feat: add Hyperliquid S3 archive backfill pipeline (blocked: data not public)#830
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feat: add Hyperliquid S3 archive backfill pipeline (blocked: data not public)#830
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…ta gaps Two-stage pipeline to backfill sparse vault history from the hyperliquid-archive S3 bucket (daily account_values snapshots): Stage 1 (extract): Parse LZ4-compressed CSV files, filter vault rows, store in staging DuckDB. Resumable — skips already-processed dates. Stage 2 (apply): Insert missing dates into main daily-metrics DuckDB, recompute share prices. Only fills gaps, never overwrites API data. Each row tagged with data_source='s3_backfill' for provenance. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
CI does not install the hyperliquid_backfill extra, so lz4 is missing. Use pytest.importorskip to gracefully skip the test module. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
…xtract script - Add configure_aws_credentials() helper that maps AWS_API_KEY and AWS_SECRET_KEY to the standard AWS env vars for boto3 - Add download_s3_files() for direct S3 download with progress bar - Extract script now downloads from S3 when AWS_API_KEY is set, removing the need for a separate aws s3 sync step - Falls back to S3_DATA_DIR for pre-downloaded files - Updated README AWS setup section to use the new env vars Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Drop custom AWS_API_KEY/AWS_SECRET_KEY aliases in favour of the standard AWS environment variable names that boto3 and the AWS CLI already recognise natively. Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
## Summary - Add `scripts/hyperliquid/refresh-mfa-session.sh` — helper script to obtain AWS STS session credentials for accounts with MFA enforcement, auto-detects MFA device ARN and updates `~/.aws/credentials` automatically - Update `README-hyperliquid-backfill.md` with MFA authentication section (section 4a) and expand all credential commands to show both without-MFA and with-MFA variants
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
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Summary
s3://hyperliquid-archive/account_values/daily snapshotsextract-s3-vault-data.py): Parse LZ4-compressed CSV files, filter vault rows (is_vault=true), store in staging DuckDB. Resumable — skips already-processed datesbackfill-vault-data.py): Insert missing dates into maindaily-metrics.duckdb, recompute share prices. Only fills gaps, never overwrites API data. Rows tagged withdata_source='s3_backfill'data_sourcecolumn tovault_daily_pricestable for provenance trackingREADME-hyperliquid-backfill.md🤖 Generated with Claude Code