Integration

import requests

API = "https://optionsprotocolbackend-staging.up.railway.app"
# Production: API = "https://api.b1nary.app"
API_KEY = "your-api-key"
HEADERS = {"X-API-Key": API_KEY}

market = requests.get(f"{API}/mm/market", headers=HEADERS).json()
spot = market["eth_spot"]
iv = market["eth_iv"]
fee_bps = market["protocol_fee_bps"]
otokens = market["available_otokens"]

from web3 import Web3

w3 = Web3(Web3.HTTPProvider("https://sepolia.base.org"))
SETTLER_ABI = [{"inputs": [{"name": "", "type": "address"}], "name": "makerNonce", "outputs": [{"name": "", "type": "uint256"}], "stateMutability": "view", "type": "function"}]
settler = w3.eth.contract(
    address="0x766bD3aF1D102f7EbcB65a7B7bC12478C2DbA918",
    abi=SETTLER_ABI
)

nonce = settler.functions.makerNonce(YOUR_ADDRESS).call()

import time

r = 0.05  # risk-free rate
spread_bps = 300  # your spread: 3%

quotes = []
for i, ot in enumerate(otokens):
    T = max((ot["expiry"] - time.time()) / (365 * 86400), 0)
    if T <= 0:
        continue

    price = bid_price(
        ot["is_put"], spot, ot["strike_price"], T, r, iv, spread_bps
    )
    bid_raw = int(price * 1e6)  # USDC has 6 decimals
    if bid_raw < 1:
        continue

    quotes.append({
        "otoken_address": ot["address"],
        "bid_price": bid_raw,
        "deadline": int(time.time()) + 300,  # valid for 5 minutes
        "quote_id": i,
        "max_amount": 1_00_000_000,  # 1 ETH notional (8 decimals)
        "maker_nonce": nonce,
        "strike_price": ot["strike_price"],
        "expiry": ot["expiry"],
        "is_put": ot["is_put"],
    })

from eth_account import Account
from eth_account.messages import encode_typed_data

PRIVATE_KEY = "0x..."

DOMAIN = {
    "name": "b1nary",
    "version": "1",
    "chainId": 84532,  # testnet; use 8453 for production
    "verifyingContract": "0x766bD3aF1D102f7EbcB65a7B7bC12478C2DbA918",
}

QUOTE_TYPES = {
    "Quote": [
        {"name": "oToken", "type": "address"},
        {"name": "bidPrice", "type": "uint256"},
        {"name": "deadline", "type": "uint256"},
        {"name": "quoteId", "type": "uint256"},
        {"name": "maxAmount", "type": "uint256"},
        {"name": "makerNonce", "type": "uint256"},
    ],
}

for q in quotes:
    signable = encode_typed_data(
        domain_data=DOMAIN,
        message_types=QUOTE_TYPES,
        message_data={
            "oToken": q["otoken_address"],
            "bidPrice": q["bid_price"],
            "deadline": q["deadline"],
            "quoteId": q["quote_id"],
            "maxAmount": q["max_amount"],
            "makerNonce": q["maker_nonce"],
        },
    )
    signed = Account.sign_message(signable, private_key=PRIVATE_KEY)
    q["signature"] = "0x" + signed.signature.hex()

resp = requests.post(
    f"{API}/mm/quotes",
    headers=HEADERS,
    json={"quotes": quotes},
)
print(resp.json())
# {"accepted": 3, "rejected": 0, "errors": []}

import json
import asyncio
import websockets

async def listen_fills():
    url = f"wss://optionsprotocolbackend-staging.up.railway.app/mm/stream?api_key={API_KEY}"
    async for ws in websockets.connect(url):
        try:
            async for msg in ws:
                data = json.loads(msg)
                if data["type"] == "fill":
                    fill = data["data"]
                    print(f"Fill: {fill['otoken_address']} "
                          f"amount={fill['amount']} "
                          f"premium={fill['gross_premium']}")
                    # HEDGE HERE
        except websockets.ConnectionClosed:
            continue  # auto-reconnect

asyncio.run(listen_fills())

while True:
    requests.delete(f"{API}/mm/quotes", headers=HEADERS)

    market = requests.get(
        f"{API}/mm/market", headers=HEADERS
    ).json()

    nonce = settler.functions.makerNonce(YOUR_ADDRESS).call()

    quotes = build_and_sign_quotes(market, nonce)
    requests.post(
        f"{API}/mm/quotes",
        headers=HEADERS,
        json={"quotes": quotes},
    )

    rebalance_hedges(market["eth_spot"], market["eth_iv"])

    time.sleep(60)

name: "b1nary"
version: "1"
chainId: 84532 (testnet) or 8453 (production)
verifyingContract: BatchSettler address

keccak256("Quote(address oToken,uint256 bidPrice,uint256 deadline,uint256 quoteId,uint256 maxAmount,uint256 makerNonce)")