8637 lines
302 KiB
Plaintext
8637 lines
302 KiB
Plaintext
{
|
||
"cells": [
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": 4,
|
||
"id": "3a269644",
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": [
|
||
"import modules.aster_auth as aster_auth"
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||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": null,
|
||
"id": "4395fabb",
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": [
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"listen_key_request = {\n",
|
||
" \"url\": \"/fapi/v3/listenKey\",\n",
|
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" \"method\": \"POST\",\n",
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" \"params\": {}\n",
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"}\n",
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"cancel_all_open_orders = {\n",
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" \"url\": \"/fapi/v3/allOpenOrders\",\n",
|
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" \"method\": \"DELETE\",\n",
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" \"params\": {\n",
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" 'symbol': 'ETHUSDT',\n",
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" }\n",
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"}\n",
|
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"cancel_order = {\n",
|
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" \"url\": \"/fapi/v3/order\",\n",
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" \"method\": \"DELETE\",\n",
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||
" \"params\": {\n",
|
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" 'symbol': 'ETHUSDT',\n",
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" 'orderId': 17349955824,\n",
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" }\n",
|
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"}\n",
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"fut_acct_balances = {\n",
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" \"url\": \"/fapi/v3/balance\",\n",
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" \"method\": \"GET\",\n",
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" \"params\": {}\n",
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"}\n",
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"fut_acct_openOrders = {\n",
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" \"url\": \"/fapi/v3/openOrders\",\n",
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" \"method\": \"GET\",\n",
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" \"params\": {}\n",
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"}\n",
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"fut_acct_positionRisk = {\n",
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" \"url\": \"/fapi/v3/positionRisk\",\n",
|
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" \"method\": \"GET\",\n",
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" \"params\": {\n",
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" 'symbol': 'WLFIUSDT',\n",
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" }\n",
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"}\n",
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"fut_acct_exchangeInfo = {\n",
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" \"url\": \"/fapi/v3/exchangeInfo\",\n",
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" \"method\": \"GET\",\n",
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" \"params\": {}\n",
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"}\n",
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"commission_rate = {\n",
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" \"url\": \"/fapi/v3/commissionRate\",\n",
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" \"method\": \"GET\",\n",
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" \"params\": {\n",
|
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" 'symbol': 'ETHUSDT',\n",
|
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" }\n",
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"}\n",
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"candles = {\n",
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" \"url\": \"/fapi/v3/klines\",\n",
|
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" \"method\": \"GET\",\n",
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" \"params\": {\n",
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" 'symbol': 'BTCUSDT',\n",
|
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" 'interval': '1m',\n",
|
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" 'limit':'1440'\n",
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" }\n",
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"}\n",
|
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"post_order = {\n",
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" \"url\": \"/fapi/v3/order\",\n",
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" \"method\": \"POST\",\n",
|
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" \"params\": {\n",
|
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" 'symbol': 'BNBUSDT',\n",
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" 'side': 'SELL',\n",
|
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" 'type': 'LIMIT',\n",
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" 'timeInForce': 'GTX',\n",
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" 'quantity': '0.01',\n",
|
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" 'price': '620.1',\n",
|
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" 'reduce_only': True,\n",
|
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" }\n",
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"}"
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]
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},
|
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{
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||
"cell_type": "code",
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"execution_count": 8,
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||
"id": "2122885a",
|
||
"metadata": {},
|
||
"outputs": [
|
||
{
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||
"ename": "KeyError",
|
||
"evalue": "'params'",
|
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"output_type": "error",
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"traceback": [
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"\u001b[31m---------------------------------------------------------------------------\u001b[39m",
|
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"\u001b[31mKeyError\u001b[39m Traceback (most recent call last)",
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"\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",
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"\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",
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"\u001b[36mFile \u001b[39m\u001b[32m~/Production/Funding_Rate/modules/aster_auth.py:77\u001b[39m, in \u001b[36mpost_authenticated_url.<locals>.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",
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"\u001b[31mKeyError\u001b[39m: 'params'"
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]
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}
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],
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"source": [
|
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"j = await aster_auth.post_authenticated_url(fut_acct_positionRisk)"
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]
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},
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{
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||
"cell_type": "code",
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||
"execution_count": null,
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||
"id": "e7341726",
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": []
|
||
},
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||
{
|
||
"cell_type": "code",
|
||
"execution_count": null,
|
||
"id": "f75ddbb7",
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": []
|
||
},
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||
{
|
||
"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": [],
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"source": [
|
||
"df['timestamp_dt'] = pd.to_datetime(df[0], unit='ms')"
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||
]
|
||
},
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||
{
|
||
"cell_type": "code",
|
||
"execution_count": 36,
|
||
"id": "f84a9233",
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||
"metadata": {},
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||
"outputs": [
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{
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"data": {
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"application/vnd.microsoft.datawrangler.viewer.v0+json": {
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" <td>2</td>\n",
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||
" <td>0.005</td>\n",
|
||
" <td>393.2760</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>2026-05-03 16:56:00</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>1438</th>\n",
|
||
" <td>1777827300000</td>\n",
|
||
" <td>78659.5</td>\n",
|
||
" <td>78659.6</td>\n",
|
||
" <td>78659.5</td>\n",
|
||
" <td>78659.5</td>\n",
|
||
" <td>0.356</td>\n",
|
||
" <td>1777827359999</td>\n",
|
||
" <td>28002.8080</td>\n",
|
||
" <td>35</td>\n",
|
||
" <td>0.185</td>\n",
|
||
" <td>14552.0254</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>2026-05-03 16:55:00</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>1437</th>\n",
|
||
" <td>1777827240000</td>\n",
|
||
" <td>78664.7</td>\n",
|
||
" <td>78664.7</td>\n",
|
||
" <td>78658.5</td>\n",
|
||
" <td>78659.5</td>\n",
|
||
" <td>0.445</td>\n",
|
||
" <td>1777827299999</td>\n",
|
||
" <td>35004.6537</td>\n",
|
||
" <td>35</td>\n",
|
||
" <td>0.123</td>\n",
|
||
" <td>9675.2159</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>2026-05-03 16:54:00</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>1436</th>\n",
|
||
" <td>1777827180000</td>\n",
|
||
" <td>78658.6</td>\n",
|
||
" <td>78669.5</td>\n",
|
||
" <td>78658.6</td>\n",
|
||
" <td>78664.7</td>\n",
|
||
" <td>0.384</td>\n",
|
||
" <td>1777827239999</td>\n",
|
||
" <td>30208.1977</td>\n",
|
||
" <td>38</td>\n",
|
||
" <td>0.153</td>\n",
|
||
" <td>12036.0195</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>2026-05-03 16:53:00</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>1435</th>\n",
|
||
" <td>1777827120000</td>\n",
|
||
" <td>78669.2</td>\n",
|
||
" <td>78673.0</td>\n",
|
||
" <td>78658.6</td>\n",
|
||
" <td>78658.6</td>\n",
|
||
" <td>0.535</td>\n",
|
||
" <td>1777827179999</td>\n",
|
||
" <td>42087.5276</td>\n",
|
||
" <td>34</td>\n",
|
||
" <td>0.250</td>\n",
|
||
" <td>19667.0352</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>2026-05-03 16:52:00</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",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" <td>...</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>4</th>\n",
|
||
" <td>1777741260000</td>\n",
|
||
" <td>78413.3</td>\n",
|
||
" <td>78413.3</td>\n",
|
||
" <td>78411.3</td>\n",
|
||
" <td>78411.3</td>\n",
|
||
" <td>0.630</td>\n",
|
||
" <td>1777741319999</td>\n",
|
||
" <td>49399.3445</td>\n",
|
||
" <td>37</td>\n",
|
||
" <td>0.393</td>\n",
|
||
" <td>30815.7824</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>2026-05-02 17:01:00</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>3</th>\n",
|
||
" <td>1777741200000</td>\n",
|
||
" <td>78422.9</td>\n",
|
||
" <td>78423.0</td>\n",
|
||
" <td>78413.3</td>\n",
|
||
" <td>78413.3</td>\n",
|
||
" <td>0.514</td>\n",
|
||
" <td>1777741259999</td>\n",
|
||
" <td>40308.5056</td>\n",
|
||
" <td>54</td>\n",
|
||
" <td>0.233</td>\n",
|
||
" <td>18272.2217</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>2026-05-02 17:00:00</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>2</th>\n",
|
||
" <td>1777741140000</td>\n",
|
||
" <td>78422.9</td>\n",
|
||
" <td>78422.9</td>\n",
|
||
" <td>78422.9</td>\n",
|
||
" <td>78422.9</td>\n",
|
||
" <td>0.276</td>\n",
|
||
" <td>1777741199999</td>\n",
|
||
" <td>21644.7204</td>\n",
|
||
" <td>30</td>\n",
|
||
" <td>0.146</td>\n",
|
||
" <td>11449.7434</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>2026-05-02 16:59:00</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>1</th>\n",
|
||
" <td>1777741080000</td>\n",
|
||
" <td>78424.0</td>\n",
|
||
" <td>78424.0</td>\n",
|
||
" <td>78422.9</td>\n",
|
||
" <td>78422.9</td>\n",
|
||
" <td>0.252</td>\n",
|
||
" <td>1777741139999</td>\n",
|
||
" <td>19762.7952</td>\n",
|
||
" <td>29</td>\n",
|
||
" <td>0.129</td>\n",
|
||
" <td>10116.6718</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>2026-05-02 16:58:00</td>\n",
|
||
" </tr>\n",
|
||
" <tr>\n",
|
||
" <th>0</th>\n",
|
||
" <td>1777741020000</td>\n",
|
||
" <td>78433.9</td>\n",
|
||
" <td>78433.9</td>\n",
|
||
" <td>78424.0</td>\n",
|
||
" <td>78424.0</td>\n",
|
||
" <td>0.757</td>\n",
|
||
" <td>1777741079999</td>\n",
|
||
" <td>59372.6391</td>\n",
|
||
" <td>37</td>\n",
|
||
" <td>0.338</td>\n",
|
||
" <td>26509.9252</td>\n",
|
||
" <td>0</td>\n",
|
||
" <td>2026-05-02 16:57:00</td>\n",
|
||
" </tr>\n",
|
||
" </tbody>\n",
|
||
"</table>\n",
|
||
"<p>1440 rows × 13 columns</p>\n",
|
||
"</div>"
|
||
],
|
||
"text/plain": [
|
||
" 0 1 2 3 4 5 6 \\\n",
|
||
"1439 1777827360000 78655.2 78655.2 78655.2 78655.2 0.007 1777827419999 \n",
|
||
"1438 1777827300000 78659.5 78659.6 78659.5 78659.5 0.356 1777827359999 \n",
|
||
"1437 1777827240000 78664.7 78664.7 78658.5 78659.5 0.445 1777827299999 \n",
|
||
"1436 1777827180000 78658.6 78669.5 78658.6 78664.7 0.384 1777827239999 \n",
|
||
"1435 1777827120000 78669.2 78673.0 78658.6 78658.6 0.535 1777827179999 \n",
|
||
"... ... ... ... ... ... ... ... \n",
|
||
"4 1777741260000 78413.3 78413.3 78411.3 78411.3 0.630 1777741319999 \n",
|
||
"3 1777741200000 78422.9 78423.0 78413.3 78413.3 0.514 1777741259999 \n",
|
||
"2 1777741140000 78422.9 78422.9 78422.9 78422.9 0.276 1777741199999 \n",
|
||
"1 1777741080000 78424.0 78424.0 78422.9 78422.9 0.252 1777741139999 \n",
|
||
"0 1777741020000 78433.9 78433.9 78424.0 78424.0 0.757 1777741079999 \n",
|
||
"\n",
|
||
" 7 8 9 10 11 timestamp_dt \n",
|
||
"1439 550.5864 2 0.005 393.2760 0 2026-05-03 16:56:00 \n",
|
||
"1438 28002.8080 35 0.185 14552.0254 0 2026-05-03 16:55:00 \n",
|
||
"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": "code",
|
||
"execution_count": 21,
|
||
"id": "4712d883",
|
||
"metadata": {},
|
||
"outputs": [
|
||
{
|
||
"data": {
|
||
"text/plain": [
|
||
"[{'symbol': 'TRUTHUSDT',\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': 'SBETUSDT',\n",
|
||
" 'positionAmt': '0.00',\n",
|
||
" 'entryPrice': '0.0',\n",
|
||
" 'markPrice': '0.00000000',\n",
|
||
" 'unRealizedProfit': '0.00000000',\n",
|
||
" 'liquidationPrice': '0',\n",
|
||
" 'leverage': '20',\n",
|
||
" 'maxNotionalValue': '130000',\n",
|
||
" 'marginType': 'cross',\n",
|
||
" 'isolatedMargin': '0.00000000',\n",
|
||
" 'isAutoAddMargin': 'false',\n",
|
||
" 'positionSide': 'BOTH',\n",
|
||
" 'notional': '0',\n",
|
||
" 'isolatedWallet': '0',\n",
|
||
" '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': '0.0',\n",
|
||
" 'markPrice': '0.00000000',\n",
|
||
" 'unRealizedProfit': '0.00000000',\n",
|
||
" 'liquidationPrice': '0',\n",
|
||
" 'leverage': '5',\n",
|
||
" 'maxNotionalValue': '125000',\n",
|
||
" 'marginType': 'cross',\n",
|
||
" 'isolatedMargin': '0.00000000',\n",
|
||
" 'isAutoAddMargin': 'false',\n",
|
||
" 'positionSide': 'BOTH',\n",
|
||
" 'notional': '0',\n",
|
||
" 'isolatedWallet': '0',\n",
|
||
" 'updateTime': 0},\n",
|
||
" {'symbol': 'TSLAUSDT',\n",
|
||
" 'positionAmt': '0.00',\n",
|
||
" 'entryPrice': '0.0',\n",
|
||
" 'markPrice': '0.00000000',\n",
|
||
" 'unRealizedProfit': '0.00000000',\n",
|
||
" 'liquidationPrice': '0',\n",
|
||
" 'leverage': '20',\n",
|
||
" 'maxNotionalValue': '130000',\n",
|
||
" 'marginType': 'cross',\n",
|
||
" 'isolatedMargin': '0.00000000',\n",
|
||
" 'isAutoAddMargin': 'false',\n",
|
||
" 'positionSide': 'BOTH',\n",
|
||
" 'notional': '0',\n",
|
||
" 'isolatedWallet': '0',\n",
|
||
" 'updateTime': 0},\n",
|
||
" {'symbol': 'MONUSDT',\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': 'PNUTUSDT',\n",
|
||
" 'positionAmt': '0',\n",
|
||
" 'entryPrice': '0.0',\n",
|
||
" 'markPrice': '0.00000000',\n",
|
||
" 'unRealizedProfit': '0.00000000',\n",
|
||
" 'liquidationPrice': '0',\n",
|
||
" 'leverage': '20',\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': 'PENDLEUSDT',\n",
|
||
" 'positionAmt': '0',\n",
|
||
" 'entryPrice': '0.0',\n",
|
||
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|
||
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|
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" {'symbol': 'SKYUSDT',\n",
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" 'entryPrice': '0.0',\n",
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" 'markPrice': '0.00000000',\n",
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" {'symbol': 'NBUSDT',\n",
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" 'markPrice': '0.00000000',\n",
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" 'markPrice': '0.00000000',\n",
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" {'symbol': 'ALCHUSDT',\n",
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" 'markPrice': '0.00000000',\n",
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" {'symbol': 'BBUSDT',\n",
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" 'entryPrice': '0.0',\n",
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" 'markPrice': '0.00000000',\n",
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||
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||
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|
||
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|
||
" {'symbol': 'BARDUSDT',\n",
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|
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" 'entryPrice': '0.0',\n",
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" 'markPrice': '0.00000000',\n",
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|
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|
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|
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|
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|
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|
||
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|
||
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|
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|
||
" {'symbol': 'COMMONUSDT',\n",
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" 'entryPrice': '0.0',\n",
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" 'markPrice': '0.00000000',\n",
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" 'liquidationPrice': '0',\n",
|
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" 'leverage': '5',\n",
|
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|
||
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|
||
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|
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|
||
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|
||
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|
||
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||
" 'updateTime': 0},\n",
|
||
" {'symbol': 'CYBERUSDT',\n",
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" 'positionAmt': '0',\n",
|
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" 'entryPrice': '0.0',\n",
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" 'markPrice': '0.00000000',\n",
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||
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|
||
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" 'updateTime': 0},\n",
|
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" {'symbol': 'ZENUSDT',\n",
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" 'positionAmt': '0.0',\n",
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" 'entryPrice': '0.0',\n",
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" 'markPrice': '0.00000000',\n",
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||
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" {'symbol': 'APRUSDT',\n",
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" 'entryPrice': '0.0',\n",
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" 'markPrice': '0.00000000',\n",
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" {'symbol': 'NEARUSDT',\n",
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" 'positionAmt': '0',\n",
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" 'entryPrice': '0.0',\n",
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" 'markPrice': '0.00000000',\n",
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" {'symbol': 'ZAMAUSDT',\n",
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" {'symbol': 'KITEUSDT',\n",
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" 'markPrice': '0.00000000',\n",
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||
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||
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||
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||
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||
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||
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||
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|
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||
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||
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||
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||
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||
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||
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||
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||
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||
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||
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|
||
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|
||
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|
||
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|
||
" 'positionAmt': '0',\n",
|
||
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||
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|
||
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||
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||
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|
||
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||
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|
||
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||
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||
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||
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|
||
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||
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|
||
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|
||
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|
||
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|
||
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||
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||
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||
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|
||
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||
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|
||
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||
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||
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||
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|
||
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||
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||
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||
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||
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||
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|
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||
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|
||
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||
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||
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|
||
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|
||
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||
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|
||
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|
||
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||
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|
||
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||
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||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
" {'symbol': 'OPNUSDT',\n",
|
||
" 'positionAmt': '0',\n",
|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
" {'symbol': '0GUSDT',\n",
|
||
" 'positionAmt': '0',\n",
|
||
" 'entryPrice': '0.0',\n",
|
||
" 'markPrice': '0.00000000',\n",
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|
||
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||
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|
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|
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||
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|
||
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|
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||
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||
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|
||
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|
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|
||
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|
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|
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||
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|
||
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|
||
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||
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|
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" {'symbol': 'AZTECUSDT',\n",
|
||
" 'positionAmt': '0',\n",
|
||
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|
||
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|
||
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||
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|
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|
||
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|
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|
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||
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|
||
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|
||
" 'updateTime': 0},\n",
|
||
" {'symbol': 'BLESSUSDT',\n",
|
||
" 'positionAmt': '0',\n",
|
||
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|
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" 'markPrice': '0.00000000',\n",
|
||
" 'unRealizedProfit': '0.00000000',\n",
|
||
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|
||
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|
||
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|
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|
||
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|
||
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|
||
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|
||
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|
||
" 'isolatedWallet': '0',\n",
|
||
" 'updateTime': 0},\n",
|
||
" {'symbol': 'DYDXUSDT',\n",
|
||
" 'positionAmt': '0.0',\n",
|
||
" 'entryPrice': '0.0',\n",
|
||
" 'markPrice': '0.00000000',\n",
|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
" 'isolatedWallet': '0',\n",
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||
" 'updateTime': 0},\n",
|
||
" {'symbol': 'DUSKUSDT',\n",
|
||
" 'positionAmt': '0',\n",
|
||
" 'entryPrice': '0.0',\n",
|
||
" 'markPrice': '0.00000000',\n",
|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
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|
||
" '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
|
||
}
|