feat(hyperliquid): populate UserTrade marketId/outcomeId/fee; synthesize closed+all orders#1255
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…ize closed+all orders from fills UserTrade enrichment: - Widen UnifiedUserTrade with optional marketId, fee fields. - HL normalizeUserTrade now sets marketId, outcomeId, fee on every fill using the existing coinToMarketId / coinToOutcomeId helpers and the raw.fee field. Previously these were undefined, leaving consumers unable to tell which market a fill was on. - Verified against an active wallet (0x6476...): 2000/2000 trades now fully populated in both Python and TS SDKs. Closed + all orders: - HL has no closed-orders endpoint. Synthesize from userFills by grouping fills by oid and excluding oids that are currently open. - VWAP for the synthesized price, sum of sizes for filled/amount, sum of fees, earliest fill time as the order timestamp. - ponytail comment notes the limitation: cancelled-with-no-fills orders are not visible to the public info API and cannot be reconstructed. - fetchAllOrders = open ∪ closed. - Verified against 0x5af8... (7 open + 104 derived closed = 111 all), identical counts and sample output across Python and TS.
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Summary
Two HL gaps surfaced by ground-truth assertion checks against real active wallets:
UserTrade enrichment
Trade.outcomeIdand newUserTrade.marketId/UserTrade.feeare now populated by HL'snormalizeUserTradefromraw.coinandraw.fee. Previously every HL fill came back withmarketId=null,outcomeId=null,fee=null— consumers couldn't tell which market a fill was on.coinToMarketId/coinToOutcomeIdhelpers (same ones used bynormalizeOpenOrder).Closed + all orders
fetchClosedOrdersnow synthesizes by groupinguserFillsbyoidand excluding currently-open oids. VWAP price, summed size for amount/filled, summed fee, earliest fill time as timestamp.fetchAllOrders = openOrders ∪ closedOrders.ponytail:comment marks the limitation: cancelled-with-no-fills orders aren't reconstructable from the public info API.Verified (Python + TS, ground-truth against HL raw API)
Wallet
0x6476…(2000 fills): both SDKs return 2000/2000 trades with marketId / outcomeId / fee populated, identical sample.Wallet
0x5af8…(7 open, 104 unique fill-only oids):Identical on both SDKs.