hyperquant 1.48__py3-none-any.whl

hyperquant/broker/bitget.py

@@ -0,0 +1,311 @@
+from __future__ import annotations
+
+import asyncio
+import logging
+import uuid
+from typing import Any, Literal
+
+import pybotters
+
+from .models.bitget import BitgetDataStore
+from .lib.util import fmt_value
+
+logger = logging.getLogger(__name__)
+
+
+class Bitget:
+    """Bitget public/privileged client (REST + WS).
+
+    默认只支持单向持仓（One-way mode）。
+    """
+
+    def __init__(
+        self,
+        client: pybotters.Client,
+        *,
+        rest_api: str | None = None,
+        ws_url: str | None = None,
+    ) -> None:
+        self.client = client
+        self.store = BitgetDataStore()
+
+        self.rest_api = rest_api or "https://api.bitget.com"
+        self.ws_url = ws_url or "wss://ws.bitget.com/v2/ws/public"
+        self.ws_url_private = ws_url or "wss://ws.bitget.com/v2/ws/private"
+
+        self.ws_app = None
+        self.has_sub_personal = False
+  
+
+    async def __aenter__(self) -> "Bitget":
+        await self.update("detail")
+        return self
+
+    async def __aexit__(self, exc_type, exc, tb) -> None:  # pragma: no cover - symmetry
+        pass
+
+    async def sub_personal(self) -> None:
+        sub_msg = {
+            "op": "subscribe",
+            "args": [
+                {"instType": "USDT-FUTURES", "channel": "orders", "instId": "default"},
+                {
+                    "instType": "USDT-FUTURES",
+                    "channel": "positions",
+                    "instId": "default",
+                },
+                {"instType": "USDT-FUTURES", "channel": "account", "coin": "default"},
+            ],
+        }
+        self.ws_app = await self._ensure_private_ws()
+        
+
+        await self.ws_app.current_ws.send_json(sub_msg)
+
+
+        self.has_sub_personal = True
+
+    async def update(
+        self,
+        update_type: Literal["detail", "ticker", "all"] = "all",
+    ) -> None:
+        """Refresh cached REST resources."""
+
+        requests: list[Any] = []
+
+        if update_type in {"detail", "all"}:
+            requests.append(
+                self.client.get(
+                    f"{self.rest_api}/api/v2/mix/market/contracts",
+                    params={"productType": "usdt-futures"},
+                )
+            )
+
+        if update_type in {"ticker", "all"}:
+            requests.append(
+                self.client.get(
+                    f"{self.rest_api}/api/v2/mix/market/tickers",
+                    params={"productType": "usdt-futures"},
+                )
+            )
+
+        if not requests:
+            raise ValueError(f"update_type err: {update_type}")
+
+        await self.store.initialize(*requests)
+
+    async def place_order(
+        self,
+        symbol: str,
+        *,
+        direction: Literal["buy", "sell", "long", "short", "0", "1"],
+        volume: float,
+        price: float | None = None,
+        order_type: Literal[
+            "market",
+            "limit_gtc",
+            "limit_ioc",
+            "limit_fok",
+            "limit_post_only",
+            "limit",
+        ] = "market",
+        margin_mode: Literal["isolated", "crossed"] = "crossed",
+        product_type: str = "USDT-FUTURES",
+        margin_coin: str = "USDT",
+        reduce_only: bool | None = None,
+        offset_flag: Literal["open", "close", "0", "1"] | None = None,
+        client_order_id: str | None = None
+    ) -> dict[str, Any] | None:
+        """
+        请求成功返回示例:
+
+        .. code:: json
+
+            {
+                "clientOid": "121211212122",
+                "orderId": "121211212122"
+            }
+        """
+
+        side = self._normalize_direction(direction)
+        order_type_code, force_code = self._resolve_order_type(order_type)
+
+        if reduce_only is None:
+            reduce_only = self._normalize_offset(offset_flag)
+
+        detail = self._get_detail_entry(symbol)
+        volume_str = self._format_with_step(
+            volume, detail.get("step_size") or detail.get("stepSize")
+        )
+
+        payload: dict[str, Any] = {
+            "symbol": symbol,
+            "productType": product_type,
+            "marginMode": margin_mode,
+            "marginCoin": margin_coin,
+            "side": side,
+            "size": volume_str,
+            "orderType": order_type_code,
+        }
+
+        if force_code:
+            payload["force"] = force_code
+
+        if order_type_code == "limit":
+            if price is None:
+                raise ValueError("price is required for Bitget limit orders")
+            payload["price"] = self._format_with_step(
+                price,
+                detail.get("tick_size") or detail.get("tickSize"),
+            )
+        elif price is not None:
+            logger.debug("Price %.8f ignored for market order", price)
+
+        if reduce_only is True:
+            payload["reduceOnly"] = "YES"
+        elif reduce_only is False:
+            payload["reduceOnly"] = "NO"
+
+        if client_order_id:
+            payload["clientOid"] = client_order_id
+
+        res = await self.client.post(
+            f"{self.rest_api}/api/v2/mix/order/place-order",
+            data=payload,
+        )
+        data = await res.json()
+        return self._ensure_ok("place_order", data)
+
+    async def cancel_order(
+        self,
+        order_sys_id: str,
+        *,
+        symbol: str,
+        margin_mode: Literal["isolated", "crossed"],
+        product_type: str = "USDT-FUTURES",
+        margin_coin: str = "USDT",
+        client_order_id: str | None = None,
+    ) -> dict[str, Any]:
+        """Cancel an order via ``POST /api/v2/mix/order/cancel-order``."""
+
+        payload = {
+            "symbol": symbol,
+            "productType": product_type,
+            "marginMode": margin_mode,
+            "marginCoin": margin_coin,
+        }
+
+        if client_order_id:
+            payload["clientOid"] = client_order_id
+        else:
+            payload["orderId"] = order_sys_id
+
+        res = await self.client.post(
+            f"{self.rest_api}/api/v2/mix/order/cancel-order",
+            data=payload,
+        )
+        data = await res.json()
+        return self._ensure_ok("cancel_order", data)
+
+    async def sub_orderbook(self, symbols: list[str], channel: str = "books1") -> None:
+        """Subscribe to Bitget order-book snapshots/updates."""
+
+        submsg = {"op": "subscribe", "args": []}
+        for symbol in symbols:
+            submsg["args"].append(
+                {"instType": "USDT-FUTURES", "channel": channel, "instId": symbol}
+            )
+
+        self.client.ws_connect(
+            self.ws_url,
+            send_json=submsg,
+            hdlr_json=self.store.onmessage,
+        )
+
+    def _get_detail_entry(self, symbol: str) -> dict[str, Any]:
+        detail = self.store.detail.get({"symbol": symbol})
+        if not detail:
+            raise ValueError(
+                f"Unknown Bitget instrument: {symbol}. Call update('detail') first or provide valid symbol."
+            )
+        return detail
+
+    async def _ensure_private_ws(self):
+        wsqueue = pybotters.WebSocketQueue()
+        ws_app = self.client.ws_connect(
+            self.ws_url_private,
+            hdlr_json=self.store.onmessage,
+        )
+        # async for msg in wsqueue:
+        #     print(msg)
+
+        await ws_app._event.wait()
+        await ws_app.current_ws._wait_authtask()
+        return ws_app
+
+    @staticmethod
+    def _format_with_step(value: float, step: Any) -> str:
+        if step in (None, 0, "0"):
+            return str(value)
+        try:
+            step_float = float(step)
+        except (TypeError, ValueError):  # pragma: no cover - defensive guard
+            return str(value)
+        if step_float <= 0:
+            return str(value)
+        return fmt_value(value, step_float)
+
+    @staticmethod
+    def _normalize_direction(direction: str) -> str:
+        mapping = {
+            "buy": "buy",
+            "long": "buy",
+            "0": "buy",
+            "sell": "sell",
+            "short": "sell",
+            "1": "sell",
+        }
+        key = str(direction).lower()
+        try:
+            return mapping[key]
+        except KeyError as exc:  # pragma: no cover - guard
+            raise ValueError(f"Unsupported direction: {direction}") from exc
+
+    @staticmethod
+    def _normalize_offset(
+        offset: Literal["open", "close", "0", "1"] | None,
+    ) -> bool | None:
+        if offset is None:
+            return None
+        mapping = {
+            "open": False,
+            "0": False,
+            "close": True,
+            "1": True,
+        }
+        key = str(offset).lower()
+        if key in mapping:
+            return mapping[key]
+        raise ValueError(f"Unsupported offset_flag: {offset}")
+
+    @staticmethod
+    def _resolve_order_type(order_type: str) -> tuple[str, str | None]:
+        mapping = {
+            "market": ("market", None),
+            "limit": ("limit", "gtc"),
+            "limit_gtc": ("limit", "gtc"),
+            "limit_ioc": ("limit", "ioc"),
+            "limit_fok": ("limit", "fok"),
+            "limit_post_only": ("limit", "post_only"),
+        }
+        key = str(order_type).lower()
+        try:
+            return mapping[key]
+        except KeyError as exc:  # pragma: no cover - guard
+            raise ValueError(f"Unsupported order_type: {order_type}") from exc
+
+    @staticmethod
+    def _ensure_ok(operation: str, data: Any) -> dict[str, Any]:
+        if not isinstance(data, dict) or data.get("code") != "00000":
+            raise RuntimeError(f"{operation} failed: {data}")
+        return data.get("data") or {}