Add WsBbo

src/bin/ws_bbo.rs

@@ -0,0 +1,30 @@
+use hyperliquid_rust_sdk::{BaseUrl, InfoClient, Message, Subscription};
+use log::info;
+use tokio::{
+    spawn,
+    sync::mpsc::unbounded_channel,
+    time::{sleep, Duration},
+};
+
+#[tokio::main]
+async fn main() {
+    env_logger::init();
+    let mut info_client = InfoClient::new(None, Some(BaseUrl::Testnet)).await.unwrap();
+    let coin = "BTC".to_string();
+
+    let (sender, mut receiver) = unbounded_channel();
+    let subscription_id = info_client
+        .subscribe(Subscription::Bbo { coin }, sender)
+        .await
+        .unwrap();
+
+    spawn(async move {
+        sleep(Duration::from_secs(30)).await;
+        info!("Unsubscribing from bbo");
+        info_client.unsubscribe(subscription_id).await.unwrap()
+    });
+
+    while let Some(Message::Bbo(bbo)) = receiver.recv().await {
+        info!("Received bbo: {bbo:?}");
+    }
+}

src/ws/message_types.rs

@@ -60,3 +60,8 @@ pub struct WebData2 {
 pub struct ActiveAssetCtx {
     pub data: ActiveAssetCtxData,
 }
+
+#[derive(Deserialize, Clone, Debug)]
+pub struct Bbo {
+    pub data: BboData,
+}

src/ws/sub_structs.rs

@@ -322,3 +322,11 @@ pub struct SpotAssetCtx {
     pub shared: SharedAssetCtx,
     pub circulating_supply: String,
 }
+
+#[derive(Deserialize, Clone, Debug)]
+#[serde(rename_all = "camelCase")]
+pub struct BboData {
+    pub coin: String,
+    pub time: u64,
+    pub bbo: Vec<Option<BookLevel>>,
+}

src/ws/ws_manager.rs

@@ -1,6 +1,6 @@
 use crate::{
     prelude::*,
-    ws::message_types::{AllMids, Candle, L2Book, OrderUpdates, Trades, User},
+    ws::message_types::{AllMids, Bbo, Candle, L2Book, OrderUpdates, Trades, User},
     ActiveAssetCtx, Error, Notification, UserFills, UserFundings, UserNonFundingLedgerUpdates,
     WebData2,
 };
@@ -62,6 +62,7 @@ pub enum Subscription {
     UserFundings { user: H160 },
     UserNonFundingLedgerUpdates { user: H160 },
     ActiveAssetCtx { coin: String },
+    Bbo { coin: String },
 }
 
 #[derive(Deserialize, Clone, Debug)]
@@ -83,6 +84,7 @@ pub enum Message {
     Notification(Notification),
     WebData2(WebData2),
     ActiveAssetCtx(ActiveAssetCtx),
+    Bbo(Bbo),
     Pong,
 }
 
@@ -267,6 +269,10 @@ impl WsManager {
                 })
                 .map_err(|e| Error::JsonParse(e.to_string()))
             }
+            Message::Bbo(bbo) => serde_json::to_string(&Subscription::Bbo {
+                coin: bbo.data.coin.clone(),
+            })
+            .map_err(|e| Error::JsonParse(e.to_string())),
             Message::SubscriptionResponse | Message::Pong => Ok(String::default()),
             Message::NoData => Ok("".to_string()),
             Message::HyperliquidError(err) => Ok(format!("hyperliquid error: {err:?}")),