hyperquant 1.2__py3-none-any.whl → 1.21__py3-none-any.whl

hyperquant/broker/bitmart.py

@@ -30,6 +30,7 @@ class Bitmart:
         self.private_api = "https://derivatives.bitmart.com"
         self.forward_api = f'{self.private_api}/gw-api/contract-tiger/forward'
         self.ws_url = ws_url or "wss://contract-ws-v2.bitmart.com/v1/ifcontract/realTime"
+        self.api_ws_url = "wss://openapi-ws-v2.bitmart.com/api?protocol=1.1"
 
         self.account_index = account_index
         self.apis = apis
@@ -281,6 +282,7 @@ class Bitmart:
         *,
         depth: str = "Depth",
         depth_limit: int | None = None,
+        use_api_ws: bool = True,
     ) -> pybotters.ws.WebSocketApp:
         """Subscribe order book channel(s)."""
 
@@ -289,37 +291,55 @@ class Bitmart:
 
         if not symbols:
             raise ValueError("symbols must not be empty")
-
-        missing = [sym for sym in symbols if self.get_contract_id(sym) is None]
-        if missing:
-            await self.update("detail")
-            still_missing = [sym for sym in missing if self.get_contract_id(sym) is None]
-            if still_missing:
-                raise ValueError(f"Unknown symbols: {', '.join(still_missing)}")
-
         if depth_limit is not None:
             self.store.book.limit = depth_limit
+        if not use_api_ws:
+            missing = [sym for sym in symbols if self.get_contract_id(sym) is None]
+            if missing:
+                await self.update("detail")
+                still_missing = [sym for sym in missing if self.get_contract_id(sym) is None]
+                if still_missing:
+                    raise ValueError(f"Unknown symbols: {', '.join(still_missing)}")
 
-        channels: list[str] = []
-        for symbol in symbols:
-            contract_id = self.get_contract_id(symbol)
-            if contract_id is None:
-                continue
-            self.store.book.id_to_symbol[str(contract_id)] = symbol
-            channels.append(f"{depth}:{contract_id}")
 
-        if not channels:
-            raise ValueError("No channels resolved for subscription")
 
-        payload = {"action": "subscribe", "args": channels}
-        # print(payload)
+            channels: list[str] = []
+            for symbol in symbols:
+                contract_id = self.get_contract_id(symbol)
+                if contract_id is None:
+                    continue
+                self.store.book.id_to_symbol[str(contract_id)] = symbol
+                channels.append(f"{depth}:{contract_id}")
+
+            if not channels:
+                raise ValueError("No channels resolved for subscription")
+
+            payload = {"action": "subscribe", "args": channels}
+            # print(payload)
+
+            ws_app = self.client.ws_connect(
+                self.api_ws_url,
+                send_json=payload,
+                hdlr_json=self.store.onmessage,
+            )
+        else:
+            channels: list[str] = []
+            for symbol in symbols:
+                channels.append(f"futures/depthAll5:{symbol}@100ms")
+
+            if not channels:
+                raise ValueError("No channels resolved for subscription")
+
+            payload = {"action": "subscribe", "args": channels}
+            # print(payload)
+
+            ws_app = self.client.ws_connect(
+                self.api_ws_url,
+                send_json=payload,
+                hdlr_json=self.store.onmessage,
+                autoping=False,
+            )
 
-        ws_app = self.client.ws_connect(
-            self.ws_url,
-            send_json=payload,
-            hdlr_json=self.store.onmessage,
-            autoping=False,
-        )
         await ws_app._event.wait()
         return ws_app
   

hyperquant/broker/models/bitmart.py

@@ -62,6 +62,7 @@ class Book(DataStore):
     def _on_message(self, msg: dict[str, Any]) -> None:
         data = msg.get("data")
         group = msg.get("group")
+        ms_t = msg.get("ms_t")
         if not isinstance(data, dict) or not isinstance(group, str):
             return
 
@@ -94,7 +95,57 @@ class Book(DataStore):
             for entry in depths
         ])
 
-        self._last_update = time.time()
+        self._last_update = ms_t
+    
+    def _on_message_api(self, msg: dict[str, Any]) -> None:
+        # {
+        #     "data": {
+        #         "symbol": "BTCUSDT",
+        #         "asks": [
+        #             {
+        #                 "price": "70294.4",
+        #                 "vol": "455"
+        #             }
+        #         ],
+        #         "bids": [
+        #             {
+        #                 "price": "70293.9",
+        #                 "vol": "1856"
+        #             }
+        #         ],
+        #         "ms_t": 1730399750402
+        #     },
+        #     "group": "futures/depthAll20:BTCUSDT@200ms"
+        # }
+        data = msg.get("data")
+        if not isinstance(data, dict):
+            return
+        symbol = data.get("symbol")
+        asks = data.get("asks") or []
+        bids = data.get("bids") or []
+        if self.limit:
+            asks = asks[: self.limit]
+            bids = bids[: self.limit]
+            
+        self._find_and_delete({'s': symbol})
+        self._update([
+            self._make_entry(
+                symbol,
+                "a",
+                entry.get("price", '0'),
+                entry.get("vol", '0'),
+            )
+            for entry in asks
+        ])
+        self._update([
+            self._make_entry(
+                symbol,
+                "b",
+                entry.get("price", '0'),
+                entry.get("vol", '0'),
+            )
+            for entry in bids
+        ])
 
     def sorted(self, query: Item | None = None, limit: int | None = None) -> dict[str, list[Item]]:
         return self._sorted(
@@ -278,8 +329,12 @@ class BitmartDataStore(DataStoreCollection):
     def onmessage(self, msg: Item, ws: ClientWebSocketResponse | None = None) -> None:
         if isinstance(msg, dict):
             group = msg.get("group")
-            if isinstance(group, str) and group.startswith("Depth"):
-                self.book._on_message(msg)
+
+            if isinstance(group, str):
+                if group.startswith("futures/depth"):
+                    self.book._on_message_api(msg)
+                if group.startswith("Depth"):
+                    self.book._on_message(msg)
 
     @property
     def book(self) -> Book:

{hyperquant-1.2.dist-info → hyperquant-1.21.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 1.2
+Version: 1.21
 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-1.2.dist-info → hyperquant-1.21.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=wHot_CwaRNituj0Rpn60Kv5bU5YQquDIMPDFzlzbFws,21443
+hyperquant/broker/bitmart.py,sha256=2Yd_Jzn0XYzl3rYN1rmNuwy7Wy74T3bBQ-ue7RvIbMU,22206
 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=6lOpQXLcuR7MEayvMt_e-okE2A8CCUvpzAT6aCxWSaM,20455
+hyperquant/broker/models/bitmart.py,sha256=hPxSFLmsJif9wm4nTln5G_zCbsoRnM1BF9fnfciZIHo,22061
 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-1.2.dist-info/METADATA,sha256=sWjVioqvlZhhPPOx0AiD6t29SR4xXRR56ebM09hhLKM,4408
-hyperquant-1.2.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
-hyperquant-1.2.dist-info/RECORD,,
+hyperquant-1.21.dist-info/METADATA,sha256=1ZJFW9uGSQFzXQTBy74LLbaay4lUmc_pTOzSOugj_nU,4409
+hyperquant-1.21.dist-info/WHEEL,sha256=qtCwoSJWgHk21S1Kb4ihdzI2rlJ1ZKaIurTj_ngOhyQ,87
+hyperquant-1.21.dist-info/RECORD,,