hyperquant 0.65__py3-none-any.whl → 0.67__py3-none-any.whl

hyperquant/broker/models/lbank.py

@@ -121,12 +121,247 @@ class Detail(DataStore):
         self._insert(items)
 
 
+class Orders(DataStore):
+    """Active order snapshots fetched via the REST order query."""
+
+    _KEYS = ["order_id"]
+
+    _ORDER_STATUS_MAP = {
+        "1": "filled",
+        "2": "filled",
+        "4": "open",
+        "5": "partially_filled",
+        "6": "canceled",
+    }
+
+    _DIRECTION_MAP = {
+        "0": "buy",
+        "1": "sell",
+    }
+
+    _OFFSET_FLAG_MAP = {
+        "0": "open",
+        "1": "close",
+    }
+
+    def _transform(self, entry: dict[str, Any]) -> dict[str, Any] | None:
+        if not entry:
+            return None
+
+        order_id = entry.get("OrderSysID") or entry.get("orderSysID")
+        if not order_id:
+            return None
+
+        direction = self._DIRECTION_MAP.get(str(entry.get("Direction")), str(entry.get("Direction")))
+        offset_flag = self._OFFSET_FLAG_MAP.get(
+            str(entry.get("OffsetFlag")), str(entry.get("OffsetFlag"))
+        )
+
+        order_price_type = str(entry.get("OrderPriceType")) if entry.get("OrderPriceType") is not None else None
+        order_type = str(entry.get("OrderType")) if entry.get("OrderType") is not None else None
+
+        if order_price_type == "4":
+            order_kind = "market"
+        elif order_type == "1":
+            order_kind = "limit_fak"
+        else:
+            order_kind = "limit"
+
+        status_code = str(entry.get("OrderStatus")) if entry.get("OrderStatus") is not None else None
+        status = self._ORDER_STATUS_MAP.get(status_code, status_code)
+
+        client_order_id = (
+            entry.get("LocalID")
+            or entry.get("localID")
+            or entry.get("LocalId")
+            or entry.get("localId")
+        )
+
+        return {
+            "order_id": order_id,
+            "client_order_id": client_order_id,
+            "symbol": entry.get("InstrumentID"),
+            "side": direction,
+            "offset": offset_flag,
+            "order_type": order_kind,
+            "price": entry.get("Price"),
+            "quantity": entry.get("Volume"),
+            "filled": entry.get("VolumeTraded"),
+            "remaining": entry.get("VolumeRemain"),
+            "status": status,
+            "status_code": status_code,
+            "position_id": entry.get("PositionID"),
+            "leverage": entry.get("Leverage"),
+            "frozen_margin": entry.get("FrozenMargin"),
+            "frozen_fee": entry.get("FrozenFee"),
+            "insert_time": entry.get("InsertTime"),
+            "update_time": entry.get("UpdateTime"),
+        }
+
+    @staticmethod
+    def _extract_rows(data: dict[str, Any] | None) -> list[dict[str, Any]]:
+        if not data:
+            return []
+        payload = data.get("data") if isinstance(data, dict) else None
+        if isinstance(payload, dict):
+            rows = payload.get("data")
+            if isinstance(rows, list):
+                return rows
+        if isinstance(payload, list):  # pragma: no cover - defensive path
+            return payload
+        return []
+
+    def _onresponse(self, data: dict[str, Any] | None) -> None:
+        rows = self._extract_rows(data)
+        if not rows:
+            self._clear()
+            return
+
+        items: list[dict[str, Any]] = []
+        for row in rows:
+            transformed = self._transform(row)
+            if transformed:
+                items.append(transformed)
+
+        self._clear()
+        if items:
+            self._insert(items)
+
+
+class OrderFinish(Orders):
+    """Finished order snapshots fetched from the historical REST endpoint."""
+
+    def _onresponse(self, data: dict[str, Any] | None) -> None:
+        rows: list[dict[str, Any]] = []
+        if isinstance(data, dict):
+            payload = data.get("data") or {}
+            if isinstance(payload, dict):
+                list_payload = payload.get("list") or {}
+                if isinstance(list_payload, dict):
+                    rows = list_payload.get("resultList") or []
+
+        if not rows:
+            self._clear()
+            return
+
+        items: list[dict[str, Any]] = []
+        for row in rows:
+            transformed = self._transform(row)
+            if transformed:
+                items.append(transformed)
+
+        self._clear()
+        if items:
+            self._insert(items)
+
+
+class Position(DataStore):
+    """Open position snapshots fetched from the REST position endpoint."""
+
+    _KEYS = ["position_id"]
+
+    _POS_DIRECTION_MAP = {
+        "1": "net",
+        "2": "long",
+        "3": "short",
+    }
+
+    def _transform(self, entry: dict[str, Any]) -> dict[str, Any] | None:
+        if not entry:
+            return None
+        position_id = entry.get("PositionID")
+        if not position_id:
+            return None
+
+        direction_code = str(entry.get("PosiDirection")) if entry.get("PosiDirection") is not None else None
+        side = self._POS_DIRECTION_MAP.get(direction_code, direction_code)
+
+        return {
+            "position_id": position_id,
+            "symbol": entry.get("InstrumentID"),
+            "side": side,
+            "quantity": entry.get("Position"),
+            "available": entry.get("AvailableUse"),
+            "avg_price": entry.get("OpenPrice"),
+            "entry_price": entry.get("OpenPrice"),
+            "leverage": entry.get("Leverage"),
+            "liquidation_price": entry.get("estimateLiquidationPrice") or entry.get("FORCECLOSEPRICE"),
+            "margin_used": entry.get("UseMargin"),
+            "unrealized_pnl": entry.get("PositionFee"),
+            "realized_pnl": entry.get("CloseProfit"),
+            "update_time": entry.get("UpdateTime"),
+            "insert_time": entry.get("InsertTime"),
+        }
+
+    def _onresponse(self, data: dict[str, Any] | None) -> None:
+        rows = Orders._extract_rows(data)  # reuse helper for nested payload
+        if not rows:
+            self._clear()
+            return
+
+        items: list[dict[str, Any]] = []
+        for row in rows:
+            transformed = self._transform(row)
+            if transformed:
+                items.append(transformed)
+
+        self._clear()
+        if items:
+            self._insert(items)
+
+
+class Balance(DataStore):
+    """Account balance snapshot derived from sendQryAll endpoint."""
+
+    _KEYS = ["asset"]
+
+    def _init(self) -> None:
+        self._asset: str | None = None
+
+    def set_asset(self, asset: str | None) -> None:
+        self._asset = asset
+
+    def _transform(self, payload: dict[str, Any]) -> dict[str, Any] | None:
+        if not payload:
+            return None
+        asset_balance = payload.get("assetBalance") or {}
+        if not asset_balance:
+            return None
+
+        asset = payload.get("asset") or asset_balance.get("currency") or self._asset or "USDT"
+
+        return {
+            "asset": asset,
+            "balance": asset_balance.get("balance"),
+            "available": asset_balance.get("available"),
+            "real_available": asset_balance.get("realAvailable"),
+            "frozen_margin": asset_balance.get("frozenMargin"),
+            "frozen_fee": asset_balance.get("frozenFee"),
+            "total_close_profit": asset_balance.get("totalCloseProfit"),
+            "cross_margin": asset_balance.get("crossMargin"),
+        }
+
+    def _onresponse(self, data: dict[str, Any] | None) -> None:
+        payload: dict[str, Any] = {}
+        if isinstance(data, dict):
+            payload = data.get("data") or {}
+
+        item = self._transform(payload)
+        self._clear()
+        if item:
+            self._insert([item])
+
+
 class LbankDataStore(DataStoreCollection):
     """Aggregates book/detail stores for the LBank public feed."""
 
     def _init(self) -> None:
         self._create("book", datastore_class=Book)
         self._create("detail", datastore_class=Detail)
+        self._create("orders", datastore_class=Orders)
+        self._create("order_finish", datastore_class=OrderFinish)
+        self._create("position", datastore_class=Position)
+        self._create("balance", datastore_class=Balance)
         self._channel_to_symbol: dict[str, str] = {}
 
     @property
@@ -185,6 +420,104 @@ class LbankDataStore(DataStoreCollection):
         """
         return self._get("detail")
 
+    @property
+    def orders(self) -> Orders:
+        """
+        活跃订单数据流。
+
+        此属性表示通过 REST 接口获取的当前活跃订单快照，包括已开仓订单、部分成交订单等状态。
+
+        Data structure:
+            [
+                {
+                    "order_id": <系统订单ID>,
+                    "client_order_id": <用户自定义订单ID>,
+                    "symbol": <合约ID>,
+                    "side": "buy" 或 "sell",
+                    "offset": "open" 或 "close",
+                    "order_type": "limit" / "market" / "limit_fak",
+                    "price": <下单价格>,
+                    "quantity": <下单数量>,
+                    "filled": <已成交数量>,
+                    "remaining": <剩余数量>,
+                    "status": <订单状态>,
+                    "status_code": <原始状态码>,
+                    "position_id": <关联仓位ID>,
+                    "leverage": <杠杆倍数>,
+                    "frozen_margin": <冻结保证金>,
+                    "frozen_fee": <冻结手续费>,
+                    "insert_time": <下单时间>,
+                    "update_time": <更新时间>
+                },
+                ...
+            ]
+
+        通过本属性可以跟踪当前活跃订单状态，便于订单管理和风控。
+        """
+        return self._get("orders")
+
+    @property
+    def order_finish(self) -> OrderFinish:
+        """历史已完成订单数据流，与 ``orders`` 字段保持兼容。"""
+        return self._get("order_finish")
+
+    @property
+    def position(self) -> Position:
+        """
+        持仓数据流。
+
+        此属性表示通过 REST 接口获取的当前持仓快照，包括多头、空头或净持仓等方向信息。
+
+        Data structure:
+            [
+                {
+                    "position_id": <仓位ID>,
+                    "symbol": <合约ID>,
+                    "side": "long" / "short" / "net",
+                    "quantity": <持仓数量>,
+                    "available": <可用数量>,
+                    "avg_price": <持仓均价>,
+                    "entry_price": <开仓均价>,
+                    "leverage": <杠杆倍数>,
+                    "liquidation_price": <预估强平价>,
+                    "margin_used": <已用保证金>,
+                    "unrealized_pnl": <未实现盈亏>,
+                    "realized_pnl": <已实现盈亏>,
+                    "update_time": <更新时间>,
+                    "insert_time": <插入时间>
+                },
+                ...
+            ]
+
+        通过本属性可以跟踪账户当前仓位状态，便于盈亏分析和风控。
+        """
+        return self._get("position")
+
+    @property
+    def balance(self) -> Balance:
+        """
+        账户余额数据流。
+
+        此属性表示通过 REST 接口获取的账户资产快照，包括余额、可用余额、保证金等信息。
+
+        Data structure:
+            [
+                {
+                    "asset": <资产币种>,
+                    "balance": <总余额>,
+                    "available": <可用余额>,
+                    "real_available": <实际可用余额>,
+                    "frozen_margin": <冻结保证金>,
+                    "frozen_fee": <冻结手续费>,
+                    "total_close_profit": <累计平仓收益>,
+                    "cross_margin": <全仓保证金>
+                }
+            ]
+
+        通过本属性可以跟踪账户余额与资金情况，便于资金管理和风险控制。
+        """
+        return self._get("balance")
+
 
     def register_book_channel(self, channel_id: str, symbol: str, *, raw_symbol: str | None = None) -> None:
         if channel_id is not None:
@@ -197,8 +530,17 @@ class LbankDataStore(DataStoreCollection):
         for fut in asyncio.as_completed(aws):
             res = await fut
             data = await res.json()
+
             if res.url.path == "/cfd/agg/v1/instrument":
                 self.detail._onresponse(data)
+            if res.url.path == "/cfd/query/v1.0/Order":
+                self.orders._onresponse(data)
+            if res.url.path == "/cfd/query/v1.0/Position":
+                self.position._onresponse(data)
+            if res.url.path == "/cfd/agg/v1/sendQryAll":
+                self.balance._onresponse(data)
+            if res.url.path == "/cfd/cff/v1/FinishOrder":
+                self.order_finish._onresponse(data)
 
 
     def onmessage(self, msg: Item, ws: ClientWebSocketResponse | None = None) -> None:

hyperquant/broker/ws.py

@@ -1,9 +1,12 @@
 import asyncio
+import base64
 import time
+from typing import Any
 
 import pybotters
 from pybotters.ws import ClientWebSocketResponse, logger
 from pybotters.auth import Hosts
+import urllib
 import yarl
 
 
@@ -59,7 +62,5 @@ class WssAuth:
                     break
                 else:
                     logger.warning(f"WebSocket login failed: {data}")
-
-
-
+    
 pybotters.ws.AuthHosts.items['futures.ourbit.com'] = pybotters.auth.Item("ourbit", WssAuth.ourbit)

{hyperquant-0.65.dist-info → hyperquant-0.67.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.65
+Version: 0.67
 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-0.65.dist-info → hyperquant-0.67.dist-info}/RECORD

@@ -4,22 +4,24 @@ hyperquant/db.py,sha256=i2TjkCbmH4Uxo7UTDvOYBfy973gLcGexdzuT_YcSeIE,6678
 hyperquant/draw.py,sha256=up_lQ3pHeVLoNOyh9vPjgNwjD0M-6_IetSGviQUgjhY,54624
 hyperquant/logkit.py,sha256=nUo7nx5eONvK39GOhWwS41zNRL756P2J7-5xGzwXnTY,8462
 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/auth.py,sha256=Wst7mTBuUS2BQ5hZd0a8FNNs5Uc01ac9WzJpseTuyAY,7673
+hyperquant/broker/edgex.py,sha256=TqUO2KRPLN_UaxvtLL6HnA9dAQXC1sGxOfqTHd6W5k8,18378
 hyperquant/broker/hyperliquid.py,sha256=7MxbI9OyIBcImDelPJu-8Nd53WXjxPB5TwE6gsjHbto,23252
-hyperquant/broker/lbank.py,sha256=kuxRfZylGZK3LRMzQJcB3w_nOXWM9-si65EwDsj0DnY,3325
+hyperquant/broker/lbank.py,sha256=lai9xgK4Vbw7qPhRb7PGj-qKgFP40m1rHgVguTAXqDg,10756
 hyperquant/broker/ourbit.py,sha256=NUcDSIttf-HGWzoW1uBTrGLPHlkuemMjYCm91MigTno,18228
-hyperquant/broker/ws.py,sha256=4Igi0zuwGHmU46BSz24sFURkYalrE5Z68qkZEFBfbJE,2147
+hyperquant/broker/ws.py,sha256=9Zu5JSLj-ylYEVmFmRwvZDDnVYKwb37cLHfZzA0AZGc,2200
+hyperquant/broker/lib/edgex_sign.py,sha256=lLUCmY8HHRLfLKyGrlTJYaBlSHPsIMWg3EZnQJKcmyk,95785
 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/lib/util.py,sha256=u02kGb-7LMCi32UNLeKoPaZBZ2LBEjx72KRkaKX0yQg,275
+hyperquant/broker/models/edgex.py,sha256=vPAkceal44cjTYKQ_0BoNAskOpmkno_Yo1KxgMLPc6Y,33954
 hyperquant/broker/models/hyperliquid.py,sha256=c4r5739ibZfnk69RxPjQl902AVuUOwT8RNvKsMtwXBY,9459
-hyperquant/broker/models/lbank.py,sha256=ArYBHHF9p66rNXs9fn41W2asa5mK-mqgplajCHr51YA,7106
+hyperquant/broker/models/lbank.py,sha256=ZCD1dOUMyWPT8lKDj6C6LcHEof2d0JN384McURzLA-s,18868
 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-0.65.dist-info/METADATA,sha256=Yr3ioVFeA70YO0DwclPrN1Wcy8KX4ZLHomerfHR8rxw,4317
-hyperquant-0.65.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.65.dist-info/RECORD,,
+hyperquant-0.67.dist-info/METADATA,sha256=5v5iJ5vnK9QCgjCjtAGZsKwlAdyG0TPc1_ppcUJtjw4,4317
+hyperquant-0.67.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.67.dist-info/RECORD,,