siglab-py 0.1.52__py3-none-any.whl → 0.1.55__py3-none-any.whl

siglab_py/ordergateway/gateway.py

@@ -1,6 +1,7 @@
 import sys
 import traceback
 import os
+import random
 from dotenv import load_dotenv
 from enum import Enum
 import argparse
@@ -185,6 +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' : {
@@ -605,7 +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

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/util/market_data_util.py

@@ -377,10 +377,13 @@ def _fetch_candles(
 
         return candles
 
+    if end_ts>datetime.now().timestamp():
+        end_ts = int(datetime.now().timestamp())
+
     all_candles = []
     params = {}
     this_cutoff = start_ts
-    while this_cutoff<=end_ts:
+    while this_cutoff<end_ts:
         candles = _fetch_ohlcv(exchange=exchange, symbol=symbol, timeframe=candle_size, since=int(this_cutoff * 1000), limit=num_candles_limit, params=params)
         if candles and len(candles)>0:
             all_candles = all_candles + [[ int(x[0]), float(x[1]), float(x[2]), float(x[3]), float(x[4]), float(x[5]) ] for x in candles if x[1] and x[2] and x[3] and x[4] and x[5] ]
@@ -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-0.1.52.dist-info → siglab_py-0.1.55.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.52
+Version: 0.1.55
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.52.dist-info → siglab_py-0.1.55.dist-info}/RECORD

@@ -15,20 +15,20 @@ siglab_py/market_data_providers/test_provider.py,sha256=wBLCgcWjs7FGZJXWsNyn30lk
 siglab_py/ordergateway/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/ordergateway/client.py,sha256=EwoVKxEcngIs8-b4MThPBdZfFIWJg1OFAKG9bwC5BYw,14826
 siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
-siglab_py/ordergateway/gateway.py,sha256=VkTTNDVWQxmhgdDNd4d0Xg0TYA-yVKNenemqLz5ZXmA,38556
+siglab_py/ordergateway/gateway.py,sha256=9D70r6KsgrUo70m_jtt2zG5UUq4w2TTXuEmSfuykDhI,38969
 siglab_py/ordergateway/test_ordergateway.py,sha256=_Gz2U_VqljogGWqGyNDYYls1INqUiig9veyPttfGRpg,3901
 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=X0CiSMDfsafKcmjVKknA03vUUbMV0fAZweb3D01ikYI,7174
+siglab_py/tests/integration/market_data_util_tests.py,sha256=xzvZeU3QnXmDF4S90uujy11PbdEx0IOAHy0sIlLuByU,7173
 siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/tests/unit/analytic_util_tests.py,sha256=BzT__hxfqXMRAKvqtYDVYNrcMGGDF3-gFoXhxiJ0Lew,3703
 siglab_py/tests/unit/market_data_util_tests.py,sha256=A1y83itISmMJdn6wLpfwcr4tGola8wTf1D1xbelMvgw,2026
 siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/util/analytic_util.py,sha256=xo9gD1ELQt_1v84yu9d4NgxtOIXthePZGipvDrjZAQ8,43834
 siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
-siglab_py/util/market_data_util.py,sha256=QJGYIO-ixzjbOm3pY1koiDd_UV5-_QS7JrwuaCn7kug,19486
+siglab_py/util/market_data_util.py,sha256=UV9-gYPqT0Ls7e9Key6u8EzD-WeVVt_Bvfq9PWNQK2U,19627
 siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
-siglab_py-0.1.52.dist-info/METADATA,sha256=93KeqsFYmMe8_ydvspXrxw-fhv8DUJ-OFjzvFUmTxjQ,980
-siglab_py-0.1.52.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.1.52.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.1.52.dist-info/RECORD,,
+siglab_py-0.1.55.dist-info/METADATA,sha256=IOlJYSRtgpOBpETdCayWaFTaMuTxqDZ_lq0bZzsgFbI,980
+siglab_py-0.1.55.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.1.55.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.1.55.dist-info/RECORD,,