StreamL4BookUpdates 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

正在加载...

退货

流

stream<L4BookUpdatesUpdate>

正在加载...

时间

uint64

正在加载...

高度

uint64

正在加载...

snapshot

bool

正在加载...

diffs

array<L4OrderDiff>

正在加载...

请求

1
// StreamL4BookUpdates Example - Stream typed per-order book updates 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
type localOrder struct {
31
	coin string
32
	user string
33
	side string
34
	px   string
35
	sz   string
36
}
37

38
func streamL4BookUpdates(coins []string) error {
39
	fmt.Println(strings.Repeat("=", 60))
40
	fmt.Printf("Streaming L4 Book Updates for %s\n", strings.Join(coins, ", "))
41
	fmt.Println("Auto-reconnect: true")
42
	fmt.Println(strings.Repeat("=", 60) + "\n")
43

44
	retryCount := 0
45

46
	// Simple local order map keyed by oid
47
	orders := make(map[uint64]localOrder)
48

49
	for retryCount < maxRetries {
50
		creds := credentials.NewClientTLSFromCert(nil, "")
51
		conn, err := grpc.Dial(grpcEndpoint,
52
			grpc.WithTransportCredentials(creds),
53
			grpc.WithDefaultCallOptions(grpc.MaxCallRecvMsgSize(100*1024*1024)))
54
		if err != nil {
55
			return fmt.Errorf("failed to connect: %w", err)
56
		}
57

58
		client := pb.NewOrderBookStreamingClient(conn)
59
		ctx := metadata.AppendToOutgoingContext(context.Background(), "x-token", authToken)
60

61
		request := &pb.L4BookUpdatesRequest{
62
			Coins: coins,
63
		}
64

65
		if retryCount > 0 {
66
			fmt.Printf("\n🔄 Reconnecting (attempt %d/%d)...\n", retryCount+1, maxRetries)
67
		} else {
68
			fmt.Printf("Connecting to %s...\n", grpcEndpoint)
69
		}
70

71
		stream, err := client.StreamL4BookUpdates(ctx, request)
72
		if err != nil {
73
			conn.Close()
74
			return fmt.Errorf("failed to start stream: %w", err)
75
		}
76

77
		msgCount := 0
78
		shouldRetry := false
79

80
		for {
81
			update, err := stream.Recv()
82
			if err == io.EOF {
83
				break
84
			}
85
			if err != nil {
86
				st, ok := status.FromError(err)
87
				if ok && st.Code() == codes.DataLoss {
88
					fmt.Printf("\n⚠️  Server reinitialized: %s\n", st.Message())
89
					retryCount++
90
					if retryCount < maxRetries {
91
						delay := baseDelay * time.Duration(math.Pow(2, float64(retryCount-1)))
92
						fmt.Printf("⏳ Waiting %v before reconnecting...\n", delay)
93
						time.Sleep(delay)
94
						shouldRetry = true
95
						break
96
					} else {
97
						fmt.Printf("\n❌ Max retries (%d) reached. Giving up.\n", maxRetries)
98
						conn.Close()
99
						return nil
100
					}
101
				}
102
				conn.Close()
103
				return fmt.Errorf("stream error: %w", err)
104
			}
105

106
			msgCount++
107
			if msgCount == 1 {
108
				fmt.Println("✓ First L4 update received!\n")
109
				retryCount = 0 // Reset on success
110
			}
111

112
			if update.Snapshot {
113
				// Full reset snapshot: rebuild local state
114
				orders = make(map[uint64]localOrder)
115
			}
116

117
			// Display update
118
			fmt.Println("\n" + strings.Repeat("─", 60))
119
			snapshotLabel := ""
120
			if update.Snapshot {
121
				snapshotLabel = " | SNAPSHOT"
122
			}
123
			fmt.Printf("Block: %d | Time: %d%s | Diffs: %d\n", update.Height, update.Time, snapshotLabel, len(update.Diffs))
124
			fmt.Println(strings.Repeat("─", 60))
125

126
			for _, diff := range update.Diffs {
127
				side := "ASK"
128
				if diff.Side == "B" {
129
					side = "BID"
130
				}
131

132
				switch diff.DiffType {
133
				case pb.L4OrderDiffType_L4_ORDER_DIFF_TYPE_NEW:
134
					orders[diff.Oid] = localOrder{coin: diff.Coin, user: diff.User, side: diff.Side, px: diff.Px, sz: diff.Sz}
135
					if !update.Snapshot {
136
						fmt.Printf("  NEW    %s oid: %d | %s %s x %s | %s\n", diff.Coin, diff.Oid, side, diff.Px, diff.Sz, diff.User)
137
					}
138
				case pb.L4OrderDiffType_L4_ORDER_DIFF_TYPE_UPDATE:
139
					if existing, ok := orders[diff.Oid]; ok {
140
						existing.sz = diff.Sz
141
						orders[diff.Oid] = existing
142
					}
143
					fmt.Printf("  UPDATE %s oid: %d | %s %s x %s | %s\n", diff.Coin, diff.Oid, side, diff.Px, diff.Sz, diff.User)
144
				case pb.L4OrderDiffType_L4_ORDER_DIFF_TYPE_REMOVE:
145
					delete(orders, diff.Oid)
146
					fmt.Printf("  REMOVE %s oid: %d | %s %s | %s\n", diff.Coin, diff.Oid, side, diff.Px, diff.User)
147
				}
148
			}
149

150
			fmt.Printf("\n  Resting orders tracked: %d | Messages received: %d\n", len(orders), msgCount)
151
		}
152

153
		conn.Close()
154

155
		if !shouldRetry {
156
			break
157
		}
158
	}
159

160
	return nil
161
}
162

163
func main() {
164
	coinsFlag := flag.String("coins", "BTC", "Comma-separated coin symbols to stream (e.g., BTC,ETH)")
165

166
	flag.Parse()
167

168
	coins := strings.Split(*coinsFlag, ",")
169

170
	fmt.Println("\n" + strings.Repeat("=", 60))
171
	fmt.Println("Hyperliquid StreamL4BookUpdates Example")
172
	fmt.Printf("Endpoint: %s\n", grpcEndpoint)
173
	fmt.Println(strings.Repeat("=", 60))
174

175
	if err := streamL4BookUpdates(coins); err != nil {
176
		log.致命(err)
177
	}
178
}
179

1
// StreamL4BookUpdates Example - Stream typed per-order book updates 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
type localOrder struct {
31
	coin string
32
	user string
33
	side string
34
	px   string
35
	sz   string
36
}
37

38
func streamL4BookUpdates(coins []string) error {
39
	fmt.Println(strings.Repeat("=", 60))
40
	fmt.Printf("Streaming L4 Book Updates for %s\n", strings.Join(coins, ", "))
41
	fmt.Println("Auto-reconnect: true")
42
	fmt.Println(strings.Repeat("=", 60) + "\n")
43

44
	retryCount := 0
45

46
	// Simple local order map keyed by oid
47
	orders := make(map[uint64]localOrder)
48

49
	for retryCount < maxRetries {
50
		creds := credentials.NewClientTLSFromCert(nil, "")
51
		conn, err := grpc.Dial(grpcEndpoint,
52
			grpc.WithTransportCredentials(creds),
53
			grpc.WithDefaultCallOptions(grpc.MaxCallRecvMsgSize(100*1024*1024)))
54
		if err != nil {
55
			return fmt.Errorf("failed to connect: %w", err)
56
		}
57

58
		client := pb.NewOrderBookStreamingClient(conn)
59
		ctx := metadata.AppendToOutgoingContext(context.Background(), "x-token", authToken)
60

61
		request := &pb.L4BookUpdatesRequest{
62
			Coins: coins,
63
		}
64

65
		if retryCount > 0 {
66
			fmt.Printf("\n🔄 Reconnecting (attempt %d/%d)...\n", retryCount+1, maxRetries)
67
		} else {
68
			fmt.Printf("Connecting to %s...\n", grpcEndpoint)
69
		}
70

71
		stream, err := client.StreamL4BookUpdates(ctx, request)
72
		if err != nil {
73
			conn.Close()
74
			return fmt.Errorf("failed to start stream: %w", err)
75
		}
76

77
		msgCount := 0
78
		shouldRetry := false
79

80
		for {
81
			update, err := stream.Recv()
82
			if err == io.EOF {
83
				break
84
			}
85
			if err != nil {
86
				st, ok := status.FromError(err)
87
				if ok && st.Code() == codes.DataLoss {
88
					fmt.Printf("\n⚠️  Server reinitialized: %s\n", st.Message())
89
					retryCount++
90
					if retryCount < maxRetries {
91
						delay := baseDelay * time.Duration(math.Pow(2, float64(retryCount-1)))
92
						fmt.Printf("⏳ Waiting %v before reconnecting...\n", delay)
93
						time.Sleep(delay)
94
						shouldRetry = true
95
						break
96
					} else {
97
						fmt.Printf("\n❌ Max retries (%d) reached. Giving up.\n", maxRetries)
98
						conn.Close()
99
						return nil
100
					}
101
				}
102
				conn.Close()
103
				return fmt.Errorf("stream error: %w", err)
104
			}
105

106
			msgCount++
107
			if msgCount == 1 {
108
				fmt.Println("✓ First L4 update received!\n")
109
				retryCount = 0 // Reset on success
110
			}
111

112
			if update.Snapshot {
113
				// Full reset snapshot: rebuild local state
114
				orders = make(map[uint64]localOrder)
115
			}
116

117
			// Display update
118
			fmt.Println("\n" + strings.Repeat("─", 60))
119
			snapshotLabel := ""
120
			if update.Snapshot {
121
				snapshotLabel = " | SNAPSHOT"
122
			}
123
			fmt.Printf("Block: %d | Time: %d%s | Diffs: %d\n", update.Height, update.Time, snapshotLabel, len(update.Diffs))
124
			fmt.Println(strings.Repeat("─", 60))
125

126
			for _, diff := range update.Diffs {
127
				side := "ASK"
128
				if diff.Side == "B" {
129
					side = "BID"
130
				}
131

132
				switch diff.DiffType {
133
				case pb.L4OrderDiffType_L4_ORDER_DIFF_TYPE_NEW:
134
					orders[diff.Oid] = localOrder{coin: diff.Coin, user: diff.User, side: diff.Side, px: diff.Px, sz: diff.Sz}
135
					if !update.Snapshot {
136
						fmt.Printf("  NEW    %s oid: %d | %s %s x %s | %s\n", diff.Coin, diff.Oid, side, diff.Px, diff.Sz, diff.User)
137
					}
138
				case pb.L4OrderDiffType_L4_ORDER_DIFF_TYPE_UPDATE:
139
					if existing, ok := orders[diff.Oid]; ok {
140
						existing.sz = diff.Sz
141
						orders[diff.Oid] = existing
142
					}
143
					fmt.Printf("  UPDATE %s oid: %d | %s %s x %s | %s\n", diff.Coin, diff.Oid, side, diff.Px, diff.Sz, diff.User)
144
				case pb.L4OrderDiffType_L4_ORDER_DIFF_TYPE_REMOVE:
145
					delete(orders, diff.Oid)
146
					fmt.Printf("  REMOVE %s oid: %d | %s %s | %s\n", diff.Coin, diff.Oid, side, diff.Px, diff.User)
147
				}
148
			}
149

150
			fmt.Printf("\n  Resting orders tracked: %d | Messages received: %d\n", len(orders), msgCount)
151
		}
152

153
		conn.Close()
154

155
		if !shouldRetry {
156
			break
157
		}
158
	}
159

160
	return nil
161
}
162

163
func main() {
164
	coinsFlag := flag.String("coins", "BTC", "Comma-separated coin symbols to stream (e.g., BTC,ETH)")
165

166
	flag.Parse()
167

168
	coins := strings.Split(*coinsFlag, ",")
169

170
	fmt.Println("\n" + strings.Repeat("=", 60))
171
	fmt.Println("Hyperliquid StreamL4BookUpdates Example")
172
	fmt.Printf("Endpoint: %s\n", grpcEndpoint)
173
	fmt.Println(strings.Repeat("=", 60))
174

175
	if err := streamL4BookUpdates(coins); err != nil {
176
		log.致命(err)
177
	}
178
}
179

1
// StreamL4BookUpdates Example - Stream typed per-order book 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 typed per-order L4 book updates
28
async function streamL4BookUpdates(coins, autoReconnect = true, retryCount = 0) {
29
  console.log('='.repeat(60));
30
  console.log(`Streaming L4 Book Updates 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
  // Simple local order map keyed by oid
38
  const orders = new Map();
39

40
  while (retryCount < maxRetries) {
41
    const client = createClient();
42
    const metadata = new grpc.Metadata();
43
    metadata.add('x-token', AUTH_TOKEN);
44

45
    const request = {
46
      coins: coins
47
    };
48

49
    try {
50
      if (retryCount > 0) {
51
        console.log(`\n🔄 Reconnecting (attempt ${retryCount + 1}/${maxRetries})...`);
52
      } else {
53
        console.log(`Connecting to ${GRPC_ENDPOINT}...`);
54
      }
55

56
      let msgCount = 0;
57
      const call = client.StreamL4BookUpdates(request, metadata);
58

59
      call.on('data', (update) => {
60
        msgCount++;
61

62
        if (msgCount === 1) {
63
          console.log('✓ First L4 update received!\n');
64
          retryCount = 0; // Reset on success
65
        }
66

67
        if (update.snapshot) {
68
          // Full reset snapshot: rebuild local state
69
          orders.clear();
70
        }
71

72
        console.log('\n' + '─'.repeat(60));
73
        console.log(`Block: ${update.height} | Time: ${update.time}${update.snapshot ? ' | SNAPSHOT' : ''} | Diffs: ${(update.diffs || []).length}`);
74
        console.log('─'.repeat(60));
75

76
        (update.diffs || []).forEach(diff => {
77
          switch (diff.diff_type) {
78
            case 'L4_ORDER_DIFF_TYPE_NEW':
79
              orders.set(diff.oid, { coin: diff.coin, user: diff.user, side: diff.side, px: diff.px, sz: diff.sz });
80
              if (!update.snapshot) {
81
                console.log(`  NEW    ${diff.coin} oid: ${diff.oid} | ${diff.side === 'B' ? 'BID' : 'ASK'} ${diff.px} x ${diff.sz} | ${diff.user}`);
82
              }
83
              break;
84
            case 'L4_ORDER_DIFF_TYPE_UPDATE':
85
              const existing = orders.get(diff.oid);
86
              if (existing) {
87
                existing.sz = diff.sz;
88
              }
89
              console.log(`  UPDATE ${diff.coin} oid: ${diff.oid} | ${diff.side === 'B' ? 'BID' : 'ASK'} ${diff.px} x ${diff.sz} | ${diff.user}`);
90
              break;
91
            case 'L4_ORDER_DIFF_TYPE_REMOVE':
92
              orders.delete(diff.oid);
93
              console.log(`  REMOVE ${diff.coin} oid: ${diff.oid} | ${diff.side === 'B' ? 'BID' : 'ASK'} ${diff.px} | ${diff.user}`);
94
              break;
95
          }
96
        });
97

98
        console.log(`\n  Resting orders tracked: ${orders.size} | Messages received: ${msgCount}`);
99
      });
100

101
      call.on('error', (err) => {
102
        if (err.code === grpc.status.DATA_LOSS && autoReconnect) {
103
          console.log(`\n⚠️  Server reinitialized: ${err.message}`);
104
          retryCount++;
105
          if (retryCount < maxRetries) {
106
            const delay = baseDelay * Math.pow(2, retryCount - 1);
107
            console.log(`⏳ Waiting ${delay / 1000}s before reconnecting...`);
108
            setTimeout(() => streamL4BookUpdates(coins, autoReconnect, retryCount), delay);
109
          } else {
110
            console.log(`\n❌ Max retries (${maxRetries}) reached. Giving up.`);
111
          }
112
        } else {
113
          console.error('\ngRPC error:', err.code, '-', err.message);
114
        }
115
      });
116

