npm - @yuants/vendor-hyperliquid - Versions diffs - 0.4.4 → 0.4.6 - Mend

@yuants/vendor-hyperliquid 0.4.4 → 0.4.6

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.

Files changed (12) hide show

package/dist/api.js CHANGED Viewed

@@ -85,6 +85,12 @@ export class HyperliquidClient {
          * FYI: https://github.com/hyperliquid-dex/hyperliquid-python-sdk/blob/a4280d08ca42936a6851f309b7a4f4ae995a92c0/hyperliquid/info.py#L184
          */
         this.getAllMids = () => this.request('POST', 'info', { type: 'allMids' });
+        /**
+         * info
+         *
+         * https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-perpetuals-asset-contexts-includes-mark-price-current-funding-open-interest-etc.
+         */
+        this.getMetaAndAssetCtxs = () => this.request('POST', 'info', { type: 'metaAndAssetCtxs' });
         /**
          * info
          *

package/dist/api.js.map CHANGED Viewed

	@@ -1 +1 @@
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{ UUID, formatTime } from '@yuants/utils';\n// @ts-ignore\nimport { ethers } from 'ethers';\nimport { Subject, filter, firstValueFrom, mergeMap, of, shareReplay, throwError, timeout, timer } from 'rxjs';\nimport { signL1Action } from './sign';\n\n/*\n API: https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/notation\n /\nexport class HyperliquidClient {\n noAuth = true;\n private wallet: ethers.Wallet \| undefined;\n public public_key: string \| undefined;\n constructor(config: {\n auth: {\n private_key: string;\n };\n }) {\n if (config.auth.private_key) {\n this.noAuth = false;\n }\n this.wallet = !this.noAuth ? new ethers.Wallet(config.auth.private_key) : undefined;\n this.public_key = this.wallet?.address;\n }\n\n async request(method: string, path: string, params?: any) {\n const url = new URL('https://api.hyperliquid.xyz');\n\n url.pathname = path;\n\n const headers: Record<string, string> = {\n 'Content-Type': 'application/json',\n };\n const body = method === 'GET' ? '' : JSON.stringify(params);\n // const str = CryptoJS.enc.Base64.stringify(CryptoJS.HmacSHA256(signData, secret_key));\n\n console.info(formatTime(Date.now()), method, url.href, JSON.stringify(headers), body);\n const res = await fetch(url.href, {\n method,\n headers,\n body: body \|\| undefined,\n });\n const retStr = await res.text();\n try {\n if (process.env.LOG_LEVEL === 'DEBUG') {\n console.debug(formatTime(Date.now()), 'HyperliquidResponse', path, JSON.stringify(params), retStr);\n }\n return JSON.parse(retStr);\n } catch (e) {\n console.error(formatTime(Date.now()), 'HyperliquidRequestFailed', path, JSON.stringify(params), retStr);\n throw e;\n }\n }\n\n mapPathToRequestChannel: Record<\n string,\n {\n requestQueue: Array<{\n trace_id: string;\n method: string;\n path: string;\n params?: any;\n }>;\n responseChannel: Subject<{ trace_id: string; response?: any; error?: Error }>;\n }\n > = {};\n\n setupChannel(path: string, period: number, limit: number) {\n this.mapPathToRequestChannel[path] = {\n requestQueue: [],\n responseChannel: new Subject(),\n };\n\n const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];\n timer(0, period)\n .pipe(\n filter(() => requestQueue.length > 0),\n mergeMap(() => requestQueue.splice(0, limit)),\n mergeMap(async (request) => {\n try {\n const res = await this.request(request.method, request.path, request.params);\n return { trace_id: request.trace_id, response: res };\n } catch (error) {\n return { trace_id: request.trace_id, error };\n }\n }),\n )\n .subscribe(responseChannel);\n }\n\n async requestWithFlowControl(\n method: string,\n path: string,\n flowControl: { period: number; limit: number } = { period: 10, limit: Infinity },\n params?: any,\n ) {\n const { period, limit } = flowControl;\n if (!this.mapPathToRequestChannel[path]) {\n this.setupChannel(path, period, limit);\n }\n const uuid = UUID();\n\n const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];\n const res$ = responseChannel.pipe(\n //\n filter((response) => response.trace_id === uuid),\n mergeMap((response) => (response.error ? throwError(() => response.error) : of(response))),\n timeout(30_000),\n shareReplay(1),\n );\n requestQueue.push({ trace_id: uuid, method, path, params });\n return (await firstValueFrom(res$)).response;\n }\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-users-perpetuals-account-summary\n /\n getUserPerpetualsAccountSummary = (params: {\n user: string;\n }): Promise<{\n marginSummary: {\n accountValue: string;\n totalNtlPos: string;\n totalRawUsd: string;\n totalMarginUsed: string;\n };\n crossMarginSummary: {\n accountValue: string;\n totalNtlPos: string;\n totalRawUsd: string;\n totalMarginUsed: string;\n };\n crossMaintenanceMarginUsed: string;\n withdrawable: string;\n assetPositions: {\n type: string;\n position: {\n coin: string;\n szi: string;\n leverage: {\n type: string;\n value: number;\n };\n entryPx: string;\n positionValue: string;\n unrealizedPnl: string;\n returnOnEquity: string;\n liquidationPx: string;\n marginUsed: string;\n maxLeverage: number;\n cumFunding: {\n allTime: string;\n sinceOpen: string;\n sinceChange: string;\n };\n };\n }[];\n time: number;\n }> => this.request('POST', 'info', { ...params, type: 'clearinghouseState' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-perpetuals-metadata\n /\n getPerpetualsMetaData = (params?: {\n dex?: string;\n }): Promise<{\n universe: {\n name: string;\n szDecimals: number;\n maxLeverage: number;\n onlyIsolated?: boolean;\n isDelisted?: boolean;\n }[];\n marginTables: [\n number,\n {\n description: string;\n marginTiers: {\n lowerBound: string;\n maxLeverage: number;\n }[];\n },\n ][];\n }> => this.request('POST', 'info', { type: 'meta' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/spot#retrieve-spot-metadata\n /\n getSpotMetaData = (): Promise<{\n tokens: {\n name: string;\n szDecimals: number;\n weiDecimals: number;\n index: number;\n tokenId: string;\n isCanonical: boolean;\n evmContract: null;\n fullName: null;\n }[];\n universe: {\n name: string;\n tokens: number[];\n index: number;\n isCanonical: boolean;\n }[];\n }> => this.request('POST', 'info', { type: 'spotMeta' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-a-users-funding-history-or-non-funding-ledger-updates\n /\n getUserFundingHistory = (params: {\n user: string;\n startTime?: number;\n endTime?: number;\n }): Promise<{\n time: number;\n hash: string;\n delta: {\n type: string;\n coin: string;\n usdc: string;\n szi: string;\n fundingRate: string;\n };\n }> => this.request('POST', 'info', { ...params, type: 'fundingHistory' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/spot#retrieve-spot-metadata\n /\n getUserTokenBalances = (params: {\n user: string;\n }): Promise<{\n balances: {\n coin: string;\n token: number;\n hold: string;\n total: string;\n entryNtl: string;\n }[];\n }> => this.request('POST', 'info', { ...params, type: 'tokenBalances' });\n\n /\n info\n \n Retrieve user's open orders\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#open-orders\n /\n getUserOpenOrders = (params: {\n user: string;\n }): Promise<\n {\n coin: string;\n limitPx: string;\n oid: number;\n side: string;\n sz: string;\n timestamp: number;\n }[]\n > => this.request('POST', 'info', { ...params, type: 'openOrders' });\n\n /\n info - Get Historical Funding Rates\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-historical-funding-rates\n \n Data Characteristics:\n * - API Limit: Maximum 500 records per request\n * - Time Ordering: Data returned in ascending chronological order (earliest to latest)\n * - Time Format: Uses millisecond timestamps\n * - Pagination Strategy: When data exceeds 500 records, use startTime parameter for pagination\n * - First request: startTime = query start time, endTime = query end time\n * - Subsequent requests: startTime = last record time + 1ms, endTime = query end time\n * - Rate Format:\n * - fundingRate: String decimal, positive means longs pay shorts, negative means shorts pay longs\n * - premium: Premium rate\n * - time: Timestamp when the funding rate takes effect (milliseconds)\n \n Example Response Data Structure:\n * ```json\n * [\n * {\n * \"coin\": \"BTC\",\n * \"fundingRate\": \"0.0001\",\n * \"premium\": \"0.00005\",\n * \"time\": 1705123200000\n * }\n * ]\n * ```\n /\n getHistoricalFundingRates = (params: {\n coin: string;\n startTime: number;\n endTime?: number;\n }): Promise<\n {\n coin: string;\n fundingRate: string;\n premium: string;\n time: number;\n }[]\n > => this.request('POST', 'info', { ...params, type: 'fundingHistory' });\n\n /\n Undocumented mysterious endpoint that returns all MIDs\n \n FYI: https://github.com/hyperliquid-dex/hyperliquid-python-sdk/blob/a4280d08ca42936a6851f309b7a4f4ae995a92c0/hyperliquid/info.py#L184\n /\n getAllMids = (): Promise<Record<string, string>> => this.request('POST', 'info', { type: 'allMids' });\n\n /\n info\n \n Only the most recent 5000 candles are available\n \n Supported intervals: \"1m\", \"3m\", \"5m\", \"15m\", \"30m\", \"1h\", \"2h\", \"4h\", \"8h\", \"12h\", \"1d\", \"3d\", \"1w\", \"1M\"\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#candle-snapshot\n /\n getCandleSnapshot = (params: {\n req: {\n coin: string;\n interval: string;\n startTime: number;\n endTime: number;\n };\n }): Promise<\n {\n T: number;\n c: string; // close price\n h: string; // high price\n i: string;\n l: string; // low price\n o: string; // open price\n n: number;\n s: string; // Symbol\n t: number; // time in milliseconds\n v: string; // volume\n }[]\n > => this.request('POST', 'info', { type: 'candleSnapshot', ...params });\n\n /\n exchange - placeOrder\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#place-an-order\n \n Meaning of keys:\n * a is asset\n * b is isBuy\n * p is price\n * s is size\n * r is reduceOnly\n * t is type\n * c is cloid (client order id)\n \n Meaning of keys in optional builder argument:\n * b is the address the should receive the additional fee\n * f is the size of the fee in tenths of a basis point e.g.\n * if f is 10, 1bp of the order notional will be charged to the user and sent to the builder\n /\n placeOrder = async (params: {\n orders: {\n a: number;\n b: boolean;\n p: string;\n s: string;\n r: boolean;\n t: {\n limit?: {\n tif: string;\n };\n trigger?: {\n isMarke: boolean;\n triggerPx: string;\n tpsl: string;\n };\n };\n c?: number; // optional, used for client order id\n }[];\n builder?: {\n b: string;\n f: number;\n };\n vaultAddress?: string; // optional, used for vault orders\n expiresAfter?: number; // optional, used for vault orders\n }): Promise<{\n status: string;\n response: {\n type: 'order';\n data: {\n statuses: {\n filled?: {\n totalSz: string;\n avgPx: string;\n oid: number;\n };\n error?: string;\n resting?: {\n oid: number;\n };\n }[];\n };\n };\n }> => {\n const action: Record<string, any> = {\n type: 'order',\n orders: params.orders,\n grouping: 'na',\n };\n if (params.builder) {\n action['builder'] = params.builder;\n }\n const nonce = Date.now();\n const signature = await signL1Action(\n this.wallet!,\n action,\n null,\n nonce,\n !!params.expiresAfter ? params.expiresAfter : null,\n true,\n );\n\n return this.request('POST', 'exchange', {\n action,\n nonce,\n signature,\n });\n };\n\n /\n exchange - cancelOrder\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#cancel-order-s\n \n Meaning of keys:\n * a is asset\n * o is oid (order id)\n */\n cancelOrder = async (params: {\n cancels: {\n a: number;\n o: number;\n }[];\n vaultAddress?: string; // optional, used for vault orders\n expiresAfter?: number; // optional, used for vault orders\n }): Promise<{\n status: string;\n response: {\n type: 'cancel';\n data: {\n statuses:\n \| string\n \| {\n error: string;\n }[];\n };\n };\n }> => {\n const action: Record<string, any> = {\n type: 'cancel',\n cancels: params.cancels,\n };\n const nonce = Date.now();\n const signature = await signL1Action(\n this.wallet!,\n action,\n null,\n nonce,\n !!params.expiresAfter ? params.expiresAfter : null,\n true,\n );\n return this.request('POST', 'exchange', {\n action,\n nonce,\n signature,\n });\n };\n}\n\nexport const client = new HyperliquidClient({\n auth: {\n private_key: process.env.PRIVATE_KEY!,\n },\n});\n"]}
1	+ 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this.mapPathToRequestChannel[path] = {\n requestQueue: [],\n responseChannel: new Subject(),\n };\n\n const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];\n timer(0, period)\n .pipe(\n filter(() => requestQueue.length > 0),\n mergeMap(() => requestQueue.splice(0, limit)),\n mergeMap(async (request) => {\n try {\n const res = await this.request(request.method, request.path, request.params);\n return { trace_id: request.trace_id, response: res };\n } catch (error) {\n return { trace_id: request.trace_id, error };\n }\n }),\n )\n .subscribe(responseChannel);\n }\n\n async requestWithFlowControl(\n method: string,\n path: string,\n flowControl: { period: number; limit: number } = { period: 10, limit: Infinity },\n params?: any,\n ) {\n const { period, limit } = flowControl;\n if (!this.mapPathToRequestChannel[path]) {\n this.setupChannel(path, period, limit);\n }\n const uuid = UUID();\n\n const { requestQueue, responseChannel } = 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string;\n leverage: {\n type: string;\n value: number;\n };\n entryPx: string;\n positionValue: string;\n unrealizedPnl: string;\n returnOnEquity: string;\n liquidationPx: string;\n marginUsed: string;\n maxLeverage: number;\n cumFunding: {\n allTime: string;\n sinceOpen: string;\n sinceChange: string;\n };\n };\n }[];\n time: number;\n }> => this.request('POST', 'info', { ...params, type: 'clearinghouseState' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-perpetuals-metadata\n /\n getPerpetualsMetaData = (params?: {\n dex?: string;\n }): Promise<{\n universe: {\n name: string;\n szDecimals: number;\n maxLeverage: number;\n onlyIsolated?: boolean;\n isDelisted?: boolean;\n }[];\n marginTables: [\n number,\n {\n description: string;\n marginTiers: {\n lowerBound: string;\n maxLeverage: number;\n }[];\n },\n ][];\n }> => this.request('POST', 'info', { type: 'meta' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/spot#retrieve-spot-metadata\n /\n getSpotMetaData = (): Promise<{\n tokens: {\n name: string;\n szDecimals: number;\n weiDecimals: number;\n index: number;\n tokenId: string;\n isCanonical: boolean;\n evmContract: null;\n fullName: null;\n }[];\n universe: {\n name: string;\n tokens: number[];\n index: number;\n isCanonical: boolean;\n }[];\n }> => this.request('POST', 'info', { type: 'spotMeta' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-a-users-funding-history-or-non-funding-ledger-updates\n /\n getUserFundingHistory = (params: {\n user: string;\n startTime?: number;\n endTime?: number;\n }): Promise<{\n time: number;\n hash: string;\n delta: {\n type: string;\n coin: string;\n usdc: string;\n szi: string;\n fundingRate: string;\n };\n }> => this.request('POST', 'info', { ...params, type: 'fundingHistory' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/spot#retrieve-spot-metadata\n /\n getUserTokenBalances = (params: {\n user: string;\n }): Promise<{\n balances: {\n coin: string;\n token: number;\n hold: string;\n total: string;\n entryNtl: string;\n }[];\n }> => this.request('POST', 'info', { ...params, type: 'tokenBalances' });\n\n /\n info\n \n Retrieve user's open orders\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#open-orders\n /\n getUserOpenOrders = (params: {\n user: string;\n }): Promise<\n {\n coin: string;\n limitPx: string;\n oid: number;\n side: string;\n sz: string;\n timestamp: number;\n }[]\n > => this.request('POST', 'info', { ...params, type: 'openOrders' });\n\n /\n info - Get Historical Funding Rates\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-historical-funding-rates\n \n Data Characteristics:\n * - API Limit: Maximum 500 records per request\n * - Time Ordering: Data returned in ascending chronological order (earliest to latest)\n * - Time Format: Uses millisecond timestamps\n * - Pagination Strategy: When data exceeds 500 records, use startTime parameter for pagination\n * - First request: startTime = query start time, endTime = query end time\n * - Subsequent requests: startTime = last record time + 1ms, endTime = query end time\n * - Rate Format:\n * - fundingRate: String decimal, positive means longs pay shorts, negative means shorts pay longs\n * - premium: Premium rate\n * - time: Timestamp when the funding rate takes effect (milliseconds)\n \n Example Response Data Structure:\n * ```json\n * [\n * {\n * \"coin\": \"BTC\",\n * \"fundingRate\": \"0.0001\",\n * \"premium\": \"0.00005\",\n * \"time\": 1705123200000\n * }\n * ]\n * ```\n /\n getHistoricalFundingRates = (params: {\n coin: string;\n startTime: number;\n endTime?: number;\n }): Promise<\n {\n coin: string;\n fundingRate: string;\n premium: string;\n time: number;\n }[]\n > => this.request('POST', 'info', { ...params, type: 'fundingHistory' });\n\n /\n Undocumented mysterious endpoint that returns all MIDs\n \n FYI: https://github.com/hyperliquid-dex/hyperliquid-python-sdk/blob/a4280d08ca42936a6851f309b7a4f4ae995a92c0/hyperliquid/info.py#L184\n /\n getAllMids = (): Promise<Record<string, string>> => this.request('POST', 'info', { type: 'allMids' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-perpetuals-asset-contexts-includes-mark-price-current-funding-open-interest-etc.\n /\n getMetaAndAssetCtxs = (): Promise<\n [\n {\n universe: {\n name: string;\n szDecimals: number;\n maxLeverage: number;\n onlyIsolated?: boolean;\n isDelisted?: boolean;\n }[];\n },\n {\n dayNtlVlm: string;\n funding: string;\n impactPxs: [string, string];\n markPx: string;\n midPx: string;\n openInterest: string;\n oraclePx: string;\n premium: string;\n prevDayPx: string;\n }[],\n ]\n > => this.request('POST', 'info', { type: 'metaAndAssetCtxs' });\n\n /\n info\n \n Only the most recent 5000 candles are available\n \n Supported intervals: \"1m\", \"3m\", \"5m\", \"15m\", \"30m\", \"1h\", \"2h\", \"4h\", \"8h\", \"12h\", \"1d\", \"3d\", \"1w\", \"1M\"\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#candle-snapshot\n /\n getCandleSnapshot = (params: {\n req: {\n coin: string;\n interval: string;\n startTime: number;\n endTime: number;\n };\n }): Promise<\n {\n T: number;\n c: string; // close price\n h: string; // high price\n i: string;\n l: string; // low price\n o: string; // open price\n n: number;\n s: string; // Symbol\n t: number; // time in milliseconds\n v: string; // volume\n }[]\n > => this.request('POST', 'info', { type: 'candleSnapshot', ...params });\n\n /\n exchange - placeOrder\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#place-an-order\n \n Meaning of keys:\n * a is asset\n * b is isBuy\n * p is price\n * s is size\n * r is reduceOnly\n * t is type\n * c is cloid (client order id)\n \n Meaning of keys in optional builder argument:\n * b is the address the should receive the additional fee\n * f is the size of the fee in tenths of a basis point e.g.\n * if f is 10, 1bp of the order notional will be charged to the user and sent to the builder\n /\n placeOrder = async (params: {\n orders: {\n a: number;\n b: boolean;\n p: string;\n s: string;\n r: boolean;\n t: {\n limit?: {\n tif: string;\n };\n trigger?: {\n isMarke: boolean;\n triggerPx: string;\n tpsl: string;\n };\n };\n c?: number; // optional, used for client order id\n }[];\n builder?: {\n b: string;\n f: number;\n };\n vaultAddress?: string; // optional, used for vault orders\n expiresAfter?: number; // optional, used for vault orders\n }): Promise<{\n status: string;\n response: {\n type: 'order';\n data: {\n statuses: {\n filled?: {\n totalSz: string;\n avgPx: string;\n oid: number;\n };\n error?: string;\n resting?: {\n oid: number;\n };\n }[];\n };\n };\n }> => {\n const action: Record<string, any> = {\n type: 'order',\n orders: params.orders,\n grouping: 'na',\n };\n if (params.builder) {\n action['builder'] = params.builder;\n }\n const nonce = Date.now();\n const signature = await signL1Action(\n this.wallet!,\n action,\n null,\n nonce,\n !!params.expiresAfter ? params.expiresAfter : null,\n true,\n );\n\n return this.request('POST', 'exchange', {\n action,\n nonce,\n signature,\n });\n };\n\n /\n exchange - cancelOrder\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#cancel-order-s\n \n Meaning of keys:\n * a is asset\n * o is oid (order id)\n */\n cancelOrder = async (params: {\n cancels: {\n a: number;\n o: number;\n }[];\n vaultAddress?: string; // optional, used for vault orders\n expiresAfter?: number; // optional, used for vault orders\n }): Promise<{\n status: string;\n response: {\n type: 'cancel';\n data: {\n statuses:\n \| string\n \| {\n error: string;\n }[];\n };\n };\n }> => {\n const action: Record<string, any> = {\n type: 'cancel',\n cancels: params.cancels,\n };\n const nonce = Date.now();\n const signature = await signL1Action(\n this.wallet!,\n action,\n null,\n nonce,\n !!params.expiresAfter ? params.expiresAfter : null,\n true,\n );\n return this.request('POST', 'exchange', {\n action,\n nonce,\n signature,\n });\n };\n}\n\nexport const client = new HyperliquidClient({\n auth: {\n private_key: process.env.PRIVATE_KEY!,\n },\n});\n"]}

package/dist/quote.js CHANGED Viewed

@@ -1,17 +1,34 @@
 import { Terminal } from '@yuants/protocol';
 import { writeToSQL } from '@yuants/sql';
 import { decodePath, encodePath } from '@yuants/utils';
-import { defer, filter, map, mergeMap, repeat, retry, shareReplay } from 'rxjs';
+import { defer, filter, map, mergeMap, repeat, retry, shareReplay, withLatestFrom } from 'rxjs';
 import { client } from './api';
 const terminal = Terminal.fromNodeEnv();
-const quote$ = defer(() => client.getAllMids()).pipe(map((mids) => Object.entries(mids !== null && mids !== void 0 ? mids : {})), mergeMap((entries) => entries), map(([coin, price]) => ({
-    datasource_id: 'HYPERLIQUID',
-    product_id: encodePath('PERPETUAL', `${coin}-USD`),
-    last_price: `${price}`,
-    bid_price: `${price}`,
-    ask_price: `${price}`,
-    updated_at: new Date().toISOString(),
-})), repeat({ delay: 1000 }), retry({ delay: 5000 }), shareReplay({ bufferSize: 1, refCount: true }));
+const ASSET_CTX_REFRESH_INTERVAL = process.env.ASSET_CTX_REFRESH_INTERVAL
+    ? Number(process.env.ASSET_CTX_REFRESH_INTERVAL)
+    : 5000;
+const assetCtxMap$ = defer(() => client.getMetaAndAssetCtxs()).pipe(map(([meta, assetCtxs]) => {
+    var _a, _b;
+    const entries = (_b = (_a = meta === null || meta === void 0 ? void 0 : meta.universe) === null || _a === void 0 ? void 0 : _a.map((asset, index) => [
+        asset.name,
+        assetCtxs === null || assetCtxs === void 0 ? void 0 : assetCtxs[index],
+    ])) !== null && _b !== void 0 ? _b : [];
+    return new Map(entries.filter(([, ctx]) => !!ctx));
+}), repeat({ delay: ASSET_CTX_REFRESH_INTERVAL }), retry({ delay: 5000 }), shareReplay({ bufferSize: 1, refCount: true }));
+const quote$ = defer(() => client.getAllMids()).pipe(map((mids) => Object.entries(mids !== null && mids !== void 0 ? mids : {})), mergeMap((entries) => entries), withLatestFrom(assetCtxMap$), map(([entry, assetCtxMap]) => {
+    var _a;
+    const [coin, price] = entry;
+    const ctx = assetCtxMap.get(coin);
+    return {
+        datasource_id: 'HYPERLIQUID',
+        product_id: encodePath('PERPETUAL', `${coin}-USD`),
+        last_price: `${price}`,
+        bid_price: `${price}`,
+        ask_price: `${price}`,
+        open_interest: `${(_a = ctx === null || ctx === void 0 ? void 0 : ctx.openInterest) !== null && _a !== void 0 ? _a : 0}`,
+        updated_at: new Date().toISOString(),
+    };
+}), repeat({ delay: 1000 }), retry({ delay: 5000 }), shareReplay({ bufferSize: 1, refCount: true }));
 if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
     quote$
         .pipe(writeToSQL({

package/dist/quote.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"quote.js","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":"AAAA,OAAO,EAAE,QAAQ,EAAE,MAAM,kBAAkB,CAAC;AAC5C,OAAO,EAAE,UAAU,EAAE,MAAM,aAAa,CAAC;AACzC,OAAO,EAAE,UAAU,EAAE,UAAU,EAAE,MAAM,eAAe,CAAC;AACvD,OAAO,EAAE,KAAK,EAAE,MAAM,EAAE,GAAG,EAAE,QAAQ,EAAE,MAAM,EAAE,KAAK,EAAE,WAAW,EAAE,cAAc,EAAE,MAAM,MAAM,CAAC;AAEhG,OAAO,EAAE,MAAM,EAAE,MAAM,OAAO,CAAC;AAE/B,MAAM,QAAQ,GAAG,QAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,0BAA0B,GAAG,OAAO,CAAC,GAAG,CAAC,0BAA0B;IACvE,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,0BAA0B,CAAC;IAChD,CAAC,CAAC,IAAK,CAAC;AAIV,MAAM,YAAY,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,MAAM,CAAC,mBAAmB,EAAE,CAAC,CAAC,IAAI,CACjE,GAAG,CAAC,CAAC,CAAC,IAAI,EAAE,SAAS,CAAC,EAAE,EAAE;;IACxB,MAAM,OAAO,GACX,MAAA,MAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,QAAQ,0CAAE,GAAG,CAAgD,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC;QACnF,KAAK,CAAC,IAAI;QACV,SAAS,aAAT,SAAS,uBAAT,SAAS,CAAG,KAAK,CAAC;KACnB,CAAC,mCAAI,EAAE,CAAC;IACX,OAAO,IAAI,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;AACrD,CAAC,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,0BAA0B,EAAE,CAAC,EAC7C,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,MAAM,GAAG,KAAK,CAAC,GAAG,EAAE,CAAC,MAAM,CAAC,UAAU,EAAE,CAAC,CAAC,IAAI,CAClD,GAAG,CAAC,CAAC,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,aAAJ,IAAI,cAAJ,IAAI,GAAI,EAAE,CAAC,CAAC,EACzC,QAAQ,CAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,cAAc,CAAC,YAAY,CAAC,EAC5B,GAAG,CAAC,CAAC,CAAC,KAAK,EAAE,WAAW,CAAC,EAAmB,EAAE;;IAC5C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,KAAK,CAAC;IAC5B,MAAM,GAAG,GAAG,WAAW,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAClC,OAAO;QACL,aAAa,EAAE,aAAa;QAC5B,UAAU,EAAE,UAAU,CAAC,WAAW,EAAE,GAAG,IAAI,MAAM,CAAC;QAClD,UAAU,EAAE,GAAG,KAAK,EAAE;QACtB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,aAAa,EAAE,GAAG,MAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,YAAY,mCAAI,CAAC,EAAE;QAC1C,UAAU,EAAE,IAAI,IAAI,EAAE,CAAC,WAAW,EAAE;KACrC,CAAC;AACJ,CAAC,CAAC,EACF,MAAM,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,KAAK,CAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,WAAW,CAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,MAAM;SACH,IAAI,CACH,UAAU,CAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAI;QACnB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;IAEf,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,eAAe,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QACpF,MAAM,CAAC,YAAY,EAAE,SAAS,CAAC,GAAG,UAAU,CAAC,UAAU,CAAC,CAAC;QACzD,IAAI,CAAC,YAAY,IAAI,CAAC,SAAS,EAAE;YAC/B,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,MAAM,CAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC;IACxE,CAAC,CAAC,CAAC;CACJ","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay, withLatestFrom } from 'rxjs';\nimport type { IQuote } from '../../../libraries/data-quote/lib';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst ASSET_CTX_REFRESH_INTERVAL = process.env.ASSET_CTX_REFRESH_INTERVAL\n ? Number(process.env.ASSET_CTX_REFRESH_INTERVAL)\n : 5_000;\n\ntype HyperliquidAssetContext = Awaited<ReturnType<typeof client.getMetaAndAssetCtxs>>[1][number];\n\nconst assetCtxMap$ = defer(() => client.getMetaAndAssetCtxs()).pipe(\n map(([meta, assetCtxs]) => {\n const entries =\n meta?.universe?.map<[string, HyperliquidAssetContext \| undefined]>((asset, index) => [\n asset.name,\n assetCtxs?.[index],\n ]) ?? [];\n return new Map(entries.filter(([, ctx]) => !!ctx));\n }),\n repeat({ delay: ASSET_CTX_REFRESH_INTERVAL }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quote$ = defer(() => client.getAllMids()).pipe(\n map((mids) => Object.entries(mids ?? {})),\n mergeMap((entries) => entries),\n withLatestFrom(assetCtxMap$),\n map(([entry, assetCtxMap]): Partial<IQuote> => {\n const [coin, price] = entry;\n const ctx = assetCtxMap.get(coin);\n return {\n datasource_id: 'HYPERLIQUID',\n product_id: encodePath('PERPETUAL', `${coin}-USD`),\n last_price: `${price}`,\n bid_price: `${price}`,\n ask_price: `${price}`,\n open_interest: `${ctx?.openInterest ?? 0}`,\n updated_at: new Date().toISOString(),\n };\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^HYPERLIQUID/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId \|\| !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}

package/lib/api.d.ts CHANGED Viewed

@@ -224,6 +224,33 @@ export declare class HyperliquidClient {
      * FYI: https://github.com/hyperliquid-dex/hyperliquid-python-sdk/blob/a4280d08ca42936a6851f309b7a4f4ae995a92c0/hyperliquid/info.py#L184
      */
     getAllMids: () => Promise<Record<string, string>>;
+    /**
+     * info
+     *
+     * https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-perpetuals-asset-contexts-includes-mark-price-current-funding-open-interest-etc.
+     */
+    getMetaAndAssetCtxs: () => Promise<[
+        {
+            universe: {
+                name: string;
+                szDecimals: number;
+                maxLeverage: number;
+                onlyIsolated?: boolean;
+                isDelisted?: boolean;
+            }[];
+        },
+        {
+            dayNtlVlm: string;
+            funding: string;
+            impactPxs: [string, string];
+            markPx: string;
+            midPx: string;
+            openInterest: string;
+            oraclePx: string;
+            premium: string;
+            prevDayPx: string;
+        }[]
+    ]>;
     /**
      * info
      *

package/lib/api.d.ts.map CHANGED Viewed

	@@ -1 +1 @@
1	- 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package/lib/api.js CHANGED Viewed

@@ -88,6 +88,12 @@ class HyperliquidClient {
          * FYI: https://github.com/hyperliquid-dex/hyperliquid-python-sdk/blob/a4280d08ca42936a6851f309b7a4f4ae995a92c0/hyperliquid/info.py#L184
          */
         this.getAllMids = () => this.request('POST', 'info', { type: 'allMids' });
+        /**
+         * info
+         *
+         * https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-perpetuals-asset-contexts-includes-mark-price-current-funding-open-interest-etc.
+         */
+        this.getMetaAndAssetCtxs = () => this.request('POST', 'info', { type: 'metaAndAssetCtxs' });
         /**
          * info
          *

package/lib/api.js.map CHANGED Viewed

	@@ -1 +1 @@
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{ UUID, formatTime } from '@yuants/utils';\n// @ts-ignore\nimport { ethers } from 'ethers';\nimport { Subject, filter, firstValueFrom, mergeMap, of, shareReplay, throwError, timeout, timer } from 'rxjs';\nimport { signL1Action } from './sign';\n\n/*\n API: https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/notation\n /\nexport class HyperliquidClient {\n noAuth = true;\n private wallet: ethers.Wallet \| undefined;\n public public_key: string \| undefined;\n constructor(config: {\n auth: {\n private_key: string;\n };\n }) {\n if (config.auth.private_key) {\n this.noAuth = false;\n }\n this.wallet = !this.noAuth ? new ethers.Wallet(config.auth.private_key) : undefined;\n this.public_key = this.wallet?.address;\n }\n\n async request(method: string, path: string, params?: any) {\n const url = new URL('https://api.hyperliquid.xyz');\n\n url.pathname = path;\n\n const headers: Record<string, string> = {\n 'Content-Type': 'application/json',\n };\n const body = method === 'GET' ? '' : JSON.stringify(params);\n // const str = CryptoJS.enc.Base64.stringify(CryptoJS.HmacSHA256(signData, secret_key));\n\n console.info(formatTime(Date.now()), method, url.href, JSON.stringify(headers), body);\n const res = await fetch(url.href, {\n method,\n headers,\n body: body \|\| undefined,\n });\n const retStr = await res.text();\n try {\n if (process.env.LOG_LEVEL === 'DEBUG') {\n console.debug(formatTime(Date.now()), 'HyperliquidResponse', path, JSON.stringify(params), retStr);\n }\n return JSON.parse(retStr);\n } catch (e) {\n console.error(formatTime(Date.now()), 'HyperliquidRequestFailed', path, JSON.stringify(params), retStr);\n throw e;\n }\n }\n\n mapPathToRequestChannel: Record<\n string,\n {\n requestQueue: Array<{\n trace_id: string;\n method: string;\n path: string;\n params?: any;\n }>;\n responseChannel: Subject<{ trace_id: string; response?: any; error?: Error }>;\n }\n > = {};\n\n setupChannel(path: string, period: number, limit: number) {\n this.mapPathToRequestChannel[path] = {\n requestQueue: [],\n responseChannel: new Subject(),\n };\n\n const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];\n timer(0, period)\n .pipe(\n filter(() => requestQueue.length > 0),\n mergeMap(() => requestQueue.splice(0, limit)),\n mergeMap(async (request) => {\n try {\n const res = await this.request(request.method, request.path, request.params);\n return { trace_id: request.trace_id, response: res };\n } catch (error) {\n return { trace_id: request.trace_id, error };\n }\n }),\n )\n .subscribe(responseChannel);\n }\n\n async requestWithFlowControl(\n method: string,\n path: string,\n flowControl: { period: number; limit: number } = { period: 10, limit: Infinity },\n params?: any,\n ) {\n const { period, limit } = flowControl;\n if (!this.mapPathToRequestChannel[path]) {\n this.setupChannel(path, period, limit);\n }\n const uuid = UUID();\n\n const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];\n const res$ = responseChannel.pipe(\n //\n filter((response) => response.trace_id === uuid),\n mergeMap((response) => (response.error ? throwError(() => response.error) : of(response))),\n timeout(30_000),\n shareReplay(1),\n );\n requestQueue.push({ trace_id: uuid, method, path, params });\n return (await firstValueFrom(res$)).response;\n }\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-users-perpetuals-account-summary\n /\n getUserPerpetualsAccountSummary = (params: {\n user: string;\n }): Promise<{\n marginSummary: {\n accountValue: string;\n totalNtlPos: string;\n totalRawUsd: string;\n totalMarginUsed: string;\n };\n crossMarginSummary: {\n accountValue: string;\n totalNtlPos: string;\n totalRawUsd: string;\n totalMarginUsed: string;\n };\n crossMaintenanceMarginUsed: string;\n withdrawable: string;\n assetPositions: {\n type: string;\n position: {\n coin: string;\n szi: string;\n leverage: {\n type: string;\n value: number;\n };\n entryPx: string;\n positionValue: string;\n unrealizedPnl: string;\n returnOnEquity: string;\n liquidationPx: string;\n marginUsed: string;\n maxLeverage: number;\n cumFunding: {\n allTime: string;\n sinceOpen: string;\n sinceChange: string;\n };\n };\n }[];\n time: number;\n }> => this.request('POST', 'info', { ...params, type: 'clearinghouseState' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-perpetuals-metadata\n /\n getPerpetualsMetaData = (params?: {\n dex?: string;\n }): Promise<{\n universe: {\n name: string;\n szDecimals: number;\n maxLeverage: number;\n onlyIsolated?: boolean;\n isDelisted?: boolean;\n }[];\n marginTables: [\n number,\n {\n description: string;\n marginTiers: {\n lowerBound: string;\n maxLeverage: number;\n }[];\n },\n ][];\n }> => this.request('POST', 'info', { type: 'meta' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/spot#retrieve-spot-metadata\n /\n getSpotMetaData = (): Promise<{\n tokens: {\n name: string;\n szDecimals: number;\n weiDecimals: number;\n index: number;\n tokenId: string;\n isCanonical: boolean;\n evmContract: null;\n fullName: null;\n }[];\n universe: {\n name: string;\n tokens: number[];\n index: number;\n isCanonical: boolean;\n }[];\n }> => this.request('POST', 'info', { type: 'spotMeta' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-a-users-funding-history-or-non-funding-ledger-updates\n /\n getUserFundingHistory = (params: {\n user: string;\n startTime?: number;\n endTime?: number;\n }): Promise<{\n time: number;\n hash: string;\n delta: {\n type: string;\n coin: string;\n usdc: string;\n szi: string;\n fundingRate: string;\n };\n }> => this.request('POST', 'info', { ...params, type: 'fundingHistory' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/spot#retrieve-spot-metadata\n /\n getUserTokenBalances = (params: {\n user: string;\n }): Promise<{\n balances: {\n coin: string;\n token: number;\n hold: string;\n total: string;\n entryNtl: string;\n }[];\n }> => this.request('POST', 'info', { ...params, type: 'tokenBalances' });\n\n /\n info\n \n Retrieve user's open orders\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#open-orders\n /\n getUserOpenOrders = (params: {\n user: string;\n }): Promise<\n {\n coin: string;\n limitPx: string;\n oid: number;\n side: string;\n sz: string;\n timestamp: number;\n }[]\n > => this.request('POST', 'info', { ...params, type: 'openOrders' });\n\n /\n info - Get Historical Funding Rates\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-historical-funding-rates\n \n Data Characteristics:\n * - API Limit: Maximum 500 records per request\n * - Time Ordering: Data returned in ascending chronological order (earliest to latest)\n * - Time Format: Uses millisecond timestamps\n * - Pagination Strategy: When data exceeds 500 records, use startTime parameter for pagination\n * - First request: startTime = query start time, endTime = query end time\n * - Subsequent requests: startTime = last record time + 1ms, endTime = query end time\n * - Rate Format:\n * - fundingRate: String decimal, positive means longs pay shorts, negative means shorts pay longs\n * - premium: Premium rate\n * - time: Timestamp when the funding rate takes effect (milliseconds)\n \n Example Response Data Structure:\n * ```json\n * [\n * {\n * \"coin\": \"BTC\",\n * \"fundingRate\": \"0.0001\",\n * \"premium\": \"0.00005\",\n * \"time\": 1705123200000\n * }\n * ]\n * ```\n /\n getHistoricalFundingRates = (params: {\n coin: string;\n startTime: number;\n endTime?: number;\n }): Promise<\n {\n coin: string;\n fundingRate: string;\n premium: string;\n time: number;\n }[]\n > => this.request('POST', 'info', { ...params, type: 'fundingHistory' });\n\n /\n Undocumented mysterious endpoint that returns all MIDs\n \n FYI: https://github.com/hyperliquid-dex/hyperliquid-python-sdk/blob/a4280d08ca42936a6851f309b7a4f4ae995a92c0/hyperliquid/info.py#L184\n /\n getAllMids = (): Promise<Record<string, string>> => this.request('POST', 'info', { type: 'allMids' });\n\n /\n info\n \n Only the most recent 5000 candles are available\n \n Supported intervals: \"1m\", \"3m\", \"5m\", \"15m\", \"30m\", \"1h\", \"2h\", \"4h\", \"8h\", \"12h\", \"1d\", \"3d\", \"1w\", \"1M\"\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#candle-snapshot\n /\n getCandleSnapshot = (params: {\n req: {\n coin: string;\n interval: string;\n startTime: number;\n endTime: number;\n };\n }): Promise<\n {\n T: number;\n c: string; // close price\n h: string; // high price\n i: string;\n l: string; // low price\n o: string; // open price\n n: number;\n s: string; // Symbol\n t: number; // time in milliseconds\n v: string; // volume\n }[]\n > => this.request('POST', 'info', { type: 'candleSnapshot', ...params });\n\n /\n exchange - placeOrder\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#place-an-order\n \n Meaning of keys:\n * a is asset\n * b is isBuy\n * p is price\n * s is size\n * r is reduceOnly\n * t is type\n * c is cloid (client order id)\n \n Meaning of keys in optional builder argument:\n * b is the address the should receive the additional fee\n * f is the size of the fee in tenths of a basis point e.g.\n * if f is 10, 1bp of the order notional will be charged to the user and sent to the builder\n /\n placeOrder = async (params: {\n orders: {\n a: number;\n b: boolean;\n p: string;\n s: string;\n r: boolean;\n t: {\n limit?: {\n tif: string;\n };\n trigger?: {\n isMarke: boolean;\n triggerPx: string;\n tpsl: string;\n };\n };\n c?: number; // optional, used for client order id\n }[];\n builder?: {\n b: string;\n f: number;\n };\n vaultAddress?: string; // optional, used for vault orders\n expiresAfter?: number; // optional, used for vault orders\n }): Promise<{\n status: string;\n response: {\n type: 'order';\n data: {\n statuses: {\n filled?: {\n totalSz: string;\n avgPx: string;\n oid: number;\n };\n error?: string;\n resting?: {\n oid: number;\n };\n }[];\n };\n };\n }> => {\n const action: Record<string, any> = {\n type: 'order',\n orders: params.orders,\n grouping: 'na',\n };\n if (params.builder) {\n action['builder'] = params.builder;\n }\n const nonce = Date.now();\n const signature = await signL1Action(\n this.wallet!,\n action,\n null,\n nonce,\n !!params.expiresAfter ? params.expiresAfter : null,\n true,\n );\n\n return this.request('POST', 'exchange', {\n action,\n nonce,\n signature,\n });\n };\n\n /\n exchange - cancelOrder\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#cancel-order-s\n \n Meaning of keys:\n * a is asset\n * o is oid (order id)\n */\n cancelOrder = async (params: {\n cancels: {\n a: number;\n o: number;\n }[];\n vaultAddress?: string; // optional, used for vault orders\n expiresAfter?: number; // optional, used for vault orders\n }): Promise<{\n status: string;\n response: {\n type: 'cancel';\n data: {\n statuses:\n \| string\n \| {\n error: string;\n }[];\n };\n };\n }> => {\n const action: Record<string, any> = {\n type: 'cancel',\n cancels: params.cancels,\n };\n const nonce = Date.now();\n const signature = await signL1Action(\n this.wallet!,\n action,\n null,\n nonce,\n !!params.expiresAfter ? params.expiresAfter : null,\n true,\n );\n return this.request('POST', 'exchange', {\n action,\n nonce,\n signature,\n });\n };\n}\n\nexport const client = new HyperliquidClient({\n auth: {\n private_key: process.env.PRIVATE_KEY!,\n },\n});\n"]}
1	+ 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{ UUID, formatTime } from '@yuants/utils';\n// @ts-ignore\nimport { ethers } from 'ethers';\nimport { Subject, filter, firstValueFrom, mergeMap, of, shareReplay, throwError, timeout, timer } from 'rxjs';\nimport { signL1Action } from './sign';\n\n/*\n API: https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/notation\n /\nexport class HyperliquidClient {\n noAuth = true;\n private wallet: ethers.Wallet \| undefined;\n public public_key: string \| undefined;\n constructor(config: {\n auth: {\n private_key: string;\n };\n }) {\n if (config.auth.private_key) {\n this.noAuth = false;\n }\n this.wallet = !this.noAuth ? new ethers.Wallet(config.auth.private_key) : undefined;\n this.public_key = this.wallet?.address;\n }\n\n async request(method: string, path: string, params?: any) {\n const url = new URL('https://api.hyperliquid.xyz');\n\n url.pathname = path;\n\n const headers: Record<string, string> = {\n 'Content-Type': 'application/json',\n };\n const body = method === 'GET' ? '' : JSON.stringify(params);\n // const str = CryptoJS.enc.Base64.stringify(CryptoJS.HmacSHA256(signData, secret_key));\n\n console.info(formatTime(Date.now()), method, url.href, JSON.stringify(headers), body);\n const res = await fetch(url.href, {\n method,\n headers,\n body: body \|\| undefined,\n });\n const retStr = await res.text();\n try {\n if (process.env.LOG_LEVEL === 'DEBUG') {\n console.debug(formatTime(Date.now()), 'HyperliquidResponse', path, JSON.stringify(params), retStr);\n }\n return JSON.parse(retStr);\n } catch (e) {\n console.error(formatTime(Date.now()), 'HyperliquidRequestFailed', path, JSON.stringify(params), retStr);\n throw e;\n }\n }\n\n mapPathToRequestChannel: Record<\n string,\n {\n requestQueue: Array<{\n trace_id: string;\n method: string;\n path: string;\n params?: any;\n }>;\n responseChannel: Subject<{ trace_id: string; response?: any; error?: Error }>;\n }\n > = {};\n\n setupChannel(path: string, period: number, limit: number) {\n this.mapPathToRequestChannel[path] = {\n requestQueue: [],\n responseChannel: new Subject(),\n };\n\n const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];\n timer(0, period)\n .pipe(\n filter(() => requestQueue.length > 0),\n mergeMap(() => requestQueue.splice(0, limit)),\n mergeMap(async (request) => {\n try {\n const res = await this.request(request.method, request.path, request.params);\n return { trace_id: request.trace_id, response: res };\n } catch (error) {\n return { trace_id: request.trace_id, error };\n }\n }),\n )\n .subscribe(responseChannel);\n }\n\n async requestWithFlowControl(\n method: string,\n path: string,\n flowControl: { period: number; limit: number } = { period: 10, limit: Infinity },\n params?: any,\n ) {\n const { period, limit } = flowControl;\n if (!this.mapPathToRequestChannel[path]) {\n this.setupChannel(path, period, limit);\n }\n const uuid = UUID();\n\n const { requestQueue, responseChannel } = this.mapPathToRequestChannel[path];\n const res$ = responseChannel.pipe(\n //\n filter((response) => response.trace_id === uuid),\n mergeMap((response) => (response.error ? throwError(() => response.error) : of(response))),\n timeout(30_000),\n shareReplay(1),\n );\n requestQueue.push({ trace_id: uuid, method, path, params });\n return (await firstValueFrom(res$)).response;\n }\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-users-perpetuals-account-summary\n /\n getUserPerpetualsAccountSummary = (params: {\n user: string;\n }): Promise<{\n marginSummary: {\n accountValue: string;\n totalNtlPos: string;\n totalRawUsd: string;\n totalMarginUsed: string;\n };\n crossMarginSummary: {\n accountValue: string;\n totalNtlPos: string;\n totalRawUsd: string;\n totalMarginUsed: string;\n };\n crossMaintenanceMarginUsed: string;\n withdrawable: string;\n assetPositions: {\n type: string;\n position: {\n coin: string;\n szi: string;\n leverage: {\n type: string;\n value: number;\n };\n entryPx: string;\n positionValue: string;\n unrealizedPnl: string;\n returnOnEquity: string;\n liquidationPx: string;\n marginUsed: string;\n maxLeverage: number;\n cumFunding: {\n allTime: string;\n sinceOpen: string;\n sinceChange: string;\n };\n };\n }[];\n time: number;\n }> => this.request('POST', 'info', { ...params, type: 'clearinghouseState' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-perpetuals-metadata\n /\n getPerpetualsMetaData = (params?: {\n dex?: string;\n }): Promise<{\n universe: {\n name: string;\n szDecimals: number;\n maxLeverage: number;\n onlyIsolated?: boolean;\n isDelisted?: boolean;\n }[];\n marginTables: [\n number,\n {\n description: string;\n marginTiers: {\n lowerBound: string;\n maxLeverage: number;\n }[];\n },\n ][];\n }> => this.request('POST', 'info', { type: 'meta' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/spot#retrieve-spot-metadata\n /\n getSpotMetaData = (): Promise<{\n tokens: {\n name: string;\n szDecimals: number;\n weiDecimals: number;\n index: number;\n tokenId: string;\n isCanonical: boolean;\n evmContract: null;\n fullName: null;\n }[];\n universe: {\n name: string;\n tokens: number[];\n index: number;\n isCanonical: boolean;\n }[];\n }> => this.request('POST', 'info', { type: 'spotMeta' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-a-users-funding-history-or-non-funding-ledger-updates\n /\n getUserFundingHistory = (params: {\n user: string;\n startTime?: number;\n endTime?: number;\n }): Promise<{\n time: number;\n hash: string;\n delta: {\n type: string;\n coin: string;\n usdc: string;\n szi: string;\n fundingRate: string;\n };\n }> => this.request('POST', 'info', { ...params, type: 'fundingHistory' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/spot#retrieve-spot-metadata\n /\n getUserTokenBalances = (params: {\n user: string;\n }): Promise<{\n balances: {\n coin: string;\n token: number;\n hold: string;\n total: string;\n entryNtl: string;\n }[];\n }> => this.request('POST', 'info', { ...params, type: 'tokenBalances' });\n\n /\n info\n \n Retrieve user's open orders\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#open-orders\n /\n getUserOpenOrders = (params: {\n user: string;\n }): Promise<\n {\n coin: string;\n limitPx: string;\n oid: number;\n side: string;\n sz: string;\n timestamp: number;\n }[]\n > => this.request('POST', 'info', { ...params, type: 'openOrders' });\n\n /\n info - Get Historical Funding Rates\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-historical-funding-rates\n \n Data Characteristics:\n * - API Limit: Maximum 500 records per request\n * - Time Ordering: Data returned in ascending chronological order (earliest to latest)\n * - Time Format: Uses millisecond timestamps\n * - Pagination Strategy: When data exceeds 500 records, use startTime parameter for pagination\n * - First request: startTime = query start time, endTime = query end time\n * - Subsequent requests: startTime = last record time + 1ms, endTime = query end time\n * - Rate Format:\n * - fundingRate: String decimal, positive means longs pay shorts, negative means shorts pay longs\n * - premium: Premium rate\n * - time: Timestamp when the funding rate takes effect (milliseconds)\n \n Example Response Data Structure:\n * ```json\n * [\n * {\n * \"coin\": \"BTC\",\n * \"fundingRate\": \"0.0001\",\n * \"premium\": \"0.00005\",\n * \"time\": 1705123200000\n * }\n * ]\n * ```\n /\n getHistoricalFundingRates = (params: {\n coin: string;\n startTime: number;\n endTime?: number;\n }): Promise<\n {\n coin: string;\n fundingRate: string;\n premium: string;\n time: number;\n }[]\n > => this.request('POST', 'info', { ...params, type: 'fundingHistory' });\n\n /\n Undocumented mysterious endpoint that returns all MIDs\n \n FYI: https://github.com/hyperliquid-dex/hyperliquid-python-sdk/blob/a4280d08ca42936a6851f309b7a4f4ae995a92c0/hyperliquid/info.py#L184\n /\n getAllMids = (): Promise<Record<string, string>> => this.request('POST', 'info', { type: 'allMids' });\n\n /\n info\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint/perpetuals#retrieve-perpetuals-asset-contexts-includes-mark-price-current-funding-open-interest-etc.\n /\n getMetaAndAssetCtxs = (): Promise<\n [\n {\n universe: {\n name: string;\n szDecimals: number;\n maxLeverage: number;\n onlyIsolated?: boolean;\n isDelisted?: boolean;\n }[];\n },\n {\n dayNtlVlm: string;\n funding: string;\n impactPxs: [string, string];\n markPx: string;\n midPx: string;\n openInterest: string;\n oraclePx: string;\n premium: string;\n prevDayPx: string;\n }[],\n ]\n > => this.request('POST', 'info', { type: 'metaAndAssetCtxs' });\n\n /\n info\n \n Only the most recent 5000 candles are available\n \n Supported intervals: \"1m\", \"3m\", \"5m\", \"15m\", \"30m\", \"1h\", \"2h\", \"4h\", \"8h\", \"12h\", \"1d\", \"3d\", \"1w\", \"1M\"\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/info-endpoint#candle-snapshot\n /\n getCandleSnapshot = (params: {\n req: {\n coin: string;\n interval: string;\n startTime: number;\n endTime: number;\n };\n }): Promise<\n {\n T: number;\n c: string; // close price\n h: string; // high price\n i: string;\n l: string; // low price\n o: string; // open price\n n: number;\n s: string; // Symbol\n t: number; // time in milliseconds\n v: string; // volume\n }[]\n > => this.request('POST', 'info', { type: 'candleSnapshot', ...params });\n\n /\n exchange - placeOrder\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#place-an-order\n \n Meaning of keys:\n * a is asset\n * b is isBuy\n * p is price\n * s is size\n * r is reduceOnly\n * t is type\n * c is cloid (client order id)\n \n Meaning of keys in optional builder argument:\n * b is the address the should receive the additional fee\n * f is the size of the fee in tenths of a basis point e.g.\n * if f is 10, 1bp of the order notional will be charged to the user and sent to the builder\n /\n placeOrder = async (params: {\n orders: {\n a: number;\n b: boolean;\n p: string;\n s: string;\n r: boolean;\n t: {\n limit?: {\n tif: string;\n };\n trigger?: {\n isMarke: boolean;\n triggerPx: string;\n tpsl: string;\n };\n };\n c?: number; // optional, used for client order id\n }[];\n builder?: {\n b: string;\n f: number;\n };\n vaultAddress?: string; // optional, used for vault orders\n expiresAfter?: number; // optional, used for vault orders\n }): Promise<{\n status: string;\n response: {\n type: 'order';\n data: {\n statuses: {\n filled?: {\n totalSz: string;\n avgPx: string;\n oid: number;\n };\n error?: string;\n resting?: {\n oid: number;\n };\n }[];\n };\n };\n }> => {\n const action: Record<string, any> = {\n type: 'order',\n orders: params.orders,\n grouping: 'na',\n };\n if (params.builder) {\n action['builder'] = params.builder;\n }\n const nonce = Date.now();\n const signature = await signL1Action(\n this.wallet!,\n action,\n null,\n nonce,\n !!params.expiresAfter ? params.expiresAfter : null,\n true,\n );\n\n return this.request('POST', 'exchange', {\n action,\n nonce,\n signature,\n });\n };\n\n /\n exchange - cancelOrder\n \n https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#cancel-order-s\n \n Meaning of keys:\n * a is asset\n * o is oid (order id)\n */\n cancelOrder = async (params: {\n cancels: {\n a: number;\n o: number;\n }[];\n vaultAddress?: string; // optional, used for vault orders\n expiresAfter?: number; // optional, used for vault orders\n }): Promise<{\n status: string;\n response: {\n type: 'cancel';\n data: {\n statuses:\n \| string\n \| {\n error: string;\n }[];\n };\n };\n }> => {\n const action: Record<string, any> = {\n type: 'cancel',\n cancels: params.cancels,\n };\n const nonce = Date.now();\n const signature = await signL1Action(\n this.wallet!,\n action,\n null,\n nonce,\n !!params.expiresAfter ? params.expiresAfter : null,\n true,\n );\n return this.request('POST', 'exchange', {\n action,\n nonce,\n signature,\n });\n };\n}\n\nexport const client = new HyperliquidClient({\n auth: {\n private_key: process.env.PRIVATE_KEY!,\n },\n});\n"]}

package/lib/quote.js CHANGED Viewed

@@ -6,14 +6,31 @@ const utils_1 = require("@yuants/utils");
 const rxjs_1 = require("rxjs");
 const api_1 = require("./api");
 const terminal = protocol_1.Terminal.fromNodeEnv();
-const quote$ = (0, rxjs_1.defer)(() => api_1.client.getAllMids()).pipe((0, rxjs_1.map)((mids) => Object.entries(mids !== null && mids !== void 0 ? mids : {})), (0, rxjs_1.mergeMap)((entries) => entries), (0, rxjs_1.map)(([coin, price]) => ({
-    datasource_id: 'HYPERLIQUID',
-    product_id: (0, utils_1.encodePath)('PERPETUAL', `${coin}-USD`),
-    last_price: `${price}`,
-    bid_price: `${price}`,
-    ask_price: `${price}`,
-    updated_at: new Date().toISOString(),
-})), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
+const ASSET_CTX_REFRESH_INTERVAL = process.env.ASSET_CTX_REFRESH_INTERVAL
+    ? Number(process.env.ASSET_CTX_REFRESH_INTERVAL)
+    : 5000;
+const assetCtxMap$ = (0, rxjs_1.defer)(() => api_1.client.getMetaAndAssetCtxs()).pipe((0, rxjs_1.map)(([meta, assetCtxs]) => {
+    var _a, _b;
+    const entries = (_b = (_a = meta === null || meta === void 0 ? void 0 : meta.universe) === null || _a === void 0 ? void 0 : _a.map((asset, index) => [
+        asset.name,
+        assetCtxs === null || assetCtxs === void 0 ? void 0 : assetCtxs[index],
+    ])) !== null && _b !== void 0 ? _b : [];
+    return new Map(entries.filter(([, ctx]) => !!ctx));
+}), (0, rxjs_1.repeat)({ delay: ASSET_CTX_REFRESH_INTERVAL }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
+const quote$ = (0, rxjs_1.defer)(() => api_1.client.getAllMids()).pipe((0, rxjs_1.map)((mids) => Object.entries(mids !== null && mids !== void 0 ? mids : {})), (0, rxjs_1.mergeMap)((entries) => entries), (0, rxjs_1.withLatestFrom)(assetCtxMap$), (0, rxjs_1.map)(([entry, assetCtxMap]) => {
+    var _a;
+    const [coin, price] = entry;
+    const ctx = assetCtxMap.get(coin);
+    return {
+        datasource_id: 'HYPERLIQUID',
+        product_id: (0, utils_1.encodePath)('PERPETUAL', `${coin}-USD`),
+        last_price: `${price}`,
+        bid_price: `${price}`,
+        ask_price: `${price}`,
+        open_interest: `${(_a = ctx === null || ctx === void 0 ? void 0 : ctx.openInterest) !== null && _a !== void 0 ? _a : 0}`,
+        updated_at: new Date().toISOString(),
+    };
+}), (0, rxjs_1.repeat)({ delay: 1000 }), (0, rxjs_1.retry)({ delay: 5000 }), (0, rxjs_1.shareReplay)({ bufferSize: 1, refCount: true }));
 if (process.env.WRITE_QUOTE_TO_SQL === 'true') {
     quote$
         .pipe((0, sql_1.writeToSQL)({

package/lib/quote.js.map CHANGED Viewed

	@@ -1 +1 @@
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1	+ {"version":3,"file":"quote.js","sourceRoot":"","sources":["../src/quote.ts"],"names":[],"mappings":";;AAAA,+CAA4C;AAC5C,qCAAyC;AACzC,yCAAuD;AACvD,+BAAgG;AAEhG,+BAA+B;AAE/B,MAAM,QAAQ,GAAG,mBAAQ,CAAC,WAAW,EAAE,CAAC;AACxC,MAAM,0BAA0B,GAAG,OAAO,CAAC,GAAG,CAAC,0BAA0B;IACvE,CAAC,CAAC,MAAM,CAAC,OAAO,CAAC,GAAG,CAAC,0BAA0B,CAAC;IAChD,CAAC,CAAC,IAAK,CAAC;AAIV,MAAM,YAAY,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,YAAM,CAAC,mBAAmB,EAAE,CAAC,CAAC,IAAI,CACjE,IAAA,UAAG,EAAC,CAAC,CAAC,IAAI,EAAE,SAAS,CAAC,EAAE,EAAE;;IACxB,MAAM,OAAO,GACX,MAAA,MAAA,IAAI,aAAJ,IAAI,uBAAJ,IAAI,CAAE,QAAQ,0CAAE,GAAG,CAAgD,CAAC,KAAK,EAAE,KAAK,EAAE,EAAE,CAAC;QACnF,KAAK,CAAC,IAAI;QACV,SAAS,aAAT,SAAS,uBAAT,SAAS,CAAG,KAAK,CAAC;KACnB,CAAC,mCAAI,EAAE,CAAC;IACX,OAAO,IAAI,GAAG,CAAC,OAAO,CAAC,MAAM,CAAC,CAAC,CAAC,EAAE,GAAG,CAAC,EAAE,EAAE,CAAC,CAAC,CAAC,GAAG,CAAC,CAAC,CAAC;AACrD,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,0BAA0B,EAAE,CAAC,EAC7C,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,MAAM,MAAM,GAAG,IAAA,YAAK,EAAC,GAAG,EAAE,CAAC,YAAM,CAAC,UAAU,EAAE,CAAC,CAAC,IAAI,CAClD,IAAA,UAAG,EAAC,CAAC,IAAI,EAAE,EAAE,CAAC,MAAM,CAAC,OAAO,CAAC,IAAI,aAAJ,IAAI,cAAJ,IAAI,GAAI,EAAE,CAAC,CAAC,EACzC,IAAA,eAAQ,EAAC,CAAC,OAAO,EAAE,EAAE,CAAC,OAAO,CAAC,EAC9B,IAAA,qBAAc,EAAC,YAAY,CAAC,EAC5B,IAAA,UAAG,EAAC,CAAC,CAAC,KAAK,EAAE,WAAW,CAAC,EAAmB,EAAE;;IAC5C,MAAM,CAAC,IAAI,EAAE,KAAK,CAAC,GAAG,KAAK,CAAC;IAC5B,MAAM,GAAG,GAAG,WAAW,CAAC,GAAG,CAAC,IAAI,CAAC,CAAC;IAClC,OAAO;QACL,aAAa,EAAE,aAAa;QAC5B,UAAU,EAAE,IAAA,kBAAU,EAAC,WAAW,EAAE,GAAG,IAAI,MAAM,CAAC;QAClD,UAAU,EAAE,GAAG,KAAK,EAAE;QACtB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,SAAS,EAAE,GAAG,KAAK,EAAE;QACrB,aAAa,EAAE,GAAG,MAAA,GAAG,aAAH,GAAG,uBAAH,GAAG,CAAE,YAAY,mCAAI,CAAC,EAAE;QAC1C,UAAU,EAAE,IAAI,IAAI,EAAE,CAAC,WAAW,EAAE;KACrC,CAAC;AACJ,CAAC,CAAC,EACF,IAAA,aAAM,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACvB,IAAA,YAAK,EAAC,EAAE,KAAK,EAAE,IAAI,EAAE,CAAC,EACtB,IAAA,kBAAW,EAAC,EAAE,UAAU,EAAE,CAAC,EAAE,QAAQ,EAAE,IAAI,EAAE,CAAC,CAC/C,CAAC;AAEF,IAAI,OAAO,CAAC,GAAG,CAAC,kBAAkB,KAAK,MAAM,EAAE;IAC7C,MAAM;SACH,IAAI,CACH,IAAA,gBAAU,EAAC;QACT,QAAQ;QACR,SAAS,EAAE,OAAO;QAClB,aAAa,EAAE,IAAI;QACnB,YAAY,EAAE,CAAC,eAAe,EAAE,YAAY,CAAC;KAC9C,CAAC,CACH;SACA,SAAS,EAAE,CAAC;IAEf,QAAQ,CAAC,OAAO,CAAC,cAAc,CAAC,OAAO,EAAE,EAAE,OAAO,EAAE,eAAe,EAAE,EAAE,CAAC,UAAU,EAAE,EAAE;QACpF,MAAM,CAAC,YAAY,EAAE,SAAS,CAAC,GAAG,IAAA,kBAAU,EAAC,UAAU,CAAC,CAAC;QACzD,IAAI,CAAC,YAAY,IAAI,CAAC,SAAS,EAAE;YAC/B,MAAM,IAAI,KAAK,CAAC,uBAAuB,UAAU,EAAE,CAAC,CAAC;SACtD;QACD,OAAO,MAAM,CAAC,IAAI,CAAC,IAAA,aAAM,EAAC,CAAC,KAAK,EAAE,EAAE,CAAC,KAAK,CAAC,UAAU,KAAK,SAAS,CAAC,CAAC,CAAC;IACxE,CAAC,CAAC,CAAC;CACJ","sourcesContent":["import { Terminal } from '@yuants/protocol';\nimport { writeToSQL } from '@yuants/sql';\nimport { decodePath, encodePath } from '@yuants/utils';\nimport { defer, filter, map, mergeMap, repeat, retry, shareReplay, withLatestFrom } from 'rxjs';\nimport type { IQuote } from '../../../libraries/data-quote/lib';\nimport { client } from './api';\n\nconst terminal = Terminal.fromNodeEnv();\nconst ASSET_CTX_REFRESH_INTERVAL = process.env.ASSET_CTX_REFRESH_INTERVAL\n ? Number(process.env.ASSET_CTX_REFRESH_INTERVAL)\n : 5_000;\n\ntype HyperliquidAssetContext = Awaited<ReturnType<typeof client.getMetaAndAssetCtxs>>[1][number];\n\nconst assetCtxMap$ = defer(() => client.getMetaAndAssetCtxs()).pipe(\n map(([meta, assetCtxs]) => {\n const entries =\n meta?.universe?.map<[string, HyperliquidAssetContext \| undefined]>((asset, index) => [\n asset.name,\n assetCtxs?.[index],\n ]) ?? [];\n return new Map(entries.filter(([, ctx]) => !!ctx));\n }),\n repeat({ delay: ASSET_CTX_REFRESH_INTERVAL }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nconst quote$ = defer(() => client.getAllMids()).pipe(\n map((mids) => Object.entries(mids ?? {})),\n mergeMap((entries) => entries),\n withLatestFrom(assetCtxMap$),\n map(([entry, assetCtxMap]): Partial<IQuote> => {\n const [coin, price] = entry;\n const ctx = assetCtxMap.get(coin);\n return {\n datasource_id: 'HYPERLIQUID',\n product_id: encodePath('PERPETUAL', `${coin}-USD`),\n last_price: `${price}`,\n bid_price: `${price}`,\n ask_price: `${price}`,\n open_interest: `${ctx?.openInterest ?? 0}`,\n updated_at: new Date().toISOString(),\n };\n }),\n repeat({ delay: 1000 }),\n retry({ delay: 5000 }),\n shareReplay({ bufferSize: 1, refCount: true }),\n);\n\nif (process.env.WRITE_QUOTE_TO_SQL === 'true') {\n quote$\n .pipe(\n writeToSQL({\n terminal,\n tableName: 'quote',\n writeInterval: 1000,\n conflictKeys: ['datasource_id', 'product_id'],\n }),\n )\n .subscribe();\n\n terminal.channel.publishChannel('quote', { pattern: '^HYPERLIQUID/' }, (channel_id) => {\n const [datasourceId, productId] = decodePath(channel_id);\n if (!datasourceId \|\| !productId) {\n throw new Error(`Invalid channel_id: ${channel_id}`);\n }\n return quote$.pipe(filter((quote) => quote.product_id === productId));\n });\n}\n"]}

package/package.json CHANGED Viewed

@@ -1,6 +1,6 @@
 {
 	"name": "@yuants/vendor-hyperliquid",
-	"version": "0.4.4",
+	"version": "0.4.6",
 	"bin": "lib/cli.js",
 	"main": "lib/index.js",
 	"files": [
@@ -11,12 +11,12 @@
 	"dependencies": {
 		"@yuants/protocol": "0.50.4",
 		"@yuants/transfer": "0.2.33",
-		"@yuants/data-account": "0.6.14",
+		"@yuants/data-account": "0.6.15",
 		"@yuants/utils": "0.11.0",
 		"@yuants/sql": "0.9.24",
 		"@yuants/data-product": "0.4.15",
 		"@yuants/data-interest-rate": "0.1.42",
-		"@yuants/data-order": "0.3.12",
+		"@yuants/data-order": "0.4.0",
 		"@yuants/data-series": "0.3.45",
 		"@yuants/data-quote": "0.2.37",
 		"rxjs": "~7.5.6",

package/temp/package-deps.json CHANGED Viewed

@@ -1,13 +1,13 @@
 {
-    "apps/vendor-hyperliquid/CHANGELOG.json": "4c8890fabec55fb578bac03b99af91600f4a741b",
-    "apps/vendor-hyperliquid/CHANGELOG.md": "01a347644422b9d163811097aa9f455e3f18414c",
+    "apps/vendor-hyperliquid/CHANGELOG.json": "d051b312b81961c8e0d4616b59678b2a19a13991",
+    "apps/vendor-hyperliquid/CHANGELOG.md": "3d86e01ae24a725cba1e4f78b0b542379ac64447",
     "apps/vendor-hyperliquid/api-extractor.json": "62f4fd324425b9a235f0c117975967aab09ced0c",
     "apps/vendor-hyperliquid/config/jest.config.json": "4bb17bde3ee911163a3edb36a6eb71491d80b1bd",
     "apps/vendor-hyperliquid/config/rig.json": "f6c7b5537dc77a3170ba9f008bae3b6c3ee11956",
     "apps/vendor-hyperliquid/config/typescript.json": "854907e8a821f2050f6533368db160c649c25348",
     "apps/vendor-hyperliquid/etc/vendor-hyperliquid.api.md": "66675bd88afa1fe945f0d4023984c1c9c3e60a34",
-    "apps/vendor-hyperliquid/package.json": "9af53e4e7b70f41ecb9316e711da27971481cdfc",
-    "apps/vendor-hyperliquid/src/api.ts": "02e5aae7a0440554c90c357037b1010af309e411",
+    "apps/vendor-hyperliquid/package.json": "f7ca683321e50d9c8ecdded09cd7fc80fe3a89ea",
+    "apps/vendor-hyperliquid/src/api.ts": "a3d15cb7ac36e731faad6c1971dfe052ede86ae3",
     "apps/vendor-hyperliquid/src/cli.ts": "9bf6b5559a6c6f33da20e74cc6c5d702c60ec891",
     "apps/vendor-hyperliquid/src/index.ts": "ab241e7fbc75e3569822fff2fbe3686905a30b9c",
     "apps/vendor-hyperliquid/src/interest_rate.ts": "5a4decdc2d18f7d711c5217840d6be9d04d926b2",
@@ -15,18 +15,18 @@
     "apps/vendor-hyperliquid/src/order.ts": "a798816962e21c02fddee195f46f4425929cdc79",
     "apps/vendor-hyperliquid/src/pending-orders.ts": "efcf7cd3fa191ec47a78c0db646bd3511819b3e1",
     "apps/vendor-hyperliquid/src/product.ts": "1fd2995837e894004d9f8684b7e65cb8e85eaa66",
-    "apps/vendor-hyperliquid/src/quote.ts": "6f6db2b8b43de7818f6194fd273cbad5352e82e2",
+    "apps/vendor-hyperliquid/src/quote.ts": "aa07123755df3e52f15fdfc1fecb1aba0673a6d4",
     "apps/vendor-hyperliquid/src/sign.ts": "94f4e5604a01d197d164b42415b17789ab2b6889",
     "apps/vendor-hyperliquid/tsconfig.json": "81da8f78196974b5d15da0edb6b2d9f48641063c",
     "apps/vendor-hyperliquid/.rush/temp/shrinkwrap-deps.json": "ac7e4eb2f082d7d64db29b08e240cf4b5b420a78",
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     "libraries/transfer/temp/package-deps.json": "708a4caf79d042cad56a39f0b00d399bca04af40",
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