Files
nofx/provider/hyperliquid/kline.go
tinkle-community d008ccc6ab fix(market): route Hyperliquid USDC perps correctly + symbol fuzzy match
A single-symbol QNT-USDC trader produced 0 candidate coins, 500 errors
from Hyperliquid, and "🚫 Dropped AI decision" warnings — the agent had
no market data to reason about, so it sat in `wait` forever. Three
chained bugs:

1. provider/hyperliquid/kline.go (IsXYZAsset / FormatCoinForAPI):
   asset detection required the base symbol to appear in the hardcoded
   StockPerpsSymbols / XYZOtherSymbols / display-alias lists. QNT, ARM,
   and every other newly-listed Hyperliquid USDC perp wasn't in the
   list, so the code routed them to the crypto path (CoinAnk) which
   doesn't have them. Now the `-USDC` suffix and `xyz:` prefix are
   trusted as definitive Hyperliquid signals — these tokens are
   Hyperliquid-specific and new listings don't require a code change.
   The hardcoded lists are kept as fallbacks for bare base symbols.

2. market/data_klines.go (getKlinesFromHyperliquid): the function
   stripped the `xyz:` prefix before calling GetCandles, defeating
   GetCandles's own FormatCoinForAPI logic. With the hardcoded list
   missing the new ticker, FormatCoinForAPI couldn't re-add the prefix
   and the request hit Hyperliquid's crypto perp endpoint — which
   returns 500 for stock-only tickers. Pass the symbol through as-is.

3. trader/auto_trader_loop.go (filterDecisionsToStrategyUniverse): the
   AI sometimes echoes a candidate as "QNTUSDC" / "QNT-USDC" / "QNTUSDT"
   / bare "QNT" instead of the canonical "xyz:QNT" we supplied. Strict
   exact-match was dropping all of them. Added a base-level key
   (strips xyz:, -USDC, -USDT, USDC, USDT, USD; normalizes display
   aliases like ROBINHOOD → HOOD) and rewrites the matched decision's
   symbol to the canonical form so the order pipeline downstream sees
   the format it expects.

After this, a single-symbol stock trader fetches real K-line data from
Hyperliquid, the AI sees real candidates, and decisions get executed
on-chain instead of silently filtered.
2026-05-29 22:14:41 +08:00

544 lines
15 KiB
Go

package hyperliquid
import (
"bytes"
"context"
"encoding/json"
"fmt"
"io"
"net/http"
"strings"
"time"
)
const (
MainnetAPIURL = "https://api.hyperliquid.xyz/info"
TestnetAPIURL = "https://api.hyperliquid-testnet.xyz/info"
)
// Candle represents a single OHLCV candle from Hyperliquid
type Candle struct {
OpenTime int64 `json:"t"` // Open time in milliseconds
CloseTime int64 `json:"T"` // Close time in milliseconds
Symbol string `json:"s"` // Coin symbol
Interval string `json:"i"` // Interval
Open string `json:"o"` // Open price
High string `json:"h"` // High price
Low string `json:"l"` // Low price
Close string `json:"c"` // Close price
Volume string `json:"v"` // Volume in base unit
TradeCount int `json:"n"` // Number of trades
}
// CandleRequest represents the request for candleSnapshot
type CandleRequest struct {
Type string `json:"type"`
Req CandleRequestBody `json:"req"`
}
// CandleRequestBody represents the body of candleSnapshot request
type CandleRequestBody struct {
Coin string `json:"coin"`
Interval string `json:"interval"`
StartTime int64 `json:"startTime"`
EndTime int64 `json:"endTime"`
}
// Client is the Hyperliquid API client
type Client struct {
apiURL string
client *http.Client
}
// NewClient creates a new Hyperliquid client for mainnet
func NewClient() *Client {
return &Client{
apiURL: MainnetAPIURL,
client: &http.Client{
Timeout: 30 * time.Second,
},
}
}
// NewTestnetClient creates a new Hyperliquid client for testnet
func NewTestnetClient() *Client {
return &Client{
apiURL: TestnetAPIURL,
client: &http.Client{
Timeout: 30 * time.Second,
},
}
}
// GetCandles fetches historical candlestick data for a symbol
// coin: symbol name (e.g., "BTC", "TSLA", "AAPL", "xyz:TSLA")
// interval: "1m", "5m", "15m", "1h", "4h", "1d"
// limit: number of candles to fetch (max 5000)
func (c *Client) GetCandles(ctx context.Context, coin string, interval string, limit int) ([]Candle, error) {
// Format coin name for API (stock perps need xyz: prefix)
coin = FormatCoinForAPI(coin)
// Calculate time range based on interval and limit
now := time.Now()
endTime := now.UnixMilli()
// Calculate start time based on interval
intervalDuration := getIntervalDuration(interval)
startTime := now.Add(-intervalDuration * time.Duration(limit)).UnixMilli()
// Build request
reqBody := CandleRequest{
Type: "candleSnapshot",
Req: CandleRequestBody{
Coin: coin,
Interval: interval,
StartTime: startTime,
EndTime: endTime,
},
}
jsonBody, err := json.Marshal(reqBody)
if err != nil {
return nil, fmt.Errorf("failed to marshal request: %w", err)
}
// Create request
req, err := http.NewRequestWithContext(ctx, "POST", c.apiURL, bytes.NewBuffer(jsonBody))
if err != nil {
return nil, fmt.Errorf("failed to create request: %w", err)
}
req.Header.Set("Content-Type", "application/json")
// Execute request
resp, err := c.client.Do(req)
if err != nil {
return nil, fmt.Errorf("failed to execute request: %w", err)
}
defer resp.Body.Close()
// Read response
body, err := io.ReadAll(resp.Body)
if err != nil {
return nil, fmt.Errorf("failed to read response: %w", err)
}
// Check status code
if resp.StatusCode != http.StatusOK {
return nil, fmt.Errorf("hyperliquid API error (status %d): %s", resp.StatusCode, string(body))
}
// Parse response
var candles []Candle
if err := json.Unmarshal(body, &candles); err != nil {
return nil, fmt.Errorf("failed to parse response: %w (body: %s)", err, string(body))
}
return candles, nil
}
// GetAllMids fetches current mid prices for all assets (default perp dex)
func (c *Client) GetAllMids(ctx context.Context) (map[string]string, error) {
return c.GetAllMidsWithDex(ctx, "")
}
// GetAllMidsXYZ fetches current mid prices for xyz dex (stocks, forex, commodities)
func (c *Client) GetAllMidsXYZ(ctx context.Context) (map[string]string, error) {
return c.GetAllMidsWithDex(ctx, XYZDex)
}
// GetAllMidsWithDex fetches current mid prices for a specific dex
func (c *Client) GetAllMidsWithDex(ctx context.Context, dex string) (map[string]string, error) {
reqBody := map[string]string{"type": "allMids"}
if dex != "" {
reqBody["dex"] = dex
}
jsonBody, err := json.Marshal(reqBody)
if err != nil {
return nil, fmt.Errorf("failed to marshal request: %w", err)
}
req, err := http.NewRequestWithContext(ctx, "POST", c.apiURL, bytes.NewBuffer(jsonBody))
if err != nil {
return nil, fmt.Errorf("failed to create request: %w", err)
}
req.Header.Set("Content-Type", "application/json")
resp, err := c.client.Do(req)
if err != nil {
return nil, fmt.Errorf("failed to execute request: %w", err)
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
return nil, fmt.Errorf("failed to read response: %w", err)
}
if resp.StatusCode != http.StatusOK {
return nil, fmt.Errorf("hyperliquid API error (status %d): %s", resp.StatusCode, string(body))
}
var mids map[string]string
if err := json.Unmarshal(body, &mids); err != nil {
return nil, fmt.Errorf("failed to parse response: %w", err)
}
return mids, nil
}
// GetMeta fetches metadata for all perpetual assets
func (c *Client) GetMeta(ctx context.Context) (*Meta, error) {
reqBody := map[string]string{"type": "meta"}
jsonBody, err := json.Marshal(reqBody)
if err != nil {
return nil, fmt.Errorf("failed to marshal request: %w", err)
}
req, err := http.NewRequestWithContext(ctx, "POST", c.apiURL, bytes.NewBuffer(jsonBody))
if err != nil {
return nil, fmt.Errorf("failed to create request: %w", err)
}
req.Header.Set("Content-Type", "application/json")
resp, err := c.client.Do(req)
if err != nil {
return nil, fmt.Errorf("failed to execute request: %w", err)
}
defer resp.Body.Close()
body, err := io.ReadAll(resp.Body)
if err != nil {
return nil, fmt.Errorf("failed to read response: %w", err)
}
if resp.StatusCode != http.StatusOK {
return nil, fmt.Errorf("hyperliquid API error (status %d): %s", resp.StatusCode, string(body))
}
var meta Meta
if err := json.Unmarshal(body, &meta); err != nil {
return nil, fmt.Errorf("failed to parse response: %w", err)
}
return &meta, nil
}
// Meta represents the metadata response
type Meta struct {
Universe []AssetInfo `json:"universe"`
}
// AssetInfo represents information about a single asset
type AssetInfo struct {
Name string `json:"name"`
SzDecimals int `json:"szDecimals"`
MaxLeverage int `json:"maxLeverage"`
}
// NormalizeCoin normalizes coin name for Hyperliquid API
// Examples:
// - "BTCUSDT" -> "BTC"
// - "TSLA-USDC" -> "TSLA"
// - "TESLA-USDC" -> "TSLA"
// - "SAMSUNG-USDC" -> "SMSN"
// - "xyz:TSLA" -> "TSLA"
// - "BTC" -> "BTC"
func NormalizeCoin(symbol string) string {
return NormalizeCoinBase(symbol)
}
// XYZDisplayNameToCoin maps user-facing product labels back to Hyperliquid xyz coin names.
// Hyperliquid routes candles/orders by short names (for example xyz:SMSN), while NOFX
// shows full names (for example SAMSUNG-USDC) in the UI.
var XYZDisplayNameToCoin = map[string]string{
"TESLA": "TSLA",
"NVIDIA": "NVDA",
"ROBINHOOD": "HOOD",
"INTEL": "INTC",
"PALANTIR": "PLTR",
"COINBASE": "COIN",
"APPLE": "AAPL",
"MICROSOFT": "MSFT",
"ORACLE": "ORCL",
"GOOGLE": "GOOGL",
"ALPHABET": "GOOGL",
"AMAZON": "AMZN",
"MICRON": "MU",
"SANDISK": "SNDK",
"MICROSTRATEGY": "MSTR",
"CIRCLE": "CRCL",
"NETFLIX": "NFLX",
"COSTCO": "COST",
"ELI-LILLY": "LLY",
"SK-HYNIX": "SKHX",
"SKHYNIX": "SKHX",
"TSMC": "TSM",
"RIVIAN": "RIVN",
"ALIBABA": "BABA",
"CRUDE-OIL": "CL",
"CRUDEOIL": "CL",
"NATURAL-GAS": "NATGAS",
"NATURALGAS": "NATGAS",
"SAMSUNG": "SMSN",
"USA-RARE-EARTH": "USAR",
"USARAREEARTH": "USAR",
"COREWEAVE": "CRWV",
"DOLLAR-INDEX": "DXY",
"DOLLARINDEX": "DXY",
"GAMESTOP": "GME",
"KOREA-200": "KR200",
"KOREA200": "KR200",
"JAPAN-225": "JP225",
"JAPAN225": "JP225",
"SOUTH-KOREA-ETF": "EWY",
"SOUTHKOREAETF": "EWY",
"JAPAN-ETF": "EWJ",
"JAPANETF": "EWJ",
"BRENT-OIL": "BRENTOIL",
"BRENTOIL": "BRENTOIL",
"HIMS-HERS": "HIMS",
"HIMSHERS": "HIMS",
"S&P-500": "SP500",
"SP-500": "SP500",
