hyperquant 0.71__tar.gz → 0.73__tar.gz

{hyperquant-0.71 → hyperquant-0.73}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.71
+Version: 0.73
 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-0.71 → hyperquant-0.73}/apis.json

@@ -7,7 +7,10 @@
     "78Uke-bPB57YoRzAwY7SkWyPQFeKkPuWVQakC0k9rSI",
     "3MB7nAnnNPTxAnwdbjDPew-02b746d6a832346a46a97faf054b2909c1a0b58a35e04c3504923a99a5503c1c"
   ],
-  "lbank": [
-    "617a2d77b4cd4dfbbaa2094c17017bdb"
+  "lbank": ["617a2d77b4cd4dfbbaa2094c17017bdb"],
+  "bitget": [
+    "bg_03e0445d9282f248d22842cfe6f30192",
+    "67ec894753d75fec12332881278420863a960ec39c8f5acf1de88aa1da926854",
+    "huainian0408"
   ]
 }

{hyperquant-0.71 → hyperquant-0.73}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.71"
+version = "0.73"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

hyperquant-0.73/src/hyperquant/broker/bitget.py

@@ -0,0 +1,291 @@
+from __future__ import annotations
+
+import logging
+from typing import Any, Literal
+
+import pybotters
+
+from .models.bitget import BitgetDataStore
+from .lib.util import fmt_value
+
+logger = logging.getLogger(__name__)
+
+
+class Bitget:
+    """Bitget public/privileged client (REST + WS).
+
+    默认只支持单向持仓（One-way mode）。
+    """
+
+    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:  # pragma: no cover - symmetry
+        pass
+
+    async def sub_personal(self) -> None:
+        sub_msg = {
+            "op": "subscribe",
+            "args": [
+                {"instType": "USDT-FUTURES", "channel": "orders", "instId": "default"},
+                {
+                    "instType": "USDT-FUTURES",
+                    "channel": "positions",
+                    "instId": "default",
+                },
+                {"instType": "USDT-FUTURES", "channel": "account", "coin": "default"},
+            ],
+        }
+        self.client.ws_connect(
+            self.ws_url_private,
+            send_json=sub_msg,
+            hdlr_json=self.store.onmessage,
+        )
+
+    async def update(
+        self,
+        update_type: Literal["detail", "ticker", "all"] = "all",
+    ) -> None:
+        """Refresh cached REST resources."""
+
+        requests: list[Any] = []
+
+        if update_type in {"detail", "all"}:
+            requests.append(
+                self.client.get(
+                    f"{self.rest_api}/api/v2/mix/market/contracts",
+                    params={"productType": "usdt-futures"},
+                )
+            )
+
+        if update_type in {"ticker", "all"}:
+            requests.append(
+                self.client.get(
+                    f"{self.rest_api}/api/v2/mix/market/tickers",
+                    params={"productType": "usdt-futures"},
+                )
+            )
+
+        if not requests:
+            raise ValueError(f"update_type err: {update_type}")
+
+        await self.store.initialize(*requests)
+
+    async def place_order(
+        self,
+        symbol: str,
+        *,
+        direction: Literal["buy", "sell", "long", "short", "0", "1"],
+        volume: float,
+        price: float | None = None,
+        order_type: Literal[
+            "market",
+            "limit_gtc",
+            "limit_ioc",
+            "limit_fok",
+            "limit_post_only",
+            "limit",
+        ] = "market",
+        margin_mode: Literal["isolated", "crossed"] = "crossed",
+        product_type: str = "USDT-FUTURES",
+        margin_coin: str = "USDT",
+        reduce_only: bool | None = None,
+        offset_flag: Literal["open", "close", "0", "1"] | None = None,
+        client_order_id: str | None = None,
+        extra_params: dict[str, Any] | None = None,
+    ) -> dict[str, Any]:
+        """Create an order via ``POST /api/v2/mix/order/place-order``.
+
+        Parameters mirror the Bitget V2 contract REST API but are normalized to
+        match the broker interface (``direction``, ``order_type`` etc.).
+        """
+
+        side = self._normalize_direction(direction)
+        order_type_code, force_code = self._resolve_order_type(order_type)
+
+        if reduce_only is None:
+            reduce_only = self._normalize_offset(offset_flag)
+
+        detail = self._get_detail_entry(symbol)
+        volume_str = self._format_with_step(
+            volume, detail.get("step_size") or detail.get("stepSize")
+        )
+
+        payload: dict[str, Any] = {
+            "symbol": symbol,
+            "productType": product_type,
+            "marginMode": margin_mode,
+            "marginCoin": margin_coin,
+            "side": side,
+            "size": volume_str,
+            "orderType": order_type_code,
+        }
+
+        if force_code:
+            payload["force"] = force_code
+
+        if order_type_code == "limit":
+            if price is None:
+                raise ValueError("price is required for Bitget limit orders")
+            payload["price"] = self._format_with_step(
+                price,
+                detail.get("tick_size") or detail.get("tickSize"),
+            )
+        elif price is not None:
+            logger.debug("Price %.8f ignored for market order", price)
+
+        if reduce_only is True:
+            payload["reduceOnly"] = "YES"
+        elif reduce_only is False:
+            payload["reduceOnly"] = "NO"
+
+        if client_order_id:
+            payload["clientOid"] = client_order_id
+
+        if extra_params:
+            payload.update(extra_params)
+
+        res = await self.client.post(
+            f"{self.rest_api}/api/v2/mix/order/place-order",
+            data=payload,
+        )
+        data = await res.json()
+        return self._ensure_ok("place_order", data)
+
+    async def cancel_order(
+        self,
+        order_sys_id: str,
+        *,
+        symbol: str,
+        margin_mode: Literal["isolated", "crossed"],
+        product_type: str = "USDT-FUTURES",
+        margin_coin: str = "USDT",
+        client_order_id: str | None = None,
+    ) -> dict[str, Any]:
+        """Cancel an order via ``POST /api/v2/mix/order/cancel-order``."""
+
+        payload = {
+            "symbol": symbol,
+            "productType": product_type,
+            "marginMode": margin_mode,
+            "marginCoin": margin_coin,
+        }
+
+        if client_order_id:
+            payload["clientOid"] = client_order_id
+        else:
+            payload["orderId"] = order_sys_id
+
+        res = await self.client.post(
+            f"{self.rest_api}/api/v2/mix/order/cancel-order",
+            json=payload,
+        )
+        data = await res.json()
+        return self._ensure_ok("cancel_order", data)
+
+    async def sub_orderbook(self, symbols: list[str], channel: str = "books1") -> None:
+        """Subscribe to Bitget order-book snapshots/updates."""
+
+        submsg = {"op": "subscribe", "args": []}
+        for symbol in symbols:
+            submsg["args"].append(
+                {"instType": "USDT-FUTURES", "channel": channel, "instId": symbol}
+            )
+
+        self.client.ws_connect(
+            self.ws_url,
+            send_json=submsg,
+            hdlr_json=self.store.onmessage,
+        )
+
+    def _get_detail_entry(self, symbol: str) -> dict[str, Any]:
+        detail = self.store.detail.get({"symbol": symbol})
+        if not detail:
+            raise ValueError(
+                f"Unknown Bitget instrument: {symbol}. Call update('detail') first or provide valid symbol."
+            )
+        return detail
+
+    @staticmethod
+    def _format_with_step(value: float, step: Any) -> str:
+        if step in (None, 0, "0"):
+            return str(value)
+        try:
+            step_float = float(step)
+        except (TypeError, ValueError):  # pragma: no cover - defensive guard
+            return str(value)
+        if step_float <= 0:
+            return str(value)
+        return fmt_value(value, step_float)
+
+    @staticmethod
+    def _normalize_direction(direction: str) -> str:
+        mapping = {
+            "buy": "buy",
+            "long": "buy",
+            "0": "buy",
+            "sell": "sell",
+            "short": "sell",
+            "1": "sell",
+        }
+        key = str(direction).lower()
+        try:
+            return mapping[key]
+        except KeyError as exc:  # pragma: no cover - guard
+            raise ValueError(f"Unsupported direction: {direction}") from exc
+
+    @staticmethod
+    def _normalize_offset(
+        offset: Literal["open", "close", "0", "1"] | None,
+    ) -> bool | None:
+        if offset is None:
+            return None
+        mapping = {
+            "open": False,
+            "0": False,
+            "close": True,
+            "1": True,
+        }
+        key = str(offset).lower()
+        if key in mapping:
+            return mapping[key]
+        raise ValueError(f"Unsupported offset_flag: {offset}")
+
+    @staticmethod
+    def _resolve_order_type(order_type: str) -> tuple[str, str | None]:
+        mapping = {
+            "market": ("market", None),
+            "limit": ("limit", "gtc"),
+            "limit_gtc": ("limit", "gtc"),
+            "limit_ioc": ("limit", "ioc"),
+            "limit_fok": ("limit", "fok"),
+            "limit_post_only": ("limit", "post_only"),
+        }
+        key = str(order_type).lower()
+        try:
+            return mapping[key]
+        except KeyError as exc:  # pragma: no cover - guard
+            raise ValueError(f"Unsupported order_type: {order_type}") from exc
+
+    @staticmethod
+    def _ensure_ok(operation: str, data: Any) -> dict[str, Any]:
+        if not isinstance(data, dict) or data.get("code") != "00000":
+            raise RuntimeError(f"{operation} failed: {data}")
+        return data.get("data") or {}

