siglab-py 0.1.13__py3-none-any.whl → 0.1.16__py3-none-any.whl

siglab_py/ordergateway/client.py

@@ -133,6 +133,8 @@ class DivisiblePosition(Order):
     def get_filled_amount(self) -> float:
         # filled_amount is in base ccy
         filled_amount = sum([ self.executions[order_id]['filled'] * self.multiplier for order_id in self.executions ])
+        if self.side=='sell':
+            filled_amount = -1 * filled_amount
         return filled_amount
 
     def get_average_cost(self) -> float:

siglab_py/ordergateway/gateway.py

@@ -483,6 +483,9 @@ async def execute_one_position(
             rounded_limit_price : float = exchange.price_to_precision(position.ticker, limit_price) # type: ignore
             rounded_limit_price = float(rounded_limit_price)
             
+            order_params = {
+                'reduceOnly': slice.reduce_only
+            }
             if position.order_type=='limit':
                 if not param['dry_run']:
                     executed_order = await exchange.create_order( # type: ignore
@@ -490,7 +493,8 @@ async def execute_one_position(
                         type = position.order_type,
                         amount = rounded_slice_amount_in_base_ccy,
                         price = rounded_limit_price,
-                        side = position.side
+                        side = position.side,
+                        params = order_params
                     )
                 else:
                     executed_order = DUMMY_EXECUTION.copy()
@@ -515,7 +519,8 @@ async def execute_one_position(
                         symbol = position.ticker,
                         type = position.order_type,
                         amount = rounded_slice_amount_in_base_ccy,
-                        side = position.side
+                        side = position.side,
+                        params = order_params
                     )
                 else:
                     executed_order = DUMMY_EXECUTION.copy()

{siglab_py-0.1.13.dist-info → siglab_py-0.1.16.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.13
+Version: 0.1.16
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.13.dist-info → siglab_py-0.1.16.dist-info}/RECORD

@@ -10,9 +10,9 @@ siglab_py/market_data_providers/deribit_options_expiry_provider.py,sha256=e9Ee8T
 siglab_py/market_data_providers/orderbooks_provider.py,sha256=olt-3LIkoyzQWfNNQRhJtKibLbkTutt_q_rCCTM7i1g,16216
 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=4X5rR_jebh7rkw5ANGMHSmoONXbFHzxX5SPt6ZzeOdA,9257
+siglab_py/ordergateway/client.py,sha256=9_AzWE600lXxHEiYGGGT7Vf3zNNhRhsqq92zVlexbNY,9336
 siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
-siglab_py/ordergateway/gateway.py,sha256=9y60GXrvRnzOO28rhsa4mBV-eV0vetnBAj1Gr3azCFQ,36747
+siglab_py/ordergateway/gateway.py,sha256=CugCtEI-ShxjRr_DkLbasOmZ1O1iUmSTu1FzPVN8evs,36937
 siglab_py/ordergateway/test_ordergateway.py,sha256=_Gz2U_VqljogGWqGyNDYYls1INqUiig9veyPttfGRpg,3901
 siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
@@ -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-0.1.13.dist-info/METADATA,sha256=K059FaL9RhsHiKNV3rKYnOArB9K93ePUg8r39ZIPJrQ,1097
-siglab_py-0.1.13.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.1.13.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.1.13.dist-info/RECORD,,
+siglab_py-0.1.16.dist-info/METADATA,sha256=JvrZdBgqlToTwoXCfKkDTCvHLGWJaY9r8qSqwuAo2o0,1097
+siglab_py-0.1.16.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.1.16.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.1.16.dist-info/RECORD,,