hyperquant 0.22__tar.gz → 0.24__tar.gz

{hyperquant-0.22 → hyperquant-0.24}/.gitignore

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

{hyperquant-0.22 → hyperquant-0.24}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.22
+Version: 0.24
 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
@@ -19,7 +19,7 @@ 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>=1.8.2
+Requires-Dist: pybotters>=1.9.0
 Requires-Dist: pyecharts>=2.0.8
 Description-Content-Type: text/markdown
 

{hyperquant-0.22 → hyperquant-0.24}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.22"
+version = "0.24"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }
@@ -13,7 +13,7 @@ dependencies = [
     "cryptography>=44.0.2",
     "numpy>=1.21.0", # Added numpy as a new dependency
     "duckdb>=1.2.2",
-    "pybotters>=1.8.2",
+    "pybotters>=1.9.0",
 ]
 readme = "README.md"
 requires-python = ">=3.9"

hyperquant-0.24/src/hyperquant/broker/lib/hpstore.py

@@ -0,0 +1,252 @@
+from __future__ import annotations
+
+import time
+from aiohttp import ClientWebSocketResponse
+import aiohttp
+
+from pybotters.store import DataStore
+from pybotters.models.hyperliquid import HyperliquidDataStore
+from typing import TYPE_CHECKING, Awaitable
+
+if TYPE_CHECKING:
+    from pybotters.typedefs import Item
+    from pybotters.ws import ClientWebSocketResponse
+
+
+
+# {'channel': 'orderUpdates', 'data': [{'order': {'coin': 'HYPE', 'side': 'A', 'limitPx': '22.887', 'sz': '1.12', 'oid': 29641480516, 'timestamp': 1746766108031, 'origSz': '1.12', 'reduceOnly': True}, 'status': 'rejected', 'statusTimestamp': 1746766108031}]}
+class OrderStore(DataStore):
+    _KEYS = ["oid"]
+
+    def _onmessage(self, msg: Item) -> None:
+
+        for rec in msg:
+            order = rec["order"]
+            item = {
+                **order,
+                "status": rec.get("status"),
+                "px": None,
+                'fee': None,
+                "statusTimestamp": rec.get("statusTimestamp"),
+            }
+
+            if item["status"] == "open":
+                self._update([item])
+            else:
+                self._delete([item])
+
+class FillStore(DataStore):
+    _KEYS = ["oid"]
+
+    def _onmessage(self, msg: Item) -> None:
+        for fill in msg:
+            self._update([fill])
+
+
+
+class Account(DataStore):
+    _KEYS = ["marginCoin", "value"]
+     
+    def _onmessage(self, data: list[Item]) -> None:
+            self._update(
+                [
+                    {
+                        "marginCoin": 'USDC',
+                        'value': float(item['accountValue']),
+                        'frozen': float(item['totalMarginUsed']),
+                        'available': float(item['accountValue']) - float(item['totalMarginUsed']),
+                    }
+                    for item in data
+                ]
+            )
+
+class SpotAccount(DataStore):
+
+    _KEYS = ["coin"]
+
+    def _onmessage(self, data: list[Item]) -> None:
+        self._update(
+            [
+                {
+                    "coin": item['coin'],
+                    "total": float(item['total']),
+                    "frozen": float(item['hold']),
+                    "available": float(item['total']) - float(item['hold']),
+                    "entryNtl": float(item['entryNtl']),
+                }
+                for item in data
+            ]
+        )
+
+class PositionStore(DataStore):
+    _KEYS = ["coin"]
+
+    def _onmessage(self, data: list[Item]) -> None:
+      
+        if len(data) == 0 and self.__len__() > 0:
+            self._clear()
+        elif len(data) > 0:
+            self._update([
+
+                {
+                    "coin": item['position']['coin'],
+                    "sz": float(item['position']['szi']),
+                    "px": float(item['position']['entryPx']),
+                    'unpnl': float(item['position']['unrealizedPnl']),
+                    'rt': float(item['position']['returnOnEquity']),
+                    'lv': int(item['position']['leverage']['value']),
+                }
+                for item in data
+            ])
+
+        
+class MyHyperStore(HyperliquidDataStore):
+    ORDER_TYPE = 'orderUpdates'
+    WEBDATA2_TYPE = 'webData2'
+    ORDER_FILL_TYPE = 'userFills'
+
+    def _init(self) -> None:
+        self._create("orders", datastore_class=OrderStore)
+        self._create("account", datastore_class=Account)
+        self._create("positions", datastore_class=PositionStore)
+        self._create("spot_account", datastore_class=SpotAccount)
+        self._create("fills", datastore_class=FillStore)
+        super()._init()
+
+    def _onmessage(self, msg: Item, ws: ClientWebSocketResponse | None = None) -> None:
+
+        if msg.get("channel") == self.ORDER_TYPE:
+            self.orders._onmessage(msg.get('data', []))
+        elif msg.get("channel") == self.WEBDATA2_TYPE:
+            # print(msg.get('data', {}).get('clearinghouseState', {}))
+            act_data = msg.get('data', {}).get('clearinghouseState', {}).get('crossMarginSummary', [])
+            if act_data:
+                self.account._onmessage([act_data])
+
+            pos_data = msg.get('data', {}).get('clearinghouseState', {}).get('assetPositions', [])
+            self.positions._onmessage(pos_data)
+
+            spot_act_data = msg.get('data', {}).get('spotState', {}).get('balances', [])
+            self.spot_account._onmessage(spot_act_data)
+
+        elif msg.get("channel") == self.ORDER_FILL_TYPE:
+            fills = msg.get('data', {}).get('fills', [])
+            is_snap = msg.get('data', {}).get('isSnapshot', False)
+            if not is_snap:
+                self.fills._onmessage(fills)
+  
+        super()._onmessage(msg, ws)
+            
+    async def initialize(self, *aws: tuple[str, Awaitable[aiohttp.ClientResponse]]) -> None:
+
+        for a in aws:
+            method, f = a
+            resp = await f
+            data = await resp.json()
+            if method == "orders":
+
+                self.orders._onmessage(
+                    [
+                        {
+                            'order': o,
+                            'status': "open",
+                            'statusTimestamp': int(time.time() * 1000)
+                        } for o in data
+                    ]
+                )
+            
+        pass
+
+    @property
+    def orders(self) -> OrderStore:
+        """``orders`` data stream.
+
+        https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
+
+        Data structure:
+
+        .. code:: python
+            [
+                {
+                    "coin": "HYPE",
+                    "side": "A",
+                    "limitPx": "22.887",
+                    "sz": "1.12",
+                    "oid": 29641480516,
+                    "timestamp": 1746766108031,
+                    "origSz": "1.12",
+                    "reduceOnly": True
+                    "status": "open",
+                    "statusTimestamp": 1746766108031
+                }...
+            ]
+        """
+        return self._get("orders", OrderStore)
+    @property
+    def account(self) -> Account:
+        """``account`` data stream.
+        https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
+        Data structure:
+        .. code:: python
+            [
+                {
+                    "marginCoin": 'USDC',
+                    'value': float(item['accountValue']),
+                    'frozen': float(item['totalMarginUsed']),
+                    'available': float(item['accountValue']) - float(item['totalMarginUsed']),
+                }...
+            ]
+        """
+        return self._get("account", Account)
+    
+    @property
+    def positions(self) -> PositionStore:
+        return self._get("positions", PositionStore)
+    
+    @property
+    def spot_account(self) -> SpotAccount:
+        """``spot_account`` data stream.
+        https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
+        Data structure:
+        .. code:: python
+            [
+                {
+                    "coin": 'FEUSD',
+                    "sz": "21.0",
+                    "px": "0.9719",
+                    "unpnl": "0.0",
+                    "rt": "0.0",
+                    "lv": 1,
+                }...
+            ]
+        """
+        return self._get("spot_account", SpotAccount)
+   
+    @property
+    def fills(self) -> FillStore:
+        """``fills`` data stream.
+        https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
+        Data structure:
+        .. code:: python
+            [
+                {
+                    "coin": 'FEUSD',
+                    "px": "0.9719",
+                    "sz": "21.0",
+                    "side": 'buy',
+                    "time": 1679999999999,
+                    "startPosition": '0.0',
+                    "dir": 'buy',
+                    "closedPnl": '0.0',
+                    "hash": '0x123456789abcdef',
+                    "oid": 123456789,
+                    "crossed": True,
+                    "fee": '-0.0001',
+                    "tid": 987654321,
+                    "liquidation": None,
+                    "feeToken": 'USDC',
+                }...
+            ]
+        """
+        return self._get("fills", FillStore)
+

