add hyperliquid

[calumrussell]

Adds util for Hyperliquid WS data feed.

Feed only has trades and depth snapshots so I am using DiffOrderBookSnapshot to reconcile (mentioned in the other PR but I was unclear if I could use DEPTH_SNAPSHOT_EVENT here). Is this correct?

And the purpose of this is to give an accurate queue position?

Thank you for your hard work on this.

[nkaz001]

Thank for your contribution. If the exchange provides only market depth snapshot, the first snapshot l2book is flagged as DEPTH_SNAPSHOT_EVENT and subsequent snapshots are processed by DiffOrderBookSnapshot to generate deltas flagged as DEPTH_EVENT. DiffOrderBookSnapshot instance should persist throughout the loop and it's better to pass the tick size and the lot size from the function arguments rather than using constants.

Yes, correct. it's for queue position estimation.

[calumrussell]

Waits until first l2Book channel event, loads as DEPTH_SNAPSHOT_EVENT, subsequent events are loaded using DiffOrderBookSnapshot.