Support grouping in exchange.order

Author: JoanLaRosa

hyperliquid/exchange.py

@@ -11,6 +11,7 @@
 from hyperliquid.utils.signing import (
     CancelByCloidRequest,
     CancelRequest,
+    Grouping,
     ModifyRequest,
     OidOrCloid,
     OrderRequest,
@@ -31,7 +32,16 @@
     sign_usd_transfer_action,
     sign_withdraw_from_bridge_action,
 )
-from hyperliquid.utils.types import Any, BuilderInfo, Cloid, List, Meta, Optional, SpotMeta, Tuple
+from hyperliquid.utils.types import (
+    Any,
+    BuilderInfo,
+    Cloid,
+    List,
+    Meta,
+    Optional,
+    SpotMeta,
+    Tuple,
+)
 
 
 class Exchange(API):
@@ -58,7 +68,9 @@ def _post_action(self, action, signature, nonce):
             "action": action,
             "nonce": nonce,
             "signature": signature,
-            "vaultAddress": self.vault_address if action["type"] != "usdClassTransfer" else None,
+            "vaultAddress": self.vault_address
+            if action["type"] != "usdClassTransfer"
+            else None,
         }
         logging.debug(payload)
         return self.post("/exchange", payload)
@@ -93,6 +105,7 @@ def order(
         reduce_only: bool = False,
         cloid: Optional[Cloid] = None,
         builder: Optional[BuilderInfo] = None,
+        grouping: Grouping = "na",
     ) -> Any:
         order: OrderRequest = {
             "coin": name,
@@ -104,17 +117,23 @@ def order(
         }
         if cloid:
             order["cloid"] = cloid
-        return self.bulk_orders([order], builder)
+        return self.bulk_orders([order], builder, grouping)
 
-    def bulk_orders(self, order_requests: List[OrderRequest], builder: Optional[BuilderInfo] = None) -> Any:
+    def bulk_orders(
+        self,
+        order_requests: List[OrderRequest],
+        builder: Optional[BuilderInfo] = None,
+        grouping: Grouping = "na",
+    ) -> Any:
         order_wires: List[OrderWire] = [
-            order_request_to_order_wire(order, self.info.name_to_asset(order["coin"])) for order in order_requests
+            order_request_to_order_wire(order, self.info.name_to_asset(order["coin"]))
+            for order in order_requests
         ]
         timestamp = get_timestamp_ms()
 
         if builder:
             builder["b"] = builder["b"].lower()
-        order_action = order_wires_to_order_action(order_wires, builder)
+        order_action = order_wires_to_order_action(order_wires, builder, grouping)
 
         signature = sign_l1_action(
             self.wallet,
@@ -159,8 +178,12 @@ def bulk_modify_orders_new(self, modify_requests: List[ModifyRequest]) -> Any:
         timestamp = get_timestamp_ms()
         modify_wires = [
             {
-                "oid": modify["oid"].to_raw() if isinstance(modify["oid"], Cloid) else modify["oid"],
-                "order": order_request_to_order_wire(modify["order"], self.info.name_to_asset(modify["order"]["coin"])),
+                "oid": modify["oid"].to_raw()
+                if isinstance(modify["oid"], Cloid)
+                else modify["oid"],
+                "order": order_request_to_order_wire(
+                    modify["order"], self.info.name_to_asset(modify["order"]["coin"])
+                ),
             }
             for modify in modify_requests
         ]
@@ -198,7 +221,14 @@ def market_open(
         px = self._slippage_price(name, is_buy, slippage, px)
         # Market Order is an aggressive Limit Order IoC
         return self.order(
-            name, is_buy, sz, px, order_type={"limit": {"tif": "Ioc"}}, reduce_only=False, cloid=cloid, builder=builder
+            name,
+            is_buy,
+            sz,
+            px,
+            order_type={"limit": {"tif": "Ioc"}},
+            reduce_only=False,
+            cloid=cloid,
+            builder=builder,
         )
 
     def market_close(
@@ -417,14 +447,18 @@ def usd_class_transfer(self, amount: float, to_perp: bool) -> Any:
             "toPerp": to_perp,
             "nonce": timestamp,
         }
-        signature = sign_usd_class_transfer_action(self.wallet, action, self.base_url == MAINNET_API_URL)
+        signature = sign_usd_class_transfer_action(
+            self.wallet, action, self.base_url == MAINNET_API_URL
+        )
         return self._post_action(
             action,
             signature,
             timestamp,
         )
 
-    def sub_account_transfer(self, sub_account_user: str, is_deposit: bool, usd: int) -> Any:
+    def sub_account_transfer(
+        self, sub_account_user: str, is_deposit: bool, usd: int
+    ) -> Any:
         timestamp = get_timestamp_ms()
         sub_account_transfer_action = {
             "type": "subAccountTransfer",
@@ -445,7 +479,9 @@ def sub_account_transfer(self, sub_account_user: str, is_deposit: bool, usd: int
             timestamp,
         )
 
-    def sub_account_spot_transfer(self, sub_account_user: str, is_deposit: bool, token: str, amount: float) -> Any:
+    def sub_account_spot_transfer(
+        self, sub_account_user: str, is_deposit: bool, token: str, amount: float
+    ) -> Any:
         timestamp = get_timestamp_ms()
         sub_account_transfer_action = {
             "type": "subAccountSpotTransfer",
@@ -476,7 +512,9 @@ def vault_usd_transfer(self, vault_address: str, is_deposit: bool, usd: int) ->
             "usd": usd,
         }
         is_mainnet = self.base_url == MAINNET_API_URL
-        signature = sign_l1_action(self.wallet, vault_transfer_action, None, timestamp, is_mainnet)
+        signature = sign_l1_action(
+            self.wallet, vault_transfer_action, None, timestamp, is_mainnet
+        )
         return self._post_action(
             vault_transfer_action,
             signature,
@@ -485,7 +523,12 @@ def vault_usd_transfer(self, vault_address: str, is_deposit: bool, usd: int) ->
 
     def usd_transfer(self, amount: float, destination: str) -> Any:
         timestamp = get_timestamp_ms()
-        action = {"destination": destination, "amount": str(amount), "time": timestamp, "type": "usdSend"}
+        action = {
+            "destination": destination,
+            "amount": str(amount),
+            "time": timestamp,
+            "type": "usdSend",
+        }
         is_mainnet = self.base_url == MAINNET_API_URL
         signature = sign_usd_transfer_action(self.wallet, action, is_mainnet)
         return self._post_action(
@@ -513,7 +556,12 @@ def spot_transfer(self, amount: float, destination: str, token: str) -> Any:
 
     def withdraw_from_bridge(self, amount: float, destination: str) -> Any:
         timestamp = get_timestamp_ms()
-        action = {"destination": destination, "amount": str(amount), "time": timestamp, "type": "withdraw3"}
+        action = {
+            "destination": destination,
+            "amount": str(amount),
+            "time": timestamp,
+            "type": "withdraw3",
+        }
         is_mainnet = self.base_url == MAINNET_API_URL
         signature = sign_withdraw_from_bridge_action(self.wallet, action, is_mainnet)
         return self._post_action(
@@ -549,11 +597,20 @@ def approve_agent(self, name: Optional[str] = None) -> Tuple[Any, str]:
     def approve_builder_fee(self, builder: str, max_fee_rate: str) -> Any:
         timestamp = get_timestamp_ms()
 
-        action = {"maxFeeRate": max_fee_rate, "builder": builder, "nonce": timestamp, "type": "approveBuilderFee"}
-        signature = sign_approve_builder_fee(self.wallet, action, self.base_url == MAINNET_API_URL)
+        action = {
+            "maxFeeRate": max_fee_rate,
+            "builder": builder,
+            "nonce": timestamp,
+            "type": "approveBuilderFee",
+        }
+        signature = sign_approve_builder_fee(
+            self.wallet, action, self.base_url == MAINNET_API_URL
+        )
         return self._post_action(action, signature, timestamp)
 
-    def convert_to_multi_sig_user(self, authorized_users: List[str], threshold: int) -> Any:
+    def convert_to_multi_sig_user(
+        self, authorized_users: List[str], threshold: int
+    ) -> Any:
         timestamp = get_timestamp_ms()
         authorized_users = sorted(authorized_users)
         signers = {
@@ -565,14 +622,18 @@ def convert_to_multi_sig_user(self, authorized_users: List[str], threshold: int)
             "signers": json.dumps(signers),
             "nonce": timestamp,
         }
-        signature = sign_convert_to_multi_sig_user_action(self.wallet, action, self.base_url == MAINNET_API_URL)
+        signature = sign_convert_to_multi_sig_user_action(
+            self.wallet, action, self.base_url == MAINNET_API_URL
+        )
         return self._post_action(
             action,
             signature,
             timestamp,
         )
 
-    def multi_sig(self, multi_sig_user, inner_action, signatures, nonce, vault_address=None):
+    def multi_sig(
+        self, multi_sig_user, inner_action, signatures, nonce, vault_address=None
+    ):
         multi_sig_user = multi_sig_user.lower()
         multi_sig_action = {
             "type": "multiSig",

hyperliquid/utils/signing.py

@@ -5,15 +5,32 @@
 from eth_account.messages import encode_typed_data
 from eth_utils import keccak, to_hex
 
-from hyperliquid.utils.types import Cloid, Literal, NotRequired, Optional, TypedDict, Union
+from hyperliquid.utils.types import (
+    Cloid,
+    Literal,
+    NotRequired,
+    Optional,
+    TypedDict,
+    Union,
+)
 
 Tif = Union[Literal["Alo"], Literal["Ioc"], Literal["Gtc"]]
 Tpsl = Union[Literal["tp"], Literal["sl"]]
 LimitOrderType = TypedDict("LimitOrderType", {"tif": Tif})
-TriggerOrderType = TypedDict("TriggerOrderType", {"triggerPx": float, "isMarket": bool, "tpsl": Tpsl})
-TriggerOrderTypeWire = TypedDict("TriggerOrderTypeWire", {"triggerPx": str, "isMarket": bool, "tpsl": Tpsl})
-OrderType = TypedDict("OrderType", {"limit": LimitOrderType, "trigger": TriggerOrderType}, total=False)
-OrderTypeWire = TypedDict("OrderTypeWire", {"limit": LimitOrderType, "trigger": TriggerOrderTypeWire}, total=False)
+TriggerOrderType = TypedDict(
+    "TriggerOrderType", {"triggerPx": float, "isMarket": bool, "tpsl": Tpsl}
+)
+TriggerOrderTypeWire = TypedDict(
+    "TriggerOrderTypeWire", {"triggerPx": str, "isMarket": bool, "tpsl": Tpsl}
+)
+OrderType = TypedDict(
+    "OrderType", {"limit": LimitOrderType, "trigger": TriggerOrderType}, total=False
+)
+OrderTypeWire = TypedDict(
+    "OrderTypeWire",
+    {"limit": LimitOrderType, "trigger": TriggerOrderTypeWire},
+    total=False,
+)
 OrderRequest = TypedDict(
     "OrderRequest",
     {
@@ -41,7 +58,15 @@
 
 Grouping = Union[Literal["na"], Literal["normalTpsl"], Literal["positionTpsl"]]
 Order = TypedDict(
-    "Order", {"asset": int, "isBuy": bool, "limitPx": float, "sz": float, "reduceOnly": bool, "cloid": Optional[Cloid]}
+    "Order",
+    {
+        "asset": int,
+        "isBuy": bool,
+        "limitPx": float,
+        "sz": float,
+        "reduceOnly": bool,
+        "cloid": Optional[Cloid],
+    },
 )
 
 
@@ -222,7 +247,9 @@ def add_multi_sig_types(sign_types):
                 }
             )
     if not enriched:
-        print('"hyperliquidChain" missing from sign_types. sign_types was not enriched with multi-sig signing types')
+        print(
+            '"hyperliquidChain" missing from sign_types. sign_types was not enriched with multi-sig signing types'
+        )
     return enriched_sign_types
 
 
@@ -234,7 +261,13 @@ def add_multi_sig_fields(action, payload_multi_sig_user, outer_signer):
 
 
 def sign_multi_sig_user_signed_action_payload(
-    wallet, action, is_mainnet, sign_types, tx_type, payload_multi_sig_user, outer_signer
+    wallet,
+    action,
+    is_mainnet,
+    sign_types,
+    tx_type,
+    payload_multi_sig_user,
+    outer_signer,
 ):
     envelope = add_multi_sig_fields(action, payload_multi_sig_user, outer_signer)
     sign_types = add_multi_sig_types(sign_types)
@@ -248,7 +281,13 @@ def sign_multi_sig_user_signed_action_payload(
 
 
 def sign_multi_sig_l1_action_payload(
-    wallet, action, is_mainnet, vault_address, timestamp, payload_multi_sig_user, outer_signer
+    wallet,
+    action,
+    is_mainnet,
+    vault_address,
+    timestamp,
+    payload_multi_sig_user,
+    outer_signer,
 ):
     envelope = [payload_multi_sig_user.lower(), outer_signer.lower(), action]
     return sign_l1_action(
@@ -407,11 +446,11 @@ def order_request_to_order_wire(order: OrderRequest, asset: int) -> OrderWire:
     return order_wire
 
 
-def order_wires_to_order_action(order_wires, builder=None):
+def order_wires_to_order_action(order_wires, builder=None, grouping: Grouping = "na"):
     action = {
         "type": "order",
         "orders": order_wires,
-        "grouping": "na",
+        "grouping": grouping,
     }
     if builder:
         action["builder"] = builder