use crate::client::hyperliquid::error::map_sdk_error;
use crate::error::{ApiError, OrderError, UnindexedClientError};
use crate::order::{
Order, OrderKey, OrderKind, TimeInForce, UnindexedOrderSnapshot,
id::{ClientOrderId, OrderId, StrategyId, VenueOrderId},
state::{Cancelled, Filled, Open, OrderState},
};
use crate::{InstrumentAccountSnapshot, UnindexedAccountEvent, position::PositionReport};
use chrono::{DateTime, TimeZone, Utc};
use futures::Stream;
use rust_decimal::Decimal;
use rustrade_instrument::{
Side, asset::name::AssetNameExchange, exchange::ExchangeId,
instrument::name::InstrumentNameExchange,
};
use serde::de::DeserializeOwned;
use smol_str::format_smolstr;
use std::collections::{HashMap, HashSet};
use std::pin::Pin;
use std::str::FromStr;
use std::task::{Context, Poll};
use tokio_util::sync::CancellationToken;
use tracing::warn;
use uuid::Uuid;
#[derive(Debug)]
pub struct CancelOnDropStream<S> {
inner: S,
cancel_token: CancellationToken,
}
impl<S> CancelOnDropStream<S> {
pub(crate) fn new(inner: S, cancel_token: CancellationToken) -> Self {
Self {
inner,
cancel_token,
}
}
}
impl<S: Stream + Unpin> Stream for CancelOnDropStream<S> {
type Item = S::Item;
fn poll_next(mut self: Pin<&mut Self>, cx: &mut Context<'_>) -> Poll<Option<Self::Item>> {
Pin::new(&mut self.inner).poll_next(cx)
}
}
impl<S> Drop for CancelOnDropStream<S> {
fn drop(&mut self) {
self.cancel_token.cancel();
}
}
#[derive(Debug, Clone, serde::Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct UserFill {
pub coin: String,
pub side: String,
pub px: String,
pub sz: String,
pub time: u64,
pub oid: u64,
pub fee: String,
pub tid: u64,
pub fee_token: Option<String>,
}
pub async fn user_fills(
info_client: &hyperliquid_rust_sdk::InfoClient,
address: ethers::types::H160,
) -> Result<Vec<UserFill>, UnindexedClientError> {
user_info(info_client, "userFills", address).await
}
#[derive(Debug, Clone, serde::Deserialize)]
#[serde(rename_all = "camelCase")]
pub struct OpenOrder {
pub coin: String,
pub side: String,
pub limit_px: String,
pub sz: String,
pub oid: u64,
pub timestamp: u64,
#[serde(default)]
pub orig_sz: Option<String>,
#[serde(default)]
pub cloid: Option<String>,
}
pub async fn open_orders(
info_client: &hyperliquid_rust_sdk::InfoClient,
address: ethers::types::H160,
) -> Result<Vec<OpenOrder>, UnindexedClientError> {
user_info(info_client, "openOrders", address).await
}
async fn user_info<T: DeserializeOwned>(
info_client: &hyperliquid_rust_sdk::InfoClient,
kind: &str,
address: ethers::types::H160,
) -> Result<T, UnindexedClientError> {
let body = format!(r#"{{"type":"{kind}","user":"{address:?}"}}"#);
let raw = info_client
.http_client
.post("/info", body)
.await
.map_err(map_sdk_error)?;
serde_json::from_str(&raw).map_err(|e| {
UnindexedClientError::Internal(format!("Hyperliquid {kind} response did not parse: {e}"))
})
}
pub(super) fn open_order_to_order(
row: &OpenOrder,
exchange: ExchangeId,
instrument: InstrumentNameExchange,
) -> Option<Order<ExchangeId, InstrumentNameExchange, Open>> {
let parsed = (|| {
let cid = record_cid(row.cloid.as_deref(), row.oid)?;
let side = parse_side(&row.side)?;
let price = parse_decimal(&row.limit_px, "limitPx")?;
let remaining = parse_decimal(&row.sz, "sz")?;
let quantity = match &row.orig_sz {
Some(orig_sz) => parse_decimal(orig_sz, "origSz")?,
None => remaining,
};
let time_exchange = millis_to_datetime(row.timestamp)?;
Some((cid, side, price, quantity, remaining, time_exchange))
})();
let Some((cid, side, price, quantity, remaining, time_exchange)) = parsed else {
warn!(
%exchange,
%instrument,
oid = row.oid,
order = ?row,
"Hyperliquid open order did not convert - leaving it out, so this instrument's order \
list is not complete"
);
return None;
};
Some(Order {
key: OrderKey {
exchange,
instrument,
strategy: StrategyId::unknown(),
cid,
},
side,
price: Some(price),
quantity,
