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Add WsBbo #142

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Merged
traderben merged 4 commits into from
May 14, 2025
Merged

Add WsBbo #142

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8eadff5
Add WsBbo
BriungRi Apr 19, 2025
ab920d9
Fix bbo
BriungRi May 4, 2025
9527b55
Merge branch 'master' into master
BriungRi May 4, 2025
fca13d2
Address comment
BriungRi May 14, 2025
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3 changes: 3 additions & 0 deletions hyperliquid/utils/types.py
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Original file line number Diff line number Diff line change
Expand Up @@ -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})
Expand All @@ -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,
Expand All @@ -65,6 +67,7 @@
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]]})
L2BookData = TypedDict("L2BookData", {"coin": str, "levels": Tuple[List[L2Level]], "time": int})
L2BookMsg = TypedDict("L2BookMsg", {"channel": Literal["l2Book"], "data": L2BookData})
PongMsg = TypedDict("PongMsg", {"channel": Literal["pong"]})
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