feat: Hyperliquid perpetuals exchange connector

.github/workflows/runtests.yml

@@ -15,7 +15,7 @@ on:
       - issues/*
   pull_request:
     branches:
-      - master 
+      - master
       - develop
 
 jobs:

.pre-commit-config.yaml

@@ -0,0 +1,40 @@
+default_stages: [pre-commit]
+fail_fast: false
+
+repos:
+  - repo: https://github.com/Yelp/detect-secrets
+    rev: v1.5.0
+    hooks:
+      - id: detect-secrets
+        args:
+          - --exclude-files
+          - ^(poetry\.lock|tests/.*)$
+
+  - repo: https://github.com/pre-commit/pre-commit-hooks
+    rev: v5.0.0
+    hooks:
+      - id: detect-private-key
+      - id: check-added-large-files
+        args: ["--maxkb=1024"]
+      - id: check-merge-conflict
+      - id: end-of-file-fixer
+      - id: trailing-whitespace
+      - id: check-json
+      - id: check-yaml
+      - id: check-toml
+      - id: debug-statements
+      - id: check-ast
+
+  - repo: https://github.com/astral-sh/ruff-pre-commit
+    rev: v0.15.5
+    hooks:
+      - id: ruff-check
+        args: [--fix]
+      - id: ruff-format
+
+  - repo: https://github.com/PyCQA/bandit
+    rev: 1.8.6
+    hooks:
+      - id: bandit
+        args: [-c, pyproject.toml, -q, -r, basana, samples]
+        pass_filenames: false

DEVELOPERS.md

@@ -39,7 +39,7 @@ Instead of running those commands manually, a couple of Invoke tasks are provide
 	$ inv create-virtualenv
 	```
 
-1. Execute static checks and testcases 
+1. Execute static checks and testcases
 
 	```
 	$ inv test

LICENSE

@@ -13,4 +13,3 @@ distributed under the License is distributed on an "AS IS" BASIS,
 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 See the License for the specific language governing permissions and
 limitations under the License.
-

README.md

@@ -22,6 +22,13 @@
 $ pip install basana[charts]
 ```
 
+If you want to use the Hyperliquid connector as well, install the additional
+exchange dependencies:
+
+```
+$ pip install hyperliquid-python-sdk eth-account
+```
+
 The examples use [TALIpp](https://github.com/nardew/talipp) for the technical indicators, pandas, statsmodels and also [Textual](https://textual.textualize.io/) if you want to run the Binance order book mirror.
 
 ```

basana/__init__.py

@@ -64,4 +64,3 @@
 from .core.token_bucket import (
     TokenBucketLimiter,
 )
-

basana/backtesting/account_balances.py

@@ -26,16 +26,26 @@
 class UpdateRule(metaclass=abc.ABCMeta):
     @abc.abstractmethod
     def check(
-            self, updated_balances: ValueMap, updated_holds: ValueMap, updated_borrowed: ValueMap,
-            delta_balances: ValueMap, delta_holds: ValueMap, delta_borrowed: ValueMap
+        self,
+        updated_balances: ValueMap,
+        updated_holds: ValueMap,
+        updated_borrowed: ValueMap,
+        delta_balances: ValueMap,
+        delta_holds: ValueMap,
+        delta_borrowed: ValueMap,
     ):
         raise NotImplementedError()
 
 
 class NonZero(UpdateRule):
     def check(
-            self, updated_balances: ValueMap, updated_holds: ValueMap, updated_borrowed: ValueMap,
-            delta_balances: ValueMap, delta_holds: ValueMap, delta_borrowed: ValueMap
+        self,
+        updated_balances: ValueMap,
+        updated_holds: ValueMap,
+        updated_borrowed: ValueMap,
+        delta_balances: ValueMap,
+        delta_holds: ValueMap,
+        delta_borrowed: ValueMap,
     ):
         # balance >= 0
         for symbol, value in updated_balances.items():
@@ -54,8 +64,13 @@ def check(
 class ValidHold(UpdateRule):
     # * hold <= balance
     def check(
-            self, updated_balances: ValueMap, updated_holds: ValueMap, updated_borrowed: ValueMap,
-            delta_balances: ValueMap, delta_holds: ValueMap, delta_borrowed: ValueMap
+        self,
+        updated_balances: ValueMap,
+        updated_holds: ValueMap,
+        updated_borrowed: ValueMap,
+        delta_balances: ValueMap,
+        delta_holds: ValueMap,
+        delta_borrowed: ValueMap,
     ):
         symbols = set(itertools.chain(updated_holds.keys(), updated_balances.keys()))
         for symbol in symbols:
@@ -67,33 +82,29 @@ def check(
 
 class AccountBalances:
     def __init__(self, initial_balances: ValueMapDict):
-        self.balances = ValueMap({
-            symbol: balance for symbol, balance in initial_balances.items() if balance >= 0
-        })
+        self.balances = ValueMap({symbol: balance for symbol, balance in initial_balances.items() if balance >= 0})
         self.holds = ValueMap()
-        self.borrowed = ValueMap({
-            symbol: -balance for symbol, balance in initial_balances.items() if balance < 0
-        })
-        self._update_rules: List[UpdateRule] = [
-            NonZero(),
-            ValidHold()
-        ]
+        self.borrowed = ValueMap({symbol: -balance for symbol, balance in initial_balances.items() if balance < 0})
+        self._update_rules: List[UpdateRule] = [NonZero(), ValidHold()]
 
     def push_update_rule(self, update_rule: UpdateRule):
         self._update_rules.append(update_rule)
 
     def update(
-            self, balance_updates: ValueMapDict = {}, hold_updates: ValueMapDict = {},
-            borrowed_updates: ValueMapDict = {}
+        self, balance_updates: ValueMapDict = {}, hold_updates: ValueMapDict = {}, borrowed_updates: ValueMapDict = {}
     ):
         updated_balances = self.balances + balance_updates
         updated_holds = self.holds + hold_updates
         updated_borrowed = self.borrowed + borrowed_updates
 
         for rule in self._update_rules:
             rule.check(
-                updated_balances, updated_holds, updated_borrowed,
-                ValueMap(balance_updates), ValueMap(hold_updates), ValueMap(borrowed_updates)
+                updated_balances,
+                updated_holds,
+                updated_borrowed,
+                ValueMap(balance_updates),
+                ValueMap(hold_updates),
+                ValueMap(borrowed_updates),
             )
 
         # Update if no error ocurred.

basana/backtesting/charts.py

@@ -40,6 +40,7 @@ class DataPointFromSequence:
 
     :param seq: The sequence that will be used to get the value.
     """
+
     def __init__(self, seq: Sequence[Any]):
         self._seq = seq
 
@@ -102,10 +103,16 @@ def add_traces(self, figure: go.Figure, row: int):
             close_values = list(self._close_values.get_x_y())
             figure.add_trace(
                 go.Candlestick(
-                    x=open_values[0], open=open_values[1], high=high_values[1], low=low_values[1],
-                    close=close_values[1], name=str(self._pair), xperiodalignment="start"
+                    x=open_values[0],
+                    open=open_values[1],
+                    high=high_values[1],
+                    low=low_values[1],
+                    close=close_values[1],
+                    name=str(self._pair),
+                    xperiodalignment="start",
                 ),
-                row=row, col=1
+                row=row,
+                col=1,
             )
         else:
             # Add a trace just with the closing values.
@@ -117,21 +124,29 @@ def add_traces(self, figure: go.Figure, row: int):
             x, y = self._get_order_fills(OrderOperation.BUY).get_x_y()
             figure.add_trace(
                 go.Scatter(
-                    x=x, y=y, name="Buy", mode="markers",
-                    marker=dict(symbol="arrow-up", color="green", size=self.buy_marker_size)
+                    x=x,
+                    y=y,
+                    name="Buy",
+                    mode="markers",
+                    marker=dict(symbol="arrow-up", color="green", size=self.buy_marker_size),
                 ),
-                row=row, col=1
+                row=row,
+                col=1,
             )
 
         # Add a trace with sell prices.
         if self._include_sells:
             x, y = self._get_order_fills(OrderOperation.SELL).get_x_y()
             figure.add_trace(
                 go.Scatter(
-                    x=x, y=y, name="Sell", mode="markers",
-                    marker=dict(symbol="arrow-down", color="red", size=self.sell_marker_size)
+                    x=x,
+                    y=y,
+                    name="Sell",
+                    mode="markers",
+                    marker=dict(symbol="arrow-down", color="red", size=self.sell_marker_size),
                 ),
-                row=row, col=1
+                row=row,
+                col=1,
             )
 
         # Add one trace per indicator.
@@ -154,8 +169,7 @@ def add_indicator(self, name: str, get_data_point: ChartDataPointFn, marker: dic
     def _get_order_fills(self, op: OrderOperation) -> TimeSeries:
         ret = TimeSeries()
         orders = filter(
-            lambda order: order.pair == self._pair and order.operation == op,
-            self._exchange._get_all_orders()
+            lambda order: order.pair == self._pair and order.operation == op, self._exchange._get_all_orders()
         )
         pair_info = self._exchange._get_pair_info(self._pair)
         for order in orders:
@@ -286,6 +300,7 @@ class LineCharts:
 
     :param exchange: The backtesting exchange.
     """
+
     def __init__(self, exchange: Exchange):
         self._exchange = exchange
         self._balance_charts: Dict[str, AccountBalanceLineChart] = collections.OrderedDict()
@@ -360,8 +375,12 @@ def show(self, show_legend: bool = True):  # pragma: no cover
             fig.show()
 
     def save(
-            self, path: str, width: Optional[int] = None, height: Optional[int] = None,
-            scale: Optional[Union[int, float]] = None, show_legend: bool = True
+        self,
+        path: str,
+        width: Optional[int] = None,
+        height: Optional[int] = None,
+        scale: Optional[Union[int, float]] = None,
+        show_legend: bool = True,
     ):
         """Saves the chart to a file.
 
@@ -396,7 +415,7 @@ def _build_figure(self, show_legend: bool = True) -> Optional[go.Figure]:
             row = 1
             for chart in charts:
                 chart.add_traces(figure, row)
-                figure.update_xaxes(rangeslider={'visible':False}, row=row, col=1)
+                figure.update_xaxes(rangeslider={"visible": False}, row=row, col=1)
                 row += 1
 
             figure.layout.update(showlegend=show_legend)

basana/backtesting/errors.py

@@ -19,11 +19,13 @@
 
 class Error(errors.Error):
     """Base class for backtesting exceptions."""
+
     pass
 
 
 class NotEnoughBalance(Error):
     """Not enough balance."""
+
     pass