hyperquant 1.38__tar.gz → 1.41__tar.gz

{hyperquant-1.38 → hyperquant-1.41}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 1.38
+Version: 1.41
 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-1.38 → hyperquant-1.41}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "1.38"
+version = "1.41"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-1.38 → hyperquant-1.41}/src/hyperquant/broker/models/polymarket.py

@@ -18,7 +18,9 @@ class Position(DataStore):
     _KEYS = ["asset", "outcome"]
 
     def _on_response(self, msg: Item) -> None:
-        self._update(msg)
+        if msg:
+            self._clear()
+            self._update(msg)
 
     def on_trade(self, trade: Item) -> None:
         status = str(trade.get("status") or "").upper()
@@ -29,6 +31,7 @@ class Position(DataStore):
         outcome = trade.get("outcome")
         side = str(trade.get("side") or "").upper()
         size_raw = trade.get("size")
+        price_raw = trade.get("price")
 
         if not asset_id or not outcome or side not in {"BUY", "SELL"}:
             return
@@ -37,19 +40,37 @@ class Position(DataStore):
             size = float(size_raw)
         except (TypeError, ValueError):
             return
+        try:
+            price = float(price_raw)
+        except (TypeError, ValueError):
+            price = None
 
         key = {"asset": asset_id, "outcome": outcome}
         existing = self.get(key) or {}
 
         cur_size = float(existing.get("size") or 0.0)
         cur_total_bought = float(existing.get("totalBought") or 0.0)
+        cur_avg_price = float(existing.get("avgPrice") or 0.0)
+        cur_cost = cur_size * cur_avg_price
 
         if side == "BUY":
             new_size = cur_size + size
             total_bought = cur_total_bought + size
+            # 未拿到成交价时使用当前均价兜底，避免均价被拉低
+            effective_price = price if price is not None else cur_avg_price
+            new_cost = cur_cost + size * effective_price
         else:  # SELL
             new_size = cur_size - size
             total_bought = cur_total_bought
+            # 卖出按照当前均价释放成本
+            new_cost = cur_cost - min(size, cur_size) * cur_avg_price
+
+        if new_size <= 0:
+            new_size = 0.0
+            avg_price = 0.0
+            new_cost = 0.0
+        else:
+            avg_price = max(new_cost, 0.0) / new_size
 
         rec: dict[str, Any] = {
             "asset": asset_id,
@@ -57,6 +78,7 @@ class Position(DataStore):
             "side": side,
             "size": new_size,
             "totalBought": total_bought,
+            "avgPrice": avg_price,
         }
 
         if existing:
@@ -203,7 +225,7 @@ class MyTrade(DataStore):
 class Trade(DataStore):
     """User trades keyed by trade id."""
 
-    _KEYS = ["asset_id"]
+    _KEYS = ["transactionHash"]
     _MAXLEN = 500
 
 
@@ -894,7 +916,13 @@ class PolymarketDataStore(DataStoreCollection):
                 self.fill._on_trade(m)
                 self.position.on_trade(m)
             elif msg_type == 'orders_matched':
-                self.trade._on_message(m)
+                payload = m.get("payload") or {}
+                if not payload:
+                    continue
+                trade_msg = dict(payload)
+                if "asset_id" not in trade_msg and "asset" in trade_msg:
+                    trade_msg["asset_id"] = trade_msg["asset"]
+                self.trade._on_message(trade_msg)
     
     def onmessage_for_bbo(self, msg: Any, ws: ClientWebSocketResponse | None = None) -> None:
         # 判定msg是否为list

{hyperquant-1.38 → hyperquant-1.41}/src/hyperquant/broker/polymarket.py

@@ -156,7 +156,7 @@ class Polymarket:
         token_ids: Sequence[str] | str | None = None,
         limit: int | None = None,
         funder: str | None = None,
-
+        event_id: str | None = None
     ) -> None:
         """Refresh cached data using Polymarket REST endpoints."""
 
@@ -195,6 +195,9 @@ class Polymarket:
         if include_position or include_history_position:
             funder = funder or self.funder
             path = '/positions' if include_position else '/closed-positions'
+            params = {"user": funder, 'sizeThreshold': 0.1}
+            if event_id:
+                params.update({'eventId': event_id})
             tasks.append(
                 (
                     "position",
@@ -202,7 +205,7 @@ class Polymarket:
                         self._rest(
                             "GET",
                             path,
-                            params={"user": funder},
+                            params=params,
                             host=DEFAULT_DATA_ENDPOINT
                         )
                     ),
@@ -392,25 +395,27 @@ class Polymarket:
                 {
                     "topic": "activity",
                     "type": "orders_matched",
+                    "filters":  json.dumps({"event_slug": slug}, separators=(',', ':'))
                     # "filters": "{\"event_slug\":\"btc-updown-15m-1762951500\"}"
-                    "filters": f'{{"event_slug":"{slug}"}}'
                 }
             ]
         }
-
+        print(payload)
         def callback(msg, ws):
+            if not msg:
+                return
             try:
-                # self.store.onmessage(msg, ws)
                 data = json.loads(msg)
-                self.store.onmessage(data, ws)
-            except Exception:
-                pass
+            except json.JSONDecodeError:
+                return
+            
+            self.store.onmessage(data, ws)
 
         
         wsapp = self.client.ws_connect(
             RTS_DATA_ENDPOINT,
             hdlr_str=callback,
-            heartbeat=30
+            heartbeat=5
         )
         await wsapp._event.wait()
         await wsapp.current_ws.send_json(payload)
@@ -1171,6 +1176,27 @@ class Polymarket:
         return await self._signed_request_via_session("DELETE", "/cancel-market-orders", body)
 
     async def get_order(self, order_id: str) -> Any:
+        """
+            {
+                "id": "0x4c47db1458b36d535106cdb450f20a27f4ec6ba458b9a86dc4a69afb8a81215c",
+                "status": "MATCHED",
+                "owner": "d6dba4d1-b21d-4272-ab9a-5ef8e8bf23bb",
+                "maker_address": "0x03C3B0236c5a01051381482E77f2210349073A1d",
+                "market": "0x42dc093dfcdd9ba2962baab1bb5de6c7209b14ed5d3d1f7d19dec12c14cbb489",
+                "asset_id": "16982568567216474731533472146787083736159238827774998324575366977332426392345",
+                "side": "BUY",
+                "original_size": "1.8518",
+                "size_matched": "1.85185",
+                "price": "0.54",
+                "outcome": "Up",
+                "expiration": "0",
+                "order_type": "FOK",
+                "associate_trades": [
+                    "e16c9c49-7f4e-492e-9cb0-8778e54ad38a"
+                ],
+                "created_at": 1763701801
+            }
+        """
         return await self._rest("GET", f"/data/order/{order_id}")
 
     async def get_orders(self, params: Mapping[str, Any] | None = None) -> list[Any]:

{hyperquant-1.38 → hyperquant-1.41}/uv.lock

@@ -945,7 +945,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "1.37"
+version = "1.4"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },