hyperquant 0.53__tar.gz → 0.55__tar.gz

{hyperquant-0.53 → hyperquant-0.55}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.53
+Version: 0.55
 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-0.55/apis.json

@@ -0,0 +1,5 @@
+{
+  "ourbit": [
+    "WEBa07743126a6cc69a896a501404ae8357e4116059ebc5bde75020881dc53a24ba"
+  ]
+}

{hyperquant-0.53 → hyperquant-0.55}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.53"
+version = "0.55"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.53 → hyperquant-0.55}/src/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:
@@ -185,7 +185,7 @@ class Orders(DataStore):
                 })
             else:
                 order = self._fmt(data)
-                order["state"] = "unknown"
+                order["state"] = f"unknown_{state}"
                 self._update([order])
                 self._find_and_delete({
                     "order_id": order.get("order_id")
@@ -420,7 +420,7 @@ class OurbitSwapDataStore(DataStoreCollection):
         
         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)
+        - S: 买卖方向，"a" 表示卖单(ask)，"b" 表示买单(bid)
         - p: 价格
 
         Data structure:
@@ -430,7 +430,7 @@ class OurbitSwapDataStore(DataStoreCollection):
             [
             {
                 "s": "BTC_USDT",      # 交易对符号
-                "S": "A",             # 卖单方向(ask)
+                "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
@@ -438,7 +438,7 @@ class OurbitSwapDataStore(DataStoreCollection):
             },
             {
                 "s": "BTC_USDT",      # 交易对符号
-                "S": "B",             # 买单方向(bid)
+                "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

{hyperquant-0.53 → hyperquant-0.55}/src/hyperquant/broker/ourbit.py

@@ -83,11 +83,12 @@ class OurbitSwap:
         )
 
     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,
         )
+        await wsapp._event.wait()
 
     def ret_content(self, res: pybotters.FetchResult):
         match res.data:
@@ -115,6 +116,7 @@ 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
@@ -167,12 +169,17 @@ class OurbitSwap:
             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(
             "POST", f"{self.api_url}/api/v1/private/order/create", data=data
         )
-        return self.ret_content(res)
+        # 'orderId' =
+        # '226474723700166962'
+        # 'ts' =
+        # 1758034181833
+        ret_c = self.ret_content(res)
+        # 只返回 orderId
+        return ret_c["orderId"]
 
     async def place_tpsl(
         self,

{hyperquant-0.53 → hyperquant-0.55}/tests/test_order_sync.py

@@ -60,7 +60,7 @@ async def order_sync(
                 return {"order_id": oid, "symbol": symbol, "state": "timeout"}
 
 
-async def main():
+async def test_order_sync():
     async with pybotters.Client(
         apis={
             "ourbit": [
@@ -78,30 +78,5 @@ async def main():
         result = await order_sync( ob, symbol="SOL_USDT", side="buy", order_type="market", usdt_amount=8, 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[0]['p'])
-        #         best_bid = float(bids[0]['p'])
-            
-        #         result = await order_sync( ob, symbol="SOL_USDT", side="buy", order_type="limit", quantity=0.04, price=best_bid, window_sec=1)
-        #         logger.info(result)
-
-        #         if result['state'] == 'filled':
-        #             logger.ok(f"买入成功: {result}")
-        #         elif result['state'] == 'canceled':
-        #             if result.get('avg_price'):
-        #                 logger.ok(f"部分成交，已撤单: {result}")
-        #         else:
-        #             logger.error(f"买入失败: {result}")
-
-        #         await asyncio.sleep(1)
-                
-
-
 
-if __name__ == "__main__":
-    asyncio.run(main())
 

hyperquant-0.55/tests/test_ourbit.py

@@ -0,0 +1,183 @@
+import pybotters
+
+from hyperquant.broker.ourbit import OurbitSpot
+from hyperquant.broker.ourbit import OurbitSwap
+
+async def download_orders():
+    async with pybotters.Client(
+        apis={
+            "ourbit": [
+                "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
+            ]
+        }
+    ) as client:
+        # 时间区间 (毫秒)
+        start_time = 1757254540000   # 起始
+        end_time = 1757433599999     # 结束
+
+        page_size = 100              # 接口最大 100
+        page_num = 1
+        all_results = []
+
+        while True:
+            url = (
+                "https://www.ourbit.com/api/platform/spot/deal/deals"
+                f"?endTime={end_time}&pageNum={page_num}&pageSize={page_size}&startTime={start_time}"
+            )
+            res = await client.fetch("GET", url)
+            result_list = res.data["data"]["resultList"]
+            got = len(result_list)
+            print(f"page {page_num} -> {got} items")
+            all_results.extend(result_list)
+
+            if got < page_size:      # 最后一页
+                break
+            page_num += 1
+
+        print(f"total collected: {len(all_results)}")
+
+        # 写入汇总数据
+        import json
+        with open("deals.json", "w") as f:
+            json.dump(
+                {
+                    "data": {
+                        "resultList": all_results,
+                        "total": len(all_results),
+                        "pageSize": page_size,
+                        "pagesFetched": page_num
+                    }
+                },
+                f,
+                indent=2
+            )
+        print("Saved to deals.json")
+
+async def test_detail():
+    async with pybotters.Client() as client:
+        ob = OurbitSpot(client)
+        await ob.__aenter__()
+        print(ob.store.detail.get({
+            'name': 'OPEN'
+        }))
+
+async def test_ourbit_wrap():
+    async with pybotters.Client(
+        apis={
+            "ourbit": [
+                "WEBa07743126a6cc69a896a501404ae8357e4116059ebc5bde75020881dc53a24ba"
+            ]
+        }
+    ) as client:
+        ob = OurbitSpot(client)
+        await ob.__aenter__()
+        await ob.update('balance')
+        print(ob.store.balance.find())
+
+
+import asyncio
+import time
+from hyperquant.broker.ourbit import OurbitSpot
+import pybotters
+from hyperquant.logkit import get_logger
+
+logger = get_logger('test_order_sync', './data/logs/test_order_sync.log', show_time=True)
+
+
+# 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__()
+            # print(change.operation, change.data)
+            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| OurbitSwap,
+    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 = 2,  # 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:
+            if isinstance(ob, OurbitSwap):
+                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）
+            for i in range(3):
+                try:
+                    await ob.cancel_order(oid)
+                    break
+                except Exception:
+                    pass
+                await asyncio.sleep(0.1)
+            # 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 test_order_sync_spot():
+    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
+        # now= time.time()
+        result = await order_sync( ob, symbol="SOL_USDT", side="buy", order_type="market", usdt_amount=8, price=200, window_sec=2)
+        print(result)
+        
+
+async def test_order_sync_swap():
+    async with pybotters.Client(
+        apis={
+            "ourbit": [
+                "WEBb401428e69af1815808e470be0a4f4e8a70a5c5cc0b0df0a33220f689167c629"
+            ]
+        }
+    ) as client:
+        ob = OurbitSwap(client)
+        await ob.__aenter__()
+        await ob.sub_personal()  # 私有频道
+ 
+        # await ob.sub_orderbook(["SOL_USDT"])  # 订单簿频道
+        # # 示例：市价
+        # now= time.time()
+        result = await order_sync( ob, symbol="SOL_USDT", side="buy", order_type="limit_IOC", usdt_amount=8, price=200, window_sec=3)
+        print(result)
+        
+
+
+if __name__ == "__main__":
+    import asyncio
+    asyncio.run(test_order_sync_swap())

{hyperquant-0.53 → hyperquant-0.55}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.52"
+version = "0.54"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },

hyperquant-0.53/apis.json

@@ -1,5 +0,0 @@
-{
-  "ourbit": [
-    "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
-  ]
-}

hyperquant-0.53/tests/test_ourbit.py

@@ -1,76 +0,0 @@
-import pybotters
-
-from hyperquant.broker.ourbit import OurbitSpot
-from hyperquant.broker.ourbit import OurbitSpot
-
-async def download_orders():
-    async with pybotters.Client(
-        apis={
-            "ourbit": [
-                "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
-            ]
-        }
-    ) as client:
-        # 时间区间 (毫秒)
-        start_time = 1757254540000   # 起始
-        end_time = 1757433599999     # 结束
-
-        page_size = 100              # 接口最大 100
-        page_num = 1
-        all_results = []
-
-        while True:
-            url = (
-                "https://www.ourbit.com/api/platform/spot/deal/deals"
-                f"?endTime={end_time}&pageNum={page_num}&pageSize={page_size}&startTime={start_time}"
-            )
-            res = await client.fetch("GET", url)
-            result_list = res.data["data"]["resultList"]
-            got = len(result_list)
-            print(f"page {page_num} -> {got} items")
-            all_results.extend(result_list)
-
-            if got < page_size:      # 最后一页
-                break
-            page_num += 1
-
-        print(f"total collected: {len(all_results)}")
-
-        # 写入汇总数据
-        import json
-        with open("deals.json", "w") as f:
-            json.dump(
-                {
-                    "data": {
-                        "resultList": all_results,
-                        "total": len(all_results),
-                        "pageSize": page_size,
-                        "pagesFetched": page_num
-                    }
-                },
-                f,
-                indent=2
-            )
-        print("Saved to deals.json")
-
-async def test_detail():
-    async with pybotters.Client() as client:
-        ob = OurbitSpot(client)
-        await ob.__aenter__()
-        print(ob.store.detail.get({
-            'name': 'OPEN'
-        }))
-
-async def test_query_orders():
-    async with pybotters.Client(
-        apis={
-            "ourbit": [
-                "WEB3bf088f8b2f2fae07592fe1a6240e2d798100a9cb2a91f8fda1056b6865ab3ee"
-            ]
-        }
-    ) as client:
-        ob = OurbitSpot(client)
-
-if __name__ == "__main__":
-    import asyncio
-    asyncio.run(test_detail())