siglab-py 0.3.10__py3-none-any.whl → 0.3.12__py3-none-any.whl

siglab_py/ordergateway/gateway.py

@@ -34,17 +34,21 @@ current_filename = os.path.basename(__file__)
 '''
 Usage:
     set PYTHONPATH=%PYTHONPATH%;D:\dev\siglab\siglab_py
-    python gateway.py --gateway_id hyperliquid_01 --default_type linear --rate_limit_ms 100
+    python gateway.py --gateway_id hyperliquid_01 --default_type linear --rate_limit_ms 100 --encrypt_decrypt_with_aws_kms Y --aws_kms_key_id xxx --apikey xxx --secret xxxx --slack_info_url=https://hooks.slack.com/services/xxx --slack_critial_url=https://hooks.slack.com/services/xxx --slack_alert_url=https://hooks.slack.com/services/xxx
 
     --default_type defaults to linear
     --rate_limit_ms defaults to 100
-
+    --encrypt_decrypt_with_aws_kms If you encrypt apikey and secret using AMS KMS, then set to Y. If apikey and secret in unencrypted plain text, set to N.
+	--passphrase is optional, this depends on the exchange.
+    --gateway_id contains two parts separated by underscore. Gateway.py will parse 'hyperliquid_01' into two parts: 'hyperliquid' (Exchange name) and '01' (Use this for your sub account ID). Exchange name need be spelt exactly. Please have a look at market_data_util async_instantiate_exchange.
     --slack_info_url, --slack_critical_url and --slack_alert_url are if you want gateway to dispatch Slack notification on events.
     How to get Slack webhook urls? https://medium.com/@natalia_assad/how-send-a-table-to-slack-using-python-d1a20b08abe0
 
     Another example:
         python gateway.py --gateway_id hyperliquid_01 --default_type linear --rate_limit_ms 100 --slack_info_url=https://hooks.slack.com/services/xxx --slack_critial_url=https://hooks.slack.com/services/yyy --slack_alert_url=https://hooks.slack.com/services/zzz
 
+    gateway.py takes outgoing orders from redis and publish executions back to redis when done. Redis configuration in param['mds']['redis']. Start redis before starting gateway.py.
+
 This script is pypy compatible:
     pypy gateway.py --gateway_id bybit_01 --default_type linear --rate_limit_ms 100
 
@@ -452,6 +456,8 @@ async def execute_one_position(
                     'reduceOnly': slice.reduce_only
                 }
                 if position.order_type=='limit':
+                    order_params['postOnly'] = True
+
                     if not param['dry_run']:
                         executed_order = await exchange.create_order( # type: ignore
                             symbol = position.ticker,

siglab_py/util/market_data_util.py

@@ -1,3 +1,4 @@
+import logging
 import incremental
 import tzlocal
 from datetime import datetime, timezone
@@ -19,6 +20,7 @@ from yahoofinancials import YahooFinancials
 # yfinance allows intervals '1m', '5m', '15m', '1h', '1d', '1wk', '1mo'. yahoofinancials not as flexible
 import yfinance as yf
 
+from siglab_py.util.retry_util import retry
 from siglab_py.exchanges.futubull import Futubull
 from siglab_py.exchanges.any_exchange import AnyExchange
 
@@ -115,6 +117,8 @@ async def async_instantiate_exchange(
         # spot, swap, future
         # https://github.com/ccxt/ccxt/blob/master/python/ccxt/deribit.py#L360
         exchange = ccxtpro.deribit(exchange_params)  # type: ignore
+    elif exchange_name=='kraken':
+        exchange = ccxtpro.kraken(exchange_params) # type: ignore
     elif exchange_name=='hyperliquid':
         '''
         https://app.hyperliquid.xyz/API
@@ -516,9 +520,12 @@ def _fetch_candles_ccxt(
     candle_size : str,
     num_candles_limit : int = 100
 ) -> Dict[str, Union[pd.DataFrame, None]]:
+    logger = logging.getLogger()
+
     rsp = {}
 
     for ticker in normalized_symbols:
+        @retry(num_attempts=3, pause_between_retries_ms=1000)
         def _fetch_ohlcv(exchange, symbol, timeframe, since, limit, params) -> Union[List, NoReturn]:
                 one_timeframe = f"1{timeframe[-1]}"
                 candles = exchange.fetch_ohlcv(symbol=symbol, timeframe=one_timeframe, since=since, limit=limit, params=params)
@@ -541,6 +548,8 @@ def _fetch_candles_ccxt(
                 raise ValueError(f"Invalid candle_size {candle_size}")
             return num_intervals * increment
         
+        logger.info(f"Fetching {candle_size} candles for {ticker}.")
+
         all_candles = []
         params = {}
         this_cutoff = start_ts

siglab_py/util/retry_util.py

@@ -1,15 +1,23 @@
-def retry(num_attempts : int = 1):
+import time
+
+def retry(
+        num_attempts : int = 1,
+        pause_between_retries_ms : int = 1000
+        ):
     def decorator(method):
         def wrapper(*args, **kw):
             for i in range(num_attempts):
                 try:
                     result = method(*args, **kw)
                     if i>0:
-                        print(f"retry_gizmo.retry succeeded: {method.__name__} on #{i+1} invocation. {args} {kw}")
+                        print(f"retry_util.retry done {method.__name__} on #{i+1} call. {args} {kw}")
                     return result
                 except Exception as retry_error:
                     if i==(num_attempts-1):
-                        err_msg = f"retry_gizmo.retry failed: {method.__name__} after {num_attempts} invocations. {args} {kw}. {retry_error}"
+                        err_msg = f"retry_util.retry gave up {method.__name__} after {num_attempts} calls. {args} {kw}. {retry_error}"
                         raise Exception(err_msg) from retry_error
+                finally:
+                    time.sleep(int(pause_between_retries_ms/1000))
+                    
         return wrapper
     return decorator

{siglab_py-0.3.10.dist-info → siglab_py-0.3.12.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.1
 Name: siglab-py
-Version: 0.3.10
+Version: 0.3.12
 Summary: Market data fetches, TA calculations and generic order gateway.
 Author: r0bbarh00d
 Author-email: r0bbarh00d <r0bbarh00d@gmail.com>

{siglab_py-0.3.10.dist-info → siglab_py-0.3.12.dist-info}/RECORD

@@ -15,7 +15,7 @@ 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=LvtrYirrdFOcKgTkvuqwdEN7r3nurjX320ESnk7tHE0,15095
 siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
-siglab_py/ordergateway/gateway.py,sha256=a0Ys_dr2mDk_9nb1sQMwXpv8g8DoaHipYdTDMi4r1IA,42091
+siglab_py/ordergateway/gateway.py,sha256=5whFTlBLiIMPZ2YyedEIuLclPIdUzC67AZqw56C9o-Y,43087
 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
@@ -27,12 +27,12 @@ siglab_py/tests/unit/trading_util_tests.py,sha256=tyefqOTQOoXSlemSDonqmdHp61-1nu
 siglab_py/util/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
 siglab_py/util/analytic_util.py,sha256=blFJ1kY_aSJeuzzk28vdB4nhLgmosz0L8IJaJCZy9OM,47272
 siglab_py/util/aws_util.py,sha256=KGmjHrr1rpnnxr33nXHNzTul4tvyyxl9p6gpwNv0Ygc,2557
-siglab_py/util/market_data_util.py,sha256=ND2uBpfsYkzDEf8i2jf6ZFYyBGDDdYDqCI6NJrW9DqY,29279
+siglab_py/util/market_data_util.py,sha256=SGroJXt5PHDw6TnXwIFocKCYZ5uW-kZtregljkU2cdU,29613
 siglab_py/util/notification_util.py,sha256=vySgHjpHgwFDLW0tHSi_AGh9JBbPc25IUgvWxmjAeT8,2658
-siglab_py/util/retry_util.py,sha256=mxYuRFZRZoaQQjENcwPmxhxixtd1TFvbxIdPx4RwfRc,743
+siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,922
 siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
 siglab_py/util/trading_util.py,sha256=FmqsamuPhMjZUkz4lCyuE8MHFapXn6yNl8Isy7peQEs,3047
-siglab_py-0.3.10.dist-info/METADATA,sha256=FzjfNoVztgaAR3Wmw9Jlamc49HEPBF99Az01i3yJtig,980
-siglab_py-0.3.10.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
-siglab_py-0.3.10.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
-siglab_py-0.3.10.dist-info/RECORD,,
+siglab_py-0.3.12.dist-info/METADATA,sha256=MySFov9YH_zivfe1Cvbl8Eut7MJ_16JU55CAn0_DTwY,980
+siglab_py-0.3.12.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
+siglab_py-0.3.12.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
+siglab_py-0.3.12.dist-info/RECORD,,