hyperquant 0.1.9__tar.gz → 0.3__tar.gz

{hyperquant-0.1.9 → hyperquant-0.3}/.gitignore

@@ -10,7 +10,6 @@ dist/
 downloads/
 eggs/
 .eggs/
-lib/
 lib64/
 parts/
 sdist/

{hyperquant-0.1.9 → hyperquant-0.3}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.1.9
+Version: 0.3
 Summary: A minimal yet hyper-efficient backtesting framework for quantitative trading
 Project-URL: Homepage, https://github.com/yourusername/hyperquant
 Project-URL: Issues, https://github.com/yourusername/hyperquant/issues
@@ -13,12 +13,13 @@ Classifier: License :: OSI Approved :: MIT License
 Classifier: Programming Language :: Python :: 3
 Classifier: Topic :: Office/Business :: Financial :: Investment
 Requires-Python: >=3.9
-Requires-Dist: aiohttp>=3.11.16
+Requires-Dist: aiohttp>=3.10.4
 Requires-Dist: colorama>=0.4.6
 Requires-Dist: cryptography>=44.0.2
 Requires-Dist: duckdb>=1.2.2
 Requires-Dist: numpy>=1.21.0
 Requires-Dist: pandas>=2.2.3
+Requires-Dist: pybotters>=1.9.1
 Requires-Dist: pyecharts>=2.0.8
 Description-Content-Type: text/markdown
 

{hyperquant-0.1.9 → hyperquant-0.3}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.1.9"
+version = "0.3"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }
@@ -9,10 +9,11 @@ dependencies = [
     "pyecharts>=2.0.8",
     "pandas>=2.2.3",
     "colorama>=0.4.6",
-    "aiohttp>=3.11.16",
+    "aiohttp>=3.10.4",
     "cryptography>=44.0.2",
     "numpy>=1.21.0", # Added numpy as a new dependency
     "duckdb>=1.2.2",
+    "pybotters>=1.9.1",
 ]
 readme = "README.md"
 requires-python = ">=3.9"

{hyperquant-0.1.9 → hyperquant-0.3}/src/hyperquant/__init__.py

@@ -2,4 +2,7 @@ from .core import *
 from .draw import *
 from .logkit import *
 from .datavison import *
-__version__ = "0.1.0"
+from .notikit import *
+__version__ = "0.1.0"
+
+from .broker import auth, ws

hyperquant-0.3/src/hyperquant/broker/auth.py

@@ -0,0 +1,51 @@
+import time
+import hashlib
+from typing import Any
+from multidict import CIMultiDict
+from yarl import URL
+import pybotters
+import json as pyjson
+from urllib.parse import urlencode
+
+
+def md5_hex(s: str) -> str:
+    return hashlib.md5(s.encode("utf-8")).hexdigest()
+
+
+# 🔑 Ourbit 的鉴权函数
+class Auth:
+    @staticmethod
+    def ourbit(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
+        method: str = args[0]
+        url: URL = args[1]
+        data = kwargs.get("data") or {}
+        headers: CIMultiDict = kwargs["headers"]
+
+        # 从 session 里取 token
+        session = kwargs["session"]
+        token = session.__dict__["_apis"][pybotters.auth.Hosts.items[url.host].name][0]
+
+        # 时间戳 & body
+        now_ms = int(time.time() * 1000)
+        raw_body_for_sign = data if isinstance(data, str) else pyjson.dumps(data, separators=(",", ":"), ensure_ascii=False)
+
+        # 签名
+        mid_hash = md5_hex(f"{token}{now_ms}")[7:]
+        final_hash = md5_hex(f"{now_ms}{raw_body_for_sign}{mid_hash}")
+
+        # 设置 headers
+        headers.update({
+            "Authorization": token,
+            "Language": "Chinese",
+            "language": "Chinese",
+            "Content-Type": "application/json",
+            "x-ourbit-sign": final_hash,
+            "x-ourbit-nonce": str(now_ms),
+        })
+
+        # 更新 kwargs.body，保证发出去的与签名一致
+        kwargs.update({"data": raw_body_for_sign})
+
+        return args
+
+pybotters.auth.Hosts.items['futures.ourbit.com'] = pybotters.auth.Item("ourbit", Auth.ourbit)

hyperquant-0.3/src/hyperquant/broker/hyperliquid.py

@@ -0,0 +1,572 @@
+# hyperliquid_trader_optimized.py
+"""Async wrapper around Hyperliquid REST + WebSocket endpoints.
