监控Hyperliquid的TWAP订单

import asyncio
import json
import websockets

# 替换为你的实际 Hyperliquid 钱包地址
USER_ADDRESS = "0x你的钱包地址"  # 示例: "0x123abc..."
WS_URL = "wss://api.hyperliquid.xyz/ws"  # 主网 WebSocket 地址（测试网用 wss://api.hyperliquid-testnet.xyz/ws）

async def monitor_user_twap_slice_fills():
    async with websockets.connect(WS_URL) as ws:
        # 订阅 userTwapSliceFills 频道
        sub_msg = {
            "method": "subscribe",
            "subscription": {
                "type": "userTwapSliceFills",
                "user": USER_ADDRESS
            }
        }
        await ws.send(json.dumps(sub_msg))
        print(f"已订阅 userTwapSliceFills for user: {USER_ADDRESS}")

        async for msg in ws:
            data = json.loads(msg)
            channel = data.get("channel")

            if channel == "userTwapSliceFills":
                is_snapshot = data.get("data", {}).get("isSnapshot", False)
                twap_slice_fills = data.get("data", {}).get("twapSliceFills", [])

                if is_snapshot:
                    print("收到初始快照 (Snapshot):")
                else:
                    print("收到增量更新:")

                for slice_fill in twap_slice_fills:
                    fill = slice_fill.get("fill", {})
                    twap_id = slice_fill.get("twapId", "unknown")

                    # 打印核心信息
                    print(f"  TWAP ID: {twap_id}")
                    print(f"    Coin: {fill.get('coin')}")
                    print(f"    Side: {fill.get('side')} (B=Buy/Long, S=Sell/Short)")
                    print(f"    Size (sz): {fill.get('sz')}")
                    print(f"    Price (px): {fill.get('px')}")
                    print(f"    Time: {fill.get('time')} (ms timestamp)")
                    print(f"    Hash: {fill.get('hash')}")
                    print(f"    Fee: {fill.get('fee')} {fill.get('feeToken')}")
                    print(f"    Is Taker: {fill.get('isTaker')}")
                    print(f"    Liquidation: {fill.get('liq', False)}")
                    print("---")  # 分隔每个 slice fill

# 运行异步函数
asyncio.run(monitor_user_twap_slice_fills())