hyperquant 0.25__py3-none-any.whl → 0.31__py3-none-any.whl

hyperquant/broker/ourbit.py

@@ -0,0 +1,247 @@
+from typing import Literal, Optional
+import pybotters
+from .models.ourbit import OurbitSwapDataStore
+
+
+class OurbitSwap:
+
+    def __init__(self, client: pybotters.Client):
+        """
+        ✅ 完成:
+            下单, 撤单, 查询资金, 查询持有订单, 查询历史订单
+
+        """
+        self.client = client
+        self.store = OurbitSwapDataStore()
+        self.api_url = "https://futures.ourbit.com"
+        self.ws_url = "wss://futures.ourbit.com/edge"
+
+    async def __aenter__(self) -> "OurbitSwap":
+        client = self.client
+        await self.store.initialize(
+            client.get(f"{self.api_url}/api/v1/contract/detailV2?client=web")
+        )
+        return self
+
+    async def update(
+        self, update_type: Literal["position", "orders", "balance", "ticker", "all"] = "all"
+    ):
+        """由于交易所很多不支持ws推送，这里使用Rest"""
+        all_urls = [
+            f"{self.api_url}/api/v1/private/position/open_positions",
+            f"{self.api_url}/api/v1/private/order/list/open_orders?page_size=200",
+            f"{self.api_url}/api/v1/private/account/assets",
+            f"{self.api_url}/api/v1/contract/ticker",
+        ]
+
+        url_map = {
+            "position": [all_urls[0]],
+            "orders": [all_urls[1]],
+            "balance": [all_urls[2]],
+            "ticker": [all_urls[3]],
+            "all": all_urls,
+        }
+
+        try:
+            urls = url_map[update_type]
+        except KeyError:
+            raise ValueError(f"update_type err: {update_type}")
+
+        # 直接传协程进去，initialize 会自己 await
+        await self.store.initialize(*(self.client.get(url) for url in urls))
+
+    async def sub_tickers(self):
+        self.client.ws_connect(
+            self.ws_url,
+            send_json={
+                "method": "sub.tickers",
+                "param": {
+                    "timezone": "UTC+8"
+                }
+            },
+            hdlr_json=self.store.onmessage
+        )
+
+    async def sub_order_book(self, symbols: str | list[str]):
+        if isinstance(symbols, str):
+            symbols = [symbols]
+
+        send_jsons = []
+        # send_json={"method":"sub.depth.step","param":{"symbol":"BTC_USDT","step":"0.1"}},
+
+        for symbol in symbols:
+            step = self.store.detail.find({"symbol": symbol})[0].get("tick_size")
+            
+            send_jsons.append({
+                "method": "sub.depth.step",
+                "param": {
+                    "symbol": symbol,
+                    "step": str(step)
+                }
+            })
+
+        await self.client.ws_connect(
+            self.ws_url,
+            send_json=send_jsons,
+            hdlr_json=self.store.onmessage
+        )
+
+    def ret_content(self, res: pybotters.FetchResult):
+        match res.data:
+            case {"success": True}:
+                return res.data["data"]
+            case _:
+                raise Exception(f"Failed api {res.response.url}: {res.data}")
+            
+
+    async def place_order(
+        self,
+        symbol: str,
+        side: Literal["buy", "sell", "close_buy", "close_sell"],
+        size: float = None,
+        price: float = None,
+        order_type: Literal["market", "limit_GTC", "limit_IOC"] = "market",
+        usdt_amount: Optional[float] = None,
+        leverage: Optional[int] = 20,
+        position_id: Optional[int] = None,
+    ):
+        """
+        size为合约张数
+
+        .. code ::
+        {
+            "orderId": "219602019841167810",
+            "ts": 1756395601543
+        }
+
+        """
+        if (size is None) == (usdt_amount is None):
+            raise ValueError("params err")
+
+        max_lev = self.store.detail.find({"symbol": symbol})[0].get("max_lev")
+        
+        if usdt_amount is not None:
+            cs = self.store.detail.find({"symbol": symbol})[0].get("contract_sz")
