hyperquant 1.0__tar.gz → 1.1__tar.gz

{hyperquant-1.0 → hyperquant-1.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 1.0
+Version: 1.1
 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-1.0 → hyperquant-1.1}/apis.json

@@ -24,8 +24,8 @@
     "41933ec0f5dace5eee47628ea2e2cb40a491f7fd20f983b385f8bdc5eea3d3ad4a47bd745f70fc2a"
   ],
   "bitmart":[
-    "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",
-    "vKqWE9vsDKZQmt2su3DMjqorPOpn7eeNS",
+    "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",
+    "4OamVUwuSznwyStlmRIfc9o0y5tCYdMOh",
     "1c0886dd192a1dd0f23f71f7ab577a45"
   ]
 }

{hyperquant-1.0 → hyperquant-1.1}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "1.00"
+version = "1.01"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-1.0 → hyperquant-1.1}/src/hyperquant/broker/bitmart.py

@@ -363,7 +363,7 @@ class Bitmart:
         if detail is None:
             raise ValueError(f"Market metadata unavailable for symbol: {symbol}")
 
-        if qty_contract is None:
+        if qty is not None:
 
             contract_size_str = detail.get("contract_size") or detail.get("vol_unit") or "1"
             try:
@@ -380,10 +380,10 @@ class Bitmart:
                     f"Volume too small for contract size ({contract_size_val}): volume={qty}"
                 )
 
-        else:
-            contracts_int = int(qty)
+        if qty_contract is not None:
+            contracts_int = int(qty_contract)
             if contracts_int <= 0:
-                raise ValueError(f"Volume must be positive integer contracts: volume={qty}")
+                raise ValueError(f"Volume must be positive integer contracts: volume={qty_contract}")
 
         price_unit = detail.get("price_unit") or 1
         try:

hyperquant-1.1/test.py

@@ -0,0 +1,48 @@
+import asyncio
+import aiohttp
+import time
+from rnet import Client  # rnet 需要 pip install rnet
+
+URL = "https://futures.ourbit.com/api/v1/contract/systemSetting"
+
+HEADERS = {
+    "accept": "*/*",
+    "accept-language": "zh-CN,zh;q=0.9,en;q=0.8,en-GB;q=0.7,en-US;q=0.6",
+    "cache-control": "no-cache",
+    "language": "Chinese",
+    "pragma": "no-cache",
+    "priority": "u=1, i",
+    "referer": "https://futures.ourbit.com/zh-CN/exchange/LAYER_USDT",
+    "sec-ch-ua": '"Microsoft Edge";v="141", "Not?A_Brand";v="8", "Chromium";v="141"',
+    "sec-ch-ua-mobile": "?0",
+    "sec-ch-ua-platform": '"macOS"',
+    "user-agent": "Mozilla/5.0 (Macintosh; Intel Mac OS X 10_15_7) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/141.0.0.0 Safari/537.36 Edg/141.0.0.0",
+}
+
+async def test_aiohttp(n=10):
+    async with aiohttp.ClientSession() as session:
+        start = time.perf_counter()
+        for _ in range(n):
+            async with session.get(URL, headers=HEADERS) as resp:
+                await resp.text()
+        end = time.perf_counter()
+    return (end - start) / n
+
+async def test_rnet(n=10):
+    client = Client()
+    start = time.perf_counter()
+    for _ in range(n):
+        await client.get(URL, headers=HEADERS)
+    end = time.perf_counter()
+    return (end - start) / n
+
+async def main():
+    aio_t = await test_aiohttp()
+    rnet_t = await test_rnet()
+    print(f"Aiohttp 平均响应时间: {aio_t:.3f}s")
+    print(f"Rnet 平均响应时间:   {rnet_t:.3f}s")
+    faster = "aiohttp" if aio_t < rnet_t else "rnet"
+    print(f"🏁 更快的是: {faster}")
+
+if __name__ == "__main__":
+    asyncio.run(main())

