Feat/dyn pricing

pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "reya-python-sdk"
-version = "2.1.3.4"
+version = "2.1.3.5"
 description = "SDK for interacting with Reya Labs APIs"
 authors = [
     {name = "Reya Labs"}

tests/helpers/market_trackers.py

@@ -0,0 +1,151 @@
+"""
+Raw HTTP helper for fetching market tracker data from the legacy v1 API.
+
+@audit: This uses the legacy /api/trading/market/:marketId/trackers endpoint
+which is NOT part of the v2 API surface supported by the Python SDK.
+The intention is to deprecate this endpoint. It is included here because
+the UI still relies on it, and testing it validates on-chain dynamic pricing
+fields (logPriceMultiplier, priceSpread, depthFactor) that are critical
+for execution price calculations.
+"""
+
+import logging
+from dataclasses import dataclass
+from decimal import Decimal
+from typing import Optional
+
+import aiohttp
+
+logger = logging.getLogger("reya.integration_tests")
+
+
+@dataclass
+class PriceData:
+    """Parsed price data from the v2 prices endpoint."""
+
+    oracle_price: float
+    pool_price: Optional[float]
+
+
+@dataclass
+class MarketTrackerData:
+    """Parsed market tracker data relevant to dynamic pricing tests."""
+
+    market_id: int
+    log_price_multiplier: Decimal
+    price_spread: Decimal
+    depth_factor: Decimal
+    open_interest: Decimal
+
+
+def _get_v1_base_url(v2_api_url: str) -> str:
+    """Derive the v1 API base URL from the v2 API URL.
+
+    The SDK's api_url points to e.g. https://api.reya.xyz/v2.
+    The v1 trading routes are mounted at /api/trading on the same host.
+    """
+    # Strip /v2 suffix to get the host base
+    if v2_api_url.endswith("/v2"):
+        return v2_api_url[: -len("/v2")]
+    if v2_api_url.endswith("/v2/"):
+        return v2_api_url[: -len("/v2/")]
+    return v2_api_url
+
+
+async def fetch_market_trackers(
+    v2_api_url: str,
+    market_id: int,
+    timeout: float = 10.0,
+) -> MarketTrackerData:
+    """Fetch market tracker data via raw HTTP from the legacy v1 endpoint.
+
+    @audit: Legacy endpoint — /api/trading/market/:marketId/trackers.
+    Not part of v2 API. Intention is to deprecate. UI still relies on it.
+
+    Args:
+        v2_api_url: The v2 API URL from the SDK config (e.g. https://api.reya.xyz/v2).
+        market_id: The numeric market ID (e.g. 1 for ETHRUSDPERP).
+        timeout: Request timeout in seconds.
+
+    Returns:
+        MarketTrackerData with parsed dynamic pricing fields.
+
+    Raises:
+        RuntimeError: If the request fails or response is missing expected fields.
+    """
+    base_url = _get_v1_base_url(v2_api_url)
+    url = f"{base_url}/api/trading/market/{market_id}/trackers"
+
+    logger.info(f"Fetching market trackers: {url}")
+
+    async with aiohttp.ClientSession() as session:
+        async with session.get(url, timeout=aiohttp.ClientTimeout(total=timeout)) as response:
+            if response.status != 200:
+                text = await response.text()
+                raise RuntimeError(f"Market trackers request failed ({response.status}): {text}")
+
+            data = await response.json()
+
+    # Validate required fields exist
+    required_fields = ["log_price_multiplier", "price_spread", "depth_factor", "open_interest"]
+    for field in required_fields:
+        if field not in data:
+            raise RuntimeError(f"Market trackers response missing field: {field}")
+
+    tracker = MarketTrackerData(
+        market_id=market_id,
+        log_price_multiplier=Decimal(str(data["log_price_multiplier"])),
+        price_spread=Decimal(str(data["price_spread"])),
+        depth_factor=Decimal(str(data["depth_factor"])),
+        open_interest=Decimal(str(data["open_interest"])),
+    )
+
+    logger.info(
+        f"Market trackers for market {market_id}: "
+        f"logF={tracker.log_price_multiplier}, "
+        f"spread={tracker.price_spread}, "
+        f"depth={tracker.depth_factor}"
+    )
+
+    return tracker
+
+
+async def fetch_price(
+    v2_api_url: str,
+    symbol: str,
+    timeout: float = 10.0,
+) -> PriceData:
+    """Fetch price data via raw HTTP from the v2 prices endpoint.
+
+    This avoids needing a full SDK client / reya_tester session.
+
+    Args:
+        v2_api_url: The v2 API URL (e.g. https://api-cronos.reya.xyz/v2).
+        symbol: Trading symbol (e.g. ETHRUSDPERP).
+        timeout: Request timeout in seconds.
+
+    Returns:
+        PriceData with oracle_price and pool_price.
+    """
+    # Ensure base URL ends without trailing slash
+    base = v2_api_url.rstrip("/")
+    url = f"{base}/prices/{symbol}"
+
+    logger.info(f"Fetching price: {url}")
+
+    async with aiohttp.ClientSession() as session:
+        async with session.get(url, timeout=aiohttp.ClientTimeout(total=timeout)) as response:
+            if response.status != 200:
+                text = await response.text()
+                raise RuntimeError(f"Price request failed ({response.status}): {text}")
+
+            data = await response.json()
+
+    # API returns camelCase keys
+    oracle_price = float(data.get("oraclePrice") or data.get("oracle_price"))
+    raw_pool = data.get("poolPrice") or data.get("pool_price")
+    pool_price = float(raw_pool) if raw_pool is not None else None
+
+    logger.info(f"Price for {symbol}: oracle={oracle_price}, pool={pool_price}")
+
+    return PriceData(oracle_price=oracle_price, pool_price=pool_price)