hyperquant 0.4__py3-none-any.whl → 0.6__py3-none-any.whl

hyperquant/broker/ourbit.py

@@ -26,7 +26,8 @@ class OurbitSwap:
         return self
 
     async def update(
-        self, update_type: Literal["position", "orders", "balance", "ticker", "all"] = "all"
+        self,
+        update_type: Literal["position", "orders", "balance", "ticker", "all"] = "all",
     ):
         """由于交易所很多不支持ws推送，这里使用Rest"""
         all_urls = [
@@ -34,7 +35,7 @@ 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"
+            f"{self.api_url}/api/platform/spot/market/v2/symbols",
         ]
 
         url_map = {
@@ -56,13 +57,8 @@ class OurbitSwap:
     async def sub_tickers(self):
         self.client.ws_connect(
             self.ws_url,
-            send_json={
-                "method": "sub.tickers",
-                "param": {
-                    "timezone": "UTC+8"
-                }
-            },
-            hdlr_json=self.store.onmessage
+            send_json={"method": "sub.tickers", "param": {"timezone": "UTC+8"}},
+            hdlr_json=self.store.onmessage,
         )
 
     async def sub_orderbook(self, symbols: str | list[str]):
@@ -74,27 +70,29 @@ class OurbitSwap:
 
         for symbol in symbols:
             step = self.store.detail.find({"symbol": symbol})[0].get("tick_size")
-            
-            send_jsons.append({
-                "method": "sub.depth.step",
-                "param": {
-                    "symbol": symbol,
-                    "step": str(step)
+            step_str = str(Decimal(str(step)).normalize())
+
+            send_jsons.append(
+                {
+                    "method": "sub.depth.step",
+                    "param": {
+                        "symbol": symbol,
+                        "step": step_str,
+                    },
                 }
-            })
+            )
 
         await self.client.ws_connect(
-            self.ws_url,
-            send_json=send_jsons,
-            hdlr_json=self.store.onmessage
+            self.ws_url, send_json=send_jsons, hdlr_json=self.store.onmessage
         )
 
     async def sub_personal(self):
-        self.client.ws_connect(
+        wsapp = self.client.ws_connect(
             self.ws_url,
-            send_json={ "method": "sub.personal.user.preference"},
-            hdlr_json=self.store.onmessage
+            send_json={"method": "sub.personal.user.preference"},
+            hdlr_json=self.store.onmessage,
         )
+        await wsapp._event.wait()
 
     def ret_content(self, res: pybotters.FetchResult):
         match res.data:
@@ -102,13 +100,15 @@ class OurbitSwap:
                 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)
+        return float(
+            (price_dec / tick_dec).quantize(Decimal("1"), rounding=ROUND_HALF_UP)
+            * tick_dec
+        )
 
     async def place_order(
         self,
@@ -120,6 +120,7 @@ class OurbitSwap:
         usdt_amount: Optional[float] = None,
         leverage: Optional[int] = 20,
         position_id: Optional[int] = None,
+        quantity: float = None,  # 兼容参数，不使用
     ):
         """
         size为合约张数, openType 1 为逐仓, 2为全仓
@@ -135,14 +136,13 @@ class OurbitSwap:
             raise ValueError("params err")
 
         max_lev = self.store.detail.find({"symbol": symbol})[0].get("max_lev")
-        
+
         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 = min(max_lev, leverage)
 
@@ -165,22 +165,28 @@ class OurbitSwap:
             data["price"] = str(price)
 
         if "close" in side:
-            if side == 'close_buy':
+            if side == "close_buy":
                 data["side"] = 2
-            elif side == 'close_sell':
+            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(
+
+        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, 
+        # 'orderId' =
+        # '226474723700166962'
+        # 'ts' =
+        # 1758034181833
+        ret_c = self.ret_content(res)
+        # 只返回 orderId
+        return ret_c["orderId"]
+
+    async def place_tpsl(
+        self,
         position_id: int,
         take_profit: Optional[float] = None,
         stop_loss: Optional[float] = None,
@@ -214,12 +220,9 @@ class OurbitSwap:
             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
+            "POST", f"{self.api_url}/api/v1/private/stoporder/place", data=data
         )
 
         return self.ret_content(res)
@@ -312,7 +315,7 @@ class OurbitSwap:
 
 class OurbitSpot:
 
