siglab-py 0.1.4__py3-none-any.whl → 0.1.6__py3-none-any.whl

siglab_py/ordergateway/client.py

@@ -1,9 +1,11 @@
 
-from typing import List, Dict, Any
+from typing import List, Dict, Any, Union
+import json
+import time
+from redis import StrictRedis
 
-from ccxt.base.types import Position
-
-from ..exchanges.any_exchange import AnyExchange
+from exchanges.any_exchange import AnyExchange
+from constants import JSON_SERIALIZABLE_TYPES
 
 '''
 Example,
@@ -37,7 +39,7 @@ class Order:
         self.order_type = order_type.strip().lower()
         self.leg_room_bps = leg_room_bps
 
-    def to_dict(self) -> Dict[Any, Any]:
+    def to_dict(self) -> Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES]:
         return {
             "ticker" : self.ticker,
             "side" : self.side,
@@ -126,7 +128,7 @@ class DivisiblePosition(Order):
         self.average_cost = average_cost
         return average_cost
 
-    def to_dict(self) -> Dict[Any, Any]:
+    def to_dict(self) -> Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES]:
         rv = super().to_dict()
         rv['slices'] = self.slices
         rv['wait_fill_threshold_ms'] = self.wait_fill_threshold_ms
@@ -134,3 +136,40 @@ class DivisiblePosition(Order):
         rv['filled_amount'] = self.filled_amount
         rv['average_cost'] = self.average_cost
         return rv
+
+def execute_positions(
+    redis_client : StrictRedis, 
+    positions : List[DivisiblePosition], 
+    ordergateway_pending_orders_topic : str,
+    ordergateway_executions_topic : str
+    ) -> Union[Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES], None]:
+
+    executed_positions : Union[Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES], None] = None
+
+    # https://redis.io/commands/publish/
+    _positions = [ position.to_dict() for position in positions ]
+    redis_client.set(name=ordergateway_pending_orders_topic, value=json.dumps(_positions).encode('utf-8'), ex=60*15)
+
+    print(f"{ordergateway_pending_orders_topic}: Orders sent {_positions}.")
+
+    # Wait for fills
+    fills_received : bool = False
+    while not fills_received:
+        try:
+            keys = redis_client.keys()
+            for key in keys:
+                s_key : str = key.decode("utf-8")
+                if s_key==ordergateway_executions_topic:
+                    message = redis_client.get(key)
+                    if message:
+                        message = message.decode('utf-8')
+                        executed_positions = json.loads(message)
+                        fills_received = True
+                        break
+
+        except Exception as loop_err:
+            raise loop_err
+        finally:
+            time.sleep(1)
+
+    return executed_positions

siglab_py/ordergateway/test_ordergateway.py

@@ -5,15 +5,14 @@ from datetime import datetime
 from typing import Any, Dict, List, Union
 import logging
 import json
-import pandas as pd
-import numpy as np
 from redis import StrictRedis
 
-from ordergateway.client import DivisiblePosition
+from ordergateway.client import DivisiblePosition, execute_positions
+from constants import JSON_SERIALIZABLE_TYPES
 
 '''
 set PYTHONPATH=%PYTHONPATH%;D:\dev\siglab\siglab_py
-python test_ordergateway.py --gateway_id bybit_01
+python test_ordergateway.py --gateway_id bybit_03
 '''
 
 param : Dict[str, str] = {
@@ -42,16 +41,6 @@ def init_redis_client() -> StrictRedis:
     
     return redis_client
 
-def execute_positions(
-    redis_client : StrictRedis, 
-    positions : List[DivisiblePosition], 
-    ordergateway_pending_orders_topic : str):
-    # https://redis.io/commands/publish/
-    _positions = [ position.to_dict() for position in positions ]
-    redis_client.set(name=ordergateway_pending_orders_topic, value=json.dumps(_positions).encode('utf-8'), ex=60*15)
-
-    print(f"{ordergateway_pending_orders_topic}: Orders sent {_positions}.")
-
 if __name__ == '__main__':
     parse_args()
 
@@ -109,32 +98,18 @@ if __name__ == '__main__':
             wait_fill_threshold_ms=60000
         )
     ]
-    execute_positions(
+
+    
+    executed_positions : Union[Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES], None] = execute_positions(
         redis_client=redis_client,
         positions=positions_2,
-        ordergateway_pending_orders_topic=ordergateway_pending_orders_topic)
-
-    # Wait for fills
-    fills_received : bool = False
-    while not fills_received:
-        try:
-            keys = redis_client.keys()
-            for key in keys:
-                s_key : str = key.decode("utf-8")
-                if s_key==ordergateway_executions_topic:
-                    message = redis_client.get(key)
-                    if message:
-                        message = message.decode('utf-8')
-                        positions = json.loads(message)
-
-                        for position in positions:
-                            print(f"{position['ticker']} {position['side']} amount: {position['amount']} leg_room_bps: {position['leg_room_bps']} slices: {position['slices']}, filled_amount: {position['filled_amount']}, average_cost: {position['average_cost']}, # executions: {len(position['executions'])}")
-                        fills_received = True
-                        break
-
-        except Exception as loop_err:
-            print(f"Oops {loop_err}")
-        finally:
-            time.sleep(1)
+        ordergateway_pending_orders_topic=ordergateway_pending_orders_topic,
+        ordergateway_executions_topic=ordergateway_executions_topic
+        )
+    if executed_positions:
+        for position in executed_positions:
+            print(f"{position['ticker']} {position['side']} amount: {position['amount']} leg_room_bps: {position['leg_room_bps']} slices: {position['slices']}, filled_amount: {position['filled_amount']}, average_cost: {position['average_cost']}, # executions: {len(position['executions'])}") # type: ignore
+        
+        
 
     

{siglab_py-0.1.4.dist-info → siglab_py-0.1.6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.4
+Version: 0.1.6
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.4.dist-info → siglab_py-0.1.6.dist-info}/RECORD

@@ -10,10 +10,10 @@ siglab_py/market_data_providers/deribit_options_expiry_provider.py,sha256=mP-508
 siglab_py/market_data_providers/orderbooks_provider.py,sha256=cBp-HYCups2Uiwzw0SaUwxrg4unJvnm2TDqIK8f4hUg,15674
 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=zMssO6837gVt9Mj2EDFvKIL-kKan_-xxFGa7_0xcWcE,4870
+siglab_py/ordergateway/client.py,sha256=RWngzDnqsE_7LUqvRcDopTHxUNYKrA-FF_0A-IfJv90,6419
 siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
 siglab_py/ordergateway/gateway.py,sha256=xlTThsNRRHYWilpc3zpAcYC2nxG4crfpDY8Refbnl64,30038
-siglab_py/ordergateway/test_ordergateway.py,sha256=-uK3t82CPSAsO9Bt-GbN3PsbzKcr7lfkdusV3XrqV68,4708
+siglab_py/ordergateway/test_ordergateway.py,sha256=DH4djEZeWZr69lTx_xG9_N8S_E2wAG4S3430VisU5w4,3805
 siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/integration/market_data_util_tests.py,sha256=_UyOMTTBW1VJ7rroyESoxmdhBCQzWSV2A14tAjV9J5U,5634
@@ -23,7 +23,7 @@ siglab_py/util/analytic_util.py,sha256=QLabbEMqM4rKKH2PE_LqxIyo-BUdCRhkLybLATBIm
 siglab_py/util/aws_util.py,sha256=x_duGDXJ6sO0wVpoRVDTMxECag7feA7zOwZweVLGl_w,2251
 siglab_py/util/market_data_util.py,sha256=3qTq71xGvQXj0ORKJV50IN5FP_mCBF_gvdmlPyhdyco,16439
 siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
-siglab_py-0.1.4.dist-info/METADATA,sha256=NLRUlw5gPDLzhaeIoeNl6IgDcorsY5G9wHHFz3CrYg0,1096
-siglab_py-0.1.4.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.1.4.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.1.4.dist-info/RECORD,,
+siglab_py-0.1.6.dist-info/METADATA,sha256=-5cCWoewOwKri1IrLJG7rIeff4vbZpqDUQtQnxiTlDU,1096
+siglab_py-0.1.6.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.1.6.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.1.6.dist-info/RECORD,,