{hyperquant-0.71 → hyperquant-0.73}/src/hyperquant/broker/models/bitget.py

@@ -16,13 +16,18 @@ class Detail(DataStore):
     _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
+        step_place = entry.get("volume_place", 1)
+        tick_place = entry.get("price_place", 1)
+
+        step_size = place_to_step(step_place)
+        tick_size = place_to_step(tick_place)
+
+        entry["stepSize"] = step_size
+        entry["tickSize"] = tick_size
+        # expose snake_case aliases for downstream callers keeping legacy naming
+        entry["step_size"] = step_size
+        entry["tick_size"] = tick_size
+
         return entry
 
     def _onresponse(self, data: list[dict[str, Any]] | dict[str, Any] | None) -> None:
@@ -280,4 +285,75 @@ class BitgetDataStore(BitgetV2DataStore):
                 }
             ]
         """
-        return self._get("book")
+        return self._get("book")
+    
+    @property
+    def account(self) -> DataStore:
+        """
+        _KEYS = ["instType", "marginCoin"]
+
+        Data Structure:
+
+        .. code:: json
+
+           [
+                {
+                    "marginCoin": "USDT",
+                    "frozen": "0.00000000",
+                    "available": "13.98545761",
+                    "maxOpenPosAvailable": "13.98545761",
+                    "maxTransferOut": "13.98545761",
+                    "equity": "13.98545761",
+                    "usdtEquity": "13.985457617660",
+                    "crossedRiskRate": "0",
+                    "unrealizedPL": "0.000000000000",
+                    "unionTotalMargin": "100",
+                    "unionAvailable": "20",
+                    "unionMm": "15",
+                    "assetMode": "union"
+                }
+            ]
+        """
+        return self._get("account")
+
+    @property
+    def position(self) -> DataStore:
+        """
+        _KEYS = ["instType", "instId", "posId"]
+
+        Data Structure:
+
+        .. code:: json
+
+           [
+                {
+                    "posId": "1",
+                    "instId": "ETHUSDT",
+                    "marginCoin": "USDT",
+                    "marginSize": "9.5",
+                    "marginMode": "crossed",
+                    "holdSide": "short",
+                    "posMode": "hedge_mode",
+                    "total": "0.1",
+                    "available": "0.1",
+                    "frozen": "0",
+                    "openPriceAvg": "1900",
+                    "leverage": 20,
+                    "achievedProfits": "0",
+                    "unrealizedPL": "0",
+                    "unrealizedPLR": "0",
+                    "liquidationPrice": "5788.108475905242",
+                    "keepMarginRate": "0.005",
+                    "marginRate": "0.004416374196",
+                    "cTime": "1695649246169",
+                    "breakEvenPrice": "24778.97",
+                    "totalFee": "1.45",
+                    "deductedFee": "0.388",
+                    "markPrice": "2500",
+                    "assetMode": "union",
+                    "uTime": "1695711602568",
+                    "autoMargin": "off"
+                }
+            ]
+        """
+        return self._get("position")

{hyperquant-0.71 → hyperquant-0.73}/src/hyperquant/broker/models/lbank.py

@@ -184,7 +184,8 @@ class Orders(DataStore):
             "side": direction,
             "offset": offset_flag,
             "order_type": order_kind,
-            "price": entry.get("Price"),
+            "price": entry.get('TradePrice') or entry.get("Price"),
+            "order_price": entry.get("OrderPrice") or entry.get('Price'),
             "quantity": entry.get("Volume"),
             "filled": entry.get("VolumeTraded"),
             "remaining": entry.get("VolumeRemain"),

{hyperquant-0.71 → hyperquant-0.73}/tests/test_bitget.py

@@ -1,6 +1,7 @@
+import time
 import pybotters
 from hyperquant.broker.models.bitget import BitgetDataStore
-
+pybotters.auth
 
 async def test_update():
     async with pybotters.Client() as client:
@@ -42,8 +43,10 @@ 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())
+        # await bg.update('all')
+        # print(bg.store.detail.find())
+        await bg.update('ticker')
+        print(bg.store.ticker.find())
 
 async def test_broker_sub_orderbook():
     async with pybotters.Client() as client:
@@ -53,7 +56,33 @@ async def test_broker_sub_orderbook():
             await asyncio.sleep(1)
             print(bg.store.book.find())
 
+async def test_order():
+    async with pybotters.Client(apis='./apis.json') as client:
+        bg = Bitget(client)
+        await bg.__aenter__()
+        ts = time.time() * 1000
+        res = await bg.place_order(
+            'SOLUSDT',
+            direction='long',
+            order_type='limit_gtc',
+            volume=0.1,
+            price=185
+        )
+        # print(res)
+        print(f'订单延迟: {time.time() * 1000 - ts} ms')
+
+async def test_sub_personal():
+    async with pybotters.Client(apis='./apis.json') as client:
+        bg = Bitget(client)
+        await bg.__aenter__()
+        await bg.sub_personal()
+        with bg.store.orders.watch() as stream:
+            async for change in stream:
+                print("Orders changed:", change)
+
+
+
 if __name__ == "__main__":
     import asyncio
 
-    asyncio.run(test_broker_sub_orderbook())
+    asyncio.run(test_order())

{hyperquant-0.71 → hyperquant-0.73}/tests/test_lbank.py

@@ -107,10 +107,11 @@ async def test_update():
             # print(lb.store.position.find())
             # await lb.update('balance')
             # print(lb.store.balance.find())
-            await lb.update('detail')
-            print(lb.store.detail.find())
-            # await lb.update('orders_finish')
-            # print(lb.store.order_finish.find())
+            # await lb.update('detail')
+            # print(lb.store.detail.find())
+            await lb.update('orders')
+  
+            print(lb.store.order_finish.find())
 
 async def test_place():
     async with pybotters.Client(apis='./apis.json') as client:
@@ -241,8 +242,8 @@ async def test_order_sync_polling():
                 lb,
                 symbol="SOLUSDT",
                 direction="buy",
-                order_type="market",
-                price=200,
+                order_type="limit_gtc",
+                price=200.1,
                 volume=0.03,
                 window_sec=3.0,
                 grace_sec=3.0,
@@ -251,4 +252,4 @@ async def test_order_sync_polling():
             print(result)
 
 if __name__ == "__main__":
-    asyncio.run(test_place())
+    asyncio.run(test_order_sync_polling())

{hyperquant-0.71 → hyperquant-0.73}/uv.lock

@@ -530,7 +530,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.7"
+version = "0.72"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },