hyperquant 0.63__py3-none-any.whl → 0.64__py3-none-any.whl

hyperquant/broker/lbank.py

@@ -69,6 +69,14 @@ class Lbank:
         """订阅指定交易对的订单簿（遵循 LBank 协议）。
         """
 
+        async def sub(payload):
+            wsapp = self.client.ws_connect(
+                self.ws_url,
+                hdlr_bytes=self.store.onmessage,
+                send_json=payload,
+            )
+            await wsapp._event.wait()
+
         send_jsons = []
         y = 3000000001
         if limit:
@@ -94,10 +102,4 @@ class Lbank:
             self.store.register_book_channel(str(y), symbol)
             y += 1
 
-        wsapp = self.client.ws_connect(
-            self.ws_url,
-            send_json=send_jsons,
-            hdlr_bytes=self.store.onmessage,
-        )
-
-        await wsapp._event.wait()
+        await asyncio.gather(*(sub(send_json) for send_json in send_jsons))

hyperquant/broker/models/lbank.py

@@ -35,34 +35,7 @@ class Book(DataStore):
         self.symbol_map: dict[str, str] = {}
 
 
-    def _format_levels(
-        self,
-        levels: list[list[Any]],
-        channel_id: str | None,
-        side: str,
-        symbol: str | None,
-    ) -> list[dict[str, Any]]:
-        formatted: list[dict[str, Any]] = []
-        for level in levels:
-            if len(level) < 2:
-                continue
-            try:
-                price = float(level[0])
-                size = float(level[1])
-            except (TypeError, ValueError):  # pragma: no cover - defensive guard
-                continue
-            formatted.append(
-                {
-                    "id": channel_id,
-                    "S": side,
-                    "p": price,
-                    "q": size,
-                    "s": symbol,
-                }
-            )
-        if self.limit is not None:
-            formatted = formatted[: self.limit]
-        return formatted
+
 
     def _on_message(self, msg: Any) -> None:
         
@@ -81,11 +54,21 @@ class Book(DataStore):
         if symbol is None and data.get("i"):
             symbol = self.symbol_map.get(str(data["i"]))
 
-        bids = self._format_levels(data.get("b", []), channel_id, "b", symbol)
-        asks = self._format_levels(data.get("s", []), channel_id, "a", symbol)
-
+        bids = data.get("b", [])
+        asks = data.get("s", [])
         if not (bids or asks):
             return
+        bids = bids[: self.limit] if self.limit else bids
+        asks = asks[: self.limit] if self.limit else asks
+        bids = [
+            {"id": channel_id, "S": "b", "p": str(item[0]), "q": str(item[1]), "s": symbol}
+            for item in bids
+        ]
+        asks = [
+            {"id": channel_id, "S": "a", "p": str(item[0]), "q": str(item[1]), "s": symbol}
+            for item in asks
+        ]
+
 
         if channel_id is not None:
             self._find_and_delete({"id": channel_id})

{hyperquant-0.63.dist-info → hyperquant-0.64.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.63
+Version: 0.64
 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-0.63.dist-info → hyperquant-0.64.dist-info}/RECORD

@@ -7,19 +7,19 @@ 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/lbank.py,sha256=e-DnZg-rBwpTV7FWmPpG89Y7kk7NZOzilvEn7V3LEI0,2978
+hyperquant/broker/lbank.py,sha256=9waMiBfjsogewTwTOcaG5_5bJHLjXSrv56oqjEptgh4,3107
 hyperquant/broker/ourbit.py,sha256=NUcDSIttf-HGWzoW1uBTrGLPHlkuemMjYCm91MigTno,18228
 hyperquant/broker/ws.py,sha256=4Igi0zuwGHmU46BSz24sFURkYalrE5Z68qkZEFBfbJE,2147
 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=texNBwz_9r9CTl7dRNjvSm_toxV_og0TWnap3dqUk2s,15795
 hyperquant/broker/models/hyperliquid.py,sha256=c4r5739ibZfnk69RxPjQl902AVuUOwT8RNvKsMtwXBY,9459
-hyperquant/broker/models/lbank.py,sha256=_P0oRPID2Yd_cpElHa3QIT471YlfIzexXMrzm1WVnHI,7652
+hyperquant/broker/models/lbank.py,sha256=ArYBHHF9p66rNXs9fn41W2asa5mK-mqgplajCHr51YA,7106
 hyperquant/broker/models/ourbit.py,sha256=xMcbuCEXd3XOpPBq0RYF2zpTFNnxPtuNJZCexMZVZ1k,41965
 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-0.63.dist-info/METADATA,sha256=yR1kCvRQayVfbHDAbBQAEC53n_-xTwyyDz7jsIgtwBM,4317
-hyperquant-0.63.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.63.dist-info/RECORD,,
+hyperquant-0.64.dist-info/METADATA,sha256=8O2BgrL-YzkxoAf0oqBhE9-hLdcwpvbBL6e_gpnOlAk,4317
+hyperquant-0.64.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.64.dist-info/RECORD,,