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

hyperquant/broker/ourbit.py

@@ -1,6 +1,8 @@
+import asyncio
 from typing import Literal, Optional
 import pybotters
-from .models.ourbit import OurbitSwapDataStore
+from .models.ourbit import OurbitSwapDataStore, OurbitSpotDataStore
+from decimal import Decimal, ROUND_HALF_UP
 
 
 class OurbitSwap:
@@ -32,6 +34,7 @@ class OurbitSwap:
             f"{self.api_url}/api/v1/private/order/list/open_orders?page_size=200",
             f"{self.api_url}/api/v1/private/account/assets",
             f"{self.api_url}/api/v1/contract/ticker",
+            f"{self.api_url}/api/platform/spot/market/v2/symbols"
         ]
 
         url_map = {
@@ -62,7 +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]
 
@@ -86,18 +89,31 @@ 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}:
                 return res.data["data"]
             case _:
                 raise Exception(f"Failed api {res.response.url}: {res.data}")
-            
+    
+
+    def fmt_price(self, symbol, price: float) -> float:
+        tick = self.store.detail.find({"symbol": symbol})[0].get("tick_size")
+        tick_dec = Decimal(str(tick))
+        price_dec = Decimal(str(price))
+        return float((price_dec / tick_dec).quantize(Decimal("1"), rounding=ROUND_HALF_UP) * tick_dec)
 
     async def place_order(
         self,
         symbol: str,
-        side: Literal["buy", "sell", "close"],
+        side: Literal["buy", "sell", "close_buy", "close_sell"],
         size: float = None,
         price: float = None,
         order_type: Literal["market", "limit_GTC", "limit_IOC"] = "market",
@@ -105,7 +121,16 @@ class OurbitSwap:
         leverage: Optional[int] = 20,
         position_id: Optional[int] = None,
     ):
-        """size为合约张数"""
+        """
+        size为合约张数, openType 1 为逐仓, 2为全仓
+
+        .. code ::
+        {
+            "orderId": "219602019841167810",
+            "ts": 1756395601543
+        }
+
+        """
         if (size is None) == (usdt_amount is None):
             raise ValueError("params err")
 
@@ -114,14 +139,17 @@ class OurbitSwap:
         if usdt_amount is not None:
             cs = self.store.detail.find({"symbol": symbol})[0].get("contract_sz")
             size = max(int(usdt_amount / cs / price), 1)
+
+        if price is not None:
+            price = self.fmt_price(symbol, price)
             
 
-        leverage = max(max_lev, leverage)
+        leverage = min(max_lev, leverage)
 
         data = {
             "symbol": symbol,
             "side": 1 if side == "buy" else 3,
-            "openType": 1,
+            "openType": 2,
             "type": "5",
             "vol": size,
             "leverage": leverage,
@@ -136,16 +164,65 @@ class OurbitSwap:
             data["type"] = "1"
             data["price"] = str(price)
 
-        if side == "close":
-            data["side"] = 4
+        if "close" in side:
+            if side == 'close_buy':
+                data["side"] = 2
+            elif side == 'close_sell':
+                data["side"] = 4
+  
             if position_id is None:
                 raise ValueError("position_id is required for closing position")
             data["positionId"] = position_id
-
+        # import time
+        # print(time.time(), '下单')
         res =  await self.client.fetch(
             "POST", f"{self.api_url}/api/v1/private/order/create", data=data
         )
         return self.ret_content(res)
+    
+    async def place_tpsl(self, 
+        position_id: int,
+        take_profit: Optional[float] = None,
+        stop_loss: Optional[float] = None,
+    ):
+        """
+        position_id 持仓ID
+
+        .. code:: json
+
+            {
+                "success": true,
+                "code": 0,
+                "data": 2280508
+            }
+        """
+        if (take_profit is None) and (stop_loss is None):
+            raise ValueError("params err")
+
+        data = {
+            "positionId": position_id,
+            "profitTrend": "1",
+            "lossTrend": "1",
+            "profitLossVolType": "SAME",
+            "volType": 2,
+            "takeProfitReverse": 2,
+            "stopLossReverse": 2,
+            "priceProtect": "0",
+        }
+
+        if take_profit is not None:
+            data["takeProfitPrice"] = take_profit
+        if stop_loss is not None:
+            data["stopLossPrice"] = stop_loss
+        
+
+        res = await self.client.fetch(
+            "POST",
+            f"{self.api_url}/api/v1/private/stoporder/place",
+            data=data
+        )
+
+        return self.ret_content(res)
 
