Add WsBbo (#142)

Author: BriungRi

examples/basic_ws.py

@@ -17,6 +17,7 @@ def main():
     info.subscribe({"type": "userFundings", "user": address}, print)
     info.subscribe({"type": "userNonFundingLedgerUpdates", "user": address}, print)
     info.subscribe({"type": "webData2", "user": address}, print)
+    info.subscribe({"type": "bbo", "coin": "ETH"}, print)
 
 
 if __name__ == "__main__":

hyperliquid/info.py

@@ -598,17 +598,24 @@ def query_sub_accounts(self, user: str) -> Any:
     def query_user_to_multi_sig_signers(self, multi_sig_user: str) -> Any:
         return self.post("/info", {"type": "userToMultiSigSigners", "user": multi_sig_user})
 
-    def subscribe(self, subscription: Subscription, callback: Callable[[Any], None]) -> int:
-        if subscription["type"] == "l2Book" or subscription["type"] == "trades" or subscription["type"] == "candle":
+    def _validate_subscription(self, subscription: Subscription) -> None:
+        if (
+            subscription["type"] == "l2Book"
+            or subscription["type"] == "trades"
+            or subscription["type"] == "candle"
+            or subscription["type"] == "bbo"
+        ):
             subscription["coin"] = self.name_to_coin[subscription["coin"]]
+
+    def subscribe(self, subscription: Subscription, callback: Callable[[Any], None]) -> int:
+        self._validate_subscription(subscription)
         if self.ws_manager is None:
             raise RuntimeError("Cannot call subscribe since skip_ws was used")
         else:
             return self.ws_manager.subscribe(subscription, callback)
 
     def unsubscribe(self, subscription: Subscription, subscription_id: int) -> bool:
-        if subscription["type"] == "l2Book" or subscription["type"] == "trades" or subscription["type"] == "candle":
-            subscription["coin"] = self.name_to_coin[subscription["coin"]]
+        self._validate_subscription(subscription)
         if self.ws_manager is None:
             raise RuntimeError("Cannot call unsubscribe since skip_ws was used")
         else:

hyperliquid/utils/types.py

@@ -37,6 +37,7 @@
 SpotMetaAndAssetCtxs = Tuple[SpotMeta, List[SpotAssetCtx]]
 
 AllMidsSubscription = TypedDict("AllMidsSubscription", {"type": Literal["allMids"]})
+BboSubscription = TypedDict("BboSubscription", {"type": Literal["bbo"], "coin": str})
 L2BookSubscription = TypedDict("L2BookSubscription", {"type": Literal["l2Book"], "coin": str})
 TradesSubscription = TypedDict("TradesSubscription", {"type": Literal["trades"], "coin": str})
 UserEventsSubscription = TypedDict("UserEventsSubscription", {"type": Literal["userEvents"], "user": str})
@@ -51,6 +52,7 @@
 # If adding new subscription types that contain coin's don't forget to handle automatically rewrite name to coin in info.subscribe
 Subscription = Union[
     AllMidsSubscription,
+    BboSubscription,
     L2BookSubscription,
     TradesSubscription,
     UserEventsSubscription,
@@ -65,6 +67,8 @@
 AllMidsData = TypedDict("AllMidsData", {"mids": Dict[str, str]})
 AllMidsMsg = TypedDict("AllMidsMsg", {"channel": Literal["allMids"], "data": AllMidsData})
 L2Level = TypedDict("L2Level", {"px": str, "sz": str, "n": int})
+BboData = TypedDict("BboData", {"coin": str, "time": int, "bbo": Tuple[Optional[L2Level], Optional[L2Level]]})
+BboMsg = TypedDict("BboMsg", {"channel": Literal["bbo"], "data": BboData})
 L2BookData = TypedDict("L2BookData", {"coin": str, "levels": Tuple[List[L2Level], List[L2Level]], "time": int})
 L2BookMsg = TypedDict("L2BookMsg", {"channel": Literal["l2Book"], "data": L2BookData})
 PongMsg = TypedDict("PongMsg", {"channel": Literal["pong"]})
@@ -108,7 +112,7 @@
     },
     total=False,
 )
-WsMsg = Union[AllMidsMsg, L2BookMsg, TradesMsg, UserEventsMsg, PongMsg, UserFillsMsg, OtherWsMsg]
+WsMsg = Union[AllMidsMsg, BboMsg, L2BookMsg, TradesMsg, UserEventsMsg, PongMsg, UserFillsMsg, OtherWsMsg]
 
 # b is the public address of the builder, f is the amount of the fee in tenths of basis points. e.g. 10 means 1 basis point
 BuilderInfo = TypedDict("BuilderInfo", {"b": str, "f": int})

hyperliquid/websocket_manager.py

@@ -31,6 +31,8 @@ def subscription_to_identifier(subscription: Subscription) -> str:
         return f'userNonFundingLedgerUpdates:{subscription["user"].lower()}'
     elif subscription["type"] == "webData2":
         return f'webData2:{subscription["user"].lower()}'
+    elif subscription["type"] == "bbo":
+        return f'bbo:{subscription["coin"].lower()}'
 
 
 def ws_msg_to_identifier(ws_msg: WsMsg) -> Optional[str]:
@@ -60,6 +62,8 @@ def ws_msg_to_identifier(ws_msg: WsMsg) -> Optional[str]:
         return f'userNonFundingLedgerUpdates:{ws_msg["data"]["user"].lower()}'
     elif ws_msg["channel"] == "webData2":
         return f'webData2:{ws_msg["data"]["user"].lower()}'
+    elif ws_msg["channel"] == "bbo":
+        return f'bbo:{ws_msg["data"]["coin"].lower()}'
 
 
 class WebsocketManager(threading.Thread):