I am creating a setup.py to distribute my application. This application has a number of dependencies which can be installed via pip, it also has some custom dependencies which can not be installed from PyPI.

So, I have created a custom_package_0.1.whl which will be included into the distribution and must be installed as a dependency after setup.py installs everything from install_requires.

Imagine the following app structure:

my_app/
    win_deps/custom_package_0.1.whl
    my_app/
        __init__.py
        main.py
        setup.py
        setup.cfg

How do I do that?

it is possible but not sure what setuptools version you should use. steps:

in setup.py

setup(
  ...,
  install_requires=['my-package'],
  dependency_links=[
    # location to your egg file
    os.path.join(os.getcwd(), 'deps', 'my_package-1.0.0-py3.5.egg')
  ]
)

important thing is that your location should not pass URL pattern test and egg file name should have structure <package_name_with_no_hyphens>-<version>-<py_version>.egg