So you want to create a pex that packages your script and its dependencies?

Ok - first to make our script! Call it foo.py:

import requests

if __name__ == '__main__':
  req = requests.get("https://raw.githubusercontent.com/pantsbuild/pex/master/README.rst")
  print req.text.split("\n")[0]

It's a requests hello world program. To package it we need a minimal setup.py for distributing a script. Put it in the same directory:

from distutils.core import setup
setup(name='foo',
    version='1.0',
    scripts=['foo.py'],
    )

Now that our script is packageable we can use pex to build an executable out of it:

$ pex . requests -c foo.py -o foo.pex -f dist

Briefly - requests and . are our dependencies. -c foo.py tells pex what to run. And -o foo.pex creates the output file.

You should get a foo.pex file in the same directory. Run it to see the script execute:

$ ./foo.pex
PEX

And you can unzip the pex to see the contents including the packaged dependencies:

$ unzip -t foo.pex
... much output not shown...