hyperquant 1.48__tar.gz → 1.51__tar.gz

{hyperquant-1.48 → hyperquant-1.51}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: hyperquant
-Version: 1.48
+Version: 1.51
 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-1.48 → hyperquant-1.51}/pyproject.toml

@@ -1,6 +1,6 @@
 [project]
 name = "hyperquant"
-version = "1.48"
+version = "1.51"
 description = "A minimal yet hyper-efficient backtesting framework for quantitative trading"
 authors = [
     { name = "MissinA", email = "1421329142@qq.com" }

{hyperquant-1.48 → hyperquant-1.51}/src/hyperquant/broker/auth.py

@@ -13,11 +13,18 @@ import json as pyjson
 from urllib.parse import urlencode
 from datetime import datetime, timezone
 from eth_account import Account
-from eth_account.messages import encode_typed_data
+try:
+    from eth_account.messages import encode_typed_data
+except ImportError:
+    from eth_account.messages import encode_structured_data as encode_typed_data
 from eth_utils import keccak, to_checksum_address
 import secrets
 from random import random
 
+try:
+    from coincurve import PrivateKey as _CoincurvePrivateKey
+except Exception:  # pragma: no cover - optional dependency
+    _CoincurvePrivateKey = None
 
 POLY_ADDRESS = "POLY_ADDRESS"
 POLY_SIGNATURE = "POLY_SIGNATURE"
@@ -859,10 +866,8 @@ class Auth:
         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
+        if _CoincurvePrivateKey is None:
+            raise RuntimeError("coincurve is required for sign_polymarket_order2")
 
         try:
             now_ts = datetime.now().replace(tzinfo=timezone.utc).timestamp()
@@ -901,7 +906,7 @@ class Auth:
         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)
+        sig65 = _CoincurvePrivateKey(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()

{hyperquant-1.48 → hyperquant-1.51}/src/hyperquant/broker/models/polymarket.py

@@ -185,6 +185,7 @@ class Position(DataStore):
             "side": side,
             "size": new_size,
             "totalBought": total_bought,
+            "totalAvgPrice": avg_price,
             "avgPrice": avg_price,
             "ts": int(time.time() * 1000),
         }
@@ -876,6 +877,9 @@ class PolymarketDataStore(DataStoreCollection):
 
                 # 🧮 累计交易信息
                 "totalBought": 123,  # 累计买入数量（含历史）
+
+                # 新增字段
+                "totalAvgPrice": 123, # 累计买入均价（含历史）
                 
                 # ⚙️ 状态标志
                 "redeemable": True,   # 是否可赎回（True 表示市场已结算且你是赢家，可提取 USDC）

{hyperquant-1.48 → hyperquant-1.51}/src/hyperquant/broker/polymarket.py

@@ -29,6 +29,7 @@ DEFAULT_BASE_SLUG = "btc-updown-15m"
 HOURLY_BITCOIN_BASE_SLUG = "bitcoin-up-or-down"
 DEFAULT_INTERVAL = 15 * 60
 DEFAULT_WINDOW = 8
+TICK_SIZE_CACHE_TTL_SECS = 300
 API_NAME = "polymarket"
 END_CURSOR = "LTE="
 USDC_CONTRACT = "0x2791Bca1f2de4661ED88A30C99A7a9449Aa84174"
@@ -254,6 +255,7 @@ class Polymarket:
         self._ws_public_ready = asyncio.Event()
         self._ws_personal: pybotters.ws.WebSocketApp | None = None
         self.auth = False
+        self._tick_size_cache: dict[str, tuple[str, float]] = {}
 
         self._ensure_session_entry(private_key=private_key, funder=funder, chain_id=chain_id)
 
@@ -272,6 +274,25 @@ class Polymarket:
             self._ws_public = None
             self._ws_public_ready.clear()
 
+    async def prewarm_connections(
+        self,
+        endpoints: Sequence[str] | None = None,
+        timeout: float = 1.0,
+    ) -> None:
+        """Pre-warm HTTP connections to reduce first-request latency."""
+        if endpoints is None:
+            endpoints = ("/ok", "/time")
+        session = getattr(self.client, "_session", None)
+        if session is None:
+            raise RuntimeError("pybotters client session missing")
+        for endpoint in endpoints:
+            url = f"{self.rest_api}{endpoint}"
+            try:
+                async with session.get(url, timeout=timeout) as resp:
+                    await resp.read()
+            except Exception:
+                continue
+
     # ------------------------------------------------------------------
     # Store helpers
 
@@ -1011,9 +1032,12 @@ class Polymarket:
         request_path = path
         url = f"{self.rest_api}{request_path}"
         payload_obj = dict(body) if isinstance(body, dict) else body
-        serialized = (
-            str(payload_obj).replace("'", '"') if payload_obj is not None else ""
-        )
+        if payload_obj is None:
+            serialized = ""
+        elif isinstance(payload_obj, str):
+            serialized = payload_obj
+        else:
+            serialized = json.dumps(payload_obj, separators=(",", ":"), ensure_ascii=False)
         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()
@@ -1247,18 +1271,24 @@ class Polymarket:
     async def _resolve_tick_size(self, token_id: str, tick_size: str | float | None) -> str:
         if tick_size is not None:
             return str(tick_size)
+        cached = self._tick_size_cache.get(token_id)
+        now = time.time()
+        if cached and (now - cached[1]) < TICK_SIZE_CACHE_TTL_SECS:
+            return cached[0]
         tick_resp = await self.get_tick_size(token_id)
         if isinstance(tick_resp, dict):
-            return str(tick_resp.get("minimum_tick_size") or tick_resp.get("tick_size") or "0.01")
-        return str(tick_resp)
+            resolved = str(
+                tick_resp.get("minimum_tick_size") or tick_resp.get("tick_size") or "0.01"
+            )
+        else:
+            resolved = str(tick_resp)
+        self._tick_size_cache[token_id] = (resolved, now)
+        return resolved
 
     async def _resolve_fee_rate(self, token_id: str, fee_rate_bps: int | None) -> int:
         if fee_rate_bps is not None:
             return int(fee_rate_bps)
-        fee_resp = await self.get_fee_rate(token_id)
-        if isinstance(fee_resp, dict):
-            return int(fee_resp.get("base_fee", 0))
-        return int(fee_resp or 0)
+        return 0
         
 
     async def _signed_request_via_session(
@@ -1297,9 +1327,12 @@ class Polymarket:
             payload_obj = dict(body)
         else:
             payload_obj = body
-        serialized = (
-            str(payload_obj).replace("'", '"') if payload_obj is not None else ""
-        )
+        if payload_obj is None:
+            serialized = ""
+        elif isinstance(payload_obj, str):
+            serialized = payload_obj
+        else:
+            serialized = json.dumps(payload_obj, separators=(",", ":"), ensure_ascii=False)
         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")
@@ -2129,6 +2162,9 @@ class Polymarket:
             hourly_match = await _try_slug(hourly_slug)
             if hourly_match:
                 return hourly_match
+            
+        if '5m' in base_slug:
+            interval = 5 * 60
 
         now_ts = int(datetime.now(UTC).timestamp())
         base_ts = (now_ts // interval) * interval

{hyperquant-1.48 → hyperquant-1.51}/uv.lock

@@ -694,7 +694,7 @@ wheels = [
 
 [[package]]
 name = "hyperquant"
-version = "1.47"
+version = "1.5"
 source = { editable = "." }
 dependencies = [
     { name = "aiohttp" },