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 L2 order book for a coin.
226    pub fn l2_book(coin: &str) -> Self {
227        Self {
228            request_type: HyperliquidInfoRequestType::L2Book,
229            params: InfoRequestParams::L2Book(L2BookParams {
230                coin: coin.to_string(),
231            }),
232        }
233    }
234
235    /// Creates a request to get user fills.
236    pub fn user_fills(user: &str) -> Self {
237        Self {
238            request_type: HyperliquidInfoRequestType::UserFills,
239            params: InfoRequestParams::UserFills(UserFillsParams {
240                user: user.to_string(),
241            }),
242        }
243    }
244
245    /// Creates a request to get order status for a user.
246    pub fn order_status(user: &str, oid: u64) -> Self {
247        Self {
248            request_type: HyperliquidInfoRequestType::OrderStatus,
249            params: InfoRequestParams::OrderStatus(OrderStatusParams {
250                user: user.to_string(),
251                oid,
252            }),
253        }
254    }
255
256    /// Creates a request to get all open orders for a user.
257    pub fn open_orders(user: &str) -> Self {
258        Self {
259            request_type: HyperliquidInfoRequestType::OpenOrders,
260            params: InfoRequestParams::OpenOrders(OpenOrdersParams {
261                user: user.to_string(),
262            }),
263        }
264    }
265
266    /// Creates a request to get frontend open orders (includes more detail).
267    pub fn frontend_open_orders(user: &str) -> Self {
268        Self {
269            request_type: HyperliquidInfoRequestType::FrontendOpenOrders,
270            params: InfoRequestParams::OpenOrders(OpenOrdersParams {
271                user: user.to_string(),
272            }),
273        }
274    }
275
276    /// Creates a request to get user state (balances, positions, margin).
277    pub fn clearinghouse_state(user: &str) -> Self {
278        Self {
279            request_type: HyperliquidInfoRequestType::ClearinghouseState,
280            params: InfoRequestParams::ClearinghouseState(ClearinghouseStateParams {
281                user: user.to_string(),
282            }),
283        }
284    }
285
286    /// Creates a request to get spot clearinghouse state (per-token spot balances).
287    pub fn spot_clearinghouse_state(user: &str) -> Self {
288        Self {
289            request_type: HyperliquidInfoRequestType::SpotClearinghouseState,
290            params: InfoRequestParams::SpotClearinghouseState(SpotClearinghouseStateParams {
291                user: user.to_string(),
292            }),
293        }
294    }
295
296    /// Creates a request to get user fee schedule and effective rates.
297    pub fn user_fees(user: &str) -> Self {
298        Self {
299            request_type: HyperliquidInfoRequestType::UserFees,
300            params: InfoRequestParams::OpenOrders(OpenOrdersParams {
301                user: user.to_string(),
302            }),
303        }
304    }
305
306    /// Creates a request to get candle/bar data.
307    pub fn candle_snapshot(
308        coin: &str,
309        interval: HyperliquidBarInterval,
310        start_time: u64,
311        end_time: u64,
312    ) -> Self {
313        Self {
314            request_type: HyperliquidInfoRequestType::CandleSnapshot,
315            params: InfoRequestParams::CandleSnapshot(CandleSnapshotParams {
316                req: CandleSnapshotReq {
317                    coin: coin.to_string(),
318                    interval,
319                    start_time,
320                    end_time,
321                },
322            }),
323        }
324    }
325
326    /// Creates a request to get funding rate history for a coin.
327    pub fn funding_history(coin: &str, start_time: u64, end_time: Option<u64>) -> Self {
328        Self {
329            request_type: HyperliquidInfoRequestType::FundingHistory,
330            params: InfoRequestParams::FundingHistory(FundingHistoryParams {
331                coin: coin.to_string(),
332                start_time,
333                end_time,
334            }),
335        }
336    }
337}
338
339/// Exchange action parameters.
340#[derive(Debug, Clone, Serialize)]
341#[serde(untagged)]
342pub enum ExchangeActionParams {
343    Order(OrderParams),
344    Cancel(CancelParams),
345    Modify(ModifyParams),
346    UpdateLeverage(UpdateLeverageParams),
347    UpdateIsolatedMargin(UpdateIsolatedMarginParams),
348}
349
350/// Represents an exchange action wrapper for `POST /exchange`.
351#[derive(Debug, Clone, Serialize)]
352pub struct ExchangeAction {
353    #[serde(rename = "type", serialize_with = "serialize_action_type")]
354    pub action_type: ExchangeActionType,
355    #[serde(flatten)]
356    pub params: ExchangeActionParams,
357}
358
359fn serialize_action_type<S>(
360    action_type: &ExchangeActionType,
361    serializer: S,
362) -> Result<S::Ok, S::Error>
363where
364    S: serde::Serializer,
365{
366    serializer.serialize_str(action_type.as_ref())
367}
368
369impl ExchangeAction {
370    /// Creates an action to place orders with builder attribution.
371    pub fn order(
372        orders: Vec<HyperliquidExecPlaceOrderRequest>,
373        builder: Option<HyperliquidExecBuilderFee>,
374    ) -> Self {
375        Self {
376            action_type: ExchangeActionType::Order,
377            params: ExchangeActionParams::Order(OrderParams {
378                orders,
379                grouping: HyperliquidExecGrouping::Na,
380                builder,
381            }),
382        }
383    }
384
385    /// Creates an action to cancel orders.
386    pub fn cancel(cancels: Vec<HyperliquidExecCancelByCloidRequest>) -> Self {
387        Self {
388            action_type: ExchangeActionType::Cancel,
389            params: ExchangeActionParams::Cancel(CancelParams { cancels }),
390        }
391    }
392
393    /// Creates an action to cancel orders by client order ID.
394    pub fn cancel_by_cloid(cancels: Vec<HyperliquidExecCancelByCloidRequest>) -> Self {
395        Self {
396            action_type: ExchangeActionType::CancelByCloid,
397            params: ExchangeActionParams::Cancel(CancelParams { cancels }),
398        }
399    }
400
401    /// Creates an action to modify an order.
402    pub fn modify(request: HyperliquidExecModifyOrderRequest) -> Self {
403        Self {
404            action_type: ExchangeActionType::Modify,
405            params: ExchangeActionParams::Modify(ModifyParams { request }),
406        }
407    }
408
409    /// Creates an action to update leverage for an asset.
410    pub fn update_leverage(asset: u32, is_cross: bool, leverage: u32) -> Self {
411        Self {
412            action_type: ExchangeActionType::UpdateLeverage,
413            params: ExchangeActionParams::UpdateLeverage(UpdateLeverageParams {
414                asset,
415                is_cross,
416                leverage,
417            }),
418        }
419    }
420
421    /// Creates an action to update isolated margin for an asset.
