hyperquant 0.84__tar.gz → 0.86__tar.gz

{hyperquant-0.84 → hyperquant-0.86}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.84
+Version: 0.86
 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-0.84 → hyperquant-0.86}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.84"
+version = "0.86"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.84 → hyperquant-0.86}/src/hyperquant/broker/coinw.py

@@ -2,6 +2,7 @@ from __future__ import annotations
 
 import asyncio
 import logging
+import time
 from typing import Any, Literal, Sequence
 
 import pybotters
@@ -305,8 +306,9 @@ class Coinw:
         self,
         pair_codes: Sequence[str] | str,
         *,
-        depth_limit: int | None = None,
+        depth_limit: int | None = 1,
         biz: str = "futures",
+        stale_timeout: float = 5,
     ) -> pybotters.ws.WebSocketApp:
         """订阅 ``type=depth`` 订单簿数据，批量控制发送频率。"""
 
@@ -332,12 +334,50 @@ class Coinw:
         await ws_app._event.wait()
 
         chunk_size = 10
-        for idx in range(0, len(subscriptions), chunk_size):
-            batch = subscriptions[idx : idx + chunk_size]
-            for msg in batch:
-                await ws_app.current_ws.send_json(msg)
-            if idx + chunk_size < len(subscriptions):
-                await asyncio.sleep(2.05)
+
+        async def send_subs(target: pybotters.ws.WebSocketApp) -> None:
+            for idx in range(0, len(subscriptions), chunk_size):
+                batch = subscriptions[idx : idx + chunk_size]
+                for msg in batch:
+                    await target.current_ws.send_json(msg)
+                if idx + chunk_size < len(subscriptions):
+                    await asyncio.sleep(2.05)
+
+        await send_subs(ws_app)
+
+        ws_ref: dict[str, pybotters.ws.WebSocketApp] = {"app": ws_app}
+
+        async def monitor() -> None:
+            while True:
+                await asyncio.sleep(stale_timeout)
+                last_update = self.store.book.last_update
+                if not last_update:
+                    continue
+                if time.time() - last_update < stale_timeout:
+                    continue
+                logger.warning(
+                    "CoinW order book idle for %.1f seconds, reconnecting.", stale_timeout
+                )
+                try:
+                    current = ws_ref["app"]
+                    if current.current_ws and not current.current_ws.closed:
+                        await current.current_ws.close()
+                except Exception:
+                    logger.exception("Error closing stale CoinW orderbook websocket")
+
+                try:
+                    new_ws = self.client.ws_connect(
+                        self.ws_url_public,
+                        hdlr_json=self.store.onmessage,
+                        headers=self._ws_headers,
+                    )
+                    await new_ws._event.wait()
+                    await send_subs(new_ws)
+                    ws_ref["app"] = new_ws
+                except Exception:
+                    logger.exception("Failed to reconnect CoinW orderbook websocket")
+
+        asyncio.create_task(monitor())
 
         return ws_app
 

{hyperquant-0.84 → hyperquant-0.86}/src/hyperquant/broker/models/coinw.py

@@ -1,6 +1,7 @@
 from __future__ import annotations
 
 import asyncio
+import time
 from typing import TYPE_CHECKING, Any, Awaitable
 
 import aiohttp
@@ -35,6 +36,7 @@ class Book(DataStore):
 
     def _init(self) -> None:
         self.limit: int | None = None
+        self._last_update: float = 0.0
 
     def _on_message(self, msg: dict[str, Any]) -> None:
         data = msg.get("data")
@@ -80,6 +82,7 @@ class Book(DataStore):
 
         self._find_and_delete({"s": str(symbol)})
         self._insert(entries)
+        self._last_update = time.time()
 
     def sorted(
         self, query: Item | None = None, limit: int | None = None
@@ -93,6 +96,10 @@ class Book(DataStore):
             limit=limit,
         )
 
+    @property
+    def last_update(self) -> float:
+        return self._last_update
+
 
 class Detail(DataStore):
     """CoinW 合约信息数据存储。

{hyperquant-0.84 → hyperquant-0.86}/src/hyperquant/broker/ws.py

@@ -36,7 +36,7 @@ class Heartbeat:
     async def coinw(ws: ClientWebSocketResponse):
         while not ws.closed:
             await ws.send_json({"event": "ping"})
-            await asyncio.sleep(10.0)
+            await asyncio.sleep(3.0)
 
 pybotters.ws.HeartbeatHosts.items['futures.ourbit.com'] = Heartbeat.ourbit
 pybotters.ws.HeartbeatHosts.items['www.ourbit.com'] = Heartbeat.ourbit_spot

{hyperquant-0.84 → hyperquant-0.86}/tests/test_coinw.py

@@ -37,15 +37,30 @@ async def test_sub_orderbook(
     interval: float = 1.0,
 ) -> None:
     """Subscribe CoinW order book and print snapshots."""
+    start = time.time()
+    print(f"订阅开始: {start:.3f}")
+
+    symbols = ['NMR_USDT', 'TRB_USDT', 'MELANIA_USDT', 'INJ_USDT', 'LTC_USDT', 'AUCTION_USDT']
+
+    # 去掉USDT
+    symbols = [s[:-5] if s.endswith('_USDT') else s for s in symbols]
+
     async with pybotters.Client() as client:
         async with Coinw(client) as cw:
             await cw.sub_orderbook(symbols, depth_limit=depth)
-            while True:
-                for sym in symbols:
-                    levels = cw.store.book.find({"s": sym})
-                    if levels:
-                        print(sym, levels[: depth * 2])
-                await asyncio.sleep(interval)
+            with cw.store.book.watch() as watcher:
+                while True:
+                    try:
+                        change = await asyncio.wait_for(watcher.__anext__(), timeout=10.0)
+                    except asyncio.TimeoutError:
+                        print("超过10秒未收到新数据，退出订阅。")
+                        break
+                    else:
+                        print(change.data)
+
+    end = time.time()
+    print(f"订阅结束: {end:.3f}, 耗时: {(end - start):.3f} 秒")
+
 
 async def test_place_cancel() -> None:
     """Demonstrate place/cancel flow (requires credentials and tradable environment)."""
@@ -209,4 +224,4 @@ async def test_order_sync_polling() -> None:
 
 
 if __name__ == "__main__":
-    asyncio.run(test_update())
+    asyncio.run(test_sub_orderbook())

{hyperquant-0.84 → hyperquant-0.86}/uv.lock

@@ -662,7 +662,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.83"
+version = "0.85"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },