generate symbols file

Author: anywhy

pkg/exchange/hyperliquid/Makefile

@@ -0,0 +1,7 @@
+generate: symbols go-generate
+
+symbols:
+	@echo "Generate symbols.go" && go run ./gensymbols.go
+
+go-generate:
+	@echo "Running \`go generate\`" && go generate ./...

pkg/exchange/hyperliquid/convert.go

@@ -17,7 +17,7 @@ func toGlobalSpotMarket(s hyperapi.UniverseMeta, tokens []hyperapi.TokenMeta) ty
 	return types.Market{
 		Exchange:        types.ExchangeHyperliquid,
 		Symbol:          base.Name + quote.Name,
-		LocalSymbol:     strconv.Itoa(s.Index + 1000),
+		LocalSymbol:     "@" + strconv.Itoa(s.Index),
 		BaseCurrency:    base.Name,
 		QuoteCurrency:   quote.Name,
 		TickSize:        tickSize,

pkg/exchange/hyperliquid/exchange_test.go

@@ -42,7 +42,7 @@ func TestQueryMarkets(t *testing.T) {
 		assert.Equal(t, "PURRUSDC", purrUsdcMarket.Symbol)
 		assert.Equal(t, "PURR", purrUsdcMarket.BaseCurrency)
 		assert.Equal(t, "USDC", purrUsdcMarket.QuoteCurrency)
-		assert.Equal(t, "1000", purrUsdcMarket.LocalSymbol)
+		assert.Equal(t, "@0", purrUsdcMarket.LocalSymbol)
 		assert.Equal(t, 8, purrUsdcMarket.PricePrecision)
 		assert.Equal(t, 0, purrUsdcMarket.VolumePrecision)
 	})

pkg/exchange/hyperliquid/futures.go

@@ -24,7 +24,7 @@ func (e *Exchange) queryFuturesMarkets(ctx context.Context) (types.MarketMap, er
 		markets.Add(types.Market{
 			Exchange:        types.ExchangeHyperliquid,
 			Symbol:          u.Name + QuoteCurrency,
-			LocalSymbol:     strconv.Itoa(i),
+			LocalSymbol:     u.Name + "@" + strconv.Itoa(i),
 			BaseCurrency:    u.Name,
 			QuoteCurrency:   QuoteCurrency,
 			PricePrecision:  8,

pkg/exchange/hyperliquid/gensymbols.go

@@ -0,0 +1,71 @@
+//go:build ignore
+// +build ignore
+
+package main
+
+import (
+	"context"
+	"log"
+	"os"
+	"strconv"
+	"text/template"
+
+	"github.com/c9s/bbgo/pkg/exchange/hyperliquid"
+	"github.com/c9s/bbgo/pkg/exchange/hyperliquid/hyperapi"
+)
+
+var packageTemplate = template.Must(template.New("").Parse(`// Code generated by go generate; DO NOT EDIT.
+package hyperliquid
+
+var spotSymbolMap = map[string]string{
+{{- range $k, $v := .spot }}
+	{{ printf "%q" $k }}: {{ printf "%q" $v }},
+{{- end }}
+}
+
+var futuresSymbolMap = map[string]string{
+{{- range $k, $v := .futures }}
+	{{ printf "%q" $k }}: {{ printf "%q" $v }},
+{{- end }}
+}
+
+`))
+
+func main() {
+	ctx := context.Background()
+	client := hyperapi.NewClient()
+
+	spotMeta, err := client.NewSpotGetMetaRequest().Do(ctx)
+	if err != nil {
+		log.Fatal(err)
+	}
+
+	spotSymbolMap := map[string]string{}
+	tokens := spotMeta.Tokens
+	for _, s := range spotMeta.Universe {
+		base, quote := tokens[s.Tokens[0]], tokens[s.Tokens[1]]
+		spotSymbolMap[base.Name+quote.Name] = "@" + strconv.Itoa(s.Index)
+	}
+
+	futuresMeta, err := client.NewFuturesGetMetaRequest().Do(ctx)
+	if err != nil {
+		log.Fatal(err)
+	}
+
+	futuresSymbolMap := map[string]string{}
+	for i, s := range futuresMeta.Universe {
+		futuresSymbolMap[s.Name+hyperliquid.QuoteCurrency] = s.Name + "@" + strconv.Itoa(i)
+	}
+
+	f, err := os.Create("symbols.go")
+	if err != nil {
+		log.Fatal(err)
+	}
+
+	defer f.Close()
+
+	err = packageTemplate.Execute(f, map[string]map[string]string{"spot": spotSymbolMap, "futures": futuresSymbolMap})
+	if err != nil {
+		log.Fatal(err)
+	}
+}

pkg/exchange/hyperliquid/hyperapi/client.go

@@ -75,6 +75,19 @@ func (c *Client) SetVaultAddress(address string) {
 	c.vaultAddress = address
 }
 
+// NewRequest create new API request. Relative url can be provided in refURL.
+func (c *Client) NewRequest(
+	ctx context.Context, method, refPath string, params url.Values, payload interface{},
+) (*http.Request, error) {
+	req, err := c.BaseAPIClient.NewRequest(ctx, method, refPath, params, payload)
+	if req != nil {
+		req.Header.Set("Content-Type", "application/json")
+		req.Header.Add("Accept", "application/json")
+	}
+
+	return req, err
+}
+
 // NewAuthenticatedRequest creates new http request for authenticated routes.
 func (c *Client) NewAuthenticatedRequest(
 	ctx context.Context, method, refURL string, params url.Values, payload interface{},