hyperquant 0.6__py3-none-any.whl → 0.8__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
hyperquant/broker/auth.py CHANGED
@@ -1,7 +1,10 @@
1
+ import base64
2
+ import hmac
3
+ import urllib.parse
1
4
  import time
2
5
  import hashlib
3
6
  from typing import Any
4
- from aiohttp import ClientWebSocketResponse
7
+ from aiohttp import ClientWebSocketResponse, FormData, JsonPayload
5
8
  from multidict import CIMultiDict
6
9
  from yarl import URL
7
10
  import pybotters
@@ -13,8 +16,106 @@ def md5_hex(s: str) -> str:
13
16
  return hashlib.md5(s.encode("utf-8")).hexdigest()
14
17
 
15
18
 
19
+
20
+ def serialize(obj, prefix=''):
21
+ """
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+ Python 版 UK/v:递归排序 + urlencode + 展平
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+ """
24
+ def _serialize(obj, prefix=''):
25
+ if obj is None:
26
+ return []
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+ if isinstance(obj, dict):
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+ items = []
29
+ for k in sorted(obj.keys()):
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+ v = obj[k]
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+ n = f"{prefix}[{k}]" if prefix else k
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+ items.extend(_serialize(v, n))
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+ return items
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+ elif isinstance(obj, list):
35
+ # JS style: output key once, then join values by &
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+ values = []
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+ for v in obj:
38
+ if isinstance(v, dict):
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+ # Recursively serialize dict, but drop key= part (just use value part)
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+ sub = _serialize(v, prefix)
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+ # sub is a list of key=value, but we want only value part
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+ for s in sub:
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+ # s is like 'key=value', need only value
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+ parts = s.split('=', 1)
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+ if len(parts) == 2:
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+ values.append(parts[1])
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+ else:
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+ values.append(parts[0])
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+ else:
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+ # Handle booleans and empty strings
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+ if isinstance(v, bool):
52
+ val = "true" if v else "false"
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+ elif v == "":
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+ val = ""
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+ else:
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+ val = str(v)
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+ values.append(val)
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+ return [f"{urllib.parse.quote(str(prefix))}={'&'.join(values)}"]
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+ else:
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+ # Handle booleans and empty strings
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+ if isinstance(obj, bool):
62
+ val = "true" if obj else "false"
63
+ elif obj == "":
64
+ val = ""
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+ else:
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+ val = str(obj)
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+ return [f"{urllib.parse.quote(str(prefix))}={val}"]
68
+ return "&".join(_serialize(obj, prefix))
69
+
16
70
  # 🔑 Ourbit 的鉴权函数
17
71
  class Auth:
72
+ @staticmethod
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+ def edgex(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
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+ method: str = args[0]
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+ url: URL = args[1]
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+ data = kwargs.get("data") or {}
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+ headers: CIMultiDict = kwargs["headers"]
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+
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+ session = kwargs["session"]
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+ api_key:str = session.__dict__["_apis"][pybotters.auth.Hosts.items[url.host].name][0]
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+ secret = session.__dict__["_apis"][pybotters.auth.Hosts.items[url.host].name][1]
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+ passphrase:str = session.__dict__["_apis"][pybotters.auth.Hosts.items[url.host].name][2]
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+ passphrase = passphrase.split("-")[0]
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+ timestamp = str(int(time.time() * 1000))
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+ # timestamp = "1758535055061"
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+
87
+ raw_body = ""
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+ if data and method.upper() in ["POST", "PUT", "PATCH"] and data:
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+ raw_body = serialize(data)
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+ else:
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+ raw_body = serialize(dict(url.query.items()))
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+
93
+
94
+ secret_quoted = urllib.parse.quote(secret, safe="")
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+ b64_secret = base64.b64encode(secret_quoted.encode("utf-8")).decode()
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+ message = f"{timestamp}{method.upper()}{url.raw_path}{raw_body}"
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+ sign = hmac.new(b64_secret.encode("utf-8"), message.encode("utf-8"), hashlib.sha256).hexdigest()
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+
99
+ sigh_header = {
100
+ "X-edgeX-Api-Key": api_key,
101
+ "X-edgeX-Passphrase": passphrase,
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+ "X-edgeX-Signature": sign,
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+ "X-edgeX-Timestamp": timestamp,
104
+ }
105
+ # ws单独进行签名
106
+ if headers.get("Upgrade") == "websocket":
107
+ json_str = pyjson.dumps(sigh_header, separators=(",", ":"))
108
+ b64_str = base64.b64encode(json_str.encode("utf-8")).decode("utf-8")
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+ b64_str.replace("=", "")
110
+ headers.update({"Sec-WebSocket-Protocol": b64_str})
111
+ else:
112
+ headers.update(sigh_header)
113
+
114
+ if data:
115
+ kwargs.update({"data": JsonPayload(data)})
116
+
117
+ return args
118
+
18
119
  @staticmethod
19
120
  def ourbit(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
20
121
  method: str = args[0]
@@ -67,18 +168,35 @@ class Auth:
67
168
  token = session.__dict__["_apis"][pybotters.auth.Hosts.items[url.host].name][0]
68
169
  cookie = f"uc_token={token}; u_id={token}; "
69
170
  headers.update({"cookie": cookie})
171
+ return args
70
172
 