kind: OrderKind::Limit,
time_in_force: TimeInForce::GoodUntilCancelled { post_only: false },
state: Open {
id: VenueOrderId::Assigned(OrderId(format_smolstr!("{}", row.oid))),
time_exchange,
filled_quantity: (quantity - remaining).max(Decimal::ZERO),
},
})
}
type UnindexedInstrumentAccountSnapshot =
InstrumentAccountSnapshot<ExchangeId, AssetNameExchange, InstrumentNameExchange>;
pub(super) struct OpenOrderListing(
HashMap<InstrumentNameExchange, UnindexedInstrumentAccountSnapshot>,
);
impl OpenOrderListing {
pub(super) fn new(
rows: &[OpenOrder],
exchange: ExchangeId,
requested: &[InstrumentNameExchange],
to_instrument: impl Fn(&str) -> Option<InstrumentNameExchange>,
) -> Self {
fn entry<'a>(
listing: &'a mut HashMap<InstrumentNameExchange, UnindexedInstrumentAccountSnapshot>,
instrument: &InstrumentNameExchange,
) -> &'a mut UnindexedInstrumentAccountSnapshot {
listing
.entry(instrument.clone())
.or_insert_with(|| InstrumentAccountSnapshot {
instrument: instrument.clone(),
orders: Vec::new(),
orders_complete: true,
position: PositionReport::Unreported,
isolated: None,
})
}
let requested_set = requested.iter().collect::<HashSet<_>>();
let mut listing = HashMap::with_capacity(requested.len());
for instrument in requested {
entry(&mut listing, instrument);
}
for row in rows {
let Some(instrument) = to_instrument(&row.coin) else {
continue;
};
if !requested_set.is_empty() && !requested_set.contains(&instrument) {
continue;
}
let order = open_order_to_order(row, exchange, instrument.clone());
let snapshot = entry(&mut listing, &instrument);
match order {
Some(order) => snapshot.orders.push(order.into()),
None => snapshot.orders_complete = false,
}
}
Self(listing)
}
pub(super) fn remove(
&mut self,
instrument: &InstrumentNameExchange,
) -> Option<UnindexedInstrumentAccountSnapshot> {
self.0.remove(instrument)
}
pub(super) fn into_snapshots(self) -> impl Iterator<Item = UnindexedInstrumentAccountSnapshot> {
self.0.into_values()
}
}
#[derive(Debug, Clone, Copy, PartialEq, Eq)]
enum OrderStatus {
Open,
Filled,
Cancelled,
Rejected,
}
impl OrderStatus {
fn classify(status: &str) -> Option<Self> {
match status {
"open" | "triggered" => Some(Self::Open),
"filled" => Some(Self::Filled),
"canceled" | "scheduledCancel" => Some(Self::Cancelled),
"rejected" => Some(Self::Rejected),
status if status.ends_with("Canceled") => Some(Self::Cancelled),
status if status.ends_with("Rejected") => Some(Self::Rejected),
_ => None,
}
}
}
pub(super) fn order_update_to_account_event(
update: &hyperliquid_rust_sdk::OrderUpdate,
exchange: ExchangeId,
instrument: InstrumentNameExchange,
) -> Option<UnindexedAccountEvent> {
let order = &update.order;
let Some(status) = OrderStatus::classify(&update.status) else {
warn!(%exchange, status = %update.status, oid = order.oid, "Unknown Hyperliquid order status - ignoring the update");
return None;
};
let cid = record_cid(order.cloid.as_deref(), order.oid)?;
let side = parse_side(&order.side)?;
let price = parse_decimal(&order.limit_px, "order.limitPx")?;
let orig_sz = parse_decimal(&order.orig_sz, "order.origSz")?;
let Some(time_exchange) = millis_to_datetime(update.status_timestamp) else {
warn!(%exchange, oid = order.oid, status_timestamp = update.status_timestamp, "Invalid Hyperliquid order update timestamp - ignoring the update");
return None;
};
let order_id = OrderId(format_smolstr!("{}", order.oid));
let filled_quantity = || {
parse_decimal(&order.sz, "order.sz")
.map(|remaining| (orig_sz - remaining).max(Decimal::ZERO))
};
let state = match status {
OrderStatus::Open => OrderState::active(Open {
id: VenueOrderId::Assigned(order_id),
time_exchange,
filled_quantity: filled_quantity()?,
}),
OrderStatus::Filled => OrderState::fully_filled(Filled::new(
order_id,
time_exchange,
orig_sz,
None, )),
OrderStatus::Cancelled => {
OrderState::inactive(Cancelled::new(order_id, time_exchange, filled_quantity()?))
}
OrderStatus::Rejected => OrderState::inactive(OrderError::Rejected(
ApiError::OrderRejected(update.status.clone()),
)),
};
let snapshot: UnindexedOrderSnapshot = Order {
key: OrderKey {
exchange,
instrument,
strategy: StrategyId::unknown(),
cid,
},
side,
price: Some(price),
quantity: orig_sz,
kind: OrderKind::Limit,
time_in_force: TimeInForce::GoodUntilCancelled { post_only: false },
state,
};
Some(crate::AccountEvent::new(
exchange,
crate::AccountEventKind::OrderSnapshot(
rustrade_integration::collection::snapshot::Snapshot(snapshot),
),
))
}
pub fn parse_decimal(value: &str, field: &str) -> Option<Decimal> {
Decimal::from_str(value)
.map_err(|e| warn!(%field, %value, %e, "Failed to parse decimal"))
.ok()
}
pub fn parse_side(side: &str) -> Option<Side> {
match side {
"B" | "b" | "BUY" | "Buy" | "buy" => Some(Side::Buy),
"A" | "a" | "S" | "s" | "SELL" | "Sell" | "sell" => Some(Side::Sell),
_ => {
warn!(%side, "Unknown side string");
None
}
}
}
pub fn millis_to_datetime(millis: u64) -> Option<DateTime<Utc>> {
Utc.timestamp_millis_opt(i64::try_from(millis).ok()?)
.single()
}
pub fn round_to_5_sig_figs(value: Decimal) -> f64 {
use rust_decimal::prelude::ToPrimitive;
if value.is_zero() {
return 0.0;
}
let abs_f = value.abs().to_f64().unwrap_or(0.0);
if abs_f == 0.0 {
return 0.0;
}
#[allow(clippy::cast_possible_truncation)]
let magnitude = abs_f.log10().floor().clamp(-30.0, 30.0) as i32;
let rounded = if magnitude >= 4 {
#[allow(clippy::cast_sign_loss)]
let factor = Decimal::from(10i64.pow((magnitude - 4) as u32));
(value / factor).round() * factor
} else {
#[allow(clippy::cast_sign_loss)]
let dp = (4 - magnitude) as u32;
value.round_dp(dp)
};
rounded.to_f64().unwrap_or(0.0)
}
pub fn map_tif(tif: &TimeInForce) -> &'static str {
match tif {
TimeInForce::GoodUntilCancelled { post_only: true } => "Alo",
TimeInForce::GoodUntilCancelled { post_only: false } => "Gtc",
TimeInForce::ImmediateOrCancel => "Ioc",
TimeInForce::FillOrKill => "Ioc", TimeInForce::GoodUntilEndOfDay => "Gtc", TimeInForce::GoodTillDate { .. } | TimeInForce::AtOpen | TimeInForce::AtClose => {
warn!(time_in_force = ?tif, "Hyperliquid does not support this TimeInForce; coercing to Gtc");
"Gtc"
}
}
}
pub(super) const CLOID_REQUIRED: &str = "Hyperliquid requires the client order id to be a UUID in \
canonical form, as ClientOrderId::uuid() makes: the venue reports each order under that id, \
and an order under any other id could not be matched to its own updates";
pub fn cid_to_cloid(cid: &ClientOrderId) -> Option<Uuid> {
let uuid = Uuid::try_parse(cid.0.as_str()).ok()?;
let mut canonical = Uuid::encode_buffer();
(uuid.hyphenated().encode_lower(&mut canonical) == cid.0.as_str()).then_some(uuid)
}
pub fn cloid_to_cid(cloid: &str) -> Option<ClientOrderId> {
let hex = cloid.strip_prefix("0x")?;
if hex.len() != 32 {
return None;
}
let uuid = Uuid::try_parse(hex).ok()?;
Some(ClientOrderId::new(format_smolstr!("{}", uuid.hyphenated())))
}
pub(super) fn record_cid(cloid: Option<&str>, oid: u64) -> Option<ClientOrderId> {
match cloid {
None => Some(ClientOrderId::new(format_smolstr!("{oid}"))),
Some(cloid) => {
let cid = cloid_to_cid(cloid);
if cid.is_none() {
warn!(%cloid, oid, "Hyperliquid order carries a cloid that is not 0x and 32 hex digits");
}
cid
}
}
}
pub fn perp_coin_to_instrument(coin: &str) -> InstrumentNameExchange {
InstrumentNameExchange::from(format_smolstr!("{}-USD-PERP", coin))
}
pub fn instrument_to_perp_coin(instrument: &InstrumentNameExchange) -> String {
let s = instrument.as_ref();
match s.split_once('-') {
Some((coin, _)) => coin.to_string(),
None => s.to_string(),
}
}
pub fn spot_coin_to_instrument(coin: &str) -> InstrumentNameExchange {
match coin.split_once('/') {
Some((base, quote)) => {
InstrumentNameExchange::from(format_smolstr!("{}-{}-SPOT", base, quote))
}
None => {
debug_assert!(
false,
"spot_coin_to_instrument called with non-spot coin: {coin}"
);
InstrumentNameExchange::from(format_smolstr!("{}-SPOT", coin))
}
}
}
pub fn instrument_to_spot_coin(instrument: &InstrumentNameExchange) -> Option<String> {
let s = instrument.as_ref();
let without_suffix = s.strip_suffix("-SPOT")?;
let (base, quote) = without_suffix.split_once('-')?;
Some(format!("{}/{}", base, quote))
}
pub fn is_spot_coin(coin: &str) -> bool {
coin.contains('/')
}
#[cfg(test)]
#[allow(clippy::unwrap_used)]
mod tests {
use super::*;
use rust_decimal_macros::dec;
#[test]
fn test_parse_decimal_valid() {
assert_eq!(parse_decimal("123.456", "test"), Some(dec!(123.456)));
assert_eq!(parse_decimal("0", "test"), Some(dec!(0)));
assert_eq!(parse_decimal("-50.5", "test"), Some(dec!(-50.5)));
}
#[test]
fn test_parse_decimal_invalid() {
assert_eq!(parse_decimal("", "test"), None);
assert_eq!(parse_decimal("abc", "test"), None);
assert_eq!(parse_decimal("12.34.56", "test"), None);
}
#[test]
fn test_parse_side() {
assert_eq!(parse_side("B"), Some(Side::Buy));
assert_eq!(parse_side("BUY"), Some(Side::Buy));
assert_eq!(parse_side("buy"), Some(Side::Buy));
assert_eq!(parse_side("A"), Some(Side::Sell));
assert_eq!(parse_side("S"), Some(Side::Sell));
assert_eq!(parse_side("SELL"), Some(Side::Sell));
assert_eq!(parse_side("sell"), Some(Side::Sell));
assert_eq!(parse_side("X"), None);
assert_eq!(parse_side(""), None);
}
#[test]
fn test_perp_coin_to_instrument() {
let inst = perp_coin_to_instrument("BTC");
assert_eq!(inst.as_ref(), "BTC-USD-PERP");
let inst = perp_coin_to_instrument("ETH");
assert_eq!(inst.as_ref(), "ETH-USD-PERP");
}
#[test]
fn test_instrument_to_perp_coin() {
let coin = instrument_to_perp_coin(&InstrumentNameExchange::from("BTC-USD-PERP"));
assert_eq!(coin, "BTC");
let coin = instrument_to_perp_coin(&InstrumentNameExchange::from("ETH-USD-PERP"));
assert_eq!(coin, "ETH");
let coin = instrument_to_perp_coin(&InstrumentNameExchange::from("SOL"));
assert_eq!(coin, "SOL");
}
#[test]
fn test_spot_coin_to_instrument() {
let inst = spot_coin_to_instrument("PURR/USDC");
assert_eq!(inst.as_ref(), "PURR-USDC-SPOT");
let inst = spot_coin_to_instrument("HYPE/USDC");
assert_eq!(inst.as_ref(), "HYPE-USDC-SPOT");
}
#[test]
fn test_instrument_to_spot_coin() {
let coin = instrument_to_spot_coin(&InstrumentNameExchange::from("PURR-USDC-SPOT"));
assert_eq!(coin, Some("PURR/USDC".to_string()));
let coin = instrument_to_spot_coin(&InstrumentNameExchange::from("HYPE-USDC-SPOT"));
assert_eq!(coin, Some("HYPE/USDC".to_string()));
assert_eq!(
instrument_to_spot_coin(&InstrumentNameExchange::from("BTC-USD-PERP")),
None
);
assert_eq!(
instrument_to_spot_coin(&InstrumentNameExchange::from("INVALID")),
None
);
}
#[test]
fn test_is_spot_coin() {
assert!(is_spot_coin("PURR/USDC"));
assert!(is_spot_coin("HYPE/USDC"));
assert!(!is_spot_coin("BTC"));
assert!(!is_spot_coin("ETH"));
}
#[test]
fn test_round_to_5_sig_figs() {
assert_eq!(round_to_5_sig_figs(dec!(0)), 0.0);
assert_eq!(round_to_5_sig_figs(dec!(12345)), 12345.0);
assert_eq!(round_to_5_sig_figs(dec!(123456)), 123460.0);
assert_eq!(round_to_5_sig_figs(dec!(0.00012345)), 0.00012345);
assert_eq!(round_to_5_sig_figs(dec!(0.000123456)), 0.00012346);
assert_eq!(round_to_5_sig_figs(dec!(1.23456789)), 1.2346);
}
#[test]
fn test_map_tif() {
assert_eq!(
map_tif(&TimeInForce::GoodUntilCancelled { post_only: false }),
"Gtc"
);
assert_eq!(
map_tif(&TimeInForce::GoodUntilCancelled { post_only: true }),
"Alo"
);
assert_eq!(map_tif(&TimeInForce::ImmediateOrCancel), "Ioc");
assert_eq!(map_tif(&TimeInForce::FillOrKill), "Ioc");
assert_eq!(map_tif(&TimeInForce::GoodUntilEndOfDay), "Gtc");
}
#[test]
fn test_millis_to_datetime() {
let dt = millis_to_datetime(1714100000000).unwrap();
assert_eq!(dt.timestamp_millis(), 1714100000000);
assert!(millis_to_datetime(0).is_some());
}
}
#[cfg(test)]
#[allow(clippy::unwrap_used)]
mod info_tests {
use super::*;
use rust_decimal_macros::dec;
use wiremock::matchers::{method, path};
use wiremock::{Mock, MockServer, ResponseTemplate};
const DOCUMENTED_FILL: &str = r#"{
"closedPnl": "0.0",
"coin": "AVAX",
"crossed": false,
"dir": "Open Long",
"hash": "0xa166e3fa63c25663024b03f2e0da011a00307e4017465df020210d3d432e7cb8",
"oid": 90542681,
"px": "18.435",
"side": "B",
"startPosition": "26.86",
"sz": "93.53",
"time": 1681222254710,
"fee": "0.01",
"feeToken": "USDC",
"builderFee": "0.01",
"tid": 118906512037719
}"#;
async fn info_client_against(uri: String) -> hyperliquid_rust_sdk::InfoClient {
let mut client = hyperliquid_rust_sdk::InfoClient::new(
None,
Some(hyperliquid_rust_sdk::BaseUrl::Localhost),
)
.await
.unwrap();
client.http_client.base_url = uri;
client
}
async fn serve(body: String) -> (MockServer, hyperliquid_rust_sdk::InfoClient) {
let server = MockServer::start().await;
Mock::given(method("POST"))
.and(path("/info"))
.respond_with(ResponseTemplate::new(200).set_body_raw(body, "application/json"))
.mount(&server)
.await;
let client = info_client_against(server.uri()).await;
(server, client)
}
#[tokio::test]
async fn a_fill_carries_the_tid_and_fee_token_the_sdk_type_drops() {
let (_server, client) = serve(format!("[{DOCUMENTED_FILL}]")).await;
let fills = user_fills(&client, ethers::types::H160::zero())
.await
.unwrap();
assert_eq!(fills.len(), 1);
assert_eq!(fills[0].tid, 118_906_512_037_719);
assert_eq!(fills[0].fee_token.as_deref(), Some("USDC"));
assert_eq!(fills[0].oid, 90_542_681);
assert_eq!(fills[0].coin, "AVAX");
}
#[tokio::test]
async fn one_transaction_can_carry_several_fills_and_they_are_told_apart_by_tid() {
let sweep = r#"[
{"closedPnl":"0.0","coin":"AVAX","crossed":true,"dir":"Open Long",
"hash":"0xsweep","oid":1,"px":"18.40","side":"B","startPosition":"0",
"sz":"10","time":1681222254710,"fee":"0.01","feeToken":"USDC","tid":111},
{"closedPnl":"0.0","coin":"AVAX","crossed":true,"dir":"Open Long",
"hash":"0xsweep","oid":1,"px":"18.45","side":"B","startPosition":"10",
"sz":"10","time":1681222254710,"fee":"0.01","feeToken":"USDC","tid":222},
{"closedPnl":"0.0","coin":"AVAX","crossed":true,"dir":"Open Long",
"hash":"0xsweep","oid":1,"px":"18.50","side":"B","startPosition":"20",
"sz":"10","time":1681222254710,"fee":"0.01","feeToken":"USDC","tid":333}
]"#;
let (_server, client) = serve(sweep.to_string()).await;
let fills = user_fills(&client, ethers::types::H160::zero())
.await
.unwrap();
let tids: Vec<u64> = fills.iter().map(|f| f.tid).collect();
assert_eq!(tids, vec![111, 222, 333]);
}
#[tokio::test]
async fn a_missing_fee_token_falls_back_rather_than_failing() {
let without = DOCUMENTED_FILL.replace(r#""feeToken": "USDC","#, "");
let (_server, client) = serve(format!("[{without}]")).await;
let fills = user_fills(&client, ethers::types::H160::zero())
.await
.unwrap();
assert_eq!(fills.len(), 1);
assert!(fills[0].fee_token.is_none());
}
#[tokio::test]
async fn a_missing_tid_fails_loudly_instead_of_falling_back_to_the_hash() {
let without = DOCUMENTED_FILL.replace(r#""tid": 118906512037719"#, r#""unused": 0"#);
let (_server, client) = serve(format!("[{without}]")).await;
let error = user_fills(&client, ethers::types::H160::zero())
.await
.unwrap_err();
assert!(
matches!(&error, UnindexedClientError::Internal(msg) if msg.contains("userFills")),
"expected a parse failure naming the endpoint, got {error:?}"
);
}
#[tokio::test]
async fn the_request_names_the_address_in_full() {
let server = MockServer::start().await;
Mock::given(method("POST"))
.and(path("/info"))
.and(wiremock::matchers::body_string_contains(
"0x000000000000000000000000000000000000dead",
))
.and(wiremock::matchers::body_string_contains("userFills"))
.respond_with(ResponseTemplate::new(200).set_body_raw("[]", "application/json"))
.mount(&server)
.await;
let client = info_client_against(server.uri()).await;
let address = "0x000000000000000000000000000000000000dEaD"
.parse::<ethers::types::H160>()
.unwrap();
assert!(user_fills(&client, address).await.unwrap().is_empty());
}
const CID: &str = "85b60bff-64d5-49ec-95af-6268d7d1df63";
const CLOID: &str = "0x85b60bff64d549ec95af6268d7d1df63";
#[test]
fn only_the_canonical_uuid_form_can_be_a_cloid() {
let cloid = cid_to_cloid(&ClientOrderId::new(CID)).unwrap();
assert_eq!(cloid.to_string(), CID);
for other in [
"85B60BFF-64D5-49EC-95AF-6268D7D1DF63",
"85b60bff64d549ec95af6268d7d1df63",
"{85b60bff-64d5-49ec-95af-6268d7d1df63}",
"urn:uuid:85b60bff-64d5-49ec-95af-6268d7d1df63",
"example-1714100000000",
"",
] {
assert_eq!(cid_to_cloid(&ClientOrderId::new(other)), None, "{other}");
}
}
#[test]
fn a_generated_uuid_client_id_is_always_a_cloid() {
for _ in 0..32 {
let cid = ClientOrderId::uuid();
assert!(cid_to_cloid(&cid).is_some(), "{cid}");
}
}
#[test]
fn the_reported_cloid_is_the_client_id_the_order_was_placed_under() {
assert_eq!(cloid_to_cid(CLOID), Some(ClientOrderId::new(CID)));
let cid = ClientOrderId::uuid();
let sent = format!("0x{}", cid_to_cloid(&cid).unwrap().simple());
assert_eq!(cloid_to_cid(&sent), Some(cid));
}
#[test]
fn a_cloid_not_in_the_venue_form_names_no_client_id() {
for malformed in [
CID,
"85b60bff64d549ec95af6268d7d1df63",
"0x85b60bff64d549ec95af6268d7d1df",
"0x85b60bff64d549ec95af6268d7d1df6300",
"0x85b60bff-64d5-49ec-95af-6268d7d1df63",
"0xzzb60bff64d549ec95af6268d7d1df63",
"0x",
] {
assert_eq!(cloid_to_cid(malformed), None, "{malformed}");
}
}
#[test]
fn a_record_without_a_cloid_is_reported_under_its_oid() {
assert_eq!(record_cid(None, 42), Some(ClientOrderId::new("42")));
assert_eq!(record_cid(Some(CLOID), 42), Some(ClientOrderId::new(CID)));
assert_eq!(record_cid(Some("0x1234"), 42), None);
}
#[test]
fn every_documented_order_status_is_classified() {
use OrderStatus::*;
for (status, expected) in [
("open", Open),
("triggered", Open),
("filled", Filled),
("canceled", Cancelled),
("marginCanceled", Cancelled),
("vaultWithdrawalCanceled", Cancelled),
("openInterestCapCanceled", Cancelled),
("selfTradeCanceled", Cancelled),
("reduceOnlyCanceled", Cancelled),
("siblingFilledCanceled", Cancelled),
("delistedCanceled", Cancelled),
("liquidatedCanceled", Cancelled),
("scheduledCancel", Cancelled),
("rejected", Rejected),
("tickRejected", Rejected),
("minTradeNtlRejected", Rejected),
("perpMarginRejected", Rejected),
("reduceOnlyRejected", Rejected),
("badAloPxRejected", Rejected),
("iocCancelRejected", Rejected),
("badTriggerPxRejected", Rejected),
("marketOrderNoLiquidityRejected", Rejected),
("positionIncreaseAtOpenInterestCapRejected", Rejected),
("positionFlipAtOpenInterestCapRejected", Rejected),
("tooAggressiveAtOpenInterestCapRejected", Rejected),
("openInterestIncreaseRejected", Rejected),
("insufficientSpotBalanceRejected", Rejected),
("oracleRejected", Rejected),
("perpMaxPositionRejected", Rejected),
] {
assert_eq!(OrderStatus::classify(status), Some(expected), "{status}");
}
assert_eq!(OrderStatus::classify("unknown_status"), None);
}
fn order_update(status: &str, cloid: &str, sz: &str) -> hyperliquid_rust_sdk::OrderUpdate {
serde_json::from_str(&format!(
r#"{{"order": {{"coin": "ETH", "side": "B", "limitPx": "1605.0", "sz": "{sz}",
"oid": 7001, "timestamp": 1714100000000, "origSz": "0.0075", "cloid": {cloid}}},
"status": "{status}", "statusTimestamp": 1714100001000}}"#
))
.unwrap()
}
fn snapshot_of(event: UnindexedAccountEvent) -> UnindexedOrderSnapshot {
match event.kind {
crate::AccountEventKind::OrderSnapshot(snapshot) => snapshot.0,
other => panic!("expected an order snapshot, got {other:?}"),
}
}
fn eth() -> InstrumentNameExchange {
InstrumentNameExchange::from("ETH-USD-PERP")
}
#[test]
fn an_order_update_names_the_order_by_the_id_it_was_placed_under() {
let update = order_update("open", &format!(r#""{CLOID}""#), "0.005");
let order = snapshot_of(
order_update_to_account_event(&update, ExchangeId::HyperliquidPerp, eth()).unwrap(),
);
assert_eq!(order.key.cid, ClientOrderId::new(CID));
assert_eq!(order.quantity, dec!(0.0075));
match order.state {
OrderState::Active(crate::order::state::ActiveOrderState::Open(open)) => {
assert_eq!(open.id, VenueOrderId::Assigned(OrderId::new("7001")));
assert_eq!(open.filled_quantity, dec!(0.0025));
}
other => panic!("expected Open, got {other:?}"),
}
}
#[test]
fn an_order_update_without_a_cloid_is_named_by_its_oid() {
let update = order_update("open", "null", "0.0075");
let order = snapshot_of(
order_update_to_account_event(&update, ExchangeId::HyperliquidPerp, eth()).unwrap(),
);
assert_eq!(order.key.cid, ClientOrderId::new("7001"));
}
#[test]
fn an_order_update_with_a_malformed_cloid_is_dropped() {
let update = order_update("open", r#""0x1234""#, "0.0075");
assert!(
order_update_to_account_event(&update, ExchangeId::HyperliquidPerp, eth()).is_none()
);
}
#[test]
fn a_cancellation_for_any_reason_ends_the_order() {
let update = order_update("selfTradeCanceled", &format!(r#""{CLOID}""#), "0.005");
let order = snapshot_of(
order_update_to_account_event(&update, ExchangeId::HyperliquidPerp, eth()).unwrap(),
);
match order.state {
OrderState::Inactive(crate::order::state::InactiveOrderState::Cancelled(cancelled)) => {
assert_eq!(cancelled.filled_quantity, dec!(0.0025));
}
other => panic!("expected Cancelled, got {other:?}"),
}
}
#[test]
fn a_rejection_ends_the_order_and_names_the_reason() {
let update = order_update("badAloPxRejected", &format!(r#""{CLOID}""#), "0.0075");
let order = snapshot_of(
order_update_to_account_event(&update, ExchangeId::HyperliquidPerp, eth()).unwrap(),
);
match order.state {
OrderState::Inactive(crate::order::state::InactiveOrderState::OpenFailed(
OrderError::Rejected(ApiError::OrderRejected(reason)),
)) => assert_eq!(reason, "badAloPxRejected"),
other => panic!("expected a rejection, got {other:?}"),
}
}
const OPEN_ORDERS: &str = r#"[
{"coin":"ETH","side":"B","limitPx":"1605.0","sz":"0.005","oid":7001,
"timestamp":1714100000000,"origSz":"0.0075","cloid":"0x85b60bff64d549ec95af6268d7d1df63"},
{"coin":"ETH","side":"A","limitPx":"1700.0","sz":"0.01","oid":7002,
"timestamp":1714100000000,"origSz":"0.01"},
{"coin":"BTC","side":"A","limitPx":"50000.0","sz":"0.001","oid":7003,
"timestamp":1714100000000}
]"#;
#[tokio::test]
async fn open_orders_carry_the_cloid_and_original_size_the_sdk_type_drops() {
let (_server, client) = serve(OPEN_ORDERS.to_string()).await;
let rows = open_orders(&client, ethers::types::H160::zero())
.await
.unwrap();
assert_eq!(rows.len(), 3);
assert_eq!(rows[0].cloid.as_deref(), Some(CLOID));
assert_eq!(rows[0].orig_sz.as_deref(), Some("0.0075"));
assert_eq!(rows[1].cloid, None);
assert_eq!(rows[2].orig_sz, None);
}
fn rows() -> Vec<OpenOrder> {
serde_json::from_str(OPEN_ORDERS).unwrap()
}
fn perp(coin: &str) -> Option<InstrumentNameExchange> {
Some(perp_coin_to_instrument(coin))
}
#[test]
fn an_open_order_is_listed_under_its_client_id_with_its_fill_so_far() {
let order = open_order_to_order(&rows()[0], ExchangeId::HyperliquidPerp, eth()).unwrap();
assert_eq!(order.key.cid, ClientOrderId::new(CID));
assert_eq!(order.quantity, dec!(0.0075));
assert_eq!(order.state.filled_quantity, dec!(0.0025));
assert_eq!(order.state.id, VenueOrderId::Assigned(OrderId::new("7001")));
}
#[test]
fn an_open_order_without_its_original_size_is_its_remainder_with_nothing_filled() {
let row = &rows()[2];
let btc = InstrumentNameExchange::from("BTC-USD-PERP");
let order = open_order_to_order(row, ExchangeId::HyperliquidPerp, btc).unwrap();
assert_eq!(order.key.cid, ClientOrderId::new("7003"));
assert_eq!(order.quantity, dec!(0.001));
assert_eq!(order.state.filled_quantity, Decimal::ZERO);
}
#[test]
fn every_requested_instrument_is_listed_complete_even_with_nothing_open() {
let sol = InstrumentNameExchange::from("SOL-USD-PERP");
let mut listing = OpenOrderListing::new(
&rows(),
ExchangeId::HyperliquidPerp,
&[eth(), sol.clone()],
perp,
);
let eth_entry = listing.remove(ð()).unwrap();
assert!(eth_entry.orders_complete);
assert_eq!(eth_entry.orders.len(), 2);
let sol_entry = listing.remove(&sol).unwrap();
assert!(sol_entry.orders_complete);
assert!(sol_entry.orders.is_empty());
assert_eq!(listing.into_snapshots().count(), 0);
}
#[test]
fn an_unfiltered_listing_covers_every_instrument_with_open_orders() {
let listing = OpenOrderListing::new(&rows(), ExchangeId::HyperliquidPerp, &[], perp);
let mut instruments = listing
.into_snapshots()
.map(|entry| entry.instrument.to_string())
.collect::<Vec<_>>();
instruments.sort();
assert_eq!(instruments, ["BTC-USD-PERP", "ETH-USD-PERP"]);
}
#[test]
fn an_order_that_does_not_convert_leaves_only_its_instrument_incomplete() {
let mut rows = rows();
rows[1].side = "?".to_string();
let btc = InstrumentNameExchange::from("BTC-USD-PERP");
let mut listing = OpenOrderListing::new(
&rows,
ExchangeId::HyperliquidPerp,
&[eth(), btc.clone()],
perp,
);
let eth_entry = listing.remove(ð()).unwrap();
assert!(!eth_entry.orders_complete);
assert_eq!(eth_entry.orders.len(), 1);
assert!(listing.remove(&btc).unwrap().orders_complete);
}
#[test]
fn an_order_with_a_malformed_cloid_leaves_its_instrument_incomplete() {
let mut rows = rows();
rows[0].cloid = Some("0x1234".to_string());
let mut listing = OpenOrderListing::new(&rows, ExchangeId::HyperliquidPerp, &[eth()], perp);
let eth_entry = listing.remove(ð()).unwrap();
assert!(!eth_entry.orders_complete);
assert_eq!(eth_entry.orders.len(), 1);
}
#[test]
fn coins_the_client_does_not_trade_are_left_out() {
let listing = OpenOrderListing::new(&rows(), ExchangeId::HyperliquidSpot, &[], |coin| {
is_spot_coin(coin).then(|| spot_coin_to_instrument(coin))
});
assert_eq!(listing.into_snapshots().count(), 0);
}
}