hyperquant 0.63__tar.gz → 0.64__tar.gz

{hyperquant-0.63 → hyperquant-0.64}/PKG-INFO

@@ -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 → hyperquant-0.64}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.63"
+version = "0.64"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.63 → hyperquant-0.64}/src/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-0.63 → hyperquant-0.64}/src/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 → hyperquant-0.64}/tests/test_lbank.py

@@ -1,4 +1,5 @@
 import asyncio
+import json
 import zlib
 from aiohttp import ClientWebSocketResponse
 import pybotters
@@ -12,7 +13,9 @@ def callback(msg, ws: ClientWebSocketResponse = None):
 
 def callback2(msg, ws: ClientWebSocketResponse = None):
     # print("Received message:", msg)
-    print(str(msg))
+    # print(str(msg))
+    data = json.loads(msg)  
+    print(data.get('y'))
 
 
 async def main():
@@ -41,11 +44,20 @@ async def main2():
     async with pybotters.Client() as client:
         # webData2
         # x 为chanel, y为唯一标识, a为参数, z为版本号
-        client.ws_connect(
+        wsapp = client.ws_connect(
             "wss://uuws.rerrkvifj.com/ws/v3",
-            send_json={"x": 3, "y": "3000000001", "a": {"i": "BTCUSDT_0.1_25"}, "z": 1},
+            send_json={'x': 3, 'y': '3000000001', 'a': {'i': 'SOLUSDT_0.01_25'}, 'z': 1},
             hdlr_bytes=callback2,
         )
+        await wsapp._event.wait()
+
+        async with pybotters.Client() as client2:
+            client2.ws_connect(
+                "wss://uuws.rerrkvifj.com/ws/v3",
+                send_json={'x': 3, 'y': '3000000002', 'a': {'i': 'XRPUSDT_0.0001_25'}, 'z': 1},
+                hdlr_bytes=callback2,
+            )
+            await wsapp.current_ws.send_json({'x': 3, 'y': '3000000002', 'a': {'i': 'XRPUSDT_0.0001_25'}, 'z': 1})
 
         while True:
             await asyncio.sleep(1)
@@ -73,13 +85,17 @@ async def test_broker_detail():
 async def test_broker_subbook():
     async with pybotters.Client() as client:
         async with Lbank(client) as lb:
-            # 取20个symbol 尝试是否可以订阅成功
-            symbols = [item["symbol"] for item in lb.store.detail.find()[:4]]
+            symbols = [item['symbol'] for item in lb.store.detail.find()]
+            symbols = symbols[10:30]
+            print(symbols)
+
             await lb.sub_orderbook(symbols, limit=1)
+            
             while True:
+                print(lb.store.book.find({
+                    "s": symbols[8]
+                }))
                 await asyncio.sleep(1)
-                print(len(lb.store.book.find()))
-
 
 if __name__ == "__main__":
     asyncio.run(test_broker_subbook())

{hyperquant-0.63 → hyperquant-0.64}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.62"
+version = "0.63"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },