Order generation & placement

.env.example

@@ -0,0 +1,13 @@
+WALLET_ADDRESS=0000000000000000000000000000000000000000
+PRIVATE_KEY=
+
+USE_MAINNET=false
+ALLOW_ORDER=false
+
+SYMBOLS=ETH,BTC
+QUOTE_ASSET=USDC
+
+MAX_ORDER_USD=25
+MAX_POSITION_USD=100
+
+LOG_LEVEL=info

Cargo.toml

@@ -8,5 +8,8 @@ anyhow = "1.0.102"
 async-trait = "0.1.89"
 ethers = "2.0.14"
 hyperliquid_rust_sdk = "0.6.0"
+rand = "0.8.5"
 serde = "1.0.228"
 tokio = { version = "1.52.1", features = ["full"] }
+tracing = "0.1.41"
+tracing-subscriber = { version = "0.3.20", features = ["env-filter", "fmt", "json"] }

README.md

@@ -1,13 +1,14 @@
 # rust-exec
 
-A proof-of-concept to explore exchange connectivity with [Hyperliquid](hyperliquid.xyz) and trade workflow using the Rust language, [tokio](https://github.com/tokio-rs/tokio) and [hyperliquid_rust_sdk](https://github.com/hyperliquid-dex/hyperliquid-rust-sdk).
+A proof-of-concept trade execution layer in Rust, exploring exchange connectivity and trade workflow with [Hyperliquid](hyperliquid.xyz) using [tokio](https://github.com/tokio-rs/tokio) and [hyperliquid_rust_sdk](https://github.com/hyperliquid-dex/hyperliquid-rust-sdk).
 
 ## Features
 
 - Rust/Tokio async exchange connectivity
 - Hyperliquid L2 market data ingestion
 - exchange abstraction via trait
-- shared state propagation using watch channels
+- shared state propagation using mpsc & watch channels
+- dummy weights collection
 - dry-run execution loop
 - pre-trade risk check framework
 - testnet integration tests

src/config.rs

@@ -2,7 +2,6 @@ use std::clone;
 
 #[derive(clone::Clone)]
 pub struct Config {
-    pub hl_base_url: String,
     pub wallet_address: String,
     pub private_key: Option<String>,
 
@@ -19,7 +18,6 @@ pub struct Config {
 
 impl Config {
     pub fn from_env() -> anyhow::Result<Self> {
-        let hl_base_url = std::env::var("HL_BASE_URL")?;
         let wallet_address = std::env::var("WALLET_ADDRESS")?;
         let private_key = std::env::var("PRIVATE_KEY").ok();
 
@@ -45,7 +43,6 @@ impl Config {
         let log_level = std::env::var("LOG_LEVEL").unwrap_or_else(|_| "info".to_string());
 
         Ok(Self {
-            hl_base_url,
             wallet_address,
             private_key,
             symbols,

src/exchanges/hyperliquid/balances.rs

@@ -0,0 +1,30 @@
+use ethers::types::H160;
+use hyperliquid_rust_sdk::InfoClient;
+
+use crate::wallet::WalletHolding;
+
+pub async fn get_wallet_holdings(
+    info_client: &InfoClient,
+    wallet_address: H160,
+) -> anyhow::Result<Vec<WalletHolding>> {
+    let user_state = info_client.user_state(wallet_address).await?;
+
+    Ok(user_state
+        .asset_positions
+        .into_iter()
+        .map(|asset_position| {
+            let position = asset_position.position;
+
+            WalletHolding {
+                coin: position.coin,
+                total: position.szi,
+                entry_px: position.entry_px,
+                leverage: Some(position.leverage.value.to_string()),
+                unrealized_pnl: Some(position.unrealized_pnl),
+                realised_pnl: None,
+                funding_unlocked: Some(position.cum_funding.since_open),
+                collateral: Some(position.margin_used),
+            }
+        })
+        .collect())
+}

src/exchanges/hyperliquid/client.rs

@@ -12,7 +12,7 @@ use crate::{
     wallet::WalletHolding,
 };
 
-use super::market_data;
+use super::{balances, market_data, orders};
 
 pub struct HyperliquidClient {
     base_url: BaseUrl,
@@ -65,30 +65,10 @@ impl ExchangeClient for HyperliquidClient {
     }
 
     async fn get_wallet_holdings(&self) -> anyhow::Result<Vec<WalletHolding>> {
-        let address = self.wallet_address;
-        let user_state = self.info_client.user_state(address).await?;
-
-        Ok(user_state
-            .asset_positions
-            .into_iter()
-            .map(|asset_position| {
-                let position = asset_position.position;
-
-                WalletHolding {
-                    coin: position.coin,
-                    total: position.szi,
-                    entry_px: position.entry_px,
-                    leverage: Some(position.leverage.value.to_string()),
-                    unrealized_pnl: Some(position.unrealized_pnl),
-                    realised_pnl: None,
-                    funding_unlocked: Some(position.cum_funding.since_open),
-                    collateral: Some(position.margin_used),
-                }
-            })
-            .collect())
+        balances::get_wallet_holdings(&self.info_client, self.wallet_address).await
     }
 
     async fn place_order(&self, order: Order) -> anyhow::Result<Order> {
-        Ok(order)
+        orders::place_order(self.exchange_client.as_ref(), order).await
     }
 }

src/exchanges/hyperliquid/market_data.rs

@@ -5,6 +5,7 @@ use tokio::{
     sync::{mpsc::unbounded_channel, watch::Sender},
     time::Instant,
 };
+use tracing::{debug, info};
 
 use crate::market_data::{MarketSnapshot, MarketState};
 
@@ -43,10 +44,20 @@ pub async fn subscribe(
     symbols: Vec<String>,
     market_tx: Sender<MarketState>,
 ) -> anyhow::Result<()> {
+    info!(
+        symbol_count = symbols.len(),
+        "opening hyperliquid market data stream"
+    );
+
     let mut info_client = InfoClient::new(None, Some(base_url)).await?;
     let (sender, mut receiver) = unbounded_channel();
 
     for symbol in symbols {
+        info!(
+            symbol = %symbol,
+            "subscribing to hyperliquid l2 book"
+        );
+
         info_client
             .subscribe(Subscription::L2Book { coin: symbol }, sender.clone())
             .await?;
@@ -63,11 +74,19 @@ pub async fn subscribe(
 
         market_state.update(snapshot_from_l2_data(&l2_book.data)?);
 
+        debug!(
+            symbol = %l2_book.data.coin,
+            "received hyperliquid l2 book update"
+        );
+
         if market_tx.send(market_state.clone()).is_err() {
+            info!("market data receiver dropped");
             break;
         }
     }
 
+    info!("hyperliquid market data stream closed");
+
     Ok(())
 }
 

src/exchanges/hyperliquid/mod.rs

@@ -1,4 +1,6 @@
+mod balances;
 mod client;
 mod market_data;
+mod orders;
 
 pub use client::HyperliquidClient;