First Public Version

LocalPreferences.toml

@@ -0,0 +1,8 @@
+[DydxV3]
+apiKey = "YourKey"
+apiPassPhrase = "Your Passphrase"
+apiSecret = "Your Secret"
+starkPrivateKey = "Your PrivateKey"
+starkPublicKey = "Your PublicKey"
+starkPublicKeyYCoordinate = "Your Public Key Coordinate"
+walletAddress = "Your 0xAddress"

Project.toml

@@ -1,10 +1,23 @@
 name = "DydxV3"
-uuid = "aeb184e1-2eba-4dfa-950e-27d85795a490"
-authors = ["Olivier Milla <[email protected]> and contributors"]
-version = "1.0.0-DEV"
+uuid = "81fc79e4-7aed-40c1-9951-444e465e3245"
+authors = ["Olivier Milla <[email protected]>"]
+version = "0.7.1"
 
-[compat]
-julia = "1.9"
+[deps]
+Base64 = "2a0f44e3-6c83-55bd-87e4-b1978d98bd5f"
+Dates = "ade2ca70-3891-5945-98fb-dc099432e06a"
+HTTP = "cd3eb016-35fb-5094-929b-558a96fad6f3"
+JSON3 = "0f8b85d8-7281-11e9-16c2-39a750bddbf1"
+Preferences = "21216c6a-2e73-6563-6e65-726566657250"
+Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
+SHA = "ea8e919c-243c-51af-8825-aaa63cd721ce"
+URIs = "5c2747f8-b7ea-4ff2-ba2e-563bfd36b1d4"
+
+[weakdeps]
+Rocket = "df971d30-c9d6-4b37-b8ff-e965b2cb3a40"
+
+[extensions]
+RocketExt = "Rocket"
 
 [extras]
 Test = "8dfed614-e22c-5e08-85e1-65c5234f0b40"

README.md

@@ -1,3 +1,9 @@
 # DydxV3
 
 [![Build Status](https://github.com/oliviermilla/DydxV3.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/oliviermilla/DydxV3.jl/actions/workflows/CI.yml?query=branch%3Amain)
+
+API integration of [dydxV3 exchange](https://dydx.exchange/) in Julia.
+
+See the [provided](https://github.com/oliviermilla/DydxV3/blob/main/LocalPreferences.toml) [Preferences.jl](https://github.com/JuliaPackaging/Preferences.jl) file for the expected API keys.
+
+Enjoy!

ext/RocketExt.jl

@@ -0,0 +1,9 @@
+module RocketExt
+
+import DydxV3
+
+using Rocket
+
+Rocket.scalarness(::Type{DydxV3.Trade}) = Rocket.Scalar()
+
+end

src/Constants.jl

@@ -0,0 +1,29 @@
+module Constants
+
+export
+    DATE_FORMAT,
+    HTTP_PRODUCTION_URL,
+    HTTP_STAGING_URL,
+    TRADE_SIDES,
+    WEBSOCKET_PRODUCTION_URL,
+    WEBSOCKET_STAGING_URL,
+    WEBSOCKET_CHANNELS, ACCOUNT, ORDERBOOK, TRADES, MARKETS,
+    ENVIRONNMENT_TYPE, PRODUCTION, STAGING
+
+using Dates
+
+const DATE_FORMAT = dateformat"YYYY-mm-ddTHH:MM:SS.sZ"
+
+@enum ENVIRONNMENT_TYPE PRODUCTION STAGING
+
+const HTTP_PRODUCTION_URL = "https://api.dydx.exchange/v3/"
+const HTTP_STAGING_URL = "https://api.stage.dydx.exchange"
+
+const WEBSOCKET_PRODUCTION_URL = "wss://api.dydx.exchange/v3/ws"
+const WEBSOCKET_STAGING_URL = "wss://api.stage.dydx.exchange/v3/ws"
+
+@enum WEBSOCKET_CHANNELS ACCOUNT ORDERBOOK TRADES MARKETS
+
+const TRADE_SIDES = ["BUY", "SELL"]
+
+end

