siglab-py 0.3.13__tar.gz → 0.5.1__tar.gz

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  1. {siglab_py-0.3.13 → siglab_py-0.5.1}/PKG-INFO +1 -1
  2. {siglab_py-0.3.13 → siglab_py-0.5.1}/pyproject.toml +1 -1
  3. {siglab_py-0.3.13 → siglab_py-0.5.1}/setup.cfg +1 -1
  4. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/ordergateway/gateway.py +7 -1
  5. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/ordergateway/test_ordergateway.py +5 -5
  6. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py.egg-info/PKG-INFO +1 -1
  7. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/__init__.py +0 -0
  8. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/constants.py +0 -0
  9. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/exchanges/__init__.py +0 -0
  10. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/exchanges/any_exchange.py +0 -0
  11. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/exchanges/futubull.py +0 -0
  12. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/market_data_providers/__init__.py +0 -0
  13. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/market_data_providers/aggregated_orderbook_provider.py +0 -0
  14. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/market_data_providers/candles_provider.py +0 -0
  15. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/market_data_providers/candles_ta_provider.py +0 -0
  16. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/market_data_providers/ccxt_candles_ta_to_csv.py +0 -0
  17. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/market_data_providers/deribit_options_expiry_provider.py +0 -0
  18. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/market_data_providers/futu_candles_ta_to_csv.py +0 -0
  19. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/market_data_providers/orderbooks_provider.py +0 -0
  20. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/market_data_providers/test_provider.py +0 -0
  21. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/ordergateway/__init__.py +0 -0
  22. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/ordergateway/client.py +0 -0
  23. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/ordergateway/encrypt_keys_util.py +0 -0
  24. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/tests/__init__.py +0 -0
  25. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/tests/integration/__init__.py +0 -0
  26. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/tests/integration/market_data_util_tests.py +0 -0
  27. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/tests/unit/__init__.py +0 -0
  28. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/tests/unit/analytic_util_tests.py +0 -0
  29. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/tests/unit/market_data_util_tests.py +0 -0
  30. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/tests/unit/trading_util_tests.py +0 -0
  31. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/util/__init__.py +0 -0
  32. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/util/analytic_util.py +0 -0
  33. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/util/aws_util.py +0 -0
  34. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/util/market_data_util.py +0 -0
  35. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/util/notification_util.py +0 -0
  36. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/util/retry_util.py +0 -0
  37. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/util/slack_notification_util.py +0 -0
  38. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/util/trading_util.py +0 -0
  39. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py.egg-info/SOURCES.txt +0 -0
  40. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py.egg-info/dependency_links.txt +0 -0
  41. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py.egg-info/requires.txt +0 -0
  42. {siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py.egg-info/top_level.txt +0 -0
{siglab_py-0.3.13 → siglab_py-0.5.1}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab_py
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- Version: 0.3.13
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+ Version: 0.5.1
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>
{siglab_py-0.3.13 → siglab_py-0.5.1}/pyproject.toml RENAMED
@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
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  [project]
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  name = "siglab_py"
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- version = "0.3.13"
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+ version = "0.5.1"
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  description = "Market data fetches, TA calculations and generic order gateway."
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  authors = [{name = "r0bbarh00d", email = "r0bbarh00d@gmail.com"}]
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  license = {text = "MIT"}
{siglab_py-0.3.13 → siglab_py-0.5.1}/setup.cfg RENAMED
@@ -1,6 +1,6 @@
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  [metadata]
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  name = siglab_py
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- version = 0.3.13
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+ version = 0.5.1
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  description = Market data fetches, TA calculations and generic order gateway.
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  author = r0bbarh00d
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  author_email = r0bbarh00d@gmail.com
{siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/ordergateway/gateway.py RENAMED
@@ -456,7 +456,13 @@ async def execute_one_position(
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  'reduceOnly': slice.reduce_only
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  }
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  if position.order_type=='limit':
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- order_params['postOnly'] = True
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+ if position.leg_room_bps<0:
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+ order_params['postOnly'] = True
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+ else:
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+ log(
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+ f"{position.side} {rounded_slice_amount_in_base_ccy} {position.ticker}. Limit order to be sent as Market order. Invalid leg_room_bps: {position.leg_room_bps}. By convention, leg_room_bps more positive means you want your order to get filled more aggressively. To post limit orders, leg_room_bps should be negative.",
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+ log_level=LogLevel.WARNING
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+ )
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  if not param['dry_run']:
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  executed_order = await exchange.create_order( # type: ignore
{siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py/ordergateway/test_ordergateway.py RENAMED
@@ -78,13 +78,13 @@ if __name__ == '__main__':
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  positions_2 : List[DivisiblePosition] = [
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  DivisiblePosition(
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- ticker = 'SUSHI/USDT:USDT',
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+ ticker = 'SUSHI/USDC:USDC',
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  side = 'buy',
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- amount = 10,
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- leg_room_bps = 5,
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+ amount = 20,
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+ leg_room_bps = -5,
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  reduce_only=False,
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  order_type = 'limit',
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- slices=5,
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+ slices=1,
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  wait_fill_threshold_ms=15000
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  ),
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  ]
@@ -106,7 +106,7 @@ if __name__ == '__main__':
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  executed_positions : Union[Dict[JSON_SERIALIZABLE_TYPES, JSON_SERIALIZABLE_TYPES], None] = execute_positions(
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  redis_client=redis_client,
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- positions=positions_3,
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+ positions=positions_2,
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  ordergateway_pending_orders_topic=ordergateway_pending_orders_topic,
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  ordergateway_executions_topic=ordergateway_executions_topic
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  )
{siglab_py-0.3.13 → siglab_py-0.5.1}/siglab_py.egg-info/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: siglab-py
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- Version: 0.3.13
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+ Version: 0.5.1
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  Summary: Market data fetches, TA calculations and generic order gateway.
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  Author: r0bbarh00d
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  Author-email: r0bbarh00d <r0bbarh00d@gmail.com>