71
- # wss消息增加参数
72
- # if headers.get("Upgrade") == "websocket":
73
- # args = (method, url)
74
- # # 拼接 token
75
- # q = dict(url.query)
76
- # q["token"] = token
77
- # url = url.with_query(q)
173
+ @staticmethod
174
+ def lbank(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
175
+ method: str = args[0]
176
+ url: URL = args[1]
177
+ data = kwargs.get("data") or {}
178
+ headers: CIMultiDict = kwargs["headers"]
78
179
 
180
+ # 从 session 里取 api_key & secret
181
+ session = kwargs["session"]
182
+ token = session.__dict__["_apis"][pybotters.auth.Hosts.items[url.host].name][0]
79
183
 
80
- return args
81
184
 
185
+ # 设置 headers
186
+ headers.update(
187
+ {
188
+ "ex-language": 'zh-TW',
189
+ "ex-token": token,
190
+ "source": "4",
191
+ "versionflage": "true",
192
+ "User-Agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/140.0.0.0 Safari/537.36 Edg/140.0.0.0"
193
+ }
194
+ )
195
+
196
+ # 更新 kwargs.body,保证发出去的与签名一致
197
+ # kwargs.update({"data": raw_body_for_sign})
198
+
199
+ return args
82
200
 
83
201
  pybotters.auth.Hosts.items["futures.ourbit.com"] = pybotters.auth.Item(
84
202
  "ourbit", Auth.ourbit
@@ -86,3 +204,20 @@ pybotters.auth.Hosts.items["futures.ourbit.com"] = pybotters.auth.Item(
86
204
  pybotters.auth.Hosts.items["www.ourbit.com"] = pybotters.auth.Item(
87
205
  "ourbit", Auth.ourbit_spot
88
206
  )
207
+
208
+ pybotters.auth.Hosts.items["www.ourbit.com"] = pybotters.auth.Item(
209
+ "ourbit", Auth.ourbit_spot
210
+ )
211
+
212
+ pybotters.auth.Hosts.items["pro.edgex.exchange"] = pybotters.auth.Item(
213
+ "edgex", Auth.edgex
214
+ )
215
+
216
+
217
+ pybotters.auth.Hosts.items["quote.edgex.exchange"] = pybotters.auth.Item(
218
+ "edgex", Auth.edgex
219
+ )
220
+
221
+ pybotters.auth.Hosts.items["uuapi.rerrkvifj.com"] = pybotters.auth.Item(
222
+ "lbank", Auth.lbank
223
+ )
@@ -0,0 +1,311 @@
1
+ from __future__ import annotations
2
+
3
+ import asyncio
4
+ import logging
5
+ import uuid
6
+ from typing import Any, Literal
7
+
8
+ import pybotters
9
+
10
+ from .models.bitget import BitgetDataStore
11
+ from .lib.util import fmt_value
12
+
13
+ logger = logging.getLogger(__name__)
14
+
15
+
16
+ class Bitget:
17
+ """Bitget public/privileged client (REST + WS).
18
+
19
+ 默认只支持单向持仓(One-way mode)。
20
+ """
21
+
22
+ def __init__(
23
+ self,
24
+ client: pybotters.Client,
25
+ *,
26
+ rest_api: str | None = None,
27
+ ws_url: str | None = None,
28
+ ) -> None:
29
+ self.client = client
30
+ self.store = BitgetDataStore()
31
+
32
+ self.rest_api = rest_api or "https://api.bitget.com"
33
+ self.ws_url = ws_url or "wss://ws.bitget.com/v2/ws/public"
34
+ self.ws_url_private = ws_url or "wss://ws.bitget.com/v2/ws/private"
35
+
36
+ self.ws_app = None
37
+ self.has_sub_personal = False
38
+
39
+
40
+ async def __aenter__(self) -> "Bitget":
41
+ await self.update("detail")
42
+ return self
43
+
44
+ async def __aexit__(self, exc_type, exc, tb) -> None: # pragma: no cover - symmetry
45
+ pass
46
+
47
+ async def sub_personal(self) -> None:
48
+ sub_msg = {
49
+ "op": "subscribe",
50
+ "args": [
51
+ {"instType": "USDT-FUTURES", "channel": "orders", "instId": "default"},
52
+ {
53
+ "instType": "USDT-FUTURES",
54
+ "channel": "positions",
55
+ "instId": "default",
56
+ },
57
+ {"instType": "USDT-FUTURES", "channel": "account", "coin": "default"},
58
+ ],
59
+ }
60
+ self.ws_app = await self._ensure_private_ws()
61
+
62
+
63
+ await self.ws_app.current_ws.send_json(sub_msg)
64
+
65
+
66
+ self.has_sub_personal = True
67
+
68
+ async def update(
69
+ self,
70
+ update_type: Literal["detail", "ticker", "all"] = "all",
71
+ ) -> None:
72
+ """Refresh cached REST resources."""
73
+
74
+ requests: list[Any] = []
75
+
76
+ if update_type in {"detail", "all"}:
77
+ requests.append(
78
+ self.client.get(
79
+ f"{self.rest_api}/api/v2/mix/market/contracts",
80
+ params={"productType": "usdt-futures"},
81
+ )
82
+ )
83
+
84
+ if update_type in {"ticker", "all"}:
85
+ requests.append(
86
+ self.client.get(
87
+ f"{self.rest_api}/api/v2/mix/market/tickers",
88
+ params={"productType": "usdt-futures"},
89
+ )
90
+ )
91
+
92
+ if not requests:
93
+ raise ValueError(f"update_type err: {update_type}")
94
+
95
+ await self.store.initialize(*requests)
96
+
97
+ async def place_order(
98
+ self,
99
+ symbol: str,
100
+ *,
101
+ direction: Literal["buy", "sell", "long", "short", "0", "1"],
102
+ volume: float,
103
+ price: float | None = None,
104
+ order_type: Literal[
105
+ "market",
106
+ "limit_gtc",
107
+ "limit_ioc",
108
+ "limit_fok",
109
+ "limit_post_only",
110
+ "limit",
111
+ ] = "market",
112
+ margin_mode: Literal["isolated", "crossed"] = "crossed",
113
+ product_type: str = "USDT-FUTURES",
114
+ margin_coin: str = "USDT",
115
+ reduce_only: bool | None = None,
116
+ offset_flag: Literal["open", "close", "0", "1"] | None = None,
117
+ client_order_id: str | None = None
118
+ ) -> dict[str, Any] | None:
119
+ """
120
+ 请求成功返回示例:
121
+
122
+ .. code:: json
123
+
124
+ {
125
+ "clientOid": "121211212122",
126
+ "orderId": "121211212122"
127
+ }
128
+ """
129
+
130
+ side = self._normalize_direction(direction)
131
+ order_type_code, force_code = self._resolve_order_type(order_type)
132
+
133
+ if reduce_only is None:
134
+ reduce_only = self._normalize_offset(offset_flag)
135
+
136
+ detail = self._get_detail_entry(symbol)
137
+ volume_str = self._format_with_step(
138
+ volume, detail.get("step_size") or detail.get("stepSize")
139
+ )
140
+
141
+ payload: dict[str, Any] = {
142
+ "symbol": symbol,
143
+ "productType": product_type,
144
+ "marginMode": margin_mode,
145
+ "marginCoin": margin_coin,
146
+ "side": side,
147
+ "size": volume_str,
148
+ "orderType": order_type_code,
149
+ }
150
+
151
+ if force_code:
152
+ payload["force"] = force_code
153
+
154
+ if order_type_code == "limit":
155
+ if price is None:
156
+ raise ValueError("price is required for Bitget limit orders")
157
+ payload["price"] = self._format_with_step(
158
+ price,
159
+ detail.get("tick_size") or detail.get("tickSize"),
160
+ )
161
+ elif price is not None:
162
+ logger.debug("Price %.8f ignored for market order", price)
163
+
164
+ if reduce_only is True:
165
+ payload["reduceOnly"] = "YES"
166
+ elif reduce_only is False:
167
+ payload["reduceOnly"] = "NO"
168
+
169
+ if client_order_id:
170
+ payload["clientOid"] = client_order_id
171
+
172
+ res = await self.client.post(
173
+ f"{self.rest_api}/api/v2/mix/order/place-order",
174
+ data=payload,
175
+ )
176
+ data = await res.json()
177
+ return self._ensure_ok("place_order", data)
178
+
179
+ async def cancel_order(
180
+ self,
181
+ order_sys_id: str,
182
+ *,
183
+ symbol: str,
184
+ margin_mode: Literal["isolated", "crossed"],
185
+ product_type: str = "USDT-FUTURES",
186
+ margin_coin: str = "USDT",
187
+ client_order_id: str | None = None,
188
+ ) -> dict[str, Any]:
189
+ """Cancel an order via ``POST /api/v2/mix/order/cancel-order``."""
190
+
191
+ payload = {
192
+ "symbol": symbol,
193
+ "productType": product_type,
194
+ "marginMode": margin_mode,
195
+ "marginCoin": margin_coin,
