feat/extra rfq endpoints

derive_client/clients/base_client.py

@@ -16,6 +16,8 @@
     MakerTransferPositionModuleData,
     MakerTransferPositionsModuleData,
     RecipientTransferERC20ModuleData,
+    RFQQuoteDetails,
+    RFQQuoteModuleData,
     SenderTransferERC20ModuleData,
     TakerTransferPositionModuleData,
     TakerTransferPositionsModuleData,
@@ -616,25 +618,90 @@ def send_quote(self, quote):
         url = self.endpoints.private.send_quote
         return self._send_request(url, quote)
 
-    def create_quote_object(
+    def create_quote(
         self,
         rfq_id,
         legs,
         direction,
     ):
         """Create a quote object."""
         _, nonce, expiration = self.get_nonce_and_signature_expiry()
-        return {
+
+        rfq_legs: list[RFQQuoteDetails] = []
+        for leg in legs:
+            ticker = self.fetch_ticker(instrument_name=leg["instrument_name"])
+            rfq_quote_details = RFQQuoteDetails(
+                instrument_name=ticker["instrument_name"],
+                direction=leg["direction"],
+                asset_address=ticker["base_asset_address"],
+                sub_id=int(ticker["base_asset_sub_id"]),
+                price=leg["price"],
+                amount=Decimal(leg["amount"]),
+            )
+            rfq_legs.append(rfq_quote_details)
+
+        action = SignedAction(
+            subaccount_id=self.subaccount_id,
+            owner=self.wallet,
+            signer=self.signer.address,
+            signature_expiry_sec=MAX_INT_32,
+            nonce=nonce,
+            module_address=self.config.contracts.RFQ_MODULE,
+            module_data=RFQQuoteModuleData(
+                global_direction=direction,
+                max_fee=Decimal("123"),
+                legs=rfq_legs,
+            ),
+            DOMAIN_SEPARATOR=self.config.DOMAIN_SEPARATOR,
+            ACTION_TYPEHASH=self.config.ACTION_TYPEHASH,
+        )
+
+        action.sign(self.signer.key)
+
+        payload = {
+            **action.to_json(),
+            "label": "",
+            "mmp": False,
+            "rfq_id": rfq_id,
+        }
+
+        return self.send_quote(quote=payload)
+
+    def cancel_rfq(self, rfq_id: str):
+        """Cancel an RFQ."""
+        url = self.endpoints.private.cancel_rfq
+        payload = {
             "subaccount_id": self.subaccount_id,
             "rfq_id": rfq_id,
-            "legs": legs,
-            "direction": direction,
-            "max_fee": "10.0",
-            "nonce": nonce,
-            "signer": self.signer.address,
-            "signature_expiry_sec": expiration,
-            "signature": "filled_in_below",
         }
+        return self._send_request(url, json=payload)
+
+    def cancel_batch_rfqs(self, rfq_id: str = None, label: str = None, nonce: int = None):
+        """Cancel RFQs in batch."""
+        url = self.endpoints.private.cancel_batch_rfqs
+        payload = {
+            "subaccount_id": self.subaccount_id,
+        }
+        if rfq_id:
+            payload["rfq_id"] = rfq_id
+        if label:
+            payload["label"] = label
+        if nonce:
+            payload["nonce"] = nonce
+        return self._send_request(url, json=payload)
+
+    def poll_quotes(self, rfq_id: str = None, quote_id: str = None, status: RfqStatus = None):
+        url = self.endpoints.private.poll_quotes
+        payload = {
+            "subaccount_id": self.subaccount_id,
+        }
+        if rfq_id:
+            payload["rfq_id"] = rfq_id
+        if quote_id:
+            payload["quote_id"] = quote_id
+        if status:
+            payload["status"] = status.value
+        return self._send_request(url, json=payload)
 
     def _send_request(self, url, json=None, params=None, headers=None):
         headers = self._create_signature_headers() if not headers else headers

derive_client/data_types/enums.py

@@ -243,6 +243,9 @@ class RfqStatus(Enum):
     """RFQ statuses."""
 
     OPEN = "open"
+    FILLED = "filled"
+    CANCELLED = "cancelled"
+    EXPIRED = "expired"
 
 
 class EthereumJSONRPCErrorCode(IntEnum):

derive_client/endpoints.py

@@ -46,6 +46,9 @@ def __init__(self, base_url: str):
     set_mmp_config = Endpoint("private", "set_mmp_config")
     send_rfq = Endpoint("private", "send_rfq")
     poll_rfqs = Endpoint("private", "poll_rfqs")
+    poll_quotes = Endpoint("private", "poll_quotes")
+    cancel_rfq = Endpoint("private", "cancel_rfq")
+    cancel_batch_rfqs = Endpoint("private", "cancel_batch_rfqs")
     send_quote = Endpoint("private", "send_quote")
     deposit = Endpoint("private", "deposit")
     withdraw = Endpoint("private", "withdraw")

examples/rfqs/create_rfq.py

@@ -0,0 +1,62 @@
+"""
+Create an rfq using the REST API.
+"""
+
+import json
+from datetime import datetime
+
+from derive_client import DeriveClient
+from derive_client.data_types import Environment
+from derive_client.data_types.enums import InstrumentType, OrderSide, UnderlyingCurrency
+from tests.conftest import TEST_PRIVATE_KEY, TEST_WALLET
+from tests.test_rfq import Leg, Rfq
+
+SLEEP_TIME = 1
+
+
+def main():
+    """
+    Sample of polling for RFQs and printing their status.
+    """
+
+    client: DeriveClient = DeriveClient(
+        private_key=TEST_PRIVATE_KEY,
+        wallet=TEST_WALLET,
+        env=Environment.TEST,
+    )
+
+    # we get an option market
+    markets = client.fetch_instruments(
+        instrument_type=InstrumentType.OPTION,
+        currency=UnderlyingCurrency.ETH,
+        expired=False,
+    )
+
+    sorted_markets = sorted(markets, key=lambda m: (m['option_details']['expiry']))
+
+    zero_day_markets = list(
+        filter(lambda m: (m['option_details']['expiry'] - datetime.utcnow().timestamp()) < (3600 * 24), sorted_markets)
+    )
+    print("Zero day markets:")
+    selected_market = zero_day_markets[0]
+    print(json.dumps(selected_market, indent=2))
+    print(f"Found {len(zero_day_markets)} zero day markets")
+    expiry_time = selected_market['option_details']['expiry']
+    current_time = datetime.utcnow().timestamp()
+    print(
+        f"Expiry time: {expiry_time}, current time: {current_time}, time to expiry: {(expiry_time - current_time) / 3600:.2f} hours"
+    )
+
+    # we create an rfq for this market
+
+    leg = Leg(instrument_name=selected_market['instrument_name'], amount=1, direction=OrderSide.BUY)
+    request = Rfq(
+        legs=[leg],
+        subaccount_id=client.subaccount_id,
+    )
+    rfq = client.send_rfq(request.model_dump())
+    print("RFQ created with id:", rfq['rfq_id'])
+
+
+if __name__ == "__main__":
+    main()

examples/rfqs/poll_rfq.py

@@ -0,0 +1,49 @@
+"""
+Example of how to poll RFQ (Request for Quote) status and handle transfers between subaccount and funding account.
+"""
+
+from time import sleep
+
+from derive_client import DeriveClient
+from derive_client.data_types import Environment
+from tests.conftest import TEST_PRIVATE_KEY, TEST_WALLET
+
+SLEEP_TIME = 1
+
+
+def main():
+    """
+    Sample of polling for RFQs and printing their status.
+    """
+
+    client = DeriveClient(
+        private_key=TEST_PRIVATE_KEY,
+        wallet=TEST_WALLET,
+        env=Environment.TEST,
+    )
+
+    processed_rfqs = set()
+
+    while True:
+        quotes = client.poll_rfqs()
+        sleep(SLEEP_TIME)  # Sleep for a while before polling again
+        raw_rfqs = quotes.get('rfqs', [])
+        rfqs = {rfq['rfq_id']: rfq for rfq in raw_rfqs}
+
+        if not rfqs:
+            print("No RFQs found, exiting.")
+            break
+        for rfq_id in rfqs:
+            if rfq_id in processed_rfqs:
+                continue
+            rfq = rfqs[rfq_id]
+            print(f"RFQ ID: {rfq_id} Status: {rfq['status']}, Legs: {len(rfq['legs'])}")
+            processed_rfqs.add(rfq_id)
+        for rfq in processed_rfqs.copy():
+            if rfq not in rfqs:
+                print(f"RFQ ID {rfq} no longer present in polled RFQs, removing from processed list.")
+                processed_rfqs.remove(rfq)
+
+
+if __name__ == "__main__":
+    main()

tests/conftest.py

@@ -2,13 +2,15 @@
 Conftest for derive tests
 """
 
+import time
 from unittest.mock import MagicMock
 
 import pytest
 
 from derive_client.clients import AsyncClient
 from derive_client.data_types import Environment
 from derive_client.derive import DeriveClient
+from derive_client.exceptions import DeriveJSONRPCException
 from derive_client.utils import get_logger
 
 TEST_WALLET = "0x8772185a1516f0d61fC1c2524926BfC69F95d698"
@@ -31,7 +33,17 @@ def derive_client():
         wallet=TEST_WALLET, private_key=TEST_PRIVATE_KEY, env=Environment.TEST, logger=get_logger()
     )
     yield derive_client
-    derive_client.cancel_all()
+    while True:
+        try:
+            derive_client.cancel_all()
+            derive_client.cancel_batch_rfqs()
+            break
+        except DeriveJSONRPCException as e:
+            if "Retry after" in e.data:
+                wait_ms = int(e.data.split(" ")[2])
+                time.sleep(wait_ms / 1000)
+                continue
+            raise e
 
 
 @pytest.fixture