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Merged
merged 2 commits into from
Feb 3, 2025
Merged

Exchange API: Add Cloid Support for Order Placing and Cancellation #17

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956da12
feat: add clientOID field to LimitOrder and MarketOrder
ignimbrite Feb 1, 2025
b13388b
feat: add CancelOrderByCloid method
ignimbrite Feb 1, 2025
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2 changes: 1 addition & 1 deletion hyperliquid/consts.go
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
package hyperliquid

const GLOBAL_DEBUG = false // Defualt debug that is used in all tests
const GLOBAL_DEBUG = false // Default debug that is used in all tests

// Execution constants
const DEFAULT_SLIPPAGE = 0.005 // 0.5% default slippage
Expand Down
1 change: 1 addition & 0 deletions hyperliquid/convert.go
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Original file line number Diff line number Diff line change
Expand Up @@ -60,6 +60,7 @@ func OrderRequestToWire(req OrderRequest, meta map[string]AssetInfo, isSpot bool
SizePx: FloatToWire(req.Sz, maxDecimals, info.SzDecimals),
ReduceOnly: req.ReduceOnly,
OrderType: OrderTypeToWire(req.OrderType),
Cloid: req.Cloid,
}
}

Expand Down
42 changes: 38 additions & 4 deletions hyperliquid/exchange_service.go
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Original file line number Diff line number Diff line change
Expand Up @@ -14,11 +14,12 @@ type IExchangeAPI interface {
// Open orders
BulkOrders(requests []OrderRequest, grouping Grouping) (*PlaceOrderResponse, error)
Order(request OrderRequest, grouping Grouping) (*PlaceOrderResponse, error)
MarketOrder(coin string, size float64, slippage *float64) (*PlaceOrderResponse, error)
LimitOrder(orderType string, coin string, size float64, px float64, isBuy bool, reduceOnly bool) (*PlaceOrderResponse, error)
MarketOrder(coin string, size float64, slippage *float64, clientOID ...string) (*PlaceOrderResponse, error)
LimitOrder(orderType string, coin string, size float64, px float64, isBuy bool, reduceOnly bool, clientOID ...string) (*PlaceOrderResponse, error)

// Order management
CancelOrderByOID(coin string, orderID int) (any, error)
CancelOrderByCloid(coin string, clientOID string) (any, error)
BulkCancelOrders(cancels []CancelOidWire) (any, error)
CancelAllOrdersByCoin(coin string) (any, error)
CancelAllOrders() (any, error)
Expand Down Expand Up @@ -98,7 +99,7 @@ func (api *ExchangeAPI) SlippagePriceSpot(coin string, isBuy bool, slippage floa
// MarketOrder("BTC", 0.1, nil) // Buy 0.1 BTC
// MarketOrder("BTC", -0.1, nil) // Sell 0.1 BTC
// MarketOrder("BTC", 0.1, &slippage) // Buy 0.1 BTC with slippage
func (api *ExchangeAPI) MarketOrder(coin string, size float64, slippage *float64) (*PlaceOrderResponse, error) {
func (api *ExchangeAPI) MarketOrder(coin string, size float64, slippage *float64, clientOID ...string) (*PlaceOrderResponse, error) {
slpg := GetSlippage(slippage)
isBuy := IsBuy(size)
finalPx := api.SlippagePrice(coin, isBuy, slpg)
Expand All @@ -115,6 +116,9 @@ func (api *ExchangeAPI) MarketOrder(coin string, size float64, slippage *float64
OrderType: orderType,
ReduceOnly: false,
}
if len(clientOID) > 0 {
orderRequest.Cloid = clientOID[0]
}
return api.Order(orderRequest, GroupingNa)
}

Expand Down Expand Up @@ -150,7 +154,7 @@ func (api *ExchangeAPI) MarketOrderSpot(coin string, size float64, slippage *flo
// Order type can be Gtc, Ioc, Alo.
// Size determines the amount of the coin to buy/sell.
// See the constants TifGtc, TifIoc, TifAlo.
func (api *ExchangeAPI) LimitOrder(orderType string, coin string, size float64, px float64, reduceOnly bool) (*PlaceOrderResponse, error) {
func (api *ExchangeAPI) LimitOrder(orderType string, coin string, size float64, px float64, reduceOnly bool, clientOID ...string) (*PlaceOrderResponse, error) {
// check if the order type is valid
if orderType != TifGtc && orderType != TifIoc && orderType != TifAlo {
return nil, APIError{Message: fmt.Sprintf("Invalid order type: %s. Available types: %s, %s, %s", orderType, TifGtc, TifIoc, TifAlo)}
Expand All @@ -168,6 +172,9 @@ func (api *ExchangeAPI) LimitOrder(orderType string, coin string, size float64,
OrderType: orderTypeZ,
ReduceOnly: reduceOnly,
}
if len(clientOID) > 0 {
orderRequest.Cloid = clientOID[0]
}
return api.Order(orderRequest, GroupingNa)
}

