feat: added execution side filter for spot market trades

InjectiveLabs · Apr 27, 2021 · 09ed791 · 09ed791
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Showing 28 changed files with 131 additions and 52 deletions.
diff --git a/packages/assert/CHANGELOG.md b/packages/assert/CHANGELOG.md
@@ -3,6 +3,10 @@
 All notable changes to this project will be documented in this file.
 See [Conventional Commits](https://conventionalcommits.org) for commit guidelines.
 
+## [0.0.9](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/assert@0.0.8...@injectivelabs/assert@0.0.9) (2021-04-27)
+
+**Note:** Version bump only for package @injectivelabs/assert
+
 ## [0.0.8](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/assert@0.0.7...@injectivelabs/assert@0.0.8) (2021-04-27)
 
 **Note:** Version bump only for package @injectivelabs/assert

diff --git a/packages/assert/package.json b/packages/assert/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@injectivelabs/assert",
   "description": "Asserting and validating schemas. Can be reused throughout Injective's projects.",
-  "version": "0.0.8",
+  "version": "0.0.9",
   "license": "MIT",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -28,8 +28,8 @@
   },
   "dependencies": {
     "@injectivelabs/exceptions": "^0.0.1",
-    "@injectivelabs/ts-types": "^0.0.17",
-    "@injectivelabs/utils": "^0.0.25",
+    "@injectivelabs/ts-types": "^0.0.18",
+    "@injectivelabs/utils": "^0.0.26",
     "@types/lodash.values": "^4.3.6",
     "jsonschema": "^1.4.0",
     "link-module-alias": "^1.2.0",

diff --git a/packages/chain-consumer/CHANGELOG.md b/packages/chain-consumer/CHANGELOG.md
@@ -3,6 +3,10 @@
 All notable changes to this project will be documented in this file.
 See [Conventional Commits](https://conventionalcommits.org) for commit guidelines.
 
+## [0.0.46](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/chain-consumer@0.0.45...@injectivelabs/chain-consumer@0.0.46) (2021-04-27)
+
+**Note:** Version bump only for package @injectivelabs/chain-consumer
+
 ## [0.0.45](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/chain-consumer@0.0.44...@injectivelabs/chain-consumer@0.0.45) (2021-04-27)
 
 ### Features

diff --git a/packages/chain-consumer/package.json b/packages/chain-consumer/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@injectivelabs/chain-consumer",
   "description": "Interacting with our Chain API made easy. Can be reused throughout Injective's projects.",
-  "version": "0.0.45",
+  "version": "0.0.46",
   "license": "MIT",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -30,9 +30,9 @@
     "@improbable-eng/grpc-web": "^0.14.0",
     "@improbable-eng/grpc-web-node-http-transport": "^0.14.0",
     "@injectivelabs/chain-api": "^1.4.6",
-    "@injectivelabs/exceptions": "^0.0.20",
-    "@injectivelabs/ts-types": "^0.0.17",
-    "@injectivelabs/utils": "^0.0.25",
+    "@injectivelabs/exceptions": "^0.0.21",
+    "@injectivelabs/ts-types": "^0.0.18",
+    "@injectivelabs/utils": "^0.0.26",
     "bech32": "^2.0.0",
     "ethereumjs-util": "^7.0.10",
     "link-module-alias": "^1.2.0",

diff --git a/packages/contracts/CHANGELOG.md b/packages/contracts/CHANGELOG.md
@@ -3,6 +3,10 @@
 All notable changes to this project will be documented in this file.
 See [Conventional Commits](https://conventionalcommits.org) for commit guidelines.
 
+## [0.0.42](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/contracts@0.0.41...@injectivelabs/contracts@0.0.42) (2021-04-27)
+
+**Note:** Version bump only for package @injectivelabs/contracts
+
 ## [0.0.41](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/contracts@0.0.40...@injectivelabs/contracts@0.0.41) (2021-04-27)
 
 **Note:** Version bump only for package @injectivelabs/contracts

diff --git a/packages/contracts/package.json b/packages/contracts/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@injectivelabs/contracts",
   "description": "Contracts wrapper that can be reused throughout Injective's projects.",
-  "version": "0.0.41",
+  "version": "0.0.42",
   "license": "MIT",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -29,12 +29,12 @@
   "dependencies": {
     "@commitlint/cli": "^8.1.0",
     "@commitlint/config-conventional": "^8.1.0",
-    "@injectivelabs/exceptions": "^0.0.20",
-    "@injectivelabs/ts-types": "^0.0.17",
-    "@injectivelabs/tx-utils": "^0.0.5",
-    "@injectivelabs/utils": "^0.0.25",
+    "@injectivelabs/exceptions": "^0.0.21",
+    "@injectivelabs/ts-types": "^0.0.18",
+    "@injectivelabs/tx-utils": "^0.0.6",
+    "@injectivelabs/utils": "^0.0.26",
     "@injectivelabs/web3-contract-typings": "^0.1.12",
-    "@injectivelabs/web3-strategy": "^0.0.38",
+    "@injectivelabs/web3-strategy": "^0.0.39",
     "@types/ethereumjs-util": "^6.1.0",
     "@types/jest": "^24.0.23",
     "@types/node": "^12.7.5",

diff --git a/packages/exceptions/CHANGELOG.md b/packages/exceptions/CHANGELOG.md
@@ -3,6 +3,10 @@
 All notable changes to this project will be documented in this file.
 See [Conventional Commits](https://conventionalcommits.org) for commit guidelines.
 
+## [0.0.21](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/exceptions@0.0.20...@injectivelabs/exceptions@0.0.21) (2021-04-27)
+
+**Note:** Version bump only for package @injectivelabs/exceptions
+
 ## [0.0.20](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/exceptions@0.0.19...@injectivelabs/exceptions@0.0.20) (2021-04-27)
 
 **Note:** Version bump only for package @injectivelabs/exceptions

diff --git a/packages/exceptions/package.json b/packages/exceptions/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@injectivelabs/exceptions",
   "description": "List of exceptions that can be reused throughout Injective's projects.",
-  "version": "0.0.20",
+  "version": "0.0.21",
   "license": "MIT",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -27,7 +27,7 @@
     "start": "node dist/index.js"
   },
   "dependencies": {
-    "@injectivelabs/ts-types": "^0.0.17",
+    "@injectivelabs/ts-types": "^0.0.18",
     "link-module-alias": "^1.2.0",
     "shx": "^0.3.2"
   },

diff --git a/packages/exchange-consumer/CHANGELOG.md b/packages/exchange-consumer/CHANGELOG.md
@@ -3,6 +3,12 @@
 All notable changes to this project will be documented in this file.
 See [Conventional Commits](https://conventionalcommits.org) for commit guidelines.
 
+## [0.0.41](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/exchange-consumer@0.0.40...@injectivelabs/exchange-consumer@0.0.41) (2021-04-27)
+
+### Features
+
+* added execution side filter for spot market trades ([917620c](https://github.com/InjectiveLabs/injective-ts/commit/917620c809ccf02270e6d60777b42ce166443697))
+
 ## [0.0.40](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/exchange-consumer@0.0.39...@injectivelabs/exchange-consumer@0.0.40) (2021-04-27)
 
 ### Features

diff --git a/packages/exchange-consumer/package.json b/packages/exchange-consumer/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@injectivelabs/exchange-consumer",
   "description": "Interacting with our Exchange API made easy. Can be reused throughout Injective's projects.",
-  "version": "0.0.40",
+  "version": "0.0.41",
   "license": "MIT",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -30,11 +30,11 @@
     "@improbable-eng/grpc-web": "^0.14.0",
     "@improbable-eng/grpc-web-node-http-transport": "^0.14.0",
     "@injectivelabs/chain-api": "^1.4.6",
-    "@injectivelabs/exceptions": "^0.0.20",
-    "@injectivelabs/exchange-api": "^2.0.7",
-    "@injectivelabs/ts-types": "^0.0.17",
-    "@injectivelabs/tx-utils": "^0.0.5",
-    "@injectivelabs/utils": "^0.0.25",
+    "@injectivelabs/exceptions": "^0.0.21",
+    "@injectivelabs/exchange-api": "^2.0.9",
+    "@injectivelabs/ts-types": "^0.0.18",
+    "@injectivelabs/tx-utils": "^0.0.6",
+    "@injectivelabs/utils": "^0.0.26",
     "eth-sig-util": "^3.0.1",
     "link-module-alias": "^1.2.0",
     "shx": "^0.3.2",

diff --git a/packages/networks/CHANGELOG.md b/packages/networks/CHANGELOG.md
@@ -3,6 +3,10 @@
 All notable changes to this project will be documented in this file.
 See [Conventional Commits](https://conventionalcommits.org) for commit guidelines.
 
+## [0.0.12](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/networks@0.0.11...@injectivelabs/networks@0.0.12) (2021-04-27)
+
+**Note:** Version bump only for package @injectivelabs/networks
+
 ## [0.0.11](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/networks@0.0.10...@injectivelabs/networks@0.0.11) (2021-04-27)
 
 **Note:** Version bump only for package @injectivelabs/networks

diff --git a/packages/networks/package.json b/packages/networks/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@injectivelabs/networks",
   "description": "Endpoints, networks, etc. Can be reused throughout Injective's projects.",
-  "version": "0.0.11",
+  "version": "0.0.12",
   "license": "MIT",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -27,8 +27,8 @@
     "start": "node dist/index.js"
   },
   "dependencies": {
-    "@injectivelabs/exceptions": "^0.0.20",
-    "@injectivelabs/utils": "^0.0.25",
+    "@injectivelabs/exceptions": "^0.0.21",
+    "@injectivelabs/utils": "^0.0.26",
     "link-module-alias": "^1.2.0",
     "shx": "^0.3.2"
   }

diff --git a/packages/spot-consumer/CHANGELOG.md b/packages/spot-consumer/CHANGELOG.md
@@ -3,6 +3,12 @@
 All notable changes to this project will be documented in this file.
 See [Conventional Commits](https://conventionalcommits.org) for commit guidelines.
 
