hip4-edge-bot

OpenTool app
Copy strategy · 0 times Star· 0 Watch· 0
glucryptouse HIP-4 series key identity
typescript
import type { HyperliquidOrderResponse } from "opentool/adapters/hyperliquid";

import type { Hip4EdgeSide, Hip4ModelWindow } from "../config";
import type { Hip4EdgeCalculation } from "./calculate";

export type Hip4GatewayBookSide = {
  marketDataCoin: string;
  bid: number | null;
  ask: number | null;
  mid: number | null;
  topAskDepthUsd: number | null;
  askDepthUsd: number | null;
  levels?: {
    bids?: Array<{ price: number; size: number; notionalUsd: number }>;
    asks?: Array<{ price: number; size: number; notionalUsd: number }>;
  };
};

export type Hip4GatewayMarket = {
  outcomeId: number;
  seriesKey: string | null;
  roundKey: string | null;
  condition: string | null;
  underlying: string;
  direction: string | null;
  targetPrice: number | null;
  period: string | null;
  expiryAt: string | null;
  yes: Hip4GatewayBookSide;
  no: Hip4GatewayBookSide;
  model: {
    selectedModel: Hip4ModelWindow;
    realizedVolatility: Record<string, number | null>;
    fairYes: {
      selected: number | null;
      min: number | null;
      max: number | null;
      [key: string]: number | null;
    };
    fairNoSelected: number | null;
  };
  edge: {
    yesBuyEdge: number | null;
    noBuyEdge: number | null;
    yesBuyRoi: number | null;
    noBuyRoi: number | null;
    positiveWindowCount: number;
    consensusDirection: "yes" | "no" | "none";
    confidence: "high" | "medium" | "low";
    bestSignal: "buy-yes" | "buy-no" | "none";
  };
  distance: {
    hoursToExpiry: number | null;
    distanceToTargetPct: number | null;
  };
};

export type Hip4GatewayAnalytics = {
  environment: "mainnet" | "testnet";
  underlying: string;
  asOf: string;
  selectedModel: Hip4ModelWindow;
  depthUsd: number;
  btcReference: {
    btcMid: number | null;
    btcSpotMid: number | null;
    btcPerpMid: number | null;
    btcPerpMark: number | null;
    btcOracle: number | null;
    btcFundingRate: number | null;
    btcReferenceAt: string;
  };
  realizedVolatility: Record<string, number | null>;
  markets: Hip4GatewayMarket[];
  warnings: string[];
};

export type Hip4EdgeCandidate = {
  side: Hip4EdgeSide;
  market: Hip4GatewayMarket;
  seriesKey: string | null;
  roundKey: string | null;
  marketDataCoin: string;
  ask: number;
  fairProbability: number;
  edge: number;
  roi: number;
  calculation: Hip4EdgeCalculation;
  askDepthUsd: number | null;
  stateKey: string;
};

export type Hip4EdgeBotStateEntry = {
  side: Hip4EdgeSide;
  seriesKey: string | null;
  roundKey: string | null;
  marketDataCoin: string;
  executedAt: string;
  edge: number;
  roi: number;
};

export type Hip4EdgeBotState = Record<string, Hip4EdgeBotStateEntry>;

export type Hip4EdgeExecutionResult = {
  side: Hip4EdgeSide;
  marketDataCoin: string;
  price: string;
  size: string;
  budgetUsd: number;
  orderIds?: {
    oids: string[];
    cloids: string[];
  };
  orderResponse?: HyperliquidOrderResponse;
};