siglab-py 0.5.0__py3-none-any.whl → 0.5.1__py3-none-any.whl

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Files changed (6) hide show
  1. siglab_py/ordergateway/gateway.py +7 -1
  2. siglab_py/ordergateway/test_ordergateway.py +5 -5
  3. {siglab_py-0.5.0.dist-info → siglab_py-0.5.1.dist-info}/METADATA +1 -1
  4. {siglab_py-0.5.0.dist-info → siglab_py-0.5.1.dist-info}/RECORD +6 -6
  5. {siglab_py-0.5.0.dist-info → siglab_py-0.5.1.dist-info}/WHEEL +0 -0
  6. {siglab_py-0.5.0.dist-info → siglab_py-0.5.1.dist-info}/top_level.txt +0 -0
siglab_py/ordergateway/gateway.py CHANGED
@@ -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/ordergateway/test_ordergateway.py CHANGED
@@ -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-0.5.0.dist-info → siglab_py-0.5.1.dist-info}/METADATA 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: 0.5.0
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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-0.5.0.dist-info → siglab_py-0.5.1.dist-info}/RECORD RENAMED
@@ -15,8 +15,8 @@ siglab_py/market_data_providers/test_provider.py,sha256=wBLCgcWjs7FGZJXWsNyn30lk
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  siglab_py/ordergateway/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/ordergateway/client.py,sha256=LvtrYirrdFOcKgTkvuqwdEN7r3nurjX320ESnk7tHE0,15095
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  siglab_py/ordergateway/encrypt_keys_util.py,sha256=-qi87db8To8Yf1WS1Q_Cp2Ya7ZqgWlRqSHfNXCM7wE4,1339
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- siglab_py/ordergateway/gateway.py,sha256=-7TfrKiFfvOnB1Xf3RhQbhMbmy_b6WsfDrj0z2o4avo,43089
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- siglab_py/ordergateway/test_ordergateway.py,sha256=4PE2flp_soGcD3DrI7zJOzZndjkb6I5XaDrFNNq4Huo,4009
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+ siglab_py/ordergateway/gateway.py,sha256=nuBZ6R-DpCYXjajuO3R1odYCxj7RK3GKkKTlKvIlemQ,43630
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+ siglab_py/ordergateway/test_ordergateway.py,sha256=baWXyryoIbzBAsj9kFauBZrS0mGg-TiDlPZ0jlz4fc8,4010
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  siglab_py/tests/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/__init__.py,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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  siglab_py/tests/integration/market_data_util_tests.py,sha256=p-RWIJZLyj0lAdfi4QTIeAttCm_e8mEVWFKh4OWuogU,7189
@@ -32,7 +32,7 @@ siglab_py/util/notification_util.py,sha256=vySgHjpHgwFDLW0tHSi_AGh9JBbPc25IUgvWx
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  siglab_py/util/retry_util.py,sha256=g-UU6pkPouWZZRZEqP99R2Z0lX5xzckYkzjwqqSDpVQ,922
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  siglab_py/util/slack_notification_util.py,sha256=G27n-adbT3Q6oaHSMvu_Nom794rrda5PprSF-zvmzkM,1912
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  siglab_py/util/trading_util.py,sha256=FmqsamuPhMjZUkz4lCyuE8MHFapXn6yNl8Isy7peQEs,3047
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- siglab_py-0.5.0.dist-info/METADATA,sha256=CXGdpwIvDjVhjApfl9GFdYjUl8lXukcxL0_GMhBOv-A,979
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- siglab_py-0.5.0.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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- siglab_py-0.5.0.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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- siglab_py-0.5.0.dist-info/RECORD,,
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+ siglab_py-0.5.1.dist-info/METADATA,sha256=jsfb63sR-j-VopP5YgmpCEjPMj5Xk8V0n6qIcLIAgt4,979
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+ siglab_py-0.5.1.dist-info/WHEEL,sha256=yQN5g4mg4AybRjkgi-9yy4iQEFibGQmlz78Pik5Or-A,92
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+ siglab_py-0.5.1.dist-info/top_level.txt,sha256=AbD4VR9OqmMOGlMJLkAVPGQMtUPIQv0t1BF5xmcLJSk,10
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+ siglab_py-0.5.1.dist-info/RECORD,,