     async def cancel_orders(self, order_ids: list[str]):
         res = await self.client.fetch(
@@ -230,5 +307,194 @@ class OurbitSwap:
             "GET",
             f"{self.api_url}/api/v1/private/order/deal_details/{order_id}",
         )
-
         return self.ret_content(res)
+
+
+class OurbitSpot:
+
+    def __init__(self, client: pybotters.Client):
+        """
+        ✅ 完成:
+            下单, 撤单, 查询资金, 查询持有订单, 查询历史订单
+
+        """
+        self.client = client
+        self.store = OurbitSpotDataStore()
+        self.api_url = "https://www.ourbit.com"
+        self.ws_url = "wss://www.ourbit.com/ws"
+
+    async def __aenter__(self) -> "OurbitSpot":
+        client = self.client
+        await self.store.initialize(
+            client.get(f"{self.api_url}/api/platform/spot/market/v2/symbols")
+        )
+        return self
+
+    async def update(self, update_type: Literal["orders", "balance", "ticker", "book", "all"] = "all"):
+
+        all_urls = [
+            f"{self.api_url}/api/platform/spot/order/current/orders/v2?orderTypes=1%2C2%2C3%2C4%2C5%2C100&pageNum=1&pageSize=100&states=0%2C1%2C3",
+            f"{self.api_url}/api/assetbussiness/asset/spot/statistic",
+            f"{self.api_url}/api/platform/spot/market/v2/tickers"
+        ]
+
+        # orderTypes=1%2C2%2C3%2C4%2C5%2C100&pageNum=1&pageSize=100&states=0%2C1%2C3
+        
+        url_map = {
+            "orders": [all_urls[0]],
+            "balance": [all_urls[1]],
+            "ticker": [all_urls[2]],
+            "all": all_urls
+        }
+
+        try:
+            urls = url_map[update_type]
+        except KeyError:
+            raise ValueError(f"Unknown update type: {update_type}")
+        
+        # 直接传协程进去，initialize 会自己 await
+        await self.store.initialize(*(self.client.get(url) for url in urls))
+
+
+    async def sub_personal(self):
+        """订阅个人频道"""
+        # https://www.ourbit.com/ucenter/api/ws_token
+        res = await self.client.fetch(
+            'GET', f"{self.api_url}/ucenter/api/ws_token"
+        )
+
+        token = res.data['data'].get("wsToken")
+
+
+        self.client.ws_connect(
+            f"{self.ws_url}?wsToken={token}&platform=web",
+            send_json={
+                "method": "SUBSCRIPTION",
+                "params": [
+                    "spot@private.orders",
+                    "spot@private.trigger.orders",
+                    "spot@private.balances"
+                ],
+                "id": 1
+            },
+            hdlr_json=self.store.onmessage
+        )
+
+    async def sub_orderbook(self, symbols: str | list[str]):
+        """订阅订单簿深度数据
+        
+        Args:
+            symbols: 交易对符号，可以是单个字符串或字符串列表
+        """
+        if isinstance(symbols, str):
+            symbols = [symbols]
+
+        # 并发获取每个交易对的初始深度数据
+        tasks = [
+            self.client.fetch('GET', f"{self.api_url}/api/platform/spot/market/depth?symbol={symbol}")
+            for symbol in symbols
+        ]
+        
+        # 等待所有请求完成
+        responses = await asyncio.gather(*tasks)
+        
+        # 处理响应数据
+        for response in responses:
+            self.store.book._onresponse(response.data)
+
+        # 构建订阅参数
+        subscription_params = []
+        for symbol in symbols:
+            subscription_params.append(f"spot@public.increase.aggre.depth@{symbol}")
+
+
+        # 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,
+        symbol: str,
+        side: Literal["buy", "sell"],
+        price: float,
+        quantity: float = None,
+        order_type: Literal["market", "limit"] = "limit",
+        usdt_amount: float = None
+    ):
+        """现货下单
+        
+        Args:
+            symbol: 交易对，如 "SOL_USDT"
+            side: 买卖方向 "buy" 或 "sell"
+            price: 价格
+            quantity: 数量
+            order_type: 订单类型 "market" 或 "limit"
+            usdt_amount: USDT金额，如果指定则根据价格计算数量
+            
+        Returns:
+            订单响应数据
+        """
+        # 解析交易对
+        currency, market = symbol.split("_")
+
+        detail = self.store.detail.get({
+            'name': currency
+        })
+
+        if not detail:
+            raise ValueError(f"Unknown currency: {currency}")
+
+        price_scale = detail.get('price_scale')
+        quantity_scale = detail.get('quantity_scale')
+
+        
+        # 如果指定了USDT金额，重新计算数量
+        if usdt_amount is not None:
+            if side == "buy":
+                quantity = usdt_amount / price
+            else:
+                # 卖出时usdt_amount表示要卖出的币种价值
+                quantity = usdt_amount / price
+        
+        # 格式化价格和数量
+        if price_scale is not None:
+            price = round(price, price_scale)
+        
+        if quantity_scale is not None:
+            quantity = round(quantity, quantity_scale)
+        
+        # 构建请求数据
+        data = {
+            "currency": currency,
+            "market": market,
+            "tradeType": side.upper(),
+            "quantity": str(quantity),
+        }
+        
+        if order_type == "limit":
+            data["orderType"] = "LIMIT_ORDER"
+            data["price"] = str(price)
+        elif order_type == "market":
+            data["orderType"] = "MARKET_ORDER"
+            # 市价单通常不需要价格参数
+        
+        res = await self.client.fetch(
+            "POST", 
+            f"{self.api_url}/api/platform/spot/order/place", 
+            json=data
+        )
+        
+        # 处理响应
+        match res.data:
+            case {"msg": 'success'}:
+                return res.data["data"]
+            case _:
+                raise Exception(f"Failed to place order: {res.data}")

hyperquant/broker/ws.py

@@ -1,5 +1,8 @@
 import asyncio
 import pybotters
+from pybotters.ws import ClientWebSocketResponse, logger
+from pybotters.auth import Hosts
+import yarl
 
 
 class Heartbeat:
@@ -8,5 +11,38 @@ 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
+    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.HeartbeatHosts.items['futures.ourbit.com'] = Heartbeat.ourbit
+pybotters.ws.AuthHosts.items['futures.ourbit.com'] = pybotters.auth.Item("ourbit", WssAuth.ourbit)

{hyperquant-0.3.dist-info → hyperquant-0.4.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.3
+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

{hyperquant-0.3.dist-info → hyperquant-0.4.dist-info}/RECORD

@@ -4,18 +4,18 @@ hyperquant/db.py,sha256=i2TjkCbmH4Uxo7UTDvOYBfy973gLcGexdzuT_YcSeIE,6678
 hyperquant/draw.py,sha256=up_lQ3pHeVLoNOyh9vPjgNwjD0M-6_IetSGviQUgjhY,54624
 hyperquant/logkit.py,sha256=WALpXpIA3Ywr5DxKKK3k5EKubZ2h-ISGfc5dUReQUBQ,7795
 hyperquant/notikit.py,sha256=x5yAZ_tAvLQRXcRbcg-VabCaN45LUhvlTZnUqkIqfAA,3596
-hyperquant/broker/auth.py,sha256=hrdVuBTZwD3xSy5GI5JTFJhKiHhvIjZHA_7G5IUFznQ,1580
-hyperquant/broker/hyperliquid.py,sha256=R_PZn5D-OFAvqsFnom4kUWHqbKPltdjura0VVvQvc2A,23265
-hyperquant/broker/ourbit.py,sha256=2_Dbs-E_c-IZKMfFTy8yhkOUnoXq8G5XMkpPm1ZYQUI,7679
-hyperquant/broker/ws.py,sha256=98Djt5n5sHUJKVbQ8Ql1t-G-Wiwu__4MYcUr5P6SDL0,326
+hyperquant/broker/auth.py,sha256=oA9Yw1I59-u0Tnoj2e4wUup5q8V5T2qpga5RKbiAiZI,2614
+hyperquant/broker/hyperliquid.py,sha256=7MxbI9OyIBcImDelPJu-8Nd53WXjxPB5TwE6gsjHbto,23252
+hyperquant/broker/ourbit.py,sha256=BWXH-FQoBZoEzBKYY0mCXYW9Iy3EgHTYan4McFp4-R8,15952
+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=zvjtx6fmOuOPAJ8jxD2RK9_mao2XuE2EXkxR74nmXKM,18525
+hyperquant/broker/models/ourbit.py,sha256=-XgxQ9JB-hk7r6u2CmXsNx4055kpYr0lZWh0Su6SWIA,37539
 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-0.3.dist-info/METADATA,sha256=Fn_RGo3ffo7nq4-GxrvQjgJWpNmKjmWlK6SNhgY7Yaw,4316
-hyperquant-0.3.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.3.dist-info/RECORD,,
+hyperquant-0.4.dist-info/METADATA,sha256=CEAtZ3dZLsujTB7cj0BGAFOd9MUKd_EDGpgru09ozww,4316
+hyperquant-0.4.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.4.dist-info/RECORD,,