358 lines
8.9 KiB
Plaintext
358 lines
8.9 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "3a269644",
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"metadata": {},
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"outputs": [],
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"source": [
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"import modules.aster_auth as aster_auth"
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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": 27,
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"id": "4395fabb",
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"metadata": {},
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"outputs": [],
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"source": [
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"listen_key_request = {\n",
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" \"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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"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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"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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"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': 'ETHUSDT',\n",
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" 'side': 'BUY',\n",
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" 'type': 'LIMIT',\n",
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" 'timeInForce': 'GTC',\n",
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" 'quantity': '0.01',\n",
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" 'price': '2100',\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": null,
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"id": "2122885a",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"{'orderId': 17341253499,\n",
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" 'symbol': 'ETHUSDT',\n",
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" 'status': 'NEW',\n",
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" 'clientOrderId': 'J1SvsvvDhlDAqwGau1T77F',\n",
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" 'price': '2100',\n",
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" 'avgPrice': '0.00000',\n",
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" 'origQty': '0.010',\n",
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" 'executedQty': '0',\n",
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" 'cumQty': '0',\n",
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" 'cumQuote': '0',\n",
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" 'timeInForce': 'GTC',\n",
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" 'type': 'LIMIT',\n",
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" 'reduceOnly': False,\n",
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" 'closePosition': False,\n",
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" 'side': 'BUY',\n",
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" 'positionSide': 'BOTH',\n",
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" 'stopPrice': '0',\n",
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" 'workingType': 'CONTRACT_PRICE',\n",
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" 'priceProtect': False,\n",
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" 'origType': 'LIMIT',\n",
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" 'updateTime': 1776838867250,\n",
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" 'newChainData': {'hash': '0xa2c23513491587b2961bfa77d2077489a14522d7ce359a9e3635e7c4f0d12a22'}}"
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]
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},
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"execution_count": 28,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"# j = aster_auth_api.post_authenticated_url(post_order)\n",
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"# j"
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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": "45d68bf4",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"1776836583531"
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]
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},
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"execution_count": 15,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"from datetime import datetime\n",
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"round(datetime.now().timestamp())"
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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": 16,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"1800"
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]
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},
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"execution_count": 16,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"30*60"
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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": "67a3bbb2",
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"metadata": {},
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"outputs": [],
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"source": []
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},
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{
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"cell_type": "code",
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"execution_count": 23,
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"id": "e958e7da",
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"metadata": {},
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"outputs": [],
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"source": [
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"import json\n",
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"\n",
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"### User Data Stream ###\n",
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"# After posting limit order to rest\n",
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"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",
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"\n",
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"# After order cancellation in GUI\n",
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"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",
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"\n"
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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": 24,
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"{'e': 'ORDER_TRADE_UPDATE',\n",
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" 'T': 1776836992350,\n",
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" 'E': 1776836992388,\n",
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" 'o': {'s': 'ETHUSDT',\n",
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" 'c': 'KFi375tZh5kzHsQJWKMJHe',\n",
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" 'S': 'BUY',\n",
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" 'o': 'LIMIT',\n",
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" 'f': 'GTC',\n",
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" 'q': '0.010',\n",
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" 'p': '2100',\n",
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" 'ap': '0',\n",
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" 'sp': '0',\n",
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" 'x': 'NEW',\n",
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" 'X': 'NEW',\n",
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" 'i': 17341121450,\n",
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" 'l': '0',\n",
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" 'z': '0',\n",
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" 'L': '0',\n",
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" 'T': 1776836992350,\n",
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" 't': 0,\n",
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" 'b': '21',\n",
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" 'a': '0',\n",
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" 'm': False,\n",
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" 'R': False,\n",
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" 'wt': 'CONTRACT_PRICE',\n",
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" 'ot': 'LIMIT',\n",
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" 'ps': 'BOTH',\n",
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" 'cp': False,\n",
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" 'rp': '0',\n",
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" 'pP': False,\n",
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" 'si': 0,\n",
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" 'ss': 0,\n",
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" 'h': '0xeec41a368072d5a47c13b3ad83703eded2e2b8cf9ff427095beb8b7684968db0'}}"
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]
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},
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"execution_count": 24,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"after_order_post"
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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": 25,
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"id": "1ea320f2",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"{'e': 'ORDER_TRADE_UPDATE',\n",
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" 'T': 1776836998500,\n",
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" 'E': 1776836998533,\n",
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" 'o': {'s': 'ETHUSDT',\n",
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" 'c': 'KFi375tZh5kzHsQJWKMJHe',\n",
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" 'S': 'BUY',\n",
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" 'o': 'LIMIT',\n",
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" 'f': 'GTC',\n",
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" 'q': '0.010',\n",
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" 'p': '2100',\n",
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" 'ap': '0',\n",
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" 'sp': '0',\n",
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" 'x': 'CANCELED',\n",
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" 'X': 'CANCELED',\n",
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" 'i': 17341121450,\n",
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" 'l': '0',\n",
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" 'z': '0',\n",
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" 'L': '0',\n",
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" 'T': 1776836998500,\n",
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" 't': 0,\n",
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" 'b': '0',\n",
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" 'a': '0',\n",
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" 'm': False,\n",
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" 'R': False,\n",
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" 'wt': 'CONTRACT_PRICE',\n",
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" 'ot': 'LIMIT',\n",
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" 'ps': 'BOTH',\n",
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" 'cp': False,\n",
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" 'rp': '0',\n",
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" 'pP': False,\n",
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" 'si': 0,\n",
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" 'ss': 0,\n",
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" 'h': '0x116bb48a4b41420aebbc76343d6f55f22d1ccbc36b04462e6172571fda836599'}}"
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]
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},
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"execution_count": 25,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"after_order_cxl"
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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": 26,
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"id": "07ef4360",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"Timestamp('2019-09-19 07:51:05.651000')"
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]
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},
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"execution_count": 26,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"import pandas as pd\n",
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"\n",
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"pd.to_datetime(1568879465651, unit='ms')"
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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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"metadata": {},
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"outputs": [],
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"source": []
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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": "284b7266",
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"metadata": {},
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"outputs": [],
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"source": []
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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": "98ed3a27",
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"metadata": {},
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"outputs": [],
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"source": []
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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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"metadata": {},
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"outputs": [],
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"source": []
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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": "940ceba7",
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"metadata": {},
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"outputs": [],
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"source": []
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "py_313",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.13.12"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 5
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}
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