# -*- coding: utf-8 -*- # PLEASE DO NOT EDIT THIS FILE, IT IS GENERATED AND WILL BE OVERWRITTEN: # https://github.com/ccxt/ccxt/blob/master/CONTRIBUTING.md#how-to-contribute-code import ccxt.async_support from ccxt.async_support.base.ws.cache import ArrayCache, ArrayCacheBySymbolById, ArrayCacheByTimestamp from ccxt.base.types import Int, Market, Order, OrderBook, Str, Trade from ccxt.async_support.base.ws.client import Client from typing import List from ccxt.base.errors import ExchangeError class hyperliquid(ccxt.async_support.hyperliquid): def describe(self): return self.deep_extend(super(hyperliquid, self).describe(), { 'has': { 'ws': True, 'watchBalance': False, 'watchMyTrades': True, 'watchOHLCV': True, 'watchOrderBook': True, 'watchOrders': True, 'watchTicker': False, 'watchTickers': False, 'watchTrades': True, 'watchPosition': False, }, 'urls': { 'api': { 'ws': { 'public': 'wss://api.hyperliquid.xyz/ws', }, }, 'test': { 'ws': { 'public': 'wss://api.hyperliquid-testnet.xyz/ws', }, }, }, 'options': { }, 'streaming': { 'ping': self.ping, 'keepAlive': 20000, }, 'exceptions': { 'ws': { 'exact': { }, }, }, }) async def watch_order_book(self, symbol: str, limit: Int = None, params={}) -> OrderBook: """ watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols """ await self.load_markets() market = self.market(symbol) symbol = market['symbol'] messageHash = 'orderbook:' + symbol url = self.urls['api']['ws']['public'] request = { 'method': 'subscribe', 'subscription': { 'type': 'l2Book', 'coin': market['base'], }, } message = self.extend(request, params) orderbook = await self.watch(url, messageHash, message, messageHash) return orderbook.limit() def handle_order_book(self, client, message): # # { # "channel": "l2Book", # "data": { # "coin": "BTC", # "time": 1710131872708, # "levels": [ # [ # { # "px": "68674.0", # "sz": "0.97139", # "n": 4 # } # ], # [ # { # "px": "68675.0", # "sz": "0.04396", # "n": 1 # } # ] # ] # } # } # entry = self.safe_dict(message, 'data', {}) coin = self.safe_string(entry, 'coin') marketId = coin + '/USDC:USDC' market = self.market(marketId) symbol = market['symbol'] rawData = self.safe_list(entry, 'levels', []) data = { 'bids': self.safe_list(rawData, 0, []), 'asks': self.safe_list(rawData, 1, []), } timestamp = self.safe_integer(entry, 'time') snapshot = self.parse_order_book(data, symbol, timestamp, 'bids', 'asks', 'px', 'sz') if not (symbol in self.orderbooks): ob = self.order_book(snapshot) self.orderbooks[symbol] = ob orderbook = self.orderbooks[symbol] orderbook.reset(snapshot) messageHash = 'orderbook:' + symbol client.resolve(orderbook, messageHash) async def watch_my_trades(self, symbol: Str = None, since: Int = None, limit: Int = None, params={}) -> List[Trade]: """ watches information on multiple trades made by the user :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]{@link https://docs.ccxt.com/#/?id=order-structure """ userAddress = None userAddress, params = self.handlePublicAddress('watchMyTrades', params) await self.load_markets() messageHash = 'myTrades' if symbol is not None: symbol = self.symbol(symbol) messageHash += ':' + symbol url = self.urls['api']['ws']['public'] request = { 'method': 'subscribe', 'subscription': { 'type': 'userFills', 'user': userAddress, }, } 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_symbol_since_limit(trades, symbol, since, limit, True) 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 = {} 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]: """ watches information on multiple trades made in a market :param str 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 dict [params]: extra parameters specific to the exchange API endpoint :returns dict[]: a list of [trade structures]{@link 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 = { 'method': 'subscribe', 'subscription': { 'type': 'trades', 'coin': market['base'], }, } 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) 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 = coin + '/USDC:USDC' 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, 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 = coin + '/USDC:USDC' 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': None, '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='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 :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 = { 'method': 'subscribe', 'subscription': { 'type': 'candle', 'coin': market['base'], '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) 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') symbol = base + '/USDC:USDC' 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) 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 :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]{@link 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 = { '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 = {} 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): # # { # "channel": "error", # "data": "Error parsing JSON into valid websocket request: {\"type\": \"allMids\"}" # } # channel = self.safe_string(message, 'channel', '') ret_msg = self.safe_string(message, 'data', '') if channel == 'error': raise ExchangeError(self.id + ' ' + ret_msg) else: return False def handle_message(self, client: Client, message): if self.handle_error_message(client, message): return topic = self.safe_string(message, 'channel', '') methods = { '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, } 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): return { 'method': 'ping', } def handle_pong(self, client: Client, message): # # { # "channel": "pong" # } # client.lastPong = self.safe_integer(message, 'pong') return message