Files
pulse-trader/src/engine/fetch.rs
T
2026-07-30 04:44:21 +02:00

96 lines
2.8 KiB
Rust

use pulse_sdk::prelude::*;
use rust_decimal::Decimal;
use serde_json::Value;
use std::collections::HashMap;
use crate::engine::WatchList;
fn number(value: &Value, field: &str) -> Result<Decimal, String> {
let raw = value[field]
.as_str()
.ok_or_else(|| format!("asset context field {field} must be a string"))?;
raw.parse::<Decimal>()
.map_err(|error| format!("could not parse asset context field {field} ({raw}): {error}"))
}
pub async fn fetch_watch_list(
client: &hypersdk::hypercore::HttpClient,
symbols: &[String],
) -> Result<WatchList, String> {
let response = client
.meta_and_asset_ctxs(None)
.await
.map_err(|error| format!("Hyperliquid metaAndAssetCtxs request failed: {error}"))?;
let response = response
.as_array()
.ok_or("metaAndAssetCtxs response must be an array")?;
if response.len() != 2 {
return Err(format!(
"metaAndAssetCtxs response must contain meta and contexts, got {} entries",
response.len()
));
}
let universe = response[0]["universe"]
.as_array()
.ok_or("metaAndAssetCtxs response is missing meta.universe")?;
let contexts = response[1]
.as_array()
.ok_or("metaAndAssetCtxs response contexts must be an array")?;
if universe.len() != contexts.len() {
return Err(format!(
"Hyperliquid returned {} instruments but {} contexts",
universe.len(),
contexts.len()
));
}
// Build symbol -> perp asset index
let mut name_to_index = HashMap::with_capacity(universe.len());
for (index, meta) in universe.iter().enumerate() {
let symbol = meta["name"]
.as_str()
.ok_or("instrument metadata is missing a name")?;
name_to_index.insert(symbol.to_owned(), index);
}
// Now only process requested symbols
let mut items = Vec::with_capacity(symbols.len());
for symbol in symbols {
let index = *name_to_index
.get(symbol)
.ok_or_else(|| format!("{symbol} is not in the Hyperliquid perpetual universe"))?;
let context = &contexts[index];
let price = number(context, "markPx")?;
let previous_day_price = number(context, "prevDayPx")?;
let volume_24h = number(context, "dayNtlVlm")?;
if previous_day_price.is_zero() || previous_day_price.is_sign_negative() {
return Err(format!("{symbol} has an invalid previous-day price"));
}
items.push(MarketItem {
symbol: symbol.clone(),
price: price,
volume_24h: volume_24h,
trend: ((price / previous_day_price) - <Decimal as From<i32>>::from(1))
* <Decimal as From<i32>>::from(100),
});
}
Ok(WatchList {
items,
name_to_index,
})
}