hyperquant 0.51__py3-none-any.whl → 0.53__py3-none-any.whl

hyperquant/broker/models/ourbit.py

@@ -22,19 +22,20 @@ class Book(DataStore):
     Channel: push.depth.step
 
     用于存储和管理订单簿深度数据，包含买卖盘的价格和数量信息
-    Keys: ["symbol", "side", "px"]
-    - symbol: 交易对符号
-    - side: 买卖方向 (A: ask卖出, B: bid买入)
-    - px: 价格
+    Keys: ["s", "S", "p"]
+    - s: 交易对符号
+    - S: 买卖方向 (A: ask卖出, B: bid买入)
+    - p: 价格
 
 
     """
 
-    _KEYS = ["symbol", "side",  "i"]
+    _KEYS = ["s", "S", "p"]
 
     def _init(self) -> None:
         # super().__init__()
         self._time: int | None = None
+        self.limit = 1
 
     def _on_message(self, msg: dict[str, Any]) -> None:
 
@@ -43,15 +44,15 @@ class Book(DataStore):
         asks = data.get("asks", [])
         bids = data.get("bids", [])
         # 提速 默认 5当前
-        asks = asks[:5]
-        bids = bids[:5]
+        asks = asks[:self.limit]
+        bids = bids[:self.limit]
 
         timestamp = data.get("ct")  # 使用服务器时间
 
         data_to_insert: list[Item] = []
 
         # 先删除旧的订单簿数据
-        self._find_and_delete({"symbol": symbol})
+        self._find_and_delete({"s": symbol})
 
         # 处理买卖盘数据
         for side_id, levels in (("B", bids), ("A", asks)):
@@ -61,11 +62,11 @@ class Book(DataStore):
                     price, size, count = level[0:3]
                     data_to_insert.append(
                         {
-                            "symbol": symbol,
-                            "side": side_id,
-                            "px": str(price),
-                            "sz": str(size),
-                            "count": count,
+                            "s": symbol,
+                            "S": side_id,
+                            "p": str(price),
+                            "q": str(size),
+                            "ct": count,
                             "i": i
                         }
                     )
@@ -80,30 +81,17 @@ class Book(DataStore):
         return self._time
 
     @property
-    def sorted(self) -> dict[str, list[Item]]:
-        """获取排序后的订单簿数据
-
-        Returns:
-            返回按价格排序的买卖盘数据，卖盘升序，买盘降序
-
-        .. code-block:: python
+    def sorted(        
+        self, query: Item | None = None, limit: int | None = None
+    ) -> dict[str, list[Item]]:
 
-            {
-                "asks": [
-                    {"symbol": "BTC_USDT", "side": "A", "px": "110152.5", "sz": "53539", "count": 1},
-                    {"symbol": "BTC_USDT", "side": "A", "px": "110152.6", "sz": "95513", "count": 2}
-                ],
-                "bids": [
-                    {"symbol": "BTC_USDT", "side": "B", "px": "110152.4", "sz": "76311", "count": 1},
-                    {"symbol": "BTC_USDT", "side": "B", "px": "110152.3", "sz": "104688", "count": 2}
-                ]
-            }
-        """
         return self._sorted(
-            item_key="side",
-            item_asc_key="A",  # asks 升序
-            item_desc_key="B",  # bids 降序
-            sort_key="px",
+            item_key="S",
+            item_asc_key="a",  # asks 升序
+            item_desc_key="b",  # bids 降序
+            sort_key="p",
+            query=query,
+            limit=limit,
         )
 
 
@@ -147,14 +135,17 @@ class Orders(DataStore):
         return {
             "order_id": order.get("orderId"),
             "symbol": order.get("symbol"),
-            "px": order.get("price"),
+            "price": order.get("price"),
             "vol": order.get("vol"),
             "lev": order.get("leverage"),
             "side": "buy" if order.get("side") == 1 else "sell",
-            "deal_vol": order.get("dealVol"),
-            "deal_avg_px": order.get("dealAvgPrice"),
+            "deal_quantity": order.get("dealVol"),
+            "avg_price": order.get("dealAvgPrice"),
             "create_ts": order.get("createTime"),
             "update_ts": order.get("updateTime"),
+            "fee": order.get("makerFee"),
+            "profit": order.get("profit"),
+            "used_margin": order.get("usedMargin"),
             "state": "open"
         }
 
@@ -192,6 +183,13 @@ class Orders(DataStore):
                 self._find_and_delete({
                     "order_id": order.get("order_id")
                 })
+            else:
+                order = self._fmt(data)
+                order["state"] = "unknown"
+                self._update([order])
+                self._find_and_delete({
+                    "order_id": order.get("order_id")
+                })
 
 class Detail(DataStore):
     _KEYS = ["symbol"]
@@ -225,27 +223,27 @@ class Position(DataStore):
     
     def _fmt(self, position:dict):
         return {
-                        "position_id": position.get("positionId"),
-                        "symbol": position.get("symbol"),
-                        "side": "short" if position.get("positionType") == 2 else "long",
-                        "open_type": position.get("openType"),
-                        "state": position.get("state"),
-                        "hold_vol": position.get("holdVol"),
-                        "frozen_vol": position.get("frozenVol"),
-                        "close_vol": position.get("closeVol"),
-                        "hold_avg_price": position.get("holdAvgPriceFullyScale"),
-                        "open_avg_price": position.get("openAvgPriceFullyScale"),
-                        "close_avg_price": str(position.get("closeAvgPrice")),
-                        "liquidate_price": str(position.get("liquidatePrice")),
-                        "oim": position.get("oim"),
-                        "im": position.get("im"),
-                        "hold_fee": position.get("holdFee"),
-                        "realised": position.get("realised"),
-                        "leverage": position.get("leverage"),
-                        "margin_ratio": position.get("marginRatio"),
-                        "create_ts": position.get("createTime"),
-                        "update_ts": position.get("updateTime"),
-            }
+            "position_id": position.get("positionId"),
+            "symbol": position.get("symbol"),
+            "side": "short" if position.get("positionType") == 2 else "long",
+            "open_type": position.get("openType"),
+            "state": position.get("state"),
+            "hold_vol": position.get("holdVol"),
+            "frozen_vol": position.get("frozenVol"),
+            "close_vol": position.get("closeVol"),
+            "hold_avg_price": position.get("holdAvgPriceFullyScale"),
+            "open_avg_price": position.get("openAvgPriceFullyScale"),
+            "close_avg_price": str(position.get("closeAvgPrice")),
+            "liquidate_price": str(position.get("liquidatePrice")),
+            "oim": position.get("oim"),
+            "im": position.get("im"),
+            "hold_fee": position.get("holdFee"),
+            "realised": position.get("realised"),
+            "leverage": position.get("leverage"),
+            "margin_ratio": position.get("marginRatio"),
+            "create_ts": position.get("createTime"),
+            "update_ts": position.get("updateTime"),
+        }
     
     def _onresponse(self, data: dict[str, Any]):
         positions = data.get("data", [])
@@ -415,32 +413,37 @@ class OurbitSwapDataStore(DataStoreCollection):
     @property
     def book(self) -> Book:
         """订单簿深度数据流
-
+        
+        提供实时订单簿深度数据，包含买卖双方价格和数量信息
+        
         Data type: Mutable
-
-        Keys: ("symbol", "side", "px")
+        
+        Keys: ("s", "S", "p")
+        - s: 交易对符号，如 "BTC_USDT"
+        - S: 买卖方向，"A" 表示卖单(ask)，"B" 表示买单(bid)
+        - p: 价格
 
         Data structure:
 
         .. code:: python
 
             [
-                {
-                    "symbol": "BTC_USDT",    # 交易对
-                    "side": "A",             # 卖出方向
-                    "px": "110152.5",        # 价格
-                    "sz": "53539",           # 数量
-                    "count": 1               # 订单数量
-                    "i" 0                  # 价格档位索引
-                },
-                {
-                    "symbol": "BTC_USDT",    # 交易对
-                    "side": "B",             # 买入方向
-                    "px": "110152.4",        # 价格
-                    "sz": "76311",           # 数量
-                    "count": 1               # 订单数量
-                    "i" 0                  # 价格档位索引
-                }
+            {
+                "s": "BTC_USDT",      # 交易对符号
+                "S": "A",             # 卖单方向(ask)
+                "p": "110152.5",      # 价格
+                "q": "53539",         # 数量
+                "ct": 1,              # 该价格的订单数量
+                "i": 0                # 价格档位索引(从0开始)
+            },
+            {
+                "s": "BTC_USDT",      # 交易对符号
+                "S": "B",             # 买单方向(bid)
+                "p": "110152.4",      # 价格
+                "q": "76311",         # 数量
+                "ct": 1,              # 该价格的订单数量
+                "i": 0                # 价格档位索引(从0开始)
+            }
             ]
         """
         return self._get("book", Book)
@@ -639,7 +642,6 @@ class SpotOrders(DataStore):
         }
     
