hyperquant 0.34__tar.gz → 0.35__tar.gz

{hyperquant-0.34 → hyperquant-0.35}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.34
+Version: 0.35
 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-0.34 → hyperquant-0.35}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.34"
+version = "0.35"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.34 → hyperquant-0.35}/src/hyperquant/broker/auth.py

@@ -1,6 +1,7 @@
 import time
 import hashlib
 from typing import Any
+from aiohttp import ClientWebSocketResponse
 from multidict import CIMultiDict
 from yarl import URL
 import pybotters
@@ -45,7 +46,10 @@ class Auth:
 
         # 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-0.34 → hyperquant-0.35}/src/hyperquant/broker/models/ourbit.py

@@ -137,6 +137,21 @@ class Ticker(DataStore):
 class Orders(DataStore):
     _KEYS = ["order_id"]
 
+    def _fmt(self, order:dict):
+        return {
+            "order_id": order.get("orderId"),
+            "symbol": order.get("symbol"),
+            "px": order.get("price"),
+            "vol": order.get("vol"),
+            "lev": order.get("leverage"),
+            "side": "buy" if order.get("side") == 1 else "sell",
+            "deal_vol": order.get("dealVol"),
+            "deal_avg_px": order.get("dealAvgPrice"),
+            "create_ts": order.get("createTime"),
+            "update_ts": order.get("updateTime"),
+            "state": "open"
+        }
+
     # {'success': True, 'code': 0, 'data': [{'orderId': '219108574599630976', 'symbol': 'SOL_USDT', 'positionId': 0, 'price': 190, 'priceStr': '190', 'vol': 1, 'leverage': 20, 'side': 1, 'category': 1, 'orderType': 1, 'dealAvgPrice': 0, 'dealAvgPriceStr': '0', 'dealVol': 0, 'orderMargin': 0.09652, 'takerFee': 0, 'makerFee': 0, 'profit': 0, 'feeCurrency': 'USDT', 'openType': 1, 'state': 2, 'externalOid': '_m_2228b23a75204e1982b301e44d439cbb', 'errorCode': 0, 'usedMargin': 0, 'createTime': 1756277955008, 'updateTime': 1756277955037, 'positionMode': 1, 'version': 1, 'showCancelReason': 0, 'showProfitRateShare': 0, 'voucher': False}]}
     def _onresponse(self, data: dict[str, Any]):
         orders = data.get("data", [])
@@ -144,25 +159,33 @@ class Orders(DataStore):
             data_to_insert: list[Item] = []
             for order in orders:
                 order: dict[str, Any] = order
-
-                data_to_insert.append(
-                    {
-                        "order_id": order.get("orderId"),
-                        "symbol": order.get("symbol"),
-                        "px": order.get("priceStr"),
-                        "vol": order.get("vol"),
-                        "lev": order.get("leverage"),
-                        "side": "buy" if order.get("side") == 1 else "sell",
-                        "deal_vol": order.get("dealVol"),
-                        "deal_avg_px": order.get("dealAvgPriceStr"),
-                        "create_ts": order.get("createTime"),
-                        "update_ts": order.get("updateTime"),
-                    }
-                )
+                data_to_insert.append(self._fmt(order))
 
             self._clear()
             self._update(data_to_insert)
-
+        
+    def _on_message(self, msg: dict[str, Any]) -> None:
+        data:dict = msg.get("data", {})
+        if msg.get('channel') == 'push.personal.order':
+            state = data.get("state")
+            if state == 2:
+                order = self._fmt(data)
+                order["state"] = "open"
+                self._insert([order])
+            elif state == 3:
+                order = self._fmt(data)
+                order["state"] = "filled"
+                self._update([order])
+                self._find_and_delete({
+                    "order_id": order.get("order_id")
+                })
+            elif state == 4:
+                order = self._fmt(data)
+                order["state"] = "canceled"
+                self._update([order])
+                self._find_and_delete({
+                    "order_id": order.get("order_id")
+                })
 
 class Detail(DataStore):
     _KEYS = ["symbol"]
@@ -193,15 +216,9 @@ class Detail(DataStore):
 class Position(DataStore):
     _KEYS = ["position_id"]
     # {"success":true,"code":0,"data":[{"positionId":5355366,"symbol":"SOL_USDT","positionType":1,"openType":1,"state":1,"holdVol":1,"frozenVol":0,"closeVol":0,"holdAvgPrice":203.44,"holdAvgPriceFullyScale":"203.44","openAvgPrice":203.44,"openAvgPriceFullyScale":"203.44","closeAvgPrice":0,"liquidatePrice":194.07,"oim":0.10253376,"im":0.10253376,"holdFee":0,"realised":-0.0008,"leverage":20,"marginRatio":0.0998,"createTime":1756275984696,"updateTime":1756275984696,"autoAddIm":false,"version":1,"profitRatio":0,"newOpenAvgPrice":203.44,"newCloseAvgPrice":0,"closeProfitLoss":0,"fee":0.00081376}]}
-    def _onresponse(self, data: dict[str, Any]):
-        positions = data.get("data", [])
-        if positions:
-            data_to_insert: list[Item] = []
-            for position in positions:
-                position: dict[str, Any] = position
-
-                data_to_insert.append(
-                    {
+    
+    def _fmt(self, position:dict):
+        return {
                         "position_id": position.get("positionId"),
                         "symbol": position.get("symbol"),
                         "side": "short" if position.get("positionType") == 2 else "long",
@@ -222,7 +239,17 @@ class Position(DataStore):
                         "margin_ratio": position.get("marginRatio"),
                         "create_ts": position.get("createTime"),
                         "update_ts": position.get("updateTime"),
-                    }
+            }
+    
+    def _onresponse(self, data: dict[str, Any]):
+        positions = data.get("data", [])
+        if positions:
+            data_to_insert: list[Item] = []
+            for position in positions:
+                position: dict[str, Any] = position
+
+                data_to_insert.append(
+                    self._fmt(position)
                 )
 
             self._clear()
@@ -230,31 +257,43 @@ class Position(DataStore):
         else:
             self._clear()
 
+    def _on_message(self, msg: dict[str, Any]) -> None:
+        data:dict = msg.get("data", {})
+        state = data.get("state")
+        position_id = data.get("positionId")
+        if state == 3:
+            self._find_and_delete({"position_id": position_id})
+            return
+        
+        self._update([self._fmt(data)])
+
 class Balance(DataStore):
     _KEYS = ["currency"]
 
+    def _fmt(self, balance: dict) -> dict:
+        return {
+            "available_balance": balance.get("availableBalance"),
+            "bonus": balance.get("bonus"),
+            "currency": balance.get("currency"),
+            "frozen_balance": balance.get("frozenBalance"),
+            "last_bonus": balance.get("lastBonus"),
+            "position_margin": balance.get("positionMargin"),
+            "wallet_balance": balance.get("walletBalance"),
+        }
+
     def _onresponse(self, data: dict[str, Any]):
         balances = data.get("data", [])
         if balances:
             data_to_insert: list[Item] = []
             for balance in balances:
                 balance: dict[str, Any] = balance
-                data_to_insert.append({
-                    "currency": balance.get("currency"),
-                    "position_margin": balance.get("positionMargin"),
-                    "available_balance": balance.get("availableBalance"),
-                    "cash_balance": balance.get("cashBalance"),
-                    "frozen_balance": balance.get("frozenBalance"),
-                    "equity": balance.get("equity"),
-                    "unrealized": balance.get("unrealized"),
-                    "bonus": balance.get("bonus"),
-                    "last_bonus": balance.get("lastBonus"),
-                    "wallet_balance": balance.get("walletBalance"),
-                    "voucher": balance.get("voucher"),
-                    "voucher_using": balance.get("voucherUsing"),
-                })
+                data_to_insert.append(self._fmt(balance))
             self._clear()
             self._insert(data_to_insert)
+    
+    def _on_message(self, msg: dict[str, Any]) -> None:
+        data: dict = msg.get("data", {})
+        self._update([self._fmt(data)])
 
 class OurbitSwapDataStore(DataStoreCollection):
     """
@@ -318,6 +357,12 @@ class OurbitSwapDataStore(DataStoreCollection):
             self.book._on_message(msg)
         if channel == "push.tickers":
             self.ticker._on_message(msg)
+        if channel == "push.personal.position":
+            self.position._on_message(msg)
+        if channel == "push.personal.order":
+            self.orders._on_message(msg)
+        if channel == "push.personal.asset":
+            self.balance._on_message(msg)
         else:
             logger.debug(f"未知的channel: {channel}")
 
@@ -436,7 +481,7 @@ class OurbitSwapDataStore(DataStoreCollection):
                     "side": "buy",
                     "price": "110152.5",
                     "size": "0.1",
-                    "status": "open",
+                    "state": "open", // ("open", "closed", "canceled")
                     "create_ts": 1625247600000,
                     "update_ts": 1625247600000
                 }
@@ -448,57 +493,58 @@ class OurbitSwapDataStore(DataStoreCollection):
     def position(self) -> Position:
         """
         持仓数据
-
         Data structure:
-        .. code:: python
-        [
-            {
-                "position_id": "123456",
-                "symbol": "BTC_USDT",
-                "side": "long",
-                "open_type": "limit",
-                "state": "open",
-                "hold_vol": "0.1",
-                "frozen_vol": "0.0",
-                "close_vol": "0.0",
-                "hold_avg_price": "110152.5",
-                "open_avg_price": "110152.5",
-                "close_avg_price": "0.0",
-                "liquidate_price": "100000.0",
-                "oim": "0.0",
-                "im": "0.0",
-                "hold_fee": "0.0",
-                "realised": "0.0",
-                "leverage": "10",
-                "margin_ratio": "0.1",
-                "create_ts": 1625247600000,
-                "update_ts": 1625247600000
-            }
-        ]
-        """
-        return self._get("position", Position)
 
-    @property
-    def balance(self) -> Balance:
-        """账户余额数据
-        
-        Data structure:
-        .. code:: python
+        .. code:: json
+
             [
                 {
-                    "currency": "USDT",            # 币种
-                    "position_margin": 0.3052,     # 持仓保证金
-                    "available_balance": 19.7284,  # 可用余额
-                    "cash_balance": 19.7284,      # 现金余额
-                    "frozen_balance": 0,          # 冻结余额
-                    "equity": 19.9442,           # 权益
-                    "unrealized": -0.0895,       # 未实现盈亏
-                    "bonus": 0,                  # 奖励
-                    "last_bonus": 0,             # 最后奖励
-                    "wallet_balance": 20.0337,   # 钱包余额
-                    "voucher": 0,               # 代金券
-                    "voucher_using": 0          # 使用中的代金券
+                    "position_id": "123456",
+                    "symbol": "BTC_USDT",
+                    "side": "long",
+                    "open_type": "limit",
+                    "state": "open",
+                    "hold_vol": "0.1",
+                    "frozen_vol": "0.0",
+                    "close_vol": "0.0",
+                    "hold_avg_price": "110152.5",
+                    "open_avg_price": "110152.5",
+                    "close_avg_price": "0.0",
+                    "liquidate_price": "100000.0",
+                    "oim": "0.0",
+                    "im": "0.0",
+                    "hold_fee": "0.0",
+                    "realised": "0.0",
+                    "leverage": "10",
+                    "margin_ratio": "0.1",
+                    "create_ts": 1625247600000,
+                    "update_ts": 1625247600000
                 }
             ]
         """
+        return self._get("position", Position)
+
+    @property
+    def balance(self) -> Balance:
+        @property
+        def balance(self) -> Balance:
+            """账户余额数据
+
+            Data structure:
+
+            .. code:: python
+
+                [
+                    {
+                        "currency": "USDT",            # 币种
+                        "position_margin": 0.3052,     # 持仓保证金
+                        "available_balance": 19.7284,  # 可用余额
+                        "frozen_balance": 0,           # 冻结余额
+                        "bonus": 0,                    # 奖励
+                        "last_bonus": 0,               # 最后奖励
+                        "wallet_balance": 20.0337      # 钱包余额
+                    }
+                ]
+            """
+            return self._get("balance", Balance)
         return self._get("balance", Balance)

{hyperquant-0.34 → hyperquant-0.35}/src/hyperquant/broker/ourbit.py

@@ -87,6 +87,13 @@ class OurbitSwap:
             hdlr_json=self.store.onmessage
         )
 
+    async def sub_personal(self):
+        self.client.ws_connect(
+            self.ws_url,
+            send_json={ "method": "sub.personal.user.preference"},
+            hdlr_json=self.store.onmessage
+        )
+
     def ret_content(self, res: pybotters.FetchResult):
         match res.data:
             case {"success": True}:

hyperquant-0.35/src/hyperquant/broker/ws.py

@@ -0,0 +1,37 @@
+import asyncio
+import pybotters
+from pybotters.ws import ClientWebSocketResponse, logger
+
+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
+
+class WssAuth:
+    @staticmethod
+    async def ourbit(ws: ClientWebSocketResponse):
+        key: str = ws._response._session.__dict__["_apis"][
+            pybotters.ws.AuthHosts.items[ws._response.url.host].name
+        ][0]
+        await ws.send_json(
+            {
+                "method": "login",
+                "param": {
+                    "token": key
+                }
+            }
+        )
+        async for msg in ws:
+            # {"channel":"rs.login","data":"success","ts":1756470267848}
+            data = msg.json()
+            if data.get("channel") == "rs.login":
+                if data.get("data") == "success":
+                    break
+                else:
+                    logger.warning(f"WebSocket login failed: {data}")
+
+pybotters.ws.AuthHosts.items['futures.ourbit.com'] = pybotters.auth.Item("ourbit", WssAuth.ourbit)

{hyperquant-0.34 → hyperquant-0.35}/test.py

@@ -21,6 +21,7 @@
 import asyncio
 from hyperquant.broker.ourbit import OurbitSwap
 import pybotters
+import hyperquant
 
 async def test():
     async with pybotters.Client(
@@ -31,18 +32,29 @@ async def test():
         }
     ) as client:
         ourbit = OurbitSwap(client)
-        await ourbit.__aenter__()
-        res = await ourbit.place_order(
-            symbol="SOL_USDT",
-            size=1,
-            side="buy",
-            order_type="limit_GTC",
-            price=192
-        )
-
-        await ourbit.update('orders')
-
-        print(res)
+        # await ourbit.__aenter__()
+        # res = await ourbit.place_order(
+        #     symbol="SOL_USDT",
+        #     size=1,
+        #     side="buy",
+        #     order_type="limit_GTC",
+        #     price=192
+        # )
+
+        # await ourbit.update('orders')
+        await ourbit.sub_personal()
+
+        while True:
+            await ourbit.store.balance.wait()
+            print(ourbit.store.balance.find())
+        #     # await ourbit.store.position.wait()
+        #     # print(ourbit.store.position.find())
+        #     await ourbit.store.orders.wait()
+        
+        # with ourbit.store.orders.watch() as changes:
+        #     async for change in changes:
+        #         print(change.operation, change.data)
+
 
         # print(res.data)
 

{hyperquant-0.34 → hyperquant-0.35}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.33"
+version = "0.34"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },

hyperquant-0.34/src/hyperquant/broker/ws.py

@@ -1,12 +0,0 @@
-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