siglab-py 0.1.13__tar.gz → 0.1.16__tar.gz

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Files changed (34) hide show
  1. {siglab_py-0.1.13 → siglab_py-0.1.16}/PKG-INFO +1 -1
  2. {siglab_py-0.1.13 → siglab_py-0.1.16}/pyproject.toml +1 -1
  3. {siglab_py-0.1.13 → siglab_py-0.1.16}/setup.cfg +1 -1
  4. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/ordergateway/client.py +2 -0
  5. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/ordergateway/gateway.py +7 -2
  6. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py.egg-info/PKG-INFO +1 -1
  7. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/__init__.py +0 -0
  8. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/constants.py +0 -0
  9. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/exchanges/__init__.py +0 -0
  10. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/exchanges/any_exchange.py +0 -0
  11. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/market_data_providers/__init__.py +0 -0
  12. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
  13. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/market_data_providers/candles_provider.py +0 -0
  14. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
  15. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
  16. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
  17. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/market_data_providers/test_provider.py +0 -0
  18. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/ordergateway/__init__.py +0 -0
  19. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
  20. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/ordergateway/test_ordergateway.py +0 -0
  21. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/tests/__init__.py +0 -0
  22. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/tests/integration/__init__.py +0 -0
  23. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
  24. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/tests/unit/__init__.py +0 -0
  25. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/tests/unit/analytic_util_tests.py +0 -0
  26. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/util/__init__.py +0 -0
  27. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/util/analytic_util.py +0 -0
  28. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/util/aws_util.py +0 -0
  29. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/util/market_data_util.py +0 -0
  30. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py/util/retry_util.py +0 -0
  31. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py.egg-info/SOURCES.txt +0 -0
  32. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py.egg-info/dependency_links.txt +0 -0
  33. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py.egg-info/requires.txt +0 -0
  34. {siglab_py-0.1.13 → siglab_py-0.1.16}/siglab_py.egg-info/top_level.txt +0 -0
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab_py
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- Version: 0.1.13
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+ Version: 0.1.16
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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  [project]
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  name = "siglab_py"
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- version = "0.1.13"
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+ version = "0.1.16"
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  description = "Market data fetches, TA calculations and generic order gateway."
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  authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
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  license = {text = "MIT"}
@@ -1,6 +1,6 @@
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  [metadata]
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  name = siglab_py
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- version = 0.1.13
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+ version = 0.1.16
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  description = Market data fetches, TA calculations and generic order gateway.
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  author = r0bbarh00d
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  author_email = r0bbarh00d@gmail.com
@@ -133,6 +133,8 @@ class DivisiblePosition(Order):
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  def get_filled_amount(self) -> float:
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  # filled_amount is in base ccy
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  filled_amount = sum([ self.executions[order_id]['filled'] * self.multiplier for order_id in self.executions ])
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+ if self.side=='sell':
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+ filled_amount = -1 * filled_amount
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  return filled_amount
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  def get_average_cost(self) -> float:
@@ -483,6 +483,9 @@ async def execute_one_position(
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  rounded_limit_price : float = exchange.price_to_precision(position.ticker, limit_price) # type: ignore
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  rounded_limit_price = float(rounded_limit_price)
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+ order_params = {
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+ 'reduceOnly': slice.reduce_only
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+ }
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  if position.order_type=='limit':
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  if not param['dry_run']:
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  executed_order = await exchange.create_order( # type: ignore
@@ -490,7 +493,8 @@ async def execute_one_position(
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  type = position.order_type,
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  amount = rounded_slice_amount_in_base_ccy,
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  price = rounded_limit_price,
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- side = position.side
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+ side = position.side,
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+ params = order_params
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  )
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  else:
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  executed_order = DUMMY_EXECUTION.copy()
@@ -515,7 +519,8 @@ async def execute_one_position(
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  symbol = position.ticker,
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  type = position.order_type,
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  amount = rounded_slice_amount_in_base_ccy,
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- side = position.side
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+ side = position.side,
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+ params = order_params
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  )
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  else:
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  executed_order = DUMMY_EXECUTION.copy()
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab-py
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- Version: 0.1.13
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+ Version: 0.1.16
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>