siglab-py 0.2.7__tar.gz → 0.2.9__tar.gz

{siglab_py-0.2.7 → siglab_py-0.2.9}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab_py
-Version: 0.2.7
+Version: 0.2.9
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.2.7 → siglab_py-0.2.9}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "siglab_py"
-version = "0.2.7"
+version = "0.2.9"
 description = "Market data fetches, TA calculations and generic order gateway."
 authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
 license = {text = "MIT"}

{siglab_py-0.2.7 → siglab_py-0.2.9}/setup.cfg

@@ -1,6 +1,6 @@
 [metadata]
 name = siglab_py
-version = 0.2.7
+version = 0.2.9
 description = Market data fetches, TA calculations and generic order gateway.
 author = r0bbarh00d
 author_email = r0bbarh00d@gmail.com

{siglab_py-0.2.7 → siglab_py-0.2.9}/siglab_py/ordergateway/gateway.py

@@ -25,8 +25,10 @@ import ccxt.pro as ccxtpro
 
 from siglab_py.exchanges.any_exchange import AnyExchange
 from siglab_py.ordergateway.client import Order, DivisiblePosition
-from siglab_py.util import notification_util
 from siglab_py.constants import LogLevel # type: ignore
+from util.notification_util import dispatch_notification
+
+current_filename = os.path.basename(__file__)
 
 '''
 Usage:
@@ -200,6 +202,8 @@ param : Dict = {
     "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.
 
+    'current_filename' : current_filename,
+
     'notification' : {
         'footer' : None,
 
@@ -327,7 +331,8 @@ def parse_args():
     param['notification']['slack']['info']['webhook_url'] = args.slack_info_url
     param['notification']['slack']['critical']['webhook_url'] = args.slack_critial_url
     param['notification']['slack']['alert']['webhook_url'] = args.slack_alert_url
-    param['notification']['footer'] = f"From gateway {param['gateway_id']}"
+
+    param['notification']['footer'] = f"From {param['current_filename']} {param['gateway_id']}"
 
 def init_redis_client() -> StrictRedis:
     redis_client : StrictRedis = StrictRedis(
@@ -451,7 +456,7 @@ async def watch_orders_task(
                 order_id = order_update['id']
                 executions[order_id] = order_update
 
-            log(f"order updates: {order_updates}", log_level=LogLevel.INFO)
+            log(f"order updates: {json.dumps(order_updates, indent=4)}", log_level=LogLevel.INFO)
         except Exception as loop_err:
             print(f"watch_orders_task error: {loop_err}")
         
@@ -637,7 +642,7 @@ async def execute_one_position(
                             position.append_execution(order_id, order_update)
 
                             if remaining_amount <= 0:
-                                log(f"Limit order fully filled: {order_id}", log_level=LogLevel.INFO)
+                                log(f"Limit order fully filled: {order_id}, order_update: {json.dumps(order_update, indent=4)}", log_level=LogLevel.INFO)
                                 break
 
                         loops_random_delay_multiplier : int = random.randint(1, param['loops_random_delay_multiplier']) if param['loops_random_delay_multiplier']!=1 else 1
@@ -653,6 +658,9 @@ async def execute_one_position(
                     filled_amount = order_update['filled']
                     remaining_amount = order_update['remaining']
                     order_update['multiplier'] = multiplier
+
+                    log(f"Final order_update before cancel+resend: {json.dumps(order_update, indent=4)}", log_level=LogLevel.INFO)
+                                
                     position.append_execution(order_id, order_update)
 
                     if order_status!='closed': 
@@ -717,6 +725,11 @@ async def execute_one_position(
                 i += 1
 
         position.patch_executions()
+
+        log(f"Dispatched slices:")
+        for dispatched_slice in position.dispatched_slices:
+            log(f"{json.dumps(dispatched_slice.to_dict(), indent=4)}")
+
         position.filled_amount = position.get_filled_amount()
         position.average_cost = position.get_average_cost()
         position.fees = position.get_fees()
@@ -734,14 +747,19 @@ async def execute_one_position(
         position.done = True
 
         log(f"Executions:")
-        log(f"{json.dumps(position.get_executions(), indent=4)}")
+        log(f"{json.dumps(position.to_dict(), indent=4)}")
 
-        notification_util.dispatch_notification(title=f"{param['gateway_id']} execute_one_position {position.ticker} {position.side} {position.amount}", message=position.get_executions(), footer=param['notification']['footer'], params=notification_params, log_level=LogLevel.CRITICAL)
+        dispatch_notification(title=f"{param['current_filename']} {param['gateway_id']} execute_one_position done. {position.ticker} {position.side} {position.amount}", message=position.get_executions(), footer=param['notification']['footer'], params=notification_params, log_level=LogLevel.CRITICAL)
 
     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()}"
+        err_msg = f"Execution failed: {position_execution_err} {str(sys.exc_info()[0])} {str(sys.exc_info()[1])} {traceback.format_exc()}"
+        log(f"Execution failed: {err_msg}")
+
+        dispatch_notification(title=f"{param['current_filename']} {param['gateway_id']} execute_one_position failed!!! {position.ticker} {position.side} {position.amount}", message=position.get_executions(), footer=param['notification']['footer'], params=notification_params, log_level=LogLevel.ERROR) # type: ignore
 
+        position.done = False
+        position.execution_err = err_msg
+        
 async def work(
     param : Dict,
     exchange : AnyExchange,
@@ -800,7 +818,7 @@ async def work(
 
                                 i = 0
                                 for position in positions:
-                                    log(f"{i} {position.ticker}, {position.side} # executions: {len(position.get_executions())}, filled_amount: {position.filled_amount}, average_cost: {position.average_cost}, pos: {position.pos}, 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}, done: {position.done}, error: {position.execution_err}, order_dispatch_elapsed_ms: {order_dispatch_elapsed_ms}")
                                     i += 1
 
                                 start = time.time()
@@ -880,7 +898,7 @@ async def main():
         # Once exchange instantiated, try fetch_balance to confirm connectivity and test credentials.
         balances = await exchange.fetch_balance() # type: ignore
         log(f"{param['gateway_id']}: account balances {balances}")
-        notification_util.dispatch_notification(title=f"{param['gateway_id']} started", message=balances, footer=param['notification']['footer'], params=notification_params, log_level=LogLevel.CRITICAL)
+        dispatch_notification(title=f"{param['current_filename']} {param['gateway_id']} started", message=balances, footer=param['notification']['footer'], params=notification_params, log_level=LogLevel.CRITICAL)
 
         await work(param=param, exchange=exchange, redis_client=redis_client, notification_params=notification_params)
 

{siglab_py-0.2.7 → siglab_py-0.2.9}/siglab_py/ordergateway/test_ordergateway.py

@@ -6,7 +6,6 @@ from typing import Any, Dict, List, Union
 import logging
 import json
 from redis import StrictRedis
-from sympy import false
 
 from ordergateway.client import DivisiblePosition, execute_positions
 from constants import JSON_SERIALIZABLE_TYPES
@@ -96,7 +95,7 @@ if __name__ == '__main__':
             side = 'sell',
             amount = 0.00100,
             leg_room_bps = 5,
-            reduce_only=False,
+            reduce_only=True,
             order_type = 'limit',
             slices=1,
             wait_fill_threshold_ms=60000,

{siglab_py-0.2.7 → siglab_py-0.2.9}/siglab_py/util/notification_util.py

@@ -1,10 +1,11 @@
 import json
 from typing import Any, Dict, Union
+from datetime import datetime, timezone
 import pandas as pd
 import numpy as np
 from tabulate import tabulate
 
-from siglab_py.util import slack_notification_util
+from util.slack_notification_util import slack_dispatch_notification
 
 from siglab_py.constants import LogLevel
 
@@ -22,7 +23,10 @@ def dispatch_notification(
     else:
         _message = message
 
-    slack_notification_util.slack_dispatch_notification(title, _message, footer, params, log_level)
+    utc_time = datetime.now(timezone.utc)
+    footer = f"UTC {utc_time} {footer}"
+
+    slack_dispatch_notification(title, _message, footer, params, log_level)
 
 if __name__ == '__main__':
     params : Dict[str, Any] = {

{siglab_py-0.2.7 → siglab_py-0.2.9}/siglab_py/util/slack_notification_util.py

@@ -17,11 +17,11 @@ def slack_dispatch_notification(
 ):
     slack_params = params['slack']
 
-    if log_level==LogLevel.INFO or log_level==LogLevel.DEBUG:
+    if log_level.value==LogLevel.INFO.value or log_level.value==LogLevel.DEBUG.value:
         webhook_url = slack_params['info']['webhook_url']
-    elif log_level==LogLevel.CRITICAL:
+    elif log_level.value==LogLevel.CRITICAL.value:
         webhook_url = slack_params['critical']['webhook_url']
-    elif log_level==LogLevel.ERROR:
+    elif log_level.value==LogLevel.ERROR.value:
         webhook_url = slack_params['alert']['webhook_url']
     else:
         webhook_url = slack_params['info']['webhook_url']
@@ -29,36 +29,27 @@ def slack_dispatch_notification(
     if not webhook_url:
         return
 
-    slack_data = {
-        "username": "NotificationBot",
+    data = {
+        "username": "siglab_py",
         "type": "section",
         "blocks": [
             {
                 "type": "header",
-                "text": {
-                    "type": "plain_text",
-                    "text": f"{title}"
-                }
+                "text": { "type": "plain_text", "text": f"{title}" }
             },
             {
                 "type": "section",
-                "text": {
-                    "type": "mrkdwn",
-                    "text": message
-                }
+                "text": { "type": "mrkdwn", "text": message }
             },
             {
                 "type": "section",
-                "text": {
-                    "type": "plain_text",
-                    "text": footer
-                }
+                "text": { "type": "plain_text", "text": footer }
             }
         ]
     }
 
-    byte_length = str(sys.getsizeof(slack_data, 2000))
-    headers = {'Content-Type': "application/json", 'Content-Length': byte_length}
-    response = requests.post(webhook_url, data=json.dumps(slack_data), headers=headers)
-    if response.status_code != 200:
-        raise Exception(response.status_code, response.text)
+    byte_size = str(sys.getsizeof(data, 2000))
+    req_headers = { 'Content-Length': byte_size, 'Content-Type': "application/json"}
+    rsp = requests.post(webhook_url, headers=req_headers, data=json.dumps(data))
+    if rsp.status_code != 200:
+        raise Exception(rsp.status_code, rsp.text)

{siglab_py-0.2.7 → siglab_py-0.2.9}/siglab_py.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.2.7
+Version: 0.2.9
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>