hyperquant 0.7__tar.gz → 0.8__tar.gz

{hyperquant-0.7 → hyperquant-0.8}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.7
+Version: 0.8
 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-0.7 → hyperquant-0.8}/apis.json

@@ -8,6 +8,11 @@
     "3MB7nAnnNPTxAnwdbjDPew-02b746d6a832346a46a97faf054b2909c1a0b58a35e04c3504923a99a5503c1c"
   ],
   "lbank": [
-    "617a2d77b4cd4dfbbaa2094c17017bdb"
+    "56f4acfe75094820bffac61b42aab655"
+  ],
+  "bitget":[
+    "bg_03e0445d9282f248d22842cfe6f30192",
+    "67ec894753d75fec12332881278420863a960ec39c8f5acf1de88aa1da926854",
+    "huainian0408"
   ]
 }

{hyperquant-0.7 → hyperquant-0.8}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.7"
+version = "0.8"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

hyperquant-0.8/src/hyperquant/broker/bitget.py

@@ -0,0 +1,311 @@
+from __future__ import annotations
+
+import asyncio
+import logging
+import uuid
+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
+        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:  # 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", "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
+    ) -> 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,
+        *,
+        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",
+            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": "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
+
+    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 {}

{hyperquant-0.7 → hyperquant-0.8}/src/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 +495,22 @@ class Lbank:
         if not isinstance(data, dict) or data.get("code") != 200:
             raise RuntimeError(f"{operation} failed: {data}")
         return data.get("data") or {}
+    
+
+    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 +585,4 @@ 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)