Expand Down Expand Up @@ -304,6 +311,33 @@ func (api *ExchangeAPI) CancelOrderByOID(coin string, orderID int64) (*CancelOrd
return api.BulkCancelOrders([]CancelOidWire{{Asset: api.meta[coin].AssetId, Oid: int(orderID)}})
}

// Cancel exact order by Client Order Id
// https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#cancel-order-s-by-cloid
func (api *ExchangeAPI) CancelOrderByCloid(coin string, clientOID string) (*CancelOrderResponse, error) {
timestamp := GetNonce()
action := CancelCloidOrderAction{
Type: "cancelByCloid",
Cancels: []CancelCloidWire{
{
Asset: api.meta[coin].AssetId,
Cloid: clientOID,
},
},
}
v, r, s, err := api.SignL1Action(action, timestamp)
if err != nil {
api.debug("Error signing L1 action: %s", err)
return nil, err
}
request := ExchangeRequest{
Action: action,
Nonce: timestamp,
Signature: ToTypedSig(r, s, v),
VaultAddress: nil,
}
return MakeUniversalRequest[CancelOrderResponse](api, request)
}

// Cancel all orders for a given coin
func (api *ExchangeAPI) CancelAllOrdersByCoin(coin string) (*CancelOrderResponse, error) {
orders, err := api.infoAPI.GetOpenOrders(api.AccountAddress())
Expand Down
15 changes: 14 additions & 1 deletion hyperliquid/exchange_types.go
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Original file line number Diff line number Diff line change
Expand Up @@ -28,6 +28,7 @@ type OrderRequest struct {
LimitPx float64 `json:"limit_px"`
OrderType OrderType `json:"order_type"`
ReduceOnly bool `json:"reduce_only"`
Cloid string `json:"cloid,omitempty"`
}

type OrderType struct {
Expand Down Expand Up @@ -145,6 +146,16 @@ type CancelOidWire struct {
Oid int `msgpack:"o" json:"o"`
}

type CancelCloidWire struct {
Asset int `msgpack:"asset" json:"asset"`
Cloid string `msgpack:"cloid" json:"cloid"`
}

type CancelCloidOrderAction struct {
Type string `msgpack:"type" json:"type"`
Cancels []CancelCloidWire `msgpack:"cancels" json:"cancels"`
}

type CancelOrderResponse struct {
Status string `json:"status"`
Response InnerCancelResponse `json:"response"`
Expand All @@ -160,7 +171,8 @@ type CancelResponseStatuses struct {
}

type RestingStatus struct {
OrderId int `json:"oid"`
OrderId int `json:"oid"`
Cloid string `json:"cloid,omitempty"`
}

type CloseRequest struct {
Expand All @@ -175,6 +187,7 @@ type FilledStatus struct {
OrderId int `json:"oid"`
AvgPx float64 `json:"avgPx,string"`
TotalSz float64 `json:"totalSz,string"`
Cloid string `json:"cloid,omitempty"`
}

type Liquidation struct {
Expand Down
28 changes: 18 additions & 10 deletions hyperliquid/hyperliquid_test.go
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Expand Up @@ -70,38 +70,46 @@ func TestHyperliquid_MakeSomeTradingLogic(t *testing.T) {
}
t.Logf("LimitOrder(TifGtc, ETH, -0.01, 5000.1, true): %v", res3)

res4, err := client.LimitOrder(TifGtc, "ETH", 0.01, 1234.1, false, "0x1234567890abcdef1234567890abcdef")
if err != nil {
if err != nil {
t.Errorf("Error: %v", err)
}
}
t.Logf("LimitOrder(TifIoc, ETH, 0.01, 1234.1, false, 0x1234567890abcdef1234567890abcdef): %v", res4)

// Get all ordres
res4, err := client.GetAccountOpenOrders()
res5, err := client.GetAccountOpenOrders()
if err != nil {
t.Errorf("Error: %v", err)
}
t.Logf("GetAccountOpenOrders(): %v", res4)
t.Logf("GetAccountOpenOrders(): %v", res5)

// Close all orders
res5, err := client.CancelAllOrders()
res6, err := client.CancelAllOrders()
if err != nil {
t.Errorf("Error: %v", err)
}
t.Logf("CancelAllOrders(): %v", res5)
t.Logf("CancelAllOrders(): %v", res6)

// Make market order
res6, err := client.MarketOrder("ETH", 0.01, nil)
res7, err := client.MarketOrder("ETH", 0.01, nil)
if err != nil {
t.Errorf("Error: %v", err)
}
t.Logf("MarketOrder(ETH, 0.01, nil): %v", res6)
t.Logf("MarketOrder(ETH, 0.01, nil): %v", res7)

// Close position
res7, err := client.ClosePosition("ETH")
res8, err := client.ClosePosition("ETH")
if err != nil {
t.Errorf("Error: %v", err)
}
t.Logf("ClosePosition(ETH): %v", res7)
t.Logf("ClosePosition(ETH): %v", res8)

// Get account balance
res8, err := client.GetAccountState()
res9, err := client.GetAccountState()
if err != nil {
t.Errorf("Error: %v", err)
}
t.Logf("GetAccountState(): %v", res8)
t.Logf("GetAccountState(): %v", res9)
}