hyperquant 0.8__py3-none-any.whl → 0.9__py3-none-any.whl

hyperquant/broker/models/coinup.py

@@ -0,0 +1,290 @@
+from __future__ import annotations
+
+import asyncio
+import json
+import logging
+from typing import Any, Awaitable, TYPE_CHECKING
+import zlib
+
+from aiohttp import ClientResponse
+from pybotters.store import DataStore, DataStoreCollection
+
+if TYPE_CHECKING:
+    from pybotters.typedefs import Item
+    from pybotters.ws import ClientWebSocketResponse
+
+logger = logging.getLogger(__name__)
+
+# {"event_rep":"","channel":"market_e_wlfiusdt_depth_step0","data":null,"tick":{"asks":[[0.1402,9864],[0.1403,23388],[0.1404,9531],[0.1405,4995],[0.1406,3074],[0.1407,18736],[0.1408,3514],[0.1409,6326],[0.141,13217],[0.1411,18253],[0.1412,12214],[0.1413,15243],[0.1414,3606],[0.1415,14894],[0.1416,7932],[0.1417,4973],[0.1418,13031],[0.1419,19793],[0.142,17093],[0.1421,19395],[0.1422,12793],[0.1423,17846],[0.1424,15320],[0.1425,13313],[0.1426,20405],[0.1427,6611],[0.1428,17688],[0.1429,16308],[0.143,10073],[0.1431,15438]],"buys":[[0.1401,9473],[0.14,17486],[0.1399,11957],[0.1398,4824],[0.1397,18447],[0.1396,16929],[0.1395,19859],[0.1394,7283],[0.1393,19609],[0.1392,13638],[0.1391,4146],[0.139,3924],[0.1389,21574],[0.1388,14692],[0.1387,13772],[0.1386,21153],[0.1385,19533],[0.1384,20164],[0.1383,2645],[0.1382,17852],[0.1381,21453],[0.138,19162],[0.1379,17365],[0.1378,9061],[0.1377,14713],[0.1376,12023],[0.1375,11245],[0.1374,9633],[0.1373,5124],[0.1372,5140]]},"ts":1761239630000,"status":"ok"}
+
+class Book(DataStore):
+
+    _KEYS = ["s", "S", "p"]
+
+    def _init(self) -> None:
+        self.limit: int | None = None
+
+    def _on_message(self, msg: Any) -> None:
+        asks = msg["tick"]["asks"]
+        bids = msg["tick"]["buys"]
+        if self.limit is not None:
+            asks = asks[: self.limit]
+            bids = bids[: self.limit]
+        chanel = msg["channel"]
+        symbol = chanel.split("_")[2].upper()
+        asks = [
+            {"s": symbol, "S": "a", "p": float(price), "q": float(quantity)} for price, quantity in asks
+        ]
+        bids = [
+            {"s": symbol, "S": "b", "p": float(price), "q": float(quantity)} for price, quantity in bids
+        ]
+        self._clear()
+        self._insert(asks + bids)
+
+class Detail(DataStore):
+
+    _KEYS = ["symbol"]
+
+    def _onresponse(self, data: Any) -> None:
+        data = data.get("data", {})
+        clist = data.get("contractList", [])
+        # coinResultVo -> marginCoinPrecision 取出来
+        for c in clist:
+            p = c.get("coinResultVo", {}).get("marginCoinPrecision")
+            p = 10 ** (-p)
+            c["tick_size"] = p
+            c['TickSize'] = p  # 兼容用大写开头的字段
+        self._update(clist)
+
+class Position(DataStore):
+
+    _KEYS = ["symbol"]
+
+    def _onresponse(self, data: Any) -> None:
+        data = data.get("data", [])
+        p_list = data.get("positionList", [])
+        self._clear()
+        self._update(p_list)
+
+class Balance(DataStore):
+
+    _KEYS = ["symbol"]
+
+    def _onresponse(self, data: Any) -> None:
+        data = data.get("data", [])
+        b_list = data.get("accountList", [])
+        self._clear()
+        self._update(b_list)
+
+class Orders(DataStore):
+
+    _KEYS = ["orderId"]
+
+    @staticmethod
+    def _normalize(entry: dict[str, Any]) -> dict[str, Any] | None:
+        order_id = entry.get("orderId")
+        if order_id is None:
+            return None
+        normalized = dict(entry)
+        normalized["orderId"] = str(order_id)
+        return normalized
+
+    def _onresponse(self, data: Any) -> None:
+        payload: Any = data
+        if isinstance(data, dict):
+            payload = data.get("data") or data
+            if isinstance(payload, dict):
+                payload = payload.get("orderList") or payload.get("orders") or []
+
+        items: list[dict[str, Any]] = []
+        if isinstance(payload, list):
+            for entry in payload:
+                if not isinstance(entry, dict):
+                    continue
+                normalized = self._normalize(entry)
+                if normalized:
+                    items.append(normalized)
+
+        self._clear()
+        if items:
+            self._insert(items)
+
+class CoinUpDataStore(DataStoreCollection):
+    def _init(self) -> None:
+        self._create("book", datastore_class=Book)
+        self._create("detail", datastore_class=Detail)
+        self._create("position", datastore_class=Position)
+        self._create("balance", datastore_class=Balance)
+        self._create("orders", datastore_class=Orders)
+
+    def onmessage(self, msg: Item, ws: ClientWebSocketResponse | None = None) -> None:
+        decompressed = zlib.decompress(msg, 16 + zlib.MAX_WBITS)
+        text = decompressed.decode("utf-8")
+        data = json.loads(text)
+        chanel = data.get("channel", "")
+        if 'depth' in chanel:
+            self.book._on_message(data)
+
+    def onresponse(self, data: Any) -> None:
+        pass
+    
+
+    @property
+    def book(self) -> Book:
+        """
+        .. code:: json
+
+            {
+                "s": "BTCUSDT",
+                "S": "a",  # 卖单
+                "p": "95640.3",
+                "q": "0.807"
+            }
+        
+        """
+        return self._get("book")
+
+    @property
+    def detail(self) -> Detail:
+        """
+        .. code:: json
+
+            {
+                "id": 117,
+                "contractName": "E-RESOLV-USDT",
+                "symbol": "RESOLV-USDT",
+                "contractType": "E",
+                "coType": "E",
+                "contractShowType": "USDT合约",
+                "deliveryKind": "0",
+                "contractSide": 1,
+                "multiplier": 22.8000000000000000,
+                "multiplierCoin": "RESOLV",
+                "marginCoin": "USDT",
+                "originalCoin": "USDT",
+                "marginRate": 1.00000000,
+                "capitalStartTime": 0,
+                "capitalFrequency": 8,
+                "settlementFrequency": 1,
+                "brokerId": 1,
+                "base": "RESOLV",
+                "quote": "USDT",
+                "coinResultVo": {
+                    "symbolPricePrecision": 5,
+                    "depth": [
+                        "5",
+                        "4",
+                        "3"
+                    ],
+                    "minOrderVolume": 1,
+                    "minOrderMoney": 1,
+                    "maxMarketVolume": 5000000,
+                    "maxMarketMoney": 6411360,
+                    "maxLimitVolume": 5000000,
+                    "maxLimitMoney": 5000000.0000000000000000,
+                    "priceRange": 0.3000000000,
+                    "marginCoinPrecision": 4,
+                    "fundsInStatus": 1,
+                    "fundsOutStatus": 1
+                },
+                "sort": 100,
+                "maxLever": 75,
+                "minLever": 1,
+                "contractOtherName": "RESOLV/USDT",
+                "subSymbol": "e_resolvusdt",
+                "classification": 1,
+                "nextCapitalSettTime": 1761292800000,
+                "tick_size": 0.0001
+            }
+        """
+        return self._get("detail")
+
+    @property
+    def position(self) -> Position:
+        """
+        _key: symbol
+
+        .. code:: json
+
+            {
+                "id": 256538,
+                "contractId": 169,
+                "contractName": "E-WLFI-USDT",
+                "contractOtherName": "WLFI/USDT",
+                "symbol": "WLFI-USDT",
+                "positionVolume": 1.0,
+                "canCloseVolume": 1.0,
+                "closeVolume": 0.0,
+                "openAvgPrice": 0.1409,
+                "indexPrice": 0.14040034,
+                "reducePrice": -0.9769279224708908,
+                "holdAmount": 16.53718437074,
+                "marginRate": 7.852395215348719,
+                "realizedAmount": 0.0,
+                "returnRate": -0.0177310149041873,
+                "orderSide": "BUY",
+                "positionType": 1,
+                "canUseAmount": 16.11598335074,
+                "canSubMarginAmount": 0,
+                "openRealizedAmount": -0.0074949,
+                "keepRate": 0.015,
+                "maxFeeRate": 2.0E-4,
+                "unRealizedAmount": -0.0074949,
+                "leverageLevel": 5,
+                "positionBalance": 2.1060051,
+                "tradeFee": "-0.0004",
+                "capitalFee": "0",
+                "closeProfit": "0",
+                "settleProfit": "0",
+                "shareAmount": "0",
+                "historyRealizedAmount": "-0.0004227",
+                "profitRealizedAmount": "-0.0004",
+                "openAmount": 0.4227,
+                "adlLevel": 2
+            }
+        
+        """
+        return self._get("position")
+
+    @property
+    def balance(self) -> Balance:
+        """
+        _key: symbol
+
+        .. code:: json
+
+            {
+                "symbol": "USDT",
+                "originalCoin": "USDT",
+                "unRealizedAmount": "-0.0074949",
+                "realizedAmount": "0",
+                "totalMargin": "16.53718437074",
+                "totalAmount": "16.53718437074",
+                "canUseAmount": 16.11598335074,
+                "availableAmount": 16.11598335074,
+                "isolateMargin": "0",
+                "walletBalance": "16.54467927074",
+                "lockAmount": "0",
+                "accountNormal": "16.54467927074",
+                "totalMarginRate": "7.8523952153487187"
+            }
+        """
+        return self._get("balance")
+
+    @property
+    def orders(self) -> Orders:
+        """
+        _key: orderId
+
+        .. code:: json
+
+            {
+                "orderId": "2951913499074783723",
+                "contractId": 169,
+                "side": "SELL",
+                "price": 0.15,
+                "volume": 1,
+                "status": 0
+            }
+        """
+        return self._get("orders")