+            size = max(int(usdt_amount / cs / price), 1)
+            
+
+        leverage = max(max_lev, leverage)
+
+        data = {
+            "symbol": symbol,
+            "side": 1 if side == "buy" else 3,
+            "openType": 1,
+            "type": "5",
+            "vol": size,
+            "leverage": leverage,
+            "marketCeiling": False,
+            "priceProtect": "0",
+        }
+
+        if order_type == "limit_IOC":
+            data["type"] = 3
+            data["price"] = str(price)
+        if order_type == "limit_GTC":
+            data["type"] = "1"
+            data["price"] = str(price)
+
+        if "close" in side:
+            if side == 'close_buy':
+                data["side"] = 4
+            elif side == 'close_sell':
+                data["side"] = 2
+                data["type"] = 5
+            if position_id is None:
+                raise ValueError("position_id is required for closing position")
+            data["positionId"] = position_id
+        import time
+        print(time.time(), '下单')
+        res =  await self.client.fetch(
+            "POST", f"{self.api_url}/api/v1/private/order/create", data=data
+        )
+        return self.ret_content(res)
+
+    async def cancel_orders(self, order_ids: list[str]):
+        res = await self.client.fetch(
+            "POST",
+            f"{self.api_url}/api/v1/private/order/cancel",
+            data=order_ids,
+        )
+        return self.ret_content(res)
+
+    async def query_orders(
+        self,
+        symbol: str,
+        states: list[Literal["filled", "canceled"]],  # filled:已成交, canceled:已撤销
+        start_time: Optional[int] = None,
+        end_time: Optional[int] = None,
+        page_size: int = 200,
+        page_num: int = 1,
+    ):
+        """查询历史订单
+
+        Args:
+            symbol: 交易对
+            states: 订单状态列表 ["filled":已成交, "canceled":已撤销]
+            start_time: 开始时间戳(毫秒), 可选
+            end_time: 结束时间戳(毫秒), 可选
+            page_size: 每页数量, 默认200
+            page_num: 页码, 默认1
+        """
+        state_map = {"filled": 3, "canceled": 4}
+
+        params = {
+            "symbol": symbol,
+            "states": ",".join(str(state_map[state]) for state in states),
+            "page_size": page_size,
+            "page_num": page_num,
+            "category": 1,
+        }
+
+        if start_time:
+            params["start_time"] = start_time
+        if end_time:
+            params["end_time"] = end_time
+
+        res = await self.client.fetch(
+            "GET",
+            f"{self.api_url}/api/v1/private/order/list/history_orders",
+            params=params,
+        )
+
+        return self.ret_content(res)
+
+    async def query_order(self, order_id: str):
+        """查询单个订单的详细信息
+
+        Args:
+            order_id: 订单ID
+
+        Returns:
+            ..code:python
+
+            订单详情数据，例如:
+            [
+                    {
+                        "id": "38600506",          # 成交ID
+                        "symbol": "SOL_USDT",      # 交易对
+                        "side": 4,                 # 方向(1:买入, 3:卖出, 4:平仓)
+                        "vol": 1,                  # 成交数量
+                        "price": 204.11,          # 成交价格
+                        "fee": 0.00081644,        # 手续费
+                        "feeCurrency": "USDT",    # 手续费币种
+                        "profit": -0.0034,        # 盈亏
+                        "category": 1,            # 品类
+                        "orderId": "219079365441409152",  # 订单ID
+                        "timestamp": 1756270991000,       # 时间戳
+                        "positionMode": 1,        # 持仓模式
+                        "voucher": false,         # 是否使用代金券
+                        "taker": true            # 是否是taker
+                    }
+            ]
+        """
+        res = await self.client.fetch(
+            "GET",
+            f"{self.api_url}/api/v1/private/order/deal_details/{order_id}",
+        )
+        return self.ret_content(res)

