Add Hyperliquid L2 order book with tick-based pricing #2967
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Member
nicolad
commented
Sep 17, 2025
nicolad
commented
- Implement deterministic L2Book with FNV-1a checksums and gap detection
- Add HyperliquidBookManager for multi-coin book management
- Support HTTP and WebSocket L2 data conversion with configurable precision
- Integrate orderbook module into common exports
- Convert tests to rstest patterns for consistency
- Add comprehensive test coverage for core orderbook operations
- Implement deterministic L2Book with FNV-1a checksums and gap detection - Add HyperliquidBookManager for multi-coin book management - Support HTTP and WebSocket L2 data conversion with configurable precision - Integrate orderbook module into common exports - Convert tests to rstest patterns for consistency - Add comprehensive test coverage for core orderbook operations
cjdsellers
reviewed
Sep 18, 2025
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cjdsellers
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Thanks @nicolad, great progress on the data side here!
cjdsellers
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