-    def __init__(self, client: pybotters.Client):
+    def __init__(self, client: pybotters.Client, personal_msg_cb: callable=None):
         """
         ✅ 完成:
             下单, 撤单, 查询资金, 查询持有订单, 查询历史订单
@@ -322,6 +325,7 @@ class OurbitSpot:
         self.store = OurbitSpotDataStore()
         self.api_url = "https://www.ourbit.com"
         self.ws_url = "wss://www.ourbit.com/ws"
+        self.personal_msg_cb = personal_msg_cb
 
     async def __aenter__(self) -> "OurbitSpot":
         client = self.client
@@ -330,171 +334,217 @@ class OurbitSpot:
         )
         return self
 
-    async def update(self, update_type: Literal["orders", "balance", "ticker", "book", "all"] = "all"):
+    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"
+            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
+            "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")
+        res = await self.client.fetch("GET", f"{self.api_url}/ucenter/api/ws_token")
 
+        token = res.data["data"].get("wsToken")
 
-        self.client.ws_connect(
+        app = 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"
+                    "spot@private.balances",
                 ],
-                "id": 1
+                "id": 1,
             },
-            hdlr_json=self.store.onmessage
+            hdlr_json=(
+                self.store.onmessage
+                if self.personal_msg_cb is None
+                else [self.store.onmessage, self.personal_msg_cb]
+            ),
         )
 
+        await app._event.wait()
+
     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
         """
+        import logging
+
+        logger = logging.getLogger("OurbitSpot")
+
         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',
+            wsapp = self.client.ws_connect(
+                "wss://www.ourbit.com/ws?platform=web",
                 send_json={
                     "method": "SUBSCRIPTION",
-                    "params": subscription_params[i:i + 20],
-                    "id": 2
+                    "params": subscription_params[i : i + 20],
+                    "id": 2,
                 },
-                hdlr_json=self.store.onmessage
+                hdlr_json=self.store.onmessage,
+            )
+            await wsapp._event.wait()
+
+        # await asyncio.sleep(1)  # 等待ws连接稳定
+
+        # 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 idx, response in enumerate(responses):
+            symbol = symbols[idx]
+            self.store.book._onresponse(response.data)
+
+        async def check_loss():
+            await asyncio.sleep(1)
+            while True:
+                loss = self.store.book.loss
+                for symbol, is_loss in loss.items():
+                    if is_loss:
+                        resp = await self.client.fetch(
+                            "GET",
+                            f"{self.api_url}/api/platform/spot/market/depth?symbol={symbol}",
+                        )
+                        self.store.book._onresponse(resp.data)
+                await asyncio.sleep(1)
+
+        asyncio.create_task(check_loss())
 
     async def place_order(
         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
+        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
+            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
-            
+
         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("_")
+        parts = symbol.split("_")
+        if len(parts) != 2:
+            raise ValueError(f"Invalid symbol format: {symbol}")
 
-        detail = self.store.detail.get({
-            'name': currency
-        })
+        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')
+        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),
-        }
-        
+        data = {"currency": currency, "market": market, "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"
-            # 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
-        )
-        
+
+            # 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)
+            else:
+                if quantity_scale is not None:
+                    quantity = round(quantity, quantity_scale)
+                data["quantity"] = str(quantity)
+
+            if price:
+                data["price"] = str(price)
+
+        # 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}")
+        # 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:
+            url = f"{self.api_url}/api/platform/spot/order/cancel/v2?orderId={order_id}"
+            await self.client.fetch("DELETE", url)
+
+    async def cancel_order(self, order_id: str):
+
+        url = f"{self.api_url}/api/platform/spot/order/cancel/v2?orderId={order_id}"
+        res = await self.client.fetch("DELETE", url)

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
@@ -332,6 +335,9 @@ class Exchange(ExchangeBase):
             self.account[symbol]['realised_profit'] += profit
             self.account[symbol]['amount'] -= -direction * cover_amount
             trade['pos'] = profit  # 记录盈亏
+      
+            trade['pos_rate'] = -direction * (price / self.account[symbol]['hold_price'] - 1) if self.account[symbol]['hold_price'] != 0 else 0
+
             self.account[symbol]['hold_price'] = 0 if self.account[symbol]['amount'] == 0 else self.account[symbol]['hold_price']
 
         if open_amount > 0:
@@ -343,6 +349,7 @@ class Exchange(ExchangeBase):
 
         if kwargs:
             self.opt.update(kwargs)
+            self.account[symbol].update(kwargs)
 
         # 记录账户总资产到 history
         if self.recorded:

hyperquant/logkit.py

@@ -146,10 +146,25 @@ class MinConsoleHandler(logging.StreamHandler):
         else:
             super().emit(record)
 
+# ====================================================================================================
+# ** NullLogger 类，用于禁用日志 **
+# ====================================================================================================
+class NullLogger:
+    def debug(self, *a, **k): pass
+    def info(self, *a, **k): pass
+    def ok(self, *a, **k): pass
+    def warning(self, *a, **k): pass
+    def error(self, *a, **k): pass
+    def critical(self, *a, **k): pass
+    def exception(self, *a, **k): pass
+    def divider(self, *a, **k): pass
+
 # ====================================================================================================
 # ** 功能函数 **
 # ====================================================================================================
-def get_logger(name=None, file_path=None, show_time=False, use_color=True, timezone="Asia/Shanghai") -> Logger:
+def get_logger(name=None, file_path=None, show_time=False, use_color=True, timezone="Asia/Shanghai", level: object = None, enable_console: bool = True, enabled: bool = True):
+    if not enabled:
+        return NullLogger()
     if name is None:
         name = '_'
     logger_instance = Logger(name, show_time, use_color, timezone)  # 传递时区参数

{hyperquant-0.4.dist-info → hyperquant-0.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.4
+Version: 0.6
 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-0.4.dist-info → hyperquant-0.6.dist-info}/RECORD

@@ -1,21 +1,23 @@
 hyperquant/__init__.py,sha256=UpjiX4LS5jmrBc2kE8RiLR02eCfD8JDQrR1q8zkLNcQ,161
-hyperquant/core.py,sha256=7XrpuHvccWl9lNyVihqaptupqUMsG3xYmQr8eEDrwS4,20610
+hyperquant/core.py,sha256=RzRFbyImqzBiaA-9lQzvxPfxwcOvScdABZviS4y0kqM,20783
 hyperquant/db.py,sha256=i2TjkCbmH4Uxo7UTDvOYBfy973gLcGexdzuT_YcSeIE,6678
 hyperquant/draw.py,sha256=up_lQ3pHeVLoNOyh9vPjgNwjD0M-6_IetSGviQUgjhY,54624
-hyperquant/logkit.py,sha256=WALpXpIA3Ywr5DxKKK3k5EKubZ2h-ISGfc5dUReQUBQ,7795
+hyperquant/logkit.py,sha256=nUo7nx5eONvK39GOhWwS41zNRL756P2J7-5xGzwXnTY,8462
 hyperquant/notikit.py,sha256=x5yAZ_tAvLQRXcRbcg-VabCaN45LUhvlTZnUqkIqfAA,3596
 hyperquant/broker/auth.py,sha256=oA9Yw1I59-u0Tnoj2e4wUup5q8V5T2qpga5RKbiAiZI,2614
+hyperquant/broker/edgex.py,sha256=qQtc8jZqB5ZODoGGVcG_aIVUlrJX_pRF9EyO927LiVM,6646
 hyperquant/broker/hyperliquid.py,sha256=7MxbI9OyIBcImDelPJu-8Nd53WXjxPB5TwE6gsjHbto,23252
-hyperquant/broker/ourbit.py,sha256=BWXH-FQoBZoEzBKYY0mCXYW9Iy3EgHTYan4McFp4-R8,15952
+hyperquant/broker/ourbit.py,sha256=NUcDSIttf-HGWzoW1uBTrGLPHlkuemMjYCm91MigTno,18228
 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/edgex.py,sha256=KRJB9PIjP555P-GiVIYm01sFtlAWeYlk5y-YuoXhk9k,15606
 hyperquant/broker/models/hyperliquid.py,sha256=c4r5739ibZfnk69RxPjQl902AVuUOwT8RNvKsMtwXBY,9459
-hyperquant/broker/models/ourbit.py,sha256=-XgxQ9JB-hk7r6u2CmXsNx4055kpYr0lZWh0Su6SWIA,37539
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 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-0.4.dist-info/METADATA,sha256=CEAtZ3dZLsujTB7cj0BGAFOd9MUKd_EDGpgru09ozww,4316
-hyperquant-0.4.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.4.dist-info/RECORD,,
+hyperquant-0.6.dist-info/METADATA,sha256=lQSDRR5kM9kI_maMt9erlxLv_sPaX3EZ0la5uXj33ys,4316
+hyperquant-0.6.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.6.dist-info/RECORD,,