Add spot trading support

hyperliquid/api.go

@@ -39,27 +39,28 @@ func MakeUniversalRequest[T any](api IAPIService, request any) (*T, error) {
 	if api.Endpoint() == "/exchange" && api.KeyManager() == nil {
 		return nil, APIError{Message: "API key not set"}
 	}
+
 	response, err := api.Request(api.Endpoint(), request)
 	if err != nil {
 		return nil, err
 	}
+
 	var result T
 	err = json.Unmarshal(response, &result)
+	if err == nil {
+		return &result, nil
+	}
+
+	var errResult map[string]interface{}
+	err = json.Unmarshal(response, &errResult)
 	if err != nil {
-		api.debug("Error json.Unmarshal: %s", err)
-		var errResult map[string]interface{}
-		err = json.Unmarshal(response, &errResult)
-		if err != nil {
-			api.debug("Error second json.Unmarshal: %s", err)
-			return nil, APIError{Message: "Unexpected response"}
-		}
-		// Check if the result is an error
-		// Return an APIError if it is
-		if errResult["status"] == "err" {
-			return nil, APIError{Message: errResult["response"].(string)}
-		} else {
-			return nil, APIError{Message: fmt.Sprintf("Unexpected response: %v", errResult)}
-		}
+		api.debug("Error second json.Unmarshal: %s", err)
+		return nil, APIError{Message: "Unexpected response"}
 	}
-	return &result, nil
+
+	if errResult["status"] == "err" {
+		return nil, APIError{Message: errResult["response"].(string)}
+	}
+
+	return nil, APIError{Message: fmt.Sprintf("Unexpected response: %v", errResult)}
 }

hyperliquid/client.go

@@ -86,6 +86,9 @@ func (client *Client) debug(format string, v ...interface{}) {
 
 // SetPrivateKey sets the private key for the client.
 func (client *Client) SetPrivateKey(privateKey string) error {
+	if strings.HasPrefix(privateKey, "0x") {
+		privateKey = strings.TrimPrefix(privateKey, "0x") // remove 0x prefix from private key
+	}
 	client.privateKey = privateKey
 	var err error
 	client.keyManager, err = NewPKeyManager(privateKey)

hyperliquid/consts.go

@@ -4,7 +4,9 @@ const GLOBAL_DEBUG = false // Defualt debug that is used in all tests
 
 // Execution constants
 const DEFAULT_SLIPPAGE = 0.005 // 0.5% default slippage
-var SZ_DECIMALS = 2            // Default decimals for size
+const SPOT_MAX_DECIMALS = 8    // Default decimals for spot
+const PERP_MAX_DECIMALS = 6    // Default decimals for perp
+var SZ_DECIMALS = 2            // Default decimals for usdc
 
 // Signing constants
 const HYPERLIQUID_CHAIN_ID = 1337

hyperliquid/convert.go

@@ -42,13 +42,22 @@ func OrderWiresToOrderAction(orders []OrderWire, grouping Grouping) PlaceOrderAc
 	}
 }
 
-func OrderRequestToWire(req OrderRequest, meta map[string]AssetInfo) OrderWire {
+func OrderRequestToWire(req OrderRequest, meta map[string]AssetInfo, isSpot bool) OrderWire {
 	info := meta[req.Coin]
+	var assetId, maxDecimals int
+	if isSpot {
+		// https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/asset-ids
+		assetId = info.AssetId + 10000
+		maxDecimals = SPOT_MAX_DECIMALS
+	} else {
+		assetId = info.AssetId
+		maxDecimals = PERP_MAX_DECIMALS
+	}
 	return OrderWire{
-		Asset:      info.AssetId,
+		Asset:      assetId,
 		IsBuy:      req.IsBuy,
-		LimitPx:    FloatToWire(req.LimitPx, nil),
-		SizePx:     FloatToWire(req.Sz, &info.SzDecimals),
+		LimitPx:    FloatToWire(req.LimitPx, maxDecimals, info.SzDecimals),
+		SizePx:     FloatToWire(req.Sz, maxDecimals, info.SzDecimals),
 		ReduceOnly: req.ReduceOnly,
 		OrderType:  OrderTypeToWire(req.OrderType),
 	}
@@ -75,28 +84,28 @@ func OrderTypeToWire(orderType OrderType) OrderTypeWire {
 	return OrderTypeWire{}
 }
 
