From a7b66906f2a52a436684ccd66e88d40d75a72ec9 Mon Sep 17 00:00:00 2001 From: ed <> Date: Wed, 12 Jul 2023 20:51:34 +0200 Subject: [PATCH 1/6] cancel many Signed-off-by: ed <> --- examples/basic_adding.py | 4 ++-- examples/basic_order.py | 2 +- examples/basic_vault.py | 2 +- examples/cancel_open_orders.py | 2 +- examples/rounding.py | 2 +- hyperliquid/exchange.py | 5 +++-- 6 files changed, 9 insertions(+), 8 deletions(-) diff --git a/examples/basic_adding.py b/examples/basic_adding.py index a4d51c76..b623519a 100644 --- a/examples/basic_adding.py +++ b/examples/basic_adding.py @@ -94,7 +94,7 @@ def on_book_update(self, book_msg: L2BookMsg) -> None: print( f"cancelling order due to deviation oid:{oid} side:{side} ideal_price:{ideal_price} px:{provide_state['px']}" ) - response = self.exchange.cancel(COIN, oid) + response = self.exchange.cancel(COIN, [oid]) if response["status"] == "ok": self.recently_cancelled_oid_to_time[oid] = get_timestamp_ms() self.provide_state[side] = {"type": "cancelled"} @@ -154,7 +154,7 @@ def poll(self): for open_order in open_orders: if open_order["coin"] == COIN and open_order["oid"] not in ok_oids: print("Cancelling unknown oid", open_order["oid"]) - self.exchange.cancel(open_order["coin"], open_order["oid"]) + self.exchange.cancel(open_order["coin"], [open_order["oid"]]) current_time = get_timestamp_ms() self.recently_cancelled_oid_to_time = { diff --git a/examples/basic_order.py b/examples/basic_order.py index 921aba93..da86a216 100644 --- a/examples/basic_order.py +++ b/examples/basic_order.py @@ -37,7 +37,7 @@ def main(): if order_result["status"] == "ok": status = order_result["response"]["data"]["statuses"][0] if "resting" in status: - cancel_result = exchange.cancel("ETH", status["resting"]["oid"]) + cancel_result = exchange.cancel("ETH", [status["resting"]["oid"]]) print(cancel_result) diff --git a/examples/basic_vault.py b/examples/basic_vault.py index ef68e169..c90cde17 100644 --- a/examples/basic_vault.py +++ b/examples/basic_vault.py @@ -39,7 +39,7 @@ def main(): if order_result["status"] == "ok": status = order_result["response"]["data"]["statuses"][0] if "resting" in status: - cancel_result = exchange.cancel("ETH", status["resting"]["oid"]) + cancel_result = exchange.cancel("ETH", [status["resting"]["oid"]]) print(cancel_result) diff --git a/examples/cancel_open_orders.py b/examples/cancel_open_orders.py index 14ab9a6c..6151c817 100644 --- a/examples/cancel_open_orders.py +++ b/examples/cancel_open_orders.py @@ -17,7 +17,7 @@ def main(): open_orders = info.open_orders(account.address) for open_order in open_orders: print(f"cancelling order {open_order}") - exchange.cancel(open_order["coin"], open_order["oid"]) + exchange.cancel(open_order["coin"], [open_order["oid"]]) if __name__ == "__main__": diff --git a/examples/rounding.py b/examples/rounding.py index 82df633e..5dd915b1 100644 --- a/examples/rounding.py +++ b/examples/rounding.py @@ -54,7 +54,7 @@ def main(): if order_result["status"] == "ok": status = order_result["response"]["data"]["statuses"][0] if "resting" in status: - cancel_result = exchange.cancel(coin, status["resting"]["oid"]) + cancel_result = exchange.cancel(coin, [status["resting"]["oid"]]) print(cancel_result) diff --git a/hyperliquid/exchange.py b/hyperliquid/exchange.py index 55c2e2eb..18450e1e 100644 --- a/hyperliquid/exchange.py +++ b/hyperliquid/exchange.py @@ -82,13 +82,13 @@ def order( timestamp, ) - def cancel(self, coin: str, oid: int) -> Any: + def cancel(self, coin: str, oids: [int]) -> Any: timestamp = get_timestamp_ms() asset = self.coin_to_asset[coin] signature = sign_l1_action( self.wallet, ["(uint32,uint64)[]"], - [[(asset, oid)]], + [[(asset, oid) for oid in oids]], ZERO_ADDRESS if self.vault_address is None else self.vault_address, timestamp, ) @@ -100,6 +100,7 @@ def cancel(self, coin: str, oid: int) -> Any: "asset": asset, "oid": oid, } + for oid in oids ], }, signature, From 4d13fe9a7d3933d680019c0d29849a0bf5a66e29 Mon Sep 17 00:00:00 2001 From: ed <> Date: Wed, 12 Jul 2023 21:11:40 +0200 Subject: [PATCH 2/6] many orders Signed-off-by: ed <> --- examples/basic_adding.py | 4 +- examples/basic_order.py | 2 +- examples/basic_vault.py | 2 +- examples/rounding.py | 2 +- hyperliquid/exchange.py | 35 +- poetry.lock | 863 ++++++++++++++++++--------------------- requirements.txt | 44 +- 7 files changed, 445 insertions(+), 507 deletions(-) diff --git a/examples/basic_adding.py b/examples/basic_adding.py index b623519a..1de55746 100644 --- a/examples/basic_adding.py +++ b/examples/basic_adding.py @@ -118,7 +118,9 @@ def on_book_update(self, book_msg: L2BookMsg) -> None: px = float(f"{ideal_price:.5g}") # prices should have at most 5 significant digits print(f"placing order sz:{sz} px:{px} side:{side}") self.provide_state[side] = {"type": "in_flight_order", "time": get_timestamp_ms()} - response = self.exchange.order(COIN, side == "B", sz, px, {"limit": {"tif": "Alo"}}) + response = self.exchange.order( + COIN, side == "B", [{"sz": sz, "limit_px": px}], {"limit": {"tif": "Alo"}} + ) print("placed order", response) if response["status"] == "ok": status = response["response"]["data"]["statuses"][0] diff --git a/examples/basic_order.py b/examples/basic_order.py index da86a216..510daa2a 100644 --- a/examples/basic_order.py +++ b/examples/basic_order.py @@ -30,7 +30,7 @@ def main(): # Place an order that should rest by setting the price very low exchange = Exchange(account, constants.TESTNET_API_URL) - order_result = exchange.order("ETH", True, 0.2, 100, {"limit": {"tif": "Gtc"}}) + order_result = exchange.order("ETH", True, [{"sz": 0.2, "limit_px": 100}], {"limit": {"tif": "Gtc"}}) print(order_result) # Cancel the order diff --git a/examples/basic_vault.py b/examples/basic_vault.py index c90cde17..283e9a06 100644 --- a/examples/basic_vault.py +++ b/examples/basic_vault.py @@ -32,7 +32,7 @@ def main(): # Place an order that should rest by setting the price very low exchange = Exchange(account, constants.TESTNET_API_URL, vault_address=vault) - order_result = exchange.order("ETH", True, 0.2, 100, {"limit": {"tif": "Gtc"}}) + order_result = exchange.order("ETH", True, [{"sz": 0.2, "limit_px": 100}], {"limit": {"tif": "Gtc"}}) print(order_result) # Cancel the order diff --git a/examples/rounding.py b/examples/rounding.py index 5dd915b1..486a17a7 100644 --- a/examples/rounding.py +++ b/examples/rounding.py @@ -47,7 +47,7 @@ def main(): print(f"placing order with px {px} and sz {sz}") exchange = Exchange(account, constants.TESTNET_API_URL) - order_result = exchange.order(coin, True, sz, px, {"limit": {"tif": "Gtc"}}) + order_result = exchange.order(coin, True, [{"sz": 0.2, "limit_px": 100}], {"limit": {"tif": "Gtc"}}) print(order_result) # Cancel the order diff --git a/hyperliquid/exchange.py b/hyperliquid/exchange.py index 18450e1e..6149761a 100644 --- a/hyperliquid/exchange.py +++ b/hyperliquid/exchange.py @@ -4,6 +4,7 @@ from hyperliquid.api import API from hyperliquid.info import Info +from hyperliquid.utils.constants import MAINNET_API_URL from hyperliquid.utils.signing import ( ZERO_ADDRESS, OrderSpec, @@ -16,8 +17,7 @@ sign_l1_action, sign_usd_transfer_action, ) -from hyperliquid.utils.types import Any, Literal, Meta, Optional -from hyperliquid.utils.constants import MAINNET_API_URL +from hyperliquid.utils.types import Any, Dict, List, Literal, Meta, Optional class Exchange(API): @@ -49,25 +49,28 @@ def _post_action(self, action, signature, nonce): return self.post("/exchange", payload) def order( - self, coin: str, is_buy: bool, sz: float, limit_px: float, order_type: OrderType, reduce_only: bool = False + self, coin: str, is_buy: bool, orders: List[Dict[str, float]], order_type: OrderType, reduce_only: bool = False ) -> Any: - order_spec: OrderSpec = { - "order": { - "asset": self.coin_to_asset[coin], - "isBuy": is_buy, - "reduceOnly": reduce_only, - "limitPx": limit_px, - "sz": sz, - }, - "orderType": order_type, - } + order_specs: List[OrderSpec] = [ + { + "order": { + "asset": self.coin_to_asset[coin], + "isBuy": is_buy, + "reduceOnly": reduce_only, + "limitPx": order["limit_px"], + "sz": order["sz"], + }, + "orderType": order_type, + } + for order in orders + ] timestamp = get_timestamp_ms() grouping: Literal["na"] = "na" signature = sign_l1_action( self.wallet, ["(uint32,bool,uint64,uint64,bool,uint8,uint64)[]", "uint8"], - [[order_spec_preprocessing(order_spec)], order_grouping_to_number(grouping)], + [[order_spec_preprocessing(order_spec) for order_spec in order_specs], order_grouping_to_number(grouping)], ZERO_ADDRESS if self.vault_address is None else self.vault_address, timestamp, ) @@ -76,13 +79,13 @@ def order( { "type": "order", "grouping": grouping, - "orders": [order_spec_to_order_wire(order_spec)], + "orders": [order_spec_to_order_wire(order_spec) for order_spec in order_specs], }, signature, timestamp, ) - def cancel(self, coin: str, oids: [int]) -> Any: + def cancel(self, coin: str, oids: List[int]) -> Any: timestamp = get_timestamp_ms() asset = self.coin_to_asset[coin] signature = sign_l1_action( diff --git a/poetry.lock b/poetry.lock index ce9f6947..8420c7b1 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,10 +1,9 @@ -# This file is automatically @generated by Poetry 1.4.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.5.1 and should not be changed by hand. 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"4.0" wrapt==1.15.0 ; python_version >= "3.7" and python_version < "4.0" -yarl==1.8.2 ; python_version >= "3.7" and python_version < "4.0" +yarl==1.9.2 ; python_version >= "3.7" and python_version < "4.0" zipp==3.15.0 ; python_version >= "3.7" and python_version < "3.8" From 6dfe88a792294d39ec50e43a4f40036935238800 Mon Sep 17 00:00:00 2001 From: ed <> Date: Thu, 13 Jul 2023 08:17:26 +0200 Subject: [PATCH 3/6] Revert "many orders" This reverts commit 4d13fe9a7d3933d680019c0d29849a0bf5a66e29. --- examples/basic_adding.py | 4 +- examples/basic_order.py | 2 +- examples/basic_vault.py | 2 +- examples/rounding.py | 2 +- hyperliquid/exchange.py | 35 +- poetry.lock | 863 +++++++++++++++++++++------------------ requirements.txt | 44 +- 7 files changed, 507 insertions(+), 445 deletions(-) diff --git a/examples/basic_adding.py b/examples/basic_adding.py index 1de55746..b623519a 100644 --- a/examples/basic_adding.py +++ b/examples/basic_adding.py @@ -118,9 +118,7 @@ def on_book_update(self, book_msg: L2BookMsg) -> None: px = float(f"{ideal_price:.5g}") # prices should have at most 5 significant digits print(f"placing order sz:{sz} px:{px} side:{side}") self.provide_state[side] = {"type": "in_flight_order", "time": get_timestamp_ms()} - response = self.exchange.order( - COIN, side == "B", [{"sz": sz, "limit_px": px}], {"limit": {"tif": "Alo"}} - ) + response = self.exchange.order(COIN, side == "B", sz, px, {"limit": {"tif": "Alo"}}) print("placed order", response) if response["status"] == "ok": status = response["response"]["data"]["statuses"][0] diff --git a/examples/basic_order.py b/examples/basic_order.py index 510daa2a..da86a216 100644 --- a/examples/basic_order.py +++ b/examples/basic_order.py @@ -30,7 +30,7 @@ def main(): # Place an order that should rest by setting the price very low exchange = Exchange(account, constants.TESTNET_API_URL) - order_result = exchange.order("ETH", True, [{"sz": 0.2, "limit_px": 100}], {"limit": {"tif": "Gtc"}}) + order_result = exchange.order("ETH", True, 0.2, 100, {"limit": {"tif": "Gtc"}}) print(order_result) # Cancel the order diff --git a/examples/basic_vault.py b/examples/basic_vault.py index 283e9a06..c90cde17 100644 --- a/examples/basic_vault.py +++ b/examples/basic_vault.py @@ -32,7 +32,7 @@ def main(): # Place an order that should rest by setting the price very low exchange = Exchange(account, constants.TESTNET_API_URL, vault_address=vault) - order_result = exchange.order("ETH", True, [{"sz": 0.2, "limit_px": 100}], {"limit": {"tif": "Gtc"}}) + order_result = exchange.order("ETH", True, 0.2, 100, {"limit": {"tif": "Gtc"}}) print(order_result) # Cancel the order diff --git a/examples/rounding.py b/examples/rounding.py index 486a17a7..5dd915b1 100644 --- a/examples/rounding.py +++ b/examples/rounding.py @@ -47,7 +47,7 @@ def main(): print(f"placing order with px {px} and sz {sz}") exchange = Exchange(account, constants.TESTNET_API_URL) - order_result = exchange.order(coin, True, [{"sz": 0.2, "limit_px": 100}], {"limit": {"tif": "Gtc"}}) + order_result = exchange.order(coin, True, sz, px, {"limit": {"tif": "Gtc"}}) print(order_result) # Cancel the order diff --git a/hyperliquid/exchange.py b/hyperliquid/exchange.py index 6149761a..18450e1e 100644 --- a/hyperliquid/exchange.py +++ b/hyperliquid/exchange.py @@ -4,7 +4,6 @@ from hyperliquid.api import API from hyperliquid.info import Info -from hyperliquid.utils.constants import MAINNET_API_URL from hyperliquid.utils.signing import ( ZERO_ADDRESS, OrderSpec, @@ -17,7 +16,8 @@ sign_l1_action, sign_usd_transfer_action, ) -from hyperliquid.utils.types import Any, Dict, List, Literal, Meta, Optional +from hyperliquid.utils.types import Any, Literal, Meta, Optional +from hyperliquid.utils.constants import MAINNET_API_URL class Exchange(API): @@ -49,28 +49,25 @@ def _post_action(self, action, signature, nonce): return self.post("/exchange", payload) def order( - self, coin: str, is_buy: bool, orders: List[Dict[str, float]], order_type: OrderType, reduce_only: bool = False + self, coin: str, is_buy: bool, sz: float, limit_px: float, order_type: OrderType, reduce_only: bool = False ) -> Any: - order_specs: List[OrderSpec] = [ - { - "order": { - "asset": self.coin_to_asset[coin], - "isBuy": is_buy, - "reduceOnly": reduce_only, - "limitPx": order["limit_px"], - "sz": order["sz"], - }, - "orderType": order_type, - } - for order in orders - ] + order_spec: OrderSpec = { + "order": { + "asset": self.coin_to_asset[coin], + "isBuy": is_buy, + "reduceOnly": reduce_only, + "limitPx": limit_px, + "sz": sz, + }, + "orderType": order_type, + } timestamp = get_timestamp_ms() grouping: Literal["na"] = "na" signature = sign_l1_action( self.wallet, ["(uint32,bool,uint64,uint64,bool,uint8,uint64)[]", "uint8"], - [[order_spec_preprocessing(order_spec) for order_spec in order_specs], order_grouping_to_number(grouping)], + [[order_spec_preprocessing(order_spec)], order_grouping_to_number(grouping)], ZERO_ADDRESS if self.vault_address is None else self.vault_address, timestamp, ) @@ -79,13 +76,13 @@ def order( { "type": "order", "grouping": grouping, - "orders": [order_spec_to_order_wire(order_spec) for order_spec in order_specs], + "orders": [order_spec_to_order_wire(order_spec)], }, signature, timestamp, ) - def cancel(self, coin: str, oids: List[int]) -> Any: + def cancel(self, coin: str, oids: [int]) -> Any: timestamp = get_timestamp_ms() asset = self.coin_to_asset[coin] signature = sign_l1_action( diff --git a/poetry.lock b/poetry.lock index 8420c7b1..ce9f6947 100644 --- a/poetry.lock +++ b/poetry.lock @@ -1,9 +1,10 @@ -# This file is automatically @generated by Poetry 1.5.1 and should not be changed by hand. +# This file is automatically @generated by Poetry 1.4.1 and should not be changed by hand. 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false python-versions = ">=3.7" files = [ diff --git a/requirements.txt b/requirements.txt index 45547e39..fdd66b64 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,47 +1,47 @@ -bitarray==2.7.6 ; python_version >= "3.7" and python_version < "4" +bitarray==2.7.3 ; python_version >= "3.7" and python_version < "4" cached-property==1.5.2 ; python_version >= "3.7" and python_version < "3.8" -certifi==2023.5.7 ; python_version >= "3.7" and python_version < "4.0" -charset-normalizer==3.2.0 ; python_version >= "3.7" and python_version < "4.0" -click==8.1.4 ; python_version >= "3.7" and python_version < "4.0" +certifi==2022.12.7 ; python_version >= "3.7" and python_version < "4" +charset-normalizer==3.1.0 ; python_version >= "3.7" and python_version < "4" +click==8.1.3 ; python_version >= "3.7" and python_version < "4.0" colorama==0.4.6 ; python_version >= "3.7" and python_version < "4.0" commonmark==0.9.1 ; python_version >= "3.7" and python_version < "4.0" coverage[toml]==6.5.0 ; 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python_version < "4.0" wrapt==1.15.0 ; python_version >= "3.7" and python_version < "4.0" -yarl==1.9.2 ; python_version >= "3.7" and python_version < "4.0" +yarl==1.8.2 ; python_version >= "3.7" and python_version < "4.0" zipp==3.15.0 ; python_version >= "3.7" and python_version < "3.8" From 71583fa94f8be3ed001b4307ba6873f567090254 Mon Sep 17 00:00:00 2001 From: ed <> Date: Thu, 13 Jul 2023 08:17:33 +0200 Subject: [PATCH 4/6] Revert "cancel many" This reverts commit a7b66906f2a52a436684ccd66e88d40d75a72ec9. --- examples/basic_adding.py | 4 ++-- examples/basic_order.py | 2 +- examples/basic_vault.py | 2 +- examples/cancel_open_orders.py | 2 +- examples/rounding.py | 2 +- hyperliquid/exchange.py | 5 ++--- 6 files changed, 8 insertions(+), 9 deletions(-) diff --git a/examples/basic_adding.py b/examples/basic_adding.py index b623519a..a4d51c76 100644 --- a/examples/basic_adding.py +++ b/examples/basic_adding.py @@ -94,7 +94,7 @@ def on_book_update(self, book_msg: L2BookMsg) -> None: print( f"cancelling order due to deviation oid:{oid} side:{side} ideal_price:{ideal_price} px:{provide_state['px']}" ) - response = self.exchange.cancel(COIN, [oid]) + response = self.exchange.cancel(COIN, oid) if response["status"] == "ok": self.recently_cancelled_oid_to_time[oid] = get_timestamp_ms() self.provide_state[side] = {"type": "cancelled"} @@ -154,7 +154,7 @@ def poll(self): for open_order in open_orders: if open_order["coin"] == COIN and open_order["oid"] not in ok_oids: print("Cancelling unknown oid", open_order["oid"]) - self.exchange.cancel(open_order["coin"], [open_order["oid"]]) + self.exchange.cancel(open_order["coin"], open_order["oid"]) current_time = get_timestamp_ms() self.recently_cancelled_oid_to_time = { diff --git a/examples/basic_order.py b/examples/basic_order.py index da86a216..921aba93 100644 --- a/examples/basic_order.py +++ b/examples/basic_order.py @@ -37,7 +37,7 @@ def main(): if order_result["status"] == "ok": status = order_result["response"]["data"]["statuses"][0] if "resting" in status: - cancel_result = exchange.cancel("ETH", [status["resting"]["oid"]]) + cancel_result = exchange.cancel("ETH", status["resting"]["oid"]) print(cancel_result) diff --git a/examples/basic_vault.py b/examples/basic_vault.py index c90cde17..ef68e169 100644 --- a/examples/basic_vault.py +++ b/examples/basic_vault.py @@ -39,7 +39,7 @@ def main(): if order_result["status"] == "ok": status = order_result["response"]["data"]["statuses"][0] if "resting" in status: - cancel_result = exchange.cancel("ETH", [status["resting"]["oid"]]) + cancel_result = exchange.cancel("ETH", status["resting"]["oid"]) print(cancel_result) diff --git a/examples/cancel_open_orders.py b/examples/cancel_open_orders.py index 6151c817..14ab9a6c 100644 --- a/examples/cancel_open_orders.py +++ b/examples/cancel_open_orders.py @@ -17,7 +17,7 @@ def main(): open_orders = info.open_orders(account.address) for open_order in open_orders: print(f"cancelling order {open_order}") - exchange.cancel(open_order["coin"], [open_order["oid"]]) + exchange.cancel(open_order["coin"], open_order["oid"]) if __name__ == "__main__": diff --git a/examples/rounding.py b/examples/rounding.py index 5dd915b1..82df633e 100644 --- a/examples/rounding.py +++ b/examples/rounding.py @@ -54,7 +54,7 @@ def main(): if order_result["status"] == "ok": status = order_result["response"]["data"]["statuses"][0] if "resting" in status: - cancel_result = exchange.cancel(coin, [status["resting"]["oid"]]) + cancel_result = exchange.cancel(coin, status["resting"]["oid"]) print(cancel_result) diff --git a/hyperliquid/exchange.py b/hyperliquid/exchange.py index 18450e1e..55c2e2eb 100644 --- a/hyperliquid/exchange.py +++ b/hyperliquid/exchange.py @@ -82,13 +82,13 @@ def order( timestamp, ) - def cancel(self, coin: str, oids: [int]) -> Any: + def cancel(self, coin: str, oid: int) -> Any: timestamp = get_timestamp_ms() asset = self.coin_to_asset[coin] signature = sign_l1_action( self.wallet, ["(uint32,uint64)[]"], - [[(asset, oid) for oid in oids]], + [[(asset, oid)]], ZERO_ADDRESS if self.vault_address is None else self.vault_address, timestamp, ) @@ -100,7 +100,6 @@ def cancel(self, coin: str, oids: [int]) -> Any: "asset": asset, "oid": oid, } - for oid in oids ], }, signature, From 93a6c6150a39afad1f057146fa1ce32fc9f1e347 Mon Sep 17 00:00:00 2001 From: ed <> Date: Thu, 13 Jul 2023 08:53:41 +0200 Subject: [PATCH 5/6] bulk order and cancel Signed-off-by: ed <> --- hyperliquid/exchange.py | 59 +++++++++++++++++++++++++----------- hyperliquid/utils/signing.py | 5 +++ 2 files changed, 46 insertions(+), 18 deletions(-) diff --git a/hyperliquid/exchange.py b/hyperliquid/exchange.py index 55c2e2eb..6b342ccc 100644 --- a/hyperliquid/exchange.py +++ b/hyperliquid/exchange.py @@ -4,8 +4,11 @@ from hyperliquid.api import API from hyperliquid.info import Info +from hyperliquid.utils.constants import MAINNET_API_URL from hyperliquid.utils.signing import ( ZERO_ADDRESS, + CancelRequest, + OrderRequest, OrderSpec, OrderType, float_to_usd_int, @@ -16,8 +19,7 @@ sign_l1_action, sign_usd_transfer_action, ) -from hyperliquid.utils.types import Any, Literal, Meta, Optional -from hyperliquid.utils.constants import MAINNET_API_URL +from hyperliquid.utils.types import Any, List, Literal, Meta, Optional class Exchange(API): @@ -51,23 +53,41 @@ def _post_action(self, action, signature, nonce): def order( self, coin: str, is_buy: bool, sz: float, limit_px: float, order_type: OrderType, reduce_only: bool = False ) -> Any: - order_spec: OrderSpec = { - "order": { - "asset": self.coin_to_asset[coin], - "isBuy": is_buy, - "reduceOnly": reduce_only, - "limitPx": limit_px, - "sz": sz, - }, - "orderType": order_type, - } + return self.bulk_orders( + [ + { + "coin": coin, + "is_buy": is_buy, + "sz": sz, + "limit_px": limit_px, + "order_type": order_type, + "reduce_only": reduce_only, + } + ] + ) + + def bulk_orders(self, order_requests: List[OrderRequest]) -> Any: + order_specs: List[OrderSpec] = [ + { + "order": { + "asset": self.coin_to_asset[order["coin"]], + "isBuy": order["is_buy"], + "reduceOnly": order["reduce_only"], + "limitPx": order["limit_px"], + "sz": order["sz"], + }, + "orderType": order["order_type"], + } + for order in order_requests + ] + timestamp = get_timestamp_ms() grouping: Literal["na"] = "na" signature = sign_l1_action( self.wallet, ["(uint32,bool,uint64,uint64,bool,uint8,uint64)[]", "uint8"], - [[order_spec_preprocessing(order_spec)], order_grouping_to_number(grouping)], + [[order_spec_preprocessing(order_spec) for order_spec in order_specs], order_grouping_to_number(grouping)], ZERO_ADDRESS if self.vault_address is None else self.vault_address, timestamp, ) @@ -76,19 +96,21 @@ def order( { "type": "order", "grouping": grouping, - "orders": [order_spec_to_order_wire(order_spec)], + "orders": [order_spec_to_order_wire(order_spec) for order_spec in order_specs], }, signature, timestamp, ) def cancel(self, coin: str, oid: int) -> Any: + return self.bulk_cancel([{"coin": coin, "oid": oid}]) + + def bulk_cancel(self, cancel_requests: List[CancelRequest]) -> Any: timestamp = get_timestamp_ms() - asset = self.coin_to_asset[coin] signature = sign_l1_action( self.wallet, ["(uint32,uint64)[]"], - [[(asset, oid)]], + [[(self.coin_to_asset[cancel["coin"]], cancel["oid"]) for cancel in cancel_requests]], ZERO_ADDRESS if self.vault_address is None else self.vault_address, timestamp, ) @@ -97,9 +119,10 @@ def cancel(self, coin: str, oid: int) -> Any: "type": "cancel", "cancels": [ { - "asset": asset, - "oid": oid, + "asset": cancel["coin"], # TODO: are asset and coin the same thing? + "oid": cancel["oid"], } + for cancel in cancel_requests ], }, signature, diff --git a/hyperliquid/utils/signing.py b/hyperliquid/utils/signing.py index 8833dd33..2f34d57d 100644 --- a/hyperliquid/utils/signing.py +++ b/hyperliquid/utils/signing.py @@ -15,6 +15,11 @@ TriggerOrderTypeWire = TypedDict("TriggerOrderTypeWire", {"triggerPx": str, "isMarket": bool, "tpsl": Tpsl}) OrderType = TypedDict("OrderType", {"limit": LimitOrderType, "trigger": TriggerOrderType}, total=False) OrderTypeWire = TypedDict("OrderTypeWire", {"limit": LimitOrderType, "trigger": TriggerOrderTypeWire}, total=False) +OrderRequest = TypedDict( + "OrderRequest", + {"coin": str, "is_buy": bool, "sz": float, "limit_px": float, "order_type": OrderType, "reduce_only": bool}, +) +CancelRequest = TypedDict("CancelRequest", {"coin": str, "oid": int}) def order_type_to_tuple(order_type: OrderType) -> Tuple[int, float]: From fe48ee99cf3fc92877589970cf1cfc45e8b96b42 Mon Sep 17 00:00:00 2001 From: ed <> Date: Fri, 14 Jul 2023 06:59:12 +0200 Subject: [PATCH 6/6] Fix todo Signed-off-by: ed <> --- hyperliquid/exchange.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/hyperliquid/exchange.py b/hyperliquid/exchange.py index 6b342ccc..7ae4394c 100644 --- a/hyperliquid/exchange.py +++ b/hyperliquid/exchange.py @@ -119,7 +119,7 @@ def bulk_cancel(self, cancel_requests: List[CancelRequest]) -> Any: "type": "cancel", "cancels": [ { - "asset": cancel["coin"], # TODO: are asset and coin the same thing? + "asset": self.coin_to_asset[cancel["coin"]], "oid": cancel["oid"], } for cancel in cancel_requests