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Funding_Rate/order_engine.ipynb

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bug fixes
2026-04-27 17:57:58 +00:00
{
"cells": [
{
"cell_type": "code",
"execution_count": 32,
"id": "68966247",
"metadata": {},
"outputs": [],
"source": [
"import requests\n",
"import pandas as pd\n",
"import numpy as np\n",
"import json\n",
"import pandas as pd"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "02cd5305",
"metadata": {},
"outputs": [],
"source": [
"### Extended Trades History ###\n",
"candleType = 'trades'\n",
"market = 'ETH-USD'\n",
"params = {\n",
" 'interval': \"1m\",\n",
" 'limit': 100,\n",
"}\n",
"r = requests.get(f'https://api.starknet.extended.exchange/api/v1/info/candles/{market}/{candleType}', params=params)"
]
},
{
"cell_type": "code",
"execution_count": 33,
"id": "5603b04d",
"metadata": {},
"outputs": [],
"source": [
"### Aster Trades History ###\n",
"params = {\n",
" 'symbol': \"ETHUSDT\",\n",
" 'limit': 1000,\n",
"}\n",
"r = requests.get('https://fapi.asterdex.com/fapi/v3/trades', params=params)"
]
},
{
"cell_type": "code",
"execution_count": 34,
"id": "a3ad1819",
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>id</th>\n",
" <th>price</th>\n",
" <th>qty</th>\n",
" <th>quoteQty</th>\n",
" <th>time</th>\n",
" <th>isBuyerMaker</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>0</th>\n",
" <td>74506547</td>\n",
" <td>2311.02</td>\n",
" <td>0.044</td>\n",
" <td>101.68</td>\n",
" <td>2026-04-27 14:22:45.650</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>1</th>\n",
" <td>74506548</td>\n",
" <td>2311.00</td>\n",
" <td>0.004</td>\n",
" <td>9.24</td>\n",
" <td>2026-04-27 14:22:45.650</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2</th>\n",
" <td>74506549</td>\n",
" <td>2310.91</td>\n",
" <td>0.003</td>\n",
" <td>6.93</td>\n",
" <td>2026-04-27 14:22:45.650</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>3</th>\n",
" <td>74506550</td>\n",
" <td>2310.90</td>\n",
" <td>0.004</td>\n",
" <td>9.24</td>\n",
" <td>2026-04-27 14:22:45.650</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>4</th>\n",
" <td>74506551</td>\n",
" <td>2310.80</td>\n",
" <td>0.004</td>\n",
" <td>9.24</td>\n",
" <td>2026-04-27 14:22:45.700</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>...</th>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" <td>...</td>\n",
" </tr>\n",
" <tr>\n",
" <th>995</th>\n",
" <td>74507542</td>\n",
" <td>2312.10</td>\n",
" <td>0.004</td>\n",
" <td>9.24</td>\n",
" <td>2026-04-27 14:34:12.500</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>996</th>\n",
" <td>74507543</td>\n",
" <td>2312.18</td>\n",
" <td>2.442</td>\n",
" <td>5646.34</td>\n",
" <td>2026-04-27 14:34:13.443</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>997</th>\n",
" <td>74507544</td>\n",
" <td>2312.24</td>\n",
" <td>10.099</td>\n",
" <td>23351.31</td>\n",
" <td>2026-04-27 14:34:13.600</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>998</th>\n",
" <td>74507545</td>\n",
" <td>2312.13</td>\n",
" <td>3.120</td>\n",
" <td>7213.84</td>\n",
" <td>2026-04-27 14:34:14.568</td>\n",
" <td>True</td>\n",
" </tr>\n",
" <tr>\n",
" <th>999</th>\n",
" <td>74507546</td>\n",
" <td>2312.19</td>\n",
" <td>6.228</td>\n",
" <td>14400.31</td>\n",
" <td>2026-04-27 14:34:15.988</td>\n",
" <td>True</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"<p>1000 rows × 6 columns</p>\n",
"</div>"
],
"text/plain": [
" id price qty quoteQty time isBuyerMaker\n",
"0 74506547 2311.02 0.044 101.68 2026-04-27 14:22:45.650 True\n",
"1 74506548 2311.00 0.004 9.24 2026-04-27 14:22:45.650 True\n",
"2 74506549 2310.91 0.003 6.93 2026-04-27 14:22:45.650 True\n",
"3 74506550 2310.90 0.004 9.24 2026-04-27 14:22:45.650 True\n",
"4 74506551 2310.80 0.004 9.24 2026-04-27 14:22:45.700 True\n",
".. ... ... ... ... ... ...\n",
"995 74507542 2312.10 0.004 9.24 2026-04-27 14:34:12.500 True\n",
"996 74507543 2312.18 2.442 5646.34 2026-04-27 14:34:13.443 True\n",
"997 74507544 2312.24 10.099 23351.31 2026-04-27 14:34:13.600 True\n",
"998 74507545 2312.13 3.120 7213.84 2026-04-27 14:34:14.568 True\n",
"999 74507546 2312.19 6.228 14400.31 2026-04-27 14:34:15.988 True\n",
"\n",
"[1000 rows x 6 columns]"
]
},
"execution_count": 34,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"l = json.loads(r.text)\n",
"df = pd.DataFrame(l)\n",
"df['time'] = pd.to_datetime(df['time'], unit='ms')\n",
"df"
]
},
{
"cell_type": "code",
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"id": "3c908942",
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{
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{
"cell_type": "code",
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