siglab-py 0.1.51__tar.gz → 0.1.53__tar.gz

{siglab_py-0.1.51 → siglab_py-0.1.53}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab_py
-Version: 0.1.51
+Version: 0.1.53
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.51 → siglab_py-0.1.53}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.1.51"
+version = "0.1.53"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.1.51 → siglab_py-0.1.53}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.1.51
+version = 0.1.53
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.1.51 → siglab_py-0.1.53}/siglab_py/ordergateway/client.py

@@ -327,6 +327,7 @@ class DivisiblePosition(Order):
         rv['executions'] = self.executions
         rv['filled_amount'] = self.filled_amount
         rv['average_cost'] = self.average_cost
+        rv['fees'] = self.fees
         rv['pos'] = self.pos
         rv['done'] = self.done
         rv['execution_err'] = self.execution_err

{siglab_py-0.1.51 → siglab_py-0.1.53}/siglab_py/ordergateway/gateway.py

@@ -1,7 +1,7 @@
-from ctypes import ArgumentError
 import sys
 import traceback
 import os
+import random
 from dotenv import load_dotenv
 from enum import Enum
 import argparse
@@ -186,6 +186,7 @@ param : Dict = {
 
     "default_fees_ccy" : None,
     "loop_freq_ms" : 500, # reduce this if you need trade faster
+    "loops_random_delay_multiplier" : 1, # Add randomness to time between slices are sent off. Set to 1 if no random delay needed.
 
     'mds' : {
         'topics' : {
@@ -392,7 +393,7 @@ async def instantiate_exchange(
             }
         )  # type: ignore
     else:
-        raise ArgumentError(f"Unsupported exchange {exchange_name}, check gateway_id {gateway_id}.")
+        raise ValueError(f"Unsupported exchange {exchange_name}, check gateway_id {gateway_id}.")
 
     await exchange.load_markets() # type: ignore
 
@@ -606,7 +607,9 @@ async def execute_one_position(
                                 log(f"Limit order fully filled: {order_id}", log_level=LogLevel.INFO)
                                 break
 
-                        await asyncio.sleep(int(param['loop_freq_ms']/1000))
+                        loops_random_delay_multiplier : int = random.randint(1, param['loops_random_delay_multiplier']) if param['loops_random_delay_multiplier']!=1 else 1
+                        loop_freq_sec : int = int(param['loop_freq_ms']/1000)
+                        await asyncio.sleep(loop_freq_sec * loops_random_delay_multiplier)
                 
                 
                 # Cancel hung limit order, resend as market
@@ -697,7 +700,7 @@ async def execute_one_position(
 
     except Exception as position_execution_err:
         position.done = False
-        position.execution_err = position_execution_err
+        position.execution_err = f"Execution failed: {position_execution_err} {str(sys.exc_info()[0])} {str(sys.exc_info()[1])} {traceback.format_exc()}"
 
 async def work(
     param : Dict,

{siglab_py-0.1.51 → siglab_py-0.1.53}/siglab_py/tests/integration/market_data_util_tests.py

@@ -88,7 +88,7 @@ class MarketDataUtilTests(unittest.TestCase):
         
     def test_fetch_candles_ccxt(self):
         start_date : datetime = datetime(2024,1,1)
-        end_date : datetime = datetime(2024,12,31)
+        end_date : datetime = datetime(2025,3,28)
 
         param = {
             'apiKey' : None,

{siglab_py-0.1.51 → siglab_py-0.1.53}/siglab_py/util/market_data_util.py

@@ -377,6 +377,9 @@ def _fetch_candles(
 
         return candles
 
+    if end_ts>datetime.now().timestamp():
+        end_ts = int(datetime.now().timestamp())
+
     all_candles = []
     params = {}
     this_cutoff = start_ts
@@ -391,6 +394,9 @@ def _fetch_candles(
                 record_ts = int(int(record_ts_str)/1000) # Convert from milli-seconds to seconds
 
             this_cutoff = record_ts  + 1
+        else:
+            this_cutoff += 1
+
     columns = ['exchange', 'symbol', 'timestamp_ms', 'open', 'high', 'low', 'close', 'volume']
     pd_all_candles = pd.DataFrame([ [ exchange.name, symbol, x[0], x[1], x[2], x[3], x[4], x[5] ] for x in all_candles], columns=columns)
     fix_column_types(pd_all_candles)

{siglab_py-0.1.51 → siglab_py-0.1.53}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.51
+Version: 0.1.53
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>