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539e6004cf52933ec920d47025eecafc570a7dba
Funding_Rate/extended.ipynb
stevekeyharvey 539e6004cf feedhandlers extended
2026-04-23 03:11:52 +00:00

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{
"cells": [
{
"cell_type": "code",
"execution_count": null,
"id": "6c70a8c3",
"metadata": {},
"outputs": [],
"source": [
"\n",
"import asyncio\n",
"import requests\n",
"from x10.config import MAINNET_CONFIG, TESTNET_CONFIG\n",
"from x10.core.stark_account import StarkPerpetualAccount\n",
"from x10.perpetual.trading_client import PerpetualTradingClient\n",
"from x10.models.order import OrderSide, OrderType\n",
"import time\n",
"from dotenv import load_dotenv\n",
"import os\n",
"import uuid\n",
"import asyncio\n",
"import logging\n",
"from decimal import Decimal\n",
"\n",
"\n"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "ff971ca9",
"metadata": {},
"outputs": [],
"source": [
"load_dotenv()\n",
"\n",
"API_KEY = os.getenv('EXTENDED_API_KEY')\n",
"PUBLIC_KEY = os.getenv('EXTENDED_STARK_KEY_PUBLIC') # public Stark key (l2Key from account info)\n",
"PRIVATE_KEY = os.getenv('EXTENDED_STARK_KEY_PRIVATE') # private Stark key (hex)\n",
"VAULT = int(os.getenv('EXTENDED_VAULT_NUMBER')) # l2Vault from account info (integer)\n",
"\n",
"CONFIG = MAINNET_CONFIG\n",
"\n",
"ORDER_MARKET = \"BTC-USD\"\n",
"ORDER_SIDE = OrderSide.BUY\n",
"ORDER_QTY = Decimal(\"0.001\")\n",
"ORDER_PRICE = Decimal(\"75000\")"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "c366706f",
"metadata": {},
"outputs": [],
"source": [
"placed_order = await trading_client.place_order(\n",
" market_name=ORDER_MARKET,\n",
" amount_of_synthetic=ORDER_QTY,\n",
" price=ORDER_PRICE,\n",
" side=ORDER_SIDE,\n",
" taker_fee=Decimal(\"0.00025\")\n",
")"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"id": "7cd3413d",
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"id": "a7212988",
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
"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,
"id": "086dbfb3",
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"id": "2d734f79",
"metadata": {},
"outputs": [],
"source": [
"\n"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "e6b59c51",
"metadata": {},
"outputs": [],
"source": [
"import json\n",
"\n",
"### USER DATA STREAM ###\n",
"order = json.loads('{\"type\":\"ORDER\",\"data\":{\"isSnapshot\":true,\"orders\":[]},\"ts\":1776839215443,\"seq\":1}')\n",
"position = json.loads('{\"type\":\"POSITION\",\"data\":{\"isSnapshot\":true,\"positions\":[]},\"ts\":1776839215443,\"seq\":2}')\n",
"balance = json.loads('{\"type\":\"BALANCE\",\"data\":{\"isSnapshot\":true,\"balance\":{\"collateralName\":\"USD\",\"balance\":\"25.979998\",\"status\":\"ACTIVE\",\"equity\":\"25.979998\",\"spotEquity\":\"0\",\"spotEquityForAvailableForTrade\":\"0\",\"availableForTrade\":\"25.979998\",\"availableForWithdrawal\":\"25.979998\",\"unrealisedPnl\":\"0\",\"initialMargin\":\"0.000000\",\"marginRatio\":\"0.0000\",\"updatedTime\":1776822250184,\"exposure\":\"0\",\"leverage\":\"0.0000\"}},\"ts\":1776839215443,\"seq\":3}')"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "ee8420c4",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"{'type': 'ORDER',\n",
" 'data': {'isSnapshot': True, 'orders': []},\n",
" 'ts': 1776839215443,\n",
" 'seq': 1}"
]
},
"execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"order"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "e8d20d9f",
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"{'type': 'POSITION',\n",
" 'data': {'isSnapshot': True, 'positions': []},\n",
" 'ts': 1776839215443,\n",
" 'seq': 2}"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"position"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"{'type': 'BALANCE',\n",
" 'data': {'isSnapshot': True,\n",
" 'balance': {'collateralName': 'USD',\n",
" 'balance': '25.979998',\n",
" 'status': 'ACTIVE',\n",
" 'equity': '25.979998',\n",
" 'spotEquity': '0',\n",
" 'spotEquityForAvailableForTrade': '0',\n",
" 'availableForTrade': '25.979998',\n",
" 'availableForWithdrawal': '25.979998',\n",
" 'unrealisedPnl': '0',\n",
" 'initialMargin': '0.000000',\n",
" 'marginRatio': '0.0000',\n",
" 'updatedTime': 1776822250184,\n",
" 'exposure': '0',\n",
" 'leverage': '0.0000'}},\n",
" 'ts': 1776839215443,\n",
" 'seq': 3}"
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"balance"
]
},
{
"cell_type": "code",
"execution_count": null,
"id": "fb16dfb9",
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"id": "665377af",
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "code",
"execution_count": null,
"id": "af5c751b",
"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": "3.13.12"
}
},
"nbformat": 4,
"nbformat_minor": 5
}
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