feat(market-data): 24h volume endpoint for pair ranking#173
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Adds GET /market-data/volumes/{connector} returning 24h quote-denominated volume
per trading pair, keyed by Hummingbot trading pair (BASE-QUOTE) so it joins
cleanly with trading rules. A value of 0.0 marks a listed-but-untraded market —
e.g. Hyperliquid's permissionless tokenized-equity spot pairs like AAPL-USDC,
which exist in spotMeta.universe but never trade (dayNtlVlm=0) — so a client can
rank the pair selector by volume and hide the zombies.
Volumes are sourced per-exchange from public ticker endpoints and mapped back to
trading pairs via the connector's own symbol map (so keys always match
trading-rules), cached 60s:
- hyperliquid / hyperliquid_perpetual: spotMetaAndAssetCtxs / metaAndAssetCtxs
dayNtlVlm (USDC notional)
- binance / binance_perpetual: /ticker/24hr quoteVolume
- okx / okx_perpetual: /market/tickers volCcy24h (spot is quote ccy; swap is base
ccy, scaled by last price)
Unsupported connectors raise a clear 400. Verified live across all six.
Co-Authored-By: Claude Opus 4.8 (1M context) <noreply@anthropic.com>
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Summary
Adds
GET /market-data/volumes/{connector}— 24h quote-denominated volume per trading pair, keyed by Hummingbot trading pair (BASE-QUOTE) so it joins cleanly with/connectors/{connector}/trading-rules.Intended for ranking/curating a trade-pair selector. A value of
0.0marks a listed-but-untraded market — e.g. Hyperliquid's permissionless tokenized-equity spot pairs likeAAPL-USDC, which exist inspotMeta.universebut never trade (dayNtlVlm=0) — so a client can rank by volume and hide the zombies.GET /market-data/volumes/hyperliquid {"connector": "hyperliquid", "volumes": {"HYPE-USDC": 408658903.9, "UBTC-USDC": 96719815.0, "AAPL-USDC": 0.0, ...}}How it works
Volumes are sourced from each exchange's public ticker endpoint (no creds) and mapped back to trading pairs via the connector's own symbol map (
trading_pair_associated_to_exchange_symbol), so keys always match trading-rules. Cached 60s.hyperliquidspotMetaAndAssetCtxsdayNtlVlm(keyed by ctxcoin; ctxs are not index-aligned withuniverse)hyperliquid_perpetualmetaAndAssetCtxs× main dex + all HIP-3 dexes (perpDexs→ per-dexcall, gathered)dayNtlVlmbinance/binance_perpetual/ticker/24hrquoteVolumeokx/okx_perpetual/market/tickersvolCcy24h(spot = quote ccy; swap = base ccy ×last)Unsupported connectors raise a clear
400. The structure is built to add more exchanges incrementally (one_fetch_*helper per family).Notes
USDT-IDR,USDT-TRY) carry large numeric volume — consumers should rank within a quote group, not across currencies.0.0are untraded; pairs absent from the map are unknown (e.g. a connector with HIP-3 disabled) and should not be hidden.Pairs with
market_data.get_24h_volumes).Test plan
Verified live across all six connectors against a running API:
hyperliquid→ topHYPE/UBTC/UZEC/UETH/USOL, matching the Hyperliquid UI;AAPL-USDC = 0.0.hyperliquid_perpetual→BTC/HYPE/ETH/ZECinterleaved with HIP-3XYZ:XYZ100,XYZ:SP500,XYZ:CL($268M); 418 pairs.binance/binance_perpetual/okx/okx_perpetual→ sane top pairs.🤖 Generated with Claude Code