hyperquant 1.36__tar.gz → 1.38__tar.gz

{hyperquant-1.36 → hyperquant-1.38}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 1.36
+Version: 1.38
 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-1.36 → hyperquant-1.38}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "1.36"
+version = "1.38"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-1.36 → hyperquant-1.38}/src/hyperquant/broker/models/polymarket.py

@@ -394,6 +394,36 @@ class _SideBook:
         except (TypeError, ValueError):
             return None
 
+class Price(DataStore):
+    _KEYS = ["s"]
+
+    def _on_message(self, msg: dict[str, Any]) -> None:
+        payload = msg.get('payload') or {}
+        data = payload.get('data') or {}
+        symbol = payload.get('symbol')
+
+        if not symbol:
+            return
+        
+        _next = self.get({'s': symbol}) or {}
+        _next_price = _next.get('p')
+        last_price = None
+        
+        if data and isinstance(data, list):
+            last_price = data[-1].get('value')
+        if 'value' in payload:
+            last_price = payload.get('value')
+        
+        if last_price is None:
+            return
+
+        record = {'s': symbol, 'p': last_price}
+        key = {'s': symbol}
+        if self.get(key):
+            self._update([record])
+        else:
+            self._insert([record])
+
 
 class BBO(DataStore):
     _KEYS = ["s", "S"]
@@ -612,6 +642,7 @@ class PolymarketDataStore(DataStoreCollection):
         self._create("mytrade", datastore_class=MyTrade)
         self._create("fill", datastore_class=Fill)
         self._create("trade", datastore_class=Trade)
+        self._create("price", datastore_class=Price)
 
     @property
     def book(self) -> Book:
@@ -762,6 +793,13 @@ class PolymarketDataStore(DataStoreCollection):
         """
 
         return self._get("trade")
+    
+    @property
+    def price(self) -> Price:
+        """Price DataStore
+        _key: s 
+        """
+        return self._get("price")
 
     @property
     def fill(self) -> Fill:
@@ -837,6 +875,12 @@ class PolymarketDataStore(DataStoreCollection):
         # 判定msg是否为list
         lst_msg = msg if isinstance(msg, list) else [msg]
         for m in lst_msg:
+            if m == '':
+                continue
+            topic = m.get("topic") or ""
+            if topic in {'crypto_prices_chainlink', 'crypto_prices'}:
+                self.price._on_message(m)
+                continue
             raw_type = m.get("event_type") or m.get("type")
             if not raw_type:
                 continue

{hyperquant-1.36 → hyperquant-1.38}/src/hyperquant/broker/polymarket.py

@@ -2,7 +2,7 @@ from __future__ import annotations
 
 import asyncio
 from contextlib import suppress
-from datetime import UTC, datetime
+from datetime import UTC, datetime, timedelta
 from functools import lru_cache
 import os
 from typing import Any, Iterable, Iterator, Literal, Mapping, Sequence
@@ -12,6 +12,7 @@ import json
 import aiohttp
 import pybotters
 import pybotters.ws
+import pytz
 
 from .models.polymarket import PolymarketDataStore
 from .auth import Auth
@@ -22,6 +23,7 @@ GAMMA_EVENTS_API = "https://gamma-api.polymarket.com/events"
 DEFAULT_DATA_ENDPOINT = "https://data-api.polymarket.com"
 RTS_DATA_ENDPOINT = "wss://ws-live-data.polymarket.com/"
 DEFAULT_BASE_SLUG = "btc-updown-15m"
+HOURLY_BITCOIN_BASE_SLUG = "bitcoin-up-or-down"
 DEFAULT_INTERVAL = 15 * 60
 DEFAULT_WINDOW = 8
 API_NAME = "polymarket"
@@ -38,6 +40,7 @@ DEFAULT_POLYGON_RPCS = (
     "https://polygon-rpc.com",
     "https://rpc.ankr.com/polygon",
 )
+_EASTERN_TZ = pytz.timezone("US/Eastern")
 
 def parse_field(value):
     """尝试将字符串 JSON 转为对象，否则原样返回"""
@@ -73,6 +76,21 @@ def _accepting_orders(market: Mapping[str, Any]) -> bool:
     return bool(accepting)
 
 
+def _compose_hourly_slug(base_slug: str, *, now: datetime | None = None) -> str:
+    tz_now = now or datetime.now(_EASTERN_TZ)
+    if tz_now.tzinfo is None:
+        tz_now = _EASTERN_TZ.localize(tz_now)
+    else:
+        tz_now = tz_now.astimezone(_EASTERN_TZ)
+
+    tz_now = (tz_now + timedelta(seconds=5)).replace(minute=0, second=0, microsecond=0)
+    month_str = tz_now.strftime("%B").lower()
+    day = tz_now.day
+    hour_12 = tz_now.strftime("%I").lstrip("0") or "0"
+    am_pm = tz_now.strftime("%p").lower()
+    return f"{base_slug}-{month_str}-{day}-{hour_12}{am_pm}-et"
+
+
 class Polymarket:
     """Polymarket CLOB client with REST helpers, stores and WS subscriptions."""
 
@@ -222,6 +240,89 @@ class Polymarket:
             orders = results["orders"]
             self.store.orders._on_response(orders)
 
+    async def sub_rts_prices(
+        self,
+        symbols: Sequence[str] | str | None = None,
+        *,
+        source: Literal["chainlink", "binance"] = "chainlink",
+        server_filter: bool = False,
+    ) -> pybotters.ws.WebSocketApp:
+        """Subscribe to Polymarket RTDS prices (Chainlink or Binance sources).
+
+        Parameters
+        ----------
+        symbols
+            Requested symbols (Chainlink prefers ``eth/usd`` format, Binance
+            uses ``ethusdt``).
+        source
+            Either ``"chainlink"`` (default) or ``"binance"``.
+        server_filter
+            When ``True`` the request payload includes the filter exactly as the
+            docs specify (e.g. ``{"symbol":"btc/usd"}``). In practice the
+            server sometimes stops streaming after returning the first snapshot
+            when filters are present, so the default behaviour is to subscribe
+            to the full feed and filter locally.
+        """
+
+        if isinstance(symbols, str):
+            requested = [symbols]
+        elif symbols:
+            requested = list(symbols)
+        else:
+            requested = []
+
+        target_symbols = {s.lower() for s in requested if s}
+
+        if source == "chainlink":
+            topic = "crypto_prices_chainlink"
+            sub_type = "*"
+            if server_filter and target_symbols:
+                if len(target_symbols) == 1:
+                    filters = json.dumps({"symbol": next(iter(target_symbols))})
+                else:
+                    filters = json.dumps({"symbols": sorted(target_symbols)})
+            else:
+                filters = None
+        else:
+            topic = "crypto_prices"
+            sub_type = "update"
+            filters = None
+            if server_filter and target_symbols:
+                filters = ",".join(sorted(target_symbols))
+
+        subscription: dict[str, Any] = {"topic": topic, "type": sub_type}
+        if filters:
+            subscription["filters"] = filters
+
+        payload = {
+            "action": "subscribe",
+            "subscriptions": [subscription],
+        }
+
+        def callback(msg, ws):
+            if not msg:
+                return
+            try:
+                data = json.loads(msg)
+            except json.JSONDecodeError:
+                return
+
+            payload = data.get("payload") or {}
+            symbol = str(payload.get("symbol") or "").lower()
+            if (not server_filter) and target_symbols and symbol and symbol not in target_symbols:
+                return
+
+            self.store.onmessage(data, ws)
+
+        wsapp = self.client.ws_connect(
+            RTS_DATA_ENDPOINT,
+            hdlr_str=callback,
+            heartbeat=5,
+        )
+
+        await wsapp._event.wait()
+        await wsapp.current_ws.send_json(payload)
+        return wsapp
 
 
     async def sub_books(
@@ -899,6 +1000,7 @@ class Polymarket:
         if isinstance(fee_resp, dict):
             return int(fee_resp.get("base_fee", 0))
         return int(fee_resp or 0)
+        
 
     async def _signed_request_via_session(
         self, method: str, path: str, body: Mapping[str, Any] | list[Any] | None
@@ -1171,6 +1273,33 @@ class Polymarket:
         https://docs.polymarket.com/api-reference/markets/get-market-by-id
         """
     
+        async def _try_slug(slug: str | None) -> tuple[str, dict, dict] | None:
+            if not slug:
+                return None
+            event = await self._fetch_event(slug)
+            if not event:
+                return None
+
+            event = {k: parse_field(v) for k, v in event.items()}
+            for market in event.get("markets", []):
+                if not _accepting_orders(market):
+                    continue
+                market = {k: parse_field(v) for k, v in market.items()}
+                return slug, event, market
+            return None
+
+        if base_slug == HOURLY_BITCOIN_BASE_SLUG:
+            hourly_slug = _compose_hourly_slug(base_slug)
+            hourly_match = await _try_slug(hourly_slug)
+            if hourly_match:
+                return hourly_match
+
+        # 1小时市场等特殊 slug（比如 bitcoin-up-or-down-november-18-10am-et）
+        # 直接传入完整 slug 即可，不再拼接时间戳
+        direct_match = await _try_slug(base_slug)
+        if direct_match:
+            return direct_match
+
         now_ts = int(datetime.now(UTC).timestamp())
         base_ts = (now_ts // interval) * interval
 
@@ -1179,18 +1308,9 @@ class Polymarket:
             if ts < 0:
                 continue
             slug = f"{base_slug}-{ts}"
-            event = await self._fetch_event(slug)
-            if not event:
-                continue
-
-
-            
-            event = {k: parse_field(v) for k, v in event.items()}
-
-            for market in event.get("markets", []):
-                if _accepting_orders(market):
-                    market = {k: parse_field(v) for k, v in market.items()}
-                    return slug, event, market
+            result = await _try_slug(slug)
+            if result:
+                return result
 
         raise RuntimeError(
             f"未在 {base_slug} 的 +/-{window} 个区间内找到可交易的市场"

{hyperquant-1.36 → hyperquant-1.38}/uv.lock

@@ -945,7 +945,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "1.35"
+version = "1.37"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },