exchange-monitor-go/exchange/hyperliquid_trade.go

package exchange

import (
	"context"
	"crypto/ecdsa"
	"encoding/hex"
	"encoding/json"
	"fmt"
	"math"
	"strconv"
	"strings"
	"sync"
	"time"

	"github.com/ethereum/go-ethereum/crypto"
	hl "github.com/sonirico/go-hyperliquid"
)

type HyperLiquidTrade struct {
	exchange    *hl.Exchange
	info        *hl.Info
	privateKey  *ecdsa.PrivateKey
	mainAddress string
	nonceMu     sync.Mutex
	lastNonce   int64
	configured  bool
}

func NewHyperLiquidTrade(privateKeyHex, mainAddress, apiAddress string) (*HyperLiquidTrade, error) {
	if privateKeyHex == "" {
		return &HyperLiquidTrade{}, nil
	}

	keyHex := strings.TrimPrefix(privateKeyHex, "0x")
	keyBytes, err := hex.DecodeString(keyHex)
	if err != nil {
		return nil, fmt.Errorf("decode private key: %w", err)
	}

	privKey, err := crypto.ToECDSA(keyBytes)
	if err != nil {
		return nil, fmt.Errorf("to ECDSA: %w", err)
	}

	ctx, cancel := context.WithTimeout(context.Background(), 30*time.Second)
	defer cancel()

	info := hl.NewInfo(ctx, hl.TestnetAPIURL, true, nil, nil, nil)

	return &HyperLiquidTrade{
		privateKey:  privKey,
		mainAddress: mainAddress,
		info:        info,
		configured:  true,
	}, nil
}

func (h *HyperLiquidTrade) initExchange() error {
	if h.exchange != nil {
		return nil
	}
	if !h.configured {
		return fmt.Errorf("HL not configured")
	}

	ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second)
	defer cancel()

	meta, err := h.info.Meta(ctx)
	if err != nil {
		return fmt.Errorf("meta: %w", err)
	}
	spotMeta, err := h.info.SpotMeta(ctx)
	if err != nil {
		return fmt.Errorf("spot meta: %w", err)
	}

	h.exchange = hl.NewExchange(ctx, h.privateKey, hl.TestnetAPIURL, meta, "", h.mainAddress, spotMeta, nil)
	return nil
}

func (h *HyperLiquidTrade) IsConfigured() bool {
	return h.configured
}

// PlaceMarketOrder places a market order and returns the raw JSON response.
func (h *HyperLiquidTrade) PlaceMarketOrder(coin, side, sz string) (string, error) {
	if !h.configured {
		return "", fmt.Errorf("HL not configured")
	}
	if err := h.initExchange(); err != nil {
		return "", fmt.Errorf("init: %w", err)
	}

	isBuy := side == "buy"
	size, _ := strconv.ParseFloat(sz, 64)

	ctx, cancel := context.WithTimeout(context.Background(), 10*time.Second)
	defer cancel()

	mids, err := h.info.AllMids(ctx)
	if err != nil {
		return "", fmt.Errorf("mids: %w", err)
	}
	priceStr, ok := mids[coin]
	if !ok {
		return "", fmt.Errorf("coin %s not found", coin)
	}
	midPx, _ := strconv.ParseFloat(priceStr, 64)

	limitPx := midPx * 2.0
	if !isBuy {
		limitPx = midPx * 0.5
	}

	result, err := h.exchange.MarketOpen(ctx, coin, isBuy, size, &limitPx, 0.05, nil, nil)
	if err != nil {
		return "", fmt.Errorf("market open: %w", err)
	}
	respJSON, _ := json.Marshal(result)
	return string(respJSON), nil
}

// EstimateFeeFromResponse calculates the fee using the response's filled size × price
// × configured taker rate. This is NOT an actual fee from HL — HL does not return
// fee amounts in the order response. The result is equivalent to estimating from
// TradeAmountUSD, but more accurate for partial fills since it uses actual filled sz/px.
func (h *HyperLiquidTrade) EstimateFeeFromResponse(orderResponseJSON string, takerFeePct float64) (feeUSD float64, err error) {
	// HL MarketOpen returns a single OrderStatus object (NOT wrapped in statuses array):
	// {"resting":..., "filled":{"totalSz":"82.5","avgPx":"0.12153","oid":52463955193}, "error":...}
	var resp struct {
		Resting *json.RawMessage `json:"resting,omitempty"`
		Filled  *struct {
			TotalSz string `json:"totalSz"`
			AvgPx   string `json:"avgPx"`
		} `json:"filled,omitempty"`
		Error *string `json:"error,omitempty"`
	}
	if err := json.Unmarshal([]byte(orderResponseJSON), &resp); err != nil {
		return 0, fmt.Errorf("parse: %w", err)
	}
	if resp.Filled != nil {
		sz, _ := strconv.ParseFloat(resp.Filled.TotalSz, 64)
		px, _ := strconv.ParseFloat(resp.Filled.AvgPx, 64)
		if sz > 0 && px > 0 {
			return sz * px * takerFeePct / 100, nil
		}
	}
	return 0, fmt.Errorf("no filled status in response")
}

func (h *HyperLiquidTrade) GetBalance() (float64, error) {
	if !h.configured {
		return 0, fmt.Errorf("HL not configured")
	}

	ctx, cancel := context.WithTimeout(context.Background(), 15*time.Second)
	defer cancel()

	// HL testnet USDC is on spot, not perp. Use SpotUserState.
	state, err := h.info.SpotUserState(ctx, h.mainAddress)
	if err != nil {
		return 0, fmt.Errorf("spot user state: %w", err)
	}

	for _, b := range state.Balances {
		if b.Coin == "USDC" {
			total, _ := strconv.ParseFloat(b.Total, 64)
			hold, _ := strconv.ParseFloat(b.Hold, 64)
			return total - hold, nil
		}
	}
	return 0, fmt.Errorf("USDC balance not found in spot state")
}

func GetHLSize(coin string, amountUSD, price float64) string {
	sz := amountUSD / price
	switch coin {
	// integer sizes (szDecimals=0)
	case "DOGE", "ONDO", "WIF", "ALGO", "PYTH", "SAND", "ADA", "HBAR",
		"IOTA", "FET", "JUP", "MOVE":
		sz = math.Floor(sz)
		if sz < 1 {
			sz = 1
		}
		return fmt.Sprintf("%.0f", sz)
	// 1 decimal (szDecimals=1)
	case "OP", "ARB", "DYDX", "WLD", "SUI", "TIA", "NEAR", "FIL":
		sz = math.Floor(sz*10) / 10
		if sz < 0.1 {
			sz = 0.1
		}
		return fmt.Sprintf("%.1f", sz)
	// 2 decimals (szDecimals=2)
	case "APT":
		sz = math.Floor(sz*100) / 100
		if sz < 0.01 {
			sz = 0.01
		}
		return fmt.Sprintf("%.2f", sz)
	default:
		return fmt.Sprintf("%.4f", sz)
	}
}