Version 0.1.16

Author: Louis Tao

assets/images/coverage.svg

@@ -0,0 +1,49 @@
+import time
+
+import eth_account
+import utils
+from eth_account.signers.local import LocalAccount
+
+from hyperliquid.exchange import Exchange
+from hyperliquid.utils import constants
+
+
+def main():
+
+    config = utils.get_config()
+    account: LocalAccount = eth_account.Account.from_key(config["secret_key"])
+    print("Running with account address:", account.address)
+
+    exchange = Exchange(account, constants.TESTNET_API_URL)
+
+    coin = "ETH"
+    is_buy = True
+    sz = 0.05
+
+    print(f"We try to Market {'Buy' if is_buy else 'Sell'} {sz} {coin}.")
+
+    order_result = exchange.market_open("ETH", is_buy, sz, 2040, 0.01)
+    if order_result["status"] == "ok":
+        for status in order_result["response"]["data"]["statuses"]:
+            try:
+                filled = status["filled"]
+                print(f'Order #{filled["oid"]} filled {filled["totalSz"]} @{filled["avgPx"]}')
+            except KeyError:
+                print(f'Error: {status["error"]}')
+
+        print("We wait for 2s before closing")
+        time.sleep(2)
+
+        print(f"We try to Market Close all {coin}.")
+        order_result = exchange.market_close(coin)
+        if order_result["status"] == "ok":
+            for status in order_result["response"]["data"]["statuses"]:
+                try:
+                    filled = status["filled"]
+                    print(f'Order #{filled["oid"]} filled {filled["totalSz"]} @{filled["avgPx"]}')
+                except KeyError:
+                    print(f'Error: {status["error"]}')
+
+
+if __name__ == "__main__":
+    main()

examples/basic_market_order.py

@@ -0,0 +1,49 @@
+import json
+
+import eth_account
+import utils
+from eth_account.signers.local import LocalAccount
+
+from hyperliquid.exchange import Exchange
+from hyperliquid.info import Info
+from hyperliquid.utils import constants
+
+
+def main():
+    config = utils.get_config()
+    account: LocalAccount = eth_account.Account.from_key(config["secret_key"])
+    print("Running with account address:", account.address)
+    info = Info(constants.TESTNET_API_URL, skip_ws=True)
+
+    # Get the user state and print out position information
+    user_state = info.user_state(account.address)
+    positions = []
+    for position in user_state["assetPositions"]:
+        if float(position["position"]["szi"]) != 0:
+            positions.append(position["position"])
+    if len(positions) > 0:
+        print("positions:")
+        for position in positions:
+            print(json.dumps(position, indent=2))
+    else:
+        print("no open positions")
+
+    # Place an order that should rest by setting the price very low
+    exchange = Exchange(account, constants.TESTNET_API_URL)
+    order_result = exchange.order("ETH", True, 0.2, 1100, {"limit": {"tif": "Gtc"}})
+    print(order_result)
+
+    # Modify the order by oid
+    if order_result["status"] == "ok":
+        status = order_result["response"]["data"]["statuses"][0]
+        if "resting" in status:
+            oid = status["resting"]["oid"]
+            order_status = info.query_order_by_oid(account.address, oid)
+            print("Order status by oid:", order_status)
+
+            modify_result = exchange.modify_order(oid, "ETH", True, 0.1, 1105, {"limit": {"tif": "Gtc"}})
+            print(modify_result)
+
+
+if __name__ == "__main__":
+    main()

examples/basic_order_modify.py

@@ -31,6 +31,10 @@
 
 
 class Exchange(API):
+
+    # Default Max Slippage for Market Orders 5%
+    DEFAULT_SLIPPAGE = 0.05
+
     def __init__(
         self,
         wallet: LocalAccount,
@@ -41,9 +45,9 @@ def __init__(
         super().__init__(base_url)
         self.wallet = wallet
         self.vault_address = vault_address
+        self.info = Info(base_url, skip_ws=True)
         if meta is None:
-            info = Info(base_url, skip_ws=True)
-            self.meta = info.meta()
+            self.meta = self.info.meta()
         else:
             self.meta = meta
         self.coin_to_asset = {asset_info["name"]: asset for (asset, asset_info) in enumerate(self.meta["universe"])}
@@ -58,6 +62,22 @@ def _post_action(self, action, signature, nonce):
         logging.debug(payload)
         return self.post("/exchange", payload)
 
+    def _slippage_price(
+        self,
+        coin: str,
+        is_buy: bool,
+        slippage: float,
+        px: Optional[float] = None,
+    ) -> float:
+
+        if not px:
+            # Get midprice
+            px = float(self.info.all_mids()[coin])
+        # Calculate Slippage
+        px *= (1 + slippage) if is_buy else (1 - slippage)
+        # We round px to 5 significant figures and 6 decimals
+        return round(float(f"{px:.5g}"), 6)
+
     def order(
         self,
         coin: str,
@@ -68,7 +88,7 @@ def order(
         reduce_only: bool = False,
         cloid: Optional[Cloid] = None,
     ) -> Any:
-        order = {
+        order: OrderRequest = {
             "coin": coin,
             "is_buy": is_buy,
             "sz": sz,
@@ -122,6 +142,93 @@ def bulk_orders(self, order_requests: List[OrderRequest]) -> Any:
             timestamp,
         )
 
+    def modify_order(
+        self,
+        oid: int,
+        coin: str,
+        is_buy: bool,
+        sz: float,
+        limit_px: float,
+        order_type: OrderType,
+        reduce_only: bool = False,
+        cloid: Optional[Cloid] = None,
+    ) -> Any:
+        order: OrderRequest = {
+            "coin": coin,
+            "is_buy": is_buy,
+            "sz": sz,
+            "limit_px": limit_px,
+            "order_type": order_type,
+            "reduce_only": reduce_only,
+        }
+        if cloid:
+            order["cloid"] = cloid
+
+        order_spec = order_request_to_order_spec(order, self.coin_to_asset[order["coin"]])
+
+        timestamp = get_timestamp_ms()
+
+        if cloid:
+            signature_types = ["uint64", "(uint32,bool,uint64,uint64,bool,uint8,uint64,bytes16)"]
+        else:
+            signature_types = ["uint64", "(uint32,bool,uint64,uint64,bool,uint8,uint64)"]
+
+        signature = sign_l1_action(
+            self.wallet,
+            signature_types,
+            [oid, order_spec_preprocessing(order_spec)],
+            ZERO_ADDRESS if self.vault_address is None else self.vault_address,
+            timestamp,
+            self.base_url == MAINNET_API_URL,
+        )
+
+        return self._post_action(
+            {
+                "type": "modify",
+                "oid": oid,
+                "order": order_spec_to_order_wire(order_spec),
+            },
+            signature,
+            timestamp,
+        )
+
+    def market_open(
+        self,
+        coin: str,
+        is_buy: bool,
+        sz: float,
+        px: Optional[float] = None,
+        slippage: float = DEFAULT_SLIPPAGE,
+        cloid: Optional[Cloid] = None,
+    ) -> Any:
+
+        # Get aggressive Market Price
+        px = self._slippage_price(coin, is_buy, slippage, px)
+        # Market Order is an aggressive Limit Order IoC
+        return self.order(coin, is_buy, sz, px, order_type={"limit": {"tif": "Ioc"}}, reduce_only=False, cloid=cloid)
+
+    def market_close(
+        self,
+        coin: str,
+        sz: Optional[float] = None,
+        px: Optional[float] = None,
+        slippage: float = DEFAULT_SLIPPAGE,
+        cloid: Optional[Cloid] = None,
+    ) -> Any:
+        positions = self.info.user_state(self.wallet.address)["assetPositions"]
+        for position in positions:
+            item = position["position"]
+            if coin != item["coin"]:
+                continue
+            szi = float(item["szi"])
+            if not sz:
+                sz = szi
+            is_buy = True if szi < 0 else False
+            # Get aggressive Market Price
+            px = self._slippage_price(coin, is_buy, slippage, px)
+            # Market Order is an aggressive Limit Order IoC
+            return self.order(coin, is_buy, sz, px, order_type={"limit": {"tif": "Ioc"}}, reduce_only=True, cloid=cloid)
+
     def cancel(self, coin: str, oid: int) -> Any:
         return self.bulk_cancel([{"coin": coin, "oid": oid}])
 

hyperliquid/exchange.py

@@ -90,7 +90,7 @@ def frontend_open_orders(self, address: str) -> Any:
                         dict of frontend orders
                     ]
                 coin: str,
-                isPositoinTpsl: bool,
+                isPositionTpsl: bool,
                 isTrigger: bool,
                 limitPx: float string,
                 oid: int,

hyperliquid/info.py

@@ -76,7 +76,7 @@ def order_grouping_to_number(grouping: Grouping) -> int:
 def order_spec_preprocessing(order_spec: OrderSpec) -> Any:
     order = order_spec["order"]
     order_type_array = order_type_to_tuple(order_spec["orderType"])
-    res = (
+    res: Any = (
         order["asset"],
         order["isBuy"],
         float_to_int_for_hashing(order["limitPx"]),
@@ -85,7 +85,7 @@ def order_spec_preprocessing(order_spec: OrderSpec) -> Any:
         order_type_array[0],
         float_to_int_for_hashing(order_type_array[1]),
     )
-    if "cloid" in order and order["cloid"]:
+    if "cloid" in order and order["cloid"] is not None:
         res += (str_to_bytes16(order["cloid"].to_raw()),)
     return res
 
@@ -121,7 +121,7 @@ def order_type_to_wire(order_type: OrderType) -> OrderTypeWire:
 def order_spec_to_order_wire(order_spec: OrderSpec) -> OrderWire:
     order = order_spec["order"]
     cloid = None
-    if "cloid" in order and order["cloid"]:
+    if "cloid" in order and order["cloid"] is not None:
         cloid = order["cloid"].to_raw()
     return {
         "asset": order["asset"],
@@ -254,7 +254,8 @@ def float_to_int(x: float, power: int) -> int:
     with_decimals = x * 10**power
     if abs(round(with_decimals) - with_decimals) >= 1e-3:
         raise ValueError("float_to_int causes rounding", x)
-    return round(with_decimals)
+    res: int = round(with_decimals)
+    return res
 
 
 def str_to_bytes16(x: str) -> bytearray:

hyperliquid/utils/signing.py

@@ -1,3 +1,5 @@
+from __future__ import annotations
+
 import sys
 
 if sys.version_info >= (3, 8):
@@ -64,11 +66,11 @@ def _validate(self):
         assert len(self._raw_cloid[2:]) == 32, "cloid is not 16 bytes"
 
     @staticmethod
-    def from_int(cloid: int):
+    def from_int(cloid: int) -> Cloid:
         return Cloid(f"{cloid:#034x}")
 
     @staticmethod
-    def from_str(cloid: str):
+    def from_str(cloid: str) -> Cloid:
         return Cloid(cloid)
 
     def to_raw(self):

hyperliquid/utils/types.py

@@ -5,7 +5,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "hyperliquid-python-sdk"
-version = "0.1.15"
+version = "0.1.16"
 description = "SDK for Hyperliquid API trading with Python."
 readme = "README.md"
 authors = ["Hyperliquid <[email protected]>"]

pyproject.toml

@@ -207,6 +207,6 @@ def test_sign_usd_transfer_action():
         "time": 1687816341423,
     }
     signature = sign_usd_transfer_action(wallet, message, False)
-    assert signature["r"] == "0x784b36718fa34328e9875712c3aae5c599e0ed07f2cf59add3102cfba1dc634e"
-    assert signature["s"] == "0x1cf2ee3b0bc7dd0d7f3236e9c8923ef17bcfbfd524deda4c9427361f1a77af67"
-    assert signature["v"] == 27
+    assert signature["r"] == "0x283ca602ac69be536bd2272f050eddf8d250ed3eef083d1fc26989e57f891759"
+    assert signature["s"] == "0x9bc743cf95042269236bc7f48c06ab8a6a9ee53e04f3336c6cfd1b22783aa74"
+    assert signature["v"] == 28