feat: enhance HyperliquidMonitor to parse and emit all trade actions: Open, Increase, Decrease, Close

examples/demo.rs

@@ -28,11 +28,19 @@ async fn main() -> Result<()> {
         }
     });
 
-    info!("Listening for position open events. Close with Ctrl+C...");
+    info!("Listening for position trade events. Close with Ctrl+C...");
     while let Some(event) = rx.recv().await {
         info!(
-            "DEMO RECEIVED POSITION OPEN: coin={}, side={}, px={}, sz={}, time={}, tid={}",
+            "DEMO RECEIVED POSITION TRADE: coin={}, side={}, px={}, sz={}, action={:?}, start_pos={}, end_pos={}, time={}, tid={}",
-            event.coin, event.side, event.px, event.sz, event.time, event.tid
+            event.coin,
+            event.side,
+            event.px,
+            event.sz,
+            event.action,
+            event.start_pos,
+            event.end_pos,
+            event.time,
+            event.tid
         );
     }
 

src/hyperliquid.rs

@@ -1,4 +1,4 @@
-use crate::structs::PositionOpenEvent;
+use crate::structs::{PositionTradeEvent, TradeAction};
 use alloy::primitives::Address;
 use hyperliquid_rust_sdk::{BaseUrl, InfoClient, Message, Subscription, UserData};
 use thiserror::Error;
@@ -31,7 +31,7 @@ impl HyperliquidMonitor {
     /// Runs the monitor WebSocket subscription in a loop, reconnecting if disconnected.
     pub async fn run(
         &self,
-        event_tx: UnboundedSender<PositionOpenEvent>,
+        event_tx: UnboundedSender<PositionTradeEvent>,
     ) -> Result<(), HyperliquidMonitorError> {
         let base_url = if self.is_testnet {
             BaseUrl::Testnet
@@ -90,36 +90,54 @@ impl HyperliquidMonitor {
                         debug!(user_msg = ?user_msg, "Received user event message");
                         if let UserData::Fills(fills) = user_msg.data {
                             for fill in fills {
-                                // Check if start_position is 0, which indicates a new position is opening
+                                // Parse position details
                                 let start_pos: f64 = fill.start_position.parse().unwrap_or(0.0);
-                                if start_pos == 0.0 {
+                                let sz: f64 = fill.sz.parse().unwrap_or(0.0);
+                                let dir = if fill.side == "B" { 1.0 } else { -1.0 };
+                                let change = dir * sz;
+                                let end_pos = start_pos + change;
+
+                                // Determine the trade action
+                                let action = if start_pos == 0.0 {
+                                    TradeAction::Open
+                                } else if end_pos == 0.0 {
+                                    TradeAction::Close
+                                } else if start_pos.signum() != end_pos.signum() {
+                                    TradeAction::Decrease
+                                } else if end_pos.abs() > start_pos.abs() {
+                                    TradeAction::Increase
+                                } else {
+                                    TradeAction::Decrease
+                                };
+
                                 info!(
                                     coin = %fill.coin,
                                     side = %fill.side,
                                     px = %fill.px,
                                     sz = %fill.sz,
+                                    action = ?action,
+                                    start_pos = start_pos,
+                                    end_pos = end_pos,
                                     tid = fill.tid,
-                                        "Position opening detected!"
+                                    "Wallet trade fill detected!"
                                 );
-                                    let event = PositionOpenEvent {
+
+                                let event = PositionTradeEvent {
                                     coin: fill.coin,
                                     side: fill.side,
                                     px: fill.px,
                                     sz: fill.sz,
                                     time: fill.time,
                                     tid: fill.tid,
+                                    action,
+                                    start_pos: fill.start_position.clone(),
+                                    end_pos: format!("{:.5}", end_pos),
                                 };
+
                                 if let Err(e) = event_tx.send(event) {
                                     error!(
                                         error = ?e,
-                                            "Failed to send PositionOpenEvent through channel"
+                                        "Failed to send PositionTradeEvent through channel"
-                                        );
-                                    }
-                                } else {
-                                    debug!(
-                                        coin = %fill.coin,
-                                        start_pos = start_pos,
-                                        "Ignore non-opening trade fill"
                                     );
                                 }
                             }

src/lib.rs

@@ -2,4 +2,4 @@ pub mod hyperliquid;
 pub mod structs;
 
 pub use hyperliquid::{HyperliquidMonitor, HyperliquidMonitorError};
-pub use structs::PositionOpenEvent;
+pub use structs::{PositionTradeEvent, TradeAction};

src/main.rs

@@ -48,9 +48,12 @@ async fn main() -> Result<()> {
             side = %event.side,
             px = %event.px,
             sz = %event.sz,
+            action = ?event.action,
+            start_pos = %event.start_pos,
+            end_pos = %event.end_pos,
             time = event.time,
             tid = event.tid,
-            "Captured position opening event!"
+            "Captured position trade event!"
         );
         // Notion database integration will be wired here in the future
     }

src/structs.rs

@@ -1,10 +1,26 @@
-/// Represents a detected position opening event on Hyperliquid.
+/// The action type of a trade fill relative to the position.
+#[derive(Debug, Clone, Copy, PartialEq, Eq)]
+pub enum TradeAction {
+    /// Opening a position (initial position size was 0)
+    Open,
+    /// Adding to an existing position (absolute position size increases)
+    Increase,
+    /// Reducing an existing position (absolute position size decreases but remains non-zero)
+    Decrease,
+    /// Fully closing an existing position (resulting position size becomes 0)
+    Close,
+}
+
+/// Represents a detected trade event on Hyperliquid affecting a wallet's position.
 #[derive(Debug, Clone)]
-pub struct PositionOpenEvent {
+pub struct PositionTradeEvent {
     pub coin: String,
     pub side: String, // "B" (Buy) or "S" (Sell)
     pub px: String,   // Price as string
-    pub sz: String,   // Size as string
+    pub sz: String,   // Trade size as string
     pub time: u64,    // Epoch timestamp in milliseconds
-    pub tid: u64,     // Unique trade/fill ID
+    pub tid: u64,     // Unique trade ID
+    pub action: TradeAction,
+    pub start_pos: String, // Position size before the trade
+    pub end_pos: String,   // Position size after the trade
 }