hyperquant/broker/ws.py

@@ -0,0 +1,12 @@
+import asyncio
+import pybotters
+
+
+class Heartbeat:
+    @staticmethod
+    async def ourbit(ws: pybotters.ws.ClientWebSocketResponse):
+        while not ws.closed:
+            await ws.send_str('{"method":"ping"}')
+            await asyncio.sleep(10.0)
+
+pybotters.ws.HeartbeatHosts.items['futures.ourbit.com'] = Heartbeat.ourbit

hyperquant/core.py

@@ -350,7 +350,7 @@ class Exchange(ExchangeBase):
             self.record_history(time)
 
         # 自动更新账户状态
-        self.Update({symbol: price}, time=time)
+        self.Update({symbol: price},  time=time)
 
         return trade
 
@@ -377,41 +377,92 @@ class Exchange(ExchangeBase):
             trades.append(trade)
         return trades
 
-    def Update(self, close_price, symbols=None, **kwargs):
+    def _recalc_aggregates(self):
+        """基于 self.account 中已保存的各 symbol 状态，重算聚合字段。"""
+        usdt = self.account['USDT']
+        usdt['unrealised_profit'] = 0
+        usdt['hold'] = 0
+        usdt['long'] = 0
+        usdt['short'] = 0
+
+        for symbol in self.trade_symbols:
+            if symbol not in self.account:
+                continue
+            sym = self.account[symbol]
+            px = sym.get('price', 0)
+            amt = sym.get('amount', 0)
+            hp = sym.get('hold_price', 0)
+
+            # 仅当价格有效时计入聚合
+            if px is not None and not np.isnan(px) and px != 0:
+                sym['unrealised_profit'] = (px - hp) * amt
+                sym['value'] = amt * px
+
+                if amt > 0:
+                    usdt['long'] += sym['value']
+                elif amt < 0:
+                    usdt['short'] += sym['value']
+
+                usdt['hold'] += abs(sym['value'])
+                usdt['unrealised_profit'] += sym['unrealised_profit']
+
+        usdt['total'] = round(self.account['USDT']['realised_profit'] + self.initial_balance + usdt['unrealised_profit'], 6)
+        usdt['leverage'] = round(usdt['hold'] / usdt['total'] if usdt['total'] != 0 else 0.0, 3)
+
+    def Update(self, close_price=None, symbols=None, partial=True, **kwargs):
+        """
+        更新账户状态。
+        - partial=True：只更新给定 symbols 的逐符号状态，然后对所有符号做一次聚合重算（推荐）。
+        - partial=False：与原逻辑兼容；当提供一部分 symbol 时，也会聚合重算，不会清空未提供符号的信息。
+        
+        支持三种入参形式：
+        1) close_price 为 dict/Series：symbols 自动取其键/索引
+        2) close_price 为标量 + symbols 为单个字符串
+        3) 显式传 symbols=list[...]，close_price 为 dict/Series（从中取价）
+        如果既不传 close_price 也不传 symbols，则只做一次聚合重算（例如你先前已经手动修改了某些 symbol 的 price）。
+        """
         if self.recorded and 'time' not in kwargs:
             raise ValueError("Time parameter is required in recorded mode.")
 
         time = kwargs.get('time', pd.Timestamp.now())
-        self.account['USDT']['unrealised_profit'] = 0
-        self.account['USDT']['hold'] = 0
-        self.account['USDT']['long'] = 0
-        self.account['USDT']['short'] = 0
+
+        # 解析 symbols & 价格获取器
         if symbols is None:
-            # symbols = self.trade_symbols
-            # 如果symbols是dict类型, 则取出所有的key, 如果是Series类型, 则取出所有的index
             if isinstance(close_price, dict):
                 symbols = list(close_price.keys())
             elif isinstance(close_price, pd.Series):
-                symbols = close_price.index
+                symbols = list(close_price.index)
             else:
-                raise ValueError("Symbols should be a list, dict or Series.")
-            
-        for symbol in symbols:
-            if symbol not in self.trade_symbols:
+                symbols = []
+        elif isinstance(symbols, str):
+            symbols = [symbols]
+
+        def get_px(sym):
+            if isinstance(close_price, (int, float, np.floating)) and len(symbols) == 1:
+                return float(close_price)
+            if isinstance(close_price, dict):
+                return close_price.get(sym, np.nan)
+            if isinstance(close_price, pd.Series):
+                return close_price.get(sym, np.nan)
+            return np.nan
+
+        # 仅更新传入的 symbols（部分更新，不动其它符号已保存信息）
+        for sym in symbols:
+            if sym not in self.trade_symbols or sym not in self.account:
+                # 未登记的交易对直接跳过（或可选择自动登记，但此处保持严格）
+                continue
+            px = get_px(sym)
+            if px is None or np.isnan(px):
+                # 价格无效则不覆盖旧价格
                 continue
-            if not np.isnan(close_price[symbol]):
-                self.account[symbol]['unrealised_profit'] = (close_price[symbol] - self.account[symbol]['hold_price']) * self.account[symbol]['amount']
-                self.account[symbol]['price'] = close_price[symbol]
-                self.account[symbol]['value'] = self.account[symbol]['amount'] * close_price[symbol]
-                if self.account[symbol]['amount'] > 0:
-                    self.account['USDT']['long'] += self.account[symbol]['value']
-                if self.account[symbol]['amount'] < 0:
-                    self.account['USDT']['short'] += self.account[symbol]['value']
-                self.account['USDT']['hold'] += abs(self.account[symbol]['value'])
-                self.account['USDT']['unrealised_profit'] += self.account[symbol]['unrealised_profit']
-
-        self.account['USDT']['total'] = round(self.account['USDT']['realised_profit'] + self.initial_balance + self.account['USDT']['unrealised_profit'], 6)
-        self.account['USDT']['leverage'] = round(self.account['USDT']['hold'] / self.account['USDT']['total'], 3)
+
+            self.account[sym]['price'] = float(px)
+            amt = self.account[sym]['amount']
+            self.account[sym]['value'] = amt * float(px)
+            # 不在这里算 unrealised_profit，聚合阶段统一算
+
+        # 无论 partial 与否，最后都用“账户中保存的所有 symbol 当前状态”做一次聚合重算
+        self._recalc_aggregates()
 
         # 记录账户总资产到 history
         if self.recorded:

{hyperquant-0.25.dist-info → hyperquant-0.31.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.25
+Version: 0.31
 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>=1.9.0
+Requires-Dist: pybotters>=1.9.1
 Requires-Dist: pyecharts>=2.0.8
 Description-Content-Type: text/markdown
 