hyperquant-1.1/tests/test_bitmart.py

@@ -0,0 +1,189 @@
+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())
+
+            # print(broker.store.detail.find({'name':'PUMPUSDT'}))
+
+
+async def test_place():
+    async with pybotters.Client(apis='./apis.json') as client:
+        async with Bitmart(client=client) as broker:
+            # [2025-10-31 17:34:15] 🔵 准备建仓: VIRTUAL_USDT entry=short qty=20.498804 lag_px=1.4635 lead=binance
+            # [2025-11-01 01:33:22] 🔵 准备建仓: PUMP_USDT entry=long qty=18872.375560 lag_px=0.004239 lead=binance
+            # [2025-11-01 01:33:22] 🔔 Order placement failed: Bitmart submitOrder error: {'errno': 'ORDER_LEVERAGE_INFO_NOT_SYNCHRONIZED', 'message': 'Leverage info not synchronized, please place your order later or re
+            for i in range(2):
+                start = time.time()
+                oid = await broker.place_order(
+                    symbol='PUMPUSDT',
+                    side='sell',
+                    category='limit',
+                    price=0.004239,
+                    qty=18872.375560,
+                    mode='ioc',
+                    leverage=40
+                    # qty_contract=1
+                )
+
+                print(f"Placed order ID: {oid}, 下单毫秒数: {(time.time() - start)*1000:.2f} ms")
+
+                # resp = await broker.cancel_order(
+                #     symbol='VIRTUALUSDT',
+                #     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,
+    *,
+    symbol: str,
+    place_task: Any,
+    is_ioc: bool = True,
+    cancel_retry: int = 3,
+    logger: Logger | None = None,
+) -> OrderSyncResult:
+    """Bitmart order sync flow based on doc/bitmart.md.
+
+    - Awaits the placement task to obtain order id
+    - Updates history orders and positions to fetch snapshots
+    - If IOC, returns immediately after one sync
+    - Otherwise polls and attempts cancel on timeout
+    """
+    oid = None
+    try:
+        started = int(time.time() * 1000)
+        oid = await place_task
+        latency = int(time.time() * 1000) - started
+        if logger:
+            logger.info(f"Order placed, id={oid}, latency={latency} ms")
+    except Exception as e:  # pragma: no cover - defensive logging
+        if logger:
+            logger.warning(f"Order placement failed: {e}")
+        return OrderSyncResult(position={}, order={})
+    
+    async def sync() -> OrderSyncResult:
+        await broker.update("history_orders")
+        await broker.update("positions")
+        order = broker.store.orders.get({"order_id": oid}) if oid else None
+        position: dict[str, Any] = {}
+        if order:
+            contract_id = order.get("contract_id")
+            if contract_id is not None:
+                positions = broker.store.positions.find({"contract_id": contract_id})
+                if positions:
+                    position = positions[0]
+        return OrderSyncResult(position=position or {}, order=order or {})
+
+
+    for attempt in range(cancel_retry):
+        await asyncio.sleep(1)
+        await broker.update("history_orders")
+        order = broker.store.orders.get({"order_id": oid}) if oid else None
+        # 说明订单已经置入历史委托
+        if order:
+            return await sync()
+        else:
+            try:
+                # 撤单需要 symbol + order_ids
+                await broker.cancel_order(symbol, order_ids=[oid])
+            except Exception as e:  # pragma: no cover - defensive logging
+                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='VIRTUALUSDT',
+            #     side='sell',
+            #     category='limit',
+            #     mode='ioc',
+            #     price=1.38,
+            #     qty=0.1,
+            # )
+
+            place_task = broker.place_order(  # type: ignore[attr-defined]
+                symbol="VELODROMEUSDT",
+                side='sell',
+                qty_contract=int(round(1.000000)),
+                price=0.040645,
+                category='market'
+            )
+            result = await order_sync_polling(
+                broker,
+                place_task=place_task,
+                is_ioc=False,
+                cancel_retry=2,
+                symbol="VELODROMEUSDT",
+                logger=logger,
+            )
+            logger.info(f"Order Sync Result: {result}")
+
+if __name__ == "__main__":
+    asyncio.run(test_sync_place())

{hyperquant-1.0 → hyperquant-1.1}/tests/test_coinup.py

@@ -16,10 +16,10 @@ async def test_update():
         async with Coinup(client=client) as broker:
             # await broker.update("detail")
             # print(broker.store.detail.get({"symbol": "WLFI-USDT"}))
-            # await broker.update("position")
-            # print(broker.store.position.find())
-            await broker.update("history_orders")
-            print(broker.store.history_orders.find())
+            await broker.update("position")
+            print(broker.store.position.find())
+            # await broker.update("history_orders")
+            # print(broker.store.history_orders.find())
 
             # await broker.update('orders')
             # print(broker.store.orders.find())
@@ -282,4 +282,4 @@ async def test_order_sync_polling():
 if __name__ == "__main__":
     import asyncio
 
-    asyncio.run(test_sub_book())
+    asyncio.run(test_update())

{hyperquant-1.0 → hyperquant-1.1}/uv.lock

@@ -921,7 +921,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "0.99"
+version = "1.0"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },

hyperquant-1.0/tests/test_bitmart.py

@@ -1,156 +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, 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:
-            # [2025-10-31 17:34:15] 🔵 准备建仓: VIRTUAL_USDT entry=short qty=20.498804 lag_px=1.4635 lead=binance
-            oid = await broker.place_order(
-                symbol='VIRTUALUSDT',
-                side='sell',
-                category='limit',
-                price=1.4635,
-                qty=20.49880423641954,
-            )
-
-            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_place())