mirror of
https://github.com/luxfi/dex.git
synced 2026-10-30 14:45:46 +00:00
zeekay
9a97d82e99
The best_venue_buy() and best_venue_sell() methods used Decimal::from_double(1e18) as a sentinel value, which caused integer overflow (1e18 * 1e8 scale = 1e26 exceeds int64_t max ~9.2e18). This resulted in undefined behavior during price comparisons. Changed to use std::optional<Decimal> for safe sentinel-free comparisons.
116 lines
2.3 KiB
Python
116 lines
2.3 KiB
Python
"""
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LX Trading SDK - High-frequency trading with unified liquidity aggregation.
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Supports:
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- Native LX DEX (CLOB) and LX AMM
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- CCXT exchanges (Binance, MEXC, OKX, etc.)
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- Hummingbot Gateway connectors
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Example:
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>>> from lx_trading import Client, Config
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>>>
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>>> config = Config.from_file("config.toml")
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>>> client = Client(config)
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>>> await client.connect()
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>>>
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>>> # Smart order routing across all venues
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>>> order = await client.buy("BTC-USDC", 1.0)
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>>>
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>>> # Or target specific venue
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>>> order = await client.buy("BTC-USDC", 1.0, venue="binance")
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"""
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__version__ = "0.1.0"
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from lx_trading.client import Client
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from lx_trading.config import Config
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from lx_trading.types import (
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Balance,
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Fee,
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LpPosition,
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Order,
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OrderRequest,
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OrderStatus,
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OrderType,
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PoolInfo,
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Side,
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SwapQuote,
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Ticker,
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TimeInForce,
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Trade,
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TradingPair,
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)
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from lx_trading.adapters import (
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CcxtAdapter,
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HummingbotAdapter,
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LxDexAdapter,
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LxAmmAdapter,
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)
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from lx_trading.orderbook import Orderbook, AggregatedOrderbook
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from lx_trading.risk import RiskManager
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from lx_trading.execution import TwapExecutor, VwapExecutor, IcebergExecutor, SniperExecutor
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from lx_trading.math import (
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# Pricing
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black_scholes,
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implied_volatility,
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greeks,
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# AMM
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constant_product_price,
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concentrated_liquidity_price,
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# Statistics
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volatility,
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sharpe_ratio,
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sortino_ratio,
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max_drawdown,
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var,
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cvar,
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)
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__all__ = [
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# Core
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"Client",
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"Config",
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# Types
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"Balance",
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"Fee",
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"LpPosition",
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"Order",
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"OrderRequest",
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"OrderStatus",
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"OrderType",
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"PoolInfo",
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"Side",
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"SwapQuote",
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"Ticker",
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"TimeInForce",
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"Trade",
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"TradingPair",
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# Adapters
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"CcxtAdapter",
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"HummingbotAdapter",
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"LxDexAdapter",
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"LxAmmAdapter",
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# Orderbook
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"Orderbook",
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"AggregatedOrderbook",
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# Risk
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"RiskManager",
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# Execution
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"TwapExecutor",
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"VwapExecutor",
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"IcebergExecutor",
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"SniperExecutor",
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# Math
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"black_scholes",
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"implied_volatility",
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"greeks",
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"constant_product_price",
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"concentrated_liquidity_price",
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"volatility",
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"sharpe_ratio",
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"sortino_ratio",
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"max_drawdown",
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"var",
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"cvar",
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]
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