Updates to Quantpylib; Hyperliquid's Asynchronous Websocket Client
As mentioned in the previous posts:
we are starting to develop what is essentially the exchange gateway - I believe this is one of the missing pieces to make quantpylib truly a one-stop shop quant library for researching, developing and deploying your trading systems.
Before we roll out the gateway, I had to rewrite the entire asynchronous websocket client for hyperliquid, since it was not flexible enough to generalize. What we have now is a much better architecture, multiplexed socket for market data streaming.
Some of the modifications made is to rewrite the architecture as a reconnecting socket on the client side.
This is the relevant merged PR:
https://github.com/hangukquant/quantpylib/pull/78
I have yet to write official documentation, but once that is rolled out…quantpylib will finally house all functionalities from data-polling, data-models, data-simulation and an order management system.
Documentation:
https://hangukquant.github.io/simulator/simulator/
Access our quantpylib: