78 lines
3.6 KiB
Python
78 lines
3.6 KiB
Python
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from binance.um_futures import UMFutures
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um_futures_client = UMFutures()
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def get_binance_klines(symbol: str, interval: str, limit: int = 75):
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"""
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Fetch historical klines (candlestick data) from Binance.
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:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
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:param interval: The time interval for the klines (e.g., '1m', '5m', '1h').
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:param limit: The maximum number of klines to fetch (default is 75).
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:return: A list of klines. [ timestamp, open, high, low, close, volume, ... ]
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"""
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return um_futures_client.klines(symbol=symbol, interval=interval, limit=limit)
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def get_binance_depth(symbol: str, limit: int = 50):
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"""
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Fetch the order book depth from Binance.
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:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
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:param limit: The maximum number of bids and asks to fetch (default is 50).
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:return: A dictionary containing bids and asks. { "bids": [[price, quantity], ...], "asks": [[price, quantity], ...] }
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"""
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return um_futures_client.depth(symbol=symbol, limit=limit)
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def get_binance_24hr_pricechange(symbol: str):
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"""
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Fetch 24-hour ticker price change statistics from Binance.
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:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
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:return: A dictionary containing 24-hour statistics. { "priceChange": "...", "priceChangePercent": "...", "weightedAvgPrice": "...", ... }
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"""
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return um_futures_client.ticker_24hr_price_change(symbol=symbol)
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def get_binance_toplongshort_position_ratio(symbol: str, period: str, limit: int = 50):
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"""
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Fetch the top long/short position ratio from Binance.
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:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
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:param period: The time interval for the data (e.g., '1m', '5m', '1h').
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:param limit: The maximum number of records to fetch (default is 50).
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:return: A list of position ratios. [ { timestamp, longShortRatio, ... } ... ]
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"""
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return um_futures_client.top_long_short_position_ratio(symbol=symbol, period=period, limit=limit)
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def get_binance_toplongshort_account_ratio(symbol: str, period: str, limit: int = 50):
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"""
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Fetch the top long/short account ratio from Binance.
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:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
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:param period: The time interval for the data (e.g., '1m', '5m', '1h').
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:param limit: The maximum number of records to fetch (default is 50).
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:return: A list of account ratios. [ { timestamp, longShortRatio, ... } ... ]
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"""
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return um_futures_client.top_long_short_account_ratio(symbol=symbol, period=period, limit=limit)
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def get_binance_global_longshort_account_ratio(symbol: str, period: str, limit: int = 50):
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"""
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Fetch the global long/short account ratio from Binance.
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:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
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:param period: The time interval for the data (e.g., '1m', '5m', '1h').
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:param limit: The maximum number of records to fetch (default is 50).
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:return: A list of global account ratios. [ { timestamp, longShortRatio, ... } ... ]
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"""
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return um_futures_client.long_short_account_ratio(symbol=symbol, period=period, limit=limit)
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def get_binance_taker_longshort_ratio(symbol: str, period: str, limit: int = 50):
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"""
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Fetch the taker long/short ratio from Binance.
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:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
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:param period: The time interval for the data (e.g., '1m', '5m', '1h').
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:param limit: The maximum number of records to fetch (default is 50).
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:return: A list of taker ratios. [ { timestamp, buySellRatio, buyVol, sellVol, ... } ... ]
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"""
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return um_futures_client.taker_long_short_ratio(symbol=symbol, period=period, limit=limit) |