hyperquant 0.97__tar.gz → 0.99__tar.gz

{hyperquant-0.97 → hyperquant-0.99}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 0.97
+Version: 0.99
 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-0.97 → hyperquant-0.99}/apis.json

@@ -24,8 +24,8 @@
     "41933ec0f5dace5eee47628ea2e2cb40a491f7fd20f983b385f8bdc5eea3d3ad4a47bd745f70fc2a"
   ],
   "bitmart":[
-    "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",
-    "GWunImG8YDD20ntOTJT9KjrlzqxR2fIn",
-    "1UwiT974jJGn3fiqWuH2mVtrlzAwjxS8"
+    "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",
+    "genUaMiA34QCgcB2J3lGN44IM88zqL9y9DE5",
+    "1c0886dd192a1dd0f23f71f7ab577a45"
   ]
 }

{hyperquant-0.97 → hyperquant-0.99}/doc/bitmart.md

@@ -446,6 +446,9 @@ curl 'https://derivatives.bitmart.com/gw-api/contract-tiger/forward/v1/ifcontrac
 # 订单部分
 
 category 1 限价单 2 市价单
+
+status 4 系统取消
+
 ## limit gtc
 curl 'https://derivatives.bitmart.com/gw-api/contract-tiger/forward/v1/ifcontract/submitOrder' \
   -H 'accept: application/json, text/plain, */*' \

{hyperquant-0.97 → hyperquant-0.99}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "0.97"
+version = "0.99"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-0.97 → hyperquant-0.99}/src/hyperquant/broker/bitmart.py

@@ -4,7 +4,7 @@ import asyncio
 import json
 import random
 import time
-from typing import Any, Literal, Sequence
+from typing import Any, Literal, Optional, Sequence
 
 import pybotters
 
@@ -33,10 +33,19 @@ class Bitmart:
 
         self.account_index = account_index
         self.apis = apis
+        self.symbol_to_contract_id: dict[str, str] = {}
 
     async def __aenter__(self) -> "Bitmart":
         await self.update("detail")
         asyncio.create_task(self.auto_refresh())
+        
+        for entry in self.store.detail.find():
+            contract_id = entry.get("contract_id")
+            symbol = entry.get("name") or entry.get("display_name")
+            if contract_id is None or symbol is None:
+                continue
+            self.symbol_to_contract_id[str(symbol)] = str(contract_id)
+
         return self
     
     async def auto_refresh(self, sec=3600, test=False) -> None:
@@ -325,8 +334,9 @@ class Bitmart:
         *,
         category: Literal[1,2,"limit","market"] = "limit",
         price: float,
-        volume: float,
-        way: Literal[1, 2, 3, 4, "open_long", "close_short", "close_long", "open_short", "buy", "sell"] = "open_long",
+        qty: float,
+        qty_contract: Optional[int] = None,
+        side: 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",
         leverage: int | str = 10,
@@ -334,8 +344,9 @@ class Bitmart:
         trigger_price: float | None = None,
         custom_id: int | str | None = None,
         extra_params: dict[str, Any] | None = None,
-    ) -> dict[str, Any]:
+    ) -> int:
         """Submit an order via ``submitOrder``.
+        返回值: order_id (int)
         """
 
         contract_id = self.get_contract_id(symbol)
@@ -351,25 +362,31 @@ class Bitmart:
             raise ValueError(f"Market metadata unavailable for symbol: {symbol}")
 
 
-        contract_size_str = detail.get("contract_size") or detail.get("vol_unit") or "1"
-        try:
-            contract_size_val = float(contract_size_str)
-        except (TypeError, ValueError):
-            contract_size_val = 1.0
-        if contract_size_val <= 0:
-            raise ValueError(f"Invalid contract_size for {symbol}: {contract_size_str}")
-
-        contracts_float = float(volume) / contract_size_val
-        contracts_int = int(round(contracts_float))
-        if contracts_int <= 0:
-            raise ValueError(
-                f"Volume too small for contract size ({contract_size_val}): volume={volume}"
-            )
-        if abs(contracts_float - contracts_int) > 1e-8:
-            raise ValueError(
-                f"Volume must be a multiple of contract_size ({contract_size_val}). "
-                f"Received volume={volume} -> {contracts_float} contracts."
-            )
+        if qty_contract is not None:
+
+            contract_size_str = detail.get("contract_size") or detail.get("vol_unit") or "1"
+            try:
+                contract_size_val = float(contract_size_str)
+            except (TypeError, ValueError):
+                contract_size_val = 1.0
+            if contract_size_val <= 0:
+                raise ValueError(f"Invalid contract_size for {symbol}: {contract_size_str}")
+
+            contracts_float = float(qty) / contract_size_val
+            contracts_int = int(round(contracts_float))
+            if contracts_int <= 0:
+                raise ValueError(
+                    f"Volume too small for contract size ({contract_size_val}): volume={qty}"
+                )
+            if abs(contracts_float - contracts_int) > 1e-8:
+                raise ValueError(
+                    f"Volume must be a multiple of contract_size ({contract_size_val}). "
+                    f"Received volume={qty} -> {contracts_float} contracts."
+                )
+        else:
+            contracts_int = int(qty)
+            if contracts_int <= 0:
+                raise ValueError(f"Volume must be positive integer contracts: volume={qty}")
 
         price_unit = detail.get("price_unit") or 1
         try:
@@ -396,7 +413,7 @@ class Bitmart:
         price_fmt = f"{adjusted_price:.15f}".rstrip("0").rstrip(".") or "0"
 
         way_value = self._normalize_enum(
-            way,
+            side,
             {
                 "open_long": 1,
                 "close_short": 2,
@@ -460,7 +477,10 @@ class Bitmart:
         
         if resp.get("success") is False or resp.get("errno") not in (None, "OK"):
             raise ValueError(f"Bitmart submitOrder error: {resp}")
-        return resp
+        
+        # {"errno":"OK","message":"Success","data":{"order_id":3000236525013551},"success":true}
+        # 直接取order_id返回
+        return resp.get("data", {}).get("order_id")
 
     async def cancel_order(
         self,

{hyperquant-0.97 → hyperquant-0.99}/src/hyperquant/broker/models/bitmart.py

@@ -381,7 +381,7 @@ class BitmartDataStore(DataStoreCollection):
     @property
     def orders(self) -> Orders:
         """用户订单 (`userAllOrders`)。
-
+        key: order_id
         .. code:: json
 
             [
@@ -510,19 +510,19 @@ class BitmartDataStore(DataStoreCollection):
                 {
                     "account_id": 14794011,
                     "coin_code": "USDT",
-                    "available_vol": "0",
-                    "cash_vol": "0",
+                    "available_vol": "10.970977797397999999",
+                    "cash_vol": "11.000536099457999999",
                     "freeze_vol": "0",
-                    "realised_vol": "0",
-                    "un_realised_vol": "0",
-                    "earnings_vol": "0",
+                    "realised_vol": "0.000536099457999999",
+                    "un_realised_vol": "-0.00001502",
+                    "earnings_vol": "0.000536099457999999",
                     "total_im": "",
                     "margin_balance": "",
                     "available_balance": "",
                     "trans_out_balance": "",
                     "status": 0,
                     "total_balance": "",
-                    "account_rights": "0",
+                    "account_rights": "11.000521079457999999",
                     "bonus_voucher_vol": "",
                     "freeze_bonus_voucher_vol": ""
                 }

hyperquant-0.99/tests/test_bitmart.py

@@ -0,0 +1,156 @@
+import pybotters
+
+from hyperquant.broker.lighter import Lighter
+import asyncio
+from logging import Logger
+import time
+from dataclasses import dataclass
+from typing import Any, Awaitable, Literal
+from hyperquant.logkit import get_logger
+from hyperquant.broker.bitmart import Bitmart
+
+
+
+async def test_update():
+    async with pybotters.Client(apis='./apis.json') as client:
+        async with Bitmart(client=client) as broker:
+            # print(broker.store.detail.find()[0])
+            # await broker.update('balances')
+            # print(broker.store.balances.find())
+            # await broker.update('ticker')
+            # print(broker.store.ticker.find())
+
+            # await broker.update('history_orders')
+            # print(broker.store.orders.find())
+            # print(broker.store.orders.get({'order_id':3000237069605967}))
+            await broker.update('positions')
+            print(broker.store.positions.find())
+
+
+async def test_place():
+    async with pybotters.Client(apis='./apis.json') as client:
+        async with Bitmart(client=client) as broker:
+
+            oid = await broker.place_order(
+                symbol='ONDOUSDT',
+                side='sell',
+                category='limit',
+                price=0.7,
+                qty=0.2,
+            )
+
+            print(f"Placed order ID: {oid}")
+
+            resp = await broker.cancel_order(
+                symbol='ONDOUSDT',
+                order_ids=[oid],
+            )
+
+            print(f"Cancel response: {resp}")
+
+@dataclass
+class OrderSyncResult:
+    position: dict[str, Any]
+    order: dict[str, Any]
+
+async def order_sync_polling(
+    broker: Bitmart,
+    place_task: Awaitable,
+    is_ioc: bool = True,
+    cancel_retry: int = 3,
+    logger: Logger | None = None,
+) -> OrderSyncResult:
+    try:
+        oid = await place_task
+    except Exception as e:
+        if logger:
+            logger.warning(f"Order placement failed: {e}")
+
+    
+    async def sync():
+        await broker.update('history_orders')
+        await broker.update('positions')
+        order = broker.store.orders.get({'order_id': oid})
+        if order:
+            contract_id = order.get('contract_id')
+            positions = broker.store.positions.find({'contract_id': contract_id})
+            position = positions[0] if positions else {}
+            return OrderSyncResult(position=position, order=order)
+    
+    if is_ioc:
+        return await sync()
+    else:
+        for attempt in range(cancel_retry):
+            await asyncio.sleep(1)
+            await broker.update('history_orders')
+            order = broker.store.orders.get({'order_id': oid})
+            # 说明订单已经置入历史委托
+            if order:
+                return await sync()
+            else:
+                try:
+                    await broker.cancel_order(
+                        symbol=order.get('symbol'),
+                        order_ids=[oid],
+                    )
+                except Exception as e:
+                    if logger:
+                        logger.warning(f"Order cancellation attempt {attempt + 1} failed: {e}")
+       
+    return OrderSyncResult(position={}, order={})
+
+
+async def test_sub_book():
+    async with pybotters.Client() as client:
+        async with Bitmart(client=client) as broker:
+            broker.store.book.limit = 1
+            await broker.sub_orderbook(["TRXUSDT", 'XRPUSDT', 'DOTUSDT'])
+            while True:
+                # await broker.store.book.wait()
+                # print(broker.store.book.find())
+                asks = broker.store.book.find({"S": "a", 's': 'TRXUSDT'})
+                bids = broker.store.book.find({"S": "b", 's': 'TRXUSDT'})
+                # 订单薄format化输出
+                print("Asks:")
+                for ask in asks:
+                    print(f"Price: {ask['p']}, Quantity: {ask['q']}")
+                print("Bids:")
+                for bid in bids:
+                    print(f"Price: {bid['p']}, Quantity: {bid['q']}")
+                print("-" * 30)
+                await asyncio.sleep(1)
+
+
+            # with broker.store.book.watch() as stream:
+            #     async for change in stream:
+            #         print(change)
+
+async def test_auto_refresh():
+    async with pybotters.Client(apis='./apis.json') as client:
+        async with Bitmart(client=client, apis='./apis.json') as broker:
+            await broker.auto_refresh(0, test=True)
+            await asyncio.sleep(2)
+
+async def test_sync_place():
+    logger = get_logger("test_sync_place")
+    async with pybotters.Client(apis='./apis.json') as client:
+        async with Bitmart(client=client) as broker:
+            place_task = broker.place_order(
+                symbol='ONDOUSDT',
+                side='sell',
+                category='market',
+                mode='ioc',
+                price=0.71,
+                qty=0.2,
+            )
+            result = await order_sync_polling(
+                broker,
+                place_task,
+                is_ioc=False,
+                cancel_retry=2,
+                logger=logger,
+            )
+            logger.info(f"Order Sync Result: {result}")
+
+if __name__ == "__main__":
+    asyncio.run(test_update())

{hyperquant-0.97 → hyperquant-0.99}/uv.lock

@@ -921,7 +921,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.96"
+version = "0.98"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },

hyperquant-0.97/tests/test_bitmart.py

@@ -1,70 +0,0 @@
-import pybotters
-
-from hyperquant.broker.lighter import Lighter
-import asyncio
-from logging import Logger
-import time
-from dataclasses import dataclass
-from typing import Any, Literal
-from hyperquant.logkit import get_logger
-from hyperquant.broker.bitmart import Bitmart
-
-
-
-async def test_update():
-    async with pybotters.Client(apis='./apis.json') as client:
-        async with Bitmart(client=client) as broker:
-            # print(broker.store.detail.find()[0])
-            # await broker.update('balances')
-            # print(broker.store.balances.find())
-            await broker.update('ticker')
-            print(broker.store.ticker.find())
-
-            # await broker.update('history_orders')
-            # print(broker.store.orders.find())
-
-async def test_place():
-    async with pybotters.Client(apis='./apis.json') as client:
-        async with Bitmart(client=client) as broker:
-            order = await broker.place_order(
-                symbol='TRXUSDT',
-                way='buy',
-                category='market',
-                price=0.0296,
-                qty=1,
-            )
-            print(order)
-
-async def test_sub_book():
-    async with pybotters.Client() as client:
-        async with Bitmart(client=client) as broker:
-            broker.store.book.limit = 1
-            await broker.sub_orderbook(["TRXUSDT", 'XRPUSDT', 'DOTUSDT'])
-            while True:
-                # await broker.store.book.wait()
-                # print(broker.store.book.find())
-                asks = broker.store.book.find({"S": "a", 's': 'TRXUSDT'})
-                bids = broker.store.book.find({"S": "b", 's': 'TRXUSDT'})
-                # 订单薄format化输出
-                print("Asks:")
-                for ask in asks:
-                    print(f"Price: {ask['p']}, Quantity: {ask['q']}")
-                print("Bids:")
-                for bid in bids:
-                    print(f"Price: {bid['p']}, Quantity: {bid['q']}")
-                print("-" * 30)
-                await asyncio.sleep(1)
-
-
-            # with broker.store.book.watch() as stream:
-            #     async for change in stream:
-            #         print(change)
-
-async def test_auto_refresh():
-    async with pybotters.Client(apis='./apis.json') as client:
-        async with Bitmart(client=client, apis='./apis.json') as broker:
-            await broker.auto_refresh(0, test=True)
-            await asyncio.sleep(2)
-
-if __name__ == "__main__":
-    asyncio.run(test_update())