hyperquant 0.3__py3-none-any.whl → 0.4__py3-none-any.whl

hyperquant/broker/models/ourbit.py

@@ -2,6 +2,7 @@ from __future__ import annotations
 
 import asyncio
 import logging
+import time
 from typing import TYPE_CHECKING, Any, Awaitable
 
 import aiohttp
@@ -29,7 +30,7 @@ class Book(DataStore):
 
     """
 
-    _KEYS = ["symbol", "side", "px"]
+    _KEYS = ["symbol", "side",  "i"]
 
     def _init(self) -> None:
         # super().__init__()
@@ -41,6 +42,10 @@ class Book(DataStore):
         data = msg.get("data", {})
         asks = data.get("asks", [])
         bids = data.get("bids", [])
+        # 提速 默认 5当前
+        asks = asks[:5]
+        bids = bids[:5]
+
         timestamp = data.get("ct")  # 使用服务器时间
 
         data_to_insert: list[Item] = []
@@ -50,7 +55,7 @@ class Book(DataStore):
 
         # 处理买卖盘数据
         for side_id, levels in (("B", bids), ("A", asks)):
-            for level in levels:
+            for i, level in enumerate(levels):
                 # level格式: [price, size, count]
                 if len(level) >= 3:
                     price, size, count = level[0:3]
@@ -61,6 +66,7 @@ class Book(DataStore):
                             "px": str(price),
                             "sz": str(size),
                             "count": count,
+                            "i": i
                         }
                     )
 
@@ -137,6 +143,21 @@ 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 +165,33 @@ 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 +222,9 @@ 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",
@@ -222,37 +245,63 @@ 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()
             self._insert(data_to_insert)
+        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):
     """
@@ -316,6 +365,12 @@ 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}")
 
@@ -376,6 +431,7 @@ class OurbitSwapDataStore(DataStoreCollection):
                     "px": "110152.5",        # 价格
                     "sz": "53539",           # 数量
                     "count": 1               # 订单数量
+                    "i" 0                  # 价格档位索引
                 },
                 {
                     "symbol": "BTC_USDT",    # 交易对
@@ -383,6 +439,7 @@ class OurbitSwapDataStore(DataStoreCollection):
                     "px": "110152.4",        # 价格
                     "sz": "76311",           # 数量
                     "count": 1               # 订单数量
+                    "i" 0                  # 价格档位索引
                 }
             ]
         """
@@ -434,7 +491,7 @@ class OurbitSwapDataStore(DataStoreCollection):
                     "side": "buy",
                     "price": "110152.5",
                     "size": "0.1",
-                    "status": "open",
+                    "state": "open", // ("open", "closed", "canceled")
                     "create_ts": 1625247600000,
                     "update_ts": 1625247600000
                 }
@@ -446,57 +503,552 @@ 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
-            }
-        ]
+
+        .. code:: json
+
+            [
+                {
+                    "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
+        @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)
+
+# SpotBalance: 现货账户余额数据存储
+
+class SpotBalance(DataStore):
+    _KEYS = ["currency"]
+
+    def _fmt(self, balance: dict) -> dict:
+        return {
+            "currency": balance.get("currency"),
+            "available": balance.get("available"),
+            "frozen": balance.get("frozen"),
+            "amount": balance.get("amount"),
+            "avg_price": balance.get("avgPrice"),
+        }
+
+    def _fmt_ws(self, balance: dict) -> dict:
+        return {
+            "currency": balance.get("s"),
+            "available": balance.get("av"),
+            "frozen": balance.get("fr"),
+            "amount": balance.get("to"),
+            "avg_price": balance.get("ap"),
+        }
+
+    def _onresponse(self, data: dict[str, Any]):
+        balances = data.get("data", [])
+        items = [self._fmt(b) for b in balances]
+        if items:
+            self._clear()
+            self._insert(items)
+
+    def _on_message(self, msg: dict[str, Any]) -> None:
+        data = msg.get("d", {})
+        item = self._fmt_ws(data)
+        self._update([item])
+
+
+# SpotOrders: 现货订单数据存储
+class SpotOrders(DataStore):
+    _KEYS = ["order_id"]
+
+
+    def _fmt(self, order: dict) -> dict:
+        state = order.get("state")
+        if state == 1 or state == 2:
+            state = "open"
+        elif state == 3:
+            state = "filled"
+        elif state == 4:
+            state = "canceled"
+
+        return {
+            "order_id": order.get("id"),
+            "symbol": order.get("symbol"),
+            "currency": order.get("currency"),
+            "market": order.get("market"),
+            "trade_type": order.get("tradeType"),
+            "order_type": order.get("orderType"),
+            "price": order.get("price"),
+            "quantity": order.get("quantity"),
+            "amount": order.get("amount"),
+            "deal_quantity": order.get("dealQuantity"),
+            "deal_amount": order.get("dealAmount"),
+            "avg_price": order.get("avgPrice"),
+            "state": order.get("state"),
+            "source": order.get("source"),
+            "fee": order.get("fee"),
+            "create_ts": order.get("createTime"),
+            "unique_id": order.get("uniqueId"),
+        }
+    
+
+
+    def _onresponse(self, data: dict[str, Any]):
+        orders = (data.get("data") or {}).get("resultList", [])
+        items = [self._fmt(order) for order in orders]
+        self._clear()
+        if items:
+            self._insert(items)
+
+    def _on_message(self, msg: dict[str, Any]) -> None:
+        d:dict = msg.get("d", {})
+
+        
+        item = {
+            "order_id": d.get("id"),
+            "symbol": msg.get("s") or d.get("symbol"),
+            "trade_type": d.get("tradeType"),
+            "order_type": d.get("orderType"),
+            "price": d.get("price"),
+            "quantity": d.get("quantity"),
+            "amount": d.get("amount"),
+            "remain_quantity": d.get("remainQ"),
+            "remain_amount": d.get("remainA"),
+            "state": d.get("status"),
+            "client_order_id": d.get("clientOrderId"),
+            "is_taker": d.get("isTaker"),
+            "create_ts": d.get("createTime"),
+            "source": d.get("internal"),
+        }
+
+        state = d.get("status")
+
+        if state == 2 or state == 1:
+            item["state"] = "open"
+            self._insert([item])
+        
+        elif state == 3:
+            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({
+                    "unique_id": d.get("singleDealId"),
+                    "avg_price": d.get("singleDealPrice"),
+                    "deal_quantity": d.get("singleDealQuantity"),
+                })
+
+                self._update([item])
+                self._find_and_delete({  "order_id": d.get("id")  })
+        
+        elif state == 4:
+            item["state"] = "canceled"
+            self._update([item])
+            self._find_and_delete({  "order_id": d.get("id")  })
+
+
+
+class SpotBook(DataStore):
+    _KEYS = ["s", "S", 'p']
+
+    def _init(self) -> None:
+        # super().__init__()
+        self._time: int | None = None
+        self.limit = 1
+
+    def _onresponse(self, data: dict[str, Any]):
+
+        top = data.get("data") or data.get("d") or data
+        symbol = (
+            top.get("s")
+            or top.get("symbol")
+            or (top.get("data") or {}).get("symbol")
+        )
+
+        inner = top.get("data") or top
+        asks = inner.get("asks") or []
+        bids = inner.get("bids") or []
+
+        items: list[Item] = []
+        if symbol:
+            # Snapshot semantics: rebuild entries for this symbol
+            self._find_and_delete({"s": symbol})
+
+        def extract_pq(level: Any) -> tuple[Any, Any] | None:
+            # Accept dict {"p": x, "q": y} or list/tuple [p, q, ...]
+            if isinstance(level, dict):
+                p = level.get("p")
+                q = level.get("q")
+                return (p, q)
+            if isinstance(level, (list, tuple)) and len(level) >= 2:
+                return (level[0], level[1])
+            return None
+
+        for side, S in ((asks, "a"), (bids, "b")):
+            for level in side:
+                pq = extract_pq(level)
+                if not pq:
+                    continue
+                p, q = pq
+                if p is None or q is None:
+                    continue
+                try:
+                    if float(q) == 0.0:
+                        continue
+                except (TypeError, ValueError):
+                    continue
+                items.append({"s": symbol, "S": S, "p": p, "q": q})
+
+        if items:
+            self._insert(items)
+    
+        sort_data = self.sorted({'s': symbol}, self.limit)
+        asks = sort_data.get('a', [])
+        bids = sort_data.get('b', [])
+        self._find_and_delete({'s': symbol})
+        self._update(asks + bids)
+        
+
+
+    def _on_message(self, msg: dict[str, Any]) -> None:
+        ts = time.time() * 1000  # 预留时间戳（如需记录可用）
+        data   = msg.get("d", {}) or {}
+        symbol = msg.get("s")
+
+        asks: list = data.get("asks", []) or []
+        bids: list = data.get("bids", []) or []
+
+        to_delete, to_update = [], []
+        for side, S in ((asks, "a"), (bids, "b")):
+            for item in side:
+                if float(item["q"]) == 0.0:
+                    to_delete.append({"s": symbol, "S": S, "p": item["p"]})
+                else:
+                    to_update.append({"s": symbol, "S": S, "p": item["p"], "q": item["q"]})
         
+        self._delete(to_delete)
+        self._insert(to_update)
+
+        sort_data = self.sorted({'s': symbol}, self.limit)
+        asks = sort_data.get('a', [])
+        bids = sort_data.get('b', [])
+        self._find_and_delete({'s': symbol})
+        self._update(asks + bids)
+
+        # print(f'处理耗时: {time.time()*1000 - ts:.2f} ms')
+
+    
+
+    def sorted(
+        self, query: Item | None = None, limit: int | None = None
+    ) -> dict[str, list[Item]]:
+        return self._sorted(
+            item_key="S",
+            item_asc_key="a",
+            item_desc_key="b",
+            sort_key="p",
+            query=query,
+            limit=limit,
+        )
+
+    @property
+    def time(self) -> int | None:
+        """返回最后更新时间"""
+        return self._time
+
+
+
+class SpotTicker(DataStore):
+    _KEYS = ["symbol"]
+
+    def _fmt(self, t: dict[str, Any]) -> dict[str, Any]:
+        # 根据示例：
+        # { id: "...", sb: "WCT_USDT", r8: "0.0094", tzr: "0.0094", c: "0.3002", h: "0.3035", l: "0.292", o: "0.2974", q: "1217506.41", a: "363548.8205" }
+        return {
+            "id": t.get("id"),
+            "symbol": t.get("sb"),
+            "last_price": t.get("c"),
+            "open_price": t.get("o"),
+            "high_price": t.get("h"),
+            "low_price": t.get("l"),
+            "volume24": t.get("q"),
+            "amount24": t.get("a"),
+            "rise_fall_rate": t.get("r8") if t.get("r8") is not None else t.get("tzr"),
+        }
+
+    def _onresponse(self, data: dict[str, Any] | list[dict[str, Any]]):
+        # 支持 data 为:
+        # - 直接为 list[dict]
+        # - {"data": list[dict]}
+        # - {"d": list[dict]}
+        payload = data
+        if isinstance(data, dict):
+            payload = data.get("data") or data.get("d") or data
+        if not isinstance(payload, list):
+            payload = [payload]
+        items = [self._fmt(t) for t in payload if isinstance(t, dict)]
+        if not items:
+            return
+        self._clear()
+        self._insert(items)
+
+    def _on_message(self, msg: dict[str, Any]) -> None:
+        # 兼容 WS:
+        # { "c": "increase.tickers", "d": { ...ticker... } }
+        d = msg.get("d") or msg.get("data") or msg
+        if not isinstance(d, dict):
+            return
+        item = self._fmt(d)
+        if not item.get("symbol"):
+            return
+        # 覆盖式更新该 symbol
+        self._find_and_delete({"symbol": item["symbol"]})
+        self._insert([item])
+
+class SpotDetail(DataStore):
+    _KEYS = ["name"]
+
+    def _fmt(self, detail: dict) -> dict:
+        return {
+            "id": detail.get("id"),                    # 唯一ID
+            "name": detail.get("vn"),          # 虚拟币简称
+            "name_abbr": detail.get("vna"),    # 虚拟币全称
+            "final_name": detail.get("fn"),            # 法币符号/展示名
+            "sort": detail.get("srt"),                 # 排序字段
+            "status": detail.get("sts"),               # 状态 (1=可用, 0=不可用)
+            "type": detail.get("tp"),                  # 类型 (NEW=新币种)
+            "internal_id": detail.get("in"),           # 内部唯一流水号
+            "first_online_time": detail.get("fot"),    # 首次上线时间
+            "online_time": detail.get("ot"),           # 上线时间
+            "coin_partition": detail.get("cp"),        # 所属交易区分类
+            "price_scale": detail.get("ps"),           # 价格小数位数
+            "quantity_scale": detail.get("qs"),        # 数量小数位数
+            "contract_decimal_mode": detail.get("cdm"), # 合约精度模式
+            "contract_address": detail.get("ca"),      # 代币合约地址
+        }
+
+    def _onresponse(self, data: dict[str, Any]):
+        details = data.get("data", {}).get('USDT')
+        if not details:
+            return
+        
+        items = [self._fmt(detail) for detail in details]
+        self._clear()
+        self._insert(items)
+
+
+class OurbitSpotDataStore(DataStoreCollection):
+    """
+    Ourbit DataStoreCollection Spot
+    """
+    def _init(self) -> None:
+        self._create("book", datastore_class=SpotBook)
+        self._create("ticker", datastore_class=SpotTicker)
+        self._create("balance", datastore_class=SpotBalance)
+        self._create("order", datastore_class=SpotOrders)
+        self._create("detail", datastore_class=SpotDetail)
+
+    @property
+    def book(self) -> SpotBook:
+        """
+        获取现货订单簿
+        .. code:: json
+            [
+                {
+                    "s": "BTC_USDT",
+                    "S": "a",
+                    "p": "110152.5",
+                    "q": "53539"
+                }
+            ]
+
+        """
+        return self._get("book")
+    
+    @property
+    def ticker(self) -> SpotTicker:
+        """
+        获取现货 Ticker
+        .. code:: json
+            [
+                {
+                    "symbol": "WCT_USDT",
+                    "last_price": "0.3002",
+                    "open_price": "0.2974",
+                    "high_price": "0.3035",
+                    "low_price": "0.292",
+                    "volume24": "1217506.41",
