{ "cells": [ { "cell_type": "code", "execution_count": 4, "id": "3a269644", "metadata": {}, "outputs": [], "source": [ "import modules.aster_auth as aster_auth" ] }, { "cell_type": "code", "execution_count": null, "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", "cancel_order = {\n", " \"url\": \"/fapi/v3/order\",\n", " \"method\": \"DELETE\",\n", " \"params\": {\n", " 'symbol': 'ETHUSDT',\n", " 'orderId': 17349955824,\n", " }\n", "}\n", "fut_acct_balances = {\n", " \"url\": \"/fapi/v3/balance\",\n", " \"method\": \"GET\",\n", " \"params\": {}\n", "}\n", "fut_acct_openOrders = {\n", " \"url\": \"/fapi/v3/openOrders\",\n", " \"method\": \"GET\",\n", " \"params\": {}\n", "}\n", "fut_acct_positionRisk = {\n", " \"url\": \"/fapi/v3/positionRisk\",\n", " \"method\": \"GET\",\n", " \"params\": {\n", " 'symbol': 'WLFIUSDT',\n", " }\n", "}\n", "fut_acct_exchangeInfo = {\n", " \"url\": \"/fapi/v3/exchangeInfo\",\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", "candles = {\n", " \"url\": \"/fapi/v3/klines\",\n", " \"method\": \"GET\",\n", " \"params\": {\n", " 'symbol': 'BTCUSDT',\n", " 'interval': '1m',\n", " 'limit':'1440'\n", " }\n", "}\n", "post_order = {\n", " \"url\": \"/fapi/v3/order\",\n", " \"method\": \"POST\",\n", " \"params\": {\n", " 'symbol': 'BNBUSDT',\n", " 'side': 'SELL',\n", " 'type': 'LIMIT',\n", " 'timeInForce': 'GTX',\n", " 'quantity': '0.01',\n", " 'price': '620.1',\n", " 'reduce_only': True,\n", " }\n", "}" ] }, { "cell_type": "code", "execution_count": 8, "id": "2122885a", "metadata": {}, "outputs": [ { "ename": "KeyError", "evalue": "'params'", "output_type": "error", "traceback": [ "\u001b[31m---------------------------------------------------------------------------\u001b[39m", "\u001b[31mKeyError\u001b[39m Traceback (most recent call last)", "\u001b[36mCell\u001b[39m\u001b[36m \u001b[39m\u001b[32mIn[8]\u001b[39m\u001b[32m, line 1\u001b[39m\n\u001b[32m----> \u001b[39m\u001b[32m1\u001b[39m j = \u001b[38;5;28;01mawait\u001b[39;00m aster_auth.post_authenticated_url(fut_acct_positionRisk)\n", "\u001b[36mFile \u001b[39m\u001b[32m~/Production/Funding_Rate/modules/aster_auth.py:106\u001b[39m, in \u001b[36mpost_authenticated_url\u001b[39m\u001b[34m(req)\u001b[39m\n\u001b[32m 103\u001b[39m res: requests.Response = requests.delete(url=full_url, headers=headers)\n\u001b[32m 104\u001b[39m \u001b[38;5;28;01mreturn\u001b[39;00m res.json()\n\u001b[32m--> \u001b[39m\u001b[32m106\u001b[39m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;01mawait\u001b[39;00m send_by_url(req=req)\n", "\u001b[36mFile \u001b[39m\u001b[32m~/Production/Funding_Rate/modules/aster_auth.py:77\u001b[39m, in \u001b[36mpost_authenticated_url..send_by_url\u001b[39m\u001b[34m(req)\u001b[39m\n\u001b[32m 76\u001b[39m \u001b[38;5;28;01masync\u001b[39;00m \u001b[38;5;28;01mdef\u001b[39;00m\u001b[38;5;250m \u001b[39m\u001b[34msend_by_url\u001b[39m(req) -> \u001b[38;5;28mlist\u001b[39m | \u001b[38;5;28mdict\u001b[39m: \u001b[38;5;66;03m# ty:ignore[invalid-return-type]\u001b[39;00m\n\u001b[32m---> \u001b[39m\u001b[32m77\u001b[39m my_dict = \u001b[30;43mreq\u001b[39;49m\u001b[30;43m[\u001b[39;49m\u001b[30;43m'\u001b[39;49m\u001b[30;43mparams\u001b[39;49m\u001b[30;43m'\u001b[39;49m\u001b[30;43m]\u001b[39;49m.copy()\n\u001b[32m 78\u001b[39m url = host + req[\u001b[33m'\u001b[39m\u001b[33murl\u001b[39m\u001b[33m'\u001b[39m]\n\u001b[32m 79\u001b[39m method = req[\u001b[33m'\u001b[39m\u001b[33mmethod\u001b[39m\u001b[33m'\u001b[39m]\n", "\u001b[31mKeyError\u001b[39m: 'params'" ] } ], "source": [ "j = await aster_auth.post_authenticated_url(fut_acct_positionRisk)" ] }, { "cell_type": "code", "execution_count": null, "id": "e7341726", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "id": "f75ddbb7", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": 1, "id": "e845a43d", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "False" ] }, "execution_count": 1, "metadata": {}, "output_type": "execute_result" } ], "source": [ "bool(0)" ] }, { "cell_type": "code", "execution_count": 34, "id": "43b3d4b5", "metadata": {}, "outputs": [], "source": [ "import pandas as pd\n", "df = pd.DataFrame(j)" ] }, { "cell_type": "code", "execution_count": 35, "id": "8d83fed3", "metadata": {}, "outputs": [], "source": [ "df['timestamp_dt'] = pd.to_datetime(df[0], unit='ms')" ] }, { "cell_type": "code", "execution_count": 36, "id": "f84a9233", "metadata": {}, "outputs": [ { "data": { 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"1437 35004.6537 35 0.123 9675.2159 0 2026-05-03 16:54:00 \n", "1436 30208.1977 38 0.153 12036.0195 0 2026-05-03 16:53:00 \n", "1435 42087.5276 34 0.250 19667.0352 0 2026-05-03 16:52:00 \n", "... ... .. ... ... .. ... \n", "4 49399.3445 37 0.393 30815.7824 0 2026-05-02 17:01:00 \n", "3 40308.5056 54 0.233 18272.2217 0 2026-05-02 17:00:00 \n", "2 21644.7204 30 0.146 11449.7434 0 2026-05-02 16:59:00 \n", "1 19762.7952 29 0.129 10116.6718 0 2026-05-02 16:58:00 \n", "0 59372.6391 37 0.338 26509.9252 0 2026-05-02 16:57:00 \n", "\n", "[1440 rows x 13 columns]" ] }, "execution_count": 36, "metadata": {}, "output_type": "execute_result" } ], "source": [ "df.sort_values(by='timestamp_dt', ascending=False)" ] }, { "cell_type": "code", "execution_count": null, "id": "c8aa6569", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "id": "503c6403", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": 33, "id": "dc8177c4", "metadata": {}, "outputs": [], "source": [ "from decimal import Decimal, ROUND_UP, ROUND_DOWN\n", "ld = [x['symbol'] for x in j if abs(float(x.get('positionAmt', 0))) > 0]" ] }, { "cell_type": "code", "execution_count": null, "id": "6bd3758b", "metadata": {}, "outputs": [], "source": [ "6.19869632/620.29" ] }, { "cell_type": "code", "execution_count": 34, "id": "2f7018a6", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Decimal('0.00')" ] }, "execution_count": 34, "metadata": {}, "output_type": "execute_result" } ], "source": [ "Decimal(str(float(6.19869632) / float(620.29))).quantize(Decimal(str(0.01)), rounding=ROUND_DOWN)" ] }, { "cell_type": "code", "execution_count": 30, "id": "69078ee1", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "['BNBUSDT']" ] }, "execution_count": 30, "metadata": {}, "output_type": "execute_result" } ], "source": [ "ld" ] }, { "cell_type": 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'updateTime': 0},\n", " {'symbol': 'BANKUSDT',\n", " 'positionAmt': '0',\n", " 'entryPrice': '0.0',\n", " 'markPrice': '0.00000000',\n", " 'unRealizedProfit': '0.00000000',\n", " 'liquidationPrice': '0',\n", " 'leverage': '5',\n", " 'maxNotionalValue': '100000',\n", " 'marginType': 'cross',\n", " 'isolatedMargin': '0.00000000',\n", " 'isAutoAddMargin': 'false',\n", " 'positionSide': 'BOTH',\n", " 