hyperquant 0.26__tar.gz → 0.31__tar.gz

{hyperquant-0.26 → hyperquant-0.31}/PKG-INFO

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

{hyperquant-0.26 → hyperquant-0.31}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.26"
+version = "0.31"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.26 → hyperquant-0.31}/src/hyperquant/__init__.py

@@ -3,4 +3,6 @@ from .draw import *
 from .logkit import *
 from .datavison import *
 from .notikit import *
-__version__ = "0.1.0"
+__version__ = "0.1.0"
+
+from .broker import auth, ws

hyperquant-0.31/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-0.26 → hyperquant-0.31}/src/hyperquant/broker/hyperliquid.py

@@ -26,10 +26,34 @@ from typing import Any, Dict, Optional
 import pybotters
 from yarl import URL
 
-from .lib.hpstore import MyHyperStore
-from .lib.hyper_types import AccountBalance
+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__ = [
@@ -56,6 +80,7 @@ class AssetMeta:
     asset_id: int
     name: str
     sz_decimals: int
+    tick_size: float = None
 
 @dataclass(frozen=True, slots=True)
 class SpotAssetMeta:
@@ -80,31 +105,27 @@ class OrderData():
 
 _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 _normalize_number(number: str) -> str:
-    """Normalize a number.
-
-    e.g. "3300.0" -> "3300"
-
-    Hyperliquid API expects normalized numbers. Otherwise, `L1 error` will occur.
+def _fmt_price(price: float, sz_decimals: int, *, max_decimals: int = 6) -> float:
     """
-    return format(decimal.Decimal(number).normalize(), "f")
-
-def _fmt_price(price: float, sz_decimals: int, *, max_decimals: int = 6) -> str:
-    """Format *price* according to Hyperliquid rules.
-
-    * For `price >= 1` keep five significant digits.
-    * For small prices keep *max_decimals - sz_decimals* after the dot.
+    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 >= 1:
-        return format(_DECIMAL_CTX_5.create_decimal(price).normalize(), "f")
+    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))
 
-    decimal_places = max_decimals - sz_decimals
-    return _normalize_number(format(decimal.Decimal(price).quantize(decimal.Decimal(f"1e-{decimal_places}")), "f"))
-
-
-def _fmt_size(size: float, sz_decimals: int) -> str:
-    return _normalize_number(format(decimal.Decimal(size).quantize(decimal.Decimal(f"1e-{sz_decimals}")), "f"))
+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))
 
 
 # ╭─────────────────────────────────────────────────────────────────────────╮
@@ -144,6 +165,7 @@ class HyperliquidTrader:
 
         self._ws_app: Optional[pybotters.ws.WebSocketConnection] = None
         self.store: MyHyperStore = MyHyperStore()
+        
 
 
     # ──────────────────────────────────────────────────────────────────────
@@ -165,6 +187,7 @@ class HyperliquidTrader:
         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,
@@ -198,6 +221,12 @@ class HyperliquidTrader:
     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
@@ -209,7 +238,7 @@ class HyperliquidTrader:
             raise RuntimeError(f"Failed to fetch meta: {resp.error}")
 
         self._assets = {
-            d["name"]: AssetMeta(asset_id=i, name=d["name"], sz_decimals=d["szDecimals"])
+            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"])
         }
 
@@ -313,7 +342,7 @@ class HyperliquidTrader:
     # ──────────────────────────────────────────────────────────────────────
     # Public API – account
     # ──────────────────────────────────────────────────────────────────────
-    async def balances(self, user: Optional[str] = None) -> AccountBalance | None:  # todo support spot
+    async def balances(self, user: Optional[str] = None):  # todo support spot
         try:
             user = user or self._user
             if user is None:
@@ -437,6 +466,8 @@ class HyperliquidTrader:
         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
 
@@ -462,6 +493,7 @@ class HyperliquidTrader:
             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",
@@ -471,26 +503,26 @@ class HyperliquidTrader:
                         "b": is_buy,
                         "p": price_str,
                         "s": size_str,
-                        "r": False,
+                        "r": reduce_only,
                         "t": {"limit": {"tif": tif}},
                     }
                 ],
                 "grouping": "na",
             }
         }
-        # 创建时间戳cid
-        # Generate a 128-bit client order ID as a hex string (0x-prefixed, 32 hex chars)
-        cloid = uuid.uuid4().hex
-        cloid = "0x" + cloid
-        
-        order_payload["action"]["orders"][0]["c"] = cloid
+        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)
+        # print(order_payload)
 
         if not use_ws:
             ret = await self._post(_EXCHANGE, order_payload)
-            if 'error' in str(ret):
+            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(

hyperquant-0.31/src/hyperquant/broker/models/hyperliquid.py

@@ -0,0 +1,284 @@
+from __future__ import annotations
+
+import time
+from aiohttp import ClientWebSocketResponse
+import aiohttp
+
+def callback(msg, ws: ClientWebSocketResponse = None):
+    print("Received message:", msg)
+
+
+import asyncio
+import pybotters
+from pybotters.store import DataStore, DataStoreCollection
+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:
+      
+        self._clear()
+        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']),
+                'update_time': int(time.time() * 1000)
+            }
+            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
+                    ]
+                )
+            elif method == "positions":
+                # 处理持仓数据初始化
+                pos_data = data.get('assetPositions', [])
+                if pos_data:
+                    self.positions._onmessage(pos_data)
+                
+                # 处理账户数据初始化
+                # act_data = data.get('crossMarginSummary', {})
+                # if act_data:
+                #     self.account._onmessage([act_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:
+        """
+        获取当前的持仓信息。
+        Data structure:
+        .. code:: python
+            [
+                {                    
+                    "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']),
+                    'update_time': int(time.time() * 1000)
+                }...
+            ]
+        """
+
+        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)
+