hyperquant 1.45__tar.gz → 1.46__tar.gz

{hyperquant-1.45 → hyperquant-1.46}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 1.45
+Version: 1.46
 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
@@ -14,6 +14,7 @@ Classifier: Programming Language :: Python :: 3
 Classifier: Topic :: Office/Business :: Financial :: Investment
 Requires-Python: >=3.11
 Requires-Dist: aiohttp>=3.13
+Requires-Dist: coincurve>=21.0.0
 Requires-Dist: colorama>=0.4.6
 Requires-Dist: cryptography>=44.0.2
 Requires-Dist: duckdb>=1.2.2

{hyperquant-1.45 → hyperquant-1.46}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "1.45"
+version = "1.46"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }
@@ -19,6 +19,7 @@ dependencies = [
     "web3>=7.14.0",
     "python-dotenv>=1.2.1",
     "py-clob-client>=0.28.0",
+    "coincurve>=21.0.0",
 ]
 readme = "README.md"
 requires-python = ">=3.11"

{hyperquant-1.45 → hyperquant-1.46}/src/hyperquant/broker/auth.py

@@ -3,6 +3,7 @@ import hmac
 import urllib.parse
 import time
 import hashlib
+from functools import lru_cache
 from typing import Any
 from aiohttp import ClientWebSocketResponse, FormData, JsonPayload
 from multidict import CIMultiDict
@@ -13,9 +14,9 @@ from urllib.parse import urlencode
 from datetime import datetime, timezone
 from eth_account import Account
 from eth_account.messages import encode_typed_data
+from eth_utils import keccak, to_checksum_address
 import secrets
 from random import random
-from datetime import datetime, timezone
 
 
 POLY_ADDRESS = "POLY_ADDRESS"
@@ -27,6 +28,53 @@ POLY_PASSPHRASE = "POLY_PASSPHRASE"
 CLOB_AUTH_DOMAIN = {"name": "ClobAuthDomain", "version": "1"}
 CLOB_AUTH_MESSAGE = "This message attests that I control the given wallet"
 
+_PM_DOMAIN_TYPEHASH = keccak(b"EIP712Domain(string name,string version,uint256 chainId,address verifyingContract)")
+_PM_ORDER_TYPEHASH = keccak(
+    b"Order(uint256 salt,address maker,address signer,address taker,uint256 tokenId,uint256 makerAmount,uint256 takerAmount,uint256 expiration,uint256 nonce,uint256 feeRateBps,uint8 side,uint8 signatureType)"
+)
+_PM_DOMAIN_NAME_HASH = keccak(text="Polymarket CTF Exchange")
+_PM_DOMAIN_VERSION_HASH = keccak(text="1")
+
+
+def _int_to_32(val: int) -> bytes:
+    return int(val).to_bytes(32, "big", signed=False)
+
+
+def _addr_to_32(addr: str) -> bytes:
+    # Normalize to checksum to match eth signing behavior
+    normalized = to_checksum_address(addr)
+    return int(normalized, 16).to_bytes(32, "big", signed=False)
+
+
+@lru_cache(maxsize=32)
+def _pm_domain_separator(chain_id: int, verifying_contract: str) -> bytes:
+    return keccak(
+        _PM_DOMAIN_TYPEHASH
+        + _PM_DOMAIN_NAME_HASH
+        + _PM_DOMAIN_VERSION_HASH
+        + _int_to_32(chain_id)
+        + _addr_to_32(verifying_contract),
+    )
+
+
+def _pm_order_hash(message: dict[str, Any]) -> bytes:
+    """Manually hash the Polymarket Order struct for EIP-712."""
+    return keccak(
+        _PM_ORDER_TYPEHASH
+        + _int_to_32(message["salt"])
+        + _addr_to_32(message["maker"])
+        + _addr_to_32(message["signer"])
+        + _addr_to_32(message["taker"])
+        + _int_to_32(message["tokenId"])
+        + _int_to_32(message["makerAmount"])
+        + _int_to_32(message["takerAmount"])
+        + _int_to_32(message["expiration"])
+        + _int_to_32(message["nonce"])
+        + _int_to_32(message["feeRateBps"])
+        + _int_to_32(message["side"])
+        + _int_to_32(message["signatureType"]),
+    )
+
 
 def md5_hex(s: str) -> str:
     return hashlib.md5(s.encode("utf-8")).hexdigest()
@@ -484,7 +532,7 @@ class Auth:
         return args
 
     @staticmethod
-    def polymarket(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
+    def polymarket_back(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
         method: str = args[0].upper()
         url: URL = args[1]
         headers: CIMultiDict = kwargs["headers"]
@@ -679,6 +727,11 @@ class Auth:
 
         return args
 
+    @staticmethod
+    def polymarket(args: tuple[str, URL], kwargs: dict[str, Any]) -> tuple[str, URL]:
+        """Alias kept for backward compatibility with pybotters host registration."""
+        return Auth.polymarket_back(args, kwargs)
+
     # --------------------------
     # Polymarket order signing
     # --------------------------
@@ -792,6 +845,83 @@ class Auth:
         }
         return out
 
+    @staticmethod
+    def sign_polymarket_order2(
+        *,
+        private_key: str,
+        chain_id: int,
+        exchange_address: str,
+        order: dict[str, Any],
+    ) -> dict[str, Any]:
+        """
+        Fast EIP-712 signer using coincurve + manual hashing.
+
+        Avoids heavy typed-data helpers by caching type/domain hashes and
+        signing the final digest directly.
+        """
+        try:
+            from coincurve import PrivateKey
+        except Exception as e:  # pragma: no cover - optional dependency
+            raise RuntimeError("coincurve is required for sign_polymarket_order2") from e
+
+        try:
+            now_ts = datetime.now().replace(tzinfo=timezone.utc).timestamp()
+            generated_salt = round(now_ts * random())
+        except Exception:
+            generated_salt = int(time.time())
+
+        side = int(order.get("side", 0))
+        signature_type = int(order.get("signatureType", 1))
+        signer_addr = order.get("signer") or Account.from_key(private_key).address
+        taker_addr = order.get("taker") or "0x0000000000000000000000000000000000000000"
+
+        message = {
+            "salt": int(order.get("salt") or generated_salt),
+            "maker": order.get("maker"),
+            "signer": signer_addr,
+            "taker": taker_addr,
+            "tokenId": int(order["tokenId"]),
+            "makerAmount": int(order["makerAmount"]),
+            "takerAmount": int(order["takerAmount"]),
+            "expiration": int(order.get("expiration", 0)),
+            "nonce": int(order.get("nonce", 0)),
+            "feeRateBps": int(order.get("feeRateBps", 0)),
+            "side": side,
+            "signatureType": signature_type,
+        }
+
+        # Normalize addresses for hashing
+        exchange_addr = to_checksum_address(exchange_address)
+        message["maker"] = to_checksum_address(message["maker"])
+        message["signer"] = to_checksum_address(message["signer"])
+        message["taker"] = to_checksum_address(message["taker"])
+
+        domain_sep = _pm_domain_separator(int(chain_id), exchange_addr)
+        msg_hash = _pm_order_hash(message)
+        typed_hash = keccak(b"\x19\x01" + domain_sep + msg_hash)
+
+        pk_bytes = bytes.fromhex(private_key[2:] if private_key.startswith("0x") else private_key)
+        sig65 = PrivateKey(pk_bytes).sign_recoverable(typed_hash, hasher=None)
+        r, s, rec_id = sig65[:32], sig65[32:64], sig65[64]
+        v = rec_id + 27  # align with eth_account v
+        signature = "0x" + (r + s + bytes([v])).hex()
+
+        return {
+            "salt": int(message["salt"]),
+            "maker": message["maker"],
+            "signer": message["signer"],
+            "taker": message["taker"],
+            "tokenId": str(message["tokenId"]),
+            "makerAmount": str(message["makerAmount"]),
+            "takerAmount": str(message["takerAmount"]),
+            "expiration": str(message["expiration"]),
+            "nonce": str(message["nonce"]),
+            "feeRateBps": str(message["feeRateBps"]),
+            "side": "BUY" if side == 0 else "SELL",
+            "signatureType": int(signature_type),
+            "signature": signature,
+        }
+
 pybotters.auth.Hosts.items["futures.ourbit.com"] = pybotters.auth.Item(
     "ourbit", Auth.ourbit
 )

{hyperquant-1.45 → hyperquant-1.46}/src/hyperquant/broker/polymarket.py

@@ -66,7 +66,7 @@ CONDITIONAL_TOKENS_ABI = [
     }
 ]
 DEFAULT_POLYGON_RPCS = (
-    "https://polygon.llamarpc.com",
+    # "https://polygon.llamarpc.com",
     "https://polygon-rpc.com",
     "https://rpc.ankr.com/polygon",
 )
@@ -931,10 +931,23 @@ class Polymarket:
             raise RuntimeError("Polymarket private key not configured in apis.json")
         if not str(private_key).startswith("0x"):
             private_key = f"0x{private_key}"
+            try:
+                # Normalize cached session key to avoid repeated normalization work
+                if session and isinstance(apis, dict):
+                    apis[API_NAME][0] = private_key
+            except Exception:
+                pass
+
+        cache_key = (private_key, self.funder)
+        cached = getattr(self, "_signing_ctx_cache", None)
+        if cached and cached.get("key") == cache_key:
+            return cached["ctx"]
 
         signer_addr = _A.from_key(private_key).address
         maker_addr = self.funder or signer_addr
-        return private_key, maker_addr, signer_addr
+        ctx = (private_key, maker_addr, signer_addr)
+        self._signing_ctx_cache = {"key": cache_key, "ctx": ctx}
+        return ctx
 
     async def _build_signed_order(
         self,
@@ -983,24 +996,45 @@ class Polymarket:
         side_flag = 0 if side == "BUY" else 1
         sig_type = int(self.signature_type)
 
-        return Auth.sign_polymarket_order(
-            private_key=private_key,
-            chain_id=self.chain_id,
-            exchange_address=contract["exchange"],
-            order={
-                "maker": maker_addr,
-                "signer": signer_addr,
-                "taker": taker or ZERO_ADDRESS,
-                "tokenId": str(token_id),
-                "makerAmount": int(maker_amount),
-                "takerAmount": int(taker_amount),
-                "expiration": int(expiration or 0),
-                "nonce": int(nonce or 0),
-                "feeRateBps": int(fee_bps or 0),
-                "side": side_flag,
-                "signatureType": sig_type,
-            },
-        )
+        try:
+            return Auth.sign_polymarket_order2(
+                private_key=private_key,
+                chain_id=self.chain_id,
+                exchange_address=contract["exchange"],
+                order={
+                    "maker": maker_addr,
+                    "signer": signer_addr,
+                    "taker": taker or ZERO_ADDRESS,
+                    "tokenId": str(token_id),
+                    "makerAmount": int(maker_amount),
+                    "takerAmount": int(taker_amount),
+                    "expiration": int(expiration or 0),
+                    "nonce": int(nonce or 0),
+                    "feeRateBps": int(fee_bps or 0),
+                    "side": side_flag,
+                    "signatureType": sig_type,
+                },
+            )
+        except RuntimeError:
+            # Fallback when coincurve is unavailable
+            return Auth.sign_polymarket_order(
+                private_key=private_key,
+                chain_id=self.chain_id,
+                exchange_address=contract["exchange"],
+                order={
+                    "maker": maker_addr,
+                    "signer": signer_addr,
+                    "taker": taker or ZERO_ADDRESS,
+                    "tokenId": str(token_id),
+                    "makerAmount": int(maker_amount),
+                    "takerAmount": int(taker_amount),
+                    "expiration": int(expiration or 0),
+                    "nonce": int(nonce or 0),
+                    "feeRateBps": int(fee_bps or 0),
+                    "side": side_flag,
+                    "signatureType": sig_type,
+                },
+            )
 
     async def _build_signed_market_order(
         self,
@@ -1053,24 +1087,45 @@ class Polymarket:
         side_flag = 0 if side == "BUY" else 1
         sig_type = int(self.signature_type)
 
-        return Auth.sign_polymarket_order(
-            private_key=private_key,
-            chain_id=self.chain_id,
-            exchange_address=contract["exchange"],
-            order={
-                "maker": maker_addr,
-                "signer": signer_addr,
-                "taker": taker or ZERO_ADDRESS,
-                "tokenId": str(token_id),
-                "makerAmount": int(maker_amount),
-                "takerAmount": int(taker_amount),
-                "expiration": 0,
-                "nonce": int(nonce or 0),
-                "feeRateBps": int(fee_bps or 0),
-                "side": side_flag,
-                "signatureType": sig_type,
-            },
-        )
+        try:
+            return Auth.sign_polymarket_order2(
+                private_key=private_key,
+                chain_id=self.chain_id,
+                exchange_address=contract["exchange"],
+                order={
+                    "maker": maker_addr,
+                    "signer": signer_addr,
+                    "taker": taker or ZERO_ADDRESS,
+                    "tokenId": str(token_id),
+                    "makerAmount": int(maker_amount),
+                    "takerAmount": int(taker_amount),
+                    "expiration": 0,
+                    "nonce": int(nonce or 0),
+                    "feeRateBps": int(fee_bps or 0),
+                    "side": side_flag,
+                    "signatureType": sig_type,
+                },
+            )
+        except RuntimeError:
+            # Fallback when coincurve is unavailable
+            return Auth.sign_polymarket_order(
+                private_key=private_key,
+                chain_id=self.chain_id,
+                exchange_address=contract["exchange"],
+                order={
+                    "maker": maker_addr,
+                    "signer": signer_addr,
+                    "taker": taker or ZERO_ADDRESS,
+                    "tokenId": str(token_id),
+                    "makerAmount": int(maker_amount),
+                    "takerAmount": int(taker_amount),
+                    "expiration": 0,
+                    "nonce": int(nonce or 0),
+                    "feeRateBps": int(fee_bps or 0),
+                    "side": side_flag,
+                    "signatureType": sig_type,
+                },
+            )
 
     async def _resolve_tick_size(self, token_id: str, tick_size: str | float | None) -> str:
         if tick_size is not None:
@@ -1107,9 +1162,16 @@ class Polymarket:
         api_secret = creds.get("api_secret")
         api_passphrase = creds.get("api_passphrase")
 
-        entry = getattr(session, "_apis", {}).get(API_NAME, [])
-        private_key = entry[0] if entry else None
-        addr = _A.from_key(private_key).address if private_key else None
+        # Reuse signing context cache
+        private_key, _, signer_addr = self._get_signing_context()
+
+        cache_key = (api_key, api_secret, api_passphrase, private_key)
+        cached = getattr(self, "_rest_sign_cache", None)
+        if cached and cached.get("key") == cache_key:
+            secret_bytes = cached["secret"]
+        else:
+            secret_bytes = base64.urlsafe_b64decode(api_secret)
+            self._rest_sign_cache = {"key": cache_key, "secret": secret_bytes}
 
         ts = int(time.time())
         request_path = path
@@ -1121,13 +1183,12 @@ class Polymarket:
         serialized = (
             str(payload_obj).replace("'", '"') if payload_obj is not None else ""
         )
-        secret_bytes = base64.urlsafe_b64decode(api_secret)
         msg = f"{ts}{method}{request_path}{serialized}"
         sig = hmac.new(secret_bytes, msg.encode("utf-8"), hashlib.sha256).digest()
         sign_b64 = base64.urlsafe_b64encode(sig).decode("utf-8")
 
         headers = {
-            "POLY_ADDRESS": addr,
+            "POLY_ADDRESS": signer_addr,
             "POLY_SIGNATURE": sign_b64,
             "POLY_TIMESTAMP": str(ts),
             "POLY_API_KEY": api_key,
@@ -1594,7 +1655,8 @@ class Polymarket:
         try:
             acct = _A.from_key(private_key)
             sender = acct.address
-            nonce = w3.eth.get_transaction_count(sender)
+            # 使用 pending 避免重复使用已在 mempool 的 nonce 触发 replacement underpriced
+            nonce = w3.eth.get_transaction_count(sender, "pending")
             gas_price_chain = w3.eth.gas_price
         except Exception as exc:
             raise RuntimeError("获取 sender nonce/gas_price 失败") from exc

{hyperquant-1.45 → hyperquant-1.46}/uv.lock

@@ -462,6 +462,44 @@ wheels = [
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 ]
 
+[[package]]
+name = "coincurve"
+version = "21.0.0"
+source = { registry = "https://pypi.org/simple" }
+sdist = { url = "https://files.pythonhosted.org/packages/6f/a2/f2a38eb05b747ed3e54e1be33be339d4a14c1f5cc6a6e2b342b5e8160d51/coincurve-21.0.0.tar.gz", hash = "sha256:8b37ce4265a82bebf0e796e21a769e56fdbf8420411ccbe3fafee4ed75b6a6e5", size = 128986 }
+wheels = [
+    { url = "https://files.pythonhosted.org/packages/19/5a/9aaa096d830b5d1386335759e73038a5352f8cd670efed55d242f92d0bce/coincurve-21.0.0-cp311-cp311-macosx_10_9_x86_64.whl", hash = "sha256:65ec42cab9c60d587fb6275c71f0ebc580625c377a894c4818fb2a2b583a184b", size = 1390936 },
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+
 [[package]]
 name = "colorama"
 version = "0.4.6"
@@ -945,10 +983,11 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "1.44"
+version = "1.45"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },
+    { name = "coincurve" },
     { name = "colorama" },
     { name = "cryptography" },
     { name = "duckdb" },
@@ -970,7 +1009,8 @@ dev = [
 
 [package.metadata]
 requires-dist = [
-    { name = "aiohttp", specifier = ">=3.10.4" },
+    { name = "aiohttp", specifier = ">=3.13" },
+    { name = "coincurve", specifier = ">=21.0.0" },
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     { name = "cryptography", specifier = ">=44.0.2" },
     { name = "duckdb", specifier = ">=1.2.2" },