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Module hyperliquid

rustrade_data::exchange

Module hyperliquid 

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Expand description

Hyperliquid and HyperliquidSpot Connector and StreamSelector implementations (behind hyperliquid feature). Hyperliquid market data connectors for perpetual futures and spot trading.

Uses raw WebSocket connection to wss://api.hyperliquid.xyz/ws for market data streams. Reuses hyperliquid_rust_sdk types for deserialization.

§Connectors

  • Hyperliquid: Perpetual futures market data
  • HyperliquidSpot: Spot trading market data

§Supported Streams

§Coins

A subscription names its market by a coin, exactly as Hyperliquid spells it:

  • a perpetual by its asset (BTC, kPEPE), or a builder-deployed (HIP-3) one by its deployer and asset (xyz:TSLA);
  • a spot pair by @{index} (@107 is HYPE/USDC), except PURR/USDC, named PURR/USDC.

A wrong coin gets no data, and the server then closes the connection, ending the other subscriptions on it as well. So read the coins with HyperliquidMeta and subscribe with a MarketInstrumentData built from them:

ⓘ
use rustrade_data::{
    exchange::hyperliquid::{HyperliquidMeta, HyperliquidSpot, Network},
    instrument::MarketInstrumentData,
    streams::Streams,
    subscriber::WebSocketSubscriber,
    subscription::{Subscription, trade::PublicTrades},
};

let meta = HyperliquidMeta::fetch(Network::Mainnet, &[]).await?;
let hype = meta.spot_pair("HYPE", "USDC").ok_or("no such pair")?; // `@107`

let streams = Streams::<PublicTrades>::builder()
    .subscribe(
        WebSocketSubscriber,
        [Subscription {
            exchange: HyperliquidSpot,
            instrument: MarketInstrumentData::hyperliquid_spot("hype_usdc", hype),
            kind: PublicTrades,
        }],
    )
    .init()
    .await?;

A MarketInstrumentData is subscribed by its name_exchange verbatim. A subscription built from a MarketDataInstrument instead derives the coin from asset names, which lose their case, and works only for some markets. See market.

§Notes

  • Market data streams are unauthenticated (public data)
  • Execution client uses SDK’s WebSocket separately for user data
  • Spot and perps use the same WebSocket endpoint and protocol

Re-exports§

pub use meta::HyperliquidMeta;
pub use meta::HyperliquidMetaError;

Modules§

book
channel
historical
Historical data fetcher for Hyperliquid.
market
The coin a Hyperliquid subscription names its market by.
meta
Hyperliquid’s market metadata: the coin each perpetual and spot pair is subscribed by.
subscription
trade

Structs§

Hyperliquid
Hyperliquid perpetual futures exchange connector.
HyperliquidSpot
Hyperliquid spot trading exchange connector.

Enums§

Network
A Hyperliquid network. Serialized in lower case ("mainnet", "testnet").

Constants§

BASE_URL_HYPERLIQUID
Hyperliquid mainnet WebSocket URL.

Type Aliases§

HyperliquidWsStream
Type alias for Hyperliquid WebSocket stream.