Add Hyperliquid instrument unsubscribe handling

- Treat instrument unsubscribes as no-ops for cached-only data
- Document the Sockudo transport default in Hyperliquid configs

Author: cjdsellers

crates/adapters/hyperliquid/src/config.rs

@@ -58,7 +58,8 @@ pub struct HyperliquidDataClientConfig {
     /// Interval for refreshing instruments in minutes.
     #[builder(default = 60)]
     pub update_instruments_interval_mins: u64,
-    /// WebSocket transport backend (defaults to `Tungstenite`).
+    /// WebSocket transport backend (`Sockudo` by default; `Tungstenite` when
+    /// the `transport-sockudo` feature is disabled).
     #[builder(default)]
     pub transport_backend: TransportBackend,
 }
@@ -170,7 +171,8 @@ pub struct HyperliquidExecClientConfig {
     /// If true, attach Nautilus builder attribution to eligible mainnet orders.
     #[builder(default = true)]
     pub include_builder_attribution: bool,
-    /// WebSocket transport backend (defaults to `Tungstenite`).
+    /// WebSocket transport backend (`Sockudo` by default; `Tungstenite` when
+    /// the `transport-sockudo` feature is disabled).
     #[builder(default)]
     pub transport_backend: TransportBackend,
     /// Timeout in seconds for WebSocket post trading requests.

crates/adapters/hyperliquid/src/data.rs

@@ -38,7 +38,8 @@ use nautilus_common::{
             SubscribeIndexPrices, SubscribeInstrument, SubscribeMarkPrices, SubscribeQuotes,
             SubscribeTrades, TradesResponse, UnsubscribeBars, UnsubscribeBookDeltas,
             UnsubscribeBookDepth10, UnsubscribeCustomData, UnsubscribeFundingRates,
-            UnsubscribeIndexPrices, UnsubscribeMarkPrices, UnsubscribeQuotes, UnsubscribeTrades,
+            UnsubscribeIndexPrices, UnsubscribeInstrument, UnsubscribeInstruments,
+            UnsubscribeMarkPrices, UnsubscribeQuotes, UnsubscribeTrades,
         },
     },
 };
@@ -711,6 +712,18 @@ impl DataClient for HyperliquidDataClient {
         Ok(())
     }
 
+    fn unsubscribe_instrument(&mut self, _cmd: &UnsubscribeInstrument) -> anyhow::Result<()> {
+        // `subscribe_instrument` only emits the cached instrument; it opens no
+        // venue channel, so there is nothing to tear down here.
+        Ok(())
+    }
+
+    fn unsubscribe_instruments(&mut self, _cmd: &UnsubscribeInstruments) -> anyhow::Result<()> {
+        // See `unsubscribe_instrument`: instrument subscriptions carry no
+        // venue-side state to unsubscribe from.
+        Ok(())
+    }
+
     fn unsubscribe_book_deltas(
         &mut self,
         unsubscription: &UnsubscribeBookDeltas,