Version 0.10.1

Author: traderben

hyperliquid/exchange.py

@@ -75,13 +75,14 @@ def _slippage_price(
             # Get midprice
             px = float(self.info.all_mids()[coin])
 
+        asset = self.info.coin_to_asset[coin]
         # spot assets start at 10000
-        is_spot = self.info.coin_to_asset[coin] >= 10_000
+        is_spot = asset >= 10_000
 
         # Calculate Slippage
         px *= (1 + slippage) if is_buy else (1 - slippage)
         # We round px to 5 significant figures and 6 decimals for perps, 8 decimals for spot
-        return round(float(f"{px:.5g}"), 6 if not is_spot else 8)
+        return round(float(f"{px:.5g}"), (6 if not is_spot else 8) - self.info.asset_to_sz_decimals[asset])
 
     def order(
         self,

hyperliquid/info.py

@@ -32,15 +32,24 @@ def __init__(
         if spot_meta is None:
             spot_meta = self.spot_meta()
 
-        self.coin_to_asset = {asset_info["name"]: asset for (asset, asset_info) in enumerate(meta["universe"])}
-        self.name_to_coin = {asset_info["name"]: asset_info["name"] for asset_info in meta["universe"]}
+        self.coin_to_asset = {}
+        self.name_to_coin = {}
+        self.asset_to_sz_decimals = {}
+        for asset, asset_info in enumerate(meta["universe"]):
+            self.coin_to_asset[asset_info["name"]] = asset
+            self.name_to_coin[asset_info["name"]] = asset_info["name"]
+            self.asset_to_sz_decimals[asset] = asset_info["szDecimals"]
 
         # spot assets start at 10000
         for spot_info in spot_meta["universe"]:
-            self.coin_to_asset[spot_info["name"]] = spot_info["index"] + 10000
+            asset = spot_info["index"] + 10000
+            self.coin_to_asset[spot_info["name"]] = asset
             self.name_to_coin[spot_info["name"]] = spot_info["name"]
             base, quote = spot_info["tokens"]
-            name = f'{spot_meta["tokens"][base]["name"]}/{spot_meta["tokens"][quote]["name"]}'
+            base_info = spot_meta["tokens"][base]
+            quote_info = spot_meta["tokens"][quote]
+            self.asset_to_sz_decimals[asset] = base_info["szDecimals"]
+            name = f'{base_info["name"]}/{quote_info["name"]}'
             if name not in self.name_to_coin:
                 self.name_to_coin[name] = spot_info["name"]
 

pyproject.toml

@@ -5,7 +5,7 @@ build-backend = "poetry.core.masonry.api"
 
 [tool.poetry]
 name = "hyperliquid-python-sdk"
-version = "0.10.0"
+version = "0.10.1"
 description = "SDK for Hyperliquid API trading with Python."
 readme = "README.md"
 authors = ["Hyperliquid <[email protected]>"]