siglab-py 0.1.11__tar.gz → 0.1.12__tar.gz

{siglab_py-0.1.11 → siglab_py-0.1.12}/PKG-INFO

@@ -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 → siglab_py-0.1.12}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.1.11"
+version = "0.1.12"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.1.11 → siglab_py-0.1.12}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.1.11
+version = 0.1.12
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.1.11 → siglab_py-0.1.12}/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-0.1.11 → siglab_py-0.1.12}/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-0.1.11 → siglab_py-0.1.12}/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 → siglab_py-0.1.12}/siglab_py.egg-info/PKG-INFO

@@ -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>