hyperquant 0.26__py3-none-any.whl → 0.32__py3-none-any.whl

hyperquant/broker/ourbit.py

@@ -0,0 +1,291 @@
+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
+  
+            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 place_tpsl(self, 
+        position_id: int,
+        take_profit: Optional[float] = None,
+        stop_loss: Optional[float] = None,
+    ):
+        """
+        position_id 持仓ID
+
+        .. code:: json
+
+            {
+                "success": true,
+                "code": 0,
+                "data": 2280508
+            }
+        """
+        if (take_profit is None) and (stop_loss is None):
+            raise ValueError("params err")
+
+        data = {
+            "positionId": position_id,
+            "profitTrend": "1",
+            "lossTrend": "1",
+            "profitLossVolType": "SAME",
+            "volType": 2,
+            "takeProfitReverse": 2,
+            "stopLossReverse": 2,
+            "priceProtect": "0",
+        }
+
+        if take_profit is not None:
+            data["takeProfitPrice"] = take_profit
+        if stop_loss is not None:
+            data["stopLossPrice"] = stop_loss
+
+
+        res = await self.client.fetch(
+            "POST",
+            f"{self.api_url}/api/v1/private/stoporder/place",
+            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-0.26.dist-info → hyperquant-0.32.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.26
+Version: 0.32
 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

{hyperquant-0.26.dist-info → hyperquant-0.32.dist-info}/RECORD

@@ -1,16 +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
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+hyperquant/broker/auth.py,sha256=hrdVuBTZwD3xSy5GI5JTFJhKiHhvIjZHA_7G5IUFznQ,1580
+hyperquant/broker/hyperliquid.py,sha256=7MxbI9OyIBcImDelPJu-8Nd53WXjxPB5TwE6gsjHbto,23252
+hyperquant/broker/ourbit.py,sha256=sPNdKxRiIICGVOjCIu0-VbqA-qPZ_1UeIpoDRaL9G_Q,9119
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 hyperquant/broker/lib/hpstore.py,sha256=LnLK2zmnwVvhEbLzYI-jz_SfYpO1Dv2u2cJaRAb84D8,8296
 hyperquant/broker/lib/hyper_types.py,sha256=HqjjzjUekldjEeVn6hxiWA8nevAViC2xHADOzDz9qyw,991
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+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-0.26.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.26.dist-info/RECORD,,
+hyperquant-0.32.dist-info/METADATA,sha256=n6ti0zu8vGbaBI2cGFAnqI7AlhHpTLnOGd2tRkRPZUU,4317
+hyperquant-0.32.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.32.dist-info/RECORD,,