siglab-py 0.1.15__py3-none-any.whl → 0.1.17__py3-none-any.whl

siglab_py/ordergateway/client.py

@@ -35,6 +35,9 @@ class Order:
         reduce_only : bool = False,
         fees_ccy : Union[str, None] = None
     ) -> None:
+        if amount<=0:
+            raise ValueError(f"amount must be >0!")
+            
         self.ticker = ticker
         self.side = side.strip().lower()
         self.amount = amount
@@ -71,6 +74,9 @@ class DivisiblePosition(Order):
         slices : int = 1,
         wait_fill_threshold_ms : float = -1
     ) -> None:
+        if amount<=0:
+            raise ValueError(f"amount must be >0!")
+
         super().__init__(ticker, side, amount, order_type, leg_room_bps, reduce_only, fees_ccy)
         self.slices = slices
         self.wait_fill_threshold_ms = wait_fill_threshold_ms
@@ -133,6 +139,8 @@ 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:
@@ -180,8 +188,9 @@ class DivisiblePosition(Order):
                     'stopLossPrice': None
                 }
         '''
+        total_amount : float = sum([ self.executions[order_id]['amount'] for order_id in self.executions ])
         average_cost = sum([ (self.executions[order_id]['average'] if self.executions[order_id]['average'] else self.executions[order_id]['price']) * self.executions[order_id]['amount'] for order_id in self.executions ])
-        average_cost = average_cost / sum([ self.executions[order_id]['amount'] for order_id in self.executions ])
+        average_cost = average_cost / total_amount if total_amount!=0 else 0
         return average_cost
 
     def get_fees(self) -> float:

{siglab_py-0.1.15.dist-info → siglab_py-0.1.17.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.15
+Version: 0.1.17
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.15.dist-info → siglab_py-0.1.17.dist-info}/RECORD

@@ -10,7 +10,7 @@ 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=qh4vrCJm8iITKAl07lisZxJ3V4JkbsYlmIBMYihfUaU,9575
 siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
 siglab_py/ordergateway/gateway.py,sha256=CugCtEI-ShxjRr_DkLbasOmZ1O1iUmSTu1FzPVN8evs,36937
 siglab_py/ordergateway/test_ordergateway.py,sha256=_Gz2U_VqljogGWqGyNDYYls1INqUiig9veyPttfGRpg,3901
@@ -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-0.1.15.dist-info/METADATA,sha256=FWmeTh2OTVFQJ43ZosX_AbtQM71yKJOAhIuW9wXQ620,1097
-siglab_py-0.1.15.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.1.15.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.1.15.dist-info/RECORD,,
+siglab_py-0.1.17.dist-info/METADATA,sha256=mNbhmFy0h_bPYr4oyTFW8PZ0b_vpBnlO-n9hpt5q__U,1097
+siglab_py-0.1.17.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.1.17.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.1.17.dist-info/RECORD,,