+    - the size of the SL/TP will be equal to the executed size of the order
+    - the SL/TP orders are canceled when the sign of your position changes
+
+  - `create_position_tied_sl_tl.py`
+    - creates a bid (buy) Stop Loss (SL) and a Take Profit (TP) to close your short position
+    - the size of the orders will be for your whole position (because BaseAmount=0)
+    - the orders will grow / shrink as you accumulate more position
+    - the SL/TP orders are canceled when the sign of your position changes
+
+### On SL/TP orders
+SL/TP orders need to be configured beyond just setting the trigger price. When the trigger price is set, 
+the order will just be executed, like a normal order. This means that a market order, for example, might not have enough slippage! \
+Let's say that you have a 1 BTC long position, and the current price is $110'000. \
+You want to set up a take profit at $120'000
+- order should be an ask (sell) order, to close your position
+- the trigger price should be $120'000
+
+What about the order type
 
 ## Setup steps for mainnet
 - deposit money on Lighter to create an account first

examples/create_grouped_ioc_with_attached_sl_tp.py

@@ -0,0 +1,74 @@
+import asyncio
+import lighter
+import logging
+
+from lighter.signer_client import CreateOrderTxReq
+
+logging.basicConfig(level=logging.DEBUG)
+
+# The API_KEY_PRIVATE_KEY provided belongs to a dummy account registered on Testnet.
+# It was generated using the setup_system.py script, and serves as an example.
+BASE_URL = "https://testnet.zklighter.elliot.ai"
+API_KEY_PRIVATE_KEY = "0xed636277f3753b6c0275f7a28c2678a7f3a95655e09deaebec15179b50c5da7f903152e50f594f7b"
+ACCOUNT_INDEX = 65
+API_KEY_INDEX = 3
+
+
+async def main():
+    client = lighter.SignerClient(
+        url=BASE_URL,
+        private_key=API_KEY_PRIVATE_KEY,
+        account_index=ACCOUNT_INDEX,
+        api_key_index=API_KEY_INDEX,
+    )
+
+    ioc_order = CreateOrderTxReq(
+        MarketIndex=0,
+        ClientOrderIndex=0,
+        BaseAmount=1000,  # 0.1 ETH
+        Price=300000,  # $3000
+        IsAsk=1,  # sell
+        Type=lighter.SignerClient.ORDER_TYPE_LIMIT,
+        TimeInForce=lighter.SignerClient.ORDER_TIME_IN_FORCE_IMMEDIATE_OR_CANCEL,
+        ReduceOnly=0,
+        TriggerPrice=0,
+        OrderExpiry=0,
+    )
+
+    # Create a One-Cancels-the-Other grouped order with a take-profit and a stop-loss order
+    take_profit_order = CreateOrderTxReq(
+        MarketIndex=0,
+        ClientOrderIndex=0,
+        BaseAmount=0,
+        Price=300000,
+        IsAsk=0,
+        Type=lighter.SignerClient.ORDER_TYPE_TAKE_PROFIT_LIMIT,
+        TimeInForce=lighter.SignerClient.ORDER_TIME_IN_FORCE_GOOD_TILL_TIME,
+        ReduceOnly=1,
+        TriggerPrice=300000,
+        OrderExpiry=-1,
+    )
+
+    stop_loss_order = CreateOrderTxReq(
+        MarketIndex=0,
+        ClientOrderIndex=0,
+        BaseAmount=0,
+        Price=500000,
+        IsAsk=0,
+        Type=lighter.SignerClient.ORDER_TYPE_STOP_LOSS_LIMIT,
+        TimeInForce=lighter.SignerClient.ORDER_TIME_IN_FORCE_GOOD_TILL_TIME,
+        ReduceOnly=1,
+        TriggerPrice=500000,
+        OrderExpiry=-1,
+    )
+
+    transaction = await client.create_grouped_orders(
+        grouping_type=lighter.SignerClient.GROUPING_TYPE_ONE_TRIGGERS_A_ONE_CANCELS_THE_OTHER,
+        orders=[ioc_order, take_profit_order, stop_loss_order],
+    )
+
+    print("Create Grouped Order Tx:", transaction)
+    await client.close()
+
+if __name__ == "__main__":
+    asyncio.run(main())

examples/create_cancel_order.py examples/create_modify_cancel_order.pyexamples/create_cancel_order.py renamed to examples/create_modify_cancel_order.py

@@ -36,8 +36,8 @@ async def main():
     tx, tx_hash, err = await client.create_order(
         market_index=0,
         client_order_index=123,
-        base_amount=100000,
-        price=405000,
+        base_amount=1000,  # 0.1 ETH
+        price=405000,  # $4050
         is_ask=True,
         order_type=lighter.SignerClient.ORDER_TYPE_LIMIT,
         time_in_force=lighter.SignerClient.ORDER_TIME_IN_FORCE_GOOD_TILL_TIME,
@@ -48,8 +48,15 @@ async def main():
     if err is not None:
         raise Exception(err)
 
-    auth, err = client.create_auth_token_with_expiry(lighter.SignerClient.DEFAULT_10_MIN_AUTH_EXPIRY)
-    print(f"{auth=}")
+    # create order
+    tx, tx_hash, err = await client.modify_order(
+        market_index=0,
+        order_index=123,
+        base_amount=1100,  # 0.11 ETH
+        price=410000,  # $4100
+        trigger_price=0,
+    )
+    print(f"Modify Order {tx=} {tx_hash=} {err=}")
     if err is not None:
         raise Exception(err)
 

examples/create_grouped_orders.py examples/create_position_tied_sl_tl.pyexamples/create_grouped_orders.py renamed to examples/create_position_tied_sl_tl.py

@@ -13,6 +13,7 @@
 ACCOUNT_INDEX = 65
 API_KEY_INDEX = 3
 
+
 async def main():
     client = lighter.SignerClient(
         url=BASE_URL,
@@ -25,7 +26,7 @@ async def main():
     take_profit_order = CreateOrderTxReq(
         MarketIndex=0,
         ClientOrderIndex=0,
-        BaseAmount=1000,
+        BaseAmount=0,
         Price=300000,
         IsAsk=0,
         Type=lighter.SignerClient.ORDER_TYPE_TAKE_PROFIT_LIMIT,
@@ -38,7 +39,7 @@ async def main():
     stop_loss_order = CreateOrderTxReq(
         MarketIndex=0,
         ClientOrderIndex=0,
-        BaseAmount=1000,
+        BaseAmount=0,
         Price=500000,
         IsAsk=0,
         Type=lighter.SignerClient.ORDER_TYPE_STOP_LOSS_LIMIT,