hyperquant 0.94__py3-none-any.whl → 0.95__py3-none-any.whl

hyperquant/broker/bitmart.py

@@ -9,7 +9,6 @@ from typing import Any, Literal, Sequence
 import pybotters
 
 from .models.bitmart import BitmartDataStore
-from .lib.util import fmt_value
 
 class Bitmart:
     """Bitmart 合约交易（REST + WebSocket）。"""
@@ -145,6 +144,7 @@ class Bitmart:
             "account",
             "all",
             "history_orders",
+            "ticker",
         ] = "all",
         *,
         orders_params: dict[str, Any] | None = None,
@@ -159,6 +159,7 @@ class Bitmart:
         include_positions = update_type in {"positions", "all"}
         include_balances = update_type in {"balances", "account", "all"}
         include_history_orders = update_type in {"history_orders"}
+        include_ticker = update_type in {"ticker", "all"}
 
         if include_detail:
             tasks["detail"] = self.client.get(f"{self.public_api}/v1/ifcontract/contracts_all")
@@ -201,6 +202,11 @@ class Bitmart:
                 params=d_params,
             )
 
+        if include_ticker:
+            tasks["ticker"] = self.client.get(
+                f"{self.public_api}/v1/ifcontract/tickers"
+            )
+
         if not tasks:
             raise ValueError(f"Unsupported update_type: {update_type}")
 
@@ -248,6 +254,12 @@ class Bitmart:
                 raise ValueError(f"Bitmart balances API error: {resp}")
             self.store.balances._onresponse(resp)
 
+        if "ticker" in results:
+            resp = results["ticker"]
+            if resp.get("success") is False or resp.get("errno") not in (None, "OK"):
+                raise ValueError(f"Bitmart ticker API error: {resp}")
+            self.store.ticker._onresponse(resp)
+
         if "history_orders" in results:
             resp = results["history_orders"]
             if resp.get("success") is False or resp.get("errno") not in (None, "OK"):
@@ -313,7 +325,7 @@ class Bitmart:
         *,
         category: Literal[1,2,"limit","market"] = "limit",
         price: float,
-        qty: float,
+        volume: float,
         way: Literal[1, 2, 3, 4, "open_long", "close_short", "close_long", "open_short", "buy", "sell"] = "open_long",
         mode: Literal[1, 2, 3, 4, "gtc", "ioc", "fok", "maker_only", "maker-only", "post_only"] = "gtc",
         open_type: Literal[1, 2, "cross", "isolated"] = "isolated",
@@ -347,20 +359,28 @@ class Bitmart:
         if contract_size_val <= 0:
             raise ValueError(f"Invalid contract_size for {symbol}: {contract_size_str}")
 
-        contracts_float = float(qty) / contract_size_val
+        contracts_float = float(volume) / contract_size_val
         contracts_int = int(round(contracts_float))
         if contracts_int <= 0:
             raise ValueError(
-                f"qty too small for contract size ({contract_size_val}): qty={qty}"
+                f"Volume too small for contract size ({contract_size_val}): volume={volume}"
             )
         if abs(contracts_float - contracts_int) > 1e-8:
             raise ValueError(
-                f"qty must be a multiple of contract_size ({contract_size_val}). "
-                f"Received qty={qty} -> {contracts_float} contracts."
+                f"Volume must be a multiple of contract_size ({contract_size_val}). "
+                f"Received volume={volume} -> {contracts_float} contracts."
             )
 
         price_unit = detail.get("price_unit") or 1
-        adjusted_price = float(fmt_value(price, price_unit))
+        try:
+            price_unit_val = float(price_unit)
+        except (TypeError, ValueError):
+            price_unit_val = 1.0
+        if price_unit_val <= 0:
+            price_unit_val = 1.0
+
+        price_value = float(price)
+        adjusted_price = int(price_value / price_unit_val) * price_unit_val
 
         category = self._normalize_enum(
             category,
@@ -371,6 +391,10 @@ class Bitmart:
             "category",
         )
 
+        if category == 2:  # market
+            adjusted_price = 0.0
+        price_fmt = f"{adjusted_price:.15f}".rstrip("0").rstrip(".") or "0"
+
         way_value = self._normalize_enum(
             way,
             {
@@ -408,7 +432,7 @@ class Bitmart:
             "place_all_order": False,
             "contract_id": contract_id_int,
             "category": category,
-            "price": adjusted_price,
+            "price": price_fmt,
             "vol": contracts_int,
             "way": way_value,
             "mode": mode_value,

hyperquant/broker/models/bitmart.py

@@ -19,6 +19,25 @@ def _maybe_to_dict(payload: Any) -> Any:
         return payload.model_dump()
     return payload
 
+class Ticker(DataStore):
+    """Bitmart 合约行情数据。"""
+
+    _KEYS = ["contract_id"]
+
+    def _onresponse(self, data: Any) -> None:
+        payload = _maybe_to_dict(data) or {}
+        tickers = payload.get("data", {}).get("tickers") or []
+        items: list[dict[str, Any]] = []
+        for entry in tickers:
+            if not isinstance(entry, dict):
+                continue
+            contract_id = entry.get("contract_id")
+            if contract_id is None:
+                continue
+            items.append(entry)
+        self._clear()
+        if items:
+            self._insert(items)
 
 class Book(DataStore):
     """Bitmart 合约深度数据。"""
@@ -134,6 +153,30 @@ class Detail(DataStore):
             self._insert(records)
 
 
+class Ticker(DataStore):
+    """24h 数据信息。"""
+
+    _KEYS = ["contract_id"]
+
+    def _onresponse(self, data: Any) -> None:
+        payload = _maybe_to_dict(data) or {}
+        tickers = payload.get("data", {}).get("tickers") or []
+        items: list[dict[str, Any]] = []
+        for entry in tickers:
+            if not isinstance(entry, dict):
+                continue
+            contract_id = entry.get("contract_id")
+            if contract_id is None:
+                continue
+            record = dict(entry)
+            record["contract_id"] = contract_id
+            items.append(record)
+
+        self._clear()
+        if items:
+            self._insert(items)
+
+
 class Orders(DataStore):
     """订单列表。"""
 
@@ -230,6 +273,7 @@ class BitmartDataStore(DataStoreCollection):
         self._create("orders", datastore_class=Orders)
         self._create("positions", datastore_class=Positions)
         self._create("balances", datastore_class=Balances)
+        self._create("ticker", datastore_class=Ticker)
 
     def onmessage(self, msg: Item, ws: ClientWebSocketResponse | None = None) -> None:
         if isinstance(msg, dict):
@@ -334,6 +378,24 @@ class BitmartDataStore(DataStoreCollection):
         """
         return self._get("detail")
 