117
      call.on('end', () => {
118
        console.log('\nStream ended');
119
      });
120

121
      // Wait for stream to complete
122
      await new Promise((resolve) => {
123
        call.on('end', resolve);
124
        call.on('error', resolve);
125
      });
126

127
      break; // Exit retry loop on success
128

129
    } catch (err) {
130
      console.error('Error:', err.message);
131
      break;
132
    }
133
  }
134
}
135

136
// Parse command line args
137
const args = process.argv.slice(2);
138
const coins = (args.find(a => a.startsWith('--coins='))?.split('=')[1] || 'BTC').split(',');
139

140
console.log('\n' + '='.repeat(60));
141
console.log('Hyperliquid StreamL4BookUpdates Example');
142
console.log(`Endpoint: ${GRPC_ENDPOINT}`);
143
console.log('='.repeat(60));
144

145
streamL4BookUpdates(coins);
146

1
// StreamL4BookUpdates Example - Stream typed per-order book 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 typed per-order L4 book updates
28
async function streamL4BookUpdates(coins, autoReconnect = true, retryCount = 0) {
29
  console.log('='.repeat(60));
30
  console.log(`Streaming L4 Book Updates 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
  // Simple local order map keyed by oid
38
  const orders = new Map();
39

40
  while (retryCount < maxRetries) {
41
    const client = createClient();
42
    const metadata = new grpc.Metadata();
43
    metadata.add('x-token', AUTH_TOKEN);
44

45
    const request = {
46
      coins: coins
47
    };
48

49
    try {
50
      if (retryCount > 0) {
51
        console.log(`\n🔄 Reconnecting (attempt ${retryCount + 1}/${maxRetries})...`);
52
      } else {
53
        console.log(`Connecting to ${GRPC_ENDPOINT}...`);
54
      }
55

56
      let msgCount = 0;
57
      const call = client.StreamL4BookUpdates(request, metadata);
58

59
      call.on('data', (update) => {
60
        msgCount++;
61

62
        if (msgCount === 1) {
63
          console.log('✓ First L4 update received!\n');
64
          retryCount = 0; // Reset on success
65
        }
66

67
        if (update.snapshot) {
68
          // Full reset snapshot: rebuild local state
69
          orders.clear();
70
        }
71

72
        console.log('\n' + '─'.repeat(60));
73
        console.log(`Block: ${update.height} | Time: ${update.time}${update.snapshot ? ' | SNAPSHOT' : ''} | Diffs: ${(update.diffs || []).length}`);
74
        console.log('─'.repeat(60));
75

76
        (update.diffs || []).forEach(diff => {
77
          switch (diff.diff_type) {
78
            case 'L4_ORDER_DIFF_TYPE_NEW':
79
              orders.set(diff.oid, { coin: diff.coin, user: diff.user, side: diff.side, px: diff.px, sz: diff.sz });
80
              if (!update.snapshot) {
81
                console.log(`  NEW    ${diff.coin} oid: ${diff.oid} | ${diff.side === 'B' ? 'BID' : 'ASK'} ${diff.px} x ${diff.sz} | ${diff.user}`);
82
              }
83
              break;
84
            case 'L4_ORDER_DIFF_TYPE_UPDATE':
85
              const existing = orders.get(diff.oid);
86
              if (existing) {
87
                existing.sz = diff.sz;
88
              }
89
              console.log(`  UPDATE ${diff.coin} oid: ${diff.oid} | ${diff.side === 'B' ? 'BID' : 'ASK'} ${diff.px} x ${diff.sz} | ${diff.user}`);
90
              break;
91
            case 'L4_ORDER_DIFF_TYPE_REMOVE':
92
              orders.delete(diff.oid);
93
              console.log(`  REMOVE ${diff.coin} oid: ${diff.oid} | ${diff.side === 'B' ? 'BID' : 'ASK'} ${diff.px} | ${diff.user}`);
94
              break;
95
          }
96
        });
97

98
        console.log(`\n  Resting orders tracked: ${orders.size} | Messages received: ${msgCount}`);
99
      });
100

101
      call.on('error', (err) => {
102
        if (err.code === grpc.status.DATA_LOSS && autoReconnect) {
103
          console.log(`\n⚠️  Server reinitialized: ${err.message}`);
104
          retryCount++;
105
          if (retryCount < maxRetries) {
106
            const delay = baseDelay * Math.pow(2, retryCount - 1);
107
            console.log(`⏳ Waiting ${delay / 1000}s before reconnecting...`);
108
            setTimeout(() => streamL4BookUpdates(coins, autoReconnect, retryCount), delay);
109
          } else {
110
            console.log(`\n❌ Max retries (${maxRetries}) reached. Giving up.`);
111
          }
112
        } else {
113
          console.error('\ngRPC error:', err.code, '-', err.message);
114
        }
115
      });
116

117
      call.on('end', () => {
118
        console.log('\nStream ended');
119
      });
120

121
      // Wait for stream to complete
122
      await new Promise((resolve) => {
123
        call.on('end', resolve);
124
        call.on('error', resolve);
125
      });
126

127
      break; // Exit retry loop on success
128

129
    } catch (err) {
130
      console.error('Error:', err.message);
131
      break;
132
    }
133
  }
134
}
135

136
// Parse command line args
137
const args = process.argv.slice(2);
138
const coins = (args.find(a => a.startsWith('--coins='))?.split('=')[1] || 'BTC').split(',');
139

140
console.log('\n' + '='.repeat(60));
141
console.log('Hyperliquid StreamL4BookUpdates Example');
142
console.log(`Endpoint: ${GRPC_ENDPOINT}`);
143
console.log('='.repeat(60));
144

145
streamL4BookUpdates(coins);
146

1
#!/usr/bin/env python3
2
"""
3
StreamL4BookUpdates Example - Stream typed per-order book 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_l4_updates_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_l4_book_updates(coins: list, auto_reconnect: bool = True):
32
    """
33
    Stream typed per-order L4 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 L4 Book Updates 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
    # Simple local order map keyed by oid
49
    orders = {}
50

51
    while retry_count < max_retries:
52
        channel = grpc.secure_channel(
53
            GRPC_ENDPOINT,
54
            grpc.ssl_channel_credentials(),
55
            options=[
56
                ('grpc.max_receive_message_length', 100 * 1024 * 1024),
57
                ('grpc.keepalive_time_ms', 30000),
58
            ]
59
        )
60
        stub = pb_grpc.OrderBookStreamingStub(channel)
61

62
        # Build request
63
        request = pb.L4BookUpdatesRequest(coins=coins)
64

65
        msg_count = 0
66

67
        try:
68
            if retry_count > 0:
69
                print(f"\n🔄 Reconnecting (attempt {retry_count + 1}/{max_retries})...")
70
            else:
71
                print(f"Connecting to {GRPC_ENDPOINT}...")
72

73
            for update in stub.StreamL4BookUpdates(request, metadata=[('x-token', AUTH_TOKEN)]):
74
                msg_count += 1
75

76
                if msg_count == 1:
77
                    print(f"✓ First L4 update received!\n")
78
                    retry_count = 0  # Reset retry count on successful connection
79

80
                if update.snapshot:
81
                    # Full reset snapshot: rebuild local state
82
                    orders.clear()
83

84
                # Display the update
85
                print(f"\n{'─'*60}")
86
                snapshot_label = " | SNAPSHOT" if update.snapshot else ""
87
                print(f"Block: {update.height} | Time: {update.time}{snapshot_label} | Diffs: {len(update.diffs)}")
88
                print(f"{'─'*60}")
89

90
                for diff in update.diffs:
91
                    side = "BID" if diff.side == "B" else "ASK"
92

93
                    if diff.diff_type == pb.L4_ORDER_DIFF_TYPE_NEW:
94
                        orders[diff.oid] = {"coin": diff.coin, "user": diff.user, "side": diff.side, "px": diff.px, "sz": diff.sz}
95
                        if not update.snapshot:
96
                            print(f"  NEW    {diff.coin} oid: {diff.oid} | {side} {diff.px} x {diff.sz} | {diff.user}")
97
                    elif diff.diff_type == pb.L4_ORDER_DIFF_TYPE_UPDATE:
98
                        if diff.oid in orders:
99
                            orders[diff.oid]["sz"] = diff.sz
100
                        print(f"  UPDATE {diff.coin} oid: {diff.oid} | {side} {diff.px} x {diff.sz} | {diff.user}")
101
                    elif diff.diff_type == pb.L4_ORDER_DIFF_TYPE_REMOVE:
102
                        orders.pop(diff.oid, None)
103
                        print(f"  REMOVE {diff.coin} oid: {diff.oid} | {side} {diff.px} | {diff.user}")
104

105
                print(f"\n  Resting orders tracked: {len(orders)} | Messages received: {msg_count}")
106

107
        except grpc.RpcError as e:
108
            if e.code() == grpc.StatusCode.DATA_LOSS and auto_reconnect:
109
                print(f"\n⚠️  Server reinitialized: {e.details()}")
110
                retry_count += 1
111
                if retry_count < max_retries:
112
                    delay = base_delay * (2 ** (retry_count - 1))  # Exponential backoff
113
                    print(f"⏳ Waiting {delay}s before reconnecting...")
114
                    time.sleep(delay)
115
                    channel.close()
116
                    continue
117
                else:
118
                    print(f"\n❌ Max retries ({max_retries}) reached. Giving up.")
119
                    break
120
            else:
121
                print(f"\ngRPC error: {e.code()} - {e.details()}")
122
                break
123
        except KeyboardInterrupt:
124
            print("\nStopping L4 updates stream...")
125
            break
126
        finally:
127
            channel.close()
128

129
        # If we get here without error, break the retry loop
130
        break
131

132

133
def main():
134
    parser = argparse.ArgumentParser(description='Stream Hyperliquid typed per-order L4 book updates via gRPC')
135
    parser.add_argument('--coins', default='BTC', help='Comma-separated coin symbols to stream (e.g., BTC,ETH)')
136

137
    args = parser.parse_args()
138
    coins = [c.strip() for c in args.coins.split(',') if c.strip()]
139

140
    print(f"\n{'='*60}")
141
    print("Hyperliquid StreamL4BookUpdates Example")
142
    print(f"Endpoint: {GRPC_ENDPOINT}")
143
    print(f"{'='*60}")
144

145
    try:
146
        stream_l4_book_updates(coins)
147
    except Exception as e:
148
        print(f"\nError: {e}")
149
        import traceback
150
        traceback.print_exc()
151
        sys.exit(1)
152

153

154
if __name__ == "__main__":
155
    main()
156

1
#!/usr/bin/env python3
2
"""
3
StreamL4BookUpdates Example - Stream typed per-order book 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_l4_updates_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_l4_book_updates(coins: list, auto_reconnect: bool = True):
32
    """
33
    Stream typed per-order L4 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 L4 Book Updates 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
    # Simple local order map keyed by oid
49
    orders = {}
50

51
    while retry_count < max_retries:
52
        channel = grpc.secure_channel(
53
            GRPC_ENDPOINT,
54
            grpc.ssl_channel_credentials(),
55
            options=[
56
                ('grpc.max_receive_message_length', 100 * 1024 * 1024),
57
                ('grpc.keepalive_time_ms', 30000),
58
            ]
59
        )
60
        stub = pb_grpc.OrderBookStreamingStub(channel)
61

62
        # Build request
63
        request = pb.L4BookUpdatesRequest(coins=coins)
64

65
        msg_count = 0
66

67
        try:
68
            if retry_count > 0:
69
                print(f"\n🔄 Reconnecting (attempt {retry_count + 1}/{max_retries})...")
70
            else:
71
                print(f"Connecting to {GRPC_ENDPOINT}...")
72

