hyperquant 0.87__py3-none-any.whl → 0.89__py3-none-any.whl

hyperquant/broker/coinw.py

@@ -60,11 +60,10 @@ class Coinw:
             "all",
         ] = "all",
         *,
-        instrument: str | None = None,
         position_type: Literal["execute", "plan", "planTrigger"] = "execute",
         page: int | None = None,
         page_size: int | None = None,
-        open_ids: str | None = None,
+        instrument: str | None = None,
     ) -> None:
         """刷新本地缓存，使用 CoinW REST API。
 
@@ -108,16 +107,8 @@ class Coinw:
             )
 
         if include_position:
-            if not instrument:
-                raise ValueError("instrument is required when updating positions")
-            params = {"instrument": instrument}
-            if open_ids:
-                params["openIds"] = open_ids
             requests.append(
-                self.client.get(
-                    f"{self.rest_api}/v1/perpum/positions",
-                    params=params,
-                )
+                self.client.get(f"{self.rest_api}/v1/perpum/positions/all")
             )
 
         if include_balance:
@@ -186,6 +177,51 @@ class Coinw:
         data = await res.json()
         return self._ensure_ok("place_order", data)
 
+    async def close_position(
+        self,
+        open_id: str | int,
+        *,
+        position_type: Literal["plan", "planTrigger", "execute"] = "plan",
+        close_num: str | float | int | None = None,
+        close_rate: str | float | int | None = None,
+        order_price: str | float | None = None,
+        instrument: str | None = None,
+    ) -> dict[str, Any]:
+        """关闭单个仓位（``DELETE /v1/perpum/positions``）。
+
+        Params
+        ------
+        open_id: ``openId`` / 持仓唯一 ID。
+        position_type: 订单类型 ``plan`` / ``planTrigger`` / ``execute``。
+        close_num: 按合约数量平仓（与 ``close_rate`` 至少指定其一）。
+        close_rate: 按比例平仓（0-1）。
+        order_price: 限价平仓时指定价格。
+        instrument: 交易品种（部分情况下需要传入，例如限价单）。
+        """
+
+        if close_num is None and close_rate is None:
+            raise ValueError("close_num or close_rate must be provided")
+
+        payload: dict[str, Any] = {
+            "id": str(open_id),
+            "positionType": position_type,
+        }
+        if close_num is not None:
+            payload["closeNum"] = str(close_num)
+        if close_rate is not None:
+            payload["closeRate"] = str(close_rate)
+        if order_price is not None:
+            payload["orderPrice"] = str(order_price)
+        if instrument is not None:
+            payload["instrument"] = instrument
+
+        res = await self.client.delete(
+            f"{self.rest_api}/v1/perpum/positions",
+            data=payload,
+        )
+        data = await res.json()
+        return self._ensure_ok("close_position", data)
+
     async def place_order_web(
         self,
         instrument: str,
@@ -292,7 +328,7 @@ class Coinw:
         ws_app = await self._ensure_private_ws()
         payloads = [
             {"event": "sub", "params": {"biz": "futures", "type": "order"}},
-            {"event": "sub", "params": {"biz": "futures", "type": "position"}},
+            # {"event": "sub", "params": {"biz": "futures", "type": "position"}},
             {"event": "sub", "params": {"biz": "futures", "type": "position_change"}},
             {"event": "sub", "params": {"biz": "futures", "type": "assets"}},
         ]

hyperquant/broker/models/coinw.py

@@ -280,16 +280,8 @@ class Orders(DataStore):
 class Position(DataStore):
     """CoinW 当前持仓数据存储。"""
 
-    _KEYS = ["id"]
+    _KEYS = ["openId"]
 
-    @staticmethod
-    def _normalize(entry: dict[str, Any]) -> dict[str, Any] | None:
-        position_id = entry.get("id")
-        if position_id is None:
-            return None
-        normalized = dict(entry)
-        normalized["id"] = str(position_id)
-        return normalized
 
     def _onresponse(self, data: Any) -> None:
         payload = []
@@ -302,9 +294,8 @@ class Position(DataStore):
         for entry in payload or []:
             if not isinstance(entry, dict):
                 continue
-            normalized = self._normalize(entry)
-            if normalized:
-                items.append(normalized)
+            entry['openId'] = str(entry.get("id"))
+            items.append(entry)
 
         self._clear()
         if items:
@@ -312,6 +303,7 @@ class Position(DataStore):
 
     def _on_message(self, msg: dict[str, Any]) -> None:
         data = msg.get("data")
+
         if isinstance(data, dict) and data.get("result") is not None:
             return
 
@@ -325,26 +317,28 @@ class Position(DataStore):
             return
 
         to_insert: list[dict[str, Any]] = []
+        to_update: list[dict[str, Any]] = []
         to_delete: list[dict[str, Any]] = []
 
         for entry in entries:
             if not isinstance(entry, dict):
                 continue
-            normalized = self._normalize(entry)
-            if not normalized:
-                continue
+            normalized = entry
 
-            status = normalized.get("status")
-            normalized_status = str(status).lower() if status is not None else ""
-            remove = normalized_status in {"close", "closed", "1", "2"}
 
-            query = {"id": normalized["id"]}
-            to_delete.append(query)
-            if not remove:
+            if normalized.get("status") == 'close':
+                to_delete.append(normalized)
+                continue
+
+            if self.find(normalized):
+                to_update.append(normalized)
+            else:
                 to_insert.append(normalized)
 
         if to_delete:
             self._delete(to_delete)
+        if to_update:
+            self._update(to_update)
         if to_insert:
             self._insert(to_insert)
 
@@ -449,11 +443,12 @@ class CoinwFuturesDataStore(DataStoreCollection):
 
     def onmessage(self, msg: Item, ws: ClientWebSocketResponse | None = None) -> None:
         msg_type = msg.get("type")
+        # print(msg)
         if msg_type == "depth":
             self.book._on_message(msg)
         elif msg_type == "order":
             self.orders._on_message(msg)
-        elif msg_type == "position":
+        elif msg_type == "position" or msg_type == "position_change":
             self.position._on_message(msg)
         elif msg_type == "assets":
             self.balance._on_message(msg)
@@ -470,7 +465,7 @@ class CoinwFuturesDataStore(DataStoreCollection):
                 self.ticker._onresponse(data)
             elif res.url.path == "/v1/perpum/orders/open":
                 self.orders._onresponse(data)
-            elif res.url.path == "/v1/perpum/positions":
+            elif res.url.path == "/v1/perpum/positions/all":
                 self.position._onresponse(data)
             elif res.url.path == "/v1/perpum/account/getUserAssets":
                 self.balance._onresponse(data)
@@ -655,17 +650,48 @@ class CoinwFuturesDataStore(DataStoreCollection):
           - REST: ``GET /v1/perpum/positions``
           - WebSocket: ``type == "position"``
 
-        数据结构（节选）::
+        .. code:: json
 
             {
-                "id": 2435521222631982507,
-                "instrument": "BTC",
-                "direction": "short",
-                "openPrice": 88230.5,
-                "currentPiece": 1,
-                "profitUnreal": 0.0086,
-                "status": "open"
-            }
+                "currentPiece": "0",
+                "isProfession": 0,
+                "leverage": "10",
+                "originalType": "execute",
+                "orderId": "33309059291614824",
+                "contractType": 1,
+                "openId": "2435521222638707873",
+                "fee": "0.00020724",
+                "openPrice": "0.3456",
+                "orderStatus": "finish",
+                "instrument": "JUP",
+                "quantityUnit": 1,
+                "source": "api",
+                "updatedDate": 1761192795412,
+                "positionModel": 1,
+                "feeRate": "0.0006",
+                "netProfit": "-0.00040724",
+                "baseSize": "1",
+                "quote": "usdt",
+                "liquidateBy": "manual",
+                "totalPiece": "1",
+                "orderPrice": "0",
+                "id": "23469279597150213",
+                "fundingSettle": "0",
+                "direction": "long",
+                "margin": "0.03435264",
+                "takerMaker": 1,
+                "indexPrice": "0.3455",
+                "quantity": "0.03456",
+                "userId": "1757458",
+                "closedPiece": "1",
+                "createdDate": 1761192793000,
+                "hedgeId": "23469279597150214",
+                "closePrice": "0.3454",
+                "positionMargin": "0.03435264",
+                "base": "jup",
+                "realPrice": "0.3454",
+                "status": "close"
+                }
         """
 
         return self._get("position", Position)

{hyperquant-0.87.dist-info → hyperquant-0.89.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.87
+Version: 0.89
 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-0.87.dist-info → hyperquant-0.89.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=lRbxthAmIncTDcYm0VxZ-753HAj5_d5slwX-8EOHXyY,15854
+hyperquant/broker/coinw.py,sha256=SnJU0vASh77rfcpMGWaIfTblQSjQk3vjlW_4juYdbcs,17214
 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=p86bzwBf-9GsRPMrtY7hWXkJphfSm7kN-_FRwEF9ZQ8,21264
+hyperquant/broker/models/coinw.py,sha256=LvLMVP7i-qkkTK1ubw8eBkMK2RQmFoKPxdKqmC4IToY,22157
 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-0.87.dist-info/METADATA,sha256=kKBv8ig72O_aDeRHobCeo3MJOKIxClr5UQwQOOO1x38,4317
-hyperquant-0.87.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.87.dist-info/RECORD,,
+hyperquant-0.89.dist-info/METADATA,sha256=NBPtmJcSeB4mhyzR_K0yISNPcMaiyzLqfjGkA_q6dME,4317
+hyperquant-0.89.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.89.dist-info/RECORD,,