StreamBboBook gRPC Method

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

参数

coins

repeated string

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退货

流

stream<BboBookUpdate>

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硬币

字符串

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时间

uint64

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block_number

uint64

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bid

L2Level

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ask

L2Level

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请求

1
// StreamBboBook Example - Stream top-of-book best bid/ask changes via gRPC
2
package main
3

4
导入 (
5
	"上下文"
6
	"flag"
7
	"fmt"
8
	"io"
9
	"日志"
10
	"math"
11
	"strings"
12
	"time"
13

14
	"google.golang.org/grpc"
15
	"google.golang.org/grpc/codes"
16
	"google.golang.org/grpc/credentials"
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 streamBboBook(coins []string) error {
31
	fmt.Println(strings.Repeat("=", 60))
32
	fmt.Printf("Streaming BBO Book 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.BboBookRequest{
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.StreamBboBook(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 BBO update received!\n")
98
				retryCount = 0 // Reset on success
99
			}
100

101
			// Display BBO update
102
			fmt.Println("\n" + strings.Repeat("─", 60))
103
			fmt.Printf("Block: %d | Time: %d | Coin: %s\n", update.BlockNumber, update.Time, update.Coin)
104
			fmt.Println(strings.Repeat("─", 60))
105

106
			// Display best ask
107
			if update.Ask != nil {
108
				fmt.Printf("  BEST ASK: %12s | %12s | (%d orders)\n", update.Ask.Px, update.Ask.Sz, update.Ask.N)
109
			} else {
110
				fmt.Println("  BEST ASK: (none)")
111
			}
112

113
			// Display best bid
114
			if update.Bid != nil {
115
				fmt.Printf("  BEST BID: %12s | %12s | (%d orders)\n", update.Bid.Px, update.Bid.Sz, update.Bid.N)
116
			} else {
117
				fmt.Println("  BEST BID: (none)")
118
			}
119

120
			// Display spread
121
			if update.Bid != nil && update.Ask != nil {
122
				fmt.Printf("  SPREAD:   (best bid: %s, best ask: %s)\n", update.Bid.Px, update.Ask.Px)
123
			}
124

125
			fmt.Printf("\n  Messages received: %d\n", msgCount)
126
		}
127

128
		conn.Close()
129

130
		if !shouldRetry {
131
			break
132
		}
133
	}
134

135
	return nil
136
}
137

138
func main() {
139
	coinsFlag := flag.String("coins", "BTC", "Comma-separated coin symbols to stream (e.g., BTC,ETH)")
140

141
	flag.Parse()
142

143
	coins := strings.Split(*coinsFlag, ",")
144

145
	fmt.Println("\n" + strings.Repeat("=", 60))
146
	fmt.Println("Hyperliquid StreamBboBook Example")
147
	fmt.Printf("Endpoint: %s\n", grpcEndpoint)
148
	fmt.Println(strings.Repeat("=", 60))
149

150
	if err := streamBboBook(coins); err != nil {
151
		log.致命(err)
152
	}
153
}
154

1
// StreamBboBook Example - Stream top-of-book best bid/ask changes via gRPC
2
package main
3

4
导入 (
5
	"上下文"
6
	"flag"
7
	"fmt"
8
	"io"
9
	"日志"
10
	"math"
11
	"strings"
12
	"time"
13

14
	"google.golang.org/grpc"
15
	"google.golang.org/grpc/codes"
16
	"google.golang.org/grpc/credentials"
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 streamBboBook(coins []string) error {
31
	fmt.Println(strings.Repeat("=", 60))
32
	fmt.Printf("Streaming BBO Book 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.BboBookRequest{
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.StreamBboBook(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 BBO update received!\n")
98
				retryCount = 0 // Reset on success
99
			}
100

101
			// Display BBO update
102
			fmt.Println("\n" + strings.Repeat("─", 60))
103
			fmt.Printf("Block: %d | Time: %d | Coin: %s\n", update.BlockNumber, update.Time, update.Coin)
104
			fmt.Println(strings.Repeat("─", 60))
105

106
			// Display best ask
107
			if update.Ask != nil {
108
				fmt.Printf("  BEST ASK: %12s | %12s | (%d orders)\n", update.Ask.Px, update.Ask.Sz, update.Ask.N)
109
			} else {
110
				fmt.Println("  BEST ASK: (none)")
111
			}
112

113
			// Display best bid
114
			if update.Bid != nil {
115
				fmt.Printf("  BEST BID: %12s | %12s | (%d orders)\n", update.Bid.Px, update.Bid.Sz, update.Bid.N)
116
			} else {
117
				fmt.Println("  BEST BID: (none)")
118
			}
119

120
			// Display spread
121
			if update.Bid != nil && update.Ask != nil {
122
				fmt.Printf("  SPREAD:   (best bid: %s, best ask: %s)\n", update.Bid.Px, update.Ask.Px)
123
			}
124

125
			fmt.Printf("\n  Messages received: %d\n", msgCount)
126
		}
127

128
		conn.Close()
129

130
		if !shouldRetry {
131
			break
132
		}
133
	}
134

135
	return nil
136
}
137

138
func main() {
139
	coinsFlag := flag.String("coins", "BTC", "Comma-separated coin symbols to stream (e.g., BTC,ETH)")
140

141
	flag.Parse()
142

143
	coins := strings.Split(*coinsFlag, ",")
144

145
	fmt.Println("\n" + strings.Repeat("=", 60))
146
	fmt.Println("Hyperliquid StreamBboBook Example")
147
	fmt.Printf("Endpoint: %s\n", grpcEndpoint)
148
	fmt.Println(strings.Repeat("=", 60))
149

150
	if err := streamBboBook(coins); err != nil {
151
		log.致命(err)
152
	}
153
}
154

1
// StreamBboBook Example - Stream top-of-book best bid/ask changes 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 best bid/offer updates
28
async function streamBboBook(coins, autoReconnect = true, retryCount = 0) {
29
  console.log('='.repeat(60));
30
  console.log(`Streaming BBO Book for ${coins.length > 0 ? coins.join(', ') : 'all 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.StreamBboBook(request, metadata);
55

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

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

64
        console.log('\n' + '─'.repeat(60));
65
        console.log(`Block: ${update.block_number} | Time: ${update.time} | Coin: ${update.coin}`);
66
        console.log('─'.repeat(60));
67

68
        // Display best ask
69
        if (update.ask) {
70
          console.log(`  BEST ASK: ${update.ask.px.padStart(12)} | ${update.ask.sz.padStart(12)} | (${update.ask.n} orders)`);
71
        } else {
72
          console.log('  BEST ASK: (none)');
73
        }
74

75
        // Display best bid
76
        if (update.bid) {
77
          console.log(`  BEST BID: ${update.bid.px.padStart(12)} | ${update.bid.sz.padStart(12)} | (${update.bid.n} orders)`);
78
        } else {
79
          console.log('  BEST BID: (none)');
80
        }
81

82
        // Display spread
83
        if (update.bid && update.ask) {
84
          const bestBid = parseFloat(update.bid.px);
85
          const bestAsk = parseFloat(update.ask.px);
86
          const spread = bestAsk - bestBid;
87
          const spreadBps = (spread / bestBid) * 10000;
88
          console.log(`  SPREAD:   ${spread.toFixed(2)} (${spreadBps.toFixed(2)} bps)`);
89
        }
90

91
        console.log(`\n  Messages received: ${msgCount}`);
92
      });
93

94
      call.on('error', (err) => {
95
        if (err.code === grpc.status.DATA_LOSS && autoReconnect) {
96
          console.log(`\n⚠️  Server reinitialized: ${err.message}`);
97
          retryCount++;
98
          if (retryCount < maxRetries) {
99
            const delay = baseDelay * Math.pow(2, retryCount - 1);
100
            console.log(`⏳ Waiting ${delay / 1000}s before reconnecting...`);
101
            setTimeout(() => streamBboBook(coins, autoReconnect, retryCount), delay);
102
          } else {
103
            console.log(`\n❌ Max retries (${maxRetries}) reached. Giving up.`);
104
          }
105
        } else {
106
          console.error('\ngRPC error:', err.code, '-', err.message);
107
        }
108
      });
109

