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Add Hyperliquid price monitor script for activeAssetCtx channel#3421

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devin/1769705058-hl-price-monitor
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Add Hyperliquid price monitor script for activeAssetCtx channel#3421
devin-ai-integration[bot] wants to merge 1 commit intomainfrom
devin/1769705058-hl-price-monitor

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Summary

Adds a simple standalone Python script (hl_price_monitor.py) that subscribes to Hyperliquid's WebSocket activeAssetCtx channel for specified coins and outputs oracle and mark prices in CSV format.

Usage:

python hl_price_monitor.py cash:USA500 cash:TSLA BTC ETH

Output format:

<timestamp_utc>,<coin>,<oraclePx>,<markPx>

Rationale

Provides a lightweight utility for monitoring Hyperliquid oracle and mark prices without the full complexity of the main pusher application. Useful for debugging and data collection.

How has this been tested?

  • Current tests cover my changes
  • Added new tests
  • Manually tested the code

Lint and format checks pass (ruff check and ruff format --check). The script was not manually tested against the live Hyperliquid websocket.

Human Review Checklist

  • Verify the script handles connection drops appropriately (currently exits on connection close - no auto-reconnect)
  • Consider whether ping/heartbeat handling is needed for long-running sessions
  • Confirm CSV output format meets requirements

Link to Devin run: https://app.devin.ai/sessions/14b6a5aba8ec4d10bae1f478cf62563c
Requested by: Mike Rolish (@merolish)

Co-Authored-By: Mike Rolish <merolish@mit.edu>
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