walrasquant-lib 0.4.20__tar.gz

walrasquant_lib-0.4.20/PKG-INFO

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+Metadata-Version: 2.3
+Name: walrasquant-lib
+Version: 0.4.20
+Summary: fastest python trading bot
+Author: River-Shi
+Author-email: River-Shi <nachuan.shi.quant@gmail.com>
+License: MIT LICENSE
+Requires-Dist: numpy>=1.26.4,<2.2.1
+Requires-Dist: redis>=5.2.1,<6.0.0
+Requires-Dist: zmq>=0.0.0,<0.0.1
+Requires-Dist: apscheduler>=3.11.0,<4.0.0
+Requires-Dist: returns>=0.24.0,<0.25.0
+Requires-Dist: aiosqlite>=0.21.0,<0.22.0
+Requires-Dist: uvloop>=0.21.0
+Requires-Dist: throttled-py>=2.2.3
+Requires-Dist: asyncpg>=0.30.0
+Requires-Dist: psycopg2-binary>=2.9.10
+Requires-Dist: click>=8.1.0
+Requires-Dist: pycryptodome>=3.23.0
+Requires-Dist: eth-account>=0.13.7
+Requires-Dist: fastapi>=0.117.1
+Requires-Dist: uvicorn>=0.36.0
+Requires-Dist: dynaconf[redis]>=3.2.12
+Requires-Dist: pandas>=2.3.3,<3.0.0
+Requires-Dist: aiohttp>=3.13.3
+Requires-Dist: rich>=14.0.0
+Requires-Dist: picows>=2.1.1
+Requires-Dist: ccxt>=4.5.63
+Requires-Dist: nexuscore-lib>=0.2.0
+Requires-Dist: flashduty-lib>=0.2.0
+Requires-Dist: nexuslog-lib>=0.5.0
+Requires-Dist: msgspec>=0.21.1
+Requires-Python: >=3.11, <3.15
+Description-Content-Type: text/markdown
+
+# walrasquant
+
+`walrasquant` is a high-performance Python framework for quantitative trading.
+It is designed for low-latency execution, multi-exchange connectivity, and strategy development at scale.
+
+## Highlights
+
+- Async-first architecture for real-time trading workflows
+- Multi-exchange support (OKX, Binance, Bybit, Hyperliquid, Bitget)
+- Built-in order and position lifecycle management
+- Strategy framework with execution algorithms (including TWAP)
+- Optional web API integration with FastAPI
+- CLI and PM2 tooling for monitoring and operations
+
+## Installation
+
+### Requirements
+
+- Python `>=3.11,<3.14`
+- Redis (recommended for monitoring and shared runtime state)
+
+### From PyPI
+
+```bash
+pip install walrasquant
+```
+
+### From source
+
+```bash
+git clone https://github.com/walras-group/WalrasQuant.git
+cd WalrasQuant
+uv pip install -e .
+```
+
+## Quick start
+
+```python
+from decimal import Decimal
+
+from walrasquant.constants import settings, ExchangeType, OrderSide, OrderType
+from walrasquant.config import Config, BasicConfig, PublicConnectorConfig, PrivateConnectorConfig
+from walrasquant.engine import Engine
+from walrasquant.exchange.okx import OkxAccountType
+from walrasquant.schema import BookL1, Order
+from walrasquant.strategy import Strategy
+
+
+OKX_API_KEY = settings.OKX.DEMO_1.api_key
+OKX_SECRET = settings.OKX.DEMO_1.secret
+OKX_PASSPHRASE = settings.OKX.DEMO_1.passphrase
+
+
+class DemoStrategy(Strategy):
+    def __init__(self):
+        super().__init__()
+        self.subscribe_bookl1(symbols=["BTCUSDT-PERP.OKX"])
+        self.signal = True
+
+    def on_filled_order(self, order: Order):
+        print(order)
+
+    def on_bookl1(self, bookl1: BookL1):
+        if not self.signal:
+            return
+
+        self.create_order(
+            symbol="BTCUSDT-PERP.OKX",
+            side=OrderSide.BUY,
+            type=OrderType.MARKET,
+            amount=Decimal("0.1"),
+        )
+        self.create_order(
+            symbol="BTCUSDT-PERP.OKX",
+            side=OrderSide.SELL,
+            type=OrderType.MARKET,
+            amount=Decimal("0.1"),
+        )
+        self.signal = False
+
+
+config = Config(
+    strategy_id="okx_demo_buy_sell",
+    user_id="user_test",
+    strategy=DemoStrategy(),
+    basic_config={
+        ExchangeType.OKX: BasicConfig(
+            api_key=OKX_API_KEY,
+            secret=OKX_SECRET,
+            passphrase=OKX_PASSPHRASE,
+            testnet=True,
+        )
+    },
+    public_conn_config={
+        ExchangeType.OKX: [PublicConnectorConfig(account_type=OkxAccountType.DEMO)]
+    },
+    private_conn_config={
+        ExchangeType.OKX: [PrivateConnectorConfig(account_type=OkxAccountType.DEMO)]
+    },
+)
+
+engine = Engine(config)
+
+if __name__ == "__main__":
+    try:
+        engine.start()
+    finally:
+        engine.dispose()
+```
+
+## CLI tools
+
+After installation, the following commands are available:
+
+- `wq` for PM2-based strategy process operations
+
+## Documentation
+
+- Local docs source: `docs/`
+
+## Contributing
+
+Contributions are welcome. Please open an issue or submit a PR.
+
+## License
+
+MIT License

walrasquant_lib-0.4.20/README.md

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+# walrasquant
+
+`walrasquant` is a high-performance Python framework for quantitative trading.
+It is designed for low-latency execution, multi-exchange connectivity, and strategy development at scale.
+
+## Highlights
+
+- Async-first architecture for real-time trading workflows
+- Multi-exchange support (OKX, Binance, Bybit, Hyperliquid, Bitget)
+- Built-in order and position lifecycle management
+- Strategy framework with execution algorithms (including TWAP)
+- Optional web API integration with FastAPI
+- CLI and PM2 tooling for monitoring and operations
+
+## Installation
+
+### Requirements
+
+- Python `>=3.11,<3.14`
+- Redis (recommended for monitoring and shared runtime state)
+
+### From PyPI
+
+```bash
+pip install walrasquant
+```
+
+### From source
+
+```bash
+git clone https://github.com/walras-group/WalrasQuant.git
+cd WalrasQuant
+uv pip install -e .
+```
+
+## Quick start
+
+```python
+from decimal import Decimal
+
+from walrasquant.constants import settings, ExchangeType, OrderSide, OrderType
+from walrasquant.config import Config, BasicConfig, PublicConnectorConfig, PrivateConnectorConfig
+from walrasquant.engine import Engine
+from walrasquant.exchange.okx import OkxAccountType
+from walrasquant.schema import BookL1, Order
+from walrasquant.strategy import Strategy
+
+
+OKX_API_KEY = settings.OKX.DEMO_1.api_key
+OKX_SECRET = settings.OKX.DEMO_1.secret
+OKX_PASSPHRASE = settings.OKX.DEMO_1.passphrase
+
+
+class DemoStrategy(Strategy):
+    def __init__(self):
+        super().__init__()
+        self.subscribe_bookl1(symbols=["BTCUSDT-PERP.OKX"])
+        self.signal = True
+
+    def on_filled_order(self, order: Order):
+        print(order)
+
+    def on_bookl1(self, bookl1: BookL1):
+        if not self.signal:
+            return
+
+        self.create_order(
+            symbol="BTCUSDT-PERP.OKX",
+            side=OrderSide.BUY,
+            type=OrderType.MARKET,
+            amount=Decimal("0.1"),
+        )
+        self.create_order(
+            symbol="BTCUSDT-PERP.OKX",
+            side=OrderSide.SELL,
+            type=OrderType.MARKET,
+            amount=Decimal("0.1"),
+        )
+        self.signal = False
+
+
+config = Config(
+    strategy_id="okx_demo_buy_sell",
+    user_id="user_test",
+    strategy=DemoStrategy(),
+    basic_config={
+        ExchangeType.OKX: BasicConfig(
+            api_key=OKX_API_KEY,
+            secret=OKX_SECRET,
+            passphrase=OKX_PASSPHRASE,
+            testnet=True,
+        )
+    },
+    public_conn_config={
+        ExchangeType.OKX: [PublicConnectorConfig(account_type=OkxAccountType.DEMO)]
+    },
+    private_conn_config={
+        ExchangeType.OKX: [PrivateConnectorConfig(account_type=OkxAccountType.DEMO)]
+    },
+)
+
+engine = Engine(config)
+
+if __name__ == "__main__":
+    try:
+        engine.start()
+    finally:
+        engine.dispose()
+```
+
+## CLI tools
+
+After installation, the following commands are available:
+
+- `wq` for PM2-based strategy process operations
+
+## Documentation
+
+- Local docs source: `docs/`
+
+## Contributing
+
+Contributions are welcome. Please open an issue or submit a PR.
+
+## License
+
+MIT License

walrasquant_lib-0.4.20/pyproject.toml

@@ -0,0 +1,59 @@
+[project]
+name = "walrasquant-lib"
+version = "0.4.20"
+description = "fastest python trading bot"
+authors = [
+    {name = "River-Shi",email = "nachuan.shi.quant@gmail.com"}
+]
+license = {text = "MIT LICENSE"}
+readme = "README.md"
+requires-python = ">=3.11,<3.15"
+dependencies = [
+    "numpy (>=1.26.4,<2.2.1)",
+    "redis (>=5.2.1,<6.0.0)",
+    "zmq (>=0.0.0,<0.0.1)",
+    "apscheduler (>=3.11.0,<4.0.0)",
+    "returns (>=0.24.0,<0.25.0)",
+    "aiosqlite (>=0.21.0,<0.22.0)",
+    "uvloop>=0.21.0",
+    "throttled-py>=2.2.3",
+    "asyncpg>=0.30.0",
+    "psycopg2-binary>=2.9.10",
+    "click>=8.1.0",
+    "pycryptodome>=3.23.0",
+    "eth-account>=0.13.7",
+    "fastapi>=0.117.1",
+    "uvicorn>=0.36.0",
+    "dynaconf[redis]>=3.2.12",
+    "pandas (>=2.3.3,<3.0.0)",
+    "aiohttp>=3.13.3",
+    "rich>=14.0.0",
+    "picows>=2.1.1",
+    "ccxt>=4.5.63",
+    "nexuscore-lib>=0.2.0",
+    "flashduty-lib>=0.2.0",
+    "nexuslog-lib>=0.5.0",
+    "msgspec>=0.21.1",
+]
+
+[project.scripts]
+wq = "walrasquant.tools.pm2_wrapper:main"
+
+[build-system]
+requires = ["uv_build>=0.10.7,<0.11.0"]
+build-backend = "uv_build"
+
+[tool.uv.build-backend]
+module-name = "walrasquant"
+
+[tool.ty.src]
+include = ["src", "test", "strategy"]
+
+[dependency-groups]
+dev = [
+    "pytest>=8.3.5",
+    "pytest-asyncio>=1.3.0",
+    "pytest-timeout>=2.4.0",
+    "ruff>=0.15.6",
+    "ty>=0.0.23",
+]

walrasquant_lib-0.4.20/src/walrasquant/__init__.py

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+from importlib.metadata import version, PackageNotFoundError
+
+
+try:
+    __version__ = version("walrasquant-lib")
+except PackageNotFoundError:
+    __version__ = "unknown"