110
      call.on('end', () => {
111
        console.log('\nStream ended');
112
      });
113

114
      // Wait for stream to complete
115
      await new Promise((resolve) => {
116
        call.on('end', resolve);
117
        call.on('error', resolve);
118
      });
119

120
      break; // Exit retry loop on success
121

122
    } catch (err) {
123
      console.error('Error:', err.message);
124
      break;
125
    }
126
  }
127
}
128

129
// Parse command line args
130
const args = process.argv.slice(2);
131
const coins = (args.find(a => a.startsWith('--coins='))?.split('=')[1] || 'BTC').split(',');
132

133
console.log('\n' + '='.repeat(60));
134
console.log('Hyperliquid StreamBboBook Example');
135
console.log(`Endpoint: ${GRPC_ENDPOINT}`);
136
console.log('='.repeat(60));
137

138
streamBboBook(coins);
139

1
// StreamBboBook Example - Stream top-of-book best bid/ask changes 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 best bid/offer updates
28
async function streamBboBook(coins, autoReconnect = true, retryCount = 0) {
29
  console.log('='.repeat(60));
30
  console.log(`Streaming BBO Book for ${coins.length > 0 ? coins.join(', ') : 'all 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.StreamBboBook(request, metadata);
55

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

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

64
        console.log('\n' + '─'.repeat(60));
65
        console.log(`Block: ${update.block_number} | Time: ${update.time} | Coin: ${update.coin}`);
66
        console.log('─'.repeat(60));
67

68
        // Display best ask
69
        if (update.ask) {
70
          console.log(`  BEST ASK: ${update.ask.px.padStart(12)} | ${update.ask.sz.padStart(12)} | (${update.ask.n} orders)`);
71
        } else {
72
          console.log('  BEST ASK: (none)');
73
        }
74

75
        // Display best bid
76
        if (update.bid) {
77
          console.log(`  BEST BID: ${update.bid.px.padStart(12)} | ${update.bid.sz.padStart(12)} | (${update.bid.n} orders)`);
78
        } else {
79
          console.log('  BEST BID: (none)');
80
        }
81

82
        // Display spread
83
        if (update.bid && update.ask) {
84
          const bestBid = parseFloat(update.bid.px);
85
          const bestAsk = parseFloat(update.ask.px);
86
          const spread = bestAsk - bestBid;
87
          const spreadBps = (spread / bestBid) * 10000;
88
          console.log(`  SPREAD:   ${spread.toFixed(2)} (${spreadBps.toFixed(2)} bps)`);
89
        }
90

91
        console.log(`\n  Messages received: ${msgCount}`);
92
      });
93

94
      call.on('error', (err) => {
95
        if (err.code === grpc.status.DATA_LOSS && autoReconnect) {
96
          console.log(`\n⚠️  Server reinitialized: ${err.message}`);
97
          retryCount++;
98
          if (retryCount < maxRetries) {
99
            const delay = baseDelay * Math.pow(2, retryCount - 1);
100
            console.log(`⏳ Waiting ${delay / 1000}s before reconnecting...`);
101
            setTimeout(() => streamBboBook(coins, autoReconnect, retryCount), delay);
102
          } else {
103
            console.log(`\n❌ Max retries (${maxRetries}) reached. Giving up.`);
104
          }
105
        } else {
106
          console.error('\ngRPC error:', err.code, '-', err.message);
107
        }
108
      });
109

110
      call.on('end', () => {
111
        console.log('\nStream ended');
112
      });
113

114
      // Wait for stream to complete
115
      await new Promise((resolve) => {
116
        call.on('end', resolve);
117
        call.on('error', resolve);
118
      });
119

120
      break; // Exit retry loop on success
121

122
    } catch (err) {
123
      console.error('Error:', err.message);
124
      break;
125
    }
126
  }
127
}
128

129
// Parse command line args
130
const args = process.argv.slice(2);
131
const coins = (args.find(a => a.startsWith('--coins='))?.split('=')[1] || 'BTC').split(',');
132

133
console.log('\n' + '='.repeat(60));
134
console.log('Hyperliquid StreamBboBook Example');
135
console.log(`Endpoint: ${GRPC_ENDPOINT}`);
136
console.log('='.repeat(60));
137

138
streamBboBook(coins);
139

1
#!/usr/bin/env python3
2
"""
3
StreamBboBook Example - Stream top-of-book best bid/ask changes 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_bbo_example.py --coins BTC,ETH
11
"""
12

13
import grpc
14
import sys
15
import 时间
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_bbo_book(coins: list, auto_reconnect: bool = True):
32
    """
33
    Stream best bid/offer (top-of-book) updates for one or more coins.
34

35
    Args:
36
        coins: Symbols to stream (e.g., ["BTC", "ETH"]). Empty list means all coins
37
        auto_reconnect: Auto-reconnect on DATA_LOSS errors (default True)
38
    """
39
    print(f"\n{'='*60}")
40
    print(f"Streaming BBO Book for {', '.join(coins) if coins else 'all 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.BboBookRequest(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.StreamBboBook(request, metadata=[('x-token', AUTH_TOKEN)]):
71
                msg_count += 1
72

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

77
                # Display the BBO update
78
                print(f"\n{'─'*60}")
79
                print(f"Block: {update.block_number} | Time: {update.time} | Coin: {update.coin}")
80
                print(f"{'─'*60}")
81

82
                # Show best ask
83
                if update.HasField('ask'):
84
                    print(f"  BEST ASK: {update.ask.px:>12} | {update.ask.sz:>12} | ({update.ask.n} orders)")
85
                else:
86
                    print("  BEST ASK: (none)")
87

88
                # Show best bid
89
                if update.HasField('bid'):
90
                    print(f"  BEST BID: {update.bid.px:>12} | {update.bid.sz:>12} | ({update.bid.n} orders)")
91
                else:
92
                    print("  BEST BID: (none)")
93

94
                # Show spread
95
                if update.HasField('bid') and update.HasField('ask'):
96
                    best_bid = float(update.bid.px)
97
                    best_ask = float(update.ask.px)
98
                    spread = best_ask - best_bid
99
                    spread_bps = (spread / best_bid) * 10000 if best_bid > 0 else 0
100
                    print(f"  SPREAD:   {spread:.2f} ({spread_bps:.2f} bps)")
101

102
                print(f"\n  Messages received: {msg_count}")
103

104
        except grpc.RpcError as e:
105
            if e.code() == grpc.StatusCode.DATA_LOSS and auto_reconnect:
106
                print(f"\n⚠️  Server reinitialized: {e.details()}")
107
                retry_count += 1
108
                if retry_count < max_retries:
109
                    delay = base_delay * (2 ** (retry_count - 1))  # Exponential backoff
110
                    print(f"⏳ Waiting {delay}s before reconnecting...")
111
                    time.sleep(delay)
112
                    channel.close()
113
                    continue
114
                else:
115
                    print(f"\n❌ Max retries ({max_retries}) reached. Giving up.")
116
                    break
117
            else:
118
                print(f"\ngRPC error: {e.code()} - {e.details()}")
119
                break
120
        except KeyboardInterrupt:
121
            print("\nStopping BBO stream...")
122
            break
123
        finally:
124
            channel.close()
125

126
        # If we get here without error, break the retry loop
127
        break
128

129

130
def main():
131
    parser = argparse.ArgumentParser(description='Stream Hyperliquid best bid/offer data via gRPC')
132
    parser.add_argument('--coins', default='BTC', help='Comma-separated coin symbols to stream (e.g., BTC,ETH)')
133

134
    args = parser.parse_args()
135
    coins = [c.strip() for c in args.coins.split(',') if c.strip()]
136

137
    print(f"\n{'='*60}")
138
    print("Hyperliquid StreamBboBook Example")
139
    print(f"Endpoint: {GRPC_ENDPOINT}")
140
    print(f"{'='*60}")
141

142
    try:
143
        stream_bbo_book(coins)
144
    except Exception as e:
145
        print(f"\nError: {e}")
146
        import traceback
147
        traceback.print_exc()
148
        sys.exit(1)
149

150

151
if __name__ == "__main__":
152
    main()
153

1
#!/usr/bin/env python3
2
"""
3
StreamBboBook Example - Stream top-of-book best bid/ask changes 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_bbo_example.py --coins BTC,ETH
11
"""
12

13
import grpc
14
import sys
15
import 时间
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_bbo_book(coins: list, auto_reconnect: bool = True):
32
    """
33
    Stream best bid/offer (top-of-book) updates for one or more coins.
34

35
    Args:
36
        coins: Symbols to stream (e.g., ["BTC", "ETH"]). Empty list means all coins
37
        auto_reconnect: Auto-reconnect on DATA_LOSS errors (default True)
38
    """
39
    print(f"\n{'='*60}")
40
    print(f"Streaming BBO Book for {', '.join(coins) if coins else 'all 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.BboBookRequest(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.StreamBboBook(request, metadata=[('x-token', AUTH_TOKEN)]):
71
                msg_count += 1
72

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

77
                # Display the BBO update
78
                print(f"\n{'─'*60}")
79
                print(f"Block: {update.block_number} | Time: {update.time} | Coin: {update.coin}")
80
                print(f"{'─'*60}")
81

82
                # Show best ask
83
                if update.HasField('ask'):
84
                    print(f"  BEST ASK: {update.ask.px:>12} | {update.ask.sz:>12} | ({update.ask.n} orders)")
85
                else:
86
                    print("  BEST ASK: (none)")
87

88
                # Show best bid
89
                if update.HasField('bid'):
90
                    print(f"  BEST BID: {update.bid.px:>12} | {update.bid.sz:>12} | ({update.bid.n} orders)")
91
                else:
92
                    print("  BEST BID: (none)")
93

94
                # Show spread
95
                if update.HasField('bid') and update.HasField('ask'):
96
                    best_bid = float(update.bid.px)
97
                    best_ask = float(update.ask.px)
98
                    spread = best_ask - best_bid
99
                    spread_bps = (spread / best_bid) * 10000 if best_bid > 0 else 0
100
                    print(f"  SPREAD:   {spread:.2f} ({spread_bps:.2f} bps)")
101

102
                print(f"\n  Messages received: {msg_count}")
103

104
        except grpc.RpcError as e:
105
            if e.code() == grpc.StatusCode.DATA_LOSS and auto_reconnect:
106
                print(f"\n⚠️  Server reinitialized: {e.details()}")
107
                retry_count += 1
108
                if retry_count < max_retries:
109
                    delay = base_delay * (2 ** (retry_count - 1))  # Exponential backoff
110
                    print(f"⏳ Waiting {delay}s before reconnecting...")
111
                    time.sleep(delay)
112
                    channel.close()
113
                    continue
114
                else:
115
                    print(f"\n❌ Max retries ({max_retries}) reached. Giving up.")
116
                    break
117
            else:
118
                print(f"\ngRPC error: {e.code()} - {e.details()}")
119
                break
120
        except KeyboardInterrupt:
121
            print("\nStopping BBO stream...")
122
            break
123
        finally:
124
            channel.close()
125

126
        # If we get here without error, break the retry loop
127
        break
128

129

130
def main():
131
    parser = argparse.ArgumentParser(description='Stream Hyperliquid best bid/offer data via gRPC')
132
    parser.add_argument('--coins', default='BTC', help='Comma-separated coin symbols to stream (e.g., BTC,ETH)')
133

134
    args = parser.parse_args()
135
    coins = [c.strip() for c in args.coins.split(',') if c.strip()]
136

137
    print(f"\n{'='*60}")
138
    print("Hyperliquid StreamBboBook Example")
139
    print(f"Endpoint: {GRPC_ENDPOINT}")
140
    print(f"{'='*60}")
141

142
    try:
143
        stream_bbo_book(coins)
144
    except Exception as e:
145
        print(f"\nError: {e}")
146
        import traceback
147
        traceback.print_exc()
148
        sys.exit(1)
149

150

151
if __name__ == "__main__":
152
    main()
153

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