422    pub fn update_isolated_margin(asset: u32, is_buy: bool, ntli: i64) -> Self {
423        Self {
424            action_type: ExchangeActionType::UpdateIsolatedMargin,
425            params: ExchangeActionParams::UpdateIsolatedMargin(UpdateIsolatedMarginParams {
426                asset,
427                is_buy,
428                ntli,
429            }),
430        }
431    }
432}
433
434#[cfg(test)]
435mod tests {
436    use rstest::rstest;
437    use rust_decimal::Decimal;
438
439    use super::*;
440    use crate::http::models::{
441        Cloid, HyperliquidExecCancelByCloidRequest, HyperliquidExecLimitParams,
442        HyperliquidExecModifyOrderRequest, HyperliquidExecOrderKind,
443        HyperliquidExecPlaceOrderRequest, HyperliquidExecTif,
444    };
445
446    #[rstest]
447    fn test_info_request_meta() {
448        let req = InfoRequest::meta();
449
450        assert_eq!(req.request_type, HyperliquidInfoRequestType::Meta);
451        assert!(matches!(req.params, InfoRequestParams::None));
452    }
453
454    #[rstest]
455    fn test_info_request_all_perp_metas() {
456        let req = InfoRequest::all_perp_metas();
457
458        assert_eq!(req.request_type, HyperliquidInfoRequestType::AllPerpMetas);
459        let json = serde_json::to_string(&req).unwrap();
460        assert!(json.contains(r#""type":"allPerpMetas""#));
461    }
462
463    #[rstest]
464    fn test_info_request_l2_book() {
465        let req = InfoRequest::l2_book("BTC");
466
467        assert_eq!(req.request_type, HyperliquidInfoRequestType::L2Book);
468        let json = serde_json::to_string(&req).unwrap();
469        assert!(json.contains("\"coin\":\"BTC\""));
470    }
471
472    #[rstest]
473    fn test_info_request_spot_clearinghouse_state() {
474        let req = InfoRequest::spot_clearinghouse_state("0xabc");
475
476        assert_eq!(
477            req.request_type,
478            HyperliquidInfoRequestType::SpotClearinghouseState
479        );
480        let json = serde_json::to_string(&req).unwrap();
481        assert!(json.contains(r#""type":"spotClearinghouseState""#));
482        assert!(json.contains(r#""user":"0xabc""#));
483    }
484
485    #[rstest]
486    fn test_info_request_funding_history_with_end_time() {
487        let req = InfoRequest::funding_history("BTC", 1_700_000_000_000, Some(1_700_003_600_000));
488
489        assert_eq!(req.request_type, HyperliquidInfoRequestType::FundingHistory);
490        let json = serde_json::to_string(&req).unwrap();
491        assert!(json.contains(r#""type":"fundingHistory""#));
492        assert!(json.contains(r#""coin":"BTC""#));
493        assert!(json.contains(r#""startTime":1700000000000"#));
494        assert!(json.contains(r#""endTime":1700003600000"#));
495    }
496
497    #[rstest]
498    fn test_info_request_funding_history_omits_end_time_when_none() {
499        // Hyperliquid defaults `endTime` to current time when absent; the
500        // serializer must omit the field rather than emit `null`.
501        let req = InfoRequest::funding_history("BTC", 1_700_000_000_000, None);
502        let json = serde_json::to_string(&req).unwrap();
503        assert!(json.contains(r#""startTime":1700000000000"#));
504        assert!(
505            !json.contains("endTime"),
506            "endTime must be omitted when None; json={json}",
507        );
508    }
509
510    #[rstest]
511    fn test_exchange_action_order() {
512        let order = HyperliquidExecPlaceOrderRequest {
513            asset: 0,
514            is_buy: true,
515            price: Decimal::new(50000, 0),
516            size: Decimal::new(1, 0),
517            reduce_only: false,
518            kind: HyperliquidExecOrderKind::Limit {
519                limit: HyperliquidExecLimitParams {
520                    tif: HyperliquidExecTif::Gtc,
521                },
522            },
523            cloid: None,
524        };
525
526        let action = ExchangeAction::order(vec![order], None);
527
528        assert_eq!(action.action_type, ExchangeActionType::Order);
529        let json = serde_json::to_string(&action).unwrap();
530        assert!(json.contains("\"orders\""));
531    }
532
533    #[rstest]
534    fn test_exchange_action_cancel() {
535        let cancel = HyperliquidExecCancelByCloidRequest {
536            asset: 0,
537            cloid: Cloid::from_hex("0x00000000000000000000000000000000").unwrap(),
538        };
539
540        let action = ExchangeAction::cancel(vec![cancel]);
541
542        assert_eq!(action.action_type, ExchangeActionType::Cancel);
543    }
544
545    #[rstest]
546    fn test_exchange_action_serialization() {
547        let order = HyperliquidExecPlaceOrderRequest {
548            asset: 0,
549            is_buy: true,
550            price: Decimal::new(50000, 0),
551            size: Decimal::new(1, 0),
552            reduce_only: false,
553            kind: HyperliquidExecOrderKind::Limit {
554                limit: HyperliquidExecLimitParams {
555                    tif: HyperliquidExecTif::Gtc,
556                },
557            },
558            cloid: None,
559        };
560
561        let action = ExchangeAction::order(vec![order], None);
562
563        let json = serde_json::to_string(&action).unwrap();
564        // Verify that action_type is serialized as "type" with the correct string value
565        assert!(json.contains(r#""type":"order""#));
566        assert!(json.contains(r#""orders""#));
567        assert!(json.contains(r#""grouping":"na""#));
568    }
569
570    #[rstest]
571    fn test_exchange_action_type_as_ref() {
572        assert_eq!(ExchangeActionType::Order.as_ref(), "order");
573        assert_eq!(ExchangeActionType::Cancel.as_ref(), "cancel");
574        assert_eq!(ExchangeActionType::CancelByCloid.as_ref(), "cancelByCloid");
575        assert_eq!(ExchangeActionType::Modify.as_ref(), "modify");
576        assert_eq!(
577            ExchangeActionType::UpdateLeverage.as_ref(),
578            "updateLeverage"
579        );
580        assert_eq!(
581            ExchangeActionType::UpdateIsolatedMargin.as_ref(),
582            "updateIsolatedMargin"
583        );
584    }
585
586    #[rstest]
587    fn test_update_leverage_serialization() {
588        let action = ExchangeAction::update_leverage(1, true, 10);
589        let json = serde_json::to_string(&action).unwrap();
590
591        assert!(json.contains(r#""type":"updateLeverage""#));
592        assert!(json.contains(r#""asset":1"#));
593        assert!(json.contains(r#""isCross":true"#));
594        assert!(json.contains(r#""leverage":10"#));
595    }
596
597    #[rstest]
598    fn test_update_isolated_margin_serialization() {
599        let action = ExchangeAction::update_isolated_margin(2, false, 1000);
600        let json = serde_json::to_string(&action).unwrap();
601
602        assert!(json.contains(r#""type":"updateIsolatedMargin""#));
603        assert!(json.contains(r#""asset":2"#));
604        assert!(json.contains(r#""isBuy":false"#));
605        assert!(json.contains(r#""ntli":1000"#));
606    }
607
608    #[rstest]
609    fn test_cancel_by_cloid_serialization() {
610        let cancel_request = HyperliquidExecCancelByCloidRequest {
611            asset: 0,
612            cloid: Cloid::from_hex("0x00000000000000000000000000000000").unwrap(),
613        };
614        let action = ExchangeAction::cancel_by_cloid(vec![cancel_request]);
615        let json = serde_json::to_string(&action).unwrap();
616
617        assert!(json.contains(r#""type":"cancelByCloid""#));
618        assert!(json.contains(r#""cancels""#));
619    }
620
621    #[rstest]
622    fn test_modify_serialization() {
623        let modify_request = HyperliquidExecModifyOrderRequest {
624            oid: 12345,
625            order: HyperliquidExecPlaceOrderRequest {
626                asset: 0,
627                is_buy: true,
628                price: Decimal::new(51000, 0),
629                size: Decimal::new(2, 0),
630                reduce_only: false,
631                kind: HyperliquidExecOrderKind::Limit {
632                    limit: HyperliquidExecLimitParams {
633                        tif: HyperliquidExecTif::Gtc,
634                    },
635                },
636                cloid: None,
637            },
638        };
639        let action = ExchangeAction::modify(modify_request);
640        let json = serde_json::to_string(&action).unwrap();
641
642        assert!(json.contains(r#""type":"modify""#));
643        assert!(json.contains(r#""oid":12345"#));
644        assert!(json.contains(r#""order""#));
645    }
646}
nautilus_hyperliquid/http/query.rs

nautilus_hyperliquid/http/
query.rs