+
+Key design goals
+----------------
+* **Single point of truth** – all endpoint paths & constants live at module scope.
+* **Safety** – every public coroutine is fully‑typed and guarded with rich
+  error messages; internal state is protected by an `asyncio.Lock` where
+  necessary.
+* **Performance** – expensive metadata is fetched once and cached; price/size
+  formatting uses the `decimal` module only when needed.
+* **Ergonomics** – high‑level order helpers (`buy`, `sell`) are provided on top
+  of the generic `place_order` routine; context‑manager semantics make sure
+  network resources are cleaned up.
+"""
+from __future__ import annotations
+
+import asyncio
+import decimal
+import itertools
+import logging
+from dataclasses import dataclass
+import time
+from typing import Any, Dict, Optional
+
+import pybotters
+from yarl import URL
+
+from .models.hyperliquid import MyHyperStore
+import uuid
+
+
+def to_cloid(s: str) -> str:
+    """
+    可逆地将字符串转为 Hyperliquid cloid 格式（要求字符串最多16字节，超出报错）。
+    :param s: 原始字符串
+    :return: 形如0x...的cloid字符串
+    """
+    b = s.encode('utf-8')
+    if len(b) > 16:
+        raise ValueError("String too long for reversible cloid (max 16 bytes)")
+    # 补齐到16字节
+    b = b.ljust(16, b'\0')
+    return "0x" + b.hex()
+
+def cloid_to_str(cloid: str) -> str:
+    """
+    从cloid还原回原始字符串
+    :param cloid: 形如0x...的cloid字符串
+    :return: 原始字符串
+    """
+    try:
+        if not (cloid.startswith("0x") and len(cloid) == 34):
+            raise ValueError("Invalid cloid format for reversal")
+        b = bytes.fromhex(cloid[2:])
+        return b.rstrip(b'\0').decode('utf-8')
+    except Exception as e:
+        return ''
+
+
+__all__ = [
+    "HyperliquidTrader",
+]
+
+_API_BASE_MAIN = "https://api.hyperliquid.xyz"
+_API_BASE_TEST = "https://api.hyperliquid-testnet.xyz"
+_WSS_URL_MAIN = "wss://api.hyperliquid.xyz/ws"
+_WSS_URL_TEST = "wss://api.hyperliquid-testnet.xyz/ws"
+_INFO = "/info"
+_EXCHANGE = "/exchange"
+
+logger = logging.getLogger(__name__)
+
+
+# ╭─────────────────────────────────────────────────────────────────────────╮
+# │                                Helpers                                 │
+# ╰─────────────────────────────────────────────────────────────────────────╯
+@dataclass(frozen=True, slots=True)
+class AssetMeta:
+    """Metadata for a tradable asset."""
+
+    asset_id: int
+    name: str
+    sz_decimals: int
+    tick_size: float = None
+
+@dataclass(frozen=True, slots=True)
+class SpotAssetMeta:
+    """Metadata for a tradable asset."""
+
+    asset_id: int # eg. 10000
+    name: str # eg. "#173"
+    sz_decimals: int # eg. 2
+    index: int # eg. 0
+    token_name: str # eg. "FEUSD"
+    mark_price: float = None
+
+@dataclass
+class OrderData():
+    o_id: str = ''
+    c_id: str = ''
+    name: str = ''
+    status: str = 'resting'
+    price: float = None
+    sz: float = None
+
+
+_DECIMAL_CTX_5 = decimal.Context(prec=5)
+
+def normalize_number(n):
+    # 能去掉小数点后多余的零
+    return format(decimal.Decimal(str(n)).normalize(), "f")
+
+def _fmt_price(price: float, sz_decimals: int, *, max_decimals: int = 6) -> float:
+    """
+    格式化价格：
+      - 大于100000直接取整数
+      - 其它情况保留5个有效数字，然后再按max_decimals-sz_decimals截断小数位
+    """
+    if price > 100_000:
+        return str(round(price))
+    # 先保留5个有效数字，再截断小数位
+    price_5sf = float(f"{price:.5g}")
+    return normalize_number(round(price_5sf, max_decimals - sz_decimals))
+
+def _fmt_size(sz: float, sz_decimals: int) -> float:
+    """
+    格式化数量：直接按 sz_decimals 小数位截断
+    """
+    return normalize_number(round(sz, sz_decimals))
+
+
+# ╭─────────────────────────────────────────────────────────────────────────╮
+# │                           Public main class                            │
+# ╰─────────────────────────────────────────────────────────────────────────╯
+class HyperliquidTrader:
+    """High‑level async client for Hyperliquid."""
+
+    def __init__(
+        self,
+        apis: str | dict | None = None,
+        *,
+        client: Optional[pybotters.Client] = None,
+        user_address: Optional[str] = None,
+        msg_callback: Optional[callable[[dict, pybotters.ws.WebSocketAppProtocol], None]] = None,
+        testnet: bool = False,
+    ) -> None:
+        self._external_client = client is not None
+        self._client: pybotters.Client | None = client
+        self._apis = apis
+        self._user = user_address
+        self._msg_cb_user = msg_callback
+
+        self._testnet = testnet
+        self._api_base = _API_BASE_TEST if testnet else _API_BASE_MAIN
+        self._wss_url = _WSS_URL_TEST if testnet else _WSS_URL_MAIN
+
+        self._assets: dict[str, AssetMeta] = {}
+        self._spot_assets: dict[str, SpotAssetMeta] = {}
+
+        self._assets_with_name: dict[str, AssetMeta] = {}
+        self._spot_assets_with_name: dict[str, SpotAssetMeta] = {}
+
+        self._next_id = itertools.count().__next__  # fast thread‑safe counter
+        self._waiters: dict[int, asyncio.Future[dict[str, Any]]] = {}
+        self._waiter_lock = asyncio.Lock()
+
+        self._ws_app: Optional[pybotters.ws.WebSocketConnection] = None
+        self.store: MyHyperStore = MyHyperStore()
+        
+
+
+    # ──────────────────────────────────────────────────────────────────────
+    # Lifecyle helpers
+    # ──────────────────────────────────────────────────────────────────────
+    async def __aenter__(self) -> "HyperliquidTrader":
+        if self._client is None:
+            self._client = await pybotters.Client(apis=self._apis, base_url=self._api_base).__aenter__()
+
+        await self._fetch_meta()
+        await self._fech_spot_meta()
+
+        self._ws_app:pybotters.WebSocketApp = await self._client.ws_connect(
+            self._wss_url,
+            send_json=[],
+            hdlr_json=self._dispatch_msg,
+        )
+
+        if self._user:
+            await self.store.initialize(
+                ("orders", self._client.post(_INFO, data={"type": "openOrders", "user": self._user})),
+                ("positions", self._client.post(_INFO, data={"type": "clearinghouseState", "user": self._user})),
+            )
+            self._client.ws_connect(
+                self._wss_url,
+                send_json=[
+                {
+                    "method": "subscribe",
+                    "subscription": {
+                        "type": "orderUpdates",
+                        "user": self._user,
+                    },
+                }, 
+                {
+                    "method": "subscribe",
+                    "subscription": {
+                        "type": "userFills",
+                        "user": self._user,
+                    },
+                }, 
+                {
+                    "method": "subscribe",
+                    "subscription": {
+                        "type": "webData2",
+                        "user": self._user,
+                    },
+                }],
+                hdlr_json=self.store.onmessage,
+            )
+
+        return self
+
+    async def __aexit__(self, exc_type, exc, tb):  # noqa: D401
+        if not self._external_client and self._client is not None:
+            await self._client.__aexit__(exc_type, exc, tb)
+    
+    async def sync_orders(self):
+        await self.store.orders._clear()
+        await self.store.initialize(
+            ("orders", self._client.post(_INFO, data={"type": "openOrders", "user": self._user})),
+        )
+
+    # ──────────────────────────────────────────────────────────────────────
+    # Internal – metadata & formatting helpers
+    # ──────────────────────────────────────────────────────────────────────
+    async def _fetch_meta(self) -> None:
+        assert self._client is not None  # mypy
+        resp = await self._client.fetch("POST", _INFO, data={"type": "meta"})
+        if not resp.data:
+            raise RuntimeError(f"Failed to fetch meta: {resp.error}")
+
+        self._assets = {
+            d["name"]: AssetMeta(asset_id=i, name=d["name"], sz_decimals=d["szDecimals"], tick_size=10**(d["szDecimals"] - 6))
+            for i, d in enumerate(resp.data["universe"])
+        }
+
+        logger.debug("Loaded %d assets", len(self._assets))
+
+    async def _fech_spot_meta(self) -> None:
+        assert self._client is not None  # mypy
+        resp = await self._client.fetch("POST", _INFO, data={"type": "spotMeta"})
+        if not resp.data:
+            raise RuntimeError(f"Failed to fetch meta: {resp.error}")
+
+        metadata = resp.data
+
+        tokens = metadata['tokens']
+
+        for u in metadata['universe']:
+            coin_name = u['name']
+            index = u['index']
+            tk_id = u['tokens'][0]
+            token_name = tokens[tk_id]['name']
+            szDecimals = tokens[tk_id]['szDecimals']
+
+            meta =  SpotAssetMeta(
+                asset_id= 10000 + index,
+                name=coin_name,
+                sz_decimals=szDecimals,
+                index=index,
+                token_name=token_name,
+                mark_price=0.0,
+            )
+            self._spot_assets[token_name] = meta
+            self._spot_assets_with_name[coin_name] = meta
+
+        
+
+    def _asset(self, symbol: str, is_spot: bool = False) -> AssetMeta:
+        try:
+            if is_spot:
+                return self._spot_assets[symbol]
+            else:
+                return self._assets[symbol]
+        except KeyError as exc:
+            raise ValueError(f"Unknown asset '{symbol}'. Have you called __aenter__()?") from exc
+        
+    def fmt_price(self, price: float, symbol: str, is_spot: bool = False) -> float:
+        asset = self._asset(symbol, is_spot=is_spot)
+        return float(_fmt_price(price, asset.sz_decimals))
+    
+    def fmt_size(self, size: float, symbol: str, is_spot: bool = False) -> float:
+        asset = self._asset(symbol, is_spot=is_spot)
+        return float(_fmt_size(size, asset.sz_decimals))
+        
+
+    def sub_l2_book(self, symbol: str, is_spot: bool = False) -> None:
+
+        asset = self._asset(symbol, is_spot=is_spot)
+        
+        self._client.ws_connect(
+            self._wss_url,
+            send_json={
+                "method": "subscribe",
+                "subscription": {
+                    "type": "l2Book",
+                    "coin": asset.name,
+                },
+            },
+            hdlr_json=self.store.onmessage
+        )
+  
+
+    # ──────────────────────────────────────────────────────────────────────
+    # Internal – WebSocket message routing
+    # ──────────────────────────────────────────────────────────────────────
+    def _dispatch_msg(self, msg: dict[str, Any], wsapp):  # noqa: ANN001
+        mid = msg.get("data", {}).get("id")
+        if mid is not None:
+            fut = self._waiters.pop(mid, None)
+            if fut and not fut.done():
+                fut.set_result(msg)
+                return
+        # fallback: hand over to user callback / buffer
+        if self._msg_cb_user is not None:
+            self._msg_cb_user(msg, wsapp)
+        else:
+            logger.debug("Unhandled WS message: %s", msg)
+
+    async def _wait_for_id(self, rid: int) -> dict[str, Any]:
+        async with self._waiter_lock:
+            fut = self._waiters[rid] = asyncio.get_event_loop().create_future()
+        return await fut
+
+    # ──────────────────────────────────────────────────────────────────────
+    # REST helpers
+    # ──────────────────────────────────────────────────────────────────────
+    async def _post(self, path: str, data: dict[str, Any]):
+        assert self._client is not None
+        info = await self._client.fetch("POST", path, data=data)
+        info.response.raise_for_status()
+        return info.data
+
+    # ──────────────────────────────────────────────────────────────────────
+    # Public API – account
+    # ──────────────────────────────────────────────────────────────────────
+    async def balances(self, user: Optional[str] = None):  # todo support spot
+        try:
+            user = user or self._user
+            if user is None:
+                raise ValueError("User address required – pass it now or in constructor")
+            data = await self._post(_INFO, {"type": "clearinghouseState", "user": user})
+            match data:
+                case pybotters.NotJSONContent():
+                    print('可能参数有误')
+                    return None
+            return data    
+        except Exception as e:
+            print(f"Error fetching balances: {e}")
+            return None
+
+    async def open_orders(self, user: Optional[str] = None):
+        user = user or self._user
+        if user is None:
+            raise ValueError("User address required – pass it now or in constructor")
+        return await self._post(_INFO, {"type": "openOrders", "user": user})
+
+    async def cancel_order(
+        self,
+        asset: str,
+        order_id: str,
+        *,
+        use_ws: bool = False,
+        is_spot: bool = False,
+    ) -> dict[str, Any]:
+
+        meta = self._asset(asset, is_spot=is_spot)
+        
+        payload = {
+            "action": {
+                "type": "cancel",
+                "cancels": [{"a": meta.asset_id, "o": order_id}],
+            }
+        }
+
+
+
+        if not use_ws:
+            return await self._post(_EXCHANGE, payload)
+
+        signed = await self._ws_sign(payload)
+        assert self._ws_app is not None
+        await self._ws_app.current_ws.send_json(signed)
+        return order_id
+    
+    async def cancel_all_orders(
+        self,
+        asset: Optional[str] = None,
+        *,
+        use_ws: bool = False,
+        is_spot: bool = False,
+    ) -> dict[str, Any]:
+        # [{'coin': '@153', 'side': 'A', 'limitPx': '0.9904', 'sz': '202.33', 'oid': 93287495240, 'timestamp': 1747118448026, 'origSz': '202.33', 'cloid': '0x441f6c3b8dde4ccfb34a24ec23419f2d'}, {'coin': '@153', 'side': 'B', 'limitPx': '0.9864', 'sz': '202.76', 'oid': 93278072490, 'timestamp': 1747115006552, 'origSz': '202.76', 'cloid': '0x90fac8c56d224a20b4fd0ab6cf4eae5e'}]
+        orders = await self.open_orders()
+        
+        if asset:
+            meta = self._asset(asset, is_spot=is_spot)
+            orders = [o for o in orders if o['coin'] == meta.name]
+ 
+        if is_spot:
+            for o in orders:
+                o['asset_id'] = self._spot_assets_with_name[o['coin']].asset_id
+        else:
+            for o in orders:
+                o['asset_id'] = self._asset(o['coin']).asset_id
+
+        # 构建payload
+        payload = {
+            "action": {
+                "type": "cancel",
+                "cancels": [
+                    {"a": o['asset_id'], "o": o['oid']}
+                    for o in orders
+                ],
+            }
+        }
+        print(payload)
+
+        if not use_ws:
+            return await self._post(_EXCHANGE, payload)
+        signed = await self._ws_sign(payload)
+        assert self._ws_app is not None
+        await self._ws_app.current_ws.send_json(signed)
+        return orders
+
+    
+    async def get_mid(self, asset: str, is_spot: bool = False) -> float:
+        """Get the mid price of an asset."""
+        meta = self._asset(asset, is_spot=is_spot)
+        book = await self._post(_INFO, {"type": "l2Book", "coin": meta.name})
+        bid = float(book["levels"][0][0]["px"])
+        ask = float(book["levels"][1][0]["px"])
+        return float(_fmt_price((bid + ask) / 2, meta.sz_decimals))
+    
+    async def get_books(self, asset: str, is_spot: bool = False) -> list[float]:
+        """Get the ask prices of an asset."""
+        meta = self._asset(asset, is_spot=is_spot)
+        book = await self._post(_INFO, {"type": "l2Book", "coin": meta.name})
+        levels = book["levels"]
+        bids = levels[0]
+        asks = levels[1]
+        return {
+            "bids": bids,
+            "asks": asks,
+        }
+
+    # ──────────────────────────────────────────────────────────────────────
+    # Public API – trading
+    # ──────────────────────────────────────────────────────────────────────
+    async def place_order(
+        self,
+        asset: str,
+        *,
+        side: str = "buy",  # "buy" | "sell"
+        order_type: str = "market",  # "market" | "limit"
+        size: float,
+        slippage: float = 0.02,
+        price: Optional[float] = None,  # required for limit orders
+        use_ws: bool = False,
+        is_spot: bool = False,
+        reduce_only: bool = False,  # whether to place a reduce‑only order
+        cloid: Optional[str] = None, 
+    ) -> OrderData:
+        """`place_order` 下订单
+
+        返回值:
+         'OrderData'
+        """
+        meta = self._asset(asset, is_spot=is_spot)
+        is_buy = side.lower() == "buy"
+
+        if order_type == "limit":
+            if price is None:
+                raise ValueError("price must be supplied for limit orders")
+            price_str = _fmt_price(price, meta.sz_decimals)
+            tif = "Gtc"
+        else:
+            # emulate market by crossing the spread via mid ± slippage
+            if price is None:
+                mid = await self.get_mid(asset, is_spot=is_spot)
+            else:
+                mid = price  # allow user‑supplied mid for testing
+            crossed = mid * (1 + slippage) if is_buy else mid * (1 - slippage)
+            price_str = _fmt_price(crossed, meta.sz_decimals)
+            tif = "Ioc"
+
+        size_str = _fmt_size(size, meta.sz_decimals)
+        # print(f'下单 @ size_str: {size_str}, price_str: {price_str}, asset: {asset}, is_spot: {is_spot}')
+        order_payload = {
+            "action": {
+                "type": "order",
+                "orders": [
+                    {
+                        "a": meta.asset_id,
+                        "b": is_buy,
+                        "p": price_str,
+                        "s": size_str,
+                        "r": reduce_only,
+                        "t": {"limit": {"tif": tif}},
+                    }
+                ],
+                "grouping": "na",
+            }
+        }
+        if cloid is not None:
+            if not cloid.startswith("0x"):
+                cloid = to_cloid(cloid)
+            
+            order_payload["action"]["orders"][0]["c"] = cloid
+
+        # print(f"Placing order: {order_payload}")
+        # print(order_payload)
+
+        if not use_ws:
+            ret = await self._post(_EXCHANGE, order_payload)
+            print(ret)
+            if 'error' in str(ret) or 'err' in str(ret):
+                raise RuntimeError(f"Failed to place order: {ret}")
+            elif 'filled' in str(ret):
+                return OrderData(
+                    o_id=ret['response']['data']['statuses'][0]['filled']['oid'],
+                    c_id=cloid,
+                    name=asset,
+                    status='filled',
+                    price=float(ret['response']['data']['statuses'][0]['filled']['avgPx']),
+                    sz=float(ret['response']['data']['statuses'][0]['filled']['totalSz']),
+                )
+            elif 'resting' in str(ret):
+                return OrderData(
+                    o_id=ret['response']['data']['statuses'][0]['resting']['oid'],
+                    c_id=cloid,
+                    price=float(price_str),
+                    name=asset,
+                    status='resting',
+                )
+
+        # else – signed WS flow
+        signed = await self._ws_sign(order_payload)
+        assert self._ws_app is not None
+        await self._ws_app.current_ws.send_json(signed)
+        return OrderData(o_id=cloid, name=asset, price=float(price_str))
+
+    # Convenience wrappers -------------------------------------------------
+    async def buy(self, asset: str, **kw):
+        return await self.place_order(asset, side="buy", **kw)
+
+    async def sell(self, asset: str, **kw):
+        return await self.place_order(asset, side="sell", **kw)
+
+    # ──────────────────────────────────────────────────────────────────────
+    # Internal – signing helper
+    # ──────────────────────────────────────────────────────────────────────
+    async def _ws_sign(self, payload):  # noqa: ANN001 – hyperliquid internal format
+        # mimic pybotters signing util for WS‑POST messages
+        url = URL(f"{self._api_base}/abc")
+        pybotters.Auth.hyperliquid((None, url), {"data": payload, "session": self._client._session})  # type: ignore[attr-defined]
+        rid = self._next_id()
+        return {
+            "method": "post",
+            "id": rid,
+            "request": {"type": "action", "payload": payload},
+        }