siglab-py 0.1.57__py3-none-any.whl → 0.2.0__py3-none-any.whl

siglab_py/ordergateway/gateway.py

@@ -669,6 +669,7 @@ async def execute_one_position(
                 position.dispatched_slices.append(slice)
 
                 log(f"Executed slice #{i}", log_level=LogLevel.INFO)
+                log(f"{json.dumps(slice.to_dict(), indent=4)}")
                 log(f"{position.ticker}, multiplier: {multiplier}, slice_amount_in_base_ccy: {slice_amount_in_base_ccy}, rounded_slice_amount_in_base_ccy, {rounded_slice_amount_in_base_ccy}", log_level=LogLevel.INFO)
                 if position.order_type=='limit':
                     log(f"{position.ticker}, limit_price: {limit_price}, rounded_limit_price, {rounded_limit_price}", log_level=LogLevel.INFO)
@@ -678,6 +679,7 @@ async def execute_one_position(
                     f"Failed to execute #{i} slice: {slice.to_dict()}. {slice_err} {str(sys.exc_info()[0])} {str(sys.exc_info()[1])} {traceback.format_exc()}",
                     log_level=LogLevel.ERROR
                     )
+                raise slice_err
             finally:
                 i += 1
 
@@ -698,6 +700,9 @@ async def execute_one_position(
 
         position.done = True
 
+        log(f"Executions:")
+        log(f"{json.dumps(position.get_executions(), indent=4)}")
+
     except Exception as position_execution_err:
         position.done = False
         position.execution_err = f"Execution failed: {position_execution_err} {str(sys.exc_info()[0])} {str(sys.exc_info()[1])} {traceback.format_exc()}"

siglab_py/ordergateway/test_ordergateway.py

@@ -12,7 +12,7 @@ from constants import JSON_SERIALIZABLE_TYPES
 
 '''
 set PYTHONPATH=%PYTHONPATH%;D:\dev\siglab\siglab_py
-python test_ordergateway.py --gateway_id bybit_03
+python test_ordergateway.py --gateway_id hyperliquid_01
 '''
 
 param : Dict[str, str] = {
@@ -91,27 +91,28 @@ if __name__ == '__main__':
 
     positions_3 : List[DivisiblePosition] = [
         DivisiblePosition(
-            ticker = 'BTC/USDT:USDT',
+            ticker = 'BTC/USDC:USDC',
             side = 'sell',
-            amount = 0.01,
+            amount = 0.00100,
             leg_room_bps = 5,
-            reduce_only=False,
+            reduce_only=True,
             order_type = 'limit',
             slices=1,
-            wait_fill_threshold_ms=60000
+            wait_fill_threshold_ms=60000,
+            fees_ccy='USDC'
         )
     ]
 
     
     executed_positions : Union[Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES], None] = execute_positions(
         redis_client=redis_client,
-        positions=positions_2,
+        positions=positions_3,
         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
+            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'])}, done: {position['done']}, execution_err: {position['execution_err']}") # type: ignore
         
         
 

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(2025,3,28)
+        end_date : datetime = datetime(2024,12,31)
 
         param = {
             'apiKey' : None,

siglab_py/util/analytic_util.py

@@ -102,7 +102,7 @@ def compute_candles_stats(
 
     pd_candles['std_percent'] = pd_candles['std'] / pd_candles['ema_close'] * 100
     pd_candles['candle_height_percent'] = pd_candles['candle_height'] / pd_candles['ema_close'] * 100
-    pd_candles['candle_height_percent_rounded'] = pd_candles['candle_height_percent'].round().astype(int)
+    pd_candles['candle_height_percent_rounded'] = pd_candles['candle_height_percent'].round().astype('Int64')
 
     pd_candles['chop_against_ema'] = (
         (~pd_candles['is_green'] & (pd_candles['close'] > pd_candles['ema_close'])) |  # Case 1: Green candle and close > EMA

{siglab_py-0.1.57.dist-info → siglab_py-0.2.0.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.57
+Version: 0.2.0
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.57.dist-info → siglab_py-0.2.0.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=9D70r6KsgrUo70m_jtt2zG5UUq4w2TTXuEmSfuykDhI,38969
-siglab_py/ordergateway/test_ordergateway.py,sha256=_Gz2U_VqljogGWqGyNDYYls1INqUiig9veyPttfGRpg,3901
+siglab_py/ordergateway/gateway.py,sha256=-rDx0tD8vykKbsuS478fedODN0_5ZXe7OAsMYoXtfw8,39165
+siglab_py/ordergateway/test_ordergateway.py,sha256=4PE2flp_soGcD3DrI7zJOzZndjkb6I5XaDrFNNq4Huo,4009
 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=xzvZeU3QnXmDF4S90uujy11PbdEx0IOAHy0sIlLuByU,7173
+siglab_py/tests/integration/market_data_util_tests.py,sha256=X0CiSMDfsafKcmjVKknA03vUUbMV0fAZweb3D01ikYI,7174
 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/analytic_util.py,sha256=o9MNuOWUhw-r0id10Wjjd7a6rkL6-g3OmvajMSj1JJ4,43838
 siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
 siglab_py/util/market_data_util.py,sha256=hBZiFhko0NFf8A74mv9Qia-YYbjK4RuhzC9I6L353is,19033
 siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
-siglab_py-0.1.57.dist-info/METADATA,sha256=SiMQHpopJdPupRvZPoetRePia_2c82SBUiGQX7SEFxI,980
-siglab_py-0.1.57.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.1.57.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.1.57.dist-info/RECORD,,
+siglab_py-0.2.0.dist-info/METADATA,sha256=smtL3wpkrqAmHQC8wdHrA1nVWwejI8QHUdHpXGwOXGM,979
+siglab_py-0.2.0.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.2.0.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.2.0.dist-info/RECORD,,