73
            for update in stub.StreamL4BookUpdates(request, metadata=[('x-token', AUTH_TOKEN)]):
74
                msg_count += 1
75

76
                if msg_count == 1:
77
                    print(f"✓ First L4 update received!\n")
78
                    retry_count = 0  # Reset retry count on successful connection
79

80
                if update.snapshot:
81
                    # Full reset snapshot: rebuild local state
82
                    orders.clear()
83

84
                # Display the update
85
                print(f"\n{'─'*60}")
86
                snapshot_label = " | SNAPSHOT" if update.snapshot else ""
87
                print(f"Block: {update.height} | Time: {update.time}{snapshot_label} | Diffs: {len(update.diffs)}")
88
                print(f"{'─'*60}")
89

90
                for diff in update.diffs:
91
                    side = "BID" if diff.side == "B" else "ASK"
92

93
                    if diff.diff_type == pb.L4_ORDER_DIFF_TYPE_NEW:
94
                        orders[diff.oid] = {"coin": diff.coin, "user": diff.user, "side": diff.side, "px": diff.px, "sz": diff.sz}
95
                        if not update.snapshot:
96
                            print(f"  NEW    {diff.coin} oid: {diff.oid} | {side} {diff.px} x {diff.sz} | {diff.user}")
97
                    elif diff.diff_type == pb.L4_ORDER_DIFF_TYPE_UPDATE:
98
                        if diff.oid in orders:
99
                            orders[diff.oid]["sz"] = diff.sz
100
                        print(f"  UPDATE {diff.coin} oid: {diff.oid} | {side} {diff.px} x {diff.sz} | {diff.user}")
101
                    elif diff.diff_type == pb.L4_ORDER_DIFF_TYPE_REMOVE:
102
                        orders.pop(diff.oid, None)
103
                        print(f"  REMOVE {diff.coin} oid: {diff.oid} | {side} {diff.px} | {diff.user}")
104

105
                print(f"\n  Resting orders tracked: {len(orders)} | Messages received: {msg_count}")
106

107
        except grpc.RpcError as e:
108
            if e.code() == grpc.StatusCode.DATA_LOSS and auto_reconnect:
109
                print(f"\n⚠️  Server reinitialized: {e.details()}")
110
                retry_count += 1
111
                if retry_count < max_retries:
112
                    delay = base_delay * (2 ** (retry_count - 1))  # Exponential backoff
113
                    print(f"⏳ Waiting {delay}s before reconnecting...")
114
                    time.sleep(delay)
115
                    channel.close()
116
                    continue
117
                else:
118
                    print(f"\n❌ Max retries ({max_retries}) reached. Giving up.")
119
                    break
120
            else:
121
                print(f"\ngRPC error: {e.code()} - {e.details()}")
122
                break
123
        except KeyboardInterrupt:
124
            print("\nStopping L4 updates stream...")
125
            break
126
        finally:
127
            channel.close()
128

129
        # If we get here without error, break the retry loop
130
        break
131

132

133
def main():
134
    parser = argparse.ArgumentParser(description='Stream Hyperliquid typed per-order L4 book updates via gRPC')
135
    parser.add_argument('--coins', default='BTC', help='Comma-separated coin symbols to stream (e.g., BTC,ETH)')
136

137
    args = parser.parse_args()
138
    coins = [c.strip() for c in args.coins.split(',') if c.strip()]
139

140
    print(f"\n{'='*60}")
141
    print("Hyperliquid StreamL4BookUpdates Example")
142
    print(f"Endpoint: {GRPC_ENDPOINT}")
143
    print(f"{'='*60}")
144

145
    try:
146
        stream_l4_book_updates(coins)
147
    except Exception as e:
148
        print(f"\nError: {e}")
149
        import traceback
150
        traceback.print_exc()
151
        sys.exit(1)
152

153

154
if __name__ == "__main__":
155
    main()
156

还没有账号吗？

只需几秒钟即可创建您的 Quicknode 端点，并开始构建

免费开始使用