walrasquant-lib 0.4.20__py3-none-any.whl

walrasquant/exchange/hyperliquid/schema.py

@@ -0,0 +1,583 @@
+import msgspec
+from decimal import Decimal
+from walrasquant.schema import BaseMarket, Balance
+from walrasquant.exchange.hyperliquid.constants import (
+    HyperLiquidKlineInterval,
+    HyperLiquidOrderStatusType,
+    HyperLiquidOrderSide,
+    HyperLiquidFillDirection,
+)
+
+
+class HyperLiquidMarketInfo(msgspec.Struct, kw_only=True):
+    """Market information from HyperLiquid exchange
+    {
+
+
+
+            "circulatingSupply": "8888888887.9898376465",
+            "coin": "@153",
+            "totalSupply": "8888888887.9898376465",
+            "tokens": [
+                241,
+                0
+            ],
+
+            "index": 153,
+            "isCanonical": false
+        },
+
+     "info": {
+            "szDecimals": 5,
+
+            "maxLeverage": 40,
+            "funding": "0.0000069988",
+            "openInterest": "9584.3844",
+
+
+            "premium": "-0.0004322507",
+            "oraclePx": "83285.0",
+
+            "impactPxs": [
+                "83238.0",
+                "83249.0"
+            ],
+            "baseId": 0
+        },
+
+
+    """
+
+    # Common fields
+    name: str
+    prevDayPx: str
+    dayNtlVlm: str
+    markPx: str
+    midPx: str | None = None
+    dayBaseVlm: str
+
+    # Spot specific fields
+    circulatingSupply: str | None = None
+    coin: str | None = None
+    totalSupply: str | None = None
+    tokens: list[str] | None = None
+    index: str | None = None
+    isCanonical: bool | None = None
+
+    # Perpetual specific fields
+    szDecimals: str | None = None
+    maxLeverage: str | None = None
+    funding: str | None = None
+    openInterest: str | None = None
+    premium: str | None = None
+    oraclePx: str | None = None
+    impactPxs: list[str] | None = None
+    baseId: int | None = None
+
+
+class HyperLiquidMarket(BaseMarket):
+    info: HyperLiquidMarketInfo
+    baseName: str
+
+
+class HyperLiquidOrderRestingStatus(msgspec.Struct):
+    oid: int  # Order ID
+    cloid: str | None = None  # Client order ID
+
+
+class HyperLiquidOrderFilledStatus(msgspec.Struct):
+    oid: int  # Order ID
+    avgPx: str
+    totalSz: str
+    cloid: str | None = None  # Client order ID
+
+
+class HyperLiquidOrderStatus(msgspec.Struct, kw_only=True, omit_defaults=True):
+    """Order status information"""
+
+    error: str | None = None  # Error message if any
+    resting: HyperLiquidOrderRestingStatus | None = (
+        None  # Contains oid when order is resting
+    )
+    filled: HyperLiquidOrderFilledStatus | None = (
+        None  # Contains oid when order is filled
+    )
+
+
+class HyperLiquidOrderData(msgspec.Struct):
+    """Order response data"""
+
+    statuses: list[HyperLiquidOrderStatus]
+
+
+class HyperLiquidOrderResponseData(msgspec.Struct):
+    """Order response wrapper"""
+
+    type: str
+    data: HyperLiquidOrderData
+
+
+class HyperLiquidOrderResponse(msgspec.Struct):
+    """Response from order placement"""
+
+    status: str
+    response: HyperLiquidOrderResponseData
+
+
+class HyperLiquidOrderStatusCancelStatus(msgspec.Struct):
+    error: str
+
+
+class HyperLiquidOrderDataStatuses(msgspec.Struct):
+    statuses: list[str | HyperLiquidOrderStatusCancelStatus]
+
+
+class HyperLiquidCancelResponseData(msgspec.Struct):
+    type: str
+    data: HyperLiquidOrderDataStatuses
+
+
+class HyperLiquidCancelResponse(msgspec.Struct):
+    """Response from order cancellation"""
+
+    status: str
+    response: HyperLiquidCancelResponseData
+
+
+class HyperLiquidCumFunding(msgspec.Struct):
+    """Cumulative funding information"""
+
+    allTime: str
+    sinceChange: str
+    sinceOpen: str
+
+
+class HyperLiquidLeverage(msgspec.Struct):
+    """Leverage information"""
+
+    type: str
+    value: int
+    rawUsd: str | None = None
+
+
+class HyperLiquidActiveAssetData(msgspec.Struct):
+    """Active asset data for a specific coin"""
+
+    user: str  # User address
+    coin: str  # Coin/token symbol
+    leverage: HyperLiquidLeverage  # Leverage information
+    maxTradeSzs: list[str]  # Maximum trade sizes
+    availableToTrade: list[str]  # Available amounts to trade
+    markPx: str  # Mark price
+
+
+class HyperLiquidPosition(msgspec.Struct, kw_only=True):
+    """Individual position data"""
+
+    coin: str
+    cumFunding: HyperLiquidCumFunding
+    entryPx: str
+    leverage: HyperLiquidLeverage
+    liquidationPx: str | None = None
+    marginUsed: str
+    maxLeverage: int
+    positionValue: str
+    returnOnEquity: str
+    szi: str
+    unrealizedPnl: str
+
+
+class HyperLiquidAssetPosition(msgspec.Struct):
+    """Asset position wrapper"""
+
+    position: HyperLiquidPosition
+    type: str
+
+
+class HyperLiquidMarginSummary(msgspec.Struct):
+    """Margin summary information"""
+
+    accountValue: str
+    totalMarginUsed: str
+    totalNtlPos: str
+    totalRawUsd: str
+
+
+class HyperLiquidUserPerpsSummary(msgspec.Struct):
+    """User perpetuals summary information"""
+
+    assetPositions: list[HyperLiquidAssetPosition]
+    crossMaintenanceMarginUsed: str
+    crossMarginSummary: HyperLiquidMarginSummary
+    marginSummary: HyperLiquidMarginSummary
+    time: int
+    withdrawable: str
+
+
+class HyperLiquidMeta(msgspec.Struct):
+    """Market metadata"""
+
+    universe: list[dict]
+    amms: list[dict]
+
+
+class HyperLiquidKline(msgspec.Struct):
+    """
+    Kline/candlestick data from HyperLiquid API
+    [
+        {
+            "T": 1681924499999,
+            "c": "29258.0",
+            "h": "29309.0",
+            "i": "15m",
+            "l": "29250.0",
+            "n": 189,
+            "o": "29295.0",
+            "s": "BTC",
+            "t": 1681923600000,
+            "v": "0.98639"
+        }
+    ]
+    """
+
+    T: int  # Close time
+    c: str  # Close price
+    h: str  # High price
+    i: str  # Interval
+    l: str  # Low price # noqa: E741
+    n: int  # Number of trades
+    o: str  # Open price
+    s: str  # Symbol
+    t: int  # Open time
+    v: str  # Volume
+
+
+class HyperLiquidTrade(msgspec.Struct):
+    """Trade data"""
+
+    timestamp: int
+    price: str
+    size: str
+    side: str
+    hash: str
+
+
+class HyperLiquidOrderBook(msgspec.Struct):
+    """Order book data"""
+
+    levels: list[list[str]]  # [price, size] pairs
+    timestamp: int
+
+
+class HyperLiquidTicker(msgspec.Struct):
+    """Ticker data"""
+
+    symbol: str
+    lastPrice: str
+    volume24h: str
+    priceChange24h: str
+    high24h: str
+    low24h: str
+
+
+class HyperLiquidUserOrder(msgspec.Struct):
+    """
+    User order data from HyperLiquid API
+    [
+        {
+            "coin": "BTC",
+            "limitPx": "29792.0",
+            "oid": 91490942,
+            "side": "A",
+            "sz": "0.0",
+            "timestamp": 1681247412573
+        }
+    ]
+    """
+
+    coin: str  # Trading pair/symbol
+    limitPx: str  # Limit price
+    oid: int  # Order ID
+    side: str  # Side: "A" for ask/sell, "B" for bid/buy
+    sz: str  # Size/quantity
+    timestamp: int  # Order timestamp in milliseconds
+
+
+class HyperLiquidSpotToken(msgspec.Struct):
+    """
+    Spot token information from HyperLiquid API
+    {
+        "name": "USDC",
+        "szDecimals": 8,
+        "weiDecimals": 8,
+        "index": 0,
+        "tokenId": "0x6d1e7cde53ba9467b783cb7c530ce054",
+        "isCanonical": true,
+        "evmContract": null,
+        "fullName": null
+    }
+    """
+
+    name: str  # Token name/symbol
+    szDecimals: int  # Size decimals
+    weiDecimals: int  # Wei decimals
+    index: int  # Token index
+    tokenId: str  # Token ID
+    isCanonical: bool  # Whether this is a canonical token
+    evmContract: dict | None = None  # EVM contract address
+    fullName: str | None = None  # Full token name
+
+
+class HyperLiquidSpotUniverse(msgspec.Struct):
+    """
+    Spot universe information from HyperLiquid API
+    {
+        "name": "PURR/USDC",
+        "tokens": [1, 0],
+        "index": 0,
+        "isCanonical": true
+    }
+    """
+
+    name: str  # Trading pair name
+    tokens: list[int]  # List of token indices
+    index: int  # Universe index
+    isCanonical: bool  # Whether this is a canonical pair
+
+
+class HyperLiquidSpotMeta(msgspec.Struct):
+    """
+    Spot market metadata from HyperLiquid API
+    {
+        "tokens": [...],
+        "universe": [...]
+    }
+    """
+
+    tokens: list[HyperLiquidSpotToken]  # List of available tokens
+    universe: list[HyperLiquidSpotUniverse]  # List of trading pairs
+
+
+class HyperLiquidSpotBalance(msgspec.Struct):
+    """
+    Spot balance information from HyperLiquid API
+    {
+        "coin": "USDC",
+        "token": 0,
+        "hold": "0.0",
+        "total": "14.625485",
+        "entryNtl": "0.0"
+    }
+    """
+
+    coin: str  # Coin/token symbol
+    token: int  # Token index
+    hold: str  # Amount on hold
+    total: str  # Total balance
+    entryNtl: str  # Entry notional value
+
+    def parse_to_balance(self) -> Balance:
+        return Balance(
+            asset=self.coin,
+            locked=Decimal(self.hold),
+            free=Decimal(self.total) - Decimal(self.hold),
+        )
+
+
+class HyperLiquidUserSpotSummary(msgspec.Struct):
+    """
+    User spot summary from HyperLiquid API
+    {
+        "balances": [
+            {
+                "coin": "USDC",
+                "token": 0,
+                "hold": "0.0",
+                "total": "14.625485",
+                "entryNtl": "0.0"
+            }
+        ]
+    }
+    """
+
+    balances: list[HyperLiquidSpotBalance]  # List of spot balances
+
+    def parse_to_balances(self) -> list[Balance]:
+        return [balance.parse_to_balance() for balance in self.balances]
+
+
+class HyperLiquidWsMessageGeneral(msgspec.Struct):
+    channel: str  # Channel name
+
+
+class HyperLiquidWsBboLevelMsgData(msgspec.Struct):
+    px: str  # Price
+    sz: str  # Size
+    n: int  # Number of orders
+
+
+class HyperLiquidWsBboMsgData(msgspec.Struct):
+    coin: str
+    time: int
+    bbo: list[HyperLiquidWsBboLevelMsgData]  # Best bid/ask levels
+
+
+class HyperLiquidWsBboMsg(msgspec.Struct):
+    """
+    {
+        "channel": "bbo",
+        "data": {
+            "coin": "PURR/USDC",
+            "time": 1753455504649,
+            "bbo": [
+                {"px": "0.18134", "sz": "250.0", "n": 1},
+                {"px": "0.18168", "sz": "750.0", "n": 1},
+            ],
+        },
+    }
+    """
+
+    data: HyperLiquidWsBboMsgData
+
+
+class HyperLiquidWsTradeDataMsg(msgspec.Struct):
+    coin: str
+    px: str  # Price
+    side: HyperLiquidOrderSide  # "A" for ask/sell, "B" for bid/buy
+    sz: str  # Size
+    time: int
+
+
+class HyperLiquidWsTradeMsg(msgspec.Struct):
+    data: list[HyperLiquidWsTradeDataMsg]
+
+
+class HyperLiquidWsCandleDataMsg(msgspec.Struct):
+    t: int  # Open time
+    T: int  # Close time
+    s: str  # Symbol
+    i: HyperLiquidKlineInterval  # Interval
+    o: str  # Open price
+    c: str  # Close price
+    h: str  # High price
+    l: str  # Low price # noqa: E741
+    v: str  # Volume
+    n: int  # Number of trades
+
+
+class HyperLiquidWsCandleMsg(msgspec.Struct):
+    data: HyperLiquidWsCandleDataMsg
+
+
+class HyperLiquidWsBasicOrder(msgspec.Struct, kw_only=True, omit_defaults=True):
+    coin: str
+    side: HyperLiquidOrderSide  # "A" for ask/sell, "B" for bid/buy
+    limitPx: str
+    sz: str
+    oid: int
+    timestamp: int
+    origSz: str
+    cloid: str | None = None  # Client order ID
+
+
+class HyperLiquidWsOrderUpdatesMsgData(msgspec.Struct):
+    order: HyperLiquidWsBasicOrder
+    status: HyperLiquidOrderStatusType  # Order status
+    statusTimestamp: int  # Timestamp of the status update
+
+
+class HyperLiquidWsOrderUpdatesMsg(msgspec.Struct):
+    data: list[HyperLiquidWsOrderUpdatesMsgData]
+
+
+class HyperLiquidWsFills(msgspec.Struct):
+    coin: str
+    px: str
+    sz: str
+    side: HyperLiquidOrderSide  # "A" for ask/sell, "B" for bid/buy
+    time: int
+    startPosition: str
+    dir: HyperLiquidFillDirection  # Direction of the fill
+    closedPnl: str
+    oid: int
+    crossed: bool  # whether order crossed the spread (was taker)
+    fee: str
+    tid: int  # Trade ID
+    feeToken: str
+
+
+class HyperLiquidWsUserFillsMsgData(msgspec.Struct):
+    fills: list[HyperLiquidWsFills] | None = None  # List of fills, if any
+
+
+class HyperLiquidWsUserFillsMsg(msgspec.Struct):
+    data: HyperLiquidWsUserFillsMsgData
+
+
+class HyperLiquidWsApiOrderFilledStatus(msgspec.Struct):
+    """WebSocket API order filled status"""
+
+    totalSz: str
+    avgPx: str
+    oid: int
+
+
+class HyperLiquidWsApiOrderStatus(msgspec.Struct, kw_only=True, omit_defaults=True):
+    """WebSocket API order status"""
+
+    error: str | None = None
+    filled: HyperLiquidWsApiOrderFilledStatus | None = None
+    resting: HyperLiquidOrderRestingStatus | None = None
+
+
+class HyperLiquidWsApiOrderData(msgspec.Struct):
+    """WebSocket API order response data"""
+
+    statuses: list[HyperLiquidWsApiOrderStatus | str]
+
+
+class HyperLiquidWsApiResponseData(msgspec.Struct):
+    """WebSocket API response data wrapper"""
+
+    type: str  # "order" or "cancel"
+    data: HyperLiquidWsApiOrderData
+
+
+class HyperLiquidWsApiPayload(msgspec.Struct):
+    """WebSocket API payload"""
+
+    status: str
+    response: HyperLiquidWsApiResponseData
+
+
+class HyperLiquidWsApiResponse(msgspec.Struct):
+    """WebSocket API response"""
+
+    type: str
+    payload: HyperLiquidWsApiPayload
+
+
+class HyperLiquidWsApiMessageData(msgspec.Struct):
+    """WebSocket API message data"""
+
+    id: int
+    response: HyperLiquidWsApiResponse
+
+
+class HyperLiquidWsApiGeneralMsg(msgspec.Struct):
+    """General WebSocket API message structure"""
+
+    channel: str
+    data: HyperLiquidWsApiMessageData | None = None
+
+    @property
+    def is_pong(self) -> bool:
+        return self.channel == "pong"
+
+    @property
+    def is_order_response(self) -> bool:
+        return self.channel == "post" and self.data is not None
+
+    @property
+    def is_ping(self) -> bool:
+        return self.channel == "ping"