196
+ }
197
+
198
+ if client_order_id:
199
+ payload["clientOid"] = client_order_id
200
+ else:
201
+ payload["orderId"] = order_sys_id
202
+
203
+ res = await self.client.post(
204
+ f"{self.rest_api}/api/v2/mix/order/cancel-order",
205
+ data=payload,
206
+ )
207
+ data = await res.json()
208
+ return self._ensure_ok("cancel_order", data)
209
+
210
+ async def sub_orderbook(self, symbols: list[str], channel: str = "books1") -> None:
211
+ """Subscribe to Bitget order-book snapshots/updates."""
212
+
213
+ submsg = {"op": "subscribe", "args": []}
214
+ for symbol in symbols:
215
+ submsg["args"].append(
216
+ {"instType": "USDT-FUTURES", "channel": channel, "instId": symbol}
217
+ )
218
+
219
+ self.client.ws_connect(
220
+ self.ws_url,
221
+ send_json=submsg,
222
+ hdlr_json=self.store.onmessage,
223
+ )
224
+
225
+ def _get_detail_entry(self, symbol: str) -> dict[str, Any]:
226
+ detail = self.store.detail.get({"symbol": symbol})
227
+ if not detail:
228
+ raise ValueError(
229
+ f"Unknown Bitget instrument: {symbol}. Call update('detail') first or provide valid symbol."
230
+ )
231
+ return detail
232
+
233
+ async def _ensure_private_ws(self):
234
+ wsqueue = pybotters.WebSocketQueue()
235
+ ws_app = self.client.ws_connect(
236
+ self.ws_url_private,
237
+ hdlr_json=self.store.onmessage,
238
+ )
239
+ # async for msg in wsqueue:
240
+ # print(msg)
241
+
242
+ await ws_app._event.wait()
243
+ await ws_app.current_ws._wait_authtask()
244
+ return ws_app
245
+
246
+ @staticmethod
247
+ def _format_with_step(value: float, step: Any) -> str:
248
+ if step in (None, 0, "0"):
249
+ return str(value)
250
+ try:
251
+ step_float = float(step)
252
+ except (TypeError, ValueError): # pragma: no cover - defensive guard
253
+ return str(value)
254
+ if step_float <= 0:
255
+ return str(value)
256
+ return fmt_value(value, step_float)
257
+
258
+ @staticmethod
259
+ def _normalize_direction(direction: str) -> str:
260
+ mapping = {
261
+ "buy": "buy",
262
+ "long": "buy",
263
+ "0": "buy",
264
+ "sell": "sell",
265
+ "short": "sell",
266
+ "1": "sell",
267
+ }
268
+ key = str(direction).lower()
269
+ try:
270
+ return mapping[key]
271
+ except KeyError as exc: # pragma: no cover - guard
272
+ raise ValueError(f"Unsupported direction: {direction}") from exc
273
+
274
+ @staticmethod
275
+ def _normalize_offset(
276
+ offset: Literal["open", "close", "0", "1"] | None,
277
+ ) -> bool | None:
278
+ if offset is None:
279
+ return None
280
+ mapping = {
281
+ "open": False,
282
+ "0": False,
283
+ "close": True,
284
+ "1": True,
285
+ }
286
+ key = str(offset).lower()
287
+ if key in mapping:
288
+ return mapping[key]
289
+ raise ValueError(f"Unsupported offset_flag: {offset}")
290
+
291
+ @staticmethod
292
+ def _resolve_order_type(order_type: str) -> tuple[str, str | None]:
293
+ mapping = {
294
+ "market": ("market", None),
295
+ "limit": ("limit", "gtc"),
296
+ "limit_gtc": ("limit", "gtc"),
297
+ "limit_ioc": ("limit", "ioc"),
298
+ "limit_fok": ("limit", "fok"),
299
+ "limit_post_only": ("limit", "post_only"),
300
+ }
301
+ key = str(order_type).lower()
302
+ try:
303
+ return mapping[key]
304
+ except KeyError as exc: # pragma: no cover - guard
305
+ raise ValueError(f"Unsupported order_type: {order_type}") from exc
306
+
307
+ @staticmethod
308
+ def _ensure_ok(operation: str, data: Any) -> dict[str, Any]:
309
+ if not isinstance(data, dict) or data.get("code") != "00000":
310
+ raise RuntimeError(f"{operation} failed: {data}")
311
+ return data.get("data") or {}