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Merged
sergeibulavintsev merged 3 commits into from
Sep 4, 2026
Merged

Max repricing steps #128

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0643211
Added rfq param model
sergeibulavintsev Sep 1, 2026
436f7b6
Added rfq param model
sergeibulavintsev Sep 1, 2026
34189ce
Added rfq param model
sergeibulavintsev Sep 3, 2026
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6 changes: 6 additions & 0 deletions MIGRATION.md
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Original file line number Diff line number Diff line change
@@ -1,5 +1,11 @@
# Migration Guide

## 2.6.0 -> 2.7.0

- The `rfq_start_price` argument of `RestApiClient.place_order`, `BlockingTradingClient.create_and_place_order`
and `create_order_object` has been replaced with `rfq: CreateOrderRfqModel` (`x10.models.order`), which carries
`start_price` and the new `max_reprice_steps`. `NewOrderModel.rfq_start_price` has been replaced with `NewOrderModel.rfq`.

## 2.0.0 -> 2.3.0

- `Config` dataclass has been renamed to `ClientConfig` and moved to `x10.core.client_config`.
Expand Down
2 changes: 1 addition & 1 deletion tests/signing/order_object/test_conditional_order_object.py
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Expand Up @@ -55,7 +55,6 @@ async def test_create_buy_order(mocker: MockerFixture, create_trading_account, c
"side": "BUY",
"qty": "0.00100000",
"price": "43445.11680000",
"rfqStartPrice": None,
"reduceOnly": False,
"postOnly": False,
"timeInForce": "GTT",
Expand Down Expand Up @@ -84,6 +83,7 @@ async def test_create_buy_order(mocker: MockerFixture, create_trading_account, c
"debuggingAmounts": {"collateralAmount": "-43445117", "feeAmount": "21723", "syntheticAmount": "1000"},
"builderFee": None,
"builderId": None,
"rfq": None,
}
),
)
10 changes: 5 additions & 5 deletions tests/signing/order_object/test_limit_order_object.py
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Expand Up @@ -51,7 +51,6 @@ async def test_create_sell_order_with_default_expiration(
"side": "SELL",
"qty": "0.00100000",
"price": "43445.11680000",
"rfqStartPrice": None,
"reduceOnly": False,
"postOnly": False,
"timeInForce": "GTT",
Expand All @@ -75,6 +74,7 @@ async def test_create_sell_order_with_default_expiration(
"debuggingAmounts": {"collateralAmount": "43445116", "feeAmount": "21723", "syntheticAmount": "-1000"},
"builderFee": None,
"builderId": None,
"rfq": None,
}
),
)
Expand Down Expand Up @@ -110,7 +110,6 @@ async def test_create_sell_order(mocker: MockerFixture, create_trading_account,
"side": "SELL",
"qty": "0.00100000",
"price": "43445.11680000",
"rfqStartPrice": None,
"reduceOnly": False,
"postOnly": False,
"timeInForce": "GTT",
Expand All @@ -134,6 +133,7 @@ async def test_create_sell_order(mocker: MockerFixture, create_trading_account,
"debuggingAmounts": {"collateralAmount": "43445116", "feeAmount": "21723", "syntheticAmount": "-1000"},
"builderFee": None,
"builderId": None,
"rfq": None,
}
),
)
Expand Down Expand Up @@ -169,7 +169,6 @@ async def test_create_buy_order(mocker: MockerFixture, create_trading_account, c
"side": "BUY",
"qty": "0.00100000",
"price": "43445.11680000",
"rfqStartPrice": None,
"reduceOnly": False,
"postOnly": False,
"timeInForce": "GTT",
Expand All @@ -193,6 +192,7 @@ async def test_create_buy_order(mocker: MockerFixture, create_trading_account, c
"debuggingAmounts": {"collateralAmount": "-43445117", "feeAmount": "21723", "syntheticAmount": "1000"},
"builderFee": None,
"builderId": None,
"rfq": None,
}
),
)
Expand Down Expand Up @@ -241,7 +241,6 @@ async def test_create_buy_order_with_order_tpsl(mocker: MockerFixture, create_tr
"side": "BUY",
"qty": "0.00100000",
"price": "43445.11680000",
"rfqStartPrice": None,
"reduceOnly": False,
"postOnly": False,
"timeInForce": "GTT",
Expand Down Expand Up @@ -301,6 +300,7 @@ async def test_create_buy_order_with_order_tpsl(mocker: MockerFixture, create_tr
"debuggingAmounts": {"collateralAmount": "-43445117", "feeAmount": "21723", "syntheticAmount": "1000"},
"builderFee": None,
"builderId": None,
"rfq": None,
}
),
)
Expand Down Expand Up @@ -351,7 +351,6 @@ async def test_create_buy_order_with_position_tpsl(
"side": "BUY",
"qty": "0.00100000",
"price": "43445.11680000",
"rfqStartPrice": None,
"reduceOnly": False,
"postOnly": False,
"timeInForce": "GTT",
Expand Down Expand Up @@ -411,6 +410,7 @@ async def test_create_buy_order_with_position_tpsl(
"debuggingAmounts": {"collateralAmount": "-43445117", "feeAmount": "21723", "syntheticAmount": "1000"},
"builderFee": None,
"builderId": None,
"rfq": None,
}
),
)
4 changes: 2 additions & 2 deletions tests/signing/order_object/test_market_order_object.py
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Expand Up @@ -54,7 +54,6 @@ async def test_create_sell_order(mocker: MockerFixture, create_trading_account,
"side": "SELL",
"qty": "0.00100000",
"price": "49625.0",
"rfqStartPrice": None,
"reduceOnly": False,
"postOnly": False,
"timeInForce": "IOC",
Expand All @@ -78,6 +77,7 @@ async def test_create_sell_order(mocker: MockerFixture, create_trading_account,
"debuggingAmounts": {"collateralAmount": "49625000", "feeAmount": "24813", "syntheticAmount": "-1000"},
"builderFee": None,
"builderId": None,
"rfq": None,
}
),
)
Expand Down Expand Up @@ -122,7 +122,6 @@ async def test_create_buy_order(mocker: MockerFixture, create_trading_account, c
"side": "BUY",
"qty": "0.00100000",
"price": "50375.0",
"rfqStartPrice": None,
"reduceOnly": False,
"postOnly": False,
"timeInForce": "IOC",
Expand All @@ -146,6 +145,7 @@ async def test_create_buy_order(mocker: MockerFixture, create_trading_account, c
"debuggingAmounts": {"collateralAmount": "-50375000", "feeAmount": "25188", "syntheticAmount": "1000"},
"builderFee": None,
"builderId": None,
"rfq": None,
}
),
)
21 changes: 20 additions & 1 deletion tests/signing/order_object/test_order_object_attrs.py
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Expand Up @@ -7,7 +7,8 @@
from pytest_mock import MockerFixture

