1100 lines
46 KiB
Python
1100 lines
46 KiB
Python
# -*- coding: utf-8 -*-
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# PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN:
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# https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code
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import ccxt.async_support
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from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp
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from ccxt.base.types import Any, Bool, Int, Market, Num, Order, OrderBook, OrderRequest, OrderSide, OrderType, Str, Strings, Ticker, Tickers, Trade
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from ccxt.async_support.base.ws.client import Client
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from typing import List
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class hyperliquid(ccxt.async_support.hyperliquid):
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def describe(self) -> Any:
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return self.deep_extend(super(hyperliquid, self).describe(), {
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'has': {
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'ws': True,
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'cancelOrderWs': True,
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'cancelOrdersWs': True,
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'createOrderWs': True,
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'createOrdersWs': True,
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'editOrderWs': True,
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'watchBalance': False,
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'watchMyTrades': True,
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'watchOHLCV': True,
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'watchOrderBook': True,
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'watchOrders': True,
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'watchTicker': True,
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'watchTickers': True,
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'watchTrades': True,
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'watchTradesForSymbols': False,
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'watchPosition': False,
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},
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'urls': {
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'api': {
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'ws': {
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'public': 'wss://api.hyperliquid.xyz/ws',
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},
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},
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'test': {
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'ws': {
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'public': 'wss://api.hyperliquid-testnet.xyz/ws',
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},
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},
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},
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'options': {
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},
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'streaming': {
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'ping': self.ping,
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'keepAlive': 20000,
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},
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'exceptions': {
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'ws': {
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'exact': {
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},
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},
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},
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})
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async def create_orders_ws(self, orders: List[OrderRequest], params={}):
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"""
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create a list of trade orders using WebSocket post request
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#place-an-order
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:param Array orders: list of orders to create, each object should contain the parameters required by createOrder, namely symbol, type, side, amount, price and params
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
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"""
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await self.load_markets()
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url = self.urls['api']['ws']['public']
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ordersRequest = self.createOrdersRequest(orders, params)
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wrapped = self.wrap_as_post_action(ordersRequest)
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request = self.safe_dict(wrapped, 'request', {})
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requestId = self.safe_string(wrapped, 'requestId')
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response = await self.watch(url, requestId, request, requestId)
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responseOjb = self.safe_dict(response, 'response', {})
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data = self.safe_dict(responseOjb, 'data', {})
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statuses = self.safe_list(data, 'statuses', [])
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return self.parse_orders(statuses, None)
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async def create_order_ws(self, symbol: str, type: OrderType, side: OrderSide, amount: float, price: Num = None, params={}):
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"""
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create a trade order using WebSocket post request
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#place-an-order
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:param str symbol: unified symbol of the market to create an order in
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:param str type: 'market' or 'limit'
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:param str side: 'buy' or 'sell'
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:param float amount: how much of currency you want to trade in units of base currency
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:param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param str [params.timeInForce]: 'Gtc', 'Ioc', 'Alo'
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:param bool [params.postOnly]: True or False whether the order is post-only
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:param bool [params.reduceOnly]: True or False whether the order is reduce-only
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:param float [params.triggerPrice]: The price at which a trigger order is triggered at
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:param str [params.clientOrderId]: client order id,(optional 128 bit hex string e.g. 0x1234567890abcdef1234567890abcdef)
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:param str [params.slippage]: the slippage for market order
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:param str [params.vaultAddress]: the vault address for order
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:returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
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"""
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await self.load_markets()
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order, globalParams = self.parseCreateEditOrderArgs(None, symbol, type, side, amount, price, params)
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orders = await self.create_orders_ws([order], globalParams)
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ordersLength = len(orders)
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if ordersLength == 0:
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# not sure why but it is happening sometimes
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return self.safe_order({})
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parsedOrder = orders[0]
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return parsedOrder
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async def edit_order_ws(self, id: str, symbol: str, type: str, side: str, amount: Num = None, price: Num = None, params={}):
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"""
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edit a trade order
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#modify-multiple-orders
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:param str id: cancel order id
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:param str symbol: unified symbol of the market to create an order in
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:param str type: 'market' or 'limit'
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:param str side: 'buy' or 'sell'
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:param float amount: how much of currency you want to trade in units of base currency
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:param float [price]: the price at which the order is to be fulfilled, in units of the quote currency, ignored in market orders
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param str [params.timeInForce]: 'Gtc', 'Ioc', 'Alo'
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:param bool [params.postOnly]: True or False whether the order is post-only
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:param bool [params.reduceOnly]: True or False whether the order is reduce-only
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:param float [params.triggerPrice]: The price at which a trigger order is triggered at
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:param str [params.clientOrderId]: client order id,(optional 128 bit hex string e.g. 0x1234567890abcdef1234567890abcdef)
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:param str [params.vaultAddress]: the vault address for order
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:returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
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"""
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await self.load_markets()
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market = self.market(symbol)
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url = self.urls['api']['ws']['public']
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order, globalParams = self.parseCreateEditOrderArgs(id, symbol, type, side, amount, price, params)
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postRequest = self.editOrdersRequest([order], globalParams)
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wrapped = self.wrap_as_post_action(postRequest)
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request = self.safe_dict(wrapped, 'request', {})
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requestId = self.safe_string(wrapped, 'requestId')
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response = await self.watch(url, requestId, request, requestId)
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# response is the same self.edit_order
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responseObject = self.safe_dict(response, 'response', {})
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dataObject = self.safe_dict(responseObject, 'data', {})
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statuses = self.safe_list(dataObject, 'statuses', [])
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first = self.safe_dict(statuses, 0, {})
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parsedOrder = self.parse_order(first, market)
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return parsedOrder
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async def cancel_orders_ws(self, ids: List[str], symbol: Str = None, params={}):
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"""
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cancel multiple orders using WebSocket post request
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/post-requests
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:param str[] ids: list of order ids to cancel
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:param str symbol: unified symbol of the market the orders were made in
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param str[] [params.clientOrderId]: list of client order ids to cancel instead of order ids
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:param str [params.vaultAddress]: the vault address for order cancellation
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:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
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"""
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self.check_required_credentials()
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await self.load_markets()
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request = self.cancelOrdersRequest(ids, symbol, params)
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url = self.urls['api']['ws']['public']
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wrapped = self.wrap_as_post_action(request)
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wsRequest = self.safe_dict(wrapped, 'request', {})
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requestId = self.safe_string(wrapped, 'requestId')
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response = await self.watch(url, requestId, wsRequest, requestId)
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responseObj = self.safe_dict(response, 'response', {})
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data = self.safe_dict(responseObj, 'data', {})
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statuses = self.safe_list(data, 'statuses', [])
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orders = []
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for i in range(0, len(statuses)):
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status = statuses[i]
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orders.append(self.safe_order({
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'info': status,
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'status': status,
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}))
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return orders
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async def cancel_order_ws(self, id: str, symbol: Str = None, params={}):
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"""
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cancel a single order using WebSocket post request
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/post-requests
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:param str id: order id to cancel
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:param str symbol: unified symbol of the market the order was made in
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param str [params.clientOrderId]: client order id to cancel instead of order id
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:param str [params.vaultAddress]: the vault address for order cancellation
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:returns dict: an `order structure <https://docs.ccxt.com/#/?id=order-structure>`
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"""
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orders = await self.cancel_orders_ws([id], symbol, params)
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return self.safe_dict(orders, 0)
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async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook:
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"""
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watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
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:param str symbol: unified symbol of the market to fetch the order book for
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:param int [limit]: the maximum amount of order book entries to return
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
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"""
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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messageHash = 'orderbook:' + symbol
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url = self.urls['api']['ws']['public']
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request: dict = {
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'method': 'subscribe',
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'subscription': {
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'type': 'l2Book',
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'coin': market['baseName'] if market['swap'] else market['id'],
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},
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}
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message = self.extend(request, params)
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orderbook = await self.watch(url, messageHash, message, messageHash)
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return orderbook.limit()
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async def un_watch_order_book(self, symbol: str, params={}) -> Any:
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"""
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unWatches information on open orders with bid(buy) and ask(sell) prices, volumes and other data
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
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:param str symbol: unified symbol of the market to fetch the order book for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: A dictionary of `order book structures <https://docs.ccxt.com/#/?id=order-book-structure>` indexed by market symbols
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"""
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await self.load_markets()
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market = self.market(symbol)
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symbol = market['symbol']
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subMessageHash = 'orderbook:' + symbol
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messageHash = 'unsubscribe:' + subMessageHash
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url = self.urls['api']['ws']['public']
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id = str(self.nonce())
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request: dict = {
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'id': id,
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'method': 'unsubscribe',
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'subscription': {
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'type': 'l2Book',
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'coin': market['baseName'] if market['swap'] else market['id'],
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},
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}
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message = self.extend(request, params)
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return await self.watch(url, messageHash, message, messageHash)
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def handle_order_book(self, client, message):
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#
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# {
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# "channel": "l2Book",
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# "data": {
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# "coin": "BTC",
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# "time": 1710131872708,
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# "levels": [
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# [
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# {
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# "px": "68674.0",
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# "sz": "0.97139",
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# "n": 4
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# }
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# ],
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# [
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# {
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# "px": "68675.0",
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# "sz": "0.04396",
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# "n": 1
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# }
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# ]
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# ]
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# }
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# }
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#
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entry = self.safe_dict(message, 'data', {})
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coin = self.safe_string(entry, 'coin')
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marketId = self.coinToMarketId(coin)
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market = self.market(marketId)
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symbol = market['symbol']
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rawData = self.safe_list(entry, 'levels', [])
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data: dict = {
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'bids': self.safe_list(rawData, 0, []),
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'asks': self.safe_list(rawData, 1, []),
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}
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timestamp = self.safe_integer(entry, 'time')
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snapshot = self.parse_order_book(data, symbol, timestamp, 'bids', 'asks', 'px', 'sz')
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if not (symbol in self.orderbooks):
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ob = self.order_book(snapshot)
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self.orderbooks[symbol] = ob
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orderbook = self.orderbooks[symbol]
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orderbook.reset(snapshot)
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messageHash = 'orderbook:' + symbol
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client.resolve(orderbook, messageHash)
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async def watch_ticker(self, symbol: str, params={}) -> Ticker:
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"""
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for a specific market
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:param str symbol: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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market = self.market(symbol)
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symbol = market['symbol']
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tickers = await self.watch_tickers([symbol], params)
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return tickers[symbol]
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async def watch_tickers(self, symbols: Strings = None, params={}) -> Tickers:
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"""
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watches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
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:param str[] symbols: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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await self.load_markets()
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symbols = self.market_symbols(symbols, None, True)
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messageHash = 'tickers'
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url = self.urls['api']['ws']['public']
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request: dict = {
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'method': 'subscribe',
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'subscription': {
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'type': 'webData2', # allMids
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'user': '0x0000000000000000000000000000000000000000',
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},
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}
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tickers = await self.watch(url, messageHash, self.extend(request, params), messageHash)
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if self.newUpdates:
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return self.filter_by_array_tickers(tickers, 'symbol', symbols)
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return self.tickers
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async def un_watch_tickers(self, symbols: Strings = None, params={}) -> Any:
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"""
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unWatches a price ticker, a statistical calculation with the information calculated over the past 24 hours for all markets of a specific list
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
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:param str[] symbols: unified symbol of the market to fetch the ticker for
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:returns dict: a `ticker structure <https://docs.ccxt.com/#/?id=ticker-structure>`
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"""
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await self.load_markets()
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symbols = self.market_symbols(symbols, None, True)
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subMessageHash = 'tickers'
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messageHash = 'unsubscribe:' + subMessageHash
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url = self.urls['api']['ws']['public']
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request: dict = {
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'method': 'unsubscribe',
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'subscription': {
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'type': 'webData2', # allMids
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'user': '0x0000000000000000000000000000000000000000',
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},
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}
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return await self.watch(url, messageHash, self.extend(request, params), messageHash)
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async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
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"""
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watches information on multiple trades made by the user
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https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
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:param str symbol: unified market symbol of the market orders were made in
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:param int [since]: the earliest time in ms to fetch orders for
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:param int [limit]: the maximum number of order structures to retrieve
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:param dict [params]: extra parameters specific to the exchange API endpoint
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:param str [params.user]: user address, will default to self.walletAddress if not provided
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:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
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"""
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userAddress = None
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userAddress, params = self.handlePublicAddress('watchMyTrades', params)
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await self.load_markets()
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messageHash = 'myTrades'
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if symbol is not None:
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symbol = self.symbol(symbol)
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messageHash += ':' + symbol
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url = self.urls['api']['ws']['public']
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request: dict = {
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'method': 'subscribe',
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'subscription': {
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'type': 'userFills',
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'user': userAddress,
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},
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}
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message = self.extend(request, params)
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trades = await self.watch(url, messageHash, message, messageHash)
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if self.newUpdates:
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limit = trades.getLimit(symbol, limit)
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return self.filter_by_symbol_since_limit(trades, symbol, since, limit, True)
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def handle_ws_tickers(self, client: Client, message):
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#
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# {
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# "channel": "webData2",
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# "data": {
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# "meta": {
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# "universe": [
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# {
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# "szDecimals": 5,
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# "name": "BTC",
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# "maxLeverage": 50,
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# "onlyIsolated": False
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# },
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# ...
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# ],
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# },
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# "assetCtxs": [
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# {
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# "funding": "0.00003005",
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# "openInterest": "2311.50778",
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# "prevDayPx": "63475.0",
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# "dayNtlVlm": "468043329.64289033",
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# "premium": "0.00094264",
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# "oraclePx": "64712.0",
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# "markPx": "64774.0",
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# "midPx": "64773.5",
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# "impactPxs": [
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# "64773.0",
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# "64774.0"
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# ]
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# },
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# ...
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# ],
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# "spotAssetCtxs": [
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# {
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# "prevDayPx": "0.20937",
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# "dayNtlVlm": "11188888.61984999",
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# "markPx": "0.19722",
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# "midPx": "0.197145",
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# "circulatingSupply": "598760557.12072003",
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# "coin": "PURR/USDC"
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# },
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# ...
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# ],
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# }
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# }
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#
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# spot
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rawData = self.safe_dict(message, 'data', {})
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spotAssets = self.safe_list(rawData, 'spotAssetCtxs', [])
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parsedTickers = []
|
|
for i in range(0, len(spotAssets)):
|
|
assetObject = spotAssets[i]
|
|
marketId = self.safe_string(assetObject, 'coin')
|
|
market = self.safe_market(marketId, None, None, 'spot')
|
|
symbol = market['symbol']
|
|
ticker = self.parse_ws_ticker(assetObject, market)
|
|
parsedTickers.append(ticker)
|
|
self.tickers[symbol] = ticker
|
|
# perpetuals
|
|
meta = self.safe_dict(rawData, 'meta', {})
|
|
universe = self.safe_list(meta, 'universe', [])
|
|
assetCtxs = self.safe_list(rawData, 'assetCtxs', [])
|
|
for i in range(0, len(universe)):
|
|
data = self.extend(
|
|
self.safe_dict(universe, i, {}),
|
|
self.safe_dict(assetCtxs, i, {})
|
|
)
|
|
id = data['name'] + '/USDC:USDC'
|
|
market = self.safe_market(id, None, None, 'swap')
|
|
symbol = market['symbol']
|
|
ticker = self.parse_ws_ticker(data, market)
|
|
self.tickers[symbol] = ticker
|
|
parsedTickers.append(ticker)
|
|
tickers = self.index_by(parsedTickers, 'symbol')
|
|
client.resolve(tickers, 'tickers')
|
|
|
|
def parse_ws_ticker(self, rawTicker, market: Market = None) -> Ticker:
|
|
return self.parse_ticker(rawTicker, market)
|
|
|
|
def handle_my_trades(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "channel": "userFills",
|
|
# "data": {
|
|
# "isSnapshot": True,
|
|
# "user": "0x15f43d1f2dee81424afd891943262aa90f22cc2a",
|
|
# "fills": [
|
|
# {
|
|
# "coin": "BTC",
|
|
# "px": "72528.0",
|
|
# "sz": "0.11693",
|
|
# "side": "A",
|
|
# "time": 1710208712815,
|
|
# "startPosition": "0.11693",
|
|
# "dir": "Close Long",
|
|
# "closedPnl": "-0.81851",
|
|
# "hash": "0xc5adaf35f8402750c218040b0a7bc301130051521273b6f398b3caad3e1f3f5f",
|
|
# "oid": 7484888874,
|
|
# "crossed": True,
|
|
# "fee": "2.968244",
|
|
# "liquidationMarkPx": null,
|
|
# "tid": 567547935839686,
|
|
# "cloid": null
|
|
# }
|
|
# ]
|
|
# }
|
|
# }
|
|
#
|
|
entry = self.safe_dict(message, 'data', {})
|
|
if self.myTrades is None:
|
|
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
self.myTrades = ArrayCacheBySymbolById(limit)
|
|
trades = self.myTrades
|
|
symbols: dict = {}
|
|
data = self.safe_list(entry, 'fills', [])
|
|
dataLength = len(data)
|
|
if dataLength == 0:
|
|
return
|
|
for i in range(0, len(data)):
|
|
rawTrade = data[i]
|
|
parsed = self.parse_ws_trade(rawTrade)
|
|
symbol = parsed['symbol']
|
|
symbols[symbol] = True
|
|
trades.append(parsed)
|
|
keys = list(symbols.keys())
|
|
for i in range(0, len(keys)):
|
|
currentMessageHash = 'myTrades:' + keys[i]
|
|
client.resolve(trades, currentMessageHash)
|
|
# non-symbol specific
|
|
messageHash = 'myTrades'
|
|
client.resolve(trades, messageHash)
|
|
|
|
async def watch_trades(self, symbol: str, since: Int = None, limit: Int = None, params={}) -> List[Trade]:
|
|
# s
|
|
# @method
|
|
# @name hyperliquid#watchTrades
|
|
# @description watches information on multiple trades made in a market
|
|
# @see https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
|
|
# @param {string} symbol unified market symbol of the market trades were made in
|
|
# @param {int} [since] the earliest time in ms to fetch trades for
|
|
# @param {int} [limit] the maximum number of trade structures to retrieve
|
|
# @param {object} [params] extra parameters specific to the exchange API endpoint
|
|
# @returns {object[]} a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
|
|
#
|
|
await self.load_markets()
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
messageHash = 'trade:' + symbol
|
|
url = self.urls['api']['ws']['public']
|
|
request: dict = {
|
|
'method': 'subscribe',
|
|
'subscription': {
|
|
'type': 'trades',
|
|
'coin': market['baseName'] if market['swap'] else market['id'],
|
|
},
|
|
}
|
|
message = self.extend(request, params)
|
|
trades = await self.watch(url, messageHash, message, messageHash)
|
|
if self.newUpdates:
|
|
limit = trades.getLimit(symbol, limit)
|
|
return self.filter_by_since_limit(trades, since, limit, 'timestamp', True)
|
|
|
|
async def un_watch_trades(self, symbol: str, params={}) -> Any:
|
|
"""
|
|
unWatches information on multiple trades made in a market
|
|
|
|
https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
|
|
|
|
:param str symbol: unified market symbol of the market trades were made in
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns dict[]: a list of `trade structures <https://docs.ccxt.com/#/?id=trade-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
subMessageHash = 'trade:' + symbol
|
|
messageHash = 'unsubscribe:' + subMessageHash
|
|
url = self.urls['api']['ws']['public']
|
|
request: dict = {
|
|
'method': 'unsubscribe',
|
|
'subscription': {
|
|
'type': 'trades',
|
|
'coin': market['baseName'] if market['swap'] else market['id'],
|
|
},
|
|
}
|
|
message = self.extend(request, params)
|
|
return await self.watch(url, messageHash, message, messageHash)
|
|
|
|
def handle_trades(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "channel": "trades",
|
|
# "data": [
|
|
# {
|
|
# "coin": "BTC",
|
|
# "side": "A",
|
|
# "px": "68517.0",
|
|
# "sz": "0.005",
|
|
# "time": 1710125266669,
|
|
# "hash": "0xc872699f116e012186620407fc08a802015e0097c5cce74710697f7272e6e959",
|
|
# "tid": 981894269203506
|
|
# }
|
|
# ]
|
|
# }
|
|
#
|
|
entry = self.safe_list(message, 'data', [])
|
|
first = self.safe_dict(entry, 0, {})
|
|
coin = self.safe_string(first, 'coin')
|
|
marketId = self.coinToMarketId(coin)
|
|
market = self.market(marketId)
|
|
symbol = market['symbol']
|
|
if not (symbol in self.trades):
|
|
limit = self.safe_integer(self.options, 'tradesLimit', 1000)
|
|
stored = ArrayCache(limit)
|
|
self.trades[symbol] = stored
|
|
trades = self.trades[symbol]
|
|
for i in range(0, len(entry)):
|
|
data = self.safe_dict(entry, i)
|
|
trade = self.parse_ws_trade(data)
|
|
trades.append(trade)
|
|
messageHash = 'trade:' + symbol
|
|
client.resolve(trades, messageHash)
|
|
|
|
def parse_ws_trade(self, trade: dict, market: Market = None) -> Trade:
|
|
#
|
|
# fetchMyTrades
|
|
#
|
|
# {
|
|
# "coin": "BTC",
|
|
# "px": "72528.0",
|
|
# "sz": "0.11693",
|
|
# "side": "A",
|
|
# "time": 1710208712815,
|
|
# "startPosition": "0.11693",
|
|
# "dir": "Close Long",
|
|
# "closedPnl": "-0.81851",
|
|
# "hash": "0xc5adaf35f8402750c218040b0a7bc301130051521273b6f398b3caad3e1f3f5f",
|
|
# "oid": 7484888874,
|
|
# "crossed": True,
|
|
# "fee": "2.968244",
|
|
# "liquidationMarkPx": null,
|
|
# "tid": 567547935839686,
|
|
# "cloid": null
|
|
# }
|
|
#
|
|
# fetchTrades
|
|
#
|
|
# {
|
|
# "coin": "BTC",
|
|
# "side": "A",
|
|
# "px": "68517.0",
|
|
# "sz": "0.005",
|
|
# "time": 1710125266669,
|
|
# "hash": "0xc872699f116e012186620407fc08a802015e0097c5cce74710697f7272e6e959",
|
|
# "tid": 981894269203506
|
|
# }
|
|
#
|
|
timestamp = self.safe_integer(trade, 'time')
|
|
price = self.safe_string(trade, 'px')
|
|
amount = self.safe_string(trade, 'sz')
|
|
coin = self.safe_string(trade, 'coin')
|
|
marketId = self.coinToMarketId(coin)
|
|
market = self.safe_market(marketId, None)
|
|
symbol = market['symbol']
|
|
id = self.safe_string(trade, 'tid')
|
|
side = self.safe_string(trade, 'side')
|
|
if side is not None:
|
|
side = 'sell' if (side == 'A') else 'buy'
|
|
fee = self.safe_string(trade, 'fee')
|
|
return self.safe_trade({
|
|
'info': trade,
|
|
'timestamp': timestamp,
|
|
'datetime': self.iso8601(timestamp),
|
|
'symbol': symbol,
|
|
'id': id,
|
|
'order': self.safe_string(trade, 'oid'),
|
|
'type': None,
|
|
'side': side,
|
|
'takerOrMaker': None,
|
|
'price': price,
|
|
'amount': amount,
|
|
'cost': None,
|
|
'fee': {'cost': fee, 'currency': 'USDC'},
|
|
}, market)
|
|
|
|
async def watch_ohlcv(self, symbol: str, timeframe: str = '1m', since: Int = None, limit: Int = None, params={}) -> List[list]:
|
|
"""
|
|
watches historical candlestick data containing the open, high, low, close price, and the volume of a market
|
|
|
|
https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
|
|
|
|
:param str symbol: unified symbol of the market to fetch OHLCV data for
|
|
:param str timeframe: the length of time each candle represents
|
|
:param int [since]: timestamp in ms of the earliest candle to fetch
|
|
:param int [limit]: the maximum amount of candles to fetch
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns int[][]: A list of candles ordered, open, high, low, close, volume
|
|
"""
|
|
await self.load_markets()
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
url = self.urls['api']['ws']['public']
|
|
request: dict = {
|
|
'method': 'subscribe',
|
|
'subscription': {
|
|
'type': 'candle',
|
|
'coin': market['baseName'] if market['swap'] else market['id'],
|
|
'interval': timeframe,
|
|
},
|
|
}
|
|
messageHash = 'candles:' + timeframe + ':' + symbol
|
|
message = self.extend(request, params)
|
|
ohlcv = await self.watch(url, messageHash, message, messageHash)
|
|
if self.newUpdates:
|
|
limit = ohlcv.getLimit(symbol, limit)
|
|
return self.filter_by_since_limit(ohlcv, since, limit, 0, True)
|
|
|
|
async def un_watch_ohlcv(self, symbol: str, timeframe: str = '1m', params={}) -> Any:
|
|
"""
|
|
watches historical candlestick data containing the open, high, low, close price, and the volume of a market
|
|
|
|
https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
|
|
|
|
:param str symbol: unified symbol of the market to fetch OHLCV data for
|
|
:param str timeframe: the length of time each candle represents
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:returns int[][]: A list of candles ordered, open, high, low, close, volume
|
|
"""
|
|
await self.load_markets()
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
url = self.urls['api']['ws']['public']
|
|
request: dict = {
|
|
'method': 'unsubscribe',
|
|
'subscription': {
|
|
'type': 'candle',
|
|
'coin': market['baseName'] if market['swap'] else market['id'],
|
|
'interval': timeframe,
|
|
},
|
|
}
|
|
subMessageHash = 'candles:' + timeframe + ':' + symbol
|
|
messagehash = 'unsubscribe:' + subMessageHash
|
|
message = self.extend(request, params)
|
|
return await self.watch(url, messagehash, message, messagehash)
|
|
|
|
def handle_ohlcv(self, client: Client, message):
|
|
#
|
|
# {
|
|
# channel: 'candle',
|
|
# data: {
|
|
# t: 1710146280000,
|
|
# T: 1710146339999,
|
|
# s: 'BTC',
|
|
# i: '1m',
|
|
# o: '71400.0',
|
|
# c: '71411.0',
|
|
# h: '71422.0',
|
|
# l: '71389.0',
|
|
# v: '1.20407',
|
|
# n: 20
|
|
# }
|
|
# }
|
|
#
|
|
data = self.safe_dict(message, 'data', {})
|
|
base = self.safe_string(data, 's')
|
|
marketId = self.coinToMarketId(base)
|
|
symbol = self.safe_symbol(marketId)
|
|
timeframe = self.safe_string(data, 'i')
|
|
if not (symbol in self.ohlcvs):
|
|
self.ohlcvs[symbol] = {}
|
|
if not (timeframe in self.ohlcvs[symbol]):
|
|
limit = self.safe_integer(self.options, 'OHLCVLimit', 1000)
|
|
stored = ArrayCacheByTimestamp(limit)
|
|
self.ohlcvs[symbol][timeframe] = stored
|
|
ohlcv = self.ohlcvs[symbol][timeframe]
|
|
parsed = self.parse_ohlcv(data)
|
|
ohlcv.append(parsed)
|
|
messageHash = 'candles:' + timeframe + ':' + symbol
|
|
client.resolve(ohlcv, messageHash)
|
|
|
|
def handle_ws_post(self, client: Client, message: dict):
|
|
# {
|
|
# channel: "post",
|
|
# data: {
|
|
# id: <number>,
|
|
# response: {
|
|
# type: "info" | "action" | "error",
|
|
# payload: {...}
|
|
# }
|
|
# }
|
|
data = self.safe_dict(message, 'data')
|
|
id = self.safe_string(data, 'id')
|
|
response = self.safe_dict(data, 'response')
|
|
payload = self.safe_dict(response, 'payload')
|
|
client.resolve(payload, id)
|
|
|
|
async def watch_orders(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Order]:
|
|
"""
|
|
watches information on multiple orders made by the user
|
|
|
|
https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
|
|
|
|
:param str symbol: unified market symbol of the market orders were made in
|
|
:param int [since]: the earliest time in ms to fetch orders for
|
|
:param int [limit]: the maximum number of order structures to retrieve
|
|
:param dict [params]: extra parameters specific to the exchange API endpoint
|
|
:param str [params.user]: user address, will default to self.walletAddress if not provided
|
|
:returns dict[]: a list of `order structures <https://docs.ccxt.com/#/?id=order-structure>`
|
|
"""
|
|
await self.load_markets()
|
|
userAddress = None
|
|
userAddress, params = self.handlePublicAddress('watchOrders', params)
|
|
market = None
|
|
messageHash = 'order'
|
|
if symbol is not None:
|
|
market = self.market(symbol)
|
|
symbol = market['symbol']
|
|
messageHash = messageHash + ':' + symbol
|
|
url = self.urls['api']['ws']['public']
|
|
request: dict = {
|
|
'method': 'subscribe',
|
|
'subscription': {
|
|
'type': 'orderUpdates',
|
|
'user': userAddress,
|
|
},
|
|
}
|
|
message = self.extend(request, params)
|
|
orders = await self.watch(url, messageHash, message, messageHash)
|
|
if self.newUpdates:
|
|
limit = orders.getLimit(symbol, limit)
|
|
return self.filter_by_symbol_since_limit(orders, symbol, since, limit, True)
|
|
|
|
def handle_order(self, client: Client, message):
|
|
#
|
|
# {
|
|
# channel: 'orderUpdates',
|
|
# data: [
|
|
# {
|
|
# order: {
|
|
# coin: 'BTC',
|
|
# side: 'B',
|
|
# limitPx: '30000.0',
|
|
# sz: '0.001',
|
|
# oid: 7456484275,
|
|
# timestamp: 1710163596492,
|
|
# origSz: '0.001'
|
|
# },
|
|
# status: 'open',
|
|
# statusTimestamp: 1710163596492
|
|
# }
|
|
# ]
|
|
# }
|
|
#
|
|
data = self.safe_list(message, 'data', [])
|
|
if self.orders is None:
|
|
limit = self.safe_integer(self.options, 'ordersLimit', 1000)
|
|
self.orders = ArrayCacheBySymbolById(limit)
|
|
dataLength = len(data)
|
|
if dataLength == 0:
|
|
return
|
|
stored = self.orders
|
|
messageHash = 'order'
|
|
marketSymbols: dict = {}
|
|
for i in range(0, len(data)):
|
|
rawOrder = data[i]
|
|
order = self.parse_order(rawOrder)
|
|
stored.append(order)
|
|
symbol = self.safe_string(order, 'symbol')
|
|
marketSymbols[symbol] = True
|
|
keys = list(marketSymbols.keys())
|
|
for i in range(0, len(keys)):
|
|
symbol = keys[i]
|
|
innerMessageHash = messageHash + ':' + symbol
|
|
client.resolve(stored, innerMessageHash)
|
|
client.resolve(stored, messageHash)
|
|
|
|
def handle_error_message(self, client: Client, message) -> Bool:
|
|
#
|
|
# {
|
|
# "channel": "post",
|
|
# "data": {
|
|
# "id": 1,
|
|
# "response": {
|
|
# "type": "action",
|
|
# "payload": {
|
|
# "status": "ok",
|
|
# "response": {
|
|
# "type": "order",
|
|
# "data": {
|
|
# "statuses": [
|
|
# {
|
|
# "error": "Order price cannot be more than 80% away from the reference price"
|
|
# }
|
|
# ]
|
|
# }
|
|
# }
|
|
# }
|
|
# }
|
|
# }
|
|
# }
|
|
#
|
|
# {
|
|
# "channel": "error",
|
|
# "data": "Error parsing JSON into valid websocket request: {\"type\": \"allMids\"}"
|
|
# }
|
|
#
|
|
channel = self.safe_string(message, 'channel', '')
|
|
if channel == 'error':
|
|
ret_msg = self.safe_string(message, 'data', '')
|
|
errorMsg = self.id + ' ' + ret_msg
|
|
client.reject(errorMsg)
|
|
return True
|
|
data = self.safe_dict(message, 'data', {})
|
|
id = self.safe_string(message, 'id')
|
|
if id is None:
|
|
id = self.safe_string(data, 'id')
|
|
response = self.safe_dict(data, 'response', {})
|
|
payload = self.safe_dict(response, 'payload', {})
|
|
status = self.safe_string(payload, 'status')
|
|
if status is not None and status != 'ok':
|
|
errorMsg = self.id + ' ' + self.json(payload)
|
|
client.reject(errorMsg, id)
|
|
return True
|
|
type = self.safe_string(payload, 'type')
|
|
if type == 'error':
|
|
error = self.id + ' ' + self.json(payload)
|
|
client.reject(error, id)
|
|
return True
|
|
try:
|
|
self.handle_errors(0, '', '', '', {}, self.json(payload), payload, {}, {})
|
|
except Exception as e:
|
|
client.reject(e, id)
|
|
return True
|
|
return False
|
|
|
|
def handle_order_book_unsubscription(self, client: Client, subscription: dict):
|
|
#
|
|
# "subscription":{
|
|
# "type":"l2Book",
|
|
# "coin":"BTC",
|
|
# "nSigFigs":5,
|
|
# "mantissa":null
|
|
# }
|
|
#
|
|
coin = self.safe_string(subscription, 'coin')
|
|
marketId = self.coinToMarketId(coin)
|
|
symbol = self.safe_symbol(marketId)
|
|
subMessageHash = 'orderbook:' + symbol
|
|
messageHash = 'unsubscribe:' + subMessageHash
|
|
self.clean_unsubscription(client, subMessageHash, messageHash)
|
|
if symbol in self.orderbooks:
|
|
del self.orderbooks[symbol]
|
|
|
|
def handle_trades_unsubscription(self, client: Client, subscription: dict):
|
|
#
|
|
coin = self.safe_string(subscription, 'coin')
|
|
marketId = self.coinToMarketId(coin)
|
|
symbol = self.safe_symbol(marketId)
|
|
subMessageHash = 'trade:' + symbol
|
|
messageHash = 'unsubscribe:' + subMessageHash
|
|
self.clean_unsubscription(client, subMessageHash, messageHash)
|
|
if symbol in self.trades:
|
|
del self.trades[symbol]
|
|
|
|
def handle_tickers_unsubscription(self, client: Client, subscription: dict):
|
|
#
|
|
subMessageHash = 'tickers'
|
|
messageHash = 'unsubscribe:' + subMessageHash
|
|
self.clean_unsubscription(client, subMessageHash, messageHash)
|
|
symbols = list(self.tickers.keys())
|
|
for i in range(0, len(symbols)):
|
|
del self.tickers[symbols[i]]
|
|
|
|
def handle_ohlcv_unsubscription(self, client: Client, subscription: dict):
|
|
coin = self.safe_string(subscription, 'coin')
|
|
marketId = self.coinToMarketId(coin)
|
|
symbol = self.safe_symbol(marketId)
|
|
interval = self.safe_string(subscription, 'interval')
|
|
timeframe = self.find_timeframe(interval)
|
|
subMessageHash = 'candles:' + timeframe + ':' + symbol
|
|
messageHash = 'unsubscribe:' + subMessageHash
|
|
self.clean_unsubscription(client, subMessageHash, messageHash)
|
|
if symbol in self.ohlcvs:
|
|
if timeframe in self.ohlcvs[symbol]:
|
|
del self.ohlcvs[symbol][timeframe]
|
|
|
|
def handle_subscription_response(self, client: Client, message):
|
|
# {
|
|
# "channel":"subscriptionResponse",
|
|
# "data":{
|
|
# "method":"unsubscribe",
|
|
# "subscription":{
|
|
# "type":"l2Book",
|
|
# "coin":"BTC",
|
|
# "nSigFigs":5,
|
|
# "mantissa":null
|
|
# }
|
|
# }
|
|
# }
|
|
#
|
|
# {
|
|
# "channel":"subscriptionResponse",
|
|
# "data":{
|
|
# "method":"unsubscribe",
|
|
# "subscription":{
|
|
# "type":"trades",
|
|
# "coin":"PURR/USDC"
|
|
# }
|
|
# }
|
|
# }
|
|
#
|
|
data = self.safe_dict(message, 'data', {})
|
|
method = self.safe_string(data, 'method')
|
|
if method == 'unsubscribe':
|
|
subscription = self.safe_dict(data, 'subscription', {})
|
|
type = self.safe_string(subscription, 'type')
|
|
if type == 'l2Book':
|
|
self.handle_order_book_unsubscription(client, subscription)
|
|
elif type == 'trades':
|
|
self.handle_trades_unsubscription(client, subscription)
|
|
elif type == 'webData2':
|
|
self.handle_tickers_unsubscription(client, subscription)
|
|
elif type == 'candle':
|
|
self.handle_ohlcv_unsubscription(client, subscription)
|
|
|
|
def handle_message(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "channel":"subscriptionResponse",
|
|
# "data":{
|
|
# "method":"unsubscribe",
|
|
# "subscription":{
|
|
# "type":"l2Book",
|
|
# "coin":"BTC",
|
|
# "nSigFigs":5,
|
|
# "mantissa":null
|
|
# }
|
|
# }
|
|
# }
|
|
#
|
|
if self.handle_error_message(client, message):
|
|
return
|
|
topic = self.safe_string(message, 'channel', '')
|
|
methods: dict = {
|
|
'pong': self.handle_pong,
|
|
'trades': self.handle_trades,
|
|
'l2Book': self.handle_order_book,
|
|
'candle': self.handle_ohlcv,
|
|
'orderUpdates': self.handle_order,
|
|
'userFills': self.handle_my_trades,
|
|
'webData2': self.handle_ws_tickers,
|
|
'post': self.handle_ws_post,
|
|
'subscriptionResponse': self.handle_subscription_response,
|
|
}
|
|
exacMethod = self.safe_value(methods, topic)
|
|
if exacMethod is not None:
|
|
exacMethod(client, message)
|
|
return
|
|
keys = list(methods.keys())
|
|
for i in range(0, len(keys)):
|
|
key = keys[i]
|
|
if topic.find(keys[i]) >= 0:
|
|
method = methods[key]
|
|
method(client, message)
|
|
return
|
|
|
|
def ping(self, client: Client):
|
|
return {
|
|
'method': 'ping',
|
|
}
|
|
|
|
def handle_pong(self, client: Client, message):
|
|
#
|
|
# {
|
|
# "channel": "pong"
|
|
# }
|
|
#
|
|
client.lastPong = self.safe_integer(message, 'pong')
|
|
return message
|
|
|
|
def request_id(self) -> float:
|
|
requestId = self.sum(self.safe_integer(self.options, 'requestId', 0), 1)
|
|
self.options['requestId'] = requestId
|
|
return requestId
|
|
|
|
def wrap_as_post_action(self, request: dict) -> dict:
|
|
requestId = self.request_id()
|
|
return {
|
|
'requestId': requestId,
|
|
'request': {
|
|
'method': 'post',
|
|
'id': requestId,
|
|
'request': {
|
|
'type': 'action',
|
|
'payload': request,
|
|
},
|
|
},
|
|
}
|