hyperquant 1.48__py3-none-any.whl

hyperquant/broker/ourbit.py

@@ -0,0 +1,550 @@
+import asyncio
+from typing import Literal, Optional
+import pybotters
+from .models.ourbit import OurbitSwapDataStore, OurbitSpotDataStore
+from decimal import Decimal, ROUND_HALF_UP
+
+
+class OurbitSwap:
+
+    def __init__(self, client: pybotters.Client):
+        """
+        ✅ 完成:
+            下单, 撤单, 查询资金, 查询持有订单, 查询历史订单
+
+        """
+        self.client = client
+        self.store = OurbitSwapDataStore()
+        self.api_url = "https://futures.ourbit.com"
+        self.ws_url = "wss://futures.ourbit.com/edge"
+
+    async def __aenter__(self) -> "OurbitSwap":
+        client = self.client
+        await self.store.initialize(
+            client.get(f"{self.api_url}/api/v1/contract/detailV2?client=web")
+        )
+        return self
+
+    async def update(
+        self,
+        update_type: Literal["position", "orders", "balance", "ticker", "all"] = "all",
+    ):
+        """由于交易所很多不支持ws推送，这里使用Rest"""
+        all_urls = [
+            f"{self.api_url}/api/v1/private/position/open_positions",
+            f"{self.api_url}/api/v1/private/order/list/open_orders?page_size=200",
+            f"{self.api_url}/api/v1/private/account/assets",
+            f"{self.api_url}/api/v1/contract/ticker",
+            f"{self.api_url}/api/platform/spot/market/v2/symbols",
+        ]
+
+        url_map = {
+            "position": [all_urls[0]],
+            "orders": [all_urls[1]],
+            "balance": [all_urls[2]],
+            "ticker": [all_urls[3]],
+            "all": all_urls,
+        }
+
+        try:
+            urls = url_map[update_type]
+        except KeyError:
+            raise ValueError(f"update_type err: {update_type}")
+
+        # 直接传协程进去，initialize 会自己 await
+        await self.store.initialize(*(self.client.get(url) for url in urls))
+
+    async def sub_tickers(self):
+        self.client.ws_connect(
+            self.ws_url,
+            send_json={"method": "sub.tickers", "param": {"timezone": "UTC+8"}},
+            hdlr_json=self.store.onmessage,
+        )
+
+    async def sub_orderbook(self, symbols: str | list[str]):
+        if isinstance(symbols, str):
+            symbols = [symbols]
+
+        send_jsons = []
+        # send_json={"method":"sub.depth.step","param":{"symbol":"BTC_USDT","step":"0.1"}},
+
+        for symbol in symbols:
+            step = self.store.detail.find({"symbol": symbol})[0].get("tick_size")
+            step_str = str(Decimal(str(step)).normalize())
+
+            send_jsons.append(
+                {
+                    "method": "sub.depth.step",
+                    "param": {
+                        "symbol": symbol,
+                        "step": step_str,
+                    },
+                }
+            )
+
+        await self.client.ws_connect(
+            self.ws_url, send_json=send_jsons, hdlr_json=self.store.onmessage
+        )
+
+    async def sub_personal(self):
+        wsapp = self.client.ws_connect(
+            self.ws_url,
+            send_json={"method": "sub.personal.user.preference"},
+            hdlr_json=self.store.onmessage,
+        )
+        await wsapp._event.wait()
+
+    def ret_content(self, res: pybotters.FetchResult):
+        match res.data:
+            case {"success": True}:
+                return res.data["data"]
+            case _:
+                raise Exception(f"Failed api {res.response.url}: {res.data}")
+
+    def fmt_price(self, symbol, price: float) -> float:
+        tick = self.store.detail.find({"symbol": symbol})[0].get("tick_size")
+        tick_dec = Decimal(str(tick))
+        price_dec = Decimal(str(price))
+        return float(
+            (price_dec / tick_dec).quantize(Decimal("1"), rounding=ROUND_HALF_UP)
+            * tick_dec
+        )
+
+    async def place_order(
+        self,
+        symbol: str,
+        side: Literal["buy", "sell", "close_buy", "close_sell"],
+        size: float = None,
+        price: float = None,
+        order_type: Literal["market", "limit_GTC", "limit_IOC"] = "market",
+        usdt_amount: Optional[float] = None,
+        leverage: Optional[int] = 20,
+        position_id: Optional[int] = None,
+        quantity: float = None,  # 兼容参数，不使用
+    ):
+        """
+        size为合约张数, openType 1 为逐仓, 2为全仓
+
+        .. code ::
+        {
+            "orderId": "219602019841167810",
+            "ts": 1756395601543
+        }
+
+        """
+        if (size is None) == (usdt_amount is None):
+            raise ValueError("params err")
+
+        max_lev = self.store.detail.find({"symbol": symbol})[0].get("max_lev")
+
+        if usdt_amount is not None:
+            cs = self.store.detail.find({"symbol": symbol})[0].get("contract_sz")
+            size = max(int(usdt_amount / cs / price), 1)
+
+        if price is not None:
+            price = self.fmt_price(symbol, price)
+
+        leverage = min(max_lev, leverage)
+
+        data = {
+            "symbol": symbol,
+            "side": 1 if side == "buy" else 3,
+            "openType": 2,
+            "type": "5",
+            "vol": size,
+            "leverage": leverage,
+            "marketCeiling": False,
+            "priceProtect": "0",
+        }
+
+        if order_type == "limit_IOC":
+            data["type"] = 3
+            data["price"] = str(price)
+        if order_type == "limit_GTC":
+            data["type"] = "1"
+            data["price"] = str(price)
+
+        if "close" in side:
+            if side == "close_buy":
+                data["side"] = 2
+            elif side == "close_sell":
+                data["side"] = 4
+
+            if position_id is None:
+                raise ValueError("position_id is required for closing position")
+            data["positionId"] = position_id
+
+        res = await self.client.fetch(
+            "POST", f"{self.api_url}/api/v1/private/order/create", data=data
+        )
+        # 'orderId' =
+        # '226474723700166962'
+        # 'ts' =
+        # 1758034181833
+        ret_c = self.ret_content(res)
+        # 只返回 orderId
+        return ret_c["orderId"]
+
+    async def place_tpsl(
+        self,
+        position_id: int,
+        take_profit: Optional[float] = None,
+        stop_loss: Optional[float] = None,
+    ):
+        """
+        position_id 持仓ID
+
+        .. code:: json
+
+            {
+                "success": true,
+                "code": 0,
+                "data": 2280508
+            }
+        """
+        if (take_profit is None) and (stop_loss is None):
+            raise ValueError("params err")
+
+        data = {
+            "positionId": position_id,
+            "profitTrend": "1",
+            "lossTrend": "1",
+            "profitLossVolType": "SAME",
+            "volType": 2,
+            "takeProfitReverse": 2,
+            "stopLossReverse": 2,
+            "priceProtect": "0",
+        }
+
+        if take_profit is not None:
+            data["takeProfitPrice"] = take_profit
+        if stop_loss is not None:
+            data["stopLossPrice"] = stop_loss
+
+        res = await self.client.fetch(
+            "POST", f"{self.api_url}/api/v1/private/stoporder/place", data=data
+        )
+
+        return self.ret_content(res)
+
+    async def cancel_orders(self, order_ids: list[str]):
+        res = await self.client.fetch(
+            "POST",
+            f"{self.api_url}/api/v1/private/order/cancel",
+            data=order_ids,
+        )
+        return self.ret_content(res)
+
+    async def query_orders(
+        self,
+        symbol: str,
+        states: list[Literal["filled", "canceled"]],  # filled:已成交, canceled:已撤销
+        start_time: Optional[int] = None,
+        end_time: Optional[int] = None,
+        page_size: int = 200,
+        page_num: int = 1,
+    ):
+        """查询历史订单
+
+        Args:
+            symbol: 交易对
+            states: 订单状态列表 ["filled":已成交, "canceled":已撤销]
+            start_time: 开始时间戳(毫秒), 可选
+            end_time: 结束时间戳(毫秒), 可选
+            page_size: 每页数量, 默认200
+            page_num: 页码, 默认1
+        """
+        state_map = {"filled": 3, "canceled": 4}
+
+        params = {
+            "symbol": symbol,
+            "states": ",".join(str(state_map[state]) for state in states),
+            "page_size": page_size,
+            "page_num": page_num,
+            "category": 1,
+        }
+
+        if start_time:
+            params["start_time"] = start_time
+        if end_time:
+            params["end_time"] = end_time
+
+        res = await self.client.fetch(
+            "GET",
+            f"{self.api_url}/api/v1/private/order/list/history_orders",
+            params=params,
+        )
+
+        return self.ret_content(res)
+
+    async def query_order(self, order_id: str):
+        """查询单个订单的详细信息
+
+        Args:
+            order_id: 订单ID
+
+        Returns:
+            ..code:python
+
+            订单详情数据，例如:
+            [
+                    {
+                        "id": "38600506",          # 成交ID
+                        "symbol": "SOL_USDT",      # 交易对
+                        "side": 4,                 # 方向(1:买入, 3:卖出, 4:平仓)
+                        "vol": 1,                  # 成交数量
+                        "price": 204.11,          # 成交价格
+                        "fee": 0.00081644,        # 手续费
+                        "feeCurrency": "USDT",    # 手续费币种
+                        "profit": -0.0034,        # 盈亏
+                        "category": 1,            # 品类
+                        "orderId": "219079365441409152",  # 订单ID
+                        "timestamp": 1756270991000,       # 时间戳
+                        "positionMode": 1,        # 持仓模式
+                        "voucher": false,         # 是否使用代金券
+                        "taker": true            # 是否是taker
+                    }
+            ]
+        """
+        res = await self.client.fetch(
+            "GET",
+            f"{self.api_url}/api/v1/private/order/deal_details/{order_id}",
+        )
+        return self.ret_content(res)
+
+
+class OurbitSpot:
+
+    def __init__(self, client: pybotters.Client, personal_msg_cb: callable=None):
+        """
+        ✅ 完成:
+            下单, 撤单, 查询资金, 查询持有订单, 查询历史订单
+
+        """
+        self.client = client
+        self.store = OurbitSpotDataStore()
+        self.api_url = "https://www.ourbit.com"
+        self.ws_url = "wss://www.ourbit.com/ws"
+        self.personal_msg_cb = personal_msg_cb
+
+    async def __aenter__(self) -> "OurbitSpot":
+        client = self.client
+        await self.store.initialize(
+            client.get(f"{self.api_url}/api/platform/spot/market/v2/symbols")
+        )
+        return self
+
+    async def update(
+        self, update_type: Literal["orders", "balance", "ticker", "book", "all"] = "all"
+    ):
+
+        all_urls = [
+            f"{self.api_url}/api/platform/spot/order/current/orders/v2?orderTypes=1%2C2%2C3%2C4%2C5%2C100&pageNum=1&pageSize=100&states=0%2C1%2C3",
+            f"{self.api_url}/api/assetbussiness/asset/spot/statistic",
+            f"{self.api_url}/api/platform/spot/market/v2/tickers",
+        ]
+
+        # orderTypes=1%2C2%2C3%2C4%2C5%2C100&pageNum=1&pageSize=100&states=0%2C1%2C3
+
+        url_map = {
+            "orders": [all_urls[0]],
+            "balance": [all_urls[1]],
+            "ticker": [all_urls[2]],
+            "all": all_urls,
+        }
+
+        try:
+            urls = url_map[update_type]
+        except KeyError:
+            raise ValueError(f"Unknown update type: {update_type}")
+
+        # 直接传协程进去，initialize 会自己 await
+        await self.store.initialize(*(self.client.get(url) for url in urls))
+
+    async def sub_personal(self):
+        """订阅个人频道"""
+        # https://www.ourbit.com/ucenter/api/ws_token
+        res = await self.client.fetch("GET", f"{self.api_url}/ucenter/api/ws_token")
+
+        token = res.data["data"].get("wsToken")
+
+        app = self.client.ws_connect(
+            f"{self.ws_url}?wsToken={token}&platform=web",
+            send_json={
+                "method": "SUBSCRIPTION",
+                "params": [
+                    "spot@private.orders",
+                    "spot@private.trigger.orders",
+                    "spot@private.balances",
+                ],
+                "id": 1,
+            },
+            hdlr_json=(
+                self.store.onmessage
+                if self.personal_msg_cb is None
+                else [self.store.onmessage, self.personal_msg_cb]
+            ),
+        )
+
+        await app._event.wait()
+
+    async def sub_orderbook(self, symbols: str | list[str]):
+        """订阅订单簿深度数据
+
+        Args:
+            symbols: 交易对符号，可以是单个字符串或字符串列表
+        """
+        import logging
+
+        logger = logging.getLogger("OurbitSpot")
+
+        if isinstance(symbols, str):
+            symbols = [symbols]
+
+        # 构建订阅参数
+        subscription_params = []
+        for symbol in symbols:
+            subscription_params.append(f"spot@public.increase.aggre.depth@{symbol}")
+
+        # 一次sub20个，超过需要分开订阅
+        for i in range(0, len(subscription_params), 20):
+            wsapp = self.client.ws_connect(
+                "wss://www.ourbit.com/ws?platform=web",
+                send_json={
+                    "method": "SUBSCRIPTION",
+                    "params": subscription_params[i : i + 20],
+                    "id": 2,
+                },
+                hdlr_json=self.store.onmessage,
+            )
+            await wsapp._event.wait()
+
+        # await asyncio.sleep(1)  # 等待ws连接稳定
+
+        # 并发获取每个交易对的初始深度数据
+        tasks = [
+            self.client.fetch(
+                "GET", f"{self.api_url}/api/platform/spot/market/depth?symbol={symbol}"
+            )
+            for symbol in symbols
+        ]
+
+        # 等待所有请求完成
+        responses = await asyncio.gather(*tasks)
+
+        # 处理响应数据
+        for idx, response in enumerate(responses):
+            symbol = symbols[idx]
+            self.store.book._onresponse(response.data)
+
+        async def check_loss():
+            await asyncio.sleep(1)
+            while True:
+                loss = self.store.book.loss
+                for symbol, is_loss in loss.items():
+                    if is_loss:
+                        resp = await self.client.fetch(
+                            "GET",
+                            f"{self.api_url}/api/platform/spot/market/depth?symbol={symbol}",
+                        )
+                        self.store.book._onresponse(resp.data)
+                await asyncio.sleep(1)
+
+        asyncio.create_task(check_loss())
+
+    async def place_order(
+        self,
+        symbol: str,
+        side: Literal["buy", "sell"],
+        price: float = None,
+        quantity: float = None,
+        order_type: Literal["market", "limit"] = "limit",
+        usdt_amount: float = None,
+    ):
+        """现货下单
+
+        Args:
+            symbol: 交易对，如 "SOL_USDT"
+            side: 买卖方向 "buy" 或 "sell"
+            price: 价格，市价单可为None
+            quantity: 数量
+            order_type: 订单类型 "market" 或 "limit"
+            usdt_amount: USDT金额，如果指定则根据价格计算数量
+
+        Returns:
+            订单响应数据
+        """
+        # 参数检查
+        if order_type == "limit" and price is None:
+            raise ValueError("Limit orders require a price")
+        if quantity is None and usdt_amount is None:
+            raise ValueError("Either quantity or usdt_amount must be specified")
+
+        # 解析交易对
+        parts = symbol.split("_")
+        if len(parts) != 2:
+            raise ValueError(f"Invalid symbol format: {symbol}")
+
+        currency, market = parts
+
+        # 获取交易对详情
+        detail = self.store.detail.get({"name": currency})
+        if not detail:
+            raise ValueError(f"Unknown currency: {currency}")
+
+        price_scale = detail.get("price_scale")
+        quantity_scale = detail.get("quantity_scale")
+
+        # 构建请求数据
+        data = {"currency": currency, "market": market, "tradeType": side.upper()}
+
+        # 处理市价单和限价单的不同参数
+        if order_type == "limit":
+            data["orderType"] = "LIMIT_ORDER"
+            data["price"] = str(
+                round(price, price_scale) if price_scale is not None else price
+            )
+
+            # 计算并设置数量
+            if quantity is None and usdt_amount is not None and price:
+                quantity = usdt_amount / price
+
+            if quantity_scale is not None:
+                quantity = round(quantity, quantity_scale)
+            data["quantity"] = str(quantity)
+
+        elif order_type == "market":
+            data["orderType"] = "MARKET_ORDER"
+
+            # 市价单可以使用数量或金额，但不能同时使用
+            if usdt_amount is not None:
+                data["amount"] = str(usdt_amount)
+            else:
+                if quantity_scale is not None:
+                    quantity = round(quantity, quantity_scale)
+                data["quantity"] = str(quantity)
+
+            if price:
+                data["price"] = str(price)
+
+        # 确定API端点
+        url = f'{self.api_url}/api/platform/spot/{"v4/order/place" if order_type == "market" else "order/place"}'
+        # print(f"Placing  {symbol}: {data}")
+        # 发送请求
+        res = await self.client.fetch("POST", url, json=data)
+
+        # 处理响应
+        if res.data.get("msg") == "success":
+            return res.data["data"]
+        raise Exception(f"Failed to place order: {res.data}")
+
+    async def cancel_orders(self, order_ids: list[str]):
+
+        for order_id in order_ids:
+            url = f"{self.api_url}/api/platform/spot/order/cancel/v2?orderId={order_id}"
+            await self.client.fetch("DELETE", url)
+
+    async def cancel_order(self, order_id: str):
+
+        url = f"{self.api_url}/api/platform/spot/order/cancel/v2?orderId={order_id}"
+        res = await self.client.fetch("DELETE", url)