Exchange API: Added bulk modify orders

Author: itay747

hyperliquid/convert.go

@@ -53,6 +53,20 @@ func OrderRequestToWire(req OrderRequest, meta map[string]AssetInfo) OrderWire {
 		OrderType:  OrderTypeToWire(req.OrderType),
 	}
 }
+func ModifyOrderRequestToWire(req ModifyOrderRequest, meta map[string]AssetInfo) ModifyOrderWire {
+	info := meta[req.Coin]
+	return ModifyOrderWire{
+		OrderId: req.OrderId,
+		Order: OrderWire{
+			Asset:      info.AssetId,
+			IsBuy:      req.IsBuy,
+			LimitPx:    FloatToWire(req.LimitPx, nil),
+			SizePx:     FloatToWire(req.Sz, &info.SzDecimals),
+			ReduceOnly: req.ReduceOnly,
+			OrderType:  OrderTypeToWire(req.OrderType),
+		},
+	}
+}
 
 func OrderTypeToWire(orderType OrderType) OrderTypeWire {
 	if orderType.Limit != nil {

hyperliquid/exchange_service.go

@@ -213,6 +213,33 @@ func (api *ExchangeAPI) BulkCancelOrders(cancels []CancelOidWire) (*CancelOrderR
 	return MakeUniversalRequest[CancelOrderResponse](api, request)
 }
 
+// Bulk modify orders
+// https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/exchange-endpoint#modify-multiple-orders
+func (api *ExchangeAPI) BulkModifyOrders(modifyRequests []ModifyOrderRequest) (*PlaceOrderResponse, error) {
+	wires := []ModifyOrderWire{}
+
+	for _, req := range modifyRequests {
+		wires = append(wires, ModifyOrderRequestToWire(req, api.meta))
+	}
+	action := ModifyOrderAction{
+		Type:     "batchModify",
+		Modifies: wires,
+	}
+
+	timestamp := GetNonce()
+	vVal, rVal, sVal, signErr := api.SignL1Action(action, timestamp)
+	if signErr != nil {
+		return nil, signErr
+	}
+	request := ExchangeRequest{
+		Action:       action,
+		Nonce:        timestamp,
+		Signature:    ToTypedSig(rVal, sVal, vVal),
+		VaultAddress: nil,
+	}
+	return MakeUniversalRequest[PlaceOrderResponse](api, request)
+}
+
 // Cancel exact order by OID
 func (api *ExchangeAPI) CancelOrderByOID(coin string, orderID int64) (*CancelOrderResponse, error) {
 	return api.BulkCancelOrders([]CancelOidWire{{Asset: api.meta[coin].AssetId, Oid: int(orderID)}})

hyperliquid/exchange_types.go

@@ -73,6 +73,29 @@ type OrderWire struct {
 	OrderType  OrderTypeWire `msgpack:"t" json:"t"`
 	Cloid      string        `msgpack:"c,omitempty" json:"c,omitempty"`
 }
+type ModifyResponse struct {
+	Status   string                  `json:"status"`
+	Response PlaceOrderInnerResponse `json:"response"`
+}
+type ModifyOrderWire struct {
+	OrderId int       `msgpack:"oid" json:"oid"`
+	Order   OrderWire `msgpack:"order" json:"order"`
+}
+type ModifyOrderAction struct {
+	Type     string            `msgpack:"type" json:"type"`
+	Modifies []ModifyOrderWire `msgpack:"modifies" json:"modifies"`
+}
+
+type ModifyOrderRequest struct {
+	OrderId    int       `json:"oid"`
+	Coin       string    `json:"coin"`
+	IsBuy      bool      `json:"is_buy"`
+	Sz         float64   `json:"sz"`
+	LimitPx    float64   `json:"limit_px"`
+	OrderType  OrderType `json:"order_type"`
+	ReduceOnly bool      `json:"reduce_only"`
+	Cloid      string    `json:"cloid,omitempty"`
+}
 
 type OrderTypeWire struct {
 	Limit   *LimitOrderType   `json:"limit,omitempty" msgpack:"limit,omitempty"`