add hl spot orderbook

Author: 0xngmi

projects/hyperliquid-spot-orderbook/index.js

@@ -0,0 +1,99 @@
+const ADDRESSES = require('../helper/coreAssets.json')
+const axios = require('axios')
+const WebSocket = require('ws')
+
+const USDC = ADDRESSES.ethereum.USDC
+const API_URL = 'https://api.hyperliquid.xyz/info'
+
+const assetsInfos = async () => {
+  const payload = { "type": "spotMetaAndAssetCtxs" }
+  const { data } = await axios.post(API_URL, payload)
+
+  return data[0].tokens.map((token) => {
+    const ctxToken = data[1].find((item) => item.coin.replace("@", "") == token.index);
+    return { ...token, ...ctxToken };
+  });
+}
+
+const nSigFigs = 2
+const getOrderbooks = async () => {
+  const assets = await assetsInfos()
+  return new Promise((resolve, reject) => {
+    const ws = new WebSocket('wss://api-ui.hyperliquid.xyz/ws');
+    let coins = []
+    let spotCoins = assets.map(asset => asset.coin).filter(Boolean)
+    const receivedMessages = new Map(); // Track messages received per coin
+    let allMids = null
+    
+    ws.on('open', () => {
+      ws.send(JSON.stringify({"method":"subscribe","subscription":{"type":"allMids"}}));
+    });
+
+    ws.on('message', (data) => {
+      const response = JSON.parse(data);
+      // Check if message is for a specific coin
+      if (response.channel === "l2Book" && response.data.coin) {
+        if(!receivedMessages.has(response.data.coin)){
+          receivedMessages.set(response.data.coin, response.data);
+          ws.send(JSON.stringify({"method":"unsubscribe","subscription":{"type":"l2Book","coin":response.data.coin, nSigFigs}}));
+
+          if (coins.every(coin => receivedMessages.has(coin))) {
+            ws.close();
+            resolve({
+              books: Array.from(receivedMessages.values()),
+              allMids: allMids
+            });
+          }
+        }
+      } else if (response.channel === "allMids" && allMids === null) {
+        allMids = response.data.mids
+        ws.send(JSON.stringify({"method":"unsubscribe","subscription":{"type":"allMids"}}));
+        coins = Object.keys(allMids).filter(coin => spotCoins.includes(coin))
+        coins.forEach(coin => {
+          const subscriptionMsg = {
+            method: "subscribe",
+            subscription: {
+              type: "l2Book", 
+              coin: coin,
+              nSigFigs
+            }
+          };
+          ws.send(JSON.stringify(subscriptionMsg));
+        });
+      } else if(response.channel !== "subscriptionResponse"){
+        console.log(response)
+      }
+    });
+
+    ws.on('error', (error) => {
+      reject(error);
+    });
+
+    // Add timeout to prevent hanging
+    setTimeout(() => {
+      ws.close();
+      reject(new Error('WebSocket subscription timed out'));
+    }, 10000);
+  });
+}
+
+
+const tvl = async (api) => {
+  const orderbooks = await getOrderbooks()
+  let totalBalance = 0
+  orderbooks.books.forEach(book => {
+    const price = orderbooks.allMids[book.coin]
+    const buySide = book.levels[0].reduce((sum, ask) => sum + Number(ask.sz)*Number(ask.px), 0)
+    const sellSide = price * book.levels[1].reduce((sum, ask) => sum + Number(ask.sz), 0)
+    const totalFromCoin =  buySide + sellSide
+    totalBalance += totalFromCoin
+  })
+
+  return api.add(USDC, totalBalance * 1e6, { skipChain: true })
+}
+
+module.exports = {
+  methodology: 'TVL represents assets locked in limit order on the spot order book',
+  misrepresentedTokens: true,
+  hyperliquid: { tvl }
+}