"SP500": "SP500",
"DRAFTKINGS": "DKNG",
"LITECOIN": "LITE",
"ENERGY-SECTOR-ETF": "XLE",
"ENERGYSECTORETF": "XLE",
"TTF-GAS": "TTF",
"TTFGAS": "TTF",
"BLACKSTONE": "BX",
"MARVELL": "MRVL",
"ROCKET-LAB": "RKLB",
"ROCKETLAB": "RKLB",
"VOLATILITY": "VOL",
"COINBASE-PRE-IPO": "CBRS",
"COINBASEPREIPO": "CBRS",
"BRAZIL-ETF": "EWZ",
"BRAZILETF": "EWZ",
"ZOOM": "ZM",
"NIFTY-50": "NIFTY",
"NIFTY50": "NIFTY",
"TAIWAN-ETF": "EWT",
"TAIWANETF": "EWT",
"SPACEX-PRE-IPO": "SPCX",
"SPACEXPREIPO": "SPCX",
"IBOVESPA": "IBOV",
}
func NormalizeXYZAlias(base string) string {
base = strings.ToUpper(strings.TrimSpace(base))
base = strings.TrimPrefix(base, "XYZ:")
base = strings.TrimSuffix(base, "-USDC")
base = strings.TrimSuffix(base, "-USD")
if mapped, ok := XYZDisplayNameToCoin[base]; ok {
return mapped
}
compact := strings.NewReplacer(" ", "", "_", "", ".", "", "/", "", "&", "AND").Replace(base)
if mapped, ok := XYZDisplayNameToCoin[compact]; ok {
return mapped
}
return base
}
// MapTimeframe maps common timeframe strings to Hyperliquid format
func MapTimeframe(interval string) string {
switch interval {
case "1m":
return "1m"
case "3m":
return "5m" // Hyperliquid doesn't have 3m, use 5m
case "5m":
return "5m"
case "15m":
return "15m"
case "30m":
return "30m"
case "1h":
return "1h"
case "2h":
return "1h" // Hyperliquid doesn't have 2h, use 1h
case "4h":
return "4h"
case "6h":
return "4h" // Hyperliquid doesn't have 6h, use 4h
case "8h":
return "8h"
case "12h":
return "12h"
case "1d":
return "1d"
case "3d":
return "1d" // Hyperliquid doesn't have 3d, use 1d
case "1w":
return "1w"
case "1M":
return "1M"
default:
return "5m" // Default to 5 minutes
}
}
// getIntervalDuration returns the duration for a given interval
func getIntervalDuration(interval string) time.Duration {
switch interval {
case "1m":
return time.Minute
case "5m":
return 5 * time.Minute
case "15m":
return 15 * time.Minute
case "30m":
return 30 * time.Minute
case "1h":
return time.Hour
case "4h":
return 4 * time.Hour
case "8h":
return 8 * time.Hour
case "12h":
return 12 * time.Hour
case "1d":
return 24 * time.Hour
case "1w":
return 7 * 24 * time.Hour
case "1M":
return 30 * 24 * time.Hour
default:
return 5 * time.Minute
}
}
// XYZ Dex name for stock perps, forex, and commodities
const XYZDex = "xyz"
// Stock perps symbols available on Hyperliquid xyz dex
// Use xyz:SYMBOL format when calling the API
var StockPerpsSymbols = []string{
"TSLA", // Tesla
"AAPL", // Apple
"NVDA", // Nvidia
"MSFT", // Microsoft
"META", // Meta
"AMZN", // Amazon
"GOOGL", // Alphabet
"AMD", // AMD
"COIN", // Coinbase
"NFLX", // Netflix
"PLTR", // Palantir
"HOOD", // Robinhood
"INTC", // Intel
"MSTR", // MicroStrategy
"TSM", // TSMC
"ORCL", // Oracle
"MU", // Micron
"RIVN", // Rivian
"COST", // Costco
"LLY", // Eli Lilly
"CRCL", // Circle (new)
"SKHX", // Skyward (new)
"SNDK", // Sandisk (new)
}
// Forex and commodities on xyz dex
var XYZOtherSymbols = []string{
"GOLD", // Gold
"SILVER", // Silver
"EUR", // EUR/USD
"JPY", // USD/JPY
"XYZ100", // Index
}
// IsStockPerp checks if a symbol is a stock perpetual
func IsStockPerp(symbol string) bool {
coin := NormalizeCoinBase(symbol)
for _, s := range StockPerpsSymbols {
if s == coin {
return true
}
}
return false
}
// IsXYZAsset checks if a symbol is on the xyz dex (stocks, forex, commodities).
//
// Detection is suffix-driven first, hardcoded-list second:
// 1. `xyz:` prefix or `-USDC` suffix are unambiguous Hyperliquid signals —
// the only place those tokens originate is the Hyperliquid USDC board.
// This unblocks newly-listed stock perpetuals (QNT, ARM, ...) without
// requiring a code change every time Hyperliquid adds a ticker.
// 2. Bare bases (e.g. "QNT" with no qualifying suffix) still fall back to
// the hardcoded StockPerpsSymbols / XYZOtherSymbols / display alias lists
// so callers passing pre-normalized base symbols continue to work.
func IsXYZAsset(symbol string) bool {
trimmed := strings.ToUpper(strings.TrimSpace(symbol))
if strings.HasPrefix(strings.ToLower(trimmed), "xyz:") || strings.HasSuffix(trimmed, "-USDC") {
return true
}
coin := NormalizeCoinBase(symbol)
// Check stock perps
for _, s := range StockPerpsSymbols {
if s == coin {
return true
}
}
// Check other xyz assets
for _, s := range XYZOtherSymbols {
if s == coin {
return true
}
}
// Check newer xyz assets that are represented by full display-name aliases in NOFX.
for _, s := range XYZDisplayNameToCoin {
if s == coin {
return true
}
}
return false
}
// NormalizeCoinBase removes common suffixes to get base symbol
func NormalizeCoinBase(symbol string) string {
symbol = strings.ToUpper(strings.TrimSpace(symbol))
hasXYZPrefix := strings.HasPrefix(symbol, "XYZ:")
// Remove xyz: prefix if present
if hasXYZPrefix {
return NormalizeXYZAlias(strings.TrimPrefix(symbol, "XYZ:"))
}
// Remove -USDC suffix
if strings.HasSuffix(symbol, "-USDC") {
return NormalizeXYZAlias(strings.TrimSuffix(symbol, "-USDC"))
}
// Remove USDT suffix
if strings.HasSuffix(symbol, "USDT") {
return strings.TrimSuffix(symbol, "USDT")
}
// Remove USD suffix
if strings.HasSuffix(symbol, "USD") {
return strings.TrimSuffix(symbol, "USD")
}
return NormalizeXYZAlias(symbol)
}
// FormatCoinForAPI formats the coin name for Hyperliquid API.
// Stock perps need xyz:SYMBOL format, crypto uses plain symbol.
//
// Decision order:
// 1. `xyz:` prefix OR `-USDC` suffix on the original input ⇒ xyz asset
// (these tokens are Hyperliquid-specific, so the answer is unambiguous
// regardless of whether the base symbol appears in our hardcoded lists).
// 2. After stripping suffixes, if the bare base matches a known xyz asset
// (stock perps, forex, commodities, display aliases) ⇒ also xyz.
// 3. Otherwise crypto.
func FormatCoinForAPI(symbol string) string {
trimmed := strings.TrimSpace(symbol)
upper := strings.ToUpper(trimmed)
hasExplicitXYZ := strings.HasPrefix(strings.ToLower(trimmed), "xyz:")
hasUSDCSuffix := strings.HasSuffix(upper, "-USDC")
base := NormalizeCoinBase(symbol)
if hasExplicitXYZ || hasUSDCSuffix || IsXYZAsset(base) {
return "xyz:" + base
}
return base
}