hyperquant 0.77__tar.gz → 0.78__tar.gz

{hyperquant-0.77 → hyperquant-0.78}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.77
+Version: 0.78
 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-0.77 → hyperquant-0.78}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.77"
+version = "0.78"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.77 → hyperquant-0.78}/src/hyperquant/broker/bitget.py

@@ -1,6 +1,8 @@
 from __future__ import annotations
 
+import asyncio
 import logging
+import uuid
 from typing import Any, Literal
 
 import pybotters
@@ -31,7 +33,9 @@ class Bitget:
         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
+        self.ws_app = None
+        self.has_sub_personal = False
+  
 
     async def __aenter__(self) -> "Bitget":
         await self.update("detail")
@@ -53,11 +57,13 @@ class Bitget:
                 {"instType": "USDT-FUTURES", "channel": "account", "coin": "default"},
             ],
         }
-        self.client.ws_connect(
-            self.ws_url_private,
-            send_json=sub_msg,
-            hdlr_json=self.store.onmessage,
-        )
+        self.ws_app = await self._ensure_private_ws()
+        
+
+        await self.ws_app.current_ws.send_json(sub_msg)
+
+
+        self.has_sub_personal = True
 
     async def update(
         self,
@@ -108,13 +114,17 @@ class Bitget:
         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``.
+        client_order_id: str | None = None
+    ) -> dict[str, Any] | None:
+        """
+        请求成功返回示例:
+
+        .. code:: json
 
-        Parameters mirror the Bitget V2 contract REST API but are normalized to
-        match the broker interface (``direction``, ``order_type`` etc.).
+            {
+                "clientOid": "121211212122",
+                "orderId": "121211212122"
+            }
         """
 
         side = self._normalize_direction(direction)
@@ -159,9 +169,6 @@ class Bitget:
         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,
@@ -195,7 +202,7 @@ class Bitget:
 
         res = await self.client.post(
             f"{self.rest_api}/api/v2/mix/order/cancel-order",
-            json=payload,
+            data=payload,
         )
         data = await res.json()
         return self._ensure_ok("cancel_order", data)
@@ -223,6 +230,19 @@ class Bitget:
             )
         return detail
 
+    async def _ensure_private_ws(self):
+        wsqueue = pybotters.WebSocketQueue()
+        ws_app = self.client.ws_connect(
+            self.ws_url_private,
+            hdlr_json=self.store.onmessage,
+        )
+        # async for msg in wsqueue:
+        #     print(msg)
+
+        await ws_app._event.wait()
+        await ws_app.current_ws._wait_authtask()
+        return ws_app
+
     @staticmethod
     def _format_with_step(value: float, step: Any) -> str:
         if step in (None, 0, "0"):

{hyperquant-0.77 → hyperquant-0.78}/src/hyperquant/broker/lbank.py

@@ -569,4 +569,4 @@ class Lbank:
             batch = send_jsons[i:i+5]
             await asyncio.gather(*(sub(send_json) for send_json in batch))
             if i + 5 < len(send_jsons):
-                await asyncio.sleep(0.1)
+                await asyncio.sleep(0.3)

hyperquant-0.78/tests/test_bitget.py

@@ -0,0 +1,193 @@
+import asyncio
+import time
+from typing import Literal
+
+import pybotters
+from hyperquant.broker.models.bitget import BitgetDataStore
+pybotters.auth
+
+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())
+        await bg.update('ticker')
+        print(bg.store.ticker.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())
+
+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()
+ 
+        # # 监听订单变化
+        # with bg.store.orders.watch() as stream:
+        #     async for change in stream:
+        #         print("Orders changed:", change)
+
+        # 监听持仓变化
+        with bg.store.positions.watch() as stream:
+            async for change in stream:
+                print("Positions changed:", change)
+
+async def order_sync_polling(
+    broker: Bitget,
+    *,
+    symbol: str,
+    direction: Literal["buy", "sell", "long", "short"] = "buy",
+    order_type: Literal[
+        "market",
+        "limit_gtc",
+        "limit_ioc",
+        "limit_fok",
+        "limit_post_only",
+        "limit",
+    ] = "limit_gtc",
+    price: float | None = None,
+    volume: float | None = None,
+    margin_mode: Literal["isolated", "crossed"] = "crossed",
+    product_type: str = "USDT-FUTURES",
+    margin_coin: str = "USDT",
+    window_sec: float = 5.0,
+    grace_sec: float = 5.0,
+) -> dict:
+    """
+    基于 Bitget 私有 WS 的订单轮询：window 期内等待终态，超时后撤单并返回结果。
+    """
+
+    norm_type = order_type.lower()
+    if norm_type not in {
+        "market",
+        "limit",
+        "limit_gtc",
+        "limit_ioc",
+        "limit_fok",
+        "limit_post_only",
+    }:
+        raise ValueError(f"unsupported order_type: {order_type}")
+
+    order = None
+    try:
+        async with asyncio.timeout(window_sec):
+            # 监控订单
+            with broker.store.orders.watch() as stream:
+                started = int(time.time() * 1000)
+                resp = await broker.place_order(
+                    symbol,
+                    direction=direction,
+                    order_type=norm_type,
+                    price=price,
+                    volume=volume,
+                    margin_mode=margin_mode,
+                    product_type=product_type,
+                    margin_coin=margin_coin,
+                )
+                latency = int(time.time() * 1000) - started
+                print(f"下单延迟 {latency} ms")
+
+                order_id = resp.get("orderId")
+                
+                if not order_id:
+                    raise RuntimeError(f"place_order 返回缺少 order_id: {resp}")
+                while True:
+                    change = await stream.__anext__()
+
+                    if change.data.get("orderId") == order_id:
+                        order = change.data
+                        print(change.operation)
+                        if change.operation == "delete":
+                            return change.data
+    except TimeoutError:
+        pass    
+
+    for i in range(3):
+        try:
+            await broker.cancel_order(order_id, symbol=symbol, margin_mode='crossed')
+            break
+        except Exception as e:
+            print(f"撤单异常: {e}")
+        await asyncio.sleep(1.0)
+
+    return order
+
+async def test_order_sync_polling():
+    async with pybotters.Client(apis="./apis.json") as client:
+        bg = Bitget(client)
+        await bg.__aenter__()
+        await bg.sub_personal()
+
+        result = await order_sync_polling(
+            bg,
+            symbol="SOLUSDT",
+            direction="long",
+            order_type="limit_gtc",
+            price=185,
+            volume=0.1,
+            window_sec=5.0,
+            grace_sec=5.0,
+        )
+        print(result)
+
+
+if __name__ == "__main__":
+    asyncio.run(test_order_sync_polling())