StreamTpslUpdates gRPC Method

Please note that this method is metered based on data consumption at 0.0165 MB = 10 API credits.

Parameters

coins

repeated string

Bezig met laden...

Retourzendingen

stream

stream<TpslUpdatesUpdate>

Bezig met laden...

tijd

uint64

Bezig met laden...

hoogte

uint64

Bezig met laden...

momentopname

bool

Bezig met laden...

diffs

array<TpslOrderDiff>

Bezig met laden...

Verzoek

1
// StreamTpslUpdates Example - Stream TP/SL trigger-order updates via gRPC
2
package main
3

4
import (
5
	"context"
6
	"flag"
7
	"fmt"
8
	"io"
9
	"log"
10
	"math"
11
	"strings"
12
	"tijd"
13

14
	"google.golang.grpc"
15
	"google.golang.org/grpc/codes"
16
	"google.golang.grpc"
17
	"google.golang.org/grpc/metadata"
18
	"google.golang.org/grpc/status"
19

20
	pb "hyperliquid-orderbook-example/proto"
21
)
22

23
const (
24
	grpcEndpoint = "your-endpoint.hype-mainnet.quiknode.pro:10000"
25
	authToken    = "your-auth-token"
26
	maxRetries   = 10
27
	baseDelay    = 2 * time.Second
28
)
29

30
func streamTpslUpdates(coins []string) error {
31
	fmt.Println(strings.Repeat("=", 60))
32
	fmt.Printf("Streaming TP/SL Updates for %s\n", strings.Join(coins, ", "))
33
	fmt.Println("Auto-reconnect: true")
34
	fmt.Println(strings.Repeat("=", 60) + "\n")
35

36
	retryCount := 0
37

38
	for retryCount < maxRetries {
39
		creds := credentials.NewClientTLSFromCert(nil, "")
40
		conn, err := grpc.Dial(grpcEndpoint,
41
			grpc.WithTransportCredentials(creds),
42
			grpc.WithDefaultCallOptions(grpc.MaxCallRecvMsgSize(100*1024*1024)))
43
		if err != nil {
44
			return fmt.Errorf("failed to connect: %w", err)
45
		}
46

47
		client := pb.NewOrderBookStreamingClient(conn)
48
		ctx := metadata.AppendToOutgoingContext(context.Background(), "x-token", authToken)
49

50
		request := &pb.TpslUpdatesRequest{
51
			Coins: coins,
52
		}
53

54
		if retryCount > 0 {
55
			fmt.Printf("\n🔄 Reconnecting (attempt %d/%d)...\n", retryCount+1, maxRetries)
56
		} else {
57
			fmt.Printf("Connecting to %s...\n", grpcEndpoint)
58
		}
59

60
		stream, err := client.StreamTpslUpdates(ctx, request)
61
		if err != nil {
62
			conn.Close()
63
			return fmt.Errorf("failed to start stream: %w", err)
64
		}
65

66
		msgCount := 0
67
		shouldRetry := false
68

69
		for {
70
			update, err := stream.Recv()
71
			if err == io.EOF {
72
				break
73
			}
74
			if err != nil {
75
				st, ok := status.FromError(err)
76
				if ok && st.Code() == codes.DataLoss {
77
					fmt.Printf("\n⚠️  Server reinitialized: %s\n", st.Message())
78
					retryCount++
79
					if retryCount < maxRetries {
80
						delay := baseDelay * time.Duration(math.Pow(2, float64(retryCount-1)))
81
						fmt.Printf("⏳ Waiting %v before reconnecting...\n", delay)
82
						time.Sleep(delay)
83
						shouldRetry = true
84
						break
85
					} else {
86
						fmt.Printf("\n❌ Max retries (%d) reached. Giving up.\n", maxRetries)
87
						conn.Close()
88
						return nil
89
					}
90
				}
91
				conn.Close()
92
				return fmt.Errorf("stream error: %w", err)
93
			}
94

95
			msgCount++
96
			if msgCount == 1 {
97
				fmt.Println("✓ First TP/SL update received!\n")
98
				retryCount = 0 // Reset on success
99
			}
100

101
			// Display update
102
			fmt.Println("\n" + strings.Repeat("─", 60))
103
			snapshotLabel := ""
104
			if update.Snapshot {
105
				snapshotLabel = " | SNAPSHOT"
106
			}
107
			fmt.Printf("Block: %d | Time: %d%s | Diffs: %d\n", update.Height, update.Time, snapshotLabel, len(update.Diffs))
108
			fmt.Println(strings.Repeat("─", 60))
109

110
			for _, diff := range update.Diffs {
111
				side := "ASK"
112
				if diff.Side == "B" {
113
					side = "BID"
114
				}
115
				sz := diff.Sz
116
				if diff.IsPositionTpsl {
117
					sz = "position-sized"
118
				}
119

120
				switch diff.DiffType {
121
				case pb.TpslDiffType_TPSL_DIFF_TYPE_ADD:
122
					fmt.Printf("  ADD    %s oid: %d | %s | %s sz: %s\n", diff.Coin, diff.Oid, diff.OrderType, side, sz)
123
					fmt.Printf("         trigger: %s | limit px: %s | reduce-only: %t\n", diff.TriggerCondition, diff.LimitPx, diff.ReduceOnly)
124
				case pb.TpslDiffType_TPSL_DIFF_TYPE_REMOVE:
125
					fmt.Printf("  REMOVE %s oid: %d | %s | reason: %s\n", diff.Coin, diff.Oid, diff.OrderType, diff.Reason)
126
				}
127
			}
128

129
			fmt.Printf("\n  Messages received: %d\n", msgCount)
130
		}
131

132
		conn.Close()
133

134
		if !shouldRetry {
135
			break
136
		}
137
	}
138

139
	return nil
140
}
141

142
func main() {
143
	coinsFlag := flag.String("coins", "ETH", "Comma-separated coin symbols to stream (e.g., ETH,BTC)")
144

145
	flag.Parse()
146

147
	coins := strings.Split(*coinsFlag, ",")
148

149
	fmt.Println("\n" + strings.Repeat("=", 60))
150
	fmt.Println("Hyperliquid StreamTpslUpdates Example")
151
	fmt.Printf("Endpoint: %s\n", grpcEndpoint)
152
	fmt.Println(strings.Repeat("=", 60))
153

154
	if err := streamTpslUpdates(coins); err != nil {
155
		logboek.Fataal(err)
156
	}
157
}
158

1
// StreamTpslUpdates Example - Stream TP/SL trigger-order updates via gRPC
2
package main
3

4
import (
5
	"context"
6
	"flag"
7
	"fmt"
8
	"io"
9
	"log"
10
	"math"
11
	"strings"
12
	"tijd"
13

14
	"google.golang.grpc"
15
	"google.golang.org/grpc/codes"
16
	"google.golang.grpc"
17
	"google.golang.org/grpc/metadata"
18
	"google.golang.org/grpc/status"
19

20
	pb "hyperliquid-orderbook-example/proto"
21
)
22

23
const (
24
	grpcEndpoint = "your-endpoint.hype-mainnet.quiknode.pro:10000"
25
	authToken    = "your-auth-token"
26
	maxRetries   = 10
27
	baseDelay    = 2 * time.Second
28
)
29

30
func streamTpslUpdates(coins []string) error {
31
	fmt.Println(strings.Repeat("=", 60))
32
	fmt.Printf("Streaming TP/SL Updates for %s\n", strings.Join(coins, ", "))
33
	fmt.Println("Auto-reconnect: true")
34
	fmt.Println(strings.Repeat("=", 60) + "\n")
35

36
	retryCount := 0
37

38
	for retryCount < maxRetries {
39
		creds := credentials.NewClientTLSFromCert(nil, "")
40
		conn, err := grpc.Dial(grpcEndpoint,
41
			grpc.WithTransportCredentials(creds),
42
			grpc.WithDefaultCallOptions(grpc.MaxCallRecvMsgSize(100*1024*1024)))
43
		if err != nil {
44
			return fmt.Errorf("failed to connect: %w", err)
45
		}
46

47
		client := pb.NewOrderBookStreamingClient(conn)
48
		ctx := metadata.AppendToOutgoingContext(context.Background(), "x-token", authToken)
49

50
		request := &pb.TpslUpdatesRequest{
51
			Coins: coins,
52
		}
53

54
		if retryCount > 0 {
55
			fmt.Printf("\n🔄 Reconnecting (attempt %d/%d)...\n", retryCount+1, maxRetries)
56
		} else {
57
			fmt.Printf("Connecting to %s...\n", grpcEndpoint)
58
		}
59

60
		stream, err := client.StreamTpslUpdates(ctx, request)
61
		if err != nil {
62
			conn.Close()
63
			return fmt.Errorf("failed to start stream: %w", err)
64
		}
65

66
		msgCount := 0
67
		shouldRetry := false
68

69
		for {
70
			update, err := stream.Recv()
71
			if err == io.EOF {
72
				break
73
			}
74
			if err != nil {
75
				st, ok := status.FromError(err)
76
				if ok && st.Code() == codes.DataLoss {
77
					fmt.Printf("\n⚠️  Server reinitialized: %s\n", st.Message())
78
					retryCount++
79
					if retryCount < maxRetries {
80
						delay := baseDelay * time.Duration(math.Pow(2, float64(retryCount-1)))
81
						fmt.Printf("⏳ Waiting %v before reconnecting...\n", delay)
82
						time.Sleep(delay)
83
						shouldRetry = true
84
						break
85
					} else {
86
						fmt.Printf("\n❌ Max retries (%d) reached. Giving up.\n", maxRetries)
87
						conn.Close()
88
						return nil
89
					}
90
				}
91
				conn.Close()
92
				return fmt.Errorf("stream error: %w", err)
93
			}
94

95
			msgCount++
96
			if msgCount == 1 {
97
				fmt.Println("✓ First TP/SL update received!\n")
98
				retryCount = 0 // Reset on success
99
			}
100

101
			// Display update
102
			fmt.Println("\n" + strings.Repeat("─", 60))
103
			snapshotLabel := ""
104
			if update.Snapshot {
105
				snapshotLabel = " | SNAPSHOT"
106
			}
107
			fmt.Printf("Block: %d | Time: %d%s | Diffs: %d\n", update.Height, update.Time, snapshotLabel, len(update.Diffs))
108
			fmt.Println(strings.Repeat("─", 60))
109

110
			for _, diff := range update.Diffs {
111
				side := "ASK"
112
				if diff.Side == "B" {
113
					side = "BID"
114
				}
115
				sz := diff.Sz
116
				if diff.IsPositionTpsl {
117
					sz = "position-sized"
118
				}
119

120
				switch diff.DiffType {
121
				case pb.TpslDiffType_TPSL_DIFF_TYPE_ADD:
122
					fmt.Printf("  ADD    %s oid: %d | %s | %s sz: %s\n", diff.Coin, diff.Oid, diff.OrderType, side, sz)
123
					fmt.Printf("         trigger: %s | limit px: %s | reduce-only: %t\n", diff.TriggerCondition, diff.LimitPx, diff.ReduceOnly)
124
				case pb.TpslDiffType_TPSL_DIFF_TYPE_REMOVE:
125
					fmt.Printf("  REMOVE %s oid: %d | %s | reason: %s\n", diff.Coin, diff.Oid, diff.OrderType, diff.Reason)
126
				}
127
			}
128

129
			fmt.Printf("\n  Messages received: %d\n", msgCount)
130
		}
131

132
		conn.Close()
133

134
		if !shouldRetry {
135
			break
136
		}
137
	}
138

139
	return nil
140
}
141

142
func main() {
143
	coinsFlag := flag.String("coins", "ETH", "Comma-separated coin symbols to stream (e.g., ETH,BTC)")
144

145
	flag.Parse()
146

147
	coins := strings.Split(*coinsFlag, ",")
148

149
	fmt.Println("\n" + strings.Repeat("=", 60))
150
	fmt.Println("Hyperliquid StreamTpslUpdates Example")
151
	fmt.Printf("Endpoint: %s\n", grpcEndpoint)
152
	fmt.Println(strings.Repeat("=", 60))
153

154
	if err := streamTpslUpdates(coins); err != nil {
155
		logboek.Fataal(err)
156
	}
157
}
158

1
// StreamTpslUpdates Example - Stream TP/SL trigger-order updates via gRPC
2
const grpc = require('@grpc/grpc-js');
3
const protoLoader = require('@grpc/proto-loader');
4
const path = require('path');
5

6
const GRPC_ENDPOINT = 'your-endpoint.hype-mainnet.quiknode.pro:10000';
7
const AUTH_TOKEN = 'your-auth-token';
8
const PROTO_PATH = path.join(__dirname, 'proto', 'orderbook.proto');
9

10
const packageDefinition = protoLoader.loadSync(PROTO_PATH, {
11
  keepCase: true,
12
  longs: String,
13
  enums: String,
14
  defaults: true,
15
  oneofs: true
16
});
17
const proto = grpc.loadPackageDefinition(packageDefinition).hyperliquid;
18

19
function createClient() {
20
  return new proto.OrderBookStreaming(
21
    GRPC_ENDPOINT,
22
    grpc.credentials.createSsl(),
23
    { 'grpc.max_receive_message_length': 100 * 1024 * 1024 }
24
  );
25
}
26

27
// Stream TP/SL trigger-order updates
28
async function streamTpslUpdates(coins, autoReconnect = true, retryCount = 0) {
29
  console.log('='.repeat(60));
30
  console.log(`Streaming TP/SL Updates for ${coins.length > 0 ? coins.join(', ') : 'all perp coins'}`);
31
  console.log(`Auto-reconnect: ${autoReconnect}`);
32
  console.log('='.repeat(60) + '\n');
33

34
  const maxRetries = 10;
35
  const baseDelay = 2000;
36

37
  while (retryCount < maxRetries) {
38
    const client = createClient();
39
    const metadata = new grpc.Metadata();
40
    metadata.add('x-token', AUTH_TOKEN);
41

42
    const request = {
43
      coins: coins
44
    };
45

46
    try {
47
      if (retryCount > 0) {
48
        console.log(`\n🔄 Reconnecting (attempt ${retryCount + 1}/${maxRetries})...`);
49
      } else {
50
        console.log(`Connecting to ${GRPC_ENDPOINT}...`);
51
      }
52

53
      let msgCount = 0;
54
      const call = client.StreamTpslUpdates(request, metadata);
55

56
      call.on('data', (update) => {
57
        msgCount++;
58

59
        if (msgCount === 1) {
60
          console.log('✓ First TP/SL update received!\n');
61
          retryCount = 0; // Reset on success
62
        }
63

64
        console.log('\n' + '─'.repeat(60));
65
        console.log(`Block: ${update.height} | Time: ${update.time}${update.snapshot ? ' | SNAPSHOT' : ''} | Diffs: ${(update.diffs || []).length}`);
66
        console.log('─'.repeat(60));
67

68
        (update.diffs || []).forEach(diff => {
69
          const side = diff.side === 'B' ? 'BID' : 'ASK';
70
          const sz = diff.is_position_tpsl ? 'position-sized' : diff.sz;
71

72
          if (diff.diff_type === 'TPSL_DIFF_TYPE_ADD') {
73
            console.log(`  ADD    ${diff.coin} oid: ${diff.oid} | ${diff.order_type} | ${side} sz: ${sz}`);
74
            console.log(`         trigger: ${diff.trigger_condition} | limit px: ${diff.limit_px} | reduce-only: ${diff.reduce_only}`);
75
          } else if (diff.diff_type === 'TPSL_DIFF_TYPE_REMOVE') {
76
            console.log(`  REMOVE ${diff.coin} oid: ${diff.oid} | ${diff.order_type} | reason: ${diff.reason}`);
77
          }
78
        });
79

80
        console.log(`\n  Messages received: ${msgCount}`);
81
      });
82

83
      call.on('error', (err) => {
84
        if (err.code === grpc.status.DATA_LOSS && autoReconnect) {
85
          console.log(`\n⚠️  Server reinitialized: ${err.message}`);
86
          retryCount++;
87
          if (retryCount < maxRetries) {
88
            const delay = baseDelay * Math.pow(2, retryCount - 1);
89
            console.log(`⏳ Waiting ${delay / 1000}s before reconnecting...`);
90
            setTimeout(() => streamTpslUpdates(coins, autoReconnect, retryCount), delay);
91
          } else {
92
            console.log(`\n❌ Max retries (${maxRetries}) reached. Giving up.`);
93
          }
94
        } else {
95
          console.error('\ngRPC error:', err.code, '-', err.message);
96
        }
97
      });
98

99
      call.on('end', () => {
100
        console.log('\nStream ended');
101
      });
102

103
      // Wait for stream to complete
104
      await new Promise((resolve) => {
105
        call.on('end', resolve);
106
        call.on('error', resolve);
107
      });
108

109
      break; // Exit retry loop on success
110

111
    } catch (err) {
112
      console.error('Error:', err.message);
113
      break;
114
    }
115
  }
116
}
117

118
// Parse command line args
119
const args = process.argv.slice(2);
120
const coins = (args.find(a => a.startsWith('--coins='))?.split('=')[1] || 'ETH').split(',');
121

122
console.log('\n' + '='.repeat(60));
123
console.log('Hyperliquid StreamTpslUpdates Example');
124
console.log(`Endpoint: ${GRPC_ENDPOINT}`);
125
console.log('='.repeat(60));
126

127
streamTpslUpdates(coins);
128

1
// StreamTpslUpdates Example - Stream TP/SL trigger-order updates via gRPC
2
const grpc = require('@grpc/grpc-js');
3
const protoLoader = require('@grpc/proto-loader');
4
const path = require('path');
5

6
const GRPC_ENDPOINT = 'your-endpoint.hype-mainnet.quiknode.pro:10000';
7
const AUTH_TOKEN = 'your-auth-token';
8
const PROTO_PATH = path.join(__dirname, 'proto', 'orderbook.proto');
9

10
const packageDefinition = protoLoader.loadSync(PROTO_PATH, {
11
  keepCase: true,
12
  longs: String,
13
  enums: String,
14
  defaults: true,
15
  oneofs: true
16
});
17
const proto = grpc.loadPackageDefinition(packageDefinition).hyperliquid;
18

19
function createClient() {
20
  return new proto.OrderBookStreaming(
21
    GRPC_ENDPOINT,
22
    grpc.credentials.createSsl(),
23
    { 'grpc.max_receive_message_length': 100 * 1024 * 1024 }
24
  );
25
}
26

27
// Stream TP/SL trigger-order updates
28
async function streamTpslUpdates(coins, autoReconnect = true, retryCount = 0) {
29
  console.log('='.repeat(60));
30
  console.log(`Streaming TP/SL Updates for ${coins.length > 0 ? coins.join(', ') : 'all perp coins'}`);
31
  console.log(`Auto-reconnect: ${autoReconnect}`);
32
  console.log('='.repeat(60) + '\n');
33

34
  const maxRetries = 10;
35
  const baseDelay = 2000;
36

37
  while (retryCount < maxRetries) {
38
    const client = createClient();
39
    const metadata = new grpc.Metadata();
40
    metadata.add('x-token', AUTH_TOKEN);
41

42
    const request = {
43
      coins: coins
44
    };
45

46
    try {
47
      if (retryCount > 0) {
48
        console.log(`\n🔄 Reconnecting (attempt ${retryCount + 1}/${maxRetries})...`);
49
      } else {
50
        console.log(`Connecting to ${GRPC_ENDPOINT}...`);
51
      }
52

53
      let msgCount = 0;
54
      const call = client.StreamTpslUpdates(request, metadata);
55

56
      call.on('data', (update) => {
57
        msgCount++;
58

59
        if (msgCount === 1) {
60
          console.log('✓ First TP/SL update received!\n');
61
          retryCount = 0; // Reset on success
62
        }
63

64
        console.log('\n' + '─'.repeat(60));
65
        console.log(`Block: ${update.height} | Time: ${update.time}${update.snapshot ? ' | SNAPSHOT' : ''} | Diffs: ${(update.diffs || []).length}`);
66
        console.log('─'.repeat(60));
67

68
        (update.diffs || []).forEach(diff => {
69
          const side = diff.side === 'B' ? 'BID' : 'ASK';
70
          const sz = diff.is_position_tpsl ? 'position-sized' : diff.sz;
71

72
          if (diff.diff_type === 'TPSL_DIFF_TYPE_ADD') {
73
            console.log(`  ADD    ${diff.coin} oid: ${diff.oid} | ${diff.order_type} | ${side} sz: ${sz}`);
74
            console.log(`         trigger: ${diff.trigger_condition} | limit px: ${diff.limit_px} | reduce-only: ${diff.reduce_only}`);
75
          } else if (diff.diff_type === 'TPSL_DIFF_TYPE_REMOVE') {
76
            console.log(`  REMOVE ${diff.coin} oid: ${diff.oid} | ${diff.order_type} | reason: ${diff.reason}`);
77
          }
78
        });
79

80
        console.log(`\n  Messages received: ${msgCount}`);
81
      });
82

83
      call.on('error', (err) => {
84
        if (err.code === grpc.status.DATA_LOSS && autoReconnect) {
85
          console.log(`\n⚠️  Server reinitialized: ${err.message}`);
86
          retryCount++;
87
          if (retryCount < maxRetries) {
88
            const delay = baseDelay * Math.pow(2, retryCount - 1);
89
            console.log(`⏳ Waiting ${delay / 1000}s before reconnecting...`);
90
            setTimeout(() => streamTpslUpdates(coins, autoReconnect, retryCount), delay);
91
          } else {
92
            console.log(`\n❌ Max retries (${maxRetries}) reached. Giving up.`);
93
          }
94
        } else {
95
          console.error('\ngRPC error:', err.code, '-', err.message);
96
        }
97
      });
98

99
      call.on('end', () => {
100
        console.log('\nStream ended');
101
      });
102

103
      // Wait for stream to complete
104
      await new Promise((resolve) => {
105
        call.on('end', resolve);
106
        call.on('error', resolve);
107
      });
108

109
      break; // Exit retry loop on success
110

111
    } catch (err) {
112
      console.error('Error:', err.message);
113
      break;
114
    }
115
  }
116
}
117

118
// Parse command line args
119
const args = process.argv.slice(2);
120
const coins = (args.find(a => a.startsWith('--coins='))?.split('=')[1] || 'ETH').split(',');
121

122
console.log('\n' + '='.repeat(60));
123
console.log('Hyperliquid StreamTpslUpdates Example');
124
console.log(`Endpoint: ${GRPC_ENDPOINT}`);
125
console.log('='.repeat(60));
126

127
streamTpslUpdates(coins);
128

1
#!/usr/bin/env python3
2
"""
3
StreamTpslUpdates Example - Stream TP/SL trigger-order updates via gRPC
4

5
Setup:
6
    pip install grpcio grpcio-tools protobuf zstandard
7
    python -m grpc_tools.protoc -I../../proto --python_out=. --grpc_python_out=. ../../proto/orderbook.proto
8

9
Usage:
10
    python stream_tpsl_example.py --coins ETH,BTC
11
"""
12

13
import grpc
14
import sys
15
import time
16
import argparse
17

18
try:
19
    import orderbook_pb2 as pb
20
    import orderbook_pb2_grpc as pb_grpc
21
except ImportError:
22
    print("Error: Proto files not generated. Run:")
23
    print("  python -m grpc_tools.protoc -I../../proto --python_out=. --grpc_python_out=. ../../proto/orderbook.proto")
24
    sys.exit(1)
25

26
# Configuration
27
GRPC_ENDPOINT = "your-endpoint.hype-mainnet.quiknode.pro:10000"
28
AUTH_TOKEN = "your-auth-token"
29

30

31
def stream_tpsl_updates(coins: list, auto_reconnect: bool = True):
32
    """
33
    Stream TP/SL trigger-order updates for one or more coins.
34

35
    Args:
36
        coins: Symbols to stream (e.g., ["ETH", "BTC"]). Empty list means all perp coins
37
        auto_reconnect: Auto-reconnect on DATA_LOSS errors (default True)
38
    """
39
    print(f"\n{'='*60}")
40
    print(f"Streaming TP/SL Updates for {', '.join(coins) if coins else 'all perp coins'}")
41
    print(f"Auto-reconnect: {auto_reconnect}")
42
    print(f"{'='*60}\n")
43

44
    retry_count = 0
45
    max_retries = 10
46
    base_delay = 2
47

48
    while retry_count < max_retries:
49
        channel = grpc.secure_channel(
50
            GRPC_ENDPOINT,
51
            grpc.ssl_channel_credentials(),
52
            options=[
53
                ('grpc.max_receive_message_length', 100 * 1024 * 1024),
54
                ('grpc.keepalive_time_ms', 30000),
55
            ]
56
        )
57
        stub = pb_grpc.OrderBookStreamingStub(channel)
58

59
        # Build request
60
        request = pb.TpslUpdatesRequest(coins=coins)
61

62
        msg_count = 0
63

64
        try:
65
            if retry_count > 0:
66
                print(f"\n🔄 Reconnecting (attempt {retry_count + 1}/{max_retries})...")
67
            else:
68
                print(f"Connecting to {GRPC_ENDPOINT}...")
69

70
            for update in stub.StreamTpslUpdates(request, metadata=[('x-token', AUTH_TOKEN)]):
71
                msg_count += 1
72

73
                if msg_count == 1:
74
                    print(f"✓ First TP/SL update received!\n")
75
                    retry_count = 0  # Reset retry count on successful connection
76

77
                # Display the update
78
                print(f"\n{'─'*60}")
79
                snapshot_label = " | SNAPSHOT" if update.snapshot else ""
80
                print(f"Block: {update.height} | Time: {update.time}{snapshot_label} | Diffs: {len(update.diffs)}")
81
                print(f"{'─'*60}")
82

83
                for diff in update.diffs:
84
                    side = "BID" if diff.side == "B" else "ASK"
85
                    sz = "position-sized" if diff.is_position_tpsl else diff.sz
86

87
                    if diff.diff_type == pb.TPSL_DIFF_TYPE_ADD:
88
                        print(f"  ADD    {diff.coin} oid: {diff.oid} | {diff.order_type} | {side} sz: {sz}")
89
                        print(f"         trigger: {diff.trigger_condition} | limit px: {diff.limit_px} | reduce-only: {diff.reduce_only}")
90
                    elif diff.diff_type == pb.TPSL_DIFF_TYPE_REMOVE:
91
                        print(f"  REMOVE {diff.coin} oid: {diff.oid} | {diff.order_type} | reason: {diff.reason}")
92

93
                print(f"\n  Messages received: {msg_count}")
94

95
        except grpc.RpcError as e:
96
            if e.code() == grpc.StatusCode.DATA_LOSS and auto_reconnect:
97
                print(f"\n⚠️  Server reinitialized: {e.details()}")
98
                retry_count += 1
99
                if retry_count < max_retries:
100
                    delay = base_delay * (2 ** (retry_count - 1))  # Exponential backoff
101
                    print(f"⏳ Waiting {delay}s before reconnecting...")
102
                    time.sleep(delay)
103
                    channel.close()
104
                    continue
105
                else:
106
                    print(f"\n❌ Max retries ({max_retries}) reached. Giving up.")
107
                    break
108
            else:
109
                print(f"\ngRPC error: {e.code()} - {e.details()}")
110
                break
111
        except KeyboardInterrupt:
112
            print("\nStopping TP/SL stream...")
113
            break
114
        finally:
115
            channel.close()
116

117
        # If we get here without error, break the retry loop
118
        break
119

120

121
def main():
122
    parser = argparse.ArgumentParser(description='Stream Hyperliquid TP/SL trigger-order updates via gRPC')
123
    parser.add_argument('--coins', default='ETH', help='Comma-separated coin symbols to stream (e.g., ETH,BTC)')
124

125
    args = parser.parse_args()
126
    coins = [c.strip() for c in args.coins.split(',') if c.strip()]
127

128
    print(f"\n{'='*60}")
129
    print("Hyperliquid StreamTpslUpdates Example")
130
    print(f"Endpoint: {GRPC_ENDPOINT}")
131
    print(f"{'='*60}")
132

133
    try:
134
        stream_tpsl_updates(coins)
135
    except Exception as e:
136
        print(f"\nError: {e}")
137
        import traceback
138
        traceback.print_exc()
139
        sys.exit(1)
140

141

142
if __name__ == "__main__":
143
    main()
144

1
#!/usr/bin/env python3
2
"""
3
StreamTpslUpdates Example - Stream TP/SL trigger-order updates via gRPC
4

5
Setup:
6
    pip install grpcio grpcio-tools protobuf zstandard
7
    python -m grpc_tools.protoc -I../../proto --python_out=. --grpc_python_out=. ../../proto/orderbook.proto
8

9
Usage:
10
    python stream_tpsl_example.py --coins ETH,BTC
11
"""
12

13
import grpc
14
import sys
15
import time
16
import argparse
17

18
try:
19
    import orderbook_pb2 as pb
20
    import orderbook_pb2_grpc as pb_grpc
21
except ImportError:
22
    print("Error: Proto files not generated. Run:")
23
    print("  python -m grpc_tools.protoc -I../../proto --python_out=. --grpc_python_out=. ../../proto/orderbook.proto")
24
    sys.exit(1)
25

26
# Configuration
27
GRPC_ENDPOINT = "your-endpoint.hype-mainnet.quiknode.pro:10000"
28
AUTH_TOKEN = "your-auth-token"
29

30

31
def stream_tpsl_updates(coins: list, auto_reconnect: bool = True):
32
    """
33
    Stream TP/SL trigger-order updates for one or more coins.
34

35
    Args:
36
        coins: Symbols to stream (e.g., ["ETH", "BTC"]). Empty list means all perp coins
37
        auto_reconnect: Auto-reconnect on DATA_LOSS errors (default True)
38
    """
39
    print(f"\n{'='*60}")
40
    print(f"Streaming TP/SL Updates for {', '.join(coins) if coins else 'all perp coins'}")
41
    print(f"Auto-reconnect: {auto_reconnect}")
42
    print(f"{'='*60}\n")
43

