Hyperliquid Fill Reconciliation: Matching Orders, Fills and Positions

Local bot state is a decision cache; the exchange remains authoritative after disconnects and timeouts.

Model the failure correctly

Ingest fills with an overlapping cursor window and deduplicate by stable exchange identifiers.

Collect evidence

Compare desired orders, observed open orders, recorded fills, and authoritative positions.

Build the control path

Apply each fill once in the same database transaction as inventory and PnL projection updates.

Handle edge cases

Treat an absent order as ambiguous until fills or a terminal state explain it.

Recovery procedure

Pause risk-increasing actions when unexplained position divergence exceeds a threshold.

Production metrics

Track oldest unresolved order, ingestion delay, duplicates, position delta, and repair frequency.

TierZero can help implement or review this architecture through our relevant engineering service.

Primary reference

See the official technical documentation and pin the exact API behavior used by your deployment.

Discuss your system with TierZero.