df-hyperliquid-core 0.0.8-beta.1

Hyperliquid SDK for Rust: markets, account, trading, transfers, earn and deploy, with exact decimals and signing. Native and wasm.
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189

//! Live answers, mainnet, 2026-10-08, trimmed to a few whole rows each: one account's resting
//! orders, the status of three of its orders and of one it never placed, and another account's
//! order history, one row of each status, order type and time in force.

use crate::utils::{Address, Dec};

use super::*;
use crate::trade::modify::OrderRef;
use crate::trade::order::{Cloid, Side, Tif, Tpsl};
use crate::trade::tests_support::{Recorded, block_on};

const OPEN: &str = include_str!(concat!(env!("CARGO_MANIFEST_DIR"), "/fixtures/trade/open_orders.json"));
const FRONTEND: &str = include_str!(concat!(env!("CARGO_MANIFEST_DIR"), "/fixtures/trade/frontend_open_orders.json"));
const STATUS_OPEN: &str = include_str!(concat!(env!("CARGO_MANIFEST_DIR"), "/fixtures/trade/order_status_open.json"));
const STATUS_FILLED: &str =
    include_str!(concat!(env!("CARGO_MANIFEST_DIR"), "/fixtures/trade/order_status_filled.json"));
const STATUS_BY_CLOID: &str =
    include_str!(concat!(env!("CARGO_MANIFEST_DIR"), "/fixtures/trade/order_status_by_cloid.json"));
const STATUS_UNKNOWN: &str =
    include_str!(concat!(env!("CARGO_MANIFEST_DIR"), "/fixtures/trade/order_status_unknown.json"));
const HISTORY: &str = include_str!(concat!(env!("CARGO_MANIFEST_DIR"), "/fixtures/trade/historical_orders.json"));

const WATCHED: &str = "0xf77a75616ff4aa16c890fabb4ab725a732d7e2b7";

fn dec(text: &str) -> Dec {
    Dec::parse(text).unwrap()
}

fn user() -> Address {
    WATCHED.parse().unwrap()
}

#[test]
fn every_read_asks_in_the_venue_s_words() {
    assert_eq!(open_orders_request(user(), None), format!(r#"{{"type":"openOrders","user":"{WATCHED}"}}"#));
    assert_eq!(
        open_orders_request(user(), Some("xyz")),
        format!(r#"{{"type":"openOrders","user":"{WATCHED}","dex":"xyz"}}"#)
    );
    assert_eq!(
        frontend_open_orders_request(user(), Some("")),
        format!(r#"{{"type":"frontendOpenOrders","user":"{WATCHED}","dex":""}}"#)
    );
    assert_eq!(
        order_status_request(user(), OrderRef::Oid(569_021_780_586)),
        format!(r#"{{"type":"orderStatus","user":"{WATCHED}","oid":569021780586}}"#)
    );
    assert_eq!(
        order_status_request(user(), OrderRef::Cloid(Cloid::from_u128(0xba5e_d110_67f2_cc01_ba5e_d100_00ba_5ed1))),
        format!(r#"{{"type":"orderStatus","user":"{WATCHED}","oid":"0xba5ed11067f2cc01ba5ed10000ba5ed1"}}"#)
    );
    assert_eq!(historical_orders_request(user()), format!(r#"{{"type":"historicalOrders","user":"{WATCHED}"}}"#));
}

#[test]
fn open_orders_read_with_reduce_only_only_where_the_venue_writes_it() {
    let orders: Vec<OpenOrder> = serde_json::from_str(OPEN).unwrap();
    assert_eq!(orders.len(), 3);
    let stop = &orders[0];
    assert_eq!((stop.coin.as_str(), stop.side, stop.oid), ("ENS", Side::Buy, 569_021_780_586));
    assert_eq!((stop.limit_px, stop.sz, stop.orig_sz), (dec("6.5232"), Dec::ZERO, Dec::ZERO));
    assert!(stop.reduce_only);
    assert_eq!(stop.cloid, Some("0xba5ed11067f2cc01ba5ed10000ba5ed1".parse().unwrap()));
    let spot = &orders[1];
    assert_eq!((spot.coin.as_str(), spot.limit_px, spot.sz), ("@142", dec("79335"), dec("0.00126")));
    assert!(!spot.reduce_only, "absent is false");
    assert_eq!(orders[2].side, Side::Sell, "A is a sell");
}

/// Every recorded resting order, read or sent, carries its original size: a row without it is
/// refused, not read as a size unknown.
#[test]
fn an_open_order_without_its_original_size_is_refused() {
    let orders: Vec<serde_json::Value> = serde_json::from_str(OPEN).unwrap();
    let mut row = orders[1].clone();
    assert!(serde_json::from_value::<OpenOrder>(row.clone()).is_ok());
    row.as_object_mut().unwrap().remove("origSz");
    assert!(serde_json::from_value::<OpenOrder>(row).is_err());
}

/// A kind is read from the venue's words without going through serde, and a word this build
/// does not know is kept as written.
#[test]
fn an_order_kind_is_parsed_from_the_venue_s_words() {
    for kind in [
        OrderKind::Limit,
        OrderKind::Market,
        OrderKind::StopMarket,
        OrderKind::StopLimit,
        OrderKind::TakeProfitMarket,
        OrderKind::TakeProfitLimit,
    ] {
        assert_eq!(OrderKind::parse(kind.word()), kind);
    }
    assert_eq!(OrderKind::parse("Liquidation Market"), OrderKind::Other("Liquidation Market".to_owned()));
    assert_eq!(
        OrderKind::parse("stop market"),
        OrderKind::Other("stop market".to_owned()),
        "the venue's spelling only"
    );
}

#[test]
fn a_frontend_order_says_what_kind_of_order_it_is() {
    let orders: Vec<FrontendOrder> = serde_json::from_str(FRONTEND).unwrap();
    let stop = &orders[0];
    assert_eq!(stop.order_type, OrderKind::StopMarket);
    assert_eq!((stop.trigger(), stop.tpsl(), stop.is_position_tpsl), (Some(dec("6.04")), Some(Tpsl::StopLoss), true));
    assert_eq!(
        (stop.trigger_condition.as_str(), stop.tif.as_deref(), stop.time_in_force()),
        ("Price above 6.04", None, None)
    );
    assert!(stop.order_type.fills_at_market());
    let limit = &orders[1];
    assert_eq!((limit.order_type.clone(), limit.trigger(), limit.tpsl()), (OrderKind::Limit, None, None));
    assert_eq!((limit.time_in_force(), limit.orig_sz), (Some(Tif::Gtc), dec("0.00126")));
    assert!(limit.children.is_empty());
    let take = &orders[2];
    assert_eq!(
        (take.order_type.clone(), take.tpsl(), take.side),
        (OrderKind::TakeProfitMarket, Some(Tpsl::TakeProfit), Side::Sell)
    );
    assert_eq!(take.trigger(), Some(dec("0.009572")));
}

#[test]
fn an_order_s_status_is_found_or_unknown() {
    let OrderLookup::Found(open) = serde_json::from_str(STATUS_OPEN).unwrap() else { panic!("found") };
    assert_eq!(
        (open.status.clone(), open.order.oid, open.status_timestamp),
        (OrderState::Open, 569_021_780_586, 1_791_480_626_296)
    );
    let OrderLookup::Found(filled) = serde_json::from_str(STATUS_FILLED).unwrap() else { panic!("found") };
    assert_eq!(filled.status, OrderState::Filled);
    assert_eq!(filled.order.time_in_force(), Some(Tif::FrontendMarket));
    assert_eq!(
        (filled.order.order_type.clone(), filled.order.orig_sz, filled.order.sz),
        (OrderKind::Market, dec("4095"), Dec::ZERO)
    );
    let OrderLookup::Found(by_cloid) = serde_json::from_str(STATUS_BY_CLOID).unwrap() else { panic!("found") };
    assert_eq!(by_cloid.order.trigger_condition, "Triggered", "a stop that fired reads as no trigger any more");
    assert_eq!(by_cloid.order.trigger(), None);
    assert_eq!(serde_json::from_str::<OrderLookup>(STATUS_UNKNOWN).unwrap(), OrderLookup::Unknown);
}

#[test]
fn every_status_in_the_history_reads_as_its_kind_of_end() {
    let history: Vec<OrderRecord> = serde_json::from_str(HISTORY).unwrap();
    let states: Vec<OrderState> = history.iter().map(|record| record.status.clone()).collect();
    for (state, word) in [
        (OrderState::Filled, "filled"),
        (OrderState::Open, "open"),
        (OrderState::Triggered, "triggered"),
        (OrderState::Canceled("canceled".to_owned()), "canceled"),
        (OrderState::Canceled("reduceOnlyCanceled".to_owned()), "reduceOnlyCanceled"),
        (OrderState::Canceled("siblingFilledCanceled".to_owned()), "siblingFilledCanceled"),
        (OrderState::Rejected("reduceOnlyRejected".to_owned()), "reduceOnlyRejected"),
        (OrderState::Rejected("minTradeNtlRejected".to_owned()), "minTradeNtlRejected"),
    ] {
        assert!(states.contains(&state), "{word}");
        assert_eq!(state.word(), word);
    }
    let liquidation = history.iter().find(|record| record.order.tif.as_deref() == Some("LiquidationMarket")).unwrap();
    assert_eq!(liquidation.order.time_in_force(), None, "a TIF only the venue sends is kept, not guessed");
    assert_eq!(
        serde_json::from_str::<OrderState>(r#""scheduledCancel""#).unwrap(),
        OrderState::Canceled("scheduledCancel".to_owned()),
        "the dead man's switch is a cancel"
    );
    assert_eq!(
        serde_json::from_str::<OrderState>(r#""rejected""#).unwrap(),
        OrderState::Rejected("rejected".to_owned())
    );
    assert_eq!(serde_json::from_str::<OrderState>(r#""new""#).unwrap(), OrderState::Other("new".to_owned()));
}

#[test]
fn each_read_goes_through_the_transport_once() {
    let transport = Recorded::answering(FRONTEND);
    let orders = block_on(frontend_open_orders(&transport, user(), None)).unwrap();
    assert_eq!(orders.len(), 3);
    let transport = Recorded::answering(OPEN);
    assert_eq!(block_on(open_orders(&transport, user(), None)).unwrap().len(), 3);
    let transport = Recorded::answering(STATUS_UNKNOWN);
    assert_eq!(block_on(order_status(&transport, user(), OrderRef::Oid(1))).unwrap(), OrderLookup::Unknown);
    assert_eq!(transport.sent(), [("/info".to_owned(), order_status_request(user(), OrderRef::Oid(1)))]);
    let transport = Recorded::answering(HISTORY);
    assert_eq!(block_on(historical_orders(&transport, user())).unwrap().len(), 16);
}