Class: Hyperliquid::Exchange
- Inherits:
-
Object
- Object
- Hyperliquid::Exchange
- 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
-
#address ⇒ String
Get the wallet address.
-
#agent_enable_dex_abstraction(vault_address: nil) ⇒ Hash
Enable HIP-3 DEX abstraction via agent (L1 action, enable only) This allows agents to enable DEX abstraction for the account they’re trading on behalf of.
-
#approve_agent(agent_address:, agent_name: nil) ⇒ Hash
Authorize an agent wallet to trade on behalf of this account.
-
#approve_builder_fee(builder:, max_fee_rate:) ⇒ Hash
Approve a builder fee rate for a builder address Users must approve a builder before orders with that builder can be placed.
-
#batch_modify(modifies:, vault_address: nil) ⇒ Hash
Modify multiple orders at once.
-
#bulk_cancel(cancels:, vault_address: nil) ⇒ Hash
Cancel multiple orders by order ID.
-
#bulk_cancel_by_cloid(cancels:, vault_address: nil) ⇒ Hash
Cancel multiple orders by client order ID.
-
#bulk_orders(orders:, grouping: 'na', vault_address: nil, builder: nil) ⇒ Hash
Place multiple orders in a batch.
-
#cancel(coin:, oid:, vault_address: nil) ⇒ Hash
Cancel a single order by order ID.
-
#cancel_by_cloid(coin:, cloid:, vault_address: nil) ⇒ Hash
Cancel a single order by client order ID.
-
#create_sub_account(name:) ⇒ Hash
Create a sub-account.
-
#initialize(client:, signer:, info:, testnet: false, expires_after: nil) ⇒ Exchange
constructor
Initialize the exchange client.
-
#market_close(coin:, size: nil, slippage: DEFAULT_SLIPPAGE, cloid: nil, vault_address: nil, builder: nil) ⇒ Hash
Close a position at market price.
-
#market_order(coin:, is_buy:, size:, slippage: DEFAULT_SLIPPAGE, vault_address: nil, builder: nil) ⇒ Hash
Place a market order (aggressive limit IoC with slippage).
-
#modify_order(oid:, coin:, is_buy:, size:, limit_px:, order_type: { limit: { tif: 'Gtc' } }, reduce_only: false, cloid: nil, vault_address: nil) ⇒ Hash
Modify a single existing order.
-
#order(coin:, is_buy:, size:, limit_px:, order_type: { limit: { tif: 'Gtc' } }, reduce_only: false, cloid: nil, vault_address: nil, builder: nil) ⇒ Hash
Place a single order.
-
#reload_metadata! ⇒ Object
Clear the asset metadata cache Call this if metadata has been updated.
-
#schedule_cancel(time: nil, vault_address: nil) ⇒ Hash
Schedule automatic cancellation of all orders.
-
#send_asset(destination:, source_dex:, destination_dex:, token:, amount:) ⇒ Hash
Move assets between DEX instances.
-
#set_referrer(code:) ⇒ Hash
Set referral code.
-
#spot_send(amount:, destination:, token:) ⇒ Hash
Transfer a spot token to another address.
-
#sub_account_spot_transfer(sub_account_user:, is_deposit:, token:, amount:) ⇒ Hash
Transfer spot tokens to/from a sub-account.
-
#sub_account_transfer(sub_account_user:, is_deposit:, usd:) ⇒ Hash
Transfer USDC to/from a sub-account.
-
#token_delegate(validator:, wei:, is_undelegate:) ⇒ Hash
Delegate or undelegate HYPE tokens to a validator.
-
#update_isolated_margin(coin:, amount:, vault_address: nil) ⇒ Hash
Add or remove isolated margin for a position.
-
#update_leverage(coin:, leverage:, is_cross: true, vault_address: nil) ⇒ Hash
Set cross or isolated leverage for a coin.
-
#usd_class_transfer(amount:, to_perp:) ⇒ Hash
Move USDC between perp and spot accounts.
-
#usd_send(amount:, destination:) ⇒ Hash
Transfer USDC to another address.
-
#user_dex_abstraction(enabled:, user: nil) ⇒ Hash
Enable or disable HIP-3 DEX abstraction for automatic collateral transfers When enabled, collateral is automatically transferred to HIP-3 dexes when trading.
-
#vault_transfer(vault_address:, is_deposit:, usd:) ⇒ Hash
Deposit or withdraw USDC to/from a vault.
-
#withdraw_from_bridge(amount:, destination:) ⇒ Hash
Withdraw USDC via the bridge.
Constructor Details
#initialize(client:, signer:, info:, testnet: false, expires_after: nil) ⇒ Exchange
Initialize the exchange client
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# File 'lib/hyperliquid/exchange.rb', line 21 def initialize(client:, signer:, info:, testnet: false, expires_after: nil) @client = client @signer = signer @info = info @testnet = testnet @expires_after = expires_after @asset_cache = nil end |
Instance Method Details
#address ⇒ String
Get the wallet address
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# File 'lib/hyperliquid/exchange.rb', line 32 def address @signer.address end |
#agent_enable_dex_abstraction(vault_address: nil) ⇒ Hash
Enable HIP-3 DEX abstraction via agent (L1 action, enable only) This allows agents to enable DEX abstraction for the account they’re trading on behalf of
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# File 'lib/hyperliquid/exchange.rb', line 683 def agent_enable_dex_abstraction(vault_address: nil) nonce = action = { type: 'agentEnableDexAbstraction' } signature = @signer.sign_l1_action( action, nonce, vault_address: vault_address, expires_after: @expires_after ) post_action(action, signature, nonce, vault_address) end |
#approve_agent(agent_address:, agent_name: nil) ⇒ Hash
Authorize an agent wallet to trade on behalf of this account
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# File 'lib/hyperliquid/exchange.rb', line 588 def approve_agent(agent_address:, agent_name: nil) nonce = action = { type: 'approveAgent', signatureChainId: '0x66eee', hyperliquidChain: Signing::EIP712.hyperliquid_chain(testnet: @testnet), agentAddress: agent_address, nonce: nonce } # agentName is always included in the signed message (empty string if nil), # but only included in the posted action if a name was provided (matches Python SDK) action[:agentName] = agent_name if agent_name signature = @signer.sign_user_signed_action( { agentAddress: agent_address, agentName: agent_name || '', nonce: nonce }, 'HyperliquidTransaction:ApproveAgent', Signing::EIP712::APPROVE_AGENT_TYPES ) post_action(action, signature, nonce, nil) end |
#approve_builder_fee(builder:, max_fee_rate:) ⇒ Hash
Approve a builder fee rate for a builder address Users must approve a builder before orders with that builder can be placed.
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# File 'lib/hyperliquid/exchange.rb', line 613 def approve_builder_fee(builder:, max_fee_rate:) nonce = action = { type: 'approveBuilderFee', signatureChainId: '0x66eee', hyperliquidChain: Signing::EIP712.hyperliquid_chain(testnet: @testnet), maxFeeRate: max_fee_rate, builder: builder, nonce: nonce } signature = @signer.sign_user_signed_action( { maxFeeRate: max_fee_rate, builder: builder, nonce: nonce }, 'HyperliquidTransaction:ApproveBuilderFee', Signing::EIP712::APPROVE_BUILDER_FEE_TYPES ) post_action(action, signature, nonce, nil) end |
#batch_modify(modifies:, vault_address: nil) ⇒ Hash
Modify multiple orders at once
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# File 'lib/hyperliquid/exchange.rb', line 254 def batch_modify(modifies:, vault_address: nil) nonce = modify_wires = modifies.map do |m| order_wire = build_order_wire( coin: m[:coin], is_buy: m[:is_buy], size: m[:size], limit_px: m[:limit_px], order_type: m[:order_type] || { limit: { tif: 'Gtc' } }, reduce_only: m[:reduce_only] || false, cloid: m[:cloid] ) { oid: normalize_oid(m[:oid]), order: order_wire } end action = { type: 'batchModify', modifies: modify_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(cancels:, vault_address: nil) ⇒ Hash
Cancel multiple orders by order ID
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# File 'lib/hyperliquid/exchange.rb', line 189 def bulk_cancel(cancels:, vault_address: nil) nonce = 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
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# File 'lib/hyperliquid/exchange.rb', line 209 def bulk_cancel_by_cloid(cancels:, vault_address: nil) nonce = 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, builder: nil) ⇒ Hash
Place multiple orders in a batch
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# File 'lib/hyperliquid/exchange.rb', line 83 def bulk_orders(orders:, grouping: 'na', vault_address: nil, builder: nil) nonce = 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 } action[:builder] = normalize_builder(builder) if builder 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
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# File 'lib/hyperliquid/exchange.rb', line 147 def cancel(coin:, oid:, vault_address: nil) nonce = 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
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# File 'lib/hyperliquid/exchange.rb', line 168 def cancel_by_cloid(coin:, cloid:, vault_address: nil) nonce = 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 |
#create_sub_account(name:) ⇒ Hash
Create a sub-account
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# File 'lib/hyperliquid/exchange.rb', line 514 def create_sub_account(name:) nonce = action = { type: 'createSubAccount', name: name } signature = @signer.sign_l1_action(action, nonce) post_action(action, signature, nonce, nil) end |
#market_close(coin:, size: nil, slippage: DEFAULT_SLIPPAGE, cloid: nil, vault_address: nil, builder: nil) ⇒ Hash
Close a position at market price
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# File 'lib/hyperliquid/exchange.rb', line 356 def market_close(coin:, size: nil, slippage: DEFAULT_SLIPPAGE, cloid: nil, vault_address: nil, builder: nil) address = vault_address || @signer.address dex_prefix = extract_dex_prefix(coin) state = dex_prefix ? @info.user_state(address, dex: dex_prefix) : @info.user_state(address) position = state['assetPositions']&.find do |pos| pos.dig('position', 'coin') == coin end raise ArgumentError, "No open position found for #{coin}" unless position szi = position.dig('position', 'szi').to_f is_buy = szi.negative? close_size = size || szi.abs mids = dex_prefix ? @info.all_mids(dex: dex_prefix) : @info.all_mids mid = mids[coin]&.to_f raise ArgumentError, "Unknown asset or no price available: #{coin}" unless mid&.positive? slippage_price = calculate_slippage_price(coin, mid, is_buy, slippage) order( coin: coin, is_buy: is_buy, size: close_size, limit_px: slippage_price, order_type: { limit: { tif: 'Ioc' } }, reduce_only: true, cloid: cloid, vault_address: vault_address, builder: builder ) end |
#market_order(coin:, is_buy:, size:, slippage: DEFAULT_SLIPPAGE, vault_address: nil, builder: nil) ⇒ Hash
Place a market order (aggressive limit IoC with slippage)
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# File 'lib/hyperliquid/exchange.rb', line 121 def market_order(coin:, is_buy:, size:, slippage: DEFAULT_SLIPPAGE, vault_address: nil, builder: nil) # Get current mid price (use dex-specific endpoint for HIP-3 assets) dex_prefix = extract_dex_prefix(coin) mids = dex_prefix ? @info.all_mids(dex: dex_prefix) : @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, builder: builder ) end |
#modify_order(oid:, coin:, is_buy:, size:, limit_px:, order_type: { limit: { tif: 'Gtc' } }, reduce_only: false, cloid: nil, vault_address: nil) ⇒ Hash
Modify a single existing order
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# File 'lib/hyperliquid/exchange.rb', line 236 def modify_order(oid:, coin:, is_buy:, size:, limit_px:, order_type: { limit: { tif: 'Gtc' } }, reduce_only: false, cloid: nil, vault_address: nil) batch_modify( modifies: [{ oid: oid, coin: coin, is_buy: is_buy, size: size, limit_px: limit_px, order_type: order_type, reduce_only: reduce_only, cloid: cloid }], 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, builder: nil) ⇒ Hash
Place a single order
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# File 'lib/hyperliquid/exchange.rb', line 47 def order(coin:, is_buy:, size:, limit_px:, order_type: { limit: { tif: 'Gtc' } }, reduce_only: false, cloid: nil, vault_address: nil, builder: nil) nonce = 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' } action[:builder] = normalize_builder(builder) if builder 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 696 def @asset_cache = nil end |
#schedule_cancel(time: nil, vault_address: nil) ⇒ Hash
Schedule automatic cancellation of all orders
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# File 'lib/hyperliquid/exchange.rb', line 334 def schedule_cancel(time: nil, vault_address: nil) nonce = action = { type: 'scheduleCancel' } action[:time] = time if time signature = @signer.sign_l1_action( action, nonce, vault_address: vault_address, expires_after: @expires_after ) post_action(action, signature, nonce, vault_address) end |
#send_asset(destination:, source_dex:, destination_dex:, token:, amount:) ⇒ Hash
Move assets between DEX instances
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# File 'lib/hyperliquid/exchange.rb', line 486 def send_asset(destination:, source_dex:, destination_dex:, token:, amount:) nonce = action = { type: 'sendAsset', signatureChainId: '0x66eee', hyperliquidChain: Signing::EIP712.hyperliquid_chain(testnet: @testnet), destination: destination, sourceDex: source_dex, destinationDex: destination_dex, token: token, amount: amount.to_s, fromSubAccount: '', nonce: nonce } signature = @signer.sign_user_signed_action( { destination: destination, sourceDex: source_dex, destinationDex: destination_dex, token: token, amount: amount.to_s, fromSubAccount: '', nonce: nonce }, 'HyperliquidTransaction:SendAsset', Signing::EIP712::SEND_ASSET_TYPES ) post_action(action, signature, nonce, nil) end |
#set_referrer(code:) ⇒ Hash
Set referral code
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# File 'lib/hyperliquid/exchange.rb', line 577 def set_referrer(code:) nonce = action = { type: 'setReferrer', code: code } signature = @signer.sign_l1_action(action, nonce) post_action(action, signature, nonce, nil) end |
#spot_send(amount:, destination:, token:) ⇒ Hash
Transfer a spot token to another address
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# File 'lib/hyperliquid/exchange.rb', line 416 def spot_send(amount:, destination:, token:) nonce = action = { type: 'spotSend', signatureChainId: '0x66eee', hyperliquidChain: Signing::EIP712.hyperliquid_chain(testnet: @testnet), destination: destination, token: token, amount: amount.to_s, time: nonce } signature = @signer.sign_user_signed_action( { destination: destination, token: token, amount: amount.to_s, time: nonce }, 'HyperliquidTransaction:SpotSend', Signing::EIP712::SPOT_SEND_TYPES ) post_action(action, signature, nonce, nil) end |
#sub_account_spot_transfer(sub_account_user:, is_deposit:, token:, amount:) ⇒ Hash
Transfer spot tokens to/from a sub-account
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# File 'lib/hyperliquid/exchange.rb', line 544 def sub_account_spot_transfer(sub_account_user:, is_deposit:, token:, amount:) nonce = action = { type: 'subAccountSpotTransfer', subAccountUser: sub_account_user, isDeposit: is_deposit, token: token, amount: amount.to_s } signature = @signer.sign_l1_action(action, nonce) post_action(action, signature, nonce, nil) end |
#sub_account_transfer(sub_account_user:, is_deposit:, usd:) ⇒ Hash
Transfer USDC to/from a sub-account
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# File 'lib/hyperliquid/exchange.rb', line 526 def sub_account_transfer(sub_account_user:, is_deposit:, usd:) nonce = action = { type: 'subAccountTransfer', subAccountUser: sub_account_user, isDeposit: is_deposit, usd: float_to_usd_int(usd) } signature = @signer.sign_l1_action(action, nonce) post_action(action, signature, nonce, nil) end |
#token_delegate(validator:, wei:, is_undelegate:) ⇒ Hash
Delegate or undelegate HYPE tokens to a validator
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# File 'lib/hyperliquid/exchange.rb', line 636 def token_delegate(validator:, wei:, is_undelegate:) nonce = action = { type: 'tokenDelegate', signatureChainId: '0x66eee', hyperliquidChain: Signing::EIP712.hyperliquid_chain(testnet: @testnet), validator: validator, wei: wei, isUndelegate: is_undelegate, nonce: nonce } signature = @signer.sign_user_signed_action( { validator: validator, wei: wei, isUndelegate: is_undelegate, nonce: nonce }, 'HyperliquidTransaction:TokenDelegate', Signing::EIP712::TOKEN_DELEGATE_TYPES ) post_action(action, signature, nonce, nil) end |
#update_isolated_margin(coin:, amount:, vault_address: nil) ⇒ Hash
Add or remove isolated margin for a position
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# File 'lib/hyperliquid/exchange.rb', line 312 def update_isolated_margin(coin:, amount:, vault_address: nil) nonce = action = { type: 'updateIsolatedMargin', asset: asset_index(coin), isBuy: true, ntli: float_to_usd_int(amount) } signature = @signer.sign_l1_action( action, nonce, vault_address: vault_address, expires_after: @expires_after ) post_action(action, signature, nonce, vault_address) end |
#update_leverage(coin:, leverage:, is_cross: true, vault_address: nil) ⇒ Hash
Set cross or isolated leverage for a coin
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# File 'lib/hyperliquid/exchange.rb', line 289 def update_leverage(coin:, leverage:, is_cross: true, vault_address: nil) nonce = action = { type: 'updateLeverage', asset: asset_index(coin), isCross: is_cross, leverage: leverage } signature = @signer.sign_l1_action( action, nonce, vault_address: vault_address, expires_after: @expires_after ) post_action(action, signature, nonce, vault_address) end |
#usd_class_transfer(amount:, to_perp:) ⇒ Hash
Move USDC between perp and spot accounts
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# File 'lib/hyperliquid/exchange.rb', line 439 def usd_class_transfer(amount:, to_perp:) nonce = action = { type: 'usdClassTransfer', signatureChainId: '0x66eee', hyperliquidChain: Signing::EIP712.hyperliquid_chain(testnet: @testnet), amount: amount.to_s, toPerp: to_perp, nonce: nonce } signature = @signer.sign_user_signed_action( { amount: amount.to_s, toPerp: to_perp, nonce: nonce }, 'HyperliquidTransaction:UsdClassTransfer', Signing::EIP712::USD_CLASS_TRANSFER_TYPES ) post_action(action, signature, nonce, nil) end |
#usd_send(amount:, destination:) ⇒ Hash
Transfer USDC to another address
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# File 'lib/hyperliquid/exchange.rb', line 393 def usd_send(amount:, destination:) nonce = action = { type: 'usdSend', signatureChainId: '0x66eee', hyperliquidChain: Signing::EIP712.hyperliquid_chain(testnet: @testnet), destination: destination, amount: amount.to_s, time: nonce } signature = @signer.sign_user_signed_action( { destination: destination, amount: amount.to_s, time: nonce }, 'HyperliquidTransaction:UsdSend', Signing::EIP712::USD_SEND_TYPES ) post_action(action, signature, nonce, nil) end |
#user_dex_abstraction(enabled:, user: nil) ⇒ Hash
Enable or disable HIP-3 DEX abstraction for automatic collateral transfers When enabled, collateral is automatically transferred to HIP-3 dexes when trading
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# File 'lib/hyperliquid/exchange.rb', line 660 def user_dex_abstraction(enabled:, user: nil) nonce = user_address = user || @signer.address action = { type: 'userDexAbstraction', signatureChainId: '0x66eee', hyperliquidChain: Signing::EIP712.hyperliquid_chain(testnet: @testnet), user: user_address, enabled: enabled, nonce: nonce } signature = @signer.sign_user_signed_action( { user: user_address, enabled: enabled, nonce: nonce }, 'HyperliquidTransaction:UserDexAbstraction', Signing::EIP712::USER_DEX_ABSTRACTION_TYPES ) post_action(action, signature, nonce, nil) end |
#vault_transfer(vault_address:, is_deposit:, usd:) ⇒ Hash
Deposit or withdraw USDC to/from a vault
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# File 'lib/hyperliquid/exchange.rb', line 562 def vault_transfer(vault_address:, is_deposit:, usd:) nonce = action = { type: 'vaultTransfer', vaultAddress: vault_address, isDeposit: is_deposit, usd: float_to_usd_int(usd) } signature = @signer.sign_l1_action(action, nonce) post_action(action, signature, nonce, nil) end |
#withdraw_from_bridge(amount:, destination:) ⇒ Hash
Withdraw USDC via the bridge
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# File 'lib/hyperliquid/exchange.rb', line 461 def withdraw_from_bridge(amount:, destination:) nonce = action = { type: 'withdraw3', signatureChainId: '0x66eee', hyperliquidChain: Signing::EIP712.hyperliquid_chain(testnet: @testnet), destination: destination, amount: amount.to_s, time: nonce } signature = @signer.sign_user_signed_action( { destination: destination, amount: amount.to_s, time: nonce }, 'HyperliquidTransaction:Withdraw', Signing::EIP712::WITHDRAW_TYPES ) post_action(action, signature, nonce, nil) end |