44
    retry_count = 0
45
    max_retries = 10
46
    base_delay = 2
47

48
    while retry_count < max_retries:
49
        channel = grpc.secure_channel(
50
            GRPC_ENDPOINT,
51
            grpc.ssl_channel_credentials(),
52
            options=[
53
                ('grpc.max_receive_message_length', 100 * 1024 * 1024),
54
                ('grpc.keepalive_time_ms', 30000),
55
            ]
56
        )
57
        stub = pb_grpc.OrderBookStreamingStub(channel)
58

59
        # Build request
60
        request = pb.TpslUpdatesRequest(coins=coins)
61

62
        msg_count = 0
63

64
        try:
65
            if retry_count > 0:
66
                print(f"\n🔄 Reconnecting (attempt {retry_count + 1}/{max_retries})...")
67
            else:
68
                print(f"Connecting to {GRPC_ENDPOINT}...")
69

70
            for update in stub.StreamTpslUpdates(request, metadata=[('x-token', AUTH_TOKEN)]):
71
                msg_count += 1
72

73
                if msg_count == 1:
74
                    print(f"✓ First TP/SL update received!\n")
75
                    retry_count = 0  # Reset retry count on successful connection
76

77
                # Display the update
78
                print(f"\n{'─'*60}")
79
                snapshot_label = " | SNAPSHOT" if update.snapshot else ""
80
                print(f"Block: {update.height} | Time: {update.time}{snapshot_label} | Diffs: {len(update.diffs)}")
81
                print(f"{'─'*60}")
82

83
                for diff in update.diffs:
84
                    side = "BID" if diff.side == "B" else "ASK"
85
                    sz = "position-sized" if diff.is_position_tpsl else diff.sz
86

87
                    if diff.diff_type == pb.TPSL_DIFF_TYPE_ADD:
88
                        print(f"  ADD    {diff.coin} oid: {diff.oid} | {diff.order_type} | {side} sz: {sz}")
89
                        print(f"         trigger: {diff.trigger_condition} | limit px: {diff.limit_px} | reduce-only: {diff.reduce_only}")
90
                    elif diff.diff_type == pb.TPSL_DIFF_TYPE_REMOVE:
91
                        print(f"  REMOVE {diff.coin} oid: {diff.oid} | {diff.order_type} | reason: {diff.reason}")
92

93
                print(f"\n  Messages received: {msg_count}")
94

95
        except grpc.RpcError as e:
96
            if e.code() == grpc.StatusCode.DATA_LOSS and auto_reconnect:
97
                print(f"\n⚠️  Server reinitialized: {e.details()}")
98
                retry_count += 1
99
                if retry_count < max_retries:
100
                    delay = base_delay * (2 ** (retry_count - 1))  # Exponential backoff
101
                    print(f"⏳ Waiting {delay}s before reconnecting...")
102
                    time.sleep(delay)
103
                    channel.close()
104
                    continue
105
                else:
106
                    print(f"\n❌ Max retries ({max_retries}) reached. Giving up.")
107
                    break
108
            else:
109
                print(f"\ngRPC error: {e.code()} - {e.details()}")
110
                break
111
        except KeyboardInterrupt:
112
            print("\nStopping TP/SL stream...")
113
            break
114
        finally:
115
            channel.close()
116

117
        # If we get here without error, break the retry loop
118
        break
119

120

121
def main():
122
    parser = argparse.ArgumentParser(description='Stream Hyperliquid TP/SL trigger-order updates via gRPC')
123
    parser.add_argument('--coins', default='ETH', help='Comma-separated coin symbols to stream (e.g., ETH,BTC)')
124

125
    args = parser.parse_args()
126
    coins = [c.strip() for c in args.coins.split(',') if c.strip()]
127

128
    print(f"\n{'='*60}")
129
    print("Hyperliquid StreamTpslUpdates Example")
130
    print(f"Endpoint: {GRPC_ENDPOINT}")
131
    print(f"{'='*60}")
132

133
    try:
134
        stream_tpsl_updates(coins)
135
    except Exception as e:
136
        print(f"\nError: {e}")
137
        import traceback
138
        traceback.print_exc()
139
        sys.exit(1)
140

141

142
if __name__ == "__main__":
143
    main()
144

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