
Python/Polars engine that replicates Hyperliquid’s real within-block consensus ordering — not the price-time priority you’d assume from a centralized exchange.
If you backtest a Hyperliquid strategy with standard CEX-style ordering, you systematically overestimate how well aggressive orders (GTC/IOC) perform. In reality: non-aggressive actions first, cancellations second, aggressive orders last — regardless of arrival order.
What you get:
Scope: solves cross-category ordering — the part that breaks naive backtests. Same-category sub-ordering depends on the block proposer and isn’t verified deterministic. No matching, fills, or slippage simulation — priority ordering only.
Python + Polars. Delivered as ZIP.