src/Data.jl

@@ -0,0 +1,231 @@
+module Data
+
+export
+    Account,
+    Fill,
+    FundingPayment,
+    HistoricalPnl,
+    Market,
+    Order,
+    OrderBook,
+    OrderBookLevel,
+    Position,
+    Trade,
+    Transfer,
+    User,
+    UserData,
+    UserPreferences,
+    UserTradeOption,
+    UserWarnings
+
+using Dates
+using JSON3
+
+struct Position
+    market::String
+    status::String
+    side::String
+    size::Float64
+    maxSize::Float64
+    entryPrice::Float64
+    exitPrice::Float64
+    unrealizedPnl::Float64
+    realizedPnl::Float64
+    createdAt::DateTime
+    closedAt::Union{Nothing,DateTime}
+    sumOpen::Float64
+    sumClose::Float64
+    netFunding::Float64
+end
+
+struct Account
+    starkKey::String
+    positionId::UInt32
+    equity::Float64
+    freeCollateral::Float64
+    pendingDeposits::Float64
+    pendingWithdrawals::Float64
+    openPositions::Dict{String,Position}
+    accountNumber::UInt16
+    id::String
+    quoteBalance::Float64
+    createdAt::DateTime
+end
+
+struct Fill
+    id::String
+    side::String
+    liquidity::String
+    type::String
+    market::String
+    orderId::String
+    price::Float64
+    size::Float64
+    fee::Float32
+    createdAt::DateTime
+end
+
+struct FundingPayment
+    market::String
+    payment::Float64
+    rate::Float64
+    positionSize::Float64
+    price::Float64
+    effectiveAt::DateTime
+end
+
+struct HistoricalPnl
+    equity::Float64
+    totalPnl::Float64
+    createdAt::DateTime
+    netTransfers::Float64
+    accountId::String
+end
+
+struct Market
+    market::Union{Nothing, String}
+    status::Union{Nothing, String}
+    baseAsset::Union{Nothing, String}
+    quoteAsset::Union{Nothing, String}
+    stepSize::Union{Nothing, Float16}
+    tickSize::Union{Nothing, Float16}
+    indexPrice::Union{Nothing, Float32}
+    oraclePrice::Union{Nothing, Float32}
+    priceChange24H::Union{Nothing, Float32}
+    nextFundingRate::Union{Nothing, Float32}
+    nextFundingAt::Union{Nothing, DateTime}
+    minOrderSize::Union{Nothing, Float16}
+    type::Union{Nothing, String}
+    initialMarginFraction::Union{Nothing, Float16}
+    maintenanceMarginFraction::Union{Nothing, Float16}
+    baselinePositionSize::Union{Nothing, UInt32}
+    incrementalPositionSize::Union{Nothing, UInt32}
+    incrementalInitialMarginFraction::Union{Nothing, Float16}
+    transferMarginFraction::Union{Nothing, Float32}
+    maxPositionSize::Union{Nothing, UInt64}
+    volume24H::Union{Nothing, Float32}
+    trades24H::Union{Nothing, UInt32}
+    openInterest::Union{Nothing, Float32}
+    assetResolution::Union{Nothing, UInt64}
+    syntheticAssetId::Union{Nothing, String}
+end
+
+struct Order
+    accountId::String
+    market::String
+    side::String
+    id::String
+    remainingSize::Float64
+    price::Float64
+end
+
+struct OrderBookLevel
+    size::Float32
+    price::Float32
+end
+
+struct OrderBook
+    bids::Vector{OrderBookLevel}
+    asks::Vector{OrderBookLevel}
+end
+
+struct Trade
+    side::String
+    size::Float64
+    price::Float64
+    createdAt::DateTime
+    liquidation::Bool
+end
+
+struct Transfer
+    # id::String
+    # type::String
+    # debitAsset::String
+    # creditAsset::String
+    # debitAmount::Float64
+    # creditAmount::Float64
+    # transactionHash::String
+    # status::String
+    # createdAt::DateTime
+    # confirmedAt::DateTime
+    # clientId::Union{String,Nothing}
+    # fromAddress::Union{String,Nothing}
+    # toAddress::Union{String,Nothing}
+    # accountId::String
+    # transferAccountId::Union{String,Nothing}
+end
+
+struct UserTradeOption
+    postOnlyChecked::Bool
+    goodTilTimeInput::UInt8
+    reduceOnlyChecked::Bool
+    goodTilTimeTimescale::String
+    selectedTimeInForceOption::String
+end
+
+struct UserWarnings
+    enableWarning::Bool
+    disableWarning::Bool
+end
+
+struct UserPreferences
+    userTradeOptions::Dict{String,Union{UserTradeOption,String}}
+    popUpNotifications::Bool
+    orderbookAnimations::Bool
+    latestConcludedEpoch::UInt16
+    oneTimeNotifications::Vector{String}
+    leaguesCurrentStartDate::String
+    hasSeenReduceOnlyWarning::UserWarnings
+end
+
+struct UserData
+    walletType::String
+    preferences::UserPreferences
+    starredMarkets::Vector{String}
+end
+
+struct User
+    publicId::String
+    ethereumAddress::String
+    isRegistered::Bool
+    email::Union{String,Nothing}
+    username::Union{String,Nothing}
+    userData::UserData
+    makerFeeRate::Float64
+    takerFeeRate::Float64
+    referralDiscountRate::Union{String,Nothing}
+    makerVolume30D::Float64
+    takerVolume30D::Float64
+    fees30D::Float32
+    referredByAffiliateLink::Union{String,Nothing}
+    isSharingUsername::Union{Nothing,Bool}
+    isSharingAddress::Union{Nothing,Bool}
+    dydxTokenBalance::Float32
+    stakedDydxTokenBalance::Float32
+    activeStakedDydxTokenBalance::Float32
+    isEmailVerified::Bool
+    country::Union{String,Nothing}
+    languageCode::String
+    hedgiesHeld::Vector{String}
+    livenessVerified::Union{Nothing,Bool}
+    livenessVerifiedAt::Union{Nothing,String}
+    syntheticId::String
+end
+
+JSON3.StructTypes.StructType(::Type{Account}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{Fill}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{FundingPayment}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{HistoricalPnl}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{Market}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{Order}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{OrderBook}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{OrderBookLevel}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{Position}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{Trade}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{Transfer}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{User}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{UserData}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{UserPreferences}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{UserTradeOption}) = JSON3.StructTypes.Struct()
+JSON3.StructTypes.StructType(::Type{UserWarnings}) = JSON3.StructTypes.Struct()
+end

src/DydxV3.jl

@@ -1,5 +1,24 @@
 module DydxV3
 
-# Write your package code here.
+include("Constants.jl")
+include("UsesPreferences.jl")
+import .UsesPreferences as Preferences
 
-end
+include("Data.jl")
+
+include("Public.jl")
+include("Private.jl")
+
+include("WebSockets.jl")
+
+import .Constants
+using .Data
+
+using .Public
+using .Private
+
+import .WebSockets
+
+include("Samplers.jl")
+
+end # module DydxV3