siglab-py 0.1.11__py3-none-any.whl → 0.1.12__py3-none-any.whl

siglab_py/ordergateway/client.py

@@ -31,13 +31,15 @@ class Order:
         side : str,  # buy/sell
         amount : float,
         order_type : str, # market/limit
-        leg_room_bps : float = 0
+        leg_room_bps : float = 0,
+        fees_ccy : Union[str, None] = None
     ) -> None:
         self.ticker = ticker
         self.side = side.strip().lower()
         self.amount = amount
         self.order_type = order_type.strip().lower()
         self.leg_room_bps = leg_room_bps
+        self.fees_ccy = fees_ccy
 
     def to_dict(self) -> Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES]:
         return {
@@ -45,7 +47,8 @@ class Order:
             "side" : self.side,
             "amount" : self.amount,
             "order_type" : self.order_type,
-            "leg_room_bps" : self.leg_room_bps
+            "leg_room_bps" : self.leg_room_bps,
+            "fees_ccy" : self.fees_ccy
         }
 
 '''
@@ -60,15 +63,17 @@ class DivisiblePosition(Order):
         amount : float,
         order_type : str, # market/limit
         leg_room_bps : float,
+        fees_ccy : Union[str, None] = None,
         slices : int = 1,
         wait_fill_threshold_ms : float = -1
     ) -> None:
-        super().__init__(ticker, side, amount, order_type, leg_room_bps)
+        super().__init__(ticker, side, amount, order_type, leg_room_bps, fees_ccy)
         self.slices = slices
         self.wait_fill_threshold_ms = wait_fill_threshold_ms
         self.multiplier = 1
         self.filled_amount : Union[float, None] = None
         self.average_cost : Union[float, None] = None
+        self.fees : Union[float, None] = None
         self.pos : Union[float, None] = None # in base ccy, after execution. (Not in USDT or quote ccy, Not in # contracts)
 
         self.executions : Dict[str, Dict[str, Any]] = {}
@@ -86,6 +91,7 @@ class DivisiblePosition(Order):
                         side=self.side, 
                         amount=slice_amount_in_base_ccy, 
                         leg_room_bps=self.leg_room_bps, 
+                        fees_ccy=self.fees_ccy,
                         order_type=self.order_type)
                     
                 else:
@@ -95,6 +101,7 @@ class DivisiblePosition(Order):
                         side=self.side, 
                         amount=remaining_amount_in_base_ccy, 
                         leg_room_bps=self.leg_room_bps, 
+                        fees_ccy=self.fees_ccy,
                         order_type=self.order_type)
 
                 slices.append(slice)
@@ -171,6 +178,12 @@ class DivisiblePosition(Order):
         average_cost = average_cost / sum([ self.executions[order_id]['amount'] for order_id in self.executions ])
         return average_cost
 
+    def get_fees(self) -> float:
+        fees : float = 0
+        if self.fees_ccy:
+            fees = sum([ float(self.executions[order_id]['fee']['cost'])  for order_id in self.executions if self.executions[order_id]['fee'] and self.executions[order_id]['fee']['currency'].strip().upper()==self.fees_ccy.strip().upper() ])
+        return fees
+
     def to_dict(self) -> Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES]:
         rv = super().to_dict()
         rv['slices'] = self.slices

siglab_py/ordergateway/gateway.py

@@ -649,6 +649,7 @@ async def execute_one_position(
 
     position.filled_amount = position.get_filled_amount()
     position.average_cost = position.get_average_cost()
+    position.fees = position.get_fees()
 
     balances = await exchange.fetch_balance() # type: ignore
     if param['default_type']!='spot':

siglab_py/ordergateway/test_ordergateway.py

@@ -77,12 +77,12 @@ if __name__ == '__main__':
 
     positions_2 : List[DivisiblePosition] = [
         DivisiblePosition(
-            ticker = 'SUSHI/USDC:USDC',
-            side = 'sell',
-            amount = 15,
+            ticker = 'SUSHI/USDT:USDT',
+            side = 'buy',
+            amount = 10,
             leg_room_bps = 5,
             order_type = 'limit',
-            slices=1,
+            slices=5,
             wait_fill_threshold_ms=15000
         ),
     ]

{siglab_py-0.1.11.dist-info → siglab_py-0.1.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.11
+Version: 0.1.12
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.11.dist-info → siglab_py-0.1.12.dist-info}/RECORD

@@ -10,10 +10,10 @@ siglab_py/market_data_providers/deribit_options_expiry_provider.py,sha256=e9Ee8T
 siglab_py/market_data_providers/orderbooks_provider.py,sha256=cBp-HYCups2Uiwzw0SaUwxrg4unJvnm2TDqIK8f4hUg,15674
 siglab_py/market_data_providers/test_provider.py,sha256=wBLCgcWjs7FGZJXWsNyn30lkOLa_cgpuvqRakMC0wbA,2221
 siglab_py/ordergateway/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-siglab_py/ordergateway/client.py,sha256=1Y0g2AT_Sh7Y-2YdEpnrGHwu2Ml1iqKFmj8_LOoF8YU,8301
+siglab_py/ordergateway/client.py,sha256=MW35JPeBAtayu4pNdpPVflabTZL51PwqSznDadteO1A,8973
 siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
-siglab_py/ordergateway/gateway.py,sha256=N0XrsQDsycSjRDMC9jnC5B1q9LAfz4er0vjlDaGOhYc,35446
-siglab_py/ordergateway/test_ordergateway.py,sha256=vYdB6IypDI8-9Ts3-7g6F9CMKf4nUVG4qQalS4fUu-8,3806
+siglab_py/ordergateway/gateway.py,sha256=t1gnmd1TazVA50_-j5PqsmxVjtikAcA6TRbe743T6Qs,35487
+siglab_py/ordergateway/test_ordergateway.py,sha256=DH4djEZeWZr69lTx_xG9_N8S_E2wAG4S3430VisU5w4,3805
 siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/market_data_util_tests.py,sha256=HFESIXEdQmrbDV3DvLiDLq0iE-4itysxSFur_Th4jjE,5207
@@ -24,7 +24,7 @@ siglab_py/util/analytic_util.py,sha256=QLabbEMqM4rKKH2PE_LqxIyo-BUdCRhkLybLATBIm
 siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
 siglab_py/util/market_data_util.py,sha256=3qTq71xGvQXj0ORKJV50IN5FP_mCBF_gvdmlPyhdyco,16439
 siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
-siglab_py-0.1.11.dist-info/METADATA,sha256=PLGWh1JwOPtp8Ai8kIZvCxgCMbpV0SkAvLB2Ey5Qj5g,1097
-siglab_py-0.1.11.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.1.11.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.1.11.dist-info/RECORD,,
+siglab_py-0.1.12.dist-info/METADATA,sha256=8Kl22xSXPW_oxgIxBHzHlEO0oENGTbZPnSnT6ju-Lm4,1097
+siglab_py-0.1.12.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.1.12.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.1.12.dist-info/RECORD,,