It’s a crazy amount of work, but if you have space, unstack, leave space between bales & let it sit. Off the ground is best - on pallets, or 2X4s.
Check for heat, depending on how wet, it could be safe to restack in a week - depending on your weather.
I’d also ask hayguy why he left it wet & if his explanation isn’t satisfsctory, tell him he has to take it back.
Too dangerous to risk a fire.
I had similar happen with a wagonload of 200.
Left for me to unload & stack.
Added frustration as wagon was left in my aisle 
Outer bales were dry, but middle were alarmingly wet.
Pushed wagon (with help) into my indoor, left wettest bales in a single layer along the farthest wall from the (attached) barn, cut the worst ones open.
Told hayguy his wagon would stay for a week or until I felt safe to put hay in my barn & he could take back any that didn’t dry or got moldy.
Lost half a dozen “iffy” bales & got credit for those.
Then he raised his price by 25¢ per bale, after delivery & my stacking the good hay.
That was the last time I used him.
Guy who helped me push the wagon was a neighbor & has been my hayguy since.