from x10.config import TESTNET_CONFIG
from x10.models.order import OrderSide
from x10.errors import ValidationError
from x10.models.order import CreateOrderRfqModel, OrderSide, OrderType, TimeInForce
from x10.utils.date import utc_now

FROZEN_NONCE = 1473459052
Expand Down Expand Up @@ -71,3 +72,21 @@ async def test_external_order_id(mocker: MockerFixture, create_trading_account,
}
),
)


@pytest.mark.asyncio
async def test_rfq_not_allowed_for_non_rfq_market(create_trading_account, create_btc_usd_market):
from x10.signing.order_object import create_order_object

with pytest.raises(ValidationError, match="only supported for RFQ markets"):
create_order_object(
account=create_trading_account(),
market=create_btc_usd_market(),
order_type=OrderType.MARKET,
time_in_force=TimeInForce.IOC,
amount_of_synthetic=Decimal("0.00100000"),
price=Decimal("43445.11680000"),
side=OrderSide.BUY,
starknet_domain=TESTNET_CONFIG.signing.starknet_domain,
rfq=CreateOrderRfqModel(start_price=Decimal("43000"), max_reprice_steps=3),
)
4 changes: 2 additions & 2 deletions tests/signing/order_object/test_tpsl_order_object.py
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Expand Up @@ -65,7 +65,6 @@ async def test_create_buy_partial_tpsl_order(mocker: MockerFixture, create_tradi
"side": "SELL",
"qty": "0.0001",
"price": "0",
"rfqStartPrice": None,
"reduceOnly": True,
"postOnly": False,
"timeInForce": "GTT",
Expand Down Expand Up @@ -110,6 +109,7 @@ async def test_create_buy_partial_tpsl_order(mocker: MockerFixture, create_tradi
"debuggingAmounts": {"collateralAmount": "0", "feeAmount": "0", "syntheticAmount": "-100"},
"builderFee": None,
"builderId": None,
"rfq": None,
}
),
)
Expand Down Expand Up @@ -160,7 +160,6 @@ async def test_create_buy_position_tpsl_order(mocker: MockerFixture, create_trad
"side": "SELL",
"qty": "0",
"price": "0",
"rfqStartPrice": None,
"reduceOnly": True,
"postOnly": False,
"timeInForce": "GTT",
Expand Down Expand Up @@ -213,6 +212,7 @@ async def test_create_buy_position_tpsl_order(mocker: MockerFixture, create_trad
"debuggingAmounts": {"collateralAmount": "0", "feeAmount": "0", "syntheticAmount": "0"},
"builderFee": None,
"builderId": None,
"rfq": None,
}
),
)
5 changes: 3 additions & 2 deletions x10/clients/blocking/blocking_trading_client.py
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Expand Up @@ -14,6 +14,7 @@
from x10.models.http import WrappedStreamResponseModel
from x10.models.market import MarketModel
from x10.models.order import (
CreateOrderRfqModel,
NewOrderModel,
OpenOrderModel,
OrderSide,
Expand Down Expand Up @@ -207,7 +208,7 @@ async def create_and_place_order(
time_in_force: TimeInForce = TimeInForce.GTT,
reduce_only: bool = False,
order_type: OrderType = OrderType.LIMIT,
rfq_start_price: Optional[Decimal] = None,
rfq: Optional[CreateOrderRfqModel] = None,
) -> TimedOpenOrderModel:
market = (await self.get_markets()).get(market_name)

Expand All @@ -220,7 +221,6 @@ async def create_and_place_order(
order_type=order_type,
amount_of_synthetic=amount_of_synthetic,
price=price,
rfq_start_price=rfq_start_price,
side=side,
post_only=post_only,
reduce_only=reduce_only,
Expand All @@ -231,6 +231,7 @@ async def create_and_place_order(
builder_id=builder_id,
time_in_force=time_in_force,
taker_fee=taker_fee,
rfq=rfq,
)

if order.id in self.__order_waiters:
Expand Down
8 changes: 6 additions & 2 deletions x10/clients/rest/rest_api_client.py
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Expand Up @@ -13,8 +13,10 @@
from x10.errors import ValidationError
from x10.models.market import MarketModel
from x10.models.order import (
CreateOrderRfqModel,
OrderSide,
OrderTpslType,
OrderType,
PlacedOrderModel,
SelfTradeProtectionLevel,
TimeInForce,
Expand Down Expand Up @@ -51,6 +53,7 @@ async def place_order(
price: Decimal,
side: OrderSide,
taker_fee: Decimal,
order_type: OrderType = OrderType.LIMIT,
post_only: bool = False,
previous_order_id=None,
expire_time: Optional[datetime] = None,
Expand All @@ -63,7 +66,7 @@ async def place_order(
tp_sl_type: Optional[OrderTpslType] = None,
take_profit: Optional[OrderTpslTriggerParam] = None,
stop_loss: Optional[OrderTpslTriggerParam] = None,
rfq_start_price: Optional[Decimal] = None,
rfq: Optional[CreateOrderRfqModel] = None,
) -> WrappedApiResponseModel[PlacedOrderModel]:
# FIXME: Remove all the checks, should proxy the request?
if not self.__stark_account:
Expand All @@ -85,8 +88,8 @@ async def place_order(
market=market,
amount_of_synthetic=amount_of_synthetic,
price=price,
rfq_start_price=rfq_start_price,
side=side,
order_type=order_type,
post_only=post_only,
previous_order_external_id=previous_order_id,
expire_time=expire_time,
Expand All @@ -101,6 +104,7 @@ async def place_order(
tp_sl_type=tp_sl_type,
take_profit=take_profit,
stop_loss=stop_loss,
rfq=rfq,
)

if market.is_rfq:
Expand Down
14 changes: 11 additions & 3 deletions x10/models/order.py
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Expand Up @@ -152,19 +152,26 @@ class CreateOrderTpslTriggerModel(X10BaseModel):
debugging_amounts: Optional[StarkDebuggingOrderAmountsModel] = None


class NewOrderModel(X10BaseModel):
class CreateOrderRfqModel(X10BaseModel):
"""
RFQ quote walk parameters. Supported for RFQ markets only.

Attributes:
rfq_start_price: The start price of the quote walk. Supported for RFQ markets MARKET orders only.
start_price: The start price of the quote walk.
max_reprice_steps: The maximum number of repricing steps of the quote walk.
"""

start_price: Optional[Decimal] = None
max_reprice_steps: Optional[int] = None


class NewOrderModel(X10BaseModel):
id: str
market: str
type: OrderType
side: OrderSide
qty: Decimal
price: Decimal
rfq_start_price: Optional[Decimal] = None
reduce_only: bool = False
post_only: bool = False
time_in_force: TimeInForce
Expand All @@ -181,6 +188,7 @@ class NewOrderModel(X10BaseModel):
debugging_amounts: Optional[StarkDebuggingOrderAmountsModel] = None
builder_fee: Optional[Decimal] = None
builder_id: Optional[int] = None
rfq: Optional[CreateOrderRfqModel] = None


class PlacedOrderModel(X10BaseModel):
Expand Down
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