hyperquant 0.42__py3-none-any.whl → 0.44__py3-none-any.whl

hyperquant/broker/models/ourbit.py

@@ -592,7 +592,11 @@ class SpotBalance(DataStore):
     def _on_message(self, msg: dict[str, Any]) -> None:
         data = msg.get("d", {})
         item = self._fmt_ws(data)
-        self._update([item])
+        av = float(item.get("available", 0))
+        if av == 0:
+            self._find_and_delete({'currency': item.get("currency")})
+        else:
+            self._update([item])
 
 
 # SpotOrders: 现货订单数据存储
@@ -929,8 +933,7 @@ class OurbitSpotDataStore(DataStoreCollection):
         """
         现货账户余额数据流
 
-        Data structure:
-
+        _KEYS = ["currency"]
         .. code:: python
 
             [

hyperquant/broker/ourbit.py

@@ -427,7 +427,7 @@ class OurbitSpot:
         self,
         symbol: str,
         side: Literal["buy", "sell"],
-        price: float,
+        price: float = None,
         quantity: float = None,
         order_type: Literal["market", "limit"] = "limit",
         usdt_amount: float = None
@@ -437,7 +437,7 @@ class OurbitSpot:
         Args:
             symbol: 交易对，如 "SOL_USDT"
             side: 买卖方向 "buy" 或 "sell"
-            price: 价格
+            price: 价格，市价单可为None
             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
@@ -445,74 +445,72 @@ class OurbitSpot:
         Returns:
             订单响应数据
         """
+        # 参数检查
+        if order_type == "limit" and price is None:
+            raise ValueError("Limit orders require a price")
+        if quantity is None and usdt_amount is None:
+            raise ValueError("Either quantity or usdt_amount must be specified")
+            
         # 解析交易对
-        currency, market = symbol.split("_")
-
-        detail = self.store.detail.get({
-            'name': currency
-        })
-
+        parts = symbol.split("_")
+        if len(parts) != 2:
+            raise ValueError(f"Invalid symbol format: {symbol}")
+            
+        currency, market = parts
+        
+        # 获取交易对详情
+        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')
-
-        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":
-                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)
+            
+        price_scale = detail.get("price_scale")
+        quantity_scale = detail.get("quantity_scale")
         
         # 构建请求数据
         data = {
             "currency": currency,
             "market": market,
-            "tradeType": side.upper(),
-            "quantity": str(quantity),
+            "tradeType": side.upper()
         }
         
+        # 处理市价单和限价单的不同参数
         if order_type == "limit":
             data["orderType"] = "LIMIT_ORDER"
-            data["price"] = str(price)
+            data["price"] = str(round(price, price_scale) if price_scale is not None else price)
+            
+            # 计算并设置数量
+            if quantity is None and usdt_amount is not None and price:
+                quantity = usdt_amount / price
+                
+            if quantity_scale is not None:
+                quantity = round(quantity, quantity_scale)
+            data["quantity"] = str(quantity)
+                
         elif order_type == "market":
             data["orderType"] = "MARKET_ORDER"
-            data["price"] = price
-            # 删除quantity, 市价只支持amount
-            if not use_quantity:
-                del data["quantity"]
+            
+            # 市价单可以使用数量或金额，但不能同时使用
+            if usdt_amount is not None:
                 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'
+            else:
+                if quantity_scale is not None:
+                    quantity = round(quantity, quantity_scale)
+                data["quantity"] = str(quantity)
+                
+            if price:
+                data["price"] = str(price)
         
-        res = await self.client.fetch(
-            "POST", 
-            url, 
-            json=data
-        )
+        # 确定API端点
+        url = f'{self.api_url}/api/platform/spot/{"v4/order/place" if order_type == "market" else "order/place"}'
+        
+        # 发送请求
+        res = await self.client.fetch("POST", url, 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}")
-            
+        if res.data.get("msg") == "success":
+            return res.data["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:

hyperquant/core.py

@@ -269,10 +269,10 @@ class ExchangeBase:
         )
         
 class Exchange(ExchangeBase):
-    def __init__(self, trade_symbols, fee=0.0002, initial_balance=10000, recorded=False):
+    def __init__(self, trade_symbols:list=[], fee=0.0002, initial_balance=10000, recorded=False):
         super().__init__(initial_balance=initial_balance, recorded=recorded)
         self.fee = fee
-        self.trade_symbols = trade_symbols
+        self.trade_symbols:list = trade_symbols
         self.id_gen = 0
         self.account['USDT'].update({
             'hold': 0,
@@ -280,8 +280,12 @@ class Exchange(ExchangeBase):
             'short': 0
         })
         for symbol in trade_symbols:
-            self.account[symbol] = {'amount': 0, 'hold_price': 0, 'value': 0, 'price': 0,
-                                     'realised_profit': 0, 'unrealised_profit': 0, 'fee': 0}
+            self.account[symbol] = self._act_template
+    
+    @property
+    def _act_template(self):
+        return {'amount': 0, 'hold_price': 0, 'value': 0, 'price': 0,
+                                     'realised_profit': 0, 'unrealised_profit': 0, 'fee': 0}.copy()
 
     def Trade(self, symbol, direction, price, amount, **kwargs):
         if self.recorded and 'time' not in kwargs:
@@ -307,8 +311,7 @@ class Exchange(ExchangeBase):
 
         if symbol not in self.trade_symbols:
             self.trade_symbols.append(symbol)
-            self.account[symbol] = {'amount': 0, 'hold_price': 0, 'value': 0, 'price': 0,
-                                     'realised_profit': 0, 'unrealised_profit': 0, 'fee': 0}
+            self.account[symbol] = self._act_template
 
         cover_amount = 0 if direction * self.account[symbol]['amount'] >= 0 else min(abs(self.account[symbol]['amount']), amount)
         open_amount = amount - cover_amount

{hyperquant-0.42.dist-info → hyperquant-0.44.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.42
+Version: 0.44
 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-0.42.dist-info → hyperquant-0.44.dist-info}/RECORD

@@ -1,21 +1,21 @@
 hyperquant/__init__.py,sha256=UpjiX4LS5jmrBc2kE8RiLR02eCfD8JDQrR1q8zkLNcQ,161
-hyperquant/core.py,sha256=O0NEvv4CcMxP-2Zy7TKeCsHehoxEh8p9NMsTwuUonFo,20658
+hyperquant/core.py,sha256=iEI8qTNpyesB_w67SrKXeGoB9JllovBeJKI0EZFYew4,20631
 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=oA9Yw1I59-u0Tnoj2e4wUup5q8V5T2qpga5RKbiAiZI,2614
 hyperquant/broker/hyperliquid.py,sha256=7MxbI9OyIBcImDelPJu-8Nd53WXjxPB5TwE6gsjHbto,23252
-hyperquant/broker/ourbit.py,sha256=aBRXLmUbiiMp1__xlRufTnqMajeknj_V71iCnB87u84,16641
+hyperquant/broker/ourbit.py,sha256=WTzHcBkp_rP0VglVXmaClxBcdOBmdvl6SYQ2VFePC8c,17001
 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=8XA_VJUl7BkxvsB_Kx3Hr1xCvXIXCV8AVMZ4AX0dwuc,37569
+hyperquant/broker/models/ourbit.py,sha256=v675rOYlZlEYim4sYlhbmuzl9GEg4n6mleGTNMgJKes,37726
 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-0.42.dist-info/METADATA,sha256=yd_IdWhrCMj_VbMpG53xXe7NBPt-JV1R5SR0hkFA3hI,4317
-hyperquant-0.42.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.42.dist-info/RECORD,,
+hyperquant-0.44.dist-info/METADATA,sha256=itx7CR0-SMl5xYTlIooqdeoEvaj9qUFL-LndqMWf_o4,4317
+hyperquant-0.44.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.44.dist-info/RECORD,,