hyperquant 0.69__tar.gz → 0.71__tar.gz

{hyperquant-0.69 → hyperquant-0.71}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.69
+Version: 0.71
 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-0.69 → hyperquant-0.71}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.69"
+version = "0.71"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

hyperquant-0.71/src/hyperquant/broker/bitget.py

@@ -0,0 +1,107 @@
+from __future__ import annotations
+
+import asyncio
+import itertools
+import logging
+import time
+from typing import Any, Iterable, Literal
+
+import pybotters
+
+from .models.bitget import BitgetDataStore
+from .lib.util import fmt_value
+
+logger = logging.getLogger(__name__)
+
+
+
+class Bitget:
+    """Bitget public market-data client (REST + WS)."""
+
+    def __init__(
+        self,
+        client: pybotters.Client,
+        *,
+        rest_api: str | None = None,
+        ws_url: str | None = None,
+    ) -> None:
+        self.client = client
+        self.store = BitgetDataStore()
+
+        self.rest_api = rest_api or "https://api.bitget.com"
+        self.ws_url = ws_url or "wss://ws.bitget.com/v2/ws/public"
+        self.ws_url_private = ws_url or "wss://ws.bitget.com/v2/ws/private"
+
+        self._ws_app = None
+
+
+    async def __aenter__(self) -> "Bitget":
+        await self.update("detail")
+        return self
+
+    async def __aexit__(self, exc_type, exc, tb) -> None:
+        pass
+
+    async def update(
+        self,
+        update_type: Literal["detail", 'ticker', 'all'] = "all",
+    ) -> None:
+        fet = []
+        if update_type in ("detail", "all"):
+            fet.append(
+                self.client.get(
+                    f"{self.rest_api}/api/v2/mix/market/contracts?productType=usdt-futures",
+                )
+            )
+        elif update_type in ("ticker", "all"):
+            fet.append(
+                self.client.get(
+                    f"{self.rest_api}/api/v2/mix/market/tickers?productType=usdt-futures",
+                )
+            )
+        
+        await self.store.initialize(*fet)
+
+    async def place_order(
+        self,
+        symbol: str,
+        *,
+        direction: Literal["buy", "sell", "0", "1"],
+        volume: float,
+        price: float | None = None,
+        order_type: Literal["market", "limit_ioc", "limit_gtc"] = "market",
+        offset_flag: Literal["open", "close", "0", "1"] = "open",
+        exchange_id: str = "Exchange",
+        product_group: str = "SwapU",
+        order_proportion: str = "0.0000",
+        client_order_id: str | None = None,
+    ) -> dict[str, Any]:
+       pass
+
+    async def cancel_order(
+        self,
+        order_sys_id: str,
+        *,
+        action_flag: str | int = "1",
+    ) -> dict[str, Any]:
+        pass
+
+
+    async def sub_orderbook(self, symbols: list[str], channel: str = 'books1') -> None:
+        """订阅指定交易对的订单簿（遵循 LBank 协议）。
+        """
+
+        submsg = {
+            "op": "subscribe",
+            "args": []
+        }
+        for symbol in symbols:
+            submsg["args"].append(
+                {"instType": "SPOT", "channel": channel, "instId": symbol}
+            )
+
+        self.client.ws_connect(
+            self.ws_url,
+            send_json=submsg,
+            hdlr_json=self.store.onmessage
+        )

hyperquant-0.71/src/hyperquant/broker/lib/util.py

@@ -0,0 +1,22 @@
+from decimal import ROUND_HALF_UP, Decimal
+
+
+def fmt_value(price: float, tick: float) -> str:
+    tick_dec = Decimal(str(tick))
+    price_dec = Decimal(str(price))
+    return str(
+        (price_dec / tick_dec).quantize(Decimal("1"), rounding=ROUND_HALF_UP) * tick_dec
+    )
+
+
+def place_to_step(place: int) -> float:
+    """
+    把 pricePlace / volumePlace 转换成 tick_size / lot_size
+
+    Args:
+        place (int): 小数位数，例如 pricePlace=1, volumePlace=2
+
+    Returns:
+        float: 步长 (step)，例如 0.1, 0.01
+    """
+    return 10 ** (-place)

hyperquant-0.71/src/hyperquant/broker/models/bitget.py

@@ -0,0 +1,283 @@
+from __future__ import annotations
+
+import asyncio
+from typing import TYPE_CHECKING, Any, Awaitable
+from aiohttp import ClientResponse
+from pybotters import DataStore
+from pybotters.models.bitget_v2 import BitgetV2DataStore
+from ..lib.util import place_to_step
+
+if TYPE_CHECKING:
+    from pybotters.typedefs import Item
+
+class Detail(DataStore):
+    """Futures instrument metadata store obtained from the futures instrument endpoint."""
+
+    _KEYS = ["symbol"]
+
+    def _transform(self, entry: dict[str, Any]) -> dict[str, Any] | None:
+        
+        step_size = entry.get('volume_place', 1)
+        tick_size = entry.get('price_place', 1)
+        step_size = place_to_step(step_size)
+        tick_size = place_to_step(tick_size)
+        entry['tickSize'] = tick_size
+        entry['stepSize'] = step_size
+        return entry
+
+    def _onresponse(self, data: list[dict[str, Any]] | dict[str, Any] | None) -> None:
+        if not data:
+            self._clear()
+            return
+        entries = data
+        if isinstance(data, dict):  # pragma: no cover - defensive guard
+            entries = data.get("data") or []
+        items: list[dict[str, Any]] = []
+        for entry in entries or []:
+            transformed = self._transform(entry)
+            if transformed:
+                items.append(transformed)
+        if not items:
+            self._clear()
+            return
+        self._clear()
+        self._insert(items)
+
+
+class Book(DataStore):
+    _KEYS = ["t", "s", "S", "p"]
+
+    def _onmessage(self, msg: Item) -> None:
+        action = msg["action"]
+        inst_type = msg["arg"]["instType"]
+        inst_id = msg["arg"]["instId"]
+
+        data_to_insert = []
+        data_to_update = []
+        data_to_delete = []
+        for book in msg["data"]:
+            for side in ("asks", "bids"):
+                for row in book[side]:
+                    converted_row = {
+                        "t": inst_type,
+                        "s": inst_id,
+                        "S": side[0],
+                        "p": row[0],
+                        "q": row[1],
+                    }
+                    if action == "snapshot":
+                        data_to_insert.append(converted_row)
+                    elif converted_row["q"] != "0":
+                        data_to_update.append(converted_row)
+                    else:
+                        data_to_delete.append(converted_row)
+
+        # Cleanup on reconnect
+        if action == "snapshot":
+            self._find_and_delete({"t": inst_type, "s": inst_id})
+
+        self._insert(data_to_insert)
+        self._update(data_to_update)
+        self._delete(data_to_delete)
+    
+    def sorted(
+        self, query: Item | None = None, limit: int | None = None
+    ) -> dict[str, list[Item]]:
+        return self._sorted(
+            item_key="side",
+            item_asc_key="a",
+            item_desc_key="b",
+            sort_key="p",
+            query=query,
+            limit=limit,
+        )
+
+
+class BitgetDataStore(BitgetV2DataStore):
+
+    def _init(self):
+        super()._init()
+        self._create('detail', datastore_class=Detail)
+        self._create("book", datastore_class=Book)
+        
+    async def initialize(self, *aws: Awaitable[ClientResponse]) -> None:
+        for fut in asyncio.as_completed(aws):
+            res = await fut
+            data = await res.json()
+            if res.url.path == '/api/v2/mix/market/contracts':
+                self.detail._onresponse(data)
+            elif res.url.path == '/api/v2/mix/market/tickers':
+                self.ticker._clear()
+                tickers = data.get('data', [])
+                # 为每个ticker添加额外的字段
+                for ticker in tickers:
+                    symbol = ticker.get('symbol')
+                    ticker['instId'] = symbol
+                    ticker['instType'] = 'futures'
+
+                self.ticker._update(tickers)
+    
+    @property
+    def detail(self) -> Detail:
+        """
+        _key: symbol
+
+        Data Structure:
+
+        .. code:: json
+
+            [
+                {
+                "symbol": "BTCUSDT",
+                "baseCoin": "BTC",
+                "quoteCoin": "USDT",
+                "buyLimitPriceRatio": "0.9",
+                "sellLimitPriceRatio": "0.9",
+                "feeRateUpRatio": "0.1",
+                "makerFeeRate": "0.0004",
+                "takerFeeRate": "0.0006",
+                "openCostUpRatio": "0.1",
+                "supportMarginCoins": [
+                    "USDT"
+                ],
+                "minTradeNum": "0.01",
+                "priceEndStep": "1",
+                "volumePlace": "2",
+                "stepSize": "0.01",
+                "tickSize": "0.1",
+                "pricePlace": "1",
+                "sizeMultiplier": "0.01",
+                "symbolType": "perpetual",
+                "minTradeUSDT": "5",
+                "maxSymbolOrderNum": "999999",
+                "maxProductOrderNum": "999999",
+                "maxPositionNum": "150",
+                "symbolStatus": "normal",
+                "offTime": "-1",
+                "limitOpenTime": "-1",
+                "deliveryTime": "",
+                "deliveryStartTime": "",
+                "launchTime": "",
+                "fundInterval": "8",
+                "minLever": "1",
+                "maxLever": "125",
+                "posLimit": "0.05",
+                "maintainTime": "1680165535278",
+                "maxMarketOrderQty": "220",
+                "maxOrderQty": "1200"
+            }]
+        
+        """
+        return self._get('detail')
+    
+    @property
+    def ticker(self) -> DataStore:
+        """
+        _KEYS = ["instType", "instId"]
+
+        Data Structure:
+
+        .. code:: json
+
+            [
+                {
+                    "symbol": "BTCUSDT",
+                    "lastPr": "111534.6",
+                    "askPr": "111534.6",
+                    "bidPr": "111534.5",
+                    "bidSz": "23.7924",
+                    "askSz": "8.1762",
+                    "high24h": "112300",
+                    "low24h": "109136.2",
+                    "ts": "1759115725508",
+                    "change24h": "0.01906",
+                    "baseVolume": "35520.11438048",
+                    "quoteVolume": "3932280581.066103549",
+                    "usdtVolume": "3932280581.066103549",
+                    "openUtc": "112100",
+                    "changeUtc24h": "-0.00504",
+                    "indexPrice": "111587.6090439271505504",
+                    "fundingRate": "-0.000002",
+                    "holdingAmount": "66775.1917",
+                    "deliveryStartTime": null,
+                    "deliveryTime": null,
+                    "deliveryStatus": "",
+                    "open24h": "109448.3",
+                    "markPrice": "111537",
+                    "instId": "BTCUSDT",
+                    "instType": "futures"
+                }
+            ]
+        """
+        return self._get('ticker')
+    
+    @property
+    def orders(self) -> DataStore:
+        """
+        _KEYS = ["instType", "instId", "orderId"]
+        .. code:: json
+
+            [
+                {
+                "instType": "futures",
+                "instId": "BTCUSDT",
+                "orderId": "1",
+                "clientOid": "1",
+                "size": "8.0000",
+                "newSize": "500.0000",
+                "notional": "8.000000",
+                "orderType": "market",
+                "force": "gtc",
+                "side": "buy",
+                "fillPrice": "26256.0",
+                "tradeId": "1",
+                "baseVolume": "0.0003",
+                "fillTime": "1695797773286",
+                "fillFee": "-0.00000018",
+                "fillFeeCoin": "BTC",
+                "tradeScope": "T",
+                "accBaseVolume": "0.0003",
+                "priceAvg": "26256.0",
+                "status": "partially_filled",
+                "cTime": "1695797773257",
+                "uTime": "1695797773326",
+                "stpMode": "cancel_taker",
+                "feeDetail": [
+                    {
+                    "feeCoin": "BTC",
+                    "fee": "-0.00000018"
+                    }
+                ],
+                "enterPointSource": "WEB"
+                }
+            ]
+        """
+        return self._get('orders')
+    
+    @property
+    def book(self) -> DataStore:
+        """
+        _KEYS = ["t", "s", "S", "p"]
+
+        Data Structure:
+
+        .. code:: json
+
+            [
+                {
+                    "t": "futures",
+                    "s": "BTCUSDT",
+                    "S": "a",
+                    "p": "111534.6",
+                    "q": "8.1762"
+                },
+                {
+                    "t": "futures",
+                    "s": "BTCUSDT",
+                    "S": "b",
+                    "p": "111534.5",
+                    "q": "23.7924"
+                }
+            ]
+        """
+        return self._get("book")

hyperquant-0.71/tests/test_bitget.py

@@ -0,0 +1,59 @@
+import pybotters
+from hyperquant.broker.models.bitget import BitgetDataStore
+
+
+async def test_update():
+    async with pybotters.Client() as client:
+        store = BitgetDataStore()
+        # await store.initialize(
+        #     client.get("https://api.bitget.com/api/v2/mix/market/contracts?productType=usdt-futures")
+        # )
+        # print(store.detail.find())
+        await store.initialize(
+            client.get(
+                "https://api.bitget.com/api/v2/mix/market/tickers?productType=usdt-futures"
+            )
+        )
+        print(store.ticker.find({"symbol": "BTCUSDT"}))
+
+
+async def subscribe_book():
+
+    async with pybotters.Client() as client:
+        store = BitgetDataStore()
+        client.ws_connect(
+            "wss://ws.bitget.com/v2/ws/public",
+            send_json={
+                "op": "subscribe",
+                "args": [
+                    {"instType": "SPOT", "channel": "books1", "instId": "BTCUSDT"}
+                ]
+            },
+            hdlr_json=store.onmessage
+        )
+
+        while True:
+            await asyncio.sleep(1)
+            print(store.book.find())
+
+from hyperquant.broker.bitget import Bitget
+async def test_broker_update():
+
+    async with pybotters.Client() as client:
+        bg = Bitget(client)
+        store = BitgetDataStore()
+        await bg.update('all')
+        print(bg.store.detail.find())
+
+async def test_broker_sub_orderbook():
+    async with pybotters.Client() as client:
+        bg = Bitget(client)
+        await bg.sub_orderbook(['BTCUSDT', 'ETHUSDT'])
+        while True:
+            await asyncio.sleep(1)
+            print(bg.store.book.find())
+
+if __name__ == "__main__":
+    import asyncio
+
+    asyncio.run(test_broker_sub_orderbook())

{hyperquant-0.69 → hyperquant-0.71}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.68"
+version = "0.7"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },

hyperquant-0.69/src/hyperquant/broker/lib/util.py

@@ -1,9 +0,0 @@
-from decimal import ROUND_HALF_UP, Decimal
-
-
-def fmt_value(price: float, tick: float) -> str:
-    tick_dec = Decimal(str(tick))
-    price_dec = Decimal(str(price))
-    return str(
-        (price_dec / tick_dec).quantize(Decimal("1"), rounding=ROUND_HALF_UP) * tick_dec
-    )