Struct HyperliquidDataConverter 

pub struct HyperliquidDataConverter { /* private fields */ }

Manages precision configuration and converts Hyperliquid data to standard Nautilus formats

Implementations

impl HyperliquidDataConverter

pub fn new() -> Self

Create a new converter

pub fn create_latency_model( &self, base_latency_ns: u64, insert_latency_ns: u64, update_latency_ns: u64, delete_latency_ns: u64, ) -> LatencyModel

Create a latency model for order processing simulation

This uses the execution crate’s LatencyModel for simulating order processing latencies. For real-time latency monitoring, use standard tracing macros.

pub fn create_default_latency_model(&self) -> LatencyModel

Create a default latency model for Hyperliquid (typical network latencies)

pub fn normalize_order_for_symbol( &mut self, symbol: &str, price: Decimal, qty: Decimal, ) -> Result<(Decimal, Decimal), String>

Normalize an order’s price and quantity for Hyperliquid

This is a convenience method that uses the instrument configuration to apply proper normalization and validation.

pub fn configure_instrument( &mut self, symbol: &str, config: HyperliquidInstrumentInfo, )

Configure precision for an instrument

pub fn convert_http_snapshot( &self, data: &HyperliquidL2Book, instrument_id: InstrumentId, ts_init: UnixNanos, ) -> Result<OrderBookDeltas, ConversionError>

Convert Hyperliquid HTTP L2Book snapshot to OrderBookDeltas

pub fn convert_ws_snapshot( &self, data: &WsBookData, instrument_id: InstrumentId, ts_init: UnixNanos, ) -> Result<OrderBookDeltas, ConversionError>

Convert Hyperliquid WebSocket book data to OrderBookDeltas

pub fn convert_delta_update( &self, instrument_id: InstrumentId, sequence: u64, ts_event: UnixNanos, ts_init: UnixNanos, bid_updates: &[(String, String)], ask_updates: &[(String, String)], bid_removals: &[String], ask_removals: &[String], ) -> Result<OrderBookDeltas, ConversionError>

Convert price/size changes to OrderBookDeltas This would be used for incremental WebSocket updates if Hyperliquid provided them

Trait Implementations

impl Debug for HyperliquidDataConverter

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl Default for HyperliquidDataConverter

fn default() -> Self

Returns the “default value” for a type.