72 lines
2.9 KiB
Python
72 lines
2.9 KiB
Python
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import asyncio
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import json
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import websockets
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import requests
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class HyperliquidPerpStream:
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def __init__(self, quote_filters):
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self.url = "wss://api.hyperliquid.xyz/ws"
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self.quote_filters = quote_filters
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self.symbols = self.get_symbols()
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def get_symbols(self):
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try:
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url = "https://api.hyperliquid.xyz/info"
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headers = {"Content-Type": "application/json"}
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payload = {"type": "metaAndAssetCtxs"}
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response = requests.post(url, headers=headers, json=payload)
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data = response.json()
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print("[HYPERLIQUID DEBUG] type:", type(data))
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assets = data[0].get("universe", [])
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print("[HYPERLIQUID DEBUG] universe len:", len(assets))
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symbols = [a["name"] for a in assets]
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print("[HYPERLIQUID SYMBOLS]", symbols[:10])
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return symbols
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except Exception as e:
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print("[HYPERLIQUID REST ERROR]", e)
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return []
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def normalize_symbol(self, symbol):
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return symbol + "/USD"
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async def stream(self):
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symbols = self.symbols
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print(f"[hyperliquid] Starting stream with {len(symbols)} symbols")
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while True:
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try:
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async with websockets.connect(self.url) as ws:
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chunk_size = 1
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for i in range(0, len(symbols), chunk_size):
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chunk = symbols[i:i + chunk_size]
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await ws.send(json.dumps({
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"type": "subscribe",
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"channels": [{"name": "l2Book", "symbols": chunk}]
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}))
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await asyncio.sleep(0.1)
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async for msg in ws:
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try:
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print(msg)
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data = json.loads(msg)
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if data.get("type") == "l2Book" and "impactPxs" in data:
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symbol = data.get("symbol")
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impact = data.get("impactPxs", [])
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if len(impact) < 2:
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continue
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bid = float(impact[0])
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ask = float(impact[1])
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yield {
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"exchange": "hyperliquid",
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"symbol": self.normalize_symbol(symbol),
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"bid": bid,
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"ask": ask,
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"bid_size": 0.0,
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"ask_size": 0.0
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}
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except Exception as e:
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print("[HYPERLIQUID PARSE ERROR]", e)
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except Exception as e:
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print("[HYPERLIQUID WS ERROR]", e)
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await asyncio.sleep(5)
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