nautilus_hyperliquid/http/
query.rs

1// -------------------------------------------------------------------------------------------------
2//  Copyright (C) 2015-2026 Nautech Systems Pty Ltd. All rights reserved.
3//  https://nautechsystems.io
4//
5//  Licensed under the GNU Lesser General Public License Version 3.0 (the "License");
6//  You may not use this file except in compliance with the License.
7//  You may obtain a copy of the License at https://www.gnu.org/licenses/lgpl-3.0.en.html
8//
9//  Unless required by applicable law or agreed to in writing, software
10//  distributed under the License is distributed on an "AS IS" BASIS,
11//  WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
12//  See the License for the specific language governing permissions and
13//  limitations under the License.
14// -------------------------------------------------------------------------------------------------
15
16use serde::Serialize;
17
18use crate::{
19    common::enums::{HyperliquidBarInterval, HyperliquidInfoRequestType},
20    http::models::{
21        HyperliquidExecBuilderFee, HyperliquidExecCancelByCloidRequest, HyperliquidExecGrouping,
22        HyperliquidExecModifyOrderRequest, HyperliquidExecPlaceOrderRequest,
23    },
24};
25
26/// Exchange action types for Hyperliquid.
27#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash, Serialize)]
28#[serde(rename_all = "camelCase")]
29pub enum ExchangeActionType {
30    /// Place orders
31    Order,
32    /// Cancel orders by order ID
33    Cancel,
34    /// Cancel orders by client order ID
35    CancelByCloid,
36    /// Modify an existing order
37    Modify,
38    /// Update leverage for an asset
39    UpdateLeverage,
40    /// Update isolated margin for an asset
41    UpdateIsolatedMargin,
42}
43
44impl AsRef<str> for ExchangeActionType {
45    fn as_ref(&self) -> &str {
46        match self {
47            Self::Order => "order",
48            Self::Cancel => "cancel",
49            Self::CancelByCloid => "cancelByCloid",
50            Self::Modify => "modify",
51            Self::UpdateLeverage => "updateLeverage",
52            Self::UpdateIsolatedMargin => "updateIsolatedMargin",
53        }
54    }
55}
56
57/// Parameters for placing orders.
58#[derive(Debug, Clone, Serialize)]
59pub struct OrderParams {
60    pub orders: Vec<HyperliquidExecPlaceOrderRequest>,
61    pub grouping: HyperliquidExecGrouping,
62    #[serde(skip_serializing_if = "Option::is_none")]
63    pub builder: Option<HyperliquidExecBuilderFee>,
64}
65
66/// Parameters for canceling orders.
67#[derive(Debug, Clone, Serialize)]
68pub struct CancelParams {
69    pub cancels: Vec<HyperliquidExecCancelByCloidRequest>,
70}
71
72/// Parameters for modifying an order.
73#[derive(Debug, Clone, Serialize)]
74pub struct ModifyParams {
75    #[serde(flatten)]
76    pub request: HyperliquidExecModifyOrderRequest,
77}
78
79/// Parameters for updating leverage.
80#[derive(Debug, Clone, Serialize)]
81#[serde(rename_all = "camelCase")]
82pub struct UpdateLeverageParams {
83    pub asset: u32,
84    pub is_cross: bool,
85    pub leverage: u32,
86}
87
88/// Parameters for updating isolated margin.
89#[derive(Debug, Clone, Serialize)]
90#[serde(rename_all = "camelCase")]
91pub struct UpdateIsolatedMarginParams {
92    pub asset: u32,
93    pub is_buy: bool,
94    pub ntli: i64,
95}
96
97/// Parameters for L2 book request.
98#[derive(Debug, Clone, Serialize)]
99pub struct L2BookParams {
100    pub coin: String,
101}
102
103/// Parameters for user fills request.
104#[derive(Debug, Clone, Serialize)]
105pub struct UserFillsParams {
106    pub user: String,
107}
108
109/// Parameters for order status request.
110#[derive(Debug, Clone, Serialize)]
111pub struct OrderStatusParams {
112    pub user: String,
113    pub oid: u64,
114}
115
116/// Parameters for open orders request.
117#[derive(Debug, Clone, Serialize)]
118pub struct OpenOrdersParams {
119    pub user: String,
120}
121
122/// Parameters for clearinghouse state request.
123#[derive(Debug, Clone, Serialize)]
124pub struct ClearinghouseStateParams {
125    pub user: String,
126}
127
128/// Parameters for spot clearinghouse state request.
129#[derive(Debug, Clone, Serialize)]
130pub struct SpotClearinghouseStateParams {
131    pub user: String,
132}
133
134/// Parameters for candle snapshot request.
135#[derive(Debug, Clone, Serialize)]
136#[serde(rename_all = "camelCase")]
137pub struct CandleSnapshotReq {
138    pub coin: String,
139    pub interval: HyperliquidBarInterval,
140    pub start_time: u64,
141    pub end_time: u64,
142}
143
144/// Wrapper for candle snapshot parameters.
145#[derive(Debug, Clone, Serialize)]
146pub struct CandleSnapshotParams {
147    pub req: CandleSnapshotReq,
148}
149
150/// Parameters for funding history request.
151#[derive(Debug, Clone, Serialize)]
152#[serde(rename_all = "camelCase")]
153pub struct FundingHistoryParams {
154    pub coin: String,
155    pub start_time: u64,
156    #[serde(skip_serializing_if = "Option::is_none")]
157    pub end_time: Option<u64>,
158}
159
160/// Info request parameters.
161#[derive(Debug, Clone, Serialize)]
162#[serde(untagged)]
163pub enum InfoRequestParams {
164    L2Book(L2BookParams),
165    UserFills(UserFillsParams),
166    OrderStatus(OrderStatusParams),
167    OpenOrders(OpenOrdersParams),
168    ClearinghouseState(ClearinghouseStateParams),
169    SpotClearinghouseState(SpotClearinghouseStateParams),
170    CandleSnapshot(CandleSnapshotParams),
171    FundingHistory(FundingHistoryParams),
172    None,
173}
174
175/// Represents an info request wrapper for `POST /info`.
176#[derive(Debug, Clone, Serialize)]
177pub struct InfoRequest {
178    #[serde(rename = "type")]
179    pub request_type: HyperliquidInfoRequestType,
180    #[serde(flatten)]
181    pub params: InfoRequestParams,
182}
183
184impl InfoRequest {
185    /// Creates a request to get metadata about available markets.
186    pub fn meta() -> Self {
187        Self {
188            request_type: HyperliquidInfoRequestType::Meta,
189            params: InfoRequestParams::None,
190        }
191    }
192
193    /// Creates a request to get metadata for all perp dexes (standard + HIP-3).
194    pub fn all_perp_metas() -> Self {
195        Self {
196            request_type: HyperliquidInfoRequestType::AllPerpMetas,
197            params: InfoRequestParams::None,
198        }
199    }
200
201    /// Creates a request to get spot metadata (tokens and pairs).
202    pub fn spot_meta() -> Self {
203        Self {
204            request_type: HyperliquidInfoRequestType::SpotMeta,
205            params: InfoRequestParams::None,
206        }
207    }
208
209    /// Creates a request to get metadata with asset contexts (for price precision).
210    pub fn meta_and_asset_ctxs() -> Self {
211        Self {
212            request_type: HyperliquidInfoRequestType::MetaAndAssetCtxs,
213            params: InfoRequestParams::None,
214        }
215    }
216
217    /// Creates a request to get spot metadata with asset contexts.
218    pub fn spot_meta_and_asset_ctxs() -> Self {
219        Self {
220            request_type: HyperliquidInfoRequestType::SpotMetaAndAssetCtxs,
221            params: InfoRequestParams::None,
222        }
223    }
224
225    /// Creates a request to get outcome metadata.
226    pub fn outcome_meta() -> Self {
227        Self {
228            request_type: HyperliquidInfoRequestType::OutcomeMeta,
229            params: InfoRequestParams::None,
230        }
231    }
232
233    /// Creates a request to get L2 order book for a coin.
