hyperquant 1.48__py3-none-any.whl

hyperquant/broker/models/hyperliquid.py

@@ -0,0 +1,284 @@
+from __future__ import annotations
+
+import time
+from aiohttp import ClientWebSocketResponse
+import aiohttp
+
+def callback(msg, ws: ClientWebSocketResponse = None):
+    print("Received message:", msg)
+
+
+import asyncio
+import pybotters
+from pybotters.store import DataStore, DataStoreCollection
+from pybotters.models.hyperliquid import HyperliquidDataStore
+from typing import TYPE_CHECKING, Awaitable
+
+if TYPE_CHECKING:
+    from pybotters.typedefs import Item
+    from pybotters.ws import ClientWebSocketResponse
+
+
+
+# {'channel': 'orderUpdates', 'data': [{'order': {'coin': 'HYPE', 'side': 'A', 'limitPx': '22.887', 'sz': '1.12', 'oid': 29641480516, 'timestamp': 1746766108031, 'origSz': '1.12', 'reduceOnly': True}, 'status': 'rejected', 'statusTimestamp': 1746766108031}]}
+class OrderStore(DataStore):
+    _KEYS = ["oid"]
+
+    def _onmessage(self, msg: Item) -> None:
+
+        for rec in msg:
+            order = rec["order"]
+            item = {
+                **order,
+                "status": rec.get("status"),
+                "px": None,
+                'fee': None,
+                "statusTimestamp": rec.get("statusTimestamp"),
+            }
+
+            if item["status"] == "open":
+                self._update([item])
+            else:
+                self._delete([item])
+
+class FillStore(DataStore):
+    _KEYS = ["oid"]
+
+    def _onmessage(self, msg: Item) -> None:
+        for fill in msg:
+            self._update([fill])
+
+
+
+class Account(DataStore):
+    _KEYS = ["marginCoin", "value"]
+     
+    def _onmessage(self, data: list[Item]) -> None:
+            self._update(
+                [
+                    {
+                        "marginCoin": 'USDC',
+                        'value': float(item['accountValue']),
+                        'frozen': float(item['totalMarginUsed']),
+                        'available': float(item['accountValue']) - float(item['totalMarginUsed']),
+                    }
+                    for item in data
+                ]
+            )
+
+class SpotAccount(DataStore):
+
+    _KEYS = ["coin"]
+
+    def _onmessage(self, data: list[Item]) -> None:
+        self._update(
+            [
+                {
+                    "coin": item['coin'],
+                    "total": float(item['total']),
+                    "frozen": float(item['hold']),
+                    "available": float(item['total']) - float(item['hold']),
+                    "entryNtl": float(item['entryNtl']),
+                }
+                for item in data
+            ]
+        )
+
+class PositionStore(DataStore):
+    _KEYS = ["coin"]
+
+    def _onmessage(self, data: list[Item]) -> None:
+      
+        self._clear()
+        self._update([
+
+            {
+                "coin": item['position']['coin'],
+                "sz": float(item['position']['szi']),
+                "px": float(item['position']['entryPx']),
+                'unpnl': float(item['position']['unrealizedPnl']),
+                'rt': float(item['position']['returnOnEquity']),
+                'lv': int(item['position']['leverage']['value']),
+                'update_time': int(time.time() * 1000)
+            }
+            for item in data
+        ])
+
+
+        
+class MyHyperStore(HyperliquidDataStore):
+    ORDER_TYPE = 'orderUpdates'
+    WEBDATA2_TYPE = 'webData2'
+    ORDER_FILL_TYPE = 'userFills'
+
+    def _init(self) -> None:
+        self._create("orders", datastore_class=OrderStore)
+        self._create("account", datastore_class=Account)
+        self._create("positions", datastore_class=PositionStore)
+        self._create("spot_account", datastore_class=SpotAccount)
+        self._create("fills", datastore_class=FillStore)
+        super()._init()
+
+    def _onmessage(self, msg: Item, ws: ClientWebSocketResponse | None = None) -> None:
+
+        if msg.get("channel") == self.ORDER_TYPE:
+            self.orders._onmessage(msg.get('data', []))
+        elif msg.get("channel") == self.WEBDATA2_TYPE:
+            # print(msg.get('data', {}).get('clearinghouseState', {}))
+            act_data = msg.get('data', {}).get('clearinghouseState', {}).get('crossMarginSummary', [])
+            if act_data:
+                self.account._onmessage([act_data])
+
+            pos_data = msg.get('data', {}).get('clearinghouseState', {}).get('assetPositions', [])
+            self.positions._onmessage(pos_data)
+
+            spot_act_data = msg.get('data', {}).get('spotState', {}).get('balances', [])
+            self.spot_account._onmessage(spot_act_data)
+
+        elif msg.get("channel") == self.ORDER_FILL_TYPE:
+            fills = msg.get('data', {}).get('fills', [])
+            is_snap = msg.get('data', {}).get('isSnapshot', False)
+            if not is_snap:
+                self.fills._onmessage(fills)
+  
+        super()._onmessage(msg, ws)
+
+            
+    async def initialize(self, *aws: tuple[str, Awaitable[aiohttp.ClientResponse]]) -> None:
+        for a in aws:
+            method, f = a
+            resp = await f
+            data = await resp.json()
+            
+            if method == "orders":
+                self.orders._onmessage(
+                    [
+                        {
+                            'order': o,
+                            'status': "open",
+                            'statusTimestamp': int(time.time() * 1000)
+                        } for o in data
+                    ]
+                )
+            elif method == "positions":
+                # 处理持仓数据初始化
+                pos_data = data.get('assetPositions', [])
+                if pos_data:
+                    self.positions._onmessage(pos_data)
+                
+                # 处理账户数据初始化
+                # act_data = data.get('crossMarginSummary', {})
+                # if act_data:
+                #     self.account._onmessage([act_data])
+        pass
+
+    @property
+    def orders(self) -> OrderStore:
+        """``orders`` data stream.
+
+        https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
+
+        Data structure:
+
+        .. code:: python
+            [
+                {
+                    "coin": "HYPE",
+                    "side": "A",
+                    "limitPx": "22.887",
+                    "sz": "1.12",
+                    "oid": 29641480516,
+                    "timestamp": 1746766108031,
+                    "origSz": "1.12",
+                    "reduceOnly": True
+                    "status": "open",
+                    "statusTimestamp": 1746766108031
+                }...
+            ]
+        """
+        return self._get("orders", OrderStore)
+    @property
+    def account(self) -> Account:
+        """``account`` data stream.
+        https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
+        Data structure:
+        .. code:: python
+            [
+                {
+                    "marginCoin": 'USDC',
+                    'value': float(item['accountValue']),
+                    'frozen': float(item['totalMarginUsed']),
+                    'available': float(item['accountValue']) - float(item['totalMarginUsed']),
+                }...
+            ]
+        """
+        return self._get("account", Account)
+    
+    @property
+    def positions(self) -> PositionStore:
+        """
+        获取当前的持仓信息。
+        Data structure:
+        .. code:: python
+            [
+                {                    
+                    "coin": item['position']['coin'],
+                    "sz": float(item['position']['szi']),
+                    "px": float(item['position']['entryPx']),
+                    'unpnl': float(item['position']['unrealizedPnl']),
+                    'rt': float(item['position']['returnOnEquity']),
+                    'lv': int(item['position']['leverage']['value']),
+                    'update_time': int(time.time() * 1000)
+                }...
+            ]
+        """
+
+        return self._get("positions", PositionStore)
+    
+    @property
+    def spot_account(self) -> SpotAccount:
+        """``spot_account`` data stream.
+        https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
+        Data structure:
+        .. code:: python
+            [
+                {
+                    "coin": 'FEUSD',
+                    "sz": "21.0",
+                    "px": "0.9719",
+                    "unpnl": "0.0",
+                    "rt": "0.0",
+                    "lv": 1,
+                }...
+            ]
+        """
+        return self._get("spot_account", SpotAccount)
+   
+    @property
+    def fills(self) -> FillStore:
+        """``fills`` data stream.
+        https://hyperliquid.gitbook.io/hyperliquid-docs/for-developers/api/websocket/subscriptions
+        Data structure:
+        .. code:: python
+            [
+                {
+                    "coin": 'FEUSD',
+                    "px": "0.9719",
+                    "sz": "21.0",
+                    "side": 'buy',
+                    "time": 1679999999999,
+                    "startPosition": '0.0',
+                    "dir": 'buy',
+                    "closedPnl": '0.0',
+                    "hash": '0x123456789abcdef',
+                    "oid": 123456789,
+                    "crossed": True,
+                    "fee": '-0.0001',
+                    "tid": 987654321,
+                    "liquidation": None,
+                    "feeToken": 'USDC',
+                }...
+            ]
+        """
+        return self._get("fills", FillStore)
+