hyperquant 1.22__py3-none-any.whl → 1.25__py3-none-any.whl

hyperquant/broker/models/coinup.py

@@ -1,334 +0,0 @@
-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()
-        symbol = symbol.replace("USDT", "-USDT")
-        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._find_and_delete({"s": symbol})
-        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 HistoryOrders(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)
-        self._create("history_orders", datastore_class=HistoryOrders)
-
-    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")
-
-    @property
-    def history_orders(self) -> HistoryOrders:
-        """
-        _key: orderId
-
-        历史委托记录，与 ``orders`` 结构一致。
-        """
-        return self._get("history_orders")