hyperquant 1.39__tar.gz → 1.42__tar.gz

{hyperquant-1.39 → hyperquant-1.42}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 1.39
+Version: 1.42
 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-1.39 → hyperquant-1.42}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "1.39"
+version = "1.42"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-1.39 → hyperquant-1.42}/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()
@@ -223,17 +225,22 @@ class MyTrade(DataStore):
 class Trade(DataStore):
     """User trades keyed by trade id."""
 
-    _KEYS = ["asset_id"]
+    _KEYS = ["hash"]
     _MAXLEN = 500
 
-
     def _on_message(self, msg: dict[str, Any]) -> None:
         payload = msg or {}
         if payload:
-            size = float(payload.get("size"))
-            price = float(payload.get("price"))
-            # share = size / price
-            # payload['shares'] = share
+            if payload.get("event_type") == "last_trade_price":
+                transaction_hash = payload.get("transaction_hash")
+                if transaction_hash:
+                    payload.update({"hash": transaction_hash})
+                    payload.pop("transaction_hash", None)
+            else:
+                if payload.get("transactionHash"):
+                    payload.update({"hash": payload.get("transactionHash")})
+                    payload.pop("transactionHash", None)
+
             self._insert([payload])
 
 class Book(DataStore):
@@ -859,33 +866,25 @@ class PolymarketDataStore(DataStoreCollection):
         _key asset
         MATCHED进行快速捕捉
         .. code:: json
-            {
-                "asset_id": "52114319501245915516055106046884209969926127482827954674443846427813813222426",
-                "event_type": "trade",
-                "id": "28c4d2eb-bbea-40e7-a9f0-b2fdb56b2c2e",
-                "last_update": "1672290701",
-                "maker_orders": [
-                    {
-                    "asset_id": "52114319501245915516055106046884209969926127482827954674443846427813813222426",
-                    "matched_amount": "10",
-                    "order_id": "0xff354cd7ca7539dfa9c28d90943ab5779a4eac34b9b37a757d7b32bdfb11790b",
-                    "outcome": "YES",
-                    "owner": "9180014b-33c8-9240-a14b-bdca11c0a465",
-                    "price": "0.57"
-                    }
-                ],
-                "market": "0xbd31dc8a20211944f6b70f31557f1001557b59905b7738480ca09bd4532f84af",
-                "matchtime": "1672290701",
-                "outcome": "YES",
-                "owner": "9180014b-33c8-9240-a14b-bdca11c0a465",
-                "price": "0.57",
+           {
+                "asset": "12819879685513143002408869746992985182419696851931617234615358342350852997413",
+                "bio": "",
+                "conditionId": "0xea609d2c6bc2cb20e328be7c89f258b84b35bbe119b44e0a2cfc5f15e6642b3b",
+                "eventSlug": "btc-updown-15m-1763865000",
+                "icon": "https://polymarket-upload.s3.us-east-2.amazonaws.com/BTC+fullsize.png",
+                "name": "infusion",
+                "outcome": "Up",
+                "outcomeIndex": 0,
+                "price": 0.7,
+                "profileImage": "",
+                "proxyWallet": "0x2C060830B6F6B43174b1Cf8B4475db07703c1543",
+                "pseudonym": "Frizzy-Graduate",
                 "side": "BUY",
-                "size": "10",
-                "status": "MATCHED",
-                "taker_order_id": "0x06bc63e346ed4ceddce9efd6b3af37c8f8f440c92fe7da6b2d0f9e4ccbc50c42",
-                "timestamp": "1672290701",
-                "trade_owner": "9180014b-33c8-9240-a14b-bdca11c0a465",
-                "type": "TRADE"
+                "size": 5,
+                "slug": "btc-updown-15m-1763865000",
+                "timestamp": 1763865085,
+                "title": "Bitcoin Up or Down - November 22, 9:30PM-9:45PM ET",
+                "hash": "0xddea11d695e811686f83379d9269accf1be581fbcb542809c6c67a3cc3002488"
             }
         """
         return self._get("trade")
@@ -910,11 +909,17 @@ class PolymarketDataStore(DataStoreCollection):
             elif msg_type == "order":
                 self.orders._on_message(m)
             elif msg_type == "trade":
-                self.trade._on_message(m)
+                self.mytrade._on_message(m)
                 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
@@ -926,3 +931,14 @@ class PolymarketDataStore(DataStoreCollection):
             msg_type = str(raw_type).lower()
             if msg_type in {"book", "price_change"}:
                 self.bbo._on_message(m)
+
+    def onmessage_for_last_trade(self, msg, ws = None):
+        # 判定msg是否为list
+        lst_msg = msg if isinstance(msg, list) else [msg]
+        for m in lst_msg:
+            raw_type = m.get("event_type") or m.get("type")
+            if not raw_type:
+                continue
+            msg_type = str(raw_type).lower()
+            if msg_type == "last_trade_price":
+                self.trade._on_message(m)

{hyperquant-1.39 → hyperquant-1.42}/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
                         )
                     ),
@@ -330,6 +333,7 @@ class Polymarket:
         token_ids: Sequence[str] | str,
         wsapp: pybotters.ws.WebSocketApp | None = None,
         only_bbo: bool = False,
+        with_trades: bool = False
     ) -> pybotters.ws.WebSocketApp:
         """Subscribe to public order-book updates for the provided token ids."""
 
@@ -338,11 +342,14 @@ class Polymarket:
         if wsapp:
             await wsapp.current_ws.send_json(payload)
         hdrl_json = self.store.onmessage_for_bbo if only_bbo else self.store.onmessage
+        hd_lst = [hdrl_json]
+        if with_trades:
+            hd_lst.append(self.store.onmessage_for_last_trade)
 
         self._ws_public = self.client.ws_connect(
             self.ws_public,
             send_json=payload,
-            hdlr_json=hdrl_json,
+            hdlr_json=hd_lst
         )
         await self._ws_public._event.wait()
         return self._ws_public
@@ -385,37 +392,42 @@ class Polymarket:
         return self._ws_personal
     
     async def sub_trades(self, slug: str):
-
+        """订阅activate trades"""
         payload = {
             "action": "subscribe",
             "subscriptions": [
                 {
                     "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)
         return wsapp
-        
+    
+
+   
+
     # ------------------------------------------------------------------
     # Public REST endpoints
 
@@ -1171,6 +1183,27 @@ 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-1.39 → hyperquant-1.42}/uv.lock

@@ -945,7 +945,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "1.38"
+version = "1.41"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },