Class: Hyperliquid::Exchange

Inherits:
Object
  • Object
show all
Defined in:
lib/hyperliquid/exchange.rb

Overview

Exchange API client for write operations (orders, cancels, etc.) Requires a private key for signing transactions

Constant Summary collapse

DEFAULT_SLIPPAGE =

Default slippage for market orders (5%)

0.05
SPOT_ASSET_THRESHOLD =

Spot assets have indices >= 10000

10_000

Instance Method Summary collapse

Constructor Details

#initialize(client:, signer:, info:, expires_after: nil) ⇒ Exchange

Initialize the exchange client

Parameters:



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# File 'lib/hyperliquid/exchange.rb', line 20

def initialize(client:, signer:, info:, expires_after: nil)
  @client = client
  @signer = signer
  @info = info
  @expires_after = expires_after
  @asset_cache = nil
end

Instance Method Details

#address ⇒ String

Get the wallet address

Returns:

  • (String) —

    Checksummed Ethereum address



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# File 'lib/hyperliquid/exchange.rb', line 30

def address
  @signer.address
end

#bulk_cancel(cancels:, vault_address: nil) ⇒ Hash

Cancel multiple orders by order ID

Parameters:

  • cancels (Array<Hash>) —

    Array of cancel hashes with :coin and :oid

  • vault_address (String, nil) (defaults to: nil) —

    Vault address for vault trading (optional)

Returns:

  • (Hash) —

    Bulk cancel response



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# File 'lib/hyperliquid/exchange.rb', line 180

def bulk_cancel(cancels:, vault_address: nil)
  nonce = timestamp_ms

  cancel_wires = cancels.map do |c|
    { a: asset_index(c[:coin]), o: c[:oid] }
  end
  action = { type: 'cancel', cancels: cancel_wires }

  signature = @signer.sign_l1_action(
    action, nonce,
    vault_address: vault_address,
    expires_after: @expires_after
  )
  post_action(action, signature, nonce, vault_address)
end

#bulk_cancel_by_cloid(cancels:, vault_address: nil) ⇒ Hash

Cancel multiple orders by client order ID

Parameters:

  • cancels (Array<Hash>) —

    Array of cancel hashes with :coin and :cloid

  • vault_address (String, nil) (defaults to: nil) —

    Vault address for vault trading (optional)

Returns:

  • (Hash) —

    Bulk cancel by cloid response



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# File 'lib/hyperliquid/exchange.rb', line 200

def bulk_cancel_by_cloid(cancels:, vault_address: nil)
  nonce = timestamp_ms

  cancel_wires = cancels.map do |c|
    { asset: asset_index(c[:coin]), cloid: normalize_cloid(c[:cloid]) }
  end
  action = { type: 'cancelByCloid', cancels: cancel_wires }

  signature = @signer.sign_l1_action(
    action, nonce,
    vault_address: vault_address,
    expires_after: @expires_after
  )
  post_action(action, signature, nonce, vault_address)
end

#bulk_orders(orders:, grouping: 'na', vault_address: nil) ⇒ Hash

Place multiple orders in a batch

Parameters:

  • orders (Array<Hash>) —

    Array of order hashes with keys: :coin, :is_buy, :size, :limit_px, :order_type, :reduce_only, :cloid

  • grouping (String) (defaults to: 'na') —

    Order grouping (“na”, “normalTpsl”, “positionTpsl”)

  • vault_address (String, nil) (defaults to: nil) —

    Vault address for vault trading (optional)

Returns:

  • (Hash) —

    Bulk order response



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# File 'lib/hyperliquid/exchange.rb', line 78

def bulk_orders(orders:, grouping: 'na', vault_address: nil)
  nonce = timestamp_ms

  order_wires = orders.map do |o|
    build_order_wire(
      coin: o[:coin],
      is_buy: o[:is_buy],
      size: o[:size],
      limit_px: o[:limit_px],
      order_type: o[:order_type] || { limit: { tif: 'Gtc' } },
      reduce_only: o[:reduce_only] || false,
      cloid: o[:cloid]
    )
  end

  action = {
    type: 'order',
    orders: order_wires,
    grouping: grouping
  }

  signature = @signer.sign_l1_action(
    action, nonce,
    vault_address: vault_address,
    expires_after: @expires_after
  )
  post_action(action, signature, nonce, vault_address)
end

#cancel(coin:, oid:, vault_address: nil) ⇒ Hash

Cancel a single order by order ID

Parameters:

  • coin (String) —

    Asset symbol

  • oid (Integer) —

    Order ID

  • vault_address (String, nil) (defaults to: nil) —

    Vault address for vault trading (optional)

Returns:

  • (Hash) —

    Cancel response



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# File 'lib/hyperliquid/exchange.rb', line 138

def cancel(coin:, oid:, vault_address: nil)
  nonce = timestamp_ms

  action = {
    type: 'cancel',
    cancels: [{ a: asset_index(coin), o: oid }]
  }

  signature = @signer.sign_l1_action(
    action, nonce,
    vault_address: vault_address,
    expires_after: @expires_after
  )
  post_action(action, signature, nonce, vault_address)
end

#cancel_by_cloid(coin:, cloid:, vault_address: nil) ⇒ Hash

Cancel a single order by client order ID

Parameters:

  • coin (String) —

    Asset symbol

  • cloid (Cloid, String) —

    Client order ID

  • vault_address (String, nil) (defaults to: nil) —

    Vault address for vault trading (optional)

Returns:

  • (Hash) —

    Cancel response



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# File 'lib/hyperliquid/exchange.rb', line 159

def cancel_by_cloid(coin:, cloid:, vault_address: nil)
  nonce = timestamp_ms
  cloid_raw = normalize_cloid(cloid)

  action = {
    type: 'cancelByCloid',
    cancels: [{ asset: asset_index(coin), cloid: cloid_raw }]
  }

  signature = @signer.sign_l1_action(
    action, nonce,
    vault_address: vault_address,
    expires_after: @expires_after
  )
  post_action(action, signature, nonce, vault_address)
end

#market_order(coin:, is_buy:, size:, slippage: DEFAULT_SLIPPAGE, vault_address: nil) ⇒ Hash

Place a market order (aggressive limit IoC with slippage)

Parameters:

  • coin (String) —

    Asset symbol

  • is_buy (Boolean) —

    True for buy, false for sell

  • size (String, Numeric) —

    Order size

  • slippage (Float) (defaults to: DEFAULT_SLIPPAGE) —

    Slippage tolerance (default: 0.05 = 5%)

  • vault_address (String, nil) (defaults to: nil) —

    Vault address for vault trading (optional)

Returns:

  • (Hash) —

    Order response

Raises:

  • (ArgumentError) 


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# File 'lib/hyperliquid/exchange.rb', line 114

def market_order(coin:, is_buy:, size:, slippage: DEFAULT_SLIPPAGE, vault_address: nil)
  # Get current mid price
  mids = @info.all_mids
  mid = mids[coin]&.to_f
  raise ArgumentError, "Unknown asset or no price available: #{coin}" unless mid&.positive?

  # Apply slippage and round to appropriate precision
  slippage_price = calculate_slippage_price(coin, mid, is_buy, slippage)

  order(
    coin: coin,
    is_buy: is_buy,
    size: size,
    limit_px: slippage_price,
    order_type: { limit: { tif: 'Ioc' } },
    vault_address: vault_address
  )
end

#order(coin:, is_buy:, size:, limit_px:, order_type: { limit: { tif: 'Gtc' } }, reduce_only: false, cloid: nil, vault_address: nil) ⇒ Hash

Place a single order

Parameters:

  • coin (String) —

    Asset symbol (e.g., “BTC”)

  • is_buy (Boolean) —

    True for buy, false for sell

  • size (String, Numeric) —

    Order size

  • limit_px (String, Numeric) —

    Limit price

  • order_type (Hash) (defaults to: { limit: { tif: 'Gtc' } }) —

    Order type config (default: { limit: { tif: “Gtc” } })

  • reduce_only (Boolean) (defaults to: false) —

    Reduce-only flag (default: false)

  • cloid (Cloid, String, nil) (defaults to: nil) —

    Client order ID (optional)

  • vault_address (String, nil) (defaults to: nil) —

    Vault address for vault trading (optional)

Returns:

  • (Hash) —

    Order response



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# File 'lib/hyperliquid/exchange.rb', line 44

def order(coin:, is_buy:, size:, limit_px:, order_type: { limit: { tif: 'Gtc' } },
          reduce_only: false, cloid: nil, vault_address: nil)
  nonce = timestamp_ms

  order_wire = build_order_wire(
    coin: coin,
    is_buy: is_buy,
    size: size,
    limit_px: limit_px,
    order_type: order_type,
    reduce_only: reduce_only,
    cloid: cloid
  )

  action = {
    type: 'order',
    orders: [order_wire],
    grouping: 'na'
  }

  signature = @signer.sign_l1_action(
    action, nonce,
    vault_address: vault_address,
    expires_after: @expires_after
  )
  post_action(action, signature, nonce, vault_address)
end

#reload_metadata! ⇒ Object

Clear the asset metadata cache Call this if metadata has been updated



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# File 'lib/hyperliquid/exchange.rb', line 218

def reload_metadata!
  @asset_cache = nil
end