run_daily_scan

Documentation for eth_defi.hyperliquid.daily_metrics.run_daily_scan function.

run_daily_scan(session, db_path=PosixPath('/home/runner/.tradingstrategy/vaults/hyperliquid-vaults.duckdb'), min_tvl=5000, max_vaults=20000, max_workers=16, cutoff_date=None, timeout=30.0, vault_addresses=None, flow_backfill_days=7)

Run the daily Hyperliquid vault metrics scan.

  1. Bulk-fetches all vaults from stats-data API

  2. Filters by TVL and vault limit (or by explicit address list)

  3. Fetches per-vault details and computes share prices

  4. Fetches deposit/withdrawal events for flow metrics

  5. Stores everything in DuckDB

Parameters

  • session (eth_defi.hyperliquid.session.HyperliquidSession) – HTTP session with rate limiting. Use create_hyperliquid_session().

  • db_path (pathlib.Path) – Path to the DuckDB database file.

  • min_tvl (float) – Minimum TVL in USD to include a vault. Ignored when vault_addresses is provided.

  • max_vaults (int) – Maximum number of vaults to process (sorted by TVL descending). Ignored when vault_addresses is provided.

  • max_workers (int) – Number of parallel workers for fetching vault details.

  • cutoff_date (datetime.date | None) – If provided, only store price data up to this date. Used for incremental scanning / testing.

  • timeout (float) – HTTP request timeout.

  • vault_addresses (list[str] | None) – If provided, only scan these specific vault addresses. Overrides min_tvl and max_vaults filters.

  • flow_backfill_days (int) – Number of complete days to backfill deposit/withdrawal flow data. Only complete days are fetched (up to yesterday). Set to 0 to disable flow fetching. Use a large value (e.g. 365) for initial deep backfill.

Returns

The metrics database instance.

Return type

eth_defi.hyperliquid.daily_metrics.HyperliquidDailyMetricsDatabase