'notional': '0',\n", " 'isolatedWallet': '0',\n", " 'updateTime': 0},\n", " {'symbol': 'EVAAUSDT',\n", " 'positionAmt': '0.0',\n", " 'entryPrice': '0.0',\n", " 'markPrice': '0.00000000',\n", " 'unRealizedProfit': '0.00000000',\n", " 'liquidationPrice': '0',\n", " 'leverage': '5',\n", " 'maxNotionalValue': '100000',\n", " 'marginType': 'cross',\n", " 'isolatedMargin': '0.00000000',\n", " 'isAutoAddMargin': 'false',\n", " 'positionSide': 'BOTH',\n", " 'notional': '0',\n", " 'isolatedWallet': '0',\n", " 'updateTime': 0},\n", " {'symbol': 'XAIUSDT',\n", " 'positionAmt': '0',\n", " 'entryPrice': 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'leverage': '20',\n", " 'maxNotionalValue': '100000',\n", " 'marginType': 'cross',\n", " 'isolatedMargin': '0.00000000',\n", " 'isAutoAddMargin': 'false',\n", " 'positionSide': 'BOTH',\n", " 'notional': '0',\n", " 'isolatedWallet': '0',\n", " 'updateTime': 0},\n", " {'symbol': 'ASTERUSDT',\n", " 'positionAmt': '0.00',\n", " 'entryPrice': '0.0',\n", " 'markPrice': '0.00000000',\n", " 'unRealizedProfit': '0.00000000',\n", " 'liquidationPrice': '0',\n", " 'leverage': '75',\n", " 'maxNotionalValue': '20000',\n", " 'marginType': 'cross',\n", " 'isolatedMargin': '0.00000000',\n", " 'isAutoAddMargin': 'false',\n", " 'positionSide': 'BOTH',\n", " 'notional': '0',\n", " 'isolatedWallet': '0',\n", " 'updateTime': 0},\n", " {'symbol': 'AZTECUSDT',\n", " 'positionAmt': '0',\n", " 'entryPrice': '0.0',\n", " 'markPrice': '0.00000000',\n", " 'unRealizedProfit': '0.00000000',\n", " 'liquidationPrice': '0',\n", " 'leverage': '5',\n", " 'maxNotionalValue': '50000',\n", " 'marginType': 'cross',\n", " 'isolatedMargin': '0.00000000',\n", " 'isAutoAddMargin': 'false',\n", " 'positionSide': 'BOTH',\n", " 'notional': '0',\n", " 'isolatedWallet': '0',\n", " 'updateTime': 0},\n", " {'symbol': 'BLESSUSDT',\n", " 'positionAmt': '0',\n", " 'entryPrice': '0.0',\n", " 'markPrice': '0.00000000',\n", " 'unRealizedProfit': '0.00000000',\n", " 'liquidationPrice': '0',\n", " 'leverage': '20',\n", " 'maxNotionalValue': '100000',\n", " 'marginType': 'cross',\n", " 'isolatedMargin': '0.00000000',\n", " 'isAutoAddMargin': 'false',\n", " 'positionSide': 'BOTH',\n", " 'notional': '0',\n", " 'isolatedWallet': '0',\n", " 'updateTime': 0},\n", " {'symbol': 'DYDXUSDT',\n", " 'positionAmt': '0.0',\n", " 'entryPrice': '0.0',\n", " 'markPrice': '0.00000000',\n", " 'unRealizedProfit': '0.00000000',\n", " 'liquidationPrice': '0',\n", " 'leverage': '20',\n", " 'maxNotionalValue': '5000',\n", " 'marginType': 'cross',\n", " 'isolatedMargin': '0.00000000',\n", " 'isAutoAddMargin': 'false',\n", " 'positionSide': 'BOTH',\n", " 'notional': '0',\n", " 'isolatedWallet': '0',\n", " 'updateTime': 0},\n", " {'symbol': 'DUSKUSDT',\n", " 'positionAmt': '0',\n", " 'entryPrice': '0.0',\n", " 'markPrice': '0.00000000',\n", " 'unRealizedProfit': '0.00000000',\n", " 'liquidationPrice': '0',\n", " 'leverage': '20',\n", " 'maxNotionalValue': '10000',\n", " 'marginType': 'cross',\n", " 'isolatedMargin': '0.00000000',\n", " 'isAutoAddMargin': 'false',\n", " 'positionSide': 'BOTH',\n", " 'notional': '0',\n", " 'isolatedWallet': '0',\n", " 'updateTime': 0}]" ] }, "execution_count": 21, "metadata": {}, "output_type": "execute_result" } ], "source": [ "j" ] }, { "cell_type": "code", "execution_count": null, "id": "d5de2d25", "metadata": {}, "outputs": [], "source": [ "import requests\n" ] }, { "cell_type": "code", "execution_count": 28, "id": "6de7227b", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "216.842" ] }, "execution_count": 28, "metadata": {}, "output_type": "execute_result" } ], "source": [ "r = requests.get('https://fapi.asterdex.com/fapi/v3/ping')\n", "r.elapsed.total_seconds()*1000" ] }, { "cell_type": "code", "execution_count": 27, "id": "d70b81ab", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "818.9119999999999" ] }, "execution_count": 27, "metadata": {}, "output_type": "execute_result" } ], "source": [ "r = requests.get('https://api.starknet.extended.exchange/api/v1/info/markets/ETH-USD/trades')\n", "r.elapsed.total_seconds()*1000" ] }, { "cell_type": "code", "execution_count": 26, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "'{\"status\":\"OK\",\"data\":[{\"i\":2048281060801777676,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183234774,\"p\":\"2329.5\",\"q\":\"0.011\"},{\"i\":2048281060801777677,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183234774,\"p\":\"2329.6\",\"q\":\"0.500\"},{\"i\":2048281062441750529,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183235165,\"p\":\"2329.7\",\"q\":\"0.010\"},{\"i\":2048281062441750530,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183235165,\"p\":\"2329.7\",\"q\":\"0.146\"},{\"i\":2048281069555290113,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183236861,\"p\":\"2329.6\",\"q\":\"0.147\"},{\"i\":2048281092531687424,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183242339,\"p\":\"2329.7\",\"q\":\"0.012\"},{\"i\":2048281428902285317,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183322536,\"p\":\"2329.7\",\"q\":\"0.266\"},{\"i\":2048281428927451138,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183322542,\"p\":\"2329.7\",\"q\":\"0.092\"},{\"i\":2048281434937888768,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183323975,\"p\":\"2329.8\",\"q\":\"0.250\"},{\"i\":2048281434942083072,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183323976,\"p\":\"2329.8\",\"q\":\"0.250\"},{\"i\":2048281434942083073,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183323976,\"p\":\"2329.8\",\"q\":\"0.084\"},{\"i\":2048281434942083074,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183323976,\"p\":\"2329.8\",\"q\":\"0.058\"},{\"i\":2048281448279969795,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183327156,\"p\":\"2330.0\",\"q\":\"0.110\"},{\"i\":2048281448477102080,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183327203,\"p\":\"2330.0\",\"q\":\"0.390\"},{\"i\":2048281462658043904,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183330584,\"p\":\"2330.2\",\"q\":\"0.500\"},{\"i\":2048281462658043905,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183330584,\"p\":\"2330.2\",\"q\":\"0.868\"},{\"i\":2048281616119238656,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183367172,\"p\":\"2330.0\",\"q\":\"0.500\"},{\"i\":2048281710952452097,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183389782,\"p\":\"2329.8\",\"q\":\"0.169\"},{\"i\":2048281718711914496,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183391632,\"p\":\"2329.8\",\"q\":\"0.102\"},{\"i\":2048281768477331457,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183403497,\"p\":\"2329.8\",\"q\":\"0.407\"},{\"i\":2048281768519274496,