hyperquant-0.24/src/hyperquant/broker/lib/hyper_types.py

@@ -0,0 +1,48 @@
+from typing import TypedDict, Dict
+
+class Leverage(TypedDict):
+    rawUsd: str
+    type: str
+    value: int
+
+class CumFunding(TypedDict):
+    allTime: str
+    sinceChange: str
+    sinceOpen: str
+
+class Position(TypedDict):
+    coin: str
+    cumFunding: CumFunding
+    entryPx: str
+    leverage: Leverage
+    liquidationPx: str
+    marginUsed: str
+    maxLeverage: int
+    positionValue: str
+    returnOnEquity: str
+    szi: str
+    unrealizedPnl: str
+
+class AssetPosition(TypedDict):
+    position: Position
+    type: str
+
+class CrossMarginSummary(TypedDict):
+    accountValue: str
+    totalMarginUsed: str
+    totalNtlPos: str
+    totalRawUsd: str
+
+class MarginSummary(TypedDict):
+    accountValue: str
+    totalMarginUsed: str
+    totalNtlPos: str
+    totalRawUsd: str
+
+class AccountBalance(TypedDict):
+    assetPositions: list[AssetPosition]
+    crossMaintenanceMarginUsed: str
+    crossMarginSummary: CrossMarginSummary
+    marginSummary: MarginSummary
+    time: int
+    withdrawable: str

{hyperquant-0.22 → hyperquant-0.24}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.21"
+version = "0.23"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },
@@ -557,7 +557,7 @@ requires-dist = [
     { name = "duckdb", specifier = ">=1.2.2" },
     { name = "numpy", specifier = ">=1.21.0" },
     { name = "pandas", specifier = ">=2.2.3" },
-    { name = "pybotters", specifier = ">=1.8.2" },
+    { name = "pybotters", specifier = ">=1.9.0" },
     { name = "pyecharts", specifier = ">=2.0.8" },
 ]
 
@@ -1221,15 +1221,15 @@ wheels = [
 
 [[package]]
 name = "pybotters"
-version = "1.8.2"
+version = "1.9.0"
 source = { registry = "https://pypi.org/simple" }
 dependencies = [
     { name = "aiohttp" },
     { name = "typing-extensions", marker = "python_full_version < '3.10'" },
 ]
-sdist = { url = "https://files.pythonhosted.org/packages/3d/dd/dedd0e9882aba4ac14ec4697e97c33a70c7f0bc1433581c376f50b093e82/pybotters-1.8.2.tar.gz", hash = "sha256:b15e7c52582f139cf3fb6858296324fe0cbc5349084b86b9dbc7f76c3ea3c109", size = 551553 }
+sdist = { url = "https://files.pythonhosted.org/packages/1c/32/c90531c4fab11030afba9343188b74bb56b009390e0b873af01a460e2cd2/pybotters-1.9.0.tar.gz", hash = "sha256:91f0d54ae60805ce408494f0ee0cb83c7d4a74f70d49eda8f550bde0aa71a7d1", size = 558643 }
 wheels = [
-    { url = "https://files.pythonhosted.org/packages/89/21/f0cc2bedac2b2ef5914321515970f9e7813ab85250c0e86fe13a850da92a/pybotters-1.8.2-py3-none-any.whl", hash = "sha256:e3955f6dfd100c7fded4f8d60bbe736e0dd7837517868bc7aab3b08a740416d0", size = 516721 },
+    { url = "https://files.pythonhosted.org/packages/a0/6c/c382df909de72ad90bf9b319ccb67e7274a5bd2cb8f178c1322cf4b6da16/pybotters-1.9.0-py3-none-any.whl", hash = "sha256:91a70301e0b0e234351cda270638151a527bbe272d5de12466d8bb130f293ffd", size = 519494 },
 ]
 
 [[package]]