+## [0.0.28](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/spot-consumer@0.0.27...@injectivelabs/spot-consumer@0.0.28) (2021-04-27)
+
+### Features
+
+* added execution side filter for spot market trades ([917620c](https://github.com/InjectiveLabs/injective-ts/commit/917620c809ccf02270e6d60777b42ce166443697))
+
 ## [0.0.27](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/spot-consumer@0.0.26...@injectivelabs/spot-consumer@0.0.27) (2021-04-27)
 
 ### Bug Fixes

diff --git a/packages/spot-consumer/package.json b/packages/spot-consumer/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@injectivelabs/spot-consumer",
   "description": "Spot Trading on Injective Protocol made easy. Can be reused throughout Injective's projects.",
-  "version": "0.0.27",
+  "version": "0.0.28",
   "license": "MIT",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -30,10 +30,10 @@
     "@improbable-eng/grpc-web": "^0.14.0",
     "@improbable-eng/grpc-web-node-http-transport": "^0.14.0",
     "@injectivelabs/chain-api": "^1.4.6",
-    "@injectivelabs/exceptions": "^0.0.20",
-    "@injectivelabs/exchange-api": "^2.0.7",
-    "@injectivelabs/ts-types": "^0.0.17",
-    "@injectivelabs/utils": "^0.0.25",
+    "@injectivelabs/exceptions": "^0.0.21",
+    "@injectivelabs/exchange-api": "^2.0.9",
+    "@injectivelabs/ts-types": "^0.0.18",
+    "@injectivelabs/utils": "^0.0.26",
     "link-module-alias": "^1.2.0",
     "shx": "^0.3.2",
     "snakecase-keys": "^3.2.1"

diff --git a/packages/spot-consumer/src/consumers/SpotMarketConsumer.ts b/packages/spot-consumer/src/consumers/SpotMarketConsumer.ts
@@ -13,7 +13,7 @@ import {
 } from '@injectivelabs/exchange-api/injective_spot_markets_rpc_pb'
 import { InjectiveSpotMarketsRPC } from '@injectivelabs/exchange-api/injective_spot_markets_rpc_pb_service'
 import { GrpcException } from '@injectivelabs/exceptions'
-import { AccountAddress } from '@injectivelabs/ts-types'
+import { AccountAddress, TradeExecutionSide } from '@injectivelabs/ts-types'
 import BaseConsumer from '../BaseConsumer'
 
 export class SpotMarketConsumer extends BaseConsumer {
@@ -108,9 +108,11 @@ export class SpotMarketConsumer extends BaseConsumer {
   async fetchMarketTrades({
     marketId,
     subaccountId,
+    executionSide,
   }: {
     marketId: string
     subaccountId?: AccountAddress
+    executionSide?: TradeExecutionSide
   }) {
     const request = new MarketTradesRequest()
     request.setMarketId(marketId)
@@ -119,6 +121,10 @@ export class SpotMarketConsumer extends BaseConsumer {
       request.setSubaccountId(subaccountId)
     }
 
+    if (executionSide) {
+      request.setExecutionSide(executionSide)
+    }
+
     try {
       const response = await this.request<
         MarketTradesRequest,

diff --git a/packages/spot-consumer/src/streams/SpotMarket/SpotMarketTradeStream.ts b/packages/spot-consumer/src/streams/SpotMarket/SpotMarketTradeStream.ts
@@ -3,7 +3,7 @@ import {
   StreamMarketTradesResponse,
 } from '@injectivelabs/exchange-api/injective_spot_markets_rpc_pb'
 import { InjectiveSpotMarketsRPCClient } from '@injectivelabs/exchange-api/injective_spot_markets_rpc_pb_service'
-import { StreamOperation } from '@injectivelabs/ts-types'
+import { StreamOperation, TradeExecutionSide } from '@injectivelabs/ts-types'
 import { SpotMarketTransformer } from '../../transformers/SpotMarketTransformer'
 import { SpotMarketTrade } from '../../types'
 
@@ -40,13 +40,19 @@ export class SpotMarketTradeStream {
   start({
     marketId,
     callback,
+    executionSide,
   }: {
     marketId: string
+    executionSide?: TradeExecutionSide
     callback: SpotMarketTradeStreamCallback
   }) {
     const request = new StreamMarketTradesRequest()
     request.setMarketId(marketId)
 
+    if (executionSide) {
+      request.setExecutionSide(executionSide)
+    }
+
     const stream = this.client.streamMarketTrades(request)
 
     stream.on('data', (response: StreamMarketTradesResponse) => {
@@ -60,15 +66,21 @@ export class SpotMarketTradeStream {
     marketId,
     subaccountId,
     callback,
+    executionSide,
   }: {
     marketId: string
     subaccountId: string
+    executionSide?: TradeExecutionSide
     callback: SpotMarketTradeStreamCallback
   }) {
     const request = new StreamMarketTradesRequest()
     request.setMarketId(marketId)
     request.setSubaccountId(subaccountId)
 
+    if (executionSide) {
+      request.setExecutionSide(executionSide)
+    }
+
     const stream = this.client.streamMarketTrades(request)
 
     stream.on('data', (response: StreamMarketTradesResponse) => {

diff --git a/packages/subaccount-consumer/CHANGELOG.md b/packages/subaccount-consumer/CHANGELOG.md
@@ -3,6 +3,12 @@
 All notable changes to this project will be documented in this file.
 See [Conventional Commits](https://conventionalcommits.org) for commit guidelines.
 
+## [0.0.6](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/subaccount-consumer@0.0.5...@injectivelabs/subaccount-consumer@0.0.6) (2021-04-27)
+
+### Features
+
+* added execution side filter for spot market trades ([917620c](https://github.com/InjectiveLabs/injective-ts/commit/917620c809ccf02270e6d60777b42ce166443697))
+
 ## [0.0.5](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/subaccount-consumer@0.0.4...@injectivelabs/subaccount-consumer@0.0.5) (2021-04-27)
 
 ### Features

diff --git a/packages/subaccount-consumer/package.json b/packages/subaccount-consumer/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@injectivelabs/subaccount-consumer",
   "description": "Subaccounts on Injective Protocol made easy. Can be reused throughout Injective's projects.",
-  "version": "0.0.5",
+  "version": "0.0.6",
   "license": "MIT",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",
@@ -30,10 +30,10 @@
     "@improbable-eng/grpc-web": "^0.14.0",
     "@improbable-eng/grpc-web-node-http-transport": "^0.14.0",
     "@injectivelabs/chain-api": "^1.4.6",
-    "@injectivelabs/exceptions": "^0.0.20",
-    "@injectivelabs/exchange-api": "^2.0.7",
-    "@injectivelabs/ts-types": "^0.0.17",
-    "@injectivelabs/utils": "^0.0.25",
+    "@injectivelabs/exceptions": "^0.0.21",
+    "@injectivelabs/exchange-api": "^2.0.9",
+    "@injectivelabs/ts-types": "^0.0.18",
+    "@injectivelabs/utils": "^0.0.26",
     "link-module-alias": "^1.2.0",
     "shx": "^0.3.2",
     "snakecase-keys": "^3.2.1"

diff --git a/packages/ts-types/CHANGELOG.md b/packages/ts-types/CHANGELOG.md
@@ -3,6 +3,12 @@
 All notable changes to this project will be documented in this file.
 See [Conventional Commits](https://conventionalcommits.org) for commit guidelines.
 
+## [0.0.18](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/ts-types@0.0.17...@injectivelabs/ts-types@0.0.18) (2021-04-27)
+
+### Features
+
+* added execution side filter for spot market trades ([917620c](https://github.com/InjectiveLabs/injective-ts/commit/917620c809ccf02270e6d60777b42ce166443697))
+
 ## [0.0.17](https://github.com/InjectiveLabs/injective-ts/compare/@injectivelabs/ts-types@0.0.16...@injectivelabs/ts-types@0.0.17) (2021-04-27)
 
 **Note:** Version bump only for package @injectivelabs/ts-types

diff --git a/packages/ts-types/package.json b/packages/ts-types/package.json
@@ -1,7 +1,7 @@
 {
   "name": "@injectivelabs/ts-types",
   "description": "List of types that can be reused throughout Injective's projects.",
-  "version": "0.0.17",
+  "version": "0.0.18",
   "license": "MIT",
   "main": "dist/index.js",
   "types": "dist/index.d.ts",

diff --git a/packages/ts-types/src/trade.ts b/packages/ts-types/src/trade.ts
@@ -5,6 +5,11 @@ export enum TradeExecutionType {
   LimitMatchNewOrder = 'limitMatchNewOrder',
 }
 
+export enum TradeExecutionSide {
+  Maker = 'market',
+  Taker = 'taker',
+}
+
 export enum TradeDirection {
   Buy = 'buy',
   Sell = 'sell',