hyperquant 0.39__tar.gz → 0.42__tar.gz

{hyperquant-0.39 → hyperquant-0.42}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.39
+Version: 0.42
 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-0.39 → hyperquant-0.42}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.39"
+version = "0.42"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.39 → hyperquant-0.42}/src/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')
@@ -1015,6 +1015,7 @@ 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']:

{hyperquant-0.39 → hyperquant-0.42}/src/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-0.39 → hyperquant-0.42}/src/hyperquant/core.py

@@ -343,6 +343,7 @@ class Exchange(ExchangeBase):
 
         if kwargs:
             self.opt.update(kwargs)
+            self.account[symbol].update(kwargs)
 
         # 记录账户总资产到 history
         if self.recorded:

hyperquant-0.42/test.py

@@ -0,0 +1,8 @@
+from hyperquant.core import Exchange
+
+
+e = Exchange([], fee=0)
+
+e.Buy('btc', 100, 1, ts=1234)
+
+print(e['btc'])

hyperquant-0.42/tmp.py

@@ -0,0 +1,139 @@
+import asyncio
+import random
+import time
+import pybotters
+import hyperquant
+from hyperquant.broker.models.ourbit import OurbitSpotDataStore
+from hyperquant.broker.ourbit import OurbitSpot
+
+
+async def main():
+    store = OurbitSpotDataStore()
+
+    async with pybotters.Client(
+        apis={
+            "ourbit": [
+                "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
+            ]
+        }
+    ) as client:
+        res = await client.fetch("POST", "https://www.ourbit.com/ucenter/api/user_info")
+
+        ob_spot = OurbitSpot(client)
+        await ob_spot.__aenter__()
+        # await ob_spot.sub_personal()
+        # await ob_spot.update('ticker')
+        # print(ob_spot.store.ticker.find())
+
+        # await ob_spot.sub_orderbook('DOLO_USDT')
+        # print(ob_spot.store.book.find())
+        await ob_spot.update('ticker')
+        symbols = [d['symbol'] for d in ob_spot.store.ticker.find()][:5]
+
+        await ob_spot.sub_orderbook(symbols)
+
+        # print(len(ob_spot.store.book.find()))
+        import pandas as pd 
+        print(pd.DataFrame(ob_spot.store.book.find({'S': 'a'})))
+
+
+        while True:
+            await ob_spot.store.book.wait()
+            print(len(ob_spot.store.book.find()))
+
+        # while True:
+        #     await ob_spot.store.balance.wait()
+        #     print(ob_spot.store.balance.find())
+        return
+
+        await store.initialize(
+            client.get("https://www.ourbit.com/api/platform/spot/market/v2/tickers")
+        )
+
+        print(store.ticker.find())
+
+        return
+
+        await store.initialize(
+            client.get(
+                "https://www.ourbit.com/api/platform/spot/market/depth?symbol=XRP_USDT"
+            )
+        )
+
+        print(store.book.find())
+
+        client.ws_connect(
+            "wss://www.ourbit.com/ws?platform=web",
+            send_json={
+                "method": "SUBSCRIPTION",
+                "params": ["spot@public.increase.aggre.depth@XRP_USDT"],
+                "id": 3,
+            },
+            hdlr_json=store.onmessage,
+        )
+        while True:
+            await store.book.wait()
+            # await asyncio.sleep(1)
+            print(store.book.find())
+            # print(store.book.find({'s': 'XRP_USDT', 'S': 'a'}))
+            # print(store.book.find({'s': 'XRP_USDT', 'S': 'b' }))
+            # print(store.book.find())
+            # ts = time.time()*1000
+            # book = store.book.sorted({'s': 'XRP_USDT'}, 1)
+            # print(f'排序耗时: {time.time()*1000 - ts:.2f} ms')
+
+async def test_watch_order():
+
+
+    async def watch_orders(ob_spot: OurbitSpot):
+        with ob_spot.store.orders.watch() as stream:
+            async for change in stream:
+          
+                data = change.data
+                if change.operation == 'delete':
+                    state = data['state']
+                    if state == 'filled':
+                        price = float(data['avg_price'])
+                        quantity = float(data['deal_quantity'])
+                        ts = time.time() * 1000
+                        symbol = data['symbol']
+                        print(price, quantity, ts, symbol, '@@@@')
+
+    async with pybotters.Client(apis={
+        "ourbit": [
+            "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
+        ]
+    }) as client:
+        ob_spot = OurbitSpot(client)
+        await ob_spot.__aenter__()
+        await ob_spot.sub_personal()
+        await watch_orders(ob_spot)
+
+        # with ob_spot.store.orders.watch() as stream:
+        #     oid = await ob_spot.place_order('SOL_USDT', 'buy',  order_type='market', price=205, quantity=0.03 )
+        #     print(oid)
+        #     async for change in stream:
+        #         print(change)
+
+
+        # await asyncio.sleep(1)
+        # order = ob_spot.store.orders.get({'order_id': oid})
+        # print(order)
+
+async def test_cancel_order():
+    async with pybotters.Client(apis={
+        "ourbit": [
+            "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
+        ]
+    }) as client:
+        ob_spot = OurbitSpot(client)
+        await ob_spot.__aenter__()
+        # await ob_spot.sub_personal()
+        # await ob_spot.update('all')
+
+        oid = await ob_spot.place_order('SOL_USDT', 'buy',  order_type='limit', price=205, quantity=0.03 )
+        print(oid)
+        await ob_spot.cancel_orders([oid])
+
+if __name__ == "__main__":
+    asyncio.run(test_watch_order())

