hyperquant 0.52__py3-none-any.whl → 0.54__py3-none-any.whl

hyperquant/broker/models/ourbit.py

@@ -55,7 +55,7 @@ class Book(DataStore):
         self._find_and_delete({"s": symbol})
 
         # 处理买卖盘数据
-        for side_id, levels in (("B", bids), ("A", asks)):
+        for side_id, levels in (("b", bids), ("a", asks)):
             for i, level in enumerate(levels):
                 # level格式: [price, size, count]
                 if len(level) >= 3:
@@ -65,7 +65,7 @@ class Book(DataStore):
                             "s": symbol,
                             "S": side_id,
                             "p": str(price),
-                            "sz": str(size),
+                            "q": str(size),
                             "ct": count,
                             "i": i
                         }
@@ -84,24 +84,7 @@ class Book(DataStore):
     def sorted(        
         self, query: Item | None = None, limit: int | None = None
     ) -> 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
-
-            {
-                "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="S",
             item_asc_key="a",  # asks 升序
@@ -430,32 +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)

{hyperquant-0.52.dist-info → hyperquant-0.54.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.52
+Version: 0.54
 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-0.52.dist-info → hyperquant-0.54.dist-info}/RECORD

@@ -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=ID_uOojyqfKiLNcIhT_3X3-IDFGsVud27kArut3mCMo,42299
+hyperquant/broker/models/ourbit.py,sha256=ea4URVokQoUmy6xSiQEAXo32eE1KR2VNXtjUBUIHGWE,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-0.52.dist-info/METADATA,sha256=SrzDREIrGQtsDdXOSsg-sYdut4mhtvcccsUkmIP-kSM,4317
-hyperquant-0.52.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.52.dist-info/RECORD,,
+hyperquant-0.54.dist-info/METADATA,sha256=SEuuszxmTn2lkRNpkZWiay4XKtih10Do-m9P85ciHhE,4317
+hyperquant-0.54.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.54.dist-info/RECORD,,