Python V2 client does not place orders correctly

[somaito]

Hi there, I've been following the examples provided in the repo but the behaviours are not exactly what I expect - potentially issues.

1. [stop market order] It places a limit order and it gets triggered/filled immediately even when the triggger condition is not met - e.g. cur price > trigger price for sell (not acting stop loss). The same behaviour has been observed by dYdX Foundation team as well: Discord link .
2. [market order] It places a limit order instead of a market order. On dYdX web UI, you can place a market order so it seems to be an issue on the client. It works, but is a bit misleading.
3. [price param] The function signature says it's int but it takes float as well e.g. for DOGE. It might not be a mandatory parameter for market orders.

I wonder how the order function tells apart (limit) price and trigger price. e.g. How we set STOP LIMIT order? The param conditional_order_trigger_subticks might play the role...but it's not provided in the example.

[linear]

GH-105 Python V2 client does not place orders correctly

[gaonip]

Thanks for reporting this and on discord. The conditional example has been updated since!
Let me know if that works for u

[somaito]

Hi @gaonip, apologies for the late reply! I will post a comment here when I get to check the new behaviour.
Thanks for the heads-up!

[somaito]

Hi @gaonip, sorry for the late response.
I checked the behaviours of the points that I raised before -- it looks like item1 (stop market order) has been resolved, however, I confirmed item2 and item3 have not been addressed yet.
Item3 does not make any pratical effect, but item2 is quite important to determine later if an order was placed by market or limit.
Could you check the behaviour when you have time? Thanks in advance!

[gaonip]

@somaito the protocol doesnt inherently have market orders, it's alwaysa limit order (but with more slippage)

[somaito]

@gaonip, the protocol you meaning the dYdX protocol?
The reason I thought this "bug" is rather in the Python client than the actual protocol is you can make market orders with the TS client (and on the web ofc).
I assume the order made by the Python client acts like market order since it probably gets executed at ask/bid price, however, the order type info is essentially wrong.
Could you check the behaviour when you have time? Thanks!

[WojtekMatula]

@somaito the protocol doesnt inherently have market orders, it's alwaysa limit order (but with more slippage)

and how I can achieve that through python client?
Currently:
I place Market Stop Loss or Market Take Profit with price=trigger_price (as in example

v4-clients/v4-client-py-v2/examples/stop_market_order_example.py

Line 39 in 8def0e7

price=trigger_price,

)
Python client creates Limit Stop Loss or Limit Take Profit with trigger_price = price and price=price see screenhshot:

If price reach my take profit trigger and immediately after that it will retract then my triggered order will be cancelled (because of IoC) without closing my position.
If I could pass price that is different than trigger price I could mitigate that but api is not accepting trigger_price param.
Am I missing something or this is just not implemented?

[Doxtorian]

Hello @somaito, I'm having the same problem. Even if I use price=0 the order that is placed is a LIMIT instead of a market order.