hyperquant 0.85__py3-none-any.whl → 0.86__py3-none-any.whl

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
@@ -307,6 +308,7 @@ class Coinw:
         *,
         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/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/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-0.85.dist-info → hyperquant-0.86.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.85
+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-0.85.dist-info → hyperquant-0.86.dist-info}/RECORD

@@ -6,18 +6,18 @@ 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=XvJMWbQBAcIU5Q9LRTXqwADoGopxBuC9TqqetEVImj0,14281
+hyperquant/broker/coinw.py,sha256=cGYwH-4-kWXnsDARh1rfVMhgXz_Y2nu18Vv0FWGEf1U,15857
 hyperquant/broker/edgex.py,sha256=TqUO2KRPLN_UaxvtLL6HnA9dAQXC1sGxOfqTHd6W5k8,18378
 hyperquant/broker/hyperliquid.py,sha256=7MxbI9OyIBcImDelPJu-8Nd53WXjxPB5TwE6gsjHbto,23252
 hyperquant/broker/lbank.py,sha256=98M5wmSoeHwbBYMA3rh25zqLb6fQKVaEmwqALF5nOvY,22181
 hyperquant/broker/ourbit.py,sha256=NUcDSIttf-HGWzoW1uBTrGLPHlkuemMjYCm91MigTno,18228
-hyperquant/broker/ws.py,sha256=Ozr5gBzVQ7cnxajT0MdpyKNyVgoCUu6LLjErU9fZxgc,4080
+hyperquant/broker/ws.py,sha256=NS71Do-62mtVrGcyNE-AtHJkDecsSxdz_KU1yNBr_BQ,4079
 hyperquant/broker/lib/edgex_sign.py,sha256=lLUCmY8HHRLfLKyGrlTJYaBlSHPsIMWg3EZnQJKcmyk,95785
 hyperquant/broker/lib/hpstore.py,sha256=LnLK2zmnwVvhEbLzYI-jz_SfYpO1Dv2u2cJaRAb84D8,8296
 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=r1iGdZ6K0CPY_y54cilFbj0lWzmPnb-V9aiD96zDWww,21089
+hyperquant/broker/models/coinw.py,sha256=p86bzwBf-9GsRPMrtY7hWXkJphfSm7kN-_FRwEF9ZQ8,21264
 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-0.85.dist-info/METADATA,sha256=I2wU6hugR-i8hKEO4DJ1mbmdEH349ez9A0xdh8ozKcU,4317
-hyperquant-0.85.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.85.dist-info/RECORD,,
+hyperquant-0.86.dist-info/METADATA,sha256=y78vtlHcheCmgLLKNu3nkv_RYOf35Xn8qhvoWpiNI_g,4317
+hyperquant-0.86.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.86.dist-info/RECORD,,