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

hyperquant/broker/lbank.py

@@ -136,6 +136,162 @@ class Lbank:
 
         await self.store.initialize(*requests)
 
+    async def query_trade(
+        self,
+        order_id: str | None = None,
+        *,
+        product_group: str = "SwapU",
+        page_index: int = 1,
+        page_size: int = 20,
+    ) -> list[dict[str, Any]]:
+        """Fetch trade executions linked to a given OrderSysID.
+
+        Example response payload::
+
+            [
+                {
+                    "TradeUnitID": "e1b03fb1-6849-464f-a",
+                    "ProductGroup": "SwapU",
+                    "CloseProfit": 0,
+                    "BusinessNo": 1001770339345505,
+                    "TradeID": "1000162046503720",
+                    "PositionID": "1000632926272299",
+                    "DeriveSource": "0",
+                    "OrderID": "",
+                    "Direction": "0",
+                    "InstrumentID": "SOLUSDT",
+                    "OffsetFlag": "0",
+                    "Remark": "def",
+                    "DdlnTime": "0",
+                    "UseMargin": 0.054213,
+                    "Currency": "USDT",
+                    "Turnover": 5.4213,
+                    "SettlementGroup": "SwapU",
+                    "Leverage": 100,
+                    "OrderSysID": "1000632948114584",
+                    "ExchangeID": "Exchange",
+                    "AccountID": "e1b03fb1-6849-464f-a986-94b9a6e625e6",
+                    "TradeTime": 1760161085,
+                    "Fee": 0.00325278,
+                    "OrderPrice": 180.89,
+                    "InsertTime": 1760161085,
+                    "MemberID": "e1b03fb1-6849-464f-a986-94b9a6e625e6",
+                    "MatchRole": "1",
+                    "ClearCurrency": "USDT",
+                    "Price": 180.71,
+                    "Volume": 0.03,
+                    "OpenPrice": 182.94,
+                    "MasterAccountID": "",
+                    "PriceCurrency": "USDT",
+                    "FeeCurrency": "USDT"
+                    }
+            ]
+        """
+
+        if not order_id:
+            raise ValueError("order_id is required to query order executions")
+
+        params = {
+            "ProductGroup": product_group,
+            "OrderSysID": order_id,
+            "pageIndex": page_index,
+            "pageSize": page_size,
+        }
+
+        res = await self.client.get(
+            f"{self.front_api}/cfd/query/v1.0/Trade",
+            params=params,
+            headers=self._rest_headers,
+        )
+        data = await res.json()
+        payload = self._ensure_ok("query_trade", data)
+
+        if isinstance(payload, dict):
+            rows = payload.get("data")
+            if isinstance(rows, list):
+                return rows
+        elif isinstance(payload, list):  # pragma: no cover - defensive fallback
+            return payload
+
+        return []
+
+    async def query_order(
+        self,
+        order_id: str | None = None,
+        *,
+        product_group: str = "SwapU",
+        page_index: int = 1,
+        page_size: int = 20,
+    ) -> dict[str, Any]:
+        """
+        返回值示例:
+
+        .. code:: json
+
+            {
+                "order_id": "1000632478428573",
+                "instrument_id": "SOLUSDT",
+                "position_id": "1000632478428573",
+                "direction": "0",
+                "offset_flag": "0",
+                "trade_time": 1760123456,
+                "avg_price": 182.5,
+                "volume": 0.03,
+                "turnover": 5.475,
+                "fee": 0.003285,
+                "trade_count": 1
+            }
+        
+        如果没有订单成交返回
+            {
+                "order_id": "1000632478428573",
+                "trade_count": 0
+            }
+        """
+
+        if not order_id:
+            raise ValueError("order_id is required to query order statistics")
+
+        trades = await self.query_trade(
+            order_id,
+            product_group=product_group,
+            page_index=page_index,
+            page_size=page_size,
+        )
+
+        if not trades:
+            return {
+                "order_id": order_id,
+                "trade_count": 0,
+            }
+
+        def _to_float(value: Any) -> float:
+            try:
+                return float(value)
+            except (TypeError, ValueError):
+                return 0.0
+
+        total_volume = sum(_to_float(trade.get("Volume")) for trade in trades)
+        total_turnover = sum(_to_float(trade.get("Turnover")) for trade in trades)
+        total_fee = sum(_to_float(trade.get("Fee")) for trade in trades)
+
+        avg_price = total_turnover / total_volume if total_volume else None
+        last_trade = trades[-1]
+
+        return {
+            "order_id": order_id,
+            "instrument_id": last_trade.get("InstrumentID"),
+            "position_id": last_trade.get("PositionID"),
+            "direction": last_trade.get("Direction"),
+            "offset_flag": last_trade.get("OffsetFlag"),
+            "trade_time": last_trade.get("TradeTime"),
+            "avg_price": avg_price,
+            "volume": total_volume,
+            "turnover": total_turnover,
+            "fee": total_fee,
+            "trade_count": len(trades),
+        }
+
     def _resolve_instrument(self) -> str | None:
         detail_entries = self.store.detail.find()
         if detail_entries:
@@ -212,7 +368,71 @@ class Lbank:
         order_proportion: str = "0.0000",
         client_order_id: str | None = None,
     ) -> dict[str, Any]:
-        """Create an order using documented REST parameters."""
+        """Create an order using documented REST parameters.
+        
+        返回示例:
+
+        .. code:: json
+
+            {
+                "offsetFlag": "5",
+                "orderType": "1",
+                "reserveMode": "0",
+                "fee": "0.0066042",
+                "frozenFee": "0",
+                "ddlnTime": "0",
+                "userID": "lbank_exchange_user",
+                "masterAccountID": "",
+                "exchangeID": "Exchange",
+                "accountID": "e1b03fb1-6849-464f-a986-94b9a6e625e6",
+                "orderSysID": "1000633129818889",
+                "volumeRemain": "0",
+                "price": "183.36",
+                "businessValue": "1760183423813",
+                "frozenMargin": "0",
+                "instrumentID": "SOLUSDT",
+                "posiDirection": "2",
+                "volumeMode": "1",
+                "volume": "0.06",
+                "insertTime": "1760183423",
+                "copyMemberID": "",
+                "position": "0.06",
+                "tradePrice": "183.45",
+                "leverage": "100",
+                "businessResult": "",
+                "availableUse": "0",
+                "orderStatus": "1",
+                "openPrice": "182.94",
+                "frozenMoney": "0",
+                "remark": "def",
+                "reserveUse": "0",
+                "sessionNo": "41",
+                "isCrossMargin": "1",
+                "closeProfit": "0.0306",
+                "businessNo": "1001770756852986", # 订单有成交会并入仓位 businessNo
+                "relatedOrderSysID": "",
+                "positionID": "1000632926272299",
+                "mockResp": false,
+                "deriveSource": "0",
+                "copyOrderID": "",
+                "currency": "USDT",
+                "turnover": "11.007",
+                "frontNo": "-68",
+                "direction": "1",
+                "orderPriceType": "4",
+                "volumeCancled": "0",
+                "updateTime": "1760183423",
+                "localID": "1000633129818889",
+                "volumeTraded": "0.06",
+                "appid": "WEB",
+                "tradeUnitID": "e1b03fb1-6849-464f-a",
+                "businessType": "P",
+                "memberID": "e1b03fb1-6849-464f-a986-94b9a6e625e6",
+                "timeCondition": "0",
+                "copyProfit": "0"
+            }
+
+        """
 
         direction_code = self._normalize_direction(direction)
         offset_code = self._normalize_offset(offset_flag)
@@ -244,9 +464,7 @@ class Lbank:
             # logger.warning("Price is ignored for market orders")
             pass
 
-        # if client_order_id:
-        #     payload["LocalID"] = client_order_id
-        print(payload)
+
         res = await self.client.post(
             f"{self.front_api}/cfd/cff/v1/SendOrderInsert",
             json=payload,
@@ -277,6 +495,95 @@ class Lbank:
         if not isinstance(data, dict) or data.get("code") != 200:
             raise RuntimeError(f"{operation} failed: {data}")
         return data.get("data") or {}
+    
+    # https://uuapi.rerrkvifj.com/cfd/agg/v1/sendQryAll
+    # {
+    # "productGroup": "SwapU",
+    # "instrumentID": "BTCUSDT",
+    # "asset": "USDT"
+    # }
+    
+    async def query_all(self, symbol:str):
+        """查询资产信息
+        
+        .. code:: json
+        
+            {
+                "fundingRateTimestamp": 28800,
+                "isMarketAcount": 0,
+                "longMaxVolume": 10000000000000000,
+                "role": 2,
+                "openingTime": 1609545600000,
+                "isCrossMargin": 1,
+                "longLeverage": 25,
+                "shortLastVolume": 10000000000000000,
+                "longLastVolume": 10000000000000000,
+                "onTime": 1609459200000,
+                "shortMaintenanceMarginRate": "0.0025",
+                "state": 3,
+                "markedPrice": "111031.3",
+                "assetBalance": {
+                "reserveAvailable": "0.0",
+                "balance": "22.79163408",
+                "frozenMargin": "0.0",
+                "reserveMode": "0",
+                "totalCloseProfit": "-15.982736",
+                "available": "22.79163408",
+                "crossMargin": "0.0",
+                "reserve": "0.0",
+                "frozenFee": "0.0",
+                "marginAble": "0.0",
+                "realAvailable": "22.79163408"
+                },
+                "longMaxLeverage": 200,
+                "shortMaintenanceMarginQuickAmount": "0",
+                "shortLastAmount": "10798590",
+                "unrealProfitCalType": "2",
+                "longLastAmount": "10798590",
+                "shortMaxVolume": 10000000000000000,
+                "shortLeverage": 25,
+                "calMarkedPrice": "111031.3",
+                "longMaintenanceMarginRate": "0.0025",
+                "wsToken": "fa1d5e0ad94ede6efab6ced66ea5367cfe68c81173863424dc6e8d846d7e723b",
+                "shortMaxLeverage": 200,
+                "nextFundingRateTimestamp": 1760976000000,
+                "longMaintenanceMarginQuickAmount": "0",
+                "forbidTrade": false,
+                "defaultPositionType": "2",
+                "lastPrice": "111027.9",
+                "fundingRate": "0.00003598"
+            }
+            
+        """
+
+        payload = {
+            "productGroup": "SwapU",
+            "instrumentID": symbol,
+            "asset": "USDT"
+        }
+        res = await self.client.post(
+            f"{self.front_api}/cfd/agg/v1/sendQryAll",
+            json=payload,
+            headers=self._rest_headers,
+        )
+        data = await res.json()
+        return self._ensure_ok("query_all", data)
+        
+
+    async def set_position_mode(self, mode: Literal["hedge", "oneway"] = "oneway") -> dict[str, Any]:
+        """设置持仓模式到单向持仓或对冲持仓"""
+
+        mode_code = "2" if mode == "oneway" else "1"
+        payload = {
+            "PositionType": mode_code,
+        }
+        res = await self.client.post(
+            f"{self.front_api}/cfd/action/v1.0/SendMemberAction",
+            json=payload,
+            headers=self._rest_headers,
+        )
+        data = await res.json()
+        return self._ensure_ok("set_position_mode", data)
 
     @staticmethod
     def _normalize_direction(direction: str) -> str:
@@ -351,4 +658,4 @@ 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/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")