Add twap order

Author: lavrric

examples/create_twap_order.py

@@ -0,0 +1,33 @@
+import asyncio
+import logging
+import lighter
+
+logging.basicConfig(level=logging.DEBUG)
+
+# The API_KEY_PRIVATE_KEY provided belongs to a dummy account registered on Testnet.
+# It was generated using the setup_system.py script, and servers as an example.
+BASE_URL = "https://testnet.zklighter.elliot.ai"
+API_KEY_PRIVATE_KEY = "0xc0a06468a5bbc9a7b785065a8b227a37fdfa18e2b81d51b018cb03ddd99bfbef4b7551f0f0765639"
+ACCOUNT_INDEX = 595
+API_KEY_INDEX = 1
+
+async def main():
+    client = lighter.SignerClient(
+        url=BASE_URL,
+        private_key=API_KEY_PRIVATE_KEY,
+        account_index=ACCOUNT_INDEX,
+        api_key_index=API_KEY_INDEX,
+    )
+
+    tx = await client.create_twap_order(
+        market_index=0,
+        client_order_index=0,
+        base_amount=1000,  # 0.1 ETH
+        is_ask=True,
+    )
+    print("Create TWAP Order Tx:", tx)
+    await client.close()
+
+
+if __name__ == "__main__":
+    asyncio.run(main())

lighter/signer_client.py

@@ -469,6 +469,20 @@ async def create_market_order(
             reduce_only=reduce_only,
         )
 
+    async def create_twap_order(self, market_index, client_order_index, base_amount, is_ask, reduce_only: bool = False):
+        return await self.create_order(
+            market_index,
+            client_order_index,
+            base_amount,
+            is_ask = is_ask,
+            reduce_only=reduce_only,
+            price = 1,
+            order_type=self.ORDER_TYPE_TWAP,
+            time_in_force=self.ORDER_TIME_IN_FORCE_GOOD_TILL_TIME,
+            trigger_price=0,
+            order_expiry=self.DEFAULT_28_DAY_ORDER_EXPIRY,
+        )
+
     async def cancel_order(self, market_index, order_index, nonce=-1) -> (CancelOrder, TxHash, str):
         tx_info, error = self.sign_cancel_order(market_index, order_index, nonce)
         if error is not None: