hyperquant 0.42__tar.gz → 0.44__tar.gz

{hyperquant-0.42 → hyperquant-0.44}/PKG-INFO

@@ -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 → hyperquant-0.44}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.42"
+version = "0.44"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.42 → hyperquant-0.44}/src/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-0.42 → hyperquant-0.44}/src/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-0.42 → hyperquant-0.44}/src/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-0.44/test.py

@@ -0,0 +1,55 @@
+import asyncio
+import random
+import time
+import pybotters
+import hyperquant
+from hyperquant.broker.models.ourbit import OurbitSpotDataStore
+from hyperquant.broker.ourbit import OurbitSpot
+from hyperquant.core import Exchange
+
+
+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.update('balance')
+
+        e = Exchange([], fee=0, initial_balance=0)
+
+        print(ob_spot.store.balance.find())
+
+        for info in ob_spot.store.balance.find():
+            coin = info['currency']
+            if info['currency'] == 'USDT':
+                e.account['USDT']['total'] = float(info['available'])
+            else:
+                if coin not in e.account:
+                    e.account[coin] = e._act_template
+                e.account[coin]['amount'] = float(info['available'])
+                e.account[coin]['hold_price'] = float(info['avg_price'])
+                e.account[coin]['price'] = float(info['avg_price'])
+                e.account[coin]['value'] = float(info['avg_price']) * float(info['available'])
+
+        # "amount": 1,
+        # "hold_price": 1000.0,
+        # "value": 1000.0,
+        # "price": 1000.0,
+        print(e.account)
+
+
+asyncio.run(main())
+# e = Exchange([], fee=0)
+# e.Buy('btc', 1000, 1)
+# e.Update({'btc':1500})
+# print(e.account)
+# print(e.available_margin)

{hyperquant-0.42 → hyperquant-0.44}/tmp.py

@@ -21,29 +21,31 @@ async def main():
 
         ob_spot = OurbitSpot(client)
         await ob_spot.__aenter__()
-        # await ob_spot.sub_personal()
+        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.update('balance')
+        # symbols = [d['symbol'] for d in ob_spot.store.ticker.find()][:5]
 
-        await ob_spot.sub_orderbook(symbols)
+        # 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'})))
+        # # 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())
+        #     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(
@@ -131,9 +133,9 @@ async def test_cancel_order():
         # 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 )
+        oid = await ob_spot.place_order('SOL_USDT', 'sell',  order_type='market', quantity=0.03 )
         print(oid)
-        await ob_spot.cancel_orders([oid])
+        # await ob_spot.cancel_orders([oid])
 
 if __name__ == "__main__":
-    asyncio.run(test_watch_order())
+    asyncio.run(test_cancel_order())

{hyperquant-0.42 → hyperquant-0.44}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.41"
+version = "0.43"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },

hyperquant-0.42/test.py

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