234    pub fn l2_book(coin: &str) -> Self {
235        Self {
236            request_type: HyperliquidInfoRequestType::L2Book,
237            params: InfoRequestParams::L2Book(L2BookParams {
238                coin: coin.to_string(),
239            }),
240        }
241    }
242
243    /// Creates a request to get user fills.
244    pub fn user_fills(user: &str) -> Self {
245        Self {
246            request_type: HyperliquidInfoRequestType::UserFills,
247            params: InfoRequestParams::UserFills(UserFillsParams {
248                user: user.to_string(),
249            }),
250        }
251    }
252
253    /// Creates a request to get order status for a user.
254    pub fn order_status(user: &str, oid: u64) -> Self {
255        Self {
256            request_type: HyperliquidInfoRequestType::OrderStatus,
257            params: InfoRequestParams::OrderStatus(OrderStatusParams {
258                user: user.to_string(),
259                oid,
260            }),
261        }
262    }
263
264    /// Creates a request to get all open orders for a user.
265    pub fn open_orders(user: &str) -> Self {
266        Self {
267            request_type: HyperliquidInfoRequestType::OpenOrders,
268            params: InfoRequestParams::OpenOrders(OpenOrdersParams {
269                user: user.to_string(),
270            }),
271        }
272    }
273
274    /// Creates a request to get frontend open orders (includes more detail).
275    pub fn frontend_open_orders(user: &str) -> Self {
276        Self {
277            request_type: HyperliquidInfoRequestType::FrontendOpenOrders,
278            params: InfoRequestParams::OpenOrders(OpenOrdersParams {
279                user: user.to_string(),
280            }),
281        }
282    }
283
284    /// Creates a request to get user state (balances, positions, margin).
285    pub fn clearinghouse_state(user: &str) -> Self {
286        Self {
287            request_type: HyperliquidInfoRequestType::ClearinghouseState,
288            params: InfoRequestParams::ClearinghouseState(ClearinghouseStateParams {
289                user: user.to_string(),
290            }),
291        }
292    }
293
294    /// Creates a request to get spot clearinghouse state (per-token spot balances).
295    pub fn spot_clearinghouse_state(user: &str) -> Self {
296        Self {
297            request_type: HyperliquidInfoRequestType::SpotClearinghouseState,
298            params: InfoRequestParams::SpotClearinghouseState(SpotClearinghouseStateParams {
299                user: user.to_string(),
300            }),
301        }
302    }
303
304    /// Creates a request to get user fee schedule and effective rates.
305    pub fn user_fees(user: &str) -> Self {
306        Self {
307            request_type: HyperliquidInfoRequestType::UserFees,
308            params: InfoRequestParams::OpenOrders(OpenOrdersParams {
309                user: user.to_string(),
310            }),
311        }
312    }
313
314    /// Creates a request to get candle/bar data.
315    pub fn candle_snapshot(
316        coin: &str,
317        interval: HyperliquidBarInterval,
318        start_time: u64,
319        end_time: u64,
320    ) -> Self {
321        Self {
322            request_type: HyperliquidInfoRequestType::CandleSnapshot,
323            params: InfoRequestParams::CandleSnapshot(CandleSnapshotParams {
324                req: CandleSnapshotReq {
325                    coin: coin.to_string(),
326                    interval,
327                    start_time,
328                    end_time,
329                },
330            }),
331        }
332    }
333
334    /// Creates a request to get funding rate history for a coin.
335    pub fn funding_history(coin: &str, start_time: u64, end_time: Option<u64>) -> Self {
336        Self {
337            request_type: HyperliquidInfoRequestType::FundingHistory,
338            params: InfoRequestParams::FundingHistory(FundingHistoryParams {
339                coin: coin.to_string(),
340                start_time,
341                end_time,
342            }),
343        }
344    }
345}
346
347/// Exchange action parameters.
348#[derive(Debug, Clone, Serialize)]
349#[serde(untagged)]
350pub enum ExchangeActionParams {
351    Order(OrderParams),
352    Cancel(CancelParams),
353    Modify(ModifyParams),
354    UpdateLeverage(UpdateLeverageParams),
355    UpdateIsolatedMargin(UpdateIsolatedMarginParams),
356}
357
358/// Represents an exchange action wrapper for `POST /exchange`.
359#[derive(Debug, Clone, Serialize)]
360pub struct ExchangeAction {
361    #[serde(rename = "type", serialize_with = "serialize_action_type")]
362    pub action_type: ExchangeActionType,
363    #[serde(flatten)]
364    pub params: ExchangeActionParams,
365}
366
367fn serialize_action_type<S>(
368    action_type: &ExchangeActionType,
369    serializer: S,
370) -> Result<S::Ok, S::Error>
371where
372    S: serde::Serializer,
373{
374    serializer.serialize_str(action_type.as_ref())
375}
376
377impl ExchangeAction {
378    /// Creates an action to place orders with builder attribution.
379    pub fn order(
380        orders: Vec<HyperliquidExecPlaceOrderRequest>,
381        builder: Option<HyperliquidExecBuilderFee>,
382    ) -> Self {
383        Self {
384            action_type: ExchangeActionType::Order,
385            params: ExchangeActionParams::Order(OrderParams {
386                orders,
387                grouping: HyperliquidExecGrouping::Na,
388                builder,
389            }),
390        }
391    }
392
393    /// Creates an action to cancel orders.
394    pub fn cancel(cancels: Vec<HyperliquidExecCancelByCloidRequest>) -> Self {
395        Self {
396            action_type: ExchangeActionType::Cancel,
397            params: ExchangeActionParams::Cancel(CancelParams { cancels }),
398        }
399    }
400
401    /// Creates an action to cancel orders by client order ID.
402    pub fn cancel_by_cloid(cancels: Vec<HyperliquidExecCancelByCloidRequest>) -> Self {
403        Self {
404            action_type: ExchangeActionType::CancelByCloid,
405            params: ExchangeActionParams::Cancel(CancelParams { cancels }),
406        }
407    }
408
409    /// Creates an action to modify an order.
410    pub fn modify(request: HyperliquidExecModifyOrderRequest) -> Self {
411        Self {
412            action_type: ExchangeActionType::Modify,
413            params: ExchangeActionParams::Modify(ModifyParams { request }),
414        }
415    }
416
417    /// Creates an action to update leverage for an asset.
418    pub fn update_leverage(asset: u32, is_cross: bool, leverage: u32) -> Self {
419        Self {
420            action_type: ExchangeActionType::UpdateLeverage,
421            params: ExchangeActionParams::UpdateLeverage(UpdateLeverageParams {
422                asset,
423                is_cross,
424                leverage,
425            }),
426        }
427    }
428
429    /// Creates an action to update isolated margin for an asset.
430    pub fn update_isolated_margin(asset: u32, is_buy: bool, ntli: i64) -> Self {
431        Self {
432            action_type: ExchangeActionType::UpdateIsolatedMargin,
433            params: ExchangeActionParams::UpdateIsolatedMargin(UpdateIsolatedMarginParams {
434                asset,
435                is_buy,
436                ntli,
437            }),
438        }
439    }
440}
441
442#[cfg(test)]
443mod tests {
444    use rstest::rstest;
445    use rust_decimal::Decimal;
446
447    use super::*;
448    use crate::http::models::{
449        Cloid, HyperliquidExecCancelByCloidRequest, HyperliquidExecLimitParams,
450        HyperliquidExecModifyOrderRequest, HyperliquidExecOrderKind,
451        HyperliquidExecPlaceOrderRequest, HyperliquidExecTif,
452    };
453
454    #[rstest]
455    fn test_info_request_meta() {
456        let req = InfoRequest::meta();
457
458        assert_eq!(req.request_type, HyperliquidInfoRequestType::Meta);
459        assert!(matches!(req.params, InfoRequestParams::None));
460    }
461
462    #[rstest]
463    fn test_info_request_all_perp_metas() {
464        let req = InfoRequest::all_perp_metas();
465
466        assert_eq!(req.request_type, HyperliquidInfoRequestType::AllPerpMetas);
467        let json = serde_json::to_string(&req).unwrap();
468        assert!(json.contains(r#""type":"allPerpMetas""#));
469    }
470
471    #[rstest]
472    fn test_info_request_outcome_meta() {
473        let req = InfoRequest::outcome_meta();
474
475        assert_eq!(req.request_type, HyperliquidInfoRequestType::OutcomeMeta);
476        assert!(matches!(req.params, InfoRequestParams::None));
477        let json = serde_json::to_string(&req).unwrap();
478        assert_eq!(json, r#"{"type":"outcomeMeta"}"#);
479    }
480
481    #[rstest]
482    fn test_info_request_l2_book() {
483        let req = InfoRequest::l2_book("BTC");
484
485        assert_eq!(req.request_type, HyperliquidInfoRequestType::L2Book);
486        let json = serde_json::to_string(&req).unwrap();
487        assert!(json.contains("\"coin\":\"BTC\""));
488    }
489
490    #[rstest]
491    fn test_info_request_spot_clearinghouse_state() {
492        let req = InfoRequest::spot_clearinghouse_state("0xabc");
493
494        assert_eq!(
495            req.request_type,
496            HyperliquidInfoRequestType::SpotClearinghouseState
497        );
498        let json = serde_json::to_string(&req).unwrap();
499        assert!(json.contains(r#""type":"spotClearinghouseState""#));
500        assert!(json.contains(r#""user":"0xabc""#));
501    }
502
503    #[rstest]
504    fn test_info_request_funding_history_with_end_time() {
505        let req = InfoRequest::funding_history("BTC", 1_700_000_000_000, Some(1_700_003_600_000));
506
507        assert_eq!(req.request_type, HyperliquidInfoRequestType::FundingHistory);
508        let json = serde_json::to_string(&req).unwrap();
509        assert!(json.contains(r#""type":"fundingHistory""#));
510        assert!(json.contains(r#""coin":"BTC""#));
511        assert!(json.contains(r#""startTime":1700000000000"#));
512        assert!(json.contains(r#""endTime":1700003600000"#));
513    }
514
515    #[rstest]
516    fn test_info_request_funding_history_omits_end_time_when_none() {
517        // Hyperliquid defaults `endTime` to current time when absent; the
518        // serializer must omit the field rather than emit `null`.
519        let req = InfoRequest::funding_history("BTC", 1_700_000_000_000, None);
520        let json = serde_json::to_string(&req).unwrap();
521        assert!(json.contains(r#""startTime":1700000000000"#));
522        assert!(
523            !json.contains("endTime"),
524            "endTime must be omitted when None; json={json}",
525        );
526    }
527
528    #[rstest]
529    fn test_exchange_action_order() {
530        let order = HyperliquidExecPlaceOrderRequest {
531            asset: 0,
532            is_buy: true,
533            price: Decimal::new(50000, 0),
534            size: Decimal::new(1, 0),
535            reduce_only: false,
536            kind: HyperliquidExecOrderKind::Limit {
537                limit: HyperliquidExecLimitParams {
538                    tif: HyperliquidExecTif::Gtc,
539                },
540            },
541            cloid: None,
542        };
543
544        let action = ExchangeAction::order(vec![order], None);
545
546        assert_eq!(action.action_type, ExchangeActionType::Order);
547        let json = serde_json::to_string(&action).unwrap();
548        assert!(json.contains("\"orders\""));
549    }
550
551    #[rstest]
552    fn test_exchange_action_cancel() {
553        let cancel = HyperliquidExecCancelByCloidRequest {
554            asset: 0,
555            cloid: Cloid::from_hex("0x00000000000000000000000000000000").unwrap(),
556        };
557
558        let action = ExchangeAction::cancel(vec![cancel]);
559
560        assert_eq!(action.action_type, ExchangeActionType::Cancel);
561    }
562
563    #[rstest]
564    fn test_exchange_action_serialization() {
565        let order = HyperliquidExecPlaceOrderRequest {
566            asset: 0,
567            is_buy: true,
568            price: Decimal::new(50000, 0),
569            size: Decimal::new(1, 0),
570            reduce_only: false,
571            kind: HyperliquidExecOrderKind::Limit {
572                limit: HyperliquidExecLimitParams {
573                    tif: HyperliquidExecTif::Gtc,
574                },
575            },
576            cloid: None,
577        };
578
579        let action = ExchangeAction::order(vec![order], None);
580
581        let json = serde_json::to_string(&action).unwrap();
582        // Verify that action_type is serialized as "type" with the correct string value
583        assert!(json.contains(r#""type":"order""#));
584        assert!(json.contains(r#""orders""#));
585        assert!(json.contains(r#""grouping":"na""#));
586    }
587
588    #[rstest]
589    fn test_exchange_action_type_as_ref() {
590        assert_eq!(ExchangeActionType::Order.as_ref(), "order");
591        assert_eq!(ExchangeActionType::Cancel.as_ref(), "cancel");
592        assert_eq!(ExchangeActionType::CancelByCloid.as_ref(), "cancelByCloid");
593        assert_eq!(ExchangeActionType::Modify.as_ref(), "modify");
594        assert_eq!(
595            ExchangeActionType::UpdateLeverage.as_ref(),
596            "updateLeverage"
597        );
598        assert_eq!(
599            ExchangeActionType::UpdateIsolatedMargin.as_ref(),
600            "updateIsolatedMargin"
601        );
602    }
603
604    #[rstest]
605    fn test_update_leverage_serialization() {
606        let action = ExchangeAction::update_leverage(1, true, 10);
607        let json = serde_json::to_string(&action).unwrap();
608
609        assert!(json.contains(r#""type":"updateLeverage""#));
610        assert!(json.contains(r#""asset":1"#));
611        assert!(json.contains(r#""isCross":true"#));
612        assert!(json.contains(r#""leverage":10"#));
613    }
614
615    #[rstest]
616    fn test_update_isolated_margin_serialization() {
617        let action = ExchangeAction::update_isolated_margin(2, false, 1000);
618        let json = serde_json::to_string(&action).unwrap();
619
620        assert!(json.contains(r#""type":"updateIsolatedMargin""#));
621        assert!(json.contains(r#""asset":2"#));
622        assert!(json.contains(r#""isBuy":false"#));
623        assert!(json.contains(r#""ntli":1000"#));
624    }
625
626    #[rstest]
627    fn test_cancel_by_cloid_serialization() {
628        let cancel_request = HyperliquidExecCancelByCloidRequest {
629            asset: 0,
630            cloid: Cloid::from_hex("0x00000000000000000000000000000000").unwrap(),
631        };
632        let action = ExchangeAction::cancel_by_cloid(vec![cancel_request]);
633        let json = serde_json::to_string(&action).unwrap();
634
635        assert!(json.contains(r#""type":"cancelByCloid""#));
636        assert!(json.contains(r#""cancels""#));
637    }
638
639    #[rstest]
640    fn test_modify_serialization() {
641        let modify_request = HyperliquidExecModifyOrderRequest {
642            oid: 12345,
643            order: HyperliquidExecPlaceOrderRequest {
644                asset: 0,
645                is_buy: true,
646                price: Decimal::new(51000, 0),
647                size: Decimal::new(2, 0),
648                reduce_only: false,
649                kind: HyperliquidExecOrderKind::Limit {
650                    limit: HyperliquidExecLimitParams {
651                        tif: HyperliquidExecTif::Gtc,
652                    },
653                },
654                cloid: None,
655            },
656        };
657        let action = ExchangeAction::modify(modify_request);
658        let json = serde_json::to_string(&action).unwrap();
659
660        assert!(json.contains(r#""type":"modify""#));
661        assert!(json.contains(r#""oid":12345"#));
662        assert!(json.contains(r#""order""#));
663    }
664}
nautilus_hyperliquid/http/query.rs

nautilus_hyperliquid/http/
query.rs
