Upload adapters/history_loader.py with huggingface_hub

adapters/history_loader.py

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+
+import requests
+import time
+from datetime import datetime
+from decimal import Decimal
+from nautilus_trader.common.enums import LogColor
+
+class HyperliquidHistoryLoader:
+    """
+    Fetches historical candles from HyperLiquid REST API to hydrate Strategy buffers.
+    Eliminates "Warmup" time on restart.
+    """
+    BASE_URL = "https://api.hyperliquid.xyz/info"
+
+    @staticmethod
+    def fetch_candles(instrument_id: str, interval_mins: int = 1, lookback: int = 100):
+        """
+        Fetch last N candles properly.
+        Returns list of dicts: {'close': float, 'high': float, ...} sorted by time.
+        """
+        # Parse Symbol (e.g. ETH-USDC-PERP -> ETH)
+        # Hyperliquid uses "ETH" for PERP.
+        symbol = instrument_id.split("-")[0] 
+        
+        # Calculate Start Time (ms)
+        # We fetch a bit more than needed to be safe
+        now_ms = int(time.time() * 1000)
+        start_time = now_ms - (lookback * interval_mins * 60 * 1000 * 2) 
+        
+        payload = {
+            "type": "candleSnapshot",
+            "req": {
+                "coin": symbol,
+                "interval": "1m", # Nautilus mostly uses 1m bar aggregations
+                "startTime": start_time,
+                "endTime": now_ms
+            }
+        }
+        
+        try:
+            print(f"📖 HistoryLoader: Fetching {lookback} candles for {symbol}...")
+            resp = requests.post(HyperliquidHistoryLoader.BASE_URL, json=payload, timeout=5)
+            data = resp.json()
+            
+            if not isinstance(data, list):
+                print(f"⚠️ HistoryLoader: Unexpected response format: {data}")
+                return []
+                
+            # Hyperliquid format: {'t': 170..., 'o': '1.1', 'h': '1.2', 'l': '1.0', 'c': '1.1', 'v': '100'}
+            # Sort by time
+            data = sorted(data, key=lambda x: x['t'])
+            
+            # Take last N
+            last_n = data[-lookback:]
+            
+            converted = []
+            for c in last_n:
+                converted.append({
+                    "open": float(c['o']),
+                    "high": float(c['h']),
+                    "low": float(c['l']),
+                    "close": float(c['c']),
+                    "volume": float(c['v']),
+                    "timestamp": c['t']
+                })
+                
+            print(f"✅ HistoryLoader: Loaded {len(converted)} historical candles.")
+            return converted
+            
+        except Exception as e:
+            print(f"❌ HistoryLoader Failed: {e}")
+            return []