+    @property
+    def ticker(self) -> Ticker:
+        """Bitmart 24h 行情 (`ifcontract/tickers`)。
+
+        .. code:: json
+
+            {
+                "contract_id": 1,
+                "last_price": "95500.1",
+                "open_24h": "91000",
+                "high_24h": "96000",
+                "low_24h": "90000",
+                "base_vol_24h": "12345",
+                "quote_vol_24h": "118000000"
+            }
+        """
+        return self._get("ticker")
+
     @property
     def orders(self) -> Orders:
         """用户订单 (`userAllOrders`)。
@@ -485,3 +547,63 @@ class BitmartDataStore(DataStoreCollection):
             ]
         """
         return self._get("balances")
+
+    @property
+    def ticker(self) -> Ticker:
+        """Bitmart 合约行情数据（`/v1/ifcontract/tickers` 返回）。
+
+        表示 Bitmart 合约行情接口 `/v1/ifcontract/tickers` 返回的数据，包含合约的最新价格、成交量、指数价格、公允价格、资金费率等信息。
+
+        .. code:: json
+
+            [
+                {
+                    "last_price": "0.002296",
+                    "open": "0.002347",
+                    "close": "0.002296",
+                    "low": "0.00224",
+                    "high": "0.002394",
+                    "avg_price": "0.0023197328648874",
+                    "volume": "6",
+                    "total_volume": "200110472",
+                    "timestamp": 1761812348,
+                    "rise_fall_rate": "-0.0217298679164891",
+                    "rise_fall_value": "-0.000051",
+                    "contract_id": 33125,
+                    "contract_name": "IOSTUSDT",
+                    "position_size": "",
+                    "volume24": "229630336",
+                    "amount24": "533620.3631860018137124",
+                    "high_price_24": "0.002394",
+                    "low_price_24": "0.00224",
+                    "base_coin_volume": "200110472",
+                    "quote_coin_volume": "464202.8385065298408528",
+                    "ask_price": "0.002302",
+                    "ask_vol": "6396074",
+                    "bid_price": "0.002289",
+                    "bid_vol": "3214783",
+                    "index_price": "0.00229906",
+                    "fair_price": "0.002296",
+                    "depth_price": {
+                        "bid_price": "0",
+                        "ask_price": "0",
+                        "mid_price": "0"
+                    },
+                    "fair_basis": "",
+                    "fair_value": "",
+                    "rate": {
+                        "quote_rate": "0",
+                        "base_rate": "0",
+                        "interest_rate": "0"
+                    },
+                    "premium_index": "",
+                    "funding_rate": "-0.0000601",
+                    "next_funding_rate": "",
+                    "next_funding_at": "2025-10-30T16:00:00Z",
+                    "pps": "0",
+                    "quote_coin": "USDT",
+                    "base_coin": "IOST"
+
+            ]
+        """
+        return self._get("ticker")

{hyperquant-0.94.dist-info → hyperquant-0.95.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.94
+Version: 0.95
 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-0.94.dist-info → hyperquant-0.95.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=C8B5-x8Qcaeafm4ZwPCVFR7GRURmHC3CE4_vdg00Qgw,12139
 hyperquant/broker/bitget.py,sha256=X_S0LKZ7FZAEb6oEMr1vdGP1fondzK74BhmNTpRDSEA,9488
-hyperquant/broker/bitmart.py,sha256=ish5SXenO1f1MCDnuRbkatPApHvUiyer8fmSGylIk2A,15914
+hyperquant/broker/bitmart.py,sha256=3lAkSy8J2p-M-663cUVFuRU-XtgNEwWAa4SKgeG6Vb8,16798
 hyperquant/broker/coinup.py,sha256=eOr8BTRXiTb5tCU2FDmvBdXXgqiwVmCbP5pdeA1ORJ8,20390
 hyperquant/broker/coinw.py,sha256=SnJU0vASh77rfcpMGWaIfTblQSjQk3vjlW_4juYdbcs,17214
 hyperquant/broker/edgex.py,sha256=TqUO2KRPLN_UaxvtLL6HnA9dAQXC1sGxOfqTHd6W5k8,18378
@@ -20,7 +20,7 @@ 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/bitmart.py,sha256=7DgnuDlD-ZneDpyilW-V-mEwVSniwBTre1xlFaJiK6o,16578
+hyperquant/broker/models/bitmart.py,sha256=Utu67H0D1wzppKeHqZmsPLeJ0sao2-yR_iGwWP5p0wU,20800
 hyperquant/broker/models/coinup.py,sha256=X_ngB2_sgTOdfAZqTyeWvCN03j-0_inZ6ugZKW6hR7k,11173
 hyperquant/broker/models/coinw.py,sha256=LvLMVP7i-qkkTK1ubw8eBkMK2RQmFoKPxdKqmC4IToY,22157
 hyperquant/broker/models/edgex.py,sha256=vPAkceal44cjTYKQ_0BoNAskOpmkno_Yo1KxgMLPc6Y,33954
@@ -32,6 +32,6 @@ 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-0.94.dist-info/METADATA,sha256=UofH3N5NelHoWQnfrfAdEnAbtwesIsXerHl_ExVoMSU,4409
-hyperquant-0.94.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-0.94.dist-info/RECORD,,
+hyperquant-0.95.dist-info/METADATA,sha256=VCnz-XozwQFVbD3iQCz_Xg1kmKFOSqLCqyQwmeIq_iU,4409
+hyperquant-0.95.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-0.95.dist-info/RECORD,,