hyperquant 0.83__py3-none-any.whl → 0.85__py3-none-any.whl

hyperquant/broker/coinw.py

@@ -52,6 +52,7 @@ class Coinw:
         self,
         update_type: Literal[
             "detail",
+            "ticker",
             "orders",
             "position",
             "balance",
@@ -67,6 +68,7 @@ class Coinw:
         """刷新本地缓存，使用 CoinW REST API。
 
         - detail: ``GET /v1/perpum/instruments`` （公共）
+        - ticker: ``GET /v1/perpumPublic/tickers`` （公共）
         - orders: ``GET /v1/perpum/orders/open`` （私有，需要 ``instrument``）
         - position: ``GET /v1/perpum/positions`` （私有，需要 ``instrument``）
         - balance: ``GET /v1/perpum/account/getUserAssets`` （私有）
@@ -75,6 +77,7 @@ class Coinw:
         requests: list[Any] = []
 
         include_detail = update_type in {"detail", "all"}
+        include_ticker = update_type in {"ticker", "all"}
         include_orders = update_type in {"orders", "all"}
         include_position = update_type in {"position", "all"}
         include_balance = update_type in {"balance", "all"}
@@ -82,6 +85,9 @@ class Coinw:
         if include_detail:
             requests.append(self.client.get(f"{self.rest_api}/v1/perpum/instruments"))
 
+        if include_ticker:
+            requests.append(self.client.get(f"{self.rest_api}/v1/perpumPublic/tickers"))
+
         if include_orders:
             if not instrument:
                 raise ValueError("instrument is required when updating orders")
@@ -299,7 +305,7 @@ class Coinw:
         self,
         pair_codes: Sequence[str] | str,
         *,
-        depth_limit: int | None = None,
+        depth_limit: int | None = 1,
         biz: str = "futures",
     ) -> pybotters.ws.WebSocketApp:
         """订阅 ``type=depth`` 订单簿数据，批量控制发送频率。"""

hyperquant/broker/models/coinw.py

@@ -142,6 +142,55 @@ class Detail(DataStore):
             self._insert(items)
 
 
+class Ticker(DataStore):
+    """CoinW 24h 交易摘要数据存储。
+
+    文档: https://www.coinw.com/api-doc/futures-trading/market/get-last-trade-summary-of-all-instruments
+    """
+
+    _KEYS = ["name"]
+
+    @staticmethod
+    def _normalize(entry: dict[str, Any]) -> dict[str, Any] | None:
+        instrument = entry.get("instrument") or entry.get("symbol") or entry.get("pairCode")
+        if not instrument:
+            return None
+        normalized = dict(entry)
+        normalized["instrument"] = str(instrument).upper()
+        return normalized
+
+    def _onresponse(self, data: Any) -> None:
+        if isinstance(data, dict):
+            entries = data.get("data") or []
+        else:
+            entries = data
+
+        self._update(entries)
+
+    def _on_message(self, msg: dict[str, Any]) -> None:
+        data = msg.get("data")
+        entries: list[dict[str, Any]] = []
+        if isinstance(data, list):
+            entries = data
+        elif isinstance(data, dict):
+            entries = data.get("data") or data.get("tickers") or []
+
+        items: list[dict[str, Any]] = []
+        for entry in entries:
+            if not isinstance(entry, dict):
+                continue
+            normalized = self._normalize(entry)
+            if normalized:
+                items.append(normalized)
+
+        if not items:
+            return
+
+        instruments = [{"instrument": item["instrument"]} for item in items]
+        self._delete(instruments)
+        self._insert(items)
+
+
 class Orders(DataStore):
     """CoinW 当前订单数据存储。"""
 
@@ -386,6 +435,7 @@ class CoinwFuturesDataStore(DataStoreCollection):
     def _init(self) -> None:
         self._create("book", datastore_class=Book)
         self._create("detail", datastore_class=Detail)
+        self._create("ticker", datastore_class=Ticker)
         self._create("orders", datastore_class=Orders)
         self._create("position", datastore_class=Position)
         self._create("balance", datastore_class=Balance)
@@ -400,6 +450,8 @@ class CoinwFuturesDataStore(DataStoreCollection):
             self.position._on_message(msg)
         elif msg_type == "assets":
             self.balance._on_message(msg)
+        elif msg_type == "ticker":
+            self.ticker._on_message(msg)
 
     async def initialize(self, *aws: Awaitable[aiohttp.ClientResponse]) -> None:
         for fut in asyncio.as_completed(aws):
@@ -407,6 +459,8 @@ class CoinwFuturesDataStore(DataStoreCollection):
             data = await res.json()
             if res.url.path == "/v1/perpum/instruments":
                 self.detail._onresponse(data)
+            elif res.url.path == "/v1/perpumPublic/tickers":
+                self.ticker._onresponse(data)
             elif res.url.path == "/v1/perpum/orders/open":
                 self.orders._onresponse(data)
             elif res.url.path == "/v1/perpum/positions":
@@ -512,6 +566,31 @@ class CoinwFuturesDataStore(DataStoreCollection):
 
         return self._get("detail", Detail)
 
+    @property
+    def ticker(self) -> Ticker:
+        """24小时交易摘要数据流。
+        
+        .. code:: json
+
+            {
+                'fair_price': 97072.4,
+                'max_leverage': 125,
+                'total_volume': 0.003,
+                'price_coin': 'btc',
+                'contract_id': 1,
+                'base_coin': 'btc',
+                'high': 98001.5,
+                'rise_fall_rate': 0.012275,
+                'low': 95371.4,
+                'name': 'BTCUSDT',
+                'contract_size': 0.001,
+                'quote_coin': 'usdt',
+                'last_price': 97072.4
+            }
+        
+        """
+        return self._get("ticker", Ticker)
+
     @property
     def orders(self) -> Orders:
         """当前订单数据流。

{hyperquant-0.83.dist-info → hyperquant-0.85.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.83
+Version: 0.85
 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-0.83.dist-info → hyperquant-0.85.dist-info}/RECORD

@@ -6,7 +6,7 @@ hyperquant/logkit.py,sha256=nUo7nx5eONvK39GOhWwS41zNRL756P2J7-5xGzwXnTY,8462
 hyperquant/notikit.py,sha256=x5yAZ_tAvLQRXcRbcg-VabCaN45LUhvlTZnUqkIqfAA,3596
 hyperquant/broker/auth.py,sha256=xNZEQP0LRRV9BkT2uXBJ-vFfeahUnRVq1bjIT6YbQu8,10089
 hyperquant/broker/bitget.py,sha256=X_S0LKZ7FZAEb6oEMr1vdGP1fondzK74BhmNTpRDSEA,9488
-hyperquant/broker/coinw.py,sha256=iNAQQ562KeIBbADgyAarTMDwCXdA9qO3-LwFBPvxH-U,14023
+hyperquant/broker/coinw.py,sha256=XvJMWbQBAcIU5Q9LRTXqwADoGopxBuC9TqqetEVImj0,14281
 hyperquant/broker/edgex.py,sha256=TqUO2KRPLN_UaxvtLL6HnA9dAQXC1sGxOfqTHd6W5k8,18378
 hyperquant/broker/hyperliquid.py,sha256=7MxbI9OyIBcImDelPJu-8Nd53WXjxPB5TwE6gsjHbto,23252
 hyperquant/broker/lbank.py,sha256=98M5wmSoeHwbBYMA3rh25zqLb6fQKVaEmwqALF5nOvY,22181
@@ -17,7 +17,7 @@ hyperquant/broker/lib/hpstore.py,sha256=LnLK2zmnwVvhEbLzYI-jz_SfYpO1Dv2u2cJaRAb8
 hyperquant/broker/lib/hyper_types.py,sha256=HqjjzjUekldjEeVn6hxiWA8nevAViC2xHADOzDz9qyw,991
 hyperquant/broker/lib/util.py,sha256=iMU1qF0CHj5zzlIMEQGwjz-qtEVosEe7slXOCuB7Rcw,566
 hyperquant/broker/models/bitget.py,sha256=0RwDY75KrJb-c-oYoMxbqxWfsILe-n_Npojz4UFUq7c,11389
-hyperquant/broker/models/coinw.py,sha256=iEBMTiZ_UjjlwhUGA74e6vvR2pXCl1ZoGKSyBPgqTsw,18658
+hyperquant/broker/models/coinw.py,sha256=r1iGdZ6K0CPY_y54cilFbj0lWzmPnb-V9aiD96zDWww,21089
 hyperquant/broker/models/edgex.py,sha256=vPAkceal44cjTYKQ_0BoNAskOpmkno_Yo1KxgMLPc6Y,33954
 hyperquant/broker/models/hyperliquid.py,sha256=c4r5739ibZfnk69RxPjQl902AVuUOwT8RNvKsMtwXBY,9459
 hyperquant/broker/models/lbank.py,sha256=vHkNKxIMzpoC_EwcZnEOPOupizF92yGWi9GKxvYYFUQ,19181
@@ -26,6 +26,6 @@ hyperquant/datavison/_util.py,sha256=92qk4vO856RqycO0YqEIHJlEg-W9XKapDVqAMxe6rbw
 hyperquant/datavison/binance.py,sha256=3yNKTqvt_vUQcxzeX4ocMsI5k6Q6gLZrvgXxAEad6Kc,5001
 hyperquant/datavison/coinglass.py,sha256=PEjdjISP9QUKD_xzXNzhJ9WFDTlkBrRQlVL-5pxD5mo,10482
 hyperquant/datavison/okx.py,sha256=yg8WrdQ7wgWHNAInIgsWPM47N3Wkfr253169IPAycAY,6898
-hyperquant-0.83.dist-info/METADATA,sha256=SlHTbSAsclL15RMQjveqABInk7gil66sZljrdp0IUlk,4317
-hyperquant-0.83.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.83.dist-info/RECORD,,
+hyperquant-0.85.dist-info/METADATA,sha256=I2wU6hugR-i8hKEO4DJ1mbmdEH349ez9A0xdh8ozKcU,4317
+hyperquant-0.85.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.85.dist-info/RECORD,,