siglab-py 0.1.7__py3-none-any.whl → 0.1.9__py3-none-any.whl

siglab_py/exchanges/any_exchange.py

@@ -6,6 +6,7 @@ Concrete implementation will:
 a. Inherit from AnyExchange, thus ccxt Exchange class
 b. Override ccxt basic functions
     - load_markets
+    - fetch_position
     - fetch_balance
     - create_order
     - update_order

siglab_py/ordergateway/client.py

@@ -4,8 +4,8 @@ import json
 import time
 from redis import StrictRedis
 
-from exchanges.any_exchange import AnyExchange
-from constants import JSON_SERIALIZABLE_TYPES
+from siglab_py.exchanges.any_exchange import AnyExchange
+from siglab_py.constants import JSON_SERIALIZABLE_TYPES
 
 '''
 Example,
@@ -67,8 +67,9 @@ class DivisiblePosition(Order):
         self.slices = slices
         self.wait_fill_threshold_ms = wait_fill_threshold_ms
         self.multiplier = 1
-        self.filled_amount = 0
-        self.average_cost = 0
+        self.filled_amount : Union[float, None] = None
+        self.average_cost : Union[float, None] = None
+        self.pos : Union[float, None] = None # in base ccy, after execution. (Not in USDT or quote ccy, Not in # contracts)
 
         self.executions : Dict[str, Dict[str, Any]] = {}
 
@@ -119,13 +120,11 @@ class DivisiblePosition(Order):
     def get_filled_amount(self) -> float:
         # filled_amount is in base ccy
         filled_amount = sum([ self.executions[order_id]['filled'] * self.multiplier for order_id in self.executions ])
-        self.filled_amount = filled_amount
         return filled_amount
 
     def get_average_cost(self) -> float:
         average_cost = sum([ self.executions[order_id]['average'] * self.executions[order_id]['amount'] for order_id in self.executions ])
         average_cost = average_cost / sum([ self.executions[order_id]['amount'] for order_id in self.executions ])
-        self.average_cost = average_cost
         return average_cost
 
     def to_dict(self) -> Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES]:
@@ -135,6 +134,7 @@ class DivisiblePosition(Order):
         rv['executions'] = self.executions
         rv['filled_amount'] = self.filled_amount
         rv['average_cost'] = self.average_cost
+        rv['pos'] = self.pos
         return rv
 
 def execute_positions(
@@ -150,8 +150,6 @@ def execute_positions(
     _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:
@@ -165,6 +163,8 @@ def execute_positions(
                         message = message.decode('utf-8')
                         executed_positions = json.loads(message)
                         fills_received = True
+
+                        redis_client.delete(key)
                         break
 
         except Exception as loop_err:

siglab_py/ordergateway/gateway.py

@@ -22,8 +22,8 @@ from util.aws_util import AwsKmsUtil
 
 import ccxt.pro as ccxtpro
 
-from exchanges.any_exchange import AnyExchange
-from ordergateway.client import Order, DivisiblePosition
+from siglab_py.exchanges.any_exchange import AnyExchange
+from siglab_py.ordergateway.client import Order, DivisiblePosition
 
 '''
 Usage:
@@ -528,6 +528,18 @@ async def execute_one_position(
         finally:
             i += 1
 
+    position.filled_amount = position.get_filled_amount()
+    position.average_cost = position.get_average_cost()
+
+    balances = await exchange.fetch_balance() # type: ignore
+    if param['default_type']!='spot':
+        updated_position = await exchange.fetch_position(symbol=position.ticker) # type: ignore
+        amount = updated_position['contracts'] * position.multiplier # in base ccy
+    else:
+        base_ccy : str = position.ticker.split("/")[0]
+        amount = balances[base_ccy]['total']
+    position.pos = amount
+
 async def work(
     param : Dict,
     exchange : AnyExchange,
@@ -581,7 +593,7 @@ async def work(
 
                                 i = 0
                                 for position in positions:
-                                    log(f"{i} {position.ticker}, {position.side} # executions: {len(position.get_executions())}, filled_amount: {position.get_filled_amount()}, average_cost: {position.get_average_cost()}, order_dispatch_elapsed_ms: {order_dispatch_elapsed_ms}")
+                                    log(f"{i} {position.ticker}, {position.side} # executions: {len(position.get_executions())}, filled_amount: {position.filled_amount}, average_cost: {position.average_cost}, pos: {position.pos}, order_dispatch_elapsed_ms: {order_dispatch_elapsed_ms}")
                                     i += 1
 
                                 start = time.time()

siglab_py/tests/integration/market_data_util_tests.py

@@ -89,16 +89,11 @@ class MarketDataUtilTests(unittest.TestCase):
         param = {
             'apiKey' : None,
             'secret' : None,
-            'password' : None,    # Other exchanges dont require this! This is saved in exchange.password!
+            'password' : None,
             'subaccount' : None,
             'rateLimit' : 100,    # In ms
             'options' : {
-                'defaultType': 'swap', # Should test linear instead
-                'leg_room_bps' : 5,
-                'trade_fee_bps' : 3,
-
-                'list_ts_field' : 'listTime' # list_ts_field: Response field in exchange.markets[symbol] to indiate timestamp of symbol's listing date in ms. For bybit, markets['launchTime'] is list date. For okx, it's markets['listTime'].
-            }
+                'defaultType': 'swap'            }
         }
 
         exchange : Exchange = okx(param)

siglab_py/tests/unit/analytic_util_tests.py

@@ -6,6 +6,10 @@ from util.analytic_util import compute_candles_stats
 
 import pandas as pd
 
+'''
+Manual checks against for example Tradingview here: \siglab\siglab_py\tests\manual
+'''
+
 # @unittest.skip("Skip all integration tests.")
 class AnalyticUtilTests(unittest.TestCase):
 

{siglab_py-0.1.7.dist-info → siglab_py-0.1.9.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.1.7
+Version: 0.1.9
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.1.7.dist-info → siglab_py-0.1.9.dist-info}/RECORD

@@ -1,7 +1,7 @@
 siglab_py/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/constants.py,sha256=YGNdEsWtQ99V2oltaynZTjM8VIboSfyIjDXJKSlhv4U,132
 siglab_py/exchanges/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-siglab_py/exchanges/any_exchange.py,sha256=blsB_itXEcr8-DxT4DI5n9v9htJGbU0OsW68fx6pIgo,727
+siglab_py/exchanges/any_exchange.py,sha256=pnSAatOzUIgwY9iPa5XR5xF_C5VIXAWi_uAhjvBP8bQ,749
 siglab_py/market_data_providers/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/market_data_providers/aggregated_orderbook_provider.py,sha256=uN6oD6PqbfnkPKVzKF_GfSEuXdtmv0lFTB-yg9gRYcI,23234
 siglab_py/market_data_providers/candles_provider.py,sha256=fqHJjlECsBiBlpgyywrc4gTgxiROPNzZM8KxQBB5cOg,14139
@@ -10,21 +10,21 @@ 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=RWngzDnqsE_7LUqvRcDopTHxUNYKrA-FF_0A-IfJv90,6419
+siglab_py/ordergateway/client.py,sha256=TCazOjsRjjrImSfT4-cmbY7bvmxwJXixMpaJM5opIcY,6528
 siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
-siglab_py/ordergateway/gateway.py,sha256=xlTThsNRRHYWilpc3zpAcYC2nxG4crfpDY8Refbnl64,30038
+siglab_py/ordergateway/gateway.py,sha256=31u3Y6nz5mFV9u_wVa3kjGWMyCnwtpaNNnGgy9Gf2qI,30609
 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=igkDJAEkm4SLErkUwae1YbwdFPT22DC5CMtjOR-8DOk,5633
+siglab_py/tests/integration/market_data_util_tests.py,sha256=HFESIXEdQmrbDV3DvLiDLq0iE-4itysxSFur_Th4jjE,5207
 siglab_py/tests/unit/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
-siglab_py/tests/unit/analytic_util_tests.py,sha256=Z9D0eOv30orhBEZsh67czDfzcHoitopH--bK3Leh1II,2865
+siglab_py/tests/unit/analytic_util_tests.py,sha256=-FGj-cWdIZ_WZQqQCIpDLRSv5TlJIG81fHyBlWuAm1U,2961
 siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/util/analytic_util.py,sha256=QLabbEMqM4rKKH2PE_LqxIyo-BUdCRhkLybLATBImcc,43438
 siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
 siglab_py/util/market_data_util.py,sha256=3qTq71xGvQXj0ORKJV50IN5FP_mCBF_gvdmlPyhdyco,16439
 siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
-siglab_py-0.1.7.dist-info/METADATA,sha256=2JMUvAl4CKjHAqGz8k2iTqeaXXkp0Ij1Hp5Cp07tnkE,1096
-siglab_py-0.1.7.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.1.7.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.1.7.dist-info/RECORD,,
+siglab_py-0.1.9.dist-info/METADATA,sha256=VhHvluQnwwmVjf3BuiPeI7d19ruSkwyRo0snXBl5M50,1096
+siglab_py-0.1.9.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.1.9.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.1.9.dist-info/RECORD,,