Funding_Rate/extended.ipynb

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  {
   "cell_type": "code",
   "execution_count": 15,
   "id": "c9606e56",
   "metadata": {},
   "outputs": [],
   "source": [
    "import math\n",
    "from datetime import datetime, timezone"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "id": "2b5d7d21",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'type': 'SNAPSHOT',\n",
       " 'data': {'t': 'SNAPSHOT',\n",
       "  'm': 'ETH-USD',\n",
       "  'b': [{'q': '362.381', 'p': '2318.1'}],\n",
       "  'a': [{'q': '70.572', 'p': '2318.2'}],\n",
       "  'd': '1'},\n",
       " 'ts': 1776822518279,\n",
       " 'seq': 14}"
      ]
     },
     "execution_count": 1,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "{\"type\":\"SNAPSHOT\",\"data\":{\"t\":\"SNAPSHOT\",\"m\":\"ETH-USD\",\"b\":[{\"q\":\"362.381\",\"p\":\"2318.1\"}],\"a\":[{\"q\":\"70.572\",\"p\":\"2318.2\"}],\"d\":\"1\"},\"ts\":1776822518279,\"seq\":14}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "id": "19f51572",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'data': {'m': 'ETH-USD', 'f': '-0.000001', 'T': 1776823319595},\n",
       " 'ts': 1776823319595,\n",
       " 'seq': 2}"
      ]
     },
     "execution_count": 2,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "{'data': {'m': 'ETH-USD', 'f': '-0.000001', 'T': 1776823319595}, 'ts': 1776823319595, 'seq': 2}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "id": "68006231",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2026-04-22 03:00:00')"
      ]
     },
     "execution_count": 41,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import pandas as pd\n",
    "\n",
    "pd.to_datetime(1776826800000, unit='ms')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "id": "5561153b",
   "metadata": {},
   "outputs": [],
   "source": [
    "def time_round_down(dt, interval_mins=5) -> int: # returns timestamp in seconds\n",
    "    interval_secs = interval_mins * 60\n",
    "    seconds = dt.timestamp()\n",
    "    rounded_seconds = math.floor(seconds / interval_secs) * interval_secs\n",
    "    \n",
    "    return rounded_seconds"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "id": "bd83b59f",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1776826800000"
      ]
     },
     "execution_count": 40,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "(time_round_down(dt=datetime.now(timezone.utc), interval_mins=60)+(60*60))*1000"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
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   "cell_type": "code",
   "execution_count": null,
   "id": "665377af",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "af5c751b",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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