hyperquant 0.48__tar.gz → 0.49__tar.gz

{hyperquant-0.48 → hyperquant-0.49}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.48
+Version: 0.49
 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-0.48 → hyperquant-0.49}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.48"
+version = "0.49"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.48 → hyperquant-0.49}/src/hyperquant/broker/ourbit.py

@@ -518,7 +518,7 @@ class OurbitSpot:
 
         # 确定API端点
         url = f'{self.api_url}/api/platform/spot/{"v4/order/place" if order_type == "market" else "order/place"}'
-        print(f"Placing  {symbol}: {data}")
+        # print(f"Placing  {symbol}: {data}")
         # 发送请求
         res = await self.client.fetch("POST", url, json=data)
 

hyperquant-0.49/tests/test_order_sync.py

@@ -0,0 +1,88 @@
+import asyncio
+from hyperquant.broker.ourbit import OurbitSpot
+import pybotters
+
+
+# 等待指定 oid 的最终 delete，超时抛 TimeoutError
+async def wait_delete(stream: pybotters.StoreStream, oid: str, seconds: float):
+    async with asyncio.timeout(seconds):
+        while True:
+            change = await stream.__anext__()
+            if change.operation == "delete" and change.data.get("order_id") == oid:
+                return change.data  # 内含 state / avg_price / deal_quantity 等累计字段
+
+
+async def order_sync(
+    ob: OurbitSpot,
+    symbol: str = "SOL_USDT",
+    side: str = "buy",
+    order_type: str = "market",  # "market" / "limit"
+    usdt_amount: float | None = None,  # 市价可填
+    quantity: float | None = None,  # 市价可填
+    price: float | None = None,  # 限价必填
+    window_sec: float = 2.0,  # 主等待窗口（限价可设为 5.0）
+    grace_sec: float = 1.0,  # 撤单后宽限
+):
+    with ob.store.orders.watch() as stream:
+        # 下单（只保留最简两种入参形态）
+        try:
+            oid = await ob.place_order(
+                symbol,
+                side,
+                order_type=order_type,
+                usdt_amount=usdt_amount,
+                quantity=quantity,
+                price=price,
+            )
+        except Exception as e:
+            return {"symbol": symbol, "state": "error", "error": str(e)}
+
+        # 步骤1：主窗口内等待这单的最终 delete
+        try:
+            return await wait_delete(stream, oid, window_sec)
+        except TimeoutError:
+            # 步骤2：到点撤单（市价通常用不到；限价才有意义）
+            try:
+                await ob.cancel_order(oid)
+            except Exception:
+                pass
+            # 固定宽限内再等“迟到”的最终 delete
+            try:
+                return await wait_delete(stream, oid, grace_sec)
+            except TimeoutError:
+                return {"order_id": oid, "symbol": symbol, "state": "timeout"}
+
+
+async def main():
+    async with pybotters.Client(
+        apis={
+            "ourbit": [
+                "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
+            ]
+        }
+    ) as client:
+        ob = OurbitSpot(client)
+        await ob.__aenter__()
+        await ob.sub_personal()  # 私有频道
+        ob.store.book.limit = 3
+        await ob.sub_orderbook(["SOL_USDT"])  # 订单簿频道
+        # # 示例：市价
+        # result = await order_sync( ob, symbol="SOL_USDT", side="buy", order_type="limit", quantity=0.04, price=200, window_sec=2)
+        # print(result)
+        while True:
+            asks = ob.store.book.find({'s': 'SOL_USDT', 'S': 'a'})
+            bids = ob.store.book.find({'s': 'SOL_USDT', 'S': 'b'})
+            if asks and bids:
+                best_ask = float(asks[1]['p'])
+                best_bid = float(bids[1]['p'])
+            
+                result = await order_sync( ob, symbol="SOL_USDT", side="buy", order_type="limit", quantity=0.04, price=best_bid, window_sec=1)
+                print(result)
+                await asyncio.sleep(5)
+                
+
+
+
+if __name__ == "__main__":
+    asyncio.run(main())
+

hyperquant-0.49/tests/test_store.py

@@ -0,0 +1,16 @@
+import asyncio
+import pybotters
+
+
+async def main():
+    ds = pybotters.store.DataStore(keys=["id"])
+    loop = asyncio.get_running_loop()
+
+    wait_task = loop.create_task(ds.wait())
+    loop.call_soon(
+        ds._insert, [{"id": 1, "val": 1}, {"id": 2, "val": 2}, {"id": 3, "val": 3}]
+    )
+    await asyncio.wait_for(wait_task, timeout=5.0)
+
+    ds._insert, [{"id": 1, "val": 1}, {"id": 2, "val": 2}, {"id": 3, "val": 3}]
+

{hyperquant-0.48 → hyperquant-0.49/tests}/tmp.py

@@ -164,7 +164,7 @@ async def close_spot():
         ob_spot = OurbitSpot(client)
         await ob_spot.__aenter__()
         await ob_spot.update('balance')
-        # print(ob_spot.store.balance.find())
+        print(ob_spot.store.balance.find())
         # await ob_spot.place_order('FLOKI_USDT', 'sell', order_type='market', quantity=216574)
         for b in ob_spot.store.balance.find():
             if  b['currency'] != 'USDT':

{hyperquant-0.48 → hyperquant-0.49}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.47"
+version = "0.48"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },