Funding_Rate/aster.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "3a269644",
   "metadata": {},
   "outputs": [],
   "source": [
    "import modules.aster_auth as aster_auth"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "id": "4395fabb",
   "metadata": {},
   "outputs": [],
   "source": [
    "listen_key_request = {\n",
    "    \"url\": \"/fapi/v3/listenKey\",\n",
    "    \"method\": \"POST\",\n",
    "    \"params\": {}\n",
    "}\n",
    "cancel_all_open_orders = {\n",
    "    \"url\": \"/fapi/v3/allOpenOrders\",\n",
    "    \"method\": \"DELETE\",\n",
    "    \"params\": {\n",
    "        'symbol': 'ETHUSDT',\n",
    "    }\n",
    "}\n",
    "fut_acct_balances = {\n",
    "    \"url\": \"/fapi/v3/balance\",\n",
    "    \"method\": \"GET\",\n",
    "    \"params\": {}\n",
    "}\n",
    "commission_rate = {\n",
    "    \"url\": \"/fapi/v3/commissionRate\",\n",
    "    \"method\": \"GET\",\n",
    "    \"params\": {\n",
    "        'symbol': 'ETHUSDT',\n",
    "    }\n",
    "}\n",
    "post_order = {\n",
    "    \"url\": \"/fapi/v3/order\",\n",
    "    \"method\": \"POST\",\n",
    "    \"params\": {\n",
    "        'symbol': 'ETHUSDT',\n",
    "        'side': 'BUY',\n",
    "        'type': 'LIMIT',\n",
    "        'timeInForce': 'GTC',\n",
    "        'quantity': '0.01',\n",
    "        'price': '2100',\n",
    "    }\n",
    "}"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "2122885a",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'orderId': 17341253499,\n",
       " 'symbol': 'ETHUSDT',\n",
       " 'status': 'NEW',\n",
       " 'clientOrderId': 'J1SvsvvDhlDAqwGau1T77F',\n",
       " 'price': '2100',\n",
       " 'avgPrice': '0.00000',\n",
       " 'origQty': '0.010',\n",
       " 'executedQty': '0',\n",
       " 'cumQty': '0',\n",
       " 'cumQuote': '0',\n",
       " 'timeInForce': 'GTC',\n",
       " 'type': 'LIMIT',\n",
       " 'reduceOnly': False,\n",
       " 'closePosition': False,\n",
       " 'side': 'BUY',\n",
       " 'positionSide': 'BOTH',\n",
       " 'stopPrice': '0',\n",
       " 'workingType': 'CONTRACT_PRICE',\n",
       " 'priceProtect': False,\n",
       " 'origType': 'LIMIT',\n",
       " 'updateTime': 1776838867250,\n",
       " 'newChainData': {'hash': '0xa2c23513491587b2961bfa77d2077489a14522d7ce359a9e3635e7c4f0d12a22'}}"
      ]
     },
     "execution_count": 28,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# j = aster_auth_api.post_authenticated_url(post_order)\n",
    "# j"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "45d68bf4",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1776836583531"
      ]
     },
     "execution_count": 15,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "from datetime import datetime\n",
    "round(datetime.now().timestamp())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "1800"
      ]
     },
     "execution_count": 16,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "30*60"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "67a3bbb2",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "id": "e958e7da",
   "metadata": {},
   "outputs": [],
   "source": [
    "import json\n",
    "\n",
    "### User Data Stream ###\n",
    "# After posting limit order to rest\n",
    "after_order_post = json.loads('{\"e\":\"ORDER_TRADE_UPDATE\",\"T\":1776836992350,\"E\":1776836992388,\"o\":{\"s\":\"ETHUSDT\",\"c\":\"KFi375tZh5kzHsQJWKMJHe\",\"S\":\"BUY\",\"o\":\"LIMIT\",\"f\":\"GTC\",\"q\":\"0.010\",\"p\":\"2100\",\"ap\":\"0\",\"sp\":\"0\",\"x\":\"NEW\",\"X\":\"NEW\",\"i\":17341121450,\"l\":\"0\",\"z\":\"0\",\"L\":\"0\",\"T\":1776836992350,\"t\":0,\"b\":\"21\",\"a\":\"0\",\"m\":false,\"R\":false,\"wt\":\"CONTRACT_PRICE\",\"ot\":\"LIMIT\",\"ps\":\"BOTH\",\"cp\":false,\"rp\":\"0\",\"pP\":false,\"si\":0,\"ss\":0,\"h\":\"0xeec41a368072d5a47c13b3ad83703eded2e2b8cf9ff427095beb8b7684968db0\"}}')\n",
    "\n",
    "# After order cancellation in GUI\n",
    "after_order_cxl = json.loads('{\"e\":\"ORDER_TRADE_UPDATE\",\"T\":1776836998500,\"E\":1776836998533,\"o\":{\"s\":\"ETHUSDT\",\"c\":\"KFi375tZh5kzHsQJWKMJHe\",\"S\":\"BUY\",\"o\":\"LIMIT\",\"f\":\"GTC\",\"q\":\"0.010\",\"p\":\"2100\",\"ap\":\"0\",\"sp\":\"0\",\"x\":\"CANCELED\",\"X\":\"CANCELED\",\"i\":17341121450,\"l\":\"0\",\"z\":\"0\",\"L\":\"0\",\"T\":1776836998500,\"t\":0,\"b\":\"0\",\"a\":\"0\",\"m\":false,\"R\":false,\"wt\":\"CONTRACT_PRICE\",\"ot\":\"LIMIT\",\"ps\":\"BOTH\",\"cp\":false,\"rp\":\"0\",\"pP\":false,\"si\":0,\"ss\":0,\"h\":\"0x116bb48a4b41420aebbc76343d6f55f22d1ccbc36b04462e6172571fda836599\"}}')\n",
    "\n"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'e': 'ORDER_TRADE_UPDATE',\n",
       " 'T': 1776836992350,\n",
       " 'E': 1776836992388,\n",
       " 'o': {'s': 'ETHUSDT',\n",
       "  'c': 'KFi375tZh5kzHsQJWKMJHe',\n",
       "  'S': 'BUY',\n",
       "  'o': 'LIMIT',\n",
       "  'f': 'GTC',\n",
       "  'q': '0.010',\n",
       "  'p': '2100',\n",
       "  'ap': '0',\n",
       "  'sp': '0',\n",
       "  'x': 'NEW',\n",
       "  'X': 'NEW',\n",
       "  'i': 17341121450,\n",
       "  'l': '0',\n",
       "  'z': '0',\n",
       "  'L': '0',\n",
       "  'T': 1776836992350,\n",
       "  't': 0,\n",
       "  'b': '21',\n",
       "  'a': '0',\n",
       "  'm': False,\n",
       "  'R': False,\n",
       "  'wt': 'CONTRACT_PRICE',\n",
       "  'ot': 'LIMIT',\n",
       "  'ps': 'BOTH',\n",
       "  'cp': False,\n",
       "  'rp': '0',\n",
       "  'pP': False,\n",
       "  'si': 0,\n",
       "  'ss': 0,\n",
       "  'h': '0xeec41a368072d5a47c13b3ad83703eded2e2b8cf9ff427095beb8b7684968db0'}}"
      ]
     },
     "execution_count": 24,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "after_order_post"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "id": "1ea320f2",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "{'e': 'ORDER_TRADE_UPDATE',\n",
       " 'T': 1776836998500,\n",
       " 'E': 1776836998533,\n",
       " 'o': {'s': 'ETHUSDT',\n",
       "  'c': 'KFi375tZh5kzHsQJWKMJHe',\n",
       "  'S': 'BUY',\n",
       "  'o': 'LIMIT',\n",
       "  'f': 'GTC',\n",
       "  'q': '0.010',\n",
       "  'p': '2100',\n",
       "  'ap': '0',\n",
       "  'sp': '0',\n",
       "  'x': 'CANCELED',\n",
       "  'X': 'CANCELED',\n",
       "  'i': 17341121450,\n",
       "  'l': '0',\n",
       "  'z': '0',\n",
       "  'L': '0',\n",
       "  'T': 1776836998500,\n",
       "  't': 0,\n",
       "  'b': '0',\n",
       "  'a': '0',\n",
       "  'm': False,\n",
       "  'R': False,\n",
       "  'wt': 'CONTRACT_PRICE',\n",
       "  'ot': 'LIMIT',\n",
       "  'ps': 'BOTH',\n",
       "  'cp': False,\n",
       "  'rp': '0',\n",
       "  'pP': False,\n",
       "  'si': 0,\n",
       "  'ss': 0,\n",
       "  'h': '0x116bb48a4b41420aebbc76343d6f55f22d1ccbc36b04462e6172571fda836599'}}"
      ]
     },
     "execution_count": 25,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "after_order_cxl"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "id": "07ef4360",
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/plain": [
       "Timestamp('2019-09-19 07:51:05.651000')"
      ]
     },
     "execution_count": 26,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "import pandas as pd\n",
    "\n",
    "pd.to_datetime(1568879465651, unit='ms')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "284b7266",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "98ed3a27",
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "id": "940ceba7",
   "metadata": {},
   "outputs": [],
   "source": []
  }
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