Module parse 

Parsing utilities that convert Hyperliquid payloads into Nautilus domain models.

Conditional Order Support

This module implements comprehensive conditional order support for Hyperliquid, following patterns established in the OKX, Bybit, and BitMEX adapters.

Supported Order Types

Standard Orders

• Market: Implemented as IOC (Immediate-or-Cancel) limit orders.
• Limit: Standard limit orders with GTC/IOC/ALO time-in-force.

Conditional/Trigger Orders

• StopMarket: Protective stop that triggers at specified price and executes at market.
• StopLimit: Protective stop that triggers at specified price and executes at limit.
• MarketIfTouched: Profit-taking/entry order that triggers and executes at market.
• LimitIfTouched: Profit-taking/entry order that triggers and executes at limit.

Order Semantics

Stop Orders (StopMarket/StopLimit)

• Used for protective stops and risk management.
• Mapped to Hyperliquid’s trigger orders with tpsl: Sl.
• Trigger when price reaches the stop level.
• Execute immediately (market) or at limit price.

If Touched Orders (MarketIfTouched/LimitIfTouched)

• Used for profit-taking or entry orders.
• Mapped to Hyperliquid’s trigger orders with tpsl: Tp.
• Trigger when price reaches the target level.
• Execute immediately (market) or at limit price.

Trigger Price Logic

The tpsl field (Take Profit / Stop Loss) is determined by:

1. Order Type: Stop orders → SL, If Touched orders → TP
2. Price Relationship (if available):
   • For BUY orders: trigger above market → SL, below → TP
   • For SELL orders: trigger below market → SL, above → TP

Trigger Type Support

Hyperliquid uses mark price for all trigger evaluations (TP/SL orders).

Functions

bar_type_to_interval

Converts a Nautilus BarType to a Hyperliquid bar interval.

client_order_id_to_cancel_request_with_asset

Converts a client order ID to a Hyperliquid cancel request using a pre-resolved asset index.

deserialize_decimal_from_str

Deserializes a Decimal from a JSON string.

deserialize_optional_decimal_from_str

Deserializes an optional Decimal from a string-only field.

deserialize_vec_decimal_from_str

Deserializes a Vec<Decimal> from a JSON array of strings.

ensure_min_notional

Ensure the notional value meets minimum requirements.

extract_error_message

Extracts error message from a Hyperliquid exchange response.

format_trailing_stop_info

Converts WebSocket trailing stop data to description string.

is_conditional_order_data

Determines if an order is a conditional/trigger order based on order data.

is_response_successful

Checks if a Hyperliquid exchange response indicates success.

millis_to_nanos

Converts millisecond timestamp to [UnixNanos].

normalize_order

Complete normalization for an order including price, quantity, and notional validation

normalize_price

Normalize price to the specified number of decimal places.

normalize_quantity

Normalize quantity to the specified number of decimal places.

order_to_hyperliquid_request_with_asset

Converts a Nautilus order to Hyperliquid request using a pre-resolved asset index.

parse_account_balances_and_margins

Parses Hyperliquid clearinghouse state into Nautilus account balances and margins.

parse_order_status_with_trigger

Extracts order status from WebSocket order data.

parse_trigger_order_type

Parses trigger order type from Hyperliquid order data.

parse_trigger_price

Parses trigger price from string to Decimal.

round_down_to_step

Round quantity down to the nearest valid step size.

round_down_to_tick

Round price down to the nearest valid tick size.

round_to_sig_figs

Round a decimal to at most N significant figures. Hyperliquid requires prices to have at most 5 significant figures.

serialize_decimal_as_str

Serializes a Decimal as a string (lossless, no scientific notation).

serialize_optional_decimal_as_str

Serializes an optional Decimal as a string.

serialize_vec_decimal_as_str

Serializes a Vec<Decimal> as an array of strings.

time_in_force_to_hyperliquid_tif

Converts a Nautilus TimeInForce to Hyperliquid TIF.

validate_conditional_order_params

Validates conditional order parameters from WebSocket data.