hyperquant-0.31.dist-info/RECORD

@@ -0,0 +1,21 @@
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+hyperquant/core.py,sha256=7XrpuHvccWl9lNyVihqaptupqUMsG3xYmQr8eEDrwS4,20610
+hyperquant/db.py,sha256=i2TjkCbmH4Uxo7UTDvOYBfy973gLcGexdzuT_YcSeIE,6678
+hyperquant/draw.py,sha256=up_lQ3pHeVLoNOyh9vPjgNwjD0M-6_IetSGviQUgjhY,54624
+hyperquant/logkit.py,sha256=WALpXpIA3Ywr5DxKKK3k5EKubZ2h-ISGfc5dUReQUBQ,7795
+hyperquant/notikit.py,sha256=x5yAZ_tAvLQRXcRbcg-VabCaN45LUhvlTZnUqkIqfAA,3596
+hyperquant/broker/auth.py,sha256=hrdVuBTZwD3xSy5GI5JTFJhKiHhvIjZHA_7G5IUFznQ,1580
+hyperquant/broker/hyperliquid.py,sha256=7MxbI9OyIBcImDelPJu-8Nd53WXjxPB5TwE6gsjHbto,23252
+hyperquant/broker/ourbit.py,sha256=VE1eLvQ1hakOxWbXHmW8KXwYrP_Apsv0_FOPtmU3MKs,8033
+hyperquant/broker/ws.py,sha256=98Djt5n5sHUJKVbQ8Ql1t-G-Wiwu__4MYcUr5P6SDL0,326
+hyperquant/broker/lib/hpstore.py,sha256=LnLK2zmnwVvhEbLzYI-jz_SfYpO1Dv2u2cJaRAb84D8,8296
+hyperquant/broker/lib/hyper_types.py,sha256=HqjjzjUekldjEeVn6hxiWA8nevAViC2xHADOzDz9qyw,991
+hyperquant/broker/models/hyperliquid.py,sha256=c4r5739ibZfnk69RxPjQl902AVuUOwT8RNvKsMtwXBY,9459
+hyperquant/broker/models/ourbit.py,sha256=zvjtx6fmOuOPAJ8jxD2RK9_mao2XuE2EXkxR74nmXKM,18525
+hyperquant/datavison/_util.py,sha256=92qk4vO856RqycO0YqEIHJlEg-W9XKapDVqAMxe6rbw,533
+hyperquant/datavison/binance.py,sha256=3yNKTqvt_vUQcxzeX4ocMsI5k6Q6gLZrvgXxAEad6Kc,5001
+hyperquant/datavison/coinglass.py,sha256=PEjdjISP9QUKD_xzXNzhJ9WFDTlkBrRQlVL-5pxD5mo,10482
+hyperquant/datavison/okx.py,sha256=yg8WrdQ7wgWHNAInIgsWPM47N3Wkfr253169IPAycAY,6898
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+hyperquant-0.31.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.31.dist-info/RECORD,,

hyperquant-0.25.dist-info/RECORD

@@ -1,16 +0,0 @@
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-hyperquant/core.py,sha256=vKv8KElo1eGhr_aw0I-j6ZxPOneDx86KqAoOI-wbq0A,18838
-hyperquant/db.py,sha256=i2TjkCbmH4Uxo7UTDvOYBfy973gLcGexdzuT_YcSeIE,6678
-hyperquant/draw.py,sha256=up_lQ3pHeVLoNOyh9vPjgNwjD0M-6_IetSGviQUgjhY,54624
-hyperquant/logkit.py,sha256=WALpXpIA3Ywr5DxKKK3k5EKubZ2h-ISGfc5dUReQUBQ,7795
-hyperquant/notikit.py,sha256=x5yAZ_tAvLQRXcRbcg-VabCaN45LUhvlTZnUqkIqfAA,3596
-hyperquant/broker/hyperliquid.py,sha256=mSBVfmjcv6ciI1vWrmHYwBOTHrg-NQrwcyVFUXYEgVw,21998
-hyperquant/broker/lib/hpstore.py,sha256=LnLK2zmnwVvhEbLzYI-jz_SfYpO1Dv2u2cJaRAb84D8,8296
-hyperquant/broker/lib/hyper_types.py,sha256=HqjjzjUekldjEeVn6hxiWA8nevAViC2xHADOzDz9qyw,991
-hyperquant/datavison/_util.py,sha256=92qk4vO856RqycO0YqEIHJlEg-W9XKapDVqAMxe6rbw,533
-hyperquant/datavison/binance.py,sha256=3yNKTqvt_vUQcxzeX4ocMsI5k6Q6gLZrvgXxAEad6Kc,5001
-hyperquant/datavison/coinglass.py,sha256=PEjdjISP9QUKD_xzXNzhJ9WFDTlkBrRQlVL-5pxD5mo,10482
-hyperquant/datavison/okx.py,sha256=yg8WrdQ7wgWHNAInIgsWPM47N3Wkfr253169IPAycAY,6898
-hyperquant-0.25.dist-info/METADATA,sha256=re5JjxsJCj3BOunjieCHlp7c_fOuyaHZVZc8RDrCNKw,4317
-hyperquant-0.25.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.25.dist-info/RECORD,,