k
245 lines
9.2 KiB
Python
245 lines
9.2 KiB
Python
"""
|
|
Hyperliquid BTC perpetual trading client.
|
|
|
|
KEY CONCEPT — two wallets:
|
|
• account_address : Your MetaMask address. Holds USDC and open positions.
|
|
Used for all info/query calls.
|
|
• api_private_key : API wallet private key generated at app.hyperliquid.xyz/API.
|
|
Used only for signing orders. Cannot withdraw.
|
|
|
|
Both are read from config (hl_account_address, hl_api_private_key).
|
|
"""
|
|
|
|
import asyncio
|
|
import logging
|
|
from functools import partial
|
|
from typing import Optional
|
|
|
|
from eth_account import Account
|
|
from hyperliquid.exchange import Exchange
|
|
from hyperliquid.info import Info
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
HL_MAINNET_URL = "https://api.hyperliquid.xyz"
|
|
HL_TESTNET_URL = "https://api.hyperliquid-testnet.xyz"
|
|
|
|
# Precision map — Hyperliquid's szDecimals for common coins
|
|
# Fetched dynamically via meta() but cached here as fallback
|
|
SZ_DECIMALS_FALLBACK = {"BTC": 5, "ETH": 4}
|
|
|
|
|
|
class HyperliquidTrader:
|
|
def __init__(
|
|
self,
|
|
api_private_key: str,
|
|
account_address: str,
|
|
leverage: int = 3,
|
|
mainnet: bool = True,
|
|
):
|
|
"""
|
|
Args:
|
|
api_private_key: Private key of the API wallet (from Hyperliquid dashboard).
|
|
account_address: Main MetaMask wallet address (holds USDC + positions).
|
|
leverage: Isolated leverage to set before each trade.
|
|
mainnet: True = mainnet, False = testnet.
|
|
"""
|
|
self._api_wallet = Account.from_key(api_private_key)
|
|
self._account_address = account_address.lower()
|
|
self._leverage = leverage
|
|
self._base_url = HL_MAINNET_URL if mainnet else HL_TESTNET_URL
|
|
|
|
# Exchange signs with api_wallet but acts on behalf of account_address
|
|
self._exchange = Exchange(
|
|
self._api_wallet,
|
|
self._base_url,
|
|
account_address=self._account_address,
|
|
)
|
|
self._info = Info(self._base_url, skip_ws=True)
|
|
|
|
# ── internal helpers ──────────────────────────────────────────────────────
|
|
|
|
async def _run(self, fn, *args, **kwargs):
|
|
"""Run blocking SDK calls in a thread pool without blocking the event loop."""
|
|
loop = asyncio.get_running_loop()
|
|
return await loop.run_in_executor(None, partial(fn, *args, **kwargs))
|
|
|
|
async def _get_sz_decimals(self, coin: str) -> int:
|
|
try:
|
|
meta = await self._run(self._info.meta)
|
|
for u in meta.get("universe", []):
|
|
if u.get("name") == coin:
|
|
return int(u.get("szDecimals", SZ_DECIMALS_FALLBACK.get(coin, 4)))
|
|
except Exception:
|
|
pass
|
|
return SZ_DECIMALS_FALLBACK.get(coin, 4)
|
|
|
|
async def _mid_price(self, coin: str) -> float:
|
|
mids = await self._run(self._info.all_mids)
|
|
price = float(mids.get(coin, 0))
|
|
if price <= 0:
|
|
raise ValueError(f"Cannot get mid price for {coin}")
|
|
return price
|
|
|
|
# ── public interface ─────────────────────────────────────────────────────
|
|
|
|
async def get_balance(self) -> float:
|
|
"""Return withdrawable USDC balance of the main (MetaMask) account."""
|
|
try:
|
|
state = await self._run(self._info.user_state, self._account_address)
|
|
return float(state.get("withdrawable", 0))
|
|
except Exception as exc:
|
|
logger.error("get_balance error: %s", exc)
|
|
return 0.0
|
|
|
|
async def get_open_positions(self) -> list:
|
|
"""Return all open positions of the main account (non-zero size only)."""
|
|
try:
|
|
state = await self._run(self._info.user_state, self._account_address)
|
|
positions = []
|
|
for asset_pos in state.get("assetPositions", []):
|
|
pos = asset_pos.get("position", {})
|
|
szi = float(pos.get("szi", 0))
|
|
if szi != 0:
|
|
positions.append({
|
|
"coin": pos.get("coin"),
|
|
"szi": szi, # positive = long, negative = short
|
|
"entry_px": float(pos.get("entryPx", 0) or 0),
|
|
"unrealized_pnl": float(pos.get("unrealizedPnl", 0) or 0),
|
|
"leverage": pos.get("leverage", {}),
|
|
})
|
|
return positions
|
|
except Exception as exc:
|
|
logger.error("get_open_positions error: %s", exc)
|
|
return []
|
|
|
|
async def set_leverage(self, coin: str) -> None:
|
|
"""Set isolated leverage for the given coin."""
|
|
try:
|
|
await self._run(
|
|
self._exchange.update_leverage,
|
|
self._leverage,
|
|
coin,
|
|
False, # is_cross=False → isolated margin
|
|
)
|
|
logger.info("Set leverage %dx for %s (isolated)", self._leverage, coin)
|
|
except Exception as exc:
|
|
logger.warning("set_leverage error (non-fatal): %s", exc)
|
|
|
|
async def open_position(
|
|
self,
|
|
asset: str,
|
|
side: str, # "long" or "short"
|
|
size_usd: float,
|
|
) -> dict:
|
|
"""
|
|
Open a market position.
|
|
|
|
Returns:
|
|
{"order_id": str, "fill_price": float, "size_coins": float}
|
|
"""
|
|
coin = asset.upper()
|
|
is_buy = side.lower() == "long"
|
|
|
|
# 1. Set leverage before opening
|
|
await self.set_leverage(coin)
|
|
|
|
# 2. Compute coin size from USD notional
|
|
mid = await self._mid_price(coin)
|
|
sz_dec = await self._get_sz_decimals(coin)
|
|
size_coins = round(size_usd / mid, sz_dec)
|
|
if size_coins <= 0:
|
|
raise ValueError(f"Computed size too small: {size_coins} {coin} from ${size_usd}")
|
|
|
|
# 3. Limit price with 1% slippage (IOC acts as market)
|
|
slippage = 0.01
|
|
# Hyperliquid px must be ≤5 sig-figs AND divisible by tick size.
|
|
# For BTC ~$76k tick=$1 (integer); for ETH ~$3k tick=$0.1. Use 5 sig-figs + coin-based rounding.
|
|
raw_px = mid * (1 + slippage) if is_buy else mid * (1 - slippage)
|
|
if raw_px >= 10000:
|
|
limit_px = float(round(raw_px)) # integer dollars for BTC
|
|
elif raw_px >= 1000:
|
|
limit_px = round(raw_px, 1)
|
|
elif raw_px >= 100:
|
|
limit_px = round(raw_px, 2)
|
|
else:
|
|
limit_px = round(raw_px, 3)
|
|
|
|
logger.info(
|
|
"Opening %s %s: %.5f coins @ limit %.2f (mid=%.2f, usd=%.2f)",
|
|
side, coin, size_coins, limit_px, mid, size_usd,
|
|
)
|
|
|
|
result = await self._run(
|
|
self._exchange.order,
|
|
coin,
|
|
is_buy,
|
|
size_coins,
|
|
limit_px,
|
|
{"limit": {"tif": "Ioc"}}, # Immediate-or-Cancel ≈ market
|
|
)
|
|
|
|
statuses = result.get("response", {}).get("data", {}).get("statuses", [{}])
|
|
filled = statuses[0] if statuses else {}
|
|
fill_price = float(
|
|
(filled.get("filled") or {}).get("avgPx", mid) or mid
|
|
)
|
|
order_id = str((filled.get("resting") or {}).get("oid", ""))
|
|
|
|
logger.info("Opened %s %s @ %.2f (order_id=%s)", side, coin, fill_price, order_id)
|
|
return {"order_id": order_id, "fill_price": fill_price, "size_coins": size_coins}
|
|
|
|
async def close_position(self, asset: str) -> dict:
|
|
"""
|
|
Close all open positions for the given asset using a reduce-only IOC order.
|
|
|
|
Returns:
|
|
{"fill_price": float}
|
|
"""
|
|
coin = asset.upper()
|
|
|
|
positions = await self.get_open_positions()
|
|
target = next((p for p in positions if p.get("coin") == coin), None)
|
|
if target is None:
|
|
logger.warning("No open %s position to close", coin)
|
|
return {"fill_price": 0.0}
|
|
|
|
szi = float(target["szi"])
|
|
is_buy = szi < 0 # closing a short → buy back
|
|
size = abs(szi)
|
|
|
|
mid = await self._mid_price(coin)
|
|
slippage = 0.01
|
|
# Hyperliquid px must be ≤5 sig-figs AND divisible by tick size.
|
|
# For BTC ~$76k tick=$1 (integer); for ETH ~$3k tick=$0.1. Use 5 sig-figs + coin-based rounding.
|
|
raw_px = mid * (1 + slippage) if is_buy else mid * (1 - slippage)
|
|
if raw_px >= 10000:
|
|
limit_px = float(round(raw_px)) # integer dollars for BTC
|
|
elif raw_px >= 1000:
|
|
limit_px = round(raw_px, 1)
|
|
elif raw_px >= 100:
|
|
limit_px = round(raw_px, 2)
|
|
else:
|
|
limit_px = round(raw_px, 3)
|
|
|
|
logger.info("Closing %s %s: size=%.5f @ limit %.2f", coin, "short" if is_buy else "long", size, limit_px)
|
|
|
|
result = await self._run(
|
|
self._exchange.order,
|
|
coin,
|
|
is_buy,
|
|
size,
|
|
limit_px,
|
|
{"limit": {"tif": "Ioc"}},
|
|
reduce_only=True,
|
|
)
|
|
|
|
statuses = result.get("response", {}).get("data", {}).get("statuses", [{}])
|
|
filled = statuses[0] if statuses else {}
|
|
fill_price = float(
|
|
(filled.get("filled") or {}).get("avgPx", mid) or mid
|
|
)
|
|
|
|
logger.info("Closed %s position @ %.2f", coin, fill_price)
|
|
return {"fill_price": fill_price}
|