{hyperquant-0.39 → hyperquant-0.42}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.38"
+version = "0.41"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },

hyperquant-0.39/test.py

@@ -1,120 +0,0 @@
-# import asyncio
-# import hyperquant
-# from hyperquant.broker.models.ourbit import OurbitSwapDataStore
-# import pybotters
-
-# async def test():
-#     store = OurbitSwapDataStore()
-#     async with pybotters.Client(
-#         apis={
-#             "ourbit": [
-#                 "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
-#             ]
-#         }
-#     ) as client:
-#         await store.initialize( client.get( "https://futures.ourbit.com/api/v1/private/position/open_positions") )
-#         print(store.position.find())
-
-# if __name__ == "__main__":
-#     asyncio.run(test())
-
-import asyncio
-from hyperquant.broker.ourbit import OurbitSwap
-import pybotters
-import hyperquant
-
-async def test():
-    async with pybotters.Client(
-        apis={
-            "ourbit": [
-                "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
-            ]
-        }
-    ) 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
-        )
-        print(res)
-
-        
-        # # await ourbit.update('orders')
-        # await ourbit.sub_personal()
-
-        # while True:
-        #     await ourbit.store.position.wait()
-        #     print(ourbit.store.position.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)
-
-        # print(ourbit.datastore.detail.find({"symbol": "SOL_USDT"}))
-
-        # print(ourbit.datastore.detail.find())
-
-        # await ourbit.update('balance')
-        # print(ourbit.store.balance.find())
-
-        # res = await client.fetch(
-        #     'GET',
-        #     'https://futures.ourbit.com//api/v1/private/order/list/history_orders?category=1&page_num=1&page_size=4&start_time=1755682343814&states=4&symbol=SOL_USDT'
-        # )
-
-        # print(res.data)
-
-        # print(await ourbit.query_order('219079365441409152'))
-
-        # await ourbit.place_order(
-        #     symbol="SOL_USDT",
-        #     side="sell",
-        #     order_type="market",
-        #     usdt_amount=3,
-        #     price=206.44
-        # )
-
-        # print(ourbit.datastore.orders.find())
-
-        # await ourbit.cancel_orders(['219206341921656960'])
-
-
-        # print(ourbit.datastore.orders.find())
-
-        # ps = ourbit.datastore.position.find({
-        #     "symbol": "SOL_USDT",
-        #     "side": "long"
-        # })[0]
-
-        # position_id = ps.get("position_id")
-
-        # await ourbit.place_order(
-        #     symbol="SOL_USDT",
-        #     size=1,
-        #     side="close",
-        #     order_type="market",
-        #     position_id=position_id
-        # )
-
-        # await ourbit.sub_order_book("SOL_USDT")
-
-        # while True:
-        #     await ourbit.store.book.wait()
-        #     asks = ourbit.store.book.find({'side': 'A'})
-        #     bids = ourbit.store.book.find({'side': 'B'})
-        #     print("Ask0:", asks[0]['px'])
-        #     print("Bid0:", bids[0]['px'])
-        #     print('-----\n')
-
-if __name__ == "__main__":
-    asyncio.run(test())

hyperquant-0.39/tmp.py

@@ -1,115 +0,0 @@
-import asyncio
-import random
-import time
-import pybotters
-import hyperquant
-from hyperquant.broker.models.ourbit import OurbitSpotDataStore
-from hyperquant.broker.ourbit import OurbitSpot
-
-
-async def main():
-    store = OurbitSpotDataStore()
-
-    async with pybotters.Client(
-        apis={
-            "ourbit": [
-                "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
-            ]
-        }
-    ) as client:
-        res = await client.fetch("POST", "https://www.ourbit.com/ucenter/api/user_info")
-
-        ob_spot = OurbitSpot(client)
-        await ob_spot.__aenter__()
-        await ob_spot.sub_personal()
-        await ob_spot.update('ticker')
-        print(ob_spot.store.ticker.find())
-
-        # while True:
-        #     await ob_spot.store.balance.wait()
-        #     print(ob_spot.store.balance.find())
-        return
-
-        await store.initialize(
-            client.get("https://www.ourbit.com/api/platform/spot/market/v2/tickers")
-        )
-
-        print(store.ticker.find())
-
-        return
-
-        await store.initialize(
-            client.get(
-                "https://www.ourbit.com/api/platform/spot/market/depth?symbol=XRP_USDT"
-            )
-        )
-
-        print(store.book.find())
-
-        client.ws_connect(
-            "wss://www.ourbit.com/ws?platform=web",
-            send_json={
-                "method": "SUBSCRIPTION",
-                "params": ["spot@public.increase.aggre.depth@XRP_USDT"],
-                "id": 3,
-            },
-            hdlr_json=store.onmessage,
-        )
-        while True:
-            await store.book.wait()
-            # await asyncio.sleep(1)
-            print(store.book.find())
-            # print(store.book.find({'s': 'XRP_USDT', 'S': 'a'}))
-            # print(store.book.find({'s': 'XRP_USDT', 'S': 'b' }))
-            # print(store.book.find())
-            # ts = time.time()*1000
-            # book = store.book.sorted({'s': 'XRP_USDT'}, 1)
-            # print(f'排序耗时: {time.time()*1000 - ts:.2f} ms')
-
-
-if __name__ == "__main__":
-    asyncio.run(main())
-
-# import aiohttp
-# import asyncio
-
-# async def fetch_orders():
-#     url = "https://www.ourbit.com/api/platform/spot/order/current/orders/v2"
-#     params = {
-#         "orderTypes": "1,2,3,4,5,100",
-#         "pageNum": "1",
-#         "pageSize": "100",
-#         "states": "0,1,3"
-#     }
-#     headers = {
-#         "accept": "*/*",
-#         "accept-language": "zh-CN,zh;q=0.9,en;q=0.8,en-GB;q=0.7,en-US;q=0.6",
-#         "baggage": "sentry-environment=prd,sentry-release=production%20-%20v3.28.8%20-%20cc4977f,sentry-public_key=48c007e1b13c063127c3119a97a2dd0e,sentry-trace_id=20b4bba185e143428bce7e3aeb376b63,sentry-sample_rate=0.1,sentry-sampled=true",
-#         "cache-control": "no-cache",
-#         "language": "zh-CN",
-#         "luminex-trace-id": "0a4def65-f9ed-47df-8d72-7574abac2ae8-0100",
-#         "luminex-uid": "31204775",
-#         "pragma": "akamai-x-cache-on",
-#         "priority": "u=1, i",
-#         "referer": "https://www.ourbit.com/zh-CN/exchange/BTC_USDT",
-#         "sec-ch-ua": '"Not;A=Brand";v="99", "Microsoft Edge";v="139", "Chromium";v="139"',
-#         "sec-ch-ua-mobile": "?0",
-#         "sec-ch-ua-platform": '"macOS"',
-#         "sec-fetch-dest": "empty",
-#         "sec-fetch-mode": "cors",
-#         "sec-fetch-site": "same-origin",
-#         "sentry-trace": "20b4bba185e143428bce7e3aeb376b63-99fc208a301b8675-1",
-#         "user-agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/139.0.0.0 Safari/537.36 Edg/139.0.0.0"
-#     }
-#     cookies = {
-#         "uc_token": "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee",
-#         "u_id": "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee",
-#     }
-
-#     async with aiohttp.ClientSession(headers=headers, cookies=cookies) as session:
-#         async with session.get(url, params=params) as resp:
-#             data = await resp.json()
-#             print(data)
-
-# if __name__ == "__main__":
-#     asyncio.run(fetch_orders())