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183403507,\"p\":\"2329.8\",\"q\":\"1.672\"},{\"i\":2048281773514690563,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183404698,\"p\":\"2329.6\",\"q\":\"0.500\"},{\"i\":2048281853550399489,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183423780,\"p\":\"2329.6\",\"q\":\"0.090\"},{\"i\":2048281858856194048,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183425045,\"p\":\"2329.6\",\"q\":\"0.010\"},{\"i\":2048281867026698240,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183426993,\"p\":\"2329.5\",\"q\":\"0.011\"},{\"i\":2048281904020459520,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183435813,\"p\":\"2329.4\",\"q\":\"0.500\"},{\"i\":2048281904074985480,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183435826,\"p\":\"2329.3\",\"q\":\"0.043\"},{\"i\":2048281904074985481,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183435826,\"p\":\"2329.3\",\"q\":\"0.043\"},{\"i\":2048281946777194496,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183446007,\"p\":\"2329.2\",\"q\":\"0.259\"},{\"i\":2048281958982619136,\"m\":\"ETH-USD\",\"S\":\"SELL\",\"tT\":\"TRADE\",\"T\":1777183448917,\"p\":\"2329.2\",\"q\":\"0.241\"},{\"i\":2048282097155575814,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183481860,\"p\":\"2329.4\",\"q\":\"0.500\"},{\"i\":2048282097155575815,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183481860,\"p\":\"2329.4\",\"q\":\"0.056\"},{\"i\":2048282097575006208,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183481960,\"p\":\"2329.6\",\"q\":\"0.500\"},{\"i\":2048282097575006209,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183481960,\"p\":\"2329.7\",\"q\":\"0.046\"},{\"i\":2048282097575006210,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183481960,\"p\":\"2329.8\",\"q\":\"0.500\"},{\"i\":2048282097575006211,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183481960,\"p\":\"2329.8\",\"q\":\"0.223\"},{\"i\":2048282097575006212,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183481960,\"p\":\"2329.8\",\"q\":\"0.062\"},{\"i\":2048282099558912002,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183482433,\"p\":\"2329.9\",\"q\":\"0.078\"},{\"i\":2048282099558912003,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183482433,\"p\":\"2329.9\",\"q\":\"0.373\"},{\"i\":2048282132433866756,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183490271,\"p\":\"2329.9\",\"q\":\"0.368\"},{\"i\":2048282132719079424,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183490339,\"p\":\"2329.9\",\"q\":\"1.200\"},{\"i\":2048282175693918208,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183500585,\"p\":\"2329.9\",\"q\":\"0.906\"},{\"i\":2048282176276926464,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183500724,\"p\":\"2329.9\",\"q\":\"0.150\"},{\"i\":2048282177048678400,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183500908,\"p\":\"2329.9\",\"q\":\"1.295\"},{\"i\":2048282177048678401,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183500908,\"p\":\"2329.9\",\"q\":\"3.775\"},{\"i\":2048282177048678402,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183500908,\"p\":\"2329.9\",\"q\":\"0.030\"},{\"i\":2048282177048678403,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183500908,\"p\":\"2329.9\",\"q\":\"0.032\"},{\"i\":2048282190487228416,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183504112,\"p\":\"2330.0\",\"q\":\"0.113\"},{\"i\":2048282212599599106,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183509384,\"p\":\"2330.0\",\"q\":\"0.387\"},{\"i\":2048282212872228864,\"m\":\"ETH-USD\",\"S\":\"BUY\",\"tT\":\"TRADE\",\"T\":1777183509449,\"p\":\"2330.1\",\"q\":\"0.493\"}]}'" ] }, "execution_count": 26, "metadata": {}, "output_type": "execute_result" } ], "source": [ "r.text" ] }, { "cell_type": "code", "execution_count": 7, "id": "e61dca73", "metadata": {}, "outputs": [], "source": [ "d = [d for d in j if d.get('symbol', None) == 'ETHUSDT'][0]" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": 54, "id": "80b9c0e5", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "-499.15475000000004" ] }, "execution_count": 54, "metadata": {}, "output_type": "execute_result" } ], "source": [ "float(d['notional'])-float(d['unRealizedProfit'])" ] }, { "cell_type": "code", "execution_count": 62, "metadata": {}, "outputs": [], "source": [ "from datetime import datetime\n", "t = round(datetime.now().timestamp()*1000)" ] }, { "cell_type": "code", "execution_count": 64, "id": "ebded6ad", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Timestamp('2026-04-23 23:17:32.516000')" ] }, "execution_count": 64, "metadata": {}, "output_type": "execute_result" } ], "source": [ "import pandas as pd\n", "pd.to_datetime(t, unit='ms')" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "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": 2, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "{'ok': True,\n", " 'result': {'message_id': 24,\n", " 'sender_chat': {'id': -1003864341457,\n", " 'title': 'Atwater_Alert',\n", " 'type': 'channel'},\n", " 'chat': {'id': -1003864341457, 'title': 'Atwater_Alert', 'type': 'channel'},\n", " 'date': 1777009128,\n", " 'text': 'alert!'}}" ] }, "execution_count": 2, "metadata": {}, "output_type": "execute_result" } ], "source": [ "import modules.utils as utils\n", "\n", "utils.send_tg_alert('alert!')" ] }, { "cell_type": "code", "execution_count": 2, "id": "284b7266", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "'sd'" ] }, "execution_count": 2, "metadata": {}, "output_type": "execute_result" } ], "source": [ "\"sdfsdfsfdsdfs\"[:2]" ] }, { "cell_type": "code", "execution_count": 11, "id": "98ed3a27", "metadata": {}, "outputs": [], "source": [ "from dataclasses import dataclass\n", "\n", "@dataclass(kw_only=True)\n", "class Flags:\n", " LIQUIDATE_POS_AND_KILL_ALGO_FLAG: bool = False\n", " NET_FUNDING_IS_ZERO: bool = False\n", " # list = field(init=False) \n", "Flags = Flags()" ] }, { "cell_type": "code", "execution_count": 12, "id": "73a525c2", "metadata": {}, "outputs": [ { "data": { "text/plain": [ "Flags(LIQUIDATE_POS_AND_KILL_ALGO_FLAG=False, NET_FUNDING_IS_ZERO=False)" ] }, "execution_count": 12, "metadata": {}, "output_type": "execute_result" } ], "source": [ "Flags" ] }, { "cell_type": "code", "execution_count": null, "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "id": "094e374c", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "id": "15c3bcef", "metadata": {}, "outputs": [], "source": [] }, { "cell_type": "code", "execution_count": null, "id": "940ceba7", "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "py_313", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.13.13" } }, "nbformat": 4, "nbformat_minor": 5 }