-// Format the float with custom decimal places, default is 6.
-// Hyperliquid only allows at most 6 digits.
-func FloatToWire(x float64, szDecimals *int) string {
+// Format the float with custom decimal places, default is 6 (perp), 8 (spot).
+// https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/tick-and-lot-size
+func FloatToWire(x float64, maxDecimals int, szDecimals int) string {
 	bigf := big.NewFloat(x)
 	var maxDecSz uint
-	if szDecimals != nil {
-		maxDecSz = uint(*szDecimals)
+	intPart, _ := bigf.Int64()
+	intSize := len(strconv.FormatInt(intPart, 10))
+	if intSize >= maxDecimals {
+		maxDecSz = 0
 	} else {
-		intPart, _ := bigf.Int64()
-		intSize := len(strconv.FormatInt(intPart, 10))
-		if intSize >= 6 {
-			maxDecSz = 0
-		} else {
-			maxDecSz = uint(6 - intSize)
-		}
+		maxDecSz = uint(maxDecimals - intSize)
 	}
 	x, _ = bigf.Float64()
 	rounded := fmt.Sprintf("%.*f", maxDecSz, x)
-	for strings.HasSuffix(rounded, "0") {
-		rounded = strings.TrimSuffix(rounded, "0")
+	if strings.Contains(rounded, ".") {
+		for strings.HasSuffix(rounded, "0") {
+			rounded = strings.TrimSuffix(rounded, "0")
+		}
+	}
+	if strings.HasSuffix(rounded, ".") {
+		rounded = strings.TrimSuffix(rounded, ".")
 	}
-	rounded = strings.TrimSuffix(rounded, ".")
 	return rounded
 }
 

hyperliquid/exchange_service.go

@@ -36,6 +36,7 @@ type ExchangeAPI struct {
 	address      string
 	baseEndpoint string
 	meta         map[string]AssetInfo
+	spotMeta     map[string]AssetInfo
 }
 
 // NewExchangeAPI creates a new default ExchangeAPI.
@@ -54,6 +55,14 @@ func NewExchangeAPI(isMainnet bool) *ExchangeAPI {
 		api.debug("Error building meta map: %s", err)
 	}
 	api.meta = meta
+
+	spotMeta, err := api.infoAPI.BuildSpotMetaMap()
+	if err != nil {
+		api.SetDebugActive()
+		api.debug("Error building spot meta map: %s", err)
+	}
+	api.spotMeta = spotMeta
+
 	return &api
 }
 
@@ -71,6 +80,17 @@ func (api *ExchangeAPI) SlippagePrice(coin string, isBuy bool, slippage float64)
 	return CalculateSlippage(isBuy, marketPx, slippage)
 }
 
+// SlippagePriceSpot is a helper function to calculate the slippage price for a spot coin.
+func (api *ExchangeAPI) SlippagePriceSpot(coin string, isBuy bool, slippage float64) float64 {
+	marketPx, err := api.infoAPI.GetSpotMarketPx(coin)
+	if err != nil {
+		api.debug("Error getting market price: %s", err)
+		return 0.0
+	}
+	slippagePrice := CalculateSlippage(isBuy, marketPx, slippage)
+	return slippagePrice
+}
+
 // Open a market order.
 // Limit order with TIF=IOC and px=market price * (1 +- slippage).
 // Size determines the amount of the coin to buy/sell.
@@ -98,6 +118,34 @@ func (api *ExchangeAPI) MarketOrder(coin string, size float64, slippage *float64
 	return api.Order(orderRequest, GroupingNa)
 }
 
+// MarketOrderSpot is a market order for a spot coin.
+// It is used to buy/sell a spot coin.
+// Limit order with TIF=IOC and px=market price * (1 +- slippage).
+// Size determines the amount of the coin to buy/sell.
+//
+//	MarketOrderSpot("HYPE", 0.1, nil) // Buy 0.1 HYPE
+//	MarketOrderSpot("HYPE", -0.1, nil) // Sell 0.1 HYPE
+//	MarketOrderSpot("HYPE", 0.1, &slippage) // Buy 0.1 HYPE with slippage
+func (api *ExchangeAPI) MarketOrderSpot(coin string, size float64, slippage *float64) (*PlaceOrderResponse, error) {
+	slpg := GetSlippage(slippage)
+	isBuy := IsBuy(size)
+	finalPx := api.SlippagePriceSpot(coin, isBuy, slpg)
+	orderType := OrderType{
+		Limit: &LimitOrderType{
+			Tif: TifIoc,
+		},
+	}
+	orderRequest := OrderRequest{
+		Coin:       coin,
+		IsBuy:      isBuy,
+		Sz:         math.Abs(size),
+		LimitPx:    finalPx,
+		OrderType:  orderType,
+		ReduceOnly: false,
+	}
+	return api.OrderSpot(orderRequest, GroupingNa)
+}
+
 // Open a limit order.
 // Order type can be Gtc, Ioc, Alo.
 // Size determines the amount of the coin to buy/sell.
@@ -165,15 +213,26 @@ func (api *ExchangeAPI) ClosePosition(coin string) (*PlaceOrderResponse, error)
 
 // Place single order
 func (api *ExchangeAPI) Order(request OrderRequest, grouping Grouping) (*PlaceOrderResponse, error) {
-	return api.BulkOrders([]OrderRequest{request}, grouping)
+	return api.BulkOrders([]OrderRequest{request}, grouping, false)
+}
+
+// OrderSpot places a spot order
+func (api *ExchangeAPI) OrderSpot(request OrderRequest, grouping Grouping) (*PlaceOrderResponse, error) {
+	return api.BulkOrders([]OrderRequest{request}, grouping, true)
 }
 
 // Place orders in bulk
 // https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#place-an-order
-func (api *ExchangeAPI) BulkOrders(requests []OrderRequest, grouping Grouping) (*PlaceOrderResponse, error) {
+func (api *ExchangeAPI) BulkOrders(requests []OrderRequest, grouping Grouping, isSpot bool) (*PlaceOrderResponse, error) {
 	var wires []OrderWire
+	var meta map[string]AssetInfo
+	if isSpot {
+		meta = api.spotMeta
+	} else {
+		meta = api.meta
+	}
 	for _, req := range requests {
-		wires = append(wires, OrderRequestToWire(req, api.meta))
+		wires = append(wires, OrderRequestToWire(req, meta, isSpot))
 	}
 	timestamp := GetNonce()
 	action := OrderWiresToOrderAction(wires, grouping)
@@ -283,7 +342,7 @@ func (api *ExchangeAPI) Withdraw(destination string, amount float64) (*WithdrawR
 	action := WithdrawAction{
 		Type:        "withdraw3",
 		Destination: destination,
-		Amount:      FloatToWire(amount, &SZ_DECIMALS),
+		Amount:      FloatToWire(amount, PERP_MAX_DECIMALS, SZ_DECIMALS),
 		Time:        nonce,
 	}
 	signatureChainID, chainType := api.getChainParams()
@@ -315,7 +374,7 @@ func (api *ExchangeAPI) getChainParams() (string, string) {
 func (api *ExchangeAPI) BuildBulkOrdersEIP712(requests []OrderRequest, grouping Grouping) (apitypes.TypedData, error) {
 	var wires []OrderWire
 	for _, req := range requests {
-		wires = append(wires, OrderRequestToWire(req, api.meta))
+		wires = append(wires, OrderRequestToWire(req, api.meta, false))
 	}
 	timestamp := GetNonce()
 	action := OrderWiresToOrderAction(wires, grouping)

hyperliquid/exchange_test.go

@@ -80,6 +80,7 @@ func TestExchangeAPI_MarketOpen(testing *testing.T) {
 	if totalSize != math.Abs(size) {
 		testing.Errorf("res.Response.Data.Statuses[0].Filled.TotalSz = %v", totalSize)
 	}
+	time.Sleep(2 * time.Second) // wait to execute order
 	accountState, err := exchangeAPI.infoAPI.GetUserState(exchangeAPI.AccountAddress())
 	if err != nil {
 		testing.Errorf("GetAccountState() error = %v", err)
@@ -157,7 +158,7 @@ func TestExchangeAPI_MarketClose(testing *testing.T) {
 
 func TestExchangeAPI_TestWithdraw(testing *testing.T) {
 	exchangeAPI := GetExchangeAPI()
-	withdrawAmount := 2.0
+	withdrawAmount := 10.0
 	stateBefore, err := exchangeAPI.infoAPI.GetUserState(exchangeAPI.AccountAddress())
 	if err != nil {
 		testing.Errorf("GetAccountState() error = %v", err)
@@ -184,3 +185,18 @@ func TestExchangeAPI_TestWithdraw(testing *testing.T) {
 		testing.Errorf("Balance not updated: %v", stateAfter)
 	}
 }
+
+func TestExchageAPI_TestMarketOrderSpot(testing *testing.T) {
+	exchangeAPI := GetExchangeAPI()
+	size := 1600.0
+	coin := "YEETI"
+	res, err := exchangeAPI.MarketOrderSpot(coin, size, nil)
+	if err != nil {
+		testing.Errorf("MakeOpen() error = %v", err)
+	}
+	testing.Logf("MakeOpen() = %v", res)
+	avgPrice := res.Response.Data.Statuses[0].Filled.AvgPx
+	if avgPrice == 0 {
+		testing.Errorf("res.Response.Data.Statuses[0].Filled.AvgPx = %v", avgPrice)
+	}
+}

hyperliquid/exchange_types.go

@@ -15,8 +15,10 @@ type ExchangeRequest struct {
 }
 
 type AssetInfo struct {
-	SzDecimals int
-	AssetId    int
+	SzDecimals  int
+	WeiDecimals int
+	AssetId     int
+	SpotName    string // for spot asset (e.g. "@107")
 }
 
 type OrderRequest struct {

hyperliquid/go.mod

@@ -1,27 +1,28 @@
 module github.com/Logarithm-Labs/go-hyperliquid/hyperliquid
 
-go 1.21.10
+go 1.23.4
 
 require (
-	github.com/ethereum/go-ethereum v1.14.3
+	github.com/ethereum/go-ethereum v1.14.12
 	github.com/sirupsen/logrus v1.9.3
 	github.com/vmihailenco/msgpack/v5 v5.4.1
 )
 
 require (
-	github.com/bits-and-blooms/bitset v1.10.0 // indirect
-	github.com/btcsuite/btcd/btcec/v2 v2.2.0 // indirect
+	github.com/bits-and-blooms/bitset v1.13.0 // indirect
 	github.com/consensys/bavard v0.1.13 // indirect
 	github.com/consensys/gnark-crypto v0.12.1 // indirect
+	github.com/crate-crypto/go-ipa v0.0.0-20240223125850-b1e8a79f509c // indirect
 	github.com/crate-crypto/go-kzg-4844 v1.0.0 // indirect
 	github.com/decred/dcrd/dcrec/secp256k1/v4 v4.0.1 // indirect
 	github.com/ethereum/c-kzg-4844 v1.0.0 // indirect
-	github.com/holiman/uint256 v1.2.4 // indirect
+	github.com/ethereum/go-verkle v0.1.1-0.20240829091221-dffa7562dbe9 // indirect
+	github.com/holiman/uint256 v1.3.1 // indirect
 	github.com/mmcloughlin/addchain v0.4.0 // indirect
-	github.com/supranational/blst v0.3.11 // indirect
+	github.com/supranational/blst v0.3.13 // indirect
 	github.com/vmihailenco/tagparser/v2 v2.0.0 // indirect
-	golang.org/x/crypto v0.23.0 // indirect
+	golang.org/x/crypto v0.22.0 // indirect
 	golang.org/x/sync v0.7.0 // indirect
-	golang.org/x/sys v0.20.0 // indirect
+	golang.org/x/sys v0.22.0 // indirect
 	rsc.io/tmplfunc v0.0.3 // indirect
 )