roq-hyperliquid

$ conda install \
      --channel https://roq-trading.com/conda/unstable \
      roq-hyperliquid

$ conda install \
      --channel https://roq-trading.com/conda/stable \
      roq-hyperliquid

Supports

Products

Spot

✅

Futures

✅

Swap

✅

Option

❌
Market Data

ReferenceData

✅

❶

MarketStatus

❌

TopOfBook

✅

MarketByPrice

✅

MarketByOrder

❌

TradeSummary

✅

Statistics

✅

TimeSeries

❌
Orders & Quotes

CreateOrder

✅

ModifyOrder

✅

CancelOrder

✅

CancelAllOrders

❌

MassQuote

❌

CancelQuotes

❌
Account

Funds

✅

Position

✅

Note

✅ = Available.

❎ = Not implemented.

❌ = Unavailable.

❶ The exchange protocol does not support streaming updates for reference data and market status.

Using

$ roq-hyperliquid [FLAGS]

Flags

$ roq-hyperliquid --help
--exchange (hyperliquid)

Exchange identifier

--dex

DEXs (list)

--aggregator (false)

Treat Hyperliquid as an aggregator? The exchange field is then the name of the DEX

--rest_uri (https://api.hyperliquid-testnet.xyz)

Exchange end-point

--rest_host

Host (when URI is an IP address)

--rest_proxy

Proxy end-point

--rest_ping_freq (5s)

Ping frequency

--rest_ping_path

Ping path

--rest_request_timeout (30s)

Request timeout

--rest_recv_window (30s)

Receive window (please refer to exchange documentation)

--rest_terminate_on_403 (false)

(TEST) Trigger program termination after receiving a 403 response code?

--rest_back_off_delay (30s)

(TEST) Time to wait before retrying a rejected request

--ws_uri (wss://api.hyperliquid-testnet.xyz/ws)

Exchange end-point

--ws_host

Host (when URI is an IP address)

--ws_ping_freq (30s)

Ping frequency

--ws_request_timeout (15s)

Request timeout

--ws_max_subscriptions_per_stream (100)

Maximum number of symbols per connection

--ws_mbp_depth (0)

Maximum depth

--mbp_allow_price_inversion (false)

Allow price inversion?

--request_limit (10)

Maximum number of requests per interval

--request_limit_interval (1s)

Monitor interval

--encode_buffer_size (1048576)

Encode buffer size

--decode_buffer_size (10485760)

Decode buffer size

--suspend_after_429 (60s)

HTTP status 429 will suspend the connection for this period

Environments

$ --flagfile $CONDA_PREFIX/share/roq-hyperliquid/flags/prod/flags.cfg

# flagfile for the roq-hyperliquid gateway

--rest_uri=https://api.hyperliquid.xyz
--ws_uri=wss://api.hyperliquid.xyz/ws

$ --flagfile $CONDA_PREFIX/share/roq-hyperliquid/flags/test/flags.cfg

# flagfile for the roq-hyperliquid gateway

--rest_uri=https://api.hyperliquid-testnet.xyz
--ws_uri=wss://api.hyperliquid-testnet.xyz/ws

Configuration

$ --config_file $CONDA_PREFIX/share/roq-hyperliquid/config.toml

Important

This template will be replaced when the software is upgraded. Make a copy and modify to your own needs.

# config template for the roq-hyperliquid gateway

symbols = [
  "^BTC$",
  "^ETH$",
  "^SOL$"
]

[accounts]

  [accounts.A1]
  master = true
  login = "YOUR_HYPERLIQUID_PUBLIC_ADDRESS_GOES_HERE"
  secret = "YOUR_HYPERLIQUID_PRIVATE_KEY_GOES_HERE"
  symbols = [ ".*" ]

[users]

  [users.test]
  password = "1234"
  symbols = ".*"

  [users.trader]
  password = "secret"
  accounts = [ "A1" ]
  symbols = [ ".*BTC.*", ".*ETH.*" ]

[rate_limits]

  [rate_limits.global]
    type = "ORDER_ACTION"
    aggregate = true
    request_limit = 100
    monitor_period = "10s"
    ban_period = "5m"

Market Data

Inbound

Event

Field

activeAssetCtx

openInterest

⇒

OPEN_INTEREST

activeAssetCtx

dayNtlVlm

⇒

TRADE_VOLUME

activeAssetCtx

markPx

⇒

SETTLEMENT_PRICE

activeAssetCtx

funding

⇒

FUNDING_RATE

Order Management

Comments

  • Only mainnet is currently supported.

  • The login (TOML config) should be your account’s public address.

  • The secret (TOML config) should be your account’s private key.

    Note

    The account’s public key (not address!) can be derived from the private key is therefore not required.

  • Downloaded orders lack several attributes, e.g. TimeInForce.

  • Order management can only be enabled after downloading reference data. This is due to protocol using asset IDs (as opposed to symbol names) and very strict usage of significant decimals.

  • REST response has very little information for rejects.

    Warning

    The generic error User or API Wallet [...] does not exist. is sometimes received.

    Reasons for this error message includes wrong signature but also seems to be generated for other reasons.

    These “other reasons” are not well understood, maybe they include time issues around “expires-after”.

  • ModifyOrder does not currently work.

  • Q: Do we need vault address for anything?

References

Common

Exchange