hyperquant 0.38__py3-none-any.whl → 0.41__py3-none-any.whl

hyperquant/broker/models/ourbit.py

@@ -661,13 +661,13 @@ class SpotOrders(DataStore):
 
         state = d.get("status")
 
-        if state == 2 or state == 1:
+        if state == 1:
             item["state"] = "open"
             self._insert([item])
         
-        elif state == 3:
+        elif state == 3 or state == 2:
             item["state"] = "filled"
-
+    
             # 如果这三个字段存在追加
             if d.get("singleDealId") and d.get("singleDealPrice") and d.get("singleDealQuantity"):
                 item.update({
@@ -743,7 +743,7 @@ class SpotBook(DataStore):
         sort_data = self.sorted({'s': symbol}, self.limit)
         asks = sort_data.get('a', [])
         bids = sort_data.get('b', [])
-        self._clear()
+        self._find_and_delete({'s': symbol})
         self._update(asks + bids)
         
 
@@ -770,7 +770,7 @@ class SpotBook(DataStore):
         sort_data = self.sorted({'s': symbol}, self.limit)
         asks = sort_data.get('a', [])
         bids = sort_data.get('b', [])
-        self._clear()
+        self._find_and_delete({'s': symbol})
         self._update(asks + bids)
 
         # print(f'处理耗时: {time.time()*1000 - ts:.2f} ms')
@@ -1015,10 +1015,16 @@ class OurbitSpotDataStore(DataStoreCollection):
         return self._get("order", SpotOrders)
     
     def onmessage(self, msg: Item, ws: ClientWebSocketResponse | None = None) -> None:
+        # print(msg, '\n')
         channel = msg.get("c")
- 
+        if 'msg' in msg:
+            if 'invalid' in msg['msg']:
+                logger.warning(f"WebSocket message invalid: {msg['msg']}")
+                return
+
         if channel is None:
             return
+        
         if 'increase.aggre.depth' in channel:
             self.book._on_message(msg)
 

hyperquant/broker/ourbit.py

@@ -65,7 +65,7 @@ class OurbitSwap:
             hdlr_json=self.store.onmessage
         )
 
-    async def sub_order_book(self, symbols: str | list[str]):
+    async def sub_orderbook(self, symbols: str | list[str]):
         if isinstance(symbols, str):
             symbols = [symbols]
 
@@ -366,7 +366,7 @@ class OurbitSpot:
         token = res.data['data'].get("wsToken")
 
 
-        self.client.ws_connect(
+        app = self.client.ws_connect(
             f"{self.ws_url}?wsToken={token}&platform=web",
             send_json={
                 "method": "SUBSCRIPTION",
@@ -380,6 +380,9 @@ class OurbitSpot:
             hdlr_json=self.store.onmessage
         )
 
+        await app._event.wait()
+        
+
     async def sub_orderbook(self, symbols: str | list[str]):
         """订阅订单簿深度数据
         
@@ -407,16 +410,18 @@ class OurbitSpot:
         for symbol in symbols:
             subscription_params.append(f"spot@public.increase.aggre.depth@{symbol}")
 
-        # 订阅WebSocket深度数据
-        self.client.ws_connect(
-            'wss://www.ourbit.com/ws?platform=web',
-            send_json={
-                "method": "SUBSCRIPTION",
-                "params": subscription_params,
-                "id": 2
-            },
-            hdlr_json=self.store.onmessage
-        )
+
+        # 一次sub20个，超过需要分开订阅
+        for i in range(0, len(subscription_params), 20):
+            self.client.ws_connect(
+                'wss://www.ourbit.com/ws?platform=web',
+                send_json={
+                    "method": "SUBSCRIPTION",
+                    "params": subscription_params[i:i + 20],
+                    "id": 2
+                },
+                hdlr_json=self.store.onmessage
+            )
 
     async def place_order(
         self,
@@ -453,7 +458,8 @@ class OurbitSpot:
         price_scale = detail.get('price_scale')
         quantity_scale = detail.get('quantity_scale')
 
-        
+        use_quantity = True if quantity is not None else False
+
         # 如果指定了USDT金额，重新计算数量
         if usdt_amount is not None:
             if side == "buy":
@@ -482,11 +488,21 @@ class OurbitSpot:
             data["price"] = str(price)
         elif order_type == "market":
             data["orderType"] = "MARKET_ORDER"
-            # 市价单通常不需要价格参数
+            data["price"] = price
+            # 删除quantity, 市价只支持amount
+            if not use_quantity:
+                del data["quantity"]
+                data["amount"] = str(usdt_amount)
+
+        # print(data)
+        if order_type == 'market':
+            url = f'{self.api_url}/api/platform/spot/v4/order/place'
+        elif order_type == 'limit':
+            url = f'{self.api_url}/api/platform/spot/order/place'
         
         res = await self.client.fetch(
             "POST", 
-            f"{self.api_url}/api/platform/spot/order/place", 
+            url, 
             json=data
         )
         
@@ -495,4 +511,10 @@ class OurbitSpot:
             case {"msg": 'success'}:
                 return res.data["data"]
             case _:
-                raise Exception(f"Failed to place order: {res.data}")
+                raise Exception(f"Failed to place order: {res.data}")
+            
+    async def cancel_orders(self, order_ids: list[str]):
+
+        for order_id in order_ids:
+            url = f'{self.api_url}/api/platform/spot/order/cancel/v2?orderId={order_id}'
+            await self.client.fetch("DELETE", url)

hyperquant/broker/ws.py

@@ -11,8 +11,14 @@ class Heartbeat:
         while not ws.closed:
             await ws.send_str('{"method":"ping"}')
             await asyncio.sleep(10.0)
+    
+    async def ourbit_spot(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
+pybotters.ws.HeartbeatHosts.items['www.ourbit.com'] = Heartbeat.ourbit_spot
 
 class WssAuth:
     @staticmethod

{hyperquant-0.38.dist-info → hyperquant-0.41.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.38
+Version: 0.41
 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-0.38.dist-info → hyperquant-0.41.dist-info}/RECORD

@@ -6,16 +6,16 @@ hyperquant/logkit.py,sha256=WALpXpIA3Ywr5DxKKK3k5EKubZ2h-ISGfc5dUReQUBQ,7795
 hyperquant/notikit.py,sha256=x5yAZ_tAvLQRXcRbcg-VabCaN45LUhvlTZnUqkIqfAA,3596
 hyperquant/broker/auth.py,sha256=oA9Yw1I59-u0Tnoj2e4wUup5q8V5T2qpga5RKbiAiZI,2614
 hyperquant/broker/hyperliquid.py,sha256=7MxbI9OyIBcImDelPJu-8Nd53WXjxPB5TwE6gsjHbto,23252
-hyperquant/broker/ourbit.py,sha256=zXPJmdxQV7PyJIG_eX5dd6MBKy1xcUUggB7rZIAFouY,15835
-hyperquant/broker/ws.py,sha256=QlidyxbVRvY_muOt3t4ycWcRP693zOTDJu2cLMo6PkI,1287
+hyperquant/broker/ourbit.py,sha256=aBRXLmUbiiMp1__xlRufTnqMajeknj_V71iCnB87u84,16641
+hyperquant/broker/ws.py,sha256=umRzxwCaZaRIgIq4YY-AuA0wCXFT0uOBmQbIXFY8CK0,1555
 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=uh23LIgElDbXu8ps1mRyUEUE_7rytQkcu278lJYJ3-s,37321
+hyperquant/broker/models/ourbit.py,sha256=8XA_VJUl7BkxvsB_Kx3Hr1xCvXIXCV8AVMZ4AX0dwuc,37569
 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-0.38.dist-info/METADATA,sha256=n9rIctGu54x9VTLHoSsRf2mtFNlen8lxqZrZmtgeSeI,4317
-hyperquant-0.38.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.38.dist-info/RECORD,,
+hyperquant-0.41.dist-info/METADATA,sha256=9AmgLsKlMiTMpblxz6ura21xlOuArw4gjU-dticoZGA,4317
+hyperquant-0.41.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.41.dist-info/RECORD,,