 
-
     def _onresponse(self, data: dict[str, Any]):
         orders = (data.get("data") or {}).get("resultList", [])
         items = [self._fmt(order) for order in orders]
@@ -669,14 +671,10 @@ class SpotOrders(DataStore):
 
         state = d.get("status")
 
-        # 新建 / 已挂出
-        if state == 1:
-            item["state"] = "open"
-            self._insert([item])
-            return
+
 
         # 成交片段（部分/完全）
-        if state in (2, 3):
+        if d.get("singleDealPrice"):
             # 单片段信息（可能多次推送；需做增量累计 + 去重）
             single_id = d.get("singleDealId")
             single_px = d.get("singleDealPrice")
@@ -713,26 +711,38 @@ class SpotOrders(DataStore):
             })
 
             # 状态文本：2=filled(整单), 3=partially_filled
-            item["state"] = "filled" if state == 2 else "partially_filled"
+            # item["state"] = "filled" if state == 2 else "partially_filled"
+            if state == 2:
+                item["state"] = "filled"
+            elif state == 3:
+                item["state"] = "partially_filled"
+            else:
+                item["state"] = "unknown_"+str(state)
 
             self._update([item])
 
-            # 整单成交 → 删除
-            if state == 2:
+            # 整单成交 或者 部分取消 → 删除
+            if state == 2 or 'unknown' in item["state"]:
                 self._find_and_delete({"order_id": d.get("id")})
             return
+        else:
+            # 新建 / 已挂出
+            if state == 1:
+                item["state"] = "open"
+                self._insert([item])
+                return
+           
+            elif state == 4:
+                item["state"] = "canceled"
+                self._update([item])
+                self._find_and_delete({"order_id": d.get("id")})
+                return
+            else:
 
-        # 撤单
-        if state == 4:
-            item["state"] = "canceled"
-            self._update([item])
-            self._find_and_delete({"order_id": d.get("id")})
-            return
-
-        # 未知状态：更新后删除，避免脏数据残留
-        item["state"] = "unknown"
-        self._update([item])
-        self._find_and_delete({"order_id": d.get("id")})
+                # 未知状态：更新后删除，避免脏数据残留
+                item["state"] = "unknown_"+str(state)
+                self._update([item])
+                self._find_and_delete({"order_id": d.get("id")})
 
 
 
@@ -764,7 +774,7 @@ class SpotBook(DataStore):
         # items.sort(key=lambda x: x.get("fv", 0))  # 按 fromVersion 排序
         # self._find_and_delete({"s": symbol})
 
-        # 处理缓存
+        # 应为我们先连接的ws, 所以可能有缓存需要去处理
         items = [item for item in self.cache if item.get("s") == symbol]
         items.sort(key=lambda x: x.get("fv", 0))  # 按 fromVersion 排序
         self.cache = [item for item in self.cache if item.get("s") != symbol]

hyperquant/core.py

@@ -335,6 +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:

{hyperquant-0.51.dist-info → hyperquant-0.53.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.51
+Version: 0.53
 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-0.51.dist-info → hyperquant-0.53.dist-info}/RECORD

@@ -1,5 +1,5 @@
 hyperquant/__init__.py,sha256=UpjiX4LS5jmrBc2kE8RiLR02eCfD8JDQrR1q8zkLNcQ,161
-hyperquant/core.py,sha256=iEI8qTNpyesB_w67SrKXeGoB9JllovBeJKI0EZFYew4,20631
+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=nUo7nx5eONvK39GOhWwS41zNRL756P2J7-5xGzwXnTY,8462
@@ -11,11 +11,11 @@ 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=rFJEFwzTravStHsB0kEwP5YhI2EQsn79Vv7aEiCIWLc,41585
+hyperquant/broker/models/ourbit.py,sha256=D-kDlmPNhly61yc6Ot-c1phmVBY_pJ2kWAaEkvRQWBo,41799
 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-0.51.dist-info/METADATA,sha256=ZB9iF5hWyPtdDsqc3jcekGUswYvKSmJgsfEN6OqI37k,4317
-hyperquant-0.51.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.51.dist-info/RECORD,,
+hyperquant-0.53.dist-info/METADATA,sha256=Rmgye1BvHPDXfLEvKW7XB-fvdFDM0SLR2vjR8lVoE80,4317
+hyperquant-0.53.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.53.dist-info/RECORD,,