siglab-py 0.1.15__tar.gz → 0.1.17__tar.gz

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Files changed (34) hide show
  1. {siglab_py-0.1.15 → siglab_py-0.1.17}/PKG-INFO +1 -1
  2. {siglab_py-0.1.15 → siglab_py-0.1.17}/pyproject.toml +1 -1
  3. {siglab_py-0.1.15 → siglab_py-0.1.17}/setup.cfg +1 -1
  4. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/ordergateway/client.py +10 -1
  5. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py.egg-info/PKG-INFO +1 -1
  6. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/__init__.py +0 -0
  7. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/constants.py +0 -0
  8. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/exchanges/__init__.py +0 -0
  9. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/exchanges/any_exchange.py +0 -0
  10. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/market_data_providers/__init__.py +0 -0
  11. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
  12. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/market_data_providers/candles_provider.py +0 -0
  13. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
  14. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
  15. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
  16. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/market_data_providers/test_provider.py +0 -0
  17. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/ordergateway/__init__.py +0 -0
  18. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
  19. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/ordergateway/gateway.py +0 -0
  20. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/ordergateway/test_ordergateway.py +0 -0
  21. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/tests/__init__.py +0 -0
  22. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/tests/integration/__init__.py +0 -0
  23. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
  24. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/tests/unit/__init__.py +0 -0
  25. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/tests/unit/analytic_util_tests.py +0 -0
  26. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/util/__init__.py +0 -0
  27. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/util/analytic_util.py +0 -0
  28. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/util/aws_util.py +0 -0
  29. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/util/market_data_util.py +0 -0
  30. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py/util/retry_util.py +0 -0
  31. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py.egg-info/SOURCES.txt +0 -0
  32. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py.egg-info/dependency_links.txt +0 -0
  33. {siglab_py-0.1.15 → siglab_py-0.1.17}/siglab_py.egg-info/requires.txt +0 -0
  34. {siglab_py-0.1.15 → siglab_py-0.1.17}/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: 0.1.15
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+ Version: 0.1.17
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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 = "0.1.15"
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+ version = "0.1.17"
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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 = 0.1.15
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+ version = 0.1.17
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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
@@ -35,6 +35,9 @@ class Order:
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  reduce_only : bool = False,
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  fees_ccy : Union[str, None] = None
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  ) -> None:
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+ if amount<=0:
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+ raise ValueError(f"amount must be >0!")
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+
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  self.ticker = ticker
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  self.side = side.strip().lower()
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  self.amount = amount
@@ -71,6 +74,9 @@ class DivisiblePosition(Order):
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  slices : int = 1,
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  wait_fill_threshold_ms : float = -1
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  ) -> None:
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+ if amount<=0:
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+ raise ValueError(f"amount must be >0!")
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+
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  super().__init__(ticker, side, amount, order_type, leg_room_bps, reduce_only, fees_ccy)
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  self.slices = slices
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  self.wait_fill_threshold_ms = wait_fill_threshold_ms
@@ -133,6 +139,8 @@ 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:
@@ -180,8 +188,9 @@ class DivisiblePosition(Order):
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  'stopLossPrice': None
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  }
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  '''
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+ total_amount : float = sum([ self.executions[order_id]['amount'] for order_id in self.executions ])
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  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 ])
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- average_cost = average_cost / sum([ self.executions[order_id]['amount'] for order_id in self.executions ])
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+ average_cost = average_cost / total_amount if total_amount!=0 else 0
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  return average_cost
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  def get_fees(self) -> float:
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab-py
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- Version: 0.1.15
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+ Version: 0.1.17
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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>