hyperquant 0.7__py3-none-any.whl → 0.9__py3-none-any.whl

hyperquant/broker/auth.py

@@ -198,6 +198,75 @@ class Auth:
 
         return args
 
+    @staticmethod
+    def coinw(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
+        method: str = args[0]
+        url: URL = args[1]
+        headers: CIMultiDict = kwargs["headers"]
+
+        session = kwargs["session"]
+        try:
+            api_key, secret, _ = session.__dict__["_apis"][pybotters.auth.Hosts.items[url.host].name]
+        except (KeyError, ValueError):
+            raise RuntimeError("CoinW credentials (api_key, secret) are required")
+
+        timestamp = str(int(time.time() * 1000))
+        method_upper = method.upper()
+
+        params = kwargs.get("params")
+        query_string = ""
+        if isinstance(params, dict) and params:
+            query_items = [
+                f"{key}={value}"
+                for key, value in params.items()
+                if value is not None
+            ]
+            query_string = "&".join(query_items)
+        elif url.query_string:
+            query_string = url.query_string
+
+        body_str = ""
+
+        if method_upper == "GET":
+            body = None
+            data = None
+        else:
+            body = kwargs.get("json")
+            data = kwargs.get("data")
+            payload = body if body is not None else data
+            if isinstance(payload, (dict, list)):
+                body_str = pyjson.dumps(payload, separators=(",", ":"), ensure_ascii=False)
+                kwargs["data"] = body_str
+                kwargs.pop("json", None)
+            elif payload is not None:
+                body_str = str(payload)
+                kwargs["data"] = body_str
+                kwargs.pop("json", None)
+
+        if query_string:
+            path = f"{url.raw_path}?{query_string}"
+        else:
+            path = url.raw_path
+
+        message = f"{timestamp}{method_upper}{path}{body_str}"
+        signature = hmac.new(
+            secret, message.encode("utf-8"), hashlib.sha256
+        ).digest()
+        signature_b64 = base64.b64encode(signature).decode("ascii")
+
+        headers.update(
+            {
+                "sign": signature_b64,
+                "api_key": api_key,
+                "timestamp": timestamp,
+            }
+        )
+
+        if method_upper in {"POST", "PUT", "PATCH", "DELETE"} and "data" in kwargs:
+            headers.setdefault("Content-Type", "application/json")
+
+        return args
+
 pybotters.auth.Hosts.items["futures.ourbit.com"] = pybotters.auth.Item(
     "ourbit", Auth.ourbit
 )
@@ -220,4 +289,8 @@ pybotters.auth.Hosts.items["quote.edgex.exchange"] = pybotters.auth.Item(
 
 pybotters.auth.Hosts.items["uuapi.rerrkvifj.com"] = pybotters.auth.Item(
     "lbank", Auth.lbank
-)
+)
+
+pybotters.auth.Hosts.items["api.coinw.com"] = pybotters.auth.Item(
+    "coinw", Auth.coinw
+)

hyperquant/broker/bitget.py

@@ -1,10 +1,9 @@
 from __future__ import annotations
 
 import asyncio
-import itertools
 import logging
-import time
-from typing import Any, Iterable, Literal
+import uuid
+from typing import Any, Literal
 
 import pybotters
 
@@ -14,9 +13,11 @@ from .lib.util import fmt_value
 logger = logging.getLogger(__name__)
 
 
-
 class Bitget:
-    """Bitget public market-data client (REST + WS)."""
+    """Bitget public/privileged client (REST + WS).
+
+    默认只支持单向持仓（One-way mode）。
+    """
 
     def __init__(
         self,
@@ -32,70 +33,279 @@ 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")
         return self
 
-    async def __aexit__(self, exc_type, exc, tb) -> None:
+    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.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,
-        update_type: Literal["detail", 'all'] = "all",
+        update_type: Literal["detail", "ticker", "all"] = "all",
     ) -> None:
-        fet = []
-        if update_type in ("detail", "all"):
-            fet.append(
+        """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?productType=usdt-futures",
+                    f"{self.rest_api}/api/v2/mix/market/contracts",
+                    params={"productType": "usdt-futures"},
                 )
             )
 
-        await self.store.initialize(*fet)
+        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", "0", "1"],
+        direction: Literal["buy", "sell", "long", "short", "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
+        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
+    ) -> dict[str, Any] | None:
+        """
+        请求成功返回示例:
+
+        .. code:: json
+
+            {
+                "clientOid": "121211212122",
+                "orderId": "121211212122"
+            }
+        """
+
+        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
+
+        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,
         *,
-        action_flag: str | int = "1",
+        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]:
-        pass
+        """Cancel an order via ``POST /api/v2/mix/order/cancel-order``."""
 
+        payload = {
+            "symbol": symbol,
+            "productType": product_type,
+            "marginMode": margin_mode,
+            "marginCoin": margin_coin,
+        }
 
-    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）。
-        """
+        if client_order_id:
+            payload["clientOid"] = client_order_id
+        else:
+            payload["orderId"] = order_sys_id
 
-        submsg = {
-            "op": "subscribe",
-            "args": []
-        }
+        res = await self.client.post(
+            f"{self.rest_api}/api/v2/mix/order/cancel-order",
+            data=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": "SPOT", "channel": channel, "instId": symbol}
+                {"instType": "USDT-FUTURES", "channel": channel, "instId": symbol}
             )
 
         self.client.ws_connect(
             self.ws_url,
             send_json=submsg,
-            hdlr_json=self.store.onmessage
-        )
+            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
+
+    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"):
+            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 {}