siglab-py 0.1.16__py3-none-any.whl → 0.1.17__py3-none-any.whl

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@@ -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
@@ -182,8 +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: 0.1.16
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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>
@@ -10,7 +10,7 @@ siglab_py/market_data_providers/deribit_options_expiry_provider.py,sha256=e9Ee8T
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  siglab_py/market_data_providers/orderbooks_provider.py,sha256=olt-3LIkoyzQWfNNQRhJtKibLbkTutt_q_rCCTM7i1g,16216
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  siglab_py/market_data_providers/test_provider.py,sha256=wBLCgcWjs7FGZJXWsNyn30lkOLa_cgpuvqRakMC0wbA,2221
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  siglab_py/ordergateway/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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- siglab_py/ordergateway/client.py,sha256=9_AzWE600lXxHEiYGGGT7Vf3zNNhRhsqq92zVlexbNY,9336
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+ siglab_py/ordergateway/client.py,sha256=qh4vrCJm8iITKAl07lisZxJ3V4JkbsYlmIBMYihfUaU,9575
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  siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
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  siglab_py/ordergateway/gateway.py,sha256=CugCtEI-ShxjRr_DkLbasOmZ1O1iUmSTu1FzPVN8evs,36937
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  siglab_py/ordergateway/test_ordergateway.py,sha256=_Gz2U_VqljogGWqGyNDYYls1INqUiig9veyPttfGRpg,3901
@@ -24,7 +24,7 @@ siglab_py/util/analytic_util.py,sha256=QLabbEMqM4rKKH2PE_LqxIyo-BUdCRhkLybLATBIm
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  siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
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  siglab_py/util/market_data_util.py,sha256=3qTq71xGvQXj0ORKJV50IN5FP_mCBF_gvdmlPyhdyco,16439
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  siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
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- siglab_py-0.1.16.dist-info/METADATA,sha256=JvrZdBgqlToTwoXCfKkDTCvHLGWJaY9r8qSqwuAo2o0,1097
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- siglab_py-0.1.16.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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- siglab_py-0.1.16.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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- siglab_py-0.1.16.dist-info/RECORD,,
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+ siglab_py-0.1.17.dist-info/METADATA,sha256=mNbhmFy0h_bPYr4oyTFW8PZ0b_vpBnlO-n9hpt5q__U,1097
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+ siglab_py-0.1.17.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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+ siglab_py-0.1.17.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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+ siglab_py-0.1.17.dist-info/RECORD,,