hyperquant 0.5__py3-none-any.whl → 0.7__py3-none-any.whl

hyperquant/broker/edgex.py

@@ -0,0 +1,500 @@
+from __future__ import annotations
+
+import asyncio
+from decimal import Decimal
+import hashlib
+import math
+import random
+import re
+import time
+from typing import Any, Iterable, Literal
+
+import pybotters
+
+from .models.edgex import EdgexDataStore
+from .lib.edgex_sign import LimitOrderMessage, LimitOrderSigner
+from .lib.util import fmt_value
+
+def gen_client_id():
+    # 1. 生成 [0,1) 的浮点数
+    r = random.random()
+    # 2. 转成字符串
+    s = str(r)  # e.g. "0.123456789"
+    # 3. 去掉 "0."
+    digits = s[2:]
+    # 4. 去掉前导 0
+    digits = re.sub(r"^0+", "", digits)
+    return digits
+
+
+def calc_nonce(client_order_id: str) -> int:
+    digest = hashlib.sha256(client_order_id.encode()).hexdigest()
+    return int(digest[:8], 16)
+
+def bignumber_to_string(x: Decimal) -> str:
+    # normalize 去掉尾随零，然后用 f 格式避免科学计数法
+    s = format(x.normalize(), "f")
+    # 去掉小数点后多余的 0
+    if "." in s:
+        s = s.rstrip("0").rstrip(".")
+    return s
+
+class Edgex:
+    """
+    Edgex 公共 API (HTTP/WS) 封装。
+
+    说明
+    - 当前仅包含公共行情数据（不包含私有接口）。
+    - 订单簿频道命名规则：``depth.{contractId}.{level}``。
+      成功订阅后，服务器会先推送一次完整快照（depthType=SNAPSHOT），之后持续推送增量（depthType=CHANGED）。
+      解析后的结果存入 ``EdgexDataStore.book``。
+
+    参数
+    - client: ``pybotters.Client`` 实例
+    - api_url: REST 基地址；默认使用 Edgex 官方 testnet 站点
+    - ws_url: WebSocket 基地址；如不提供，则默认使用官方文档地址。
+    """
+
+    def __init__(
+        self,
+        client: pybotters.Client,
+        *,
+        api_url: str | None = None,
+    ) -> None:
+        self.client = client
+        self.store = EdgexDataStore()
+        # 公共端点可能因环境/地区不同而变化，允许外部覆盖。
+        self.api_url = api_url or "https://pro.edgex.exchange"
+        self.ws_url = "wss://quote.edgex.exchange"
+        self.userid = None
+        self.eth_address = None
+        self.l2key = None
+
+        api = self.client._session.__dict__['_apis'].get("edgex")  # type: ignore
+        if api:
+            self.l2key = api[2].split("-")[1]
+
+    async def __aenter__(self) -> "Edgex":
+        # 初始化基础合约元数据，便于后续使用 tickSize 等字段。
+        await self.update_detail()
+        await self.sync_user()
+        return self
+    
+    async def sync_user(self) -> dict[str, Any]:
+        # https://pro.edgex.exchange/api/v1/private/user/getUserInfo
+        # https://pro.edgex.exchange/api/v1/private/account/getAccountPage?size=100
+        # url = self._resolve_api_path("/api/v1/private/user/getUserInfo")
+        # url = self._resolve_api_path("/api/v1/private/account/getAccountPage")
+   
+        res = await self.client.get(f'{self.api_url}/api/v1/private/account/getAccountPage?size=100')
+        
+        data = await res.json()
+      
+        # 重新取 userId ethAddress accountId
+        data = data.get("data", {})
+        accounts = data.get("dataList", [])
+        if accounts:
+            account = accounts[0]
+            self.userid = account.get("userId")
+            self.eth_address = account.get("ethAddress")
+            self.accountid = account.get("id")
+        else:
+            raise ValueError("No account data found in response")
+    
+    async def sub_personal(self) -> None:
+        """订阅用户相关的私有频道（需要登录）。"""
+        await self.client.ws_connect(
+            f"{self.ws_url}/api/v1/private/ws?accountId={self.accountid}&timestamp=" + str(int(time.time() * 1000)),
+            hdlr_json=self.store.onmessage,
+        )
+
+    async def __aexit__(
+        self,
+        exc_type: type[BaseException] | None,
+        exc: BaseException | None,
+        tb: BaseException | None,
+    ) -> None:
+        # Edgex 当前没有需要关闭的资源；保持接口与 Ourbit 等类一致。
+        return None
+
+    async def update_detail(self) -> dict[str, Any]:
+        """Fetch and cache contract metadata via the public REST endpoint."""
+
+        await self.store.initialize(
+            self.client.get(f'{self.api_url}/api/v1/public/meta/getMetaData'),
+        )
+
+    async def update(
+        self,
+        update_type: Literal["balance", "position", "orders", "ticker", "all"] = "all",
+        *,
+        contract_id: str | None = None,
+    ) -> None:
+        """使用 REST 刷新本地缓存的账户资产、持仓、活动订单与 24h 行情。"""
+
+        requires_account = {"balance", "position", "orders", "all"}
+        if update_type in requires_account and not getattr(self, "accountid", None):
+            raise ValueError("accountid not set; call sync_user() before update().")
+
+        account_asset_url = None
+        active_orders_url = None
+        if update_type in requires_account:
+            account_asset_url = (
+                f"{self.api_url}/api/v1/private/account/getAccountAsset"
+                f"?accountId={self.accountid}"
+            )
+            active_orders_url = (
+                f"{self.api_url}/api/v1/private/order/getActiveOrderPage"
+                f"?accountId={self.accountid}&size=200"
+            )
+
+        ticker_url = f"{self.api_url}/api/v1/public/quote/getTicker"
+        if contract_id:
+            ticker_url = f"{ticker_url}?contractId={contract_id}"
+
+        url_map: dict[str, list[str]] = {
+            "balance": [account_asset_url] if account_asset_url else [],
+            "position": [account_asset_url] if account_asset_url else [],
+            "orders": [active_orders_url] if active_orders_url else [],
+            "ticker": [ticker_url],
+            "all": [
+                *(url for url in (account_asset_url, active_orders_url) if url),
+                ticker_url,
+            ],
+        }
+
+        try:
+            urls = url_map[update_type]
+        except KeyError:
+            raise ValueError(f"update_type err: {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_orderbook(
+        self,
+        contract_ids: str | Iterable[str] | None = None,
+        *,
+        symbols: str | Iterable[str] | None = None,
+        level: int = 15,
+        ws_url: str | None = None,
+    ) -> None:
+        """订阅指定合约 ID 或交易对名的订单簿（遵循 Edgex 协议）。
+
+        规范
+        - 默认 WS 端点：wss://quote.edgex.exchange（可通过参数/实例覆盖）
+        - 每个频道的订阅报文：
+          {"type": "subscribe", "channel": "depth.{contractId}.{level}"}
+        - 服务端在订阅成功后，会先推送一次快照，再持续推送增量。
+        """
+
+        ids: list[str] = []
+        if contract_ids is not None:
+            if isinstance(contract_ids, str):
+                ids.extend([contract_ids])
+            else:
+                ids.extend(contract_ids)
+
+        if symbols is not None:
+            if isinstance(symbols, str):
+                lookup_symbols = [symbols]
+            else:
+                lookup_symbols = list(symbols)
+
+            for symbol in lookup_symbols:
+                matches = self.store.detail.find({"contractName": symbol})
+                if not matches:
+                    raise ValueError(f"Unknown Edgex symbol: {symbol}")
+                ids.append(str(matches[0]["contractId"]))
+
+        if not ids:
+            raise ValueError("contract_ids or symbols must be provided")
+
+        channels = [f"depth.{cid}.{level}" for cid in ids]
+
+        # 优先使用参数 ws_url，其次使用实例的 ws_url，最后使用默认地址。
+        url =  f"{self.ws_url}/api/v1/public/ws?timestamp=" + str(int(time.time() * 1000))
+
+        # 根据文档：每个频道一条订阅指令，允许一次发送多个订阅对象。
+        payload = [{"type": "subscribe", "channel": ch} for ch in channels]
+
+        wsapp = self.client.ws_connect(url, send_json=payload, hdlr_json=self.store.onmessage)
+        # 等待 WS 完成握手再返回，确保订阅报文成功发送。
+        await wsapp._event.wait()
+
+    async def sub_ticker(
+        self,
+        contract_ids: str | Iterable[str] | None = None,
+        *,
+        symbols: str | Iterable[str] | None = None,
+        all_contracts: bool = False,
+        periodic: bool = False,
+        ws_url: str | None = None,
+    ) -> None:
+        """订阅 24 小时行情推送。
+
+        参数
+        - contract_ids / symbols: 指定单个或多个合约；二者至少提供一个。
+        - all_contracts: 订阅 ``ticker.all``（或 ``ticker.all.1s``）。
+        - periodic: 与 ``all_contracts`` 配合，true 则订阅 ``ticker.all.1s``。
+        """
+
+        channels: list[str] = []
+
+        if all_contracts:
+            channel = "ticker.all.1s" if periodic else "ticker.all"
+            channels.append(channel)
+        else:
+            ids: list[str] = []
+            if contract_ids is not None:
+                if isinstance(contract_ids, str):
+                    ids.append(contract_ids)
+                else:
+                    ids.extend(contract_ids)
+
+            if symbols is not None:
+                if isinstance(symbols, str):
+                    lookup_symbols = [symbols]
+                else:
+                    lookup_symbols = list(symbols)
+
+                for symbol in lookup_symbols:
+                    matches = self.store.detail.find({"contractName": symbol})
+                    if not matches:
+                        raise ValueError(f"Unknown Edgex symbol: {symbol}")
+                    ids.append(str(matches[0]["contractId"]))
+
+            if not ids:
+                raise ValueError("Provide contract_ids/symbols or set all_contracts=True")
+
+            channels.extend(f"ticker.{cid}" for cid in ids)
+
+        url = ws_url or f"{self.ws_url}/api/v1/public/ws?timestamp=" + str(int(time.time() * 1000))
+        payload = [{"type": "subscribe", "channel": ch} for ch in channels]
+        print(payload)
+        wsapp = self.client.ws_connect(url, send_json=payload, hdlr_json=self.store.onmessage)
+        await wsapp._event.wait()
+
+    def _fmt_price(self, symbol: str, price: float) -> str:
+        o = self.store.detail.get({"contractName": symbol})
+        if not o:
+            raise ValueError(f"Unknown Edgex symbol: {symbol}")
+        tick = float(o.get("tickSize"))
+        return fmt_value(price, float(tick))
+    
+    def _fmt_size(self, symbol: str, size: float) -> str:
+        o = self.store.detail.get({"contractName": symbol})
+        if not o:
+            raise ValueError(f"Unknown Edgex symbol: {symbol}")
+        step = float(o.get("stepSize"))
+        return fmt_value(size, float(step))
+    
+
+    async def place_order(
+        self,
+        symbol: str,
+        side: Literal["buy", "sell"],
+        price: float = None,
+        quantity: float = None,
+        order_type: Literal["market", "limit_ioc", "limit_gtc"] = "limit_ioc",
+        usdt_amount: float = None,
+    ):  
+        """下单接口（私有 REST）。
+        返回值order_id: str
+        """
+        
+        # 前端请求模板
+        args = {
+            "price": "210.00",
+            "size": "1.0",
+            "type": "LIMIT",
+            "timeInForce": "GOOD_TIL_CANCEL",
+            "reduceOnly": False,
+            "isPositionTpsl": False,
+            "isSetOpenTp": False,
+            "isSetOpenSl": False,
+            "accountId": "663528067938910372",
+            "contractId": "10000003",
+            "side": "BUY",
+            "triggerPrice": "",
+            "triggerPriceType": "LAST_PRICE",
+            "clientOrderId": "39299826149407513",
+            "expireTime": "1760352231536",
+            "l2Nonce": "1872301",
+            "l2Value": "210",
+            "l2Size": "1.0",
+            "l2LimitFee": "1",
+            "l2ExpireTime": "1761129831536",
+            "l2Signature": "03c4d84c30586b12ab9fec939a875201e58dac9a0391f15eb6118ab2fb50464804ce38b19cc5e07c973fc66b449bec0274058ea2d012c1c7a580f805d2c7a1d3",
+            "extraType": "",
+            "extraDataJson": "",
+            "symbol": "SOLUSD",
+            "showEqualValInput": False,
+            "maxSellQTY": 1, # 不需要特别计算, 服务器不校验
+            "maxBuyQTY": 1 # 不需要特别计算, 服务器不校验
+        }
+
+        try:
+            size = Decimal(self._fmt_size(symbol, quantity))
+            price = Decimal(self._fmt_price(symbol, price))
+        except (ValueError, TypeError):
+            raise ValueError("failed to parse size or price")
+        
+        if 'gtc' in order_type:
+            args['timeInForce'] = "GOOD_TIL_CANCEL"
+        if 'ioc' in order_type:
+            args['timeInForce'] = "IMMEDIATE_OR_CANCEL"
+        if 'limit' in order_type:
+            args['type'] = "LIMIT"
+        if 'market' in order_type:
+            args['type'] = "MARKET"
+  
+            if side == 'buy':
+                price = price * 10
+            else:
+                tick_size = self.store.detail.get({'contractName': symbol}).get("tickSize")
+                price = Decimal(tick_size)
+
+        if not self.l2key or not self.userid:
+            raise ValueError("L2 key or userId is not set. Ensure API keys are correctly configured.")
+
+
+        collateral_coin = self.store.app.get({'appName': 'edgeX'})
+
+        c = self.store.detail.get({'contractName': symbol})
+        if not c:
+            raise ValueError(f"Unknown Edgex symbol: {symbol}")
+        hex_resolution = c.get("starkExResolution", "0x0")
+        hex_resolution = hex_resolution.replace("0x", "")
+
+        try:
+            resolution_int = int(hex_resolution, 16)
+            resolution = Decimal(resolution_int)
+        except (ValueError, TypeError):
+            raise ValueError("failed to parse hex resolution")
+        
+        client_order_id = gen_client_id()
+
+        # Calculate values
+        value_dm:Decimal = price * size
+        
+        amount_synthetic = int(size * resolution)
+        amount_collateral = int(value_dm * Decimal("1000000"))  # Shift 6 decimal places
+        
+        
+        # Calculate fee based on order type (maker/taker)
+        try:
+            fee_rate = Decimal(c.get("defaultTakerFeeRate", "0"))
+        except (ValueError, TypeError):
+            raise ValueError("failed to parse fee rate")
+
+        # Calculate fee amount in decimal with ceiling to integer
+        amount_fee_dm = Decimal(str(math.ceil(float(value_dm * fee_rate))))
+        amount_fee_str = str(amount_fee_dm)
+
+        # Convert to the required integer format for the protocol
+        amount_fee = int(amount_fee_dm * Decimal("1000000"))  # Shift 6 decimal places
+
+        nonce = calc_nonce(client_order_id)
+        now = int(time.time() * 1000)
+        l2_expire_time = int(now + 2592e6)  # 30 天后
+        expireTime = int(l2_expire_time - 7776e5)  # 提前 9 天
+
+
+        # Calculate signature using asset IDs from metadata
+        expire_time_unix = int(l2_expire_time // (60 * 60 * 1000))
+
+        asset_id_synthetic = c.get("starkExSyntheticAssetId")
+
+        act_id = self.accountid
+
+        message = LimitOrderMessage(
+            asset_id_synthetic=asset_id_synthetic, # SOLUSD
+            asset_id_collateral=collateral_coin.get("starkExCollateralStarkExAssetId"), # USDT
+            asset_id_fee=collateral_coin.get("starkExCollateralStarkExAssetId"),
+            is_buy= side=='buy',  # isBuyingSynthetic
+            amount_synthetic=amount_synthetic,      # quantumsAmountSynthetic
+            amount_collateral=amount_collateral,     # quantumsAmountCollateral
+            amount_fee=amount_fee,              # quantumsAmountFee
+            nonce=int(nonce),                # nonce
+            position_id=int(act_id),  # positionId
+            expiration_epoch_hours=int(expire_time_unix),   # 此处也比较重要 # TODO: 计算
+        )
+
+        # 取 L2 私钥
+
+
+        signer = LimitOrderSigner(self.l2key)
+        hash_hex, signature_hex = signer.sign(message)
+        value_str = bignumber_to_string(value_dm)
+        
+        price_str = str(price) if 'limit' in order_type else "0"
+
+        args.update({
+            'price': price_str,
+            'size': str(float(size)),
+            'side': side.upper(),
+            'accountId': str(act_id),
+            'contractId': str(c.get("contractId")),
+            'clientOrderId': client_order_id,
+            'expireTime': str(expireTime),
+            'l2ExpireTime': str(l2_expire_time),
+            'l2Nonce': str(nonce),
+            'l2Value': value_str,
+            'l2Size': str(float(size)),
+            'l2LimitFee': amount_fee_str,
+            'l2Signature': signature_hex,
+            'symbol': symbol
+        })
+
+
+
+        res = await self.client.post(
+            f'{self.api_url}/api/v1/private/order/createOrder',
+            data=args
+        )
+
+        data:dict = await res.json()
+        if data.get("code") != "SUCCESS":  # pragma: no cover - defensive guard
+            raise RuntimeError(f"Failed to place Edgex order: {data}")
+
+        latency = int(data.get("responseTime",0)) - int(data.get("requestTime",0))
+        print(latency)
+        order_id = data.get("data", {}).get("orderId")
+        return order_id
+    
+    async def cancel_orders(self, order_ids: list[str]) -> dict[str, Any]:
+        """
+        批量撤单接口（私有 REST）。
+        
+        .. code:: json
+            {
+                "665186247567737508": "SUCCESS"
+            }
+        """
+
+        args = {
+            "orderIdList": order_ids,
+            "accountId": str(self.accountid),
+        }
+        res = await self.client.post(
+            f'{self.api_url}/api/v1/private/order/cancelOrderById',
+            data=args
+        )
+        data: dict = await res.json()
+        print(data)
+        if data.get("code") != "SUCCESS":  # pragma: no cover - defensive guard
+            raise RuntimeError(f"Failed to cancel Edgex orders: {data}")
+        return data.get("data", {}).get("cancelResultMap", {})
+
+
+    async def __aexit__(
+        self,
+        exc_type: type[BaseException] | None,
+        exc: BaseException | None,
+        tb: BaseException | None,
+    ) -> None:
+        # Edgex 当前没有需要关闭的资源；保持接口与 Ourbit 等类一致。
+        return None