examples: add market stop-loss, take-profit, and TWAP orders

examples/README.md

@@ -24,6 +24,18 @@
 - `create_market_order_eth_sell.py`
   - creates a market sell order for 0.1 ETH @ market price
 
+- `create_stop_loss_market_order.py`
+  - creates a reduce-only market order that is triggered when ETH falls to the stop price
+  - configures the lowest acceptable execution price to limit slippage
+
+- `create_take_profit_market_order.py`
+  - creates a reduce-only market order that is triggered when ETH rises to the take-profit price
+  - configures the lowest acceptable execution price to limit slippage
+
+- `create_twap_market_order.py`
+  - creates a TWAP buy order that splits 0.21 ETH across market orders over 10 minutes
+  - configures the highest acceptable execution price for each market order
+
 - `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

examples/orders/create_stop_loss_market_order.py

@@ -0,0 +1,68 @@
+import asyncio
+
+import lighter
+
+from examples.utils import default_example_setup
+
+
+async def wait_for_long_position(api_client, account_index, market_index):
+    account_api = lighter.AccountApi(api_client)
+
+    for _ in range(20):
+        response = await account_api.account(
+            by="index",
+            value=str(account_index),
+            active_only=True,
+        )
+        if any(
+            position.market_id == market_index
+            and position.sign == 1
+            and float(position.position) > 0
+            for account in response.accounts
+            for position in account.positions
+        ):
+            return
+        await asyncio.sleep(0.5)
+
+    raise RuntimeError("The entry order did not create a long position")
+
+
+async def main():
+    client, api_client, _ = default_example_setup()
+
+    try:
+        market_index = 0
+        base_amount = 500
+
+        entry_tx, entry_response, err = await client.create_market_order(
+            market_index=market_index,
+            client_order_index=0,
+            base_amount=base_amount,
+            avg_execution_price=4000_00,
+            is_ask=False,
+        )
+        print(f"Create Entry Order {entry_tx=} {entry_response=} {err=}")
+        if err is not None:
+            raise Exception(err)
+
+        await wait_for_long_position(api_client, client.account_index, market_index)
+
+        tx, tx_hash, err = await client.create_sl_order(
+            market_index=market_index,
+            client_order_index=1,
+            base_amount=base_amount,
+            trigger_price=2500_00,
+            price=2425_00,
+            is_ask=True,
+            reduce_only=True,
+        )
+        print(f"Create Stop Loss Order {tx=} {tx_hash=} {err=}")
+        if err is not None:
+            raise Exception(err)
+    finally:
+        await client.close()
+        await api_client.close()
+
+
+if __name__ == "__main__":
+    asyncio.run(main())

examples/orders/create_take_profit_market_order.py

@@ -0,0 +1,68 @@
+import asyncio
+
+import lighter
+
+from examples.utils import default_example_setup
+
+
+async def wait_for_long_position(api_client, account_index, market_index):
+    account_api = lighter.AccountApi(api_client)
+
+    for _ in range(20):
+        response = await account_api.account(
+            by="index",
+            value=str(account_index),
+            active_only=True,
+        )
+        if any(
+            position.market_id == market_index
+            and position.sign == 1
+            and float(position.position) > 0
+            for account in response.accounts
+            for position in account.positions
+        ):
+            return
+        await asyncio.sleep(0.5)
+
+    raise RuntimeError("The entry order did not create a long position")
+
+
+async def main():
+    client, api_client, _ = default_example_setup()
+
+    try:
+        market_index = 0
+        base_amount = 500
+
+        entry_tx, entry_response, err = await client.create_market_order(
+            market_index=market_index,
+            client_order_index=0,
+            base_amount=base_amount,
+            avg_execution_price=4000_00,
+            is_ask=False,
+        )
+        print(f"Create Entry Order {entry_tx=} {entry_response=} {err=}")
+        if err is not None:
+            raise Exception(err)
+
+        await wait_for_long_position(api_client, client.account_index, market_index)
+
+        tx, tx_hash, err = await client.create_tp_order(
+            market_index=market_index,
+            client_order_index=1,
+            base_amount=base_amount,
+            trigger_price=3500_00,
+            price=3395_00,
+            is_ask=True,
+            reduce_only=True,
+        )
+        print(f"Create Take Profit Order {tx=} {tx_hash=} {err=}")
+        if err is not None:
+            raise Exception(err)
+    finally:
+        await client.close()
+        await api_client.close()
+
+
+if __name__ == "__main__":
+    asyncio.run(main())

examples/orders/create_twap_market_order.py

@@ -0,0 +1,31 @@
+import asyncio
+import time
+
+from examples.utils import default_example_setup
+
+
+async def main():
+    client, api_client, _ = default_example_setup()
+
+    tx, tx_hash, err = await client.create_order(
+        market_index=0,
+        client_order_index=0,
+        base_amount=2100,  # 0.21 ETH
+        price=4000_00,  # Highest acceptable price for each market order
+        is_ask=False,
+        order_type=client.ORDER_TYPE_TWAP,
+        time_in_force=client.ORDER_TIME_IN_FORCE_GOOD_TILL_TIME,
+        reduce_only=False,
+        trigger_price=0,
+        order_expiry=int(time.time() * 1000) + 10 * 60 * 1000,
+    )
+    print(f"Create TWAP Order {tx=} {tx_hash=} {err=}")
+    if err is not None:
+        raise Exception(err)
+
+    await client.close()
+    await api_client.close()
+
+
+if __name__ == "__main__":
+    asyncio.run(main())