+                    "amount24": "363548.8205",
+                    "rise_fall_rate": "0.0094",
+                    "id": "dc893d07ca8345008db4d874da726a15"
+                }
+            ]
+        """
+        return self._get("ticker")
+
+    @property
+    def balance(self) -> SpotBalance:
+        """
+        现货账户余额数据流
+
         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
-                    "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
+                    "currency": "USDT",       # 币种
+                    "available": "100.0",     # 可用余额
+                    "frozen": "0.0",          # 冻结余额
+                    "usdt_available": "100.0",# USDT 可用余额
+                    "usdt_frozen": "0.0",     # USDT 冻结余额
+                    "amount": "100.0",        # 总金额
+                    "avg_price": "1.0",       # 平均价格
+                    "last_price": "1.0",      # 最新价格
+                    "hidden_small": False,    # 是否隐藏小额资产
+                    "icon": ""                # 币种图标
                 }
             ]
         """
-        return self._get("balance", Balance)
+        return self._get("balance", SpotBalance)
+    
+    @property
+    def detail(self) -> SpotDetail:
+        """
+        现货交易对详情数据流
+
+        Data structure:
+
+        .. code:: python
+
+            [
+                {
+                    "id": "3aada397655d44d69f4fc899b9c88531",        # 唯一ID
+                    "name": "USD1",                         # 虚拟币简称
+                    "name_abbr": "USD1",                    # 虚拟币全称
+                    "final_name": "USD1",                           # 法币符号/展示名
+                    "sort": 57,                                     # 排序字段
+                    "status": 1,                                    # 状态 (1=可用, 0=不可用)
+                    "type": "NEW",                                  # 类型 (NEW=新币种)
+                    "internal_id": "F20250508113754813fb3qX9NPxRoNUF", # 内部唯一流水号
+                    "first_online_time": 1746676200000,             # 首次上线时间
+                    "online_time": 1746676200000,                   # 上线时间
+                    "coin_partition": ["ob_trade_zone_defi"],       # 所属交易区分类
+                    "price_scale": 4,                               # 价格小数位数
+                    "quantity_scale": 2,                            # 数量小数位数
+                    "contract_decimal_mode": 1,                     # 合约精度模式
+                    "contract_address": "0x8d0D000Ee44948FC98c9B98A4FA4921476f08B0d" # 代币合约地址
+                }
+            ]
+        """
+        return self._get("detail", SpotDetail)
+    
+    @property
+    def orders(self) -> SpotOrders:
+        """
+        现货订单数据流
+
+        Data structure:
+
+        .. code:: python
+
+            [
+                {
+                    "order_id": "123456",      # 订单ID
+                    "symbol": "BTC_USDT",      # 交易对
+                    "currency": "USDT",        # 币种
+                    "market": "BTC_USDT",      # 市场
+                    "trade_type": "buy",       # 交易类型
+                    "order_type": "limit",     # 订单类型
+                    "price": "11000.0",        # 委托价格
+                    "quantity": "0.01",        # 委托数量
+                    "amount": "110.0",         # 委托金额
+                    "deal_quantity": "0.01",   # 成交数量
+                    "deal_amount": "110.0",    # 成交金额
+                    "avg_price": "11000.0",    # 成交均价
+                    "state": "open",           # 订单状态
+                    "source": "api",           # 来源
+                    "fee": "0.01",             # 手续费
+                    "create_ts": 1625247600000,# 创建时间戳
+                    "unique_id": "abcdefg"     # 唯一标识
+                }
+            ]
+        """
+        return self._get("order", SpotOrders)
+    
+    def onmessage(self, msg: Item, ws: ClientWebSocketResponse | None = None) -> None:
+
+        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)
+
+        if 'spot@private.orders' in channel:
+            self.orders._on_message(msg)
+        
+        if 'spot@private.balances' in channel:
+            self.balance._on_message(msg)
+
+        if 'ticker' in channel:
+            self.ticker._on_message(msg)
+
+    async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
+        """Initialize DataStore from HTTP response data."""
+        for f in asyncio.as_completed(aws):
+            res = await f
+            data = await res.json()
+            if res.url.path == "/api/platform/spot/market/depth":
+                self.book._onresponse(data)
+            if res.url.path == "/api/platform/spot/market/v2/tickers":
+                self.ticker._onresponse(data)
+            if res.url.path == "/api/assetbussiness/asset/spot/statistic":
+                self.balance._onresponse(data)
+            if res.url.path == "/api/platform/spot/order/current/orders/v2":
+                self.orders._onresponse(data)
+            if res.url.path == "/api/platform/spot/market/v2/symbols":
+                self.detail._onresponse(data)