Merge pull request #96 from Polymarket/feat/orderbook-ts

Adding `timestamp` to orderbook summaries
Polymarket · Sep 24, 2024 · 9d35d1c · 9d35d1c
2 parents e712c58 + 3989a19
commit 9d35d1c
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Showing 4 changed files with 17 additions and 8 deletions.
diff --git a/py_clob_client/clob_types.py b/py_clob_client/clob_types.py
@@ -142,6 +142,7 @@ def json(self):
 class OrderBookSummary:
     market: str = None
     asset_id: str = None
+    timestamp: str = None
     bids: list[OrderSummary] = None
     asks: list[OrderSummary] = None
     hash: str = None

diff --git a/py_clob_client/utilities.py b/py_clob_client/utilities.py
@@ -15,6 +15,7 @@ def parse_raw_orderbook_summary(raw_obs: any) -> OrderBookSummary:
     orderbookSummary = OrderBookSummary(
         market=raw_obs["market"],
         asset_id=raw_obs["asset_id"],
+        timestamp=raw_obs["timestamp"],
         bids=bids,
         asks=asks,
         hash=raw_obs["hash"],

diff --git a/setup.py b/setup.py
@@ -5,7 +5,7 @@
 
 setuptools.setup(
     name="py_clob_client",
-    version="0.17.5",
+    version="0.18.0",
     author="Polymarket Engineering",
     author_email="[email protected]",
     maintainer="Polymarket Engineering",

diff --git a/tests/test_utilities.py b/tests/test_utilities.py
@@ -31,6 +31,7 @@ def test_parse_raw_orderbook_summary(self):
             ],
             "asks": [],
             "hash": "9d6d9e8831a150ac4cd878f99f7b2c6d419b875f",
+            "timestamp": "123456789",
         }
 
         orderbook_summary = parse_raw_orderbook_summary(raw_obs)
@@ -46,6 +47,7 @@ def test_parse_raw_orderbook_summary(self):
         self.assertEqual(
             orderbook_summary.hash, "9d6d9e8831a150ac4cd878f99f7b2c6d419b875f"
         )
+        self.assertEqual(orderbook_summary.timestamp, "123456789")
 
         self.assertIsNotNone(orderbook_summary.asks)
         self.assertIsNotNone(orderbook_summary.bids)
@@ -68,6 +70,7 @@ def test_parse_raw_orderbook_summary(self):
             "bids": [],
             "asks": [],
             "hash": "7f81a35a09e1933a96b05edb51ac4be4a6163146",
+            "timestamp": "123456789",
         }
 
         orderbook_summary = parse_raw_orderbook_summary(raw_obs)
@@ -83,6 +86,7 @@ def test_parse_raw_orderbook_summary(self):
         self.assertEqual(
             orderbook_summary.hash, "7f81a35a09e1933a96b05edb51ac4be4a6163146"
         )
+        self.assertEqual(orderbook_summary.timestamp, "123456789")
 
         self.assertIsNotNone(orderbook_summary.asks)
         self.assertIsNotNone(orderbook_summary.bids)
@@ -103,21 +107,23 @@ def test_generate_orderbook_summary_hash(self):
                 {"price": "0.7", "size": "100"},
             ],
             "hash": "",
+            "timestamp": "123456789",
         }
 
         orderbook_summary = parse_raw_orderbook_summary(raw_obs)
         self.assertEqual(
             generate_orderbook_summary_hash(orderbook_summary),
-            "b8b72c72c6534d1b3a4e7fb47b81672d0e94d5a5",
+            "5489da29343426f88622d61044975dc5fd828a27",
         )
         self.assertEqual(
             orderbook_summary.hash,
-            "b8b72c72c6534d1b3a4e7fb47b81672d0e94d5a5",
+            "5489da29343426f88622d61044975dc5fd828a27",
         )
 
         raw_obs = {
             "market": "0xaabbcc",
             "asset_id": "100",
+            "timestamp": "123456789",
             "bids": [
                 {"price": "0.3", "size": "100"},
                 {"price": "0.4", "size": "100"},
@@ -126,22 +132,23 @@ def test_generate_orderbook_summary_hash(self):
                 {"price": "0.6", "size": "100"},
                 {"price": "0.7", "size": "100"},
             ],
-            "hash": "b8b72c72c6534d1b3a4e7fb47b81672d0e94d5a5",
+            "hash": "5489da29343426f88622d61044975dc5fd828a27",
         }
 
         orderbook_summary = parse_raw_orderbook_summary(raw_obs)
         self.assertEqual(
             generate_orderbook_summary_hash(orderbook_summary),
-            "b8b72c72c6534d1b3a4e7fb47b81672d0e94d5a5",
+            "5489da29343426f88622d61044975dc5fd828a27",
         )
         self.assertEqual(
             orderbook_summary.hash,
-            "b8b72c72c6534d1b3a4e7fb47b81672d0e94d5a5",
+            "5489da29343426f88622d61044975dc5fd828a27",
         )
 
         raw_obs = {
             "market": "0xaabbcc",
             "asset_id": "100",
+            "timestamp": "",
             "bids": [],
             "asks": [],
             "hash": "",
@@ -150,11 +157,11 @@ def test_generate_orderbook_summary_hash(self):
         orderbook_summary = parse_raw_orderbook_summary(raw_obs)
         self.assertEqual(
             generate_orderbook_summary_hash(orderbook_summary),
-            "7f81a35a09e1933a96b05edb51ac4be4a6163146",
+            "6d754a2f0304a83544f91a076fa3faa9cbfb9f63",
         )
         self.assertEqual(
             orderbook_summary.hash,
-            "7f81a35a09e1933a96b05edb51ac4be4a6163146",
+            "6d754a2f0304a83544f91a076fa3faa9cbfb9f63",
         )
 
     def test_order_to_json_0_1(self):