auto: hourly snapshot 2026-06-08 06:34

probe_hl_oi.py

@@ -0,0 +1,53 @@
+"""Check what OI data HL exposes."""
+import urllib.request, json, time, pandas as pd
+
+URL = "https://api.hyperliquid.xyz/info"
+
+def post(body):
+    req = urllib.request.Request(URL, data=json.dumps(body).encode(),
+                                  headers={"Content-Type":"application/json"})
+    with urllib.request.urlopen(req, timeout=30) as r:
+        return json.loads(r.read().decode())
+
+# 1) Current OI
+print("=== metaAndAssetCtxs (current OI snapshot) ===")
+r = post({"type":"metaAndAssetCtxs"})
+meta, ctxs = r[0], r[1]
+btc_idx = next(i for i,c in enumerate(meta["universe"]) if c["name"]=="BTC")
+print(f"BTC ctx keys: {list(ctxs[btc_idx].keys())}")
+print(f"BTC current ctx: {ctxs[btc_idx]}")
+
+# 2) Try candleSnapshot — does it expose OI per bar?
+print()
+print("=== candleSnapshot BTC 1h ===")
+start_ms = int(pd.Timestamp("2026-04-01", tz="UTC").timestamp()*1000)
+end_ms   = int(pd.Timestamp("2026-04-02", tz="UTC").timestamp()*1000)
+r = post({"type":"candleSnapshot","req":{"coin":"BTC","interval":"1h",
+          "startTime":start_ms,"endTime":end_ms}})
+print(f"rows: {len(r)}")
+if r:
+    print(f"first bar keys: {list(r[0].keys())}")
+    print(f"sample: {r[0]}")
+
+# 3) Try historicalState (sometimes used for asset ctxs)
+print()
+print("=== try historicalAssetCtxs (BTC, 4-hour ago + now) ===")
+try:
+    now_ms = int(time.time()*1000)
+    r = post({"type":"historicalAssetCtxs","coin":"BTC","startTime":now_ms-4*3600*1000,"endTime":now_ms})
+    print(f"type ok, rows: {len(r) if isinstance(r,list) else 'n/a'}")
+    if isinstance(r,list) and r:
+        print(f"sample: {r[0]}")
+    else:
+        print(f"resp: {str(r)[:300]}")
+except Exception as e:
+    print(f"error: {e}")
+
+# 4) Try the funding-style approach for OI
+print()
+print("=== try 'openInterest' as info type ===")
+try:
+    r = post({"type":"openInterest","coin":"BTC"})
+    print(f"resp: {str(r)[:400]}")
+except Exception as e:
+    print(f"error: {e}")