hyperquant 0.2__tar.gz → 0.4__tar.gz

{hyperquant-0.2 → hyperquant-0.4}/.gitignore

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

{hyperquant-0.2 → hyperquant-0.4}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.2
+Version: 0.4
 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
@@ -19,6 +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>=1.9.1
 Requires-Dist: pyecharts>=2.0.8
 Description-Content-Type: text/markdown
 

{hyperquant-0.2 → hyperquant-0.4}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.2"
+version = "0.4"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }
@@ -13,6 +13,7 @@ dependencies = [
     "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-0.2 → hyperquant-0.4}/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-0.4/src/hyperquant/broker/auth.py

@@ -0,0 +1,88 @@
+import time
+import hashlib
+from typing import Any
+from aiohttp import ClientWebSocketResponse
+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
+
+    @staticmethod
+    def ourbit_spot(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]
+        cookie = f"uc_token={token}; u_id={token}; "
+        headers.update({"cookie": cookie})
+
+        # wss消息增加参数
+        # if headers.get("Upgrade") == "websocket":
+        #     args = (method, url)
+        #     # 拼接 token
+        #     q = dict(url.query)
+        #     q["token"] = token
+        #     url = url.with_query(q)
+
+
+        return args
+
+
+pybotters.auth.Hosts.items["futures.ourbit.com"] = pybotters.auth.Item(
+    "ourbit", Auth.ourbit
+)
+pybotters.auth.Hosts.items["www.ourbit.com"] = pybotters.auth.Item(
+    "ourbit", Auth.ourbit_spot
+)