113 lines
4.7 KiB
Python
113 lines
4.7 KiB
Python
|
|
from binance.um_futures import UMFutures
|
|
|
|
um_futures_client = UMFutures()
|
|
|
|
def check_symbol(fn):
|
|
def wrapper(symbol: str, *args, **kwargs):
|
|
symbol = symbol.upper()
|
|
if not symbol.endswith("USDT") and not symbol.endswith("USDC"):
|
|
symbol += "USDT"
|
|
return fn(symbol, *args, **kwargs)
|
|
return wrapper
|
|
|
|
@check_symbol
|
|
def fetch_ohlcv_from_binance(symbol: str, interval: str):
|
|
"""
|
|
Fetch historical OHLCV (Open, High, Low, Close, Volume) data from Binance.
|
|
|
|
:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
|
|
:param interval: The time interval for the OHLCV data (e.g., '1m', '5m', '1h').
|
|
:return: A dictionary containing the latest OHLCV data.
|
|
"""
|
|
data = um_futures_client.klines(symbol=symbol, interval=interval, limit=1)
|
|
if isinstance(data, list) and len(data) > 0:
|
|
ohlcv = data[0]
|
|
return {
|
|
"open": float(ohlcv[1]),
|
|
"high": float(ohlcv[2]),
|
|
"low": float(ohlcv[3]),
|
|
"close": float(ohlcv[4]),
|
|
"volume": float(ohlcv[5])
|
|
}
|
|
|
|
@check_symbol
|
|
def fetch_klines_from_binance(symbol: str, interval: str, limit: int = 75):
|
|
"""
|
|
Fetch historical klines (candlestick data) from Binance.
|
|
|
|
:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
|
|
:param interval: The time interval for the klines (e.g., '1m', '5m', '1h').
|
|
:param limit: The maximum number of klines to fetch (default is 75).
|
|
:return: A list of klines. [ timestamp, open, high, low, close, volume, ... ]
|
|
"""
|
|
return um_futures_client.klines(symbol=symbol, interval=interval, limit=limit)
|
|
|
|
@check_symbol
|
|
def fetch_depth_from_binance(symbol: str, limit: int = 50):
|
|
"""
|
|
Fetch the order book depth from Binance.
|
|
|
|
:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
|
|
:param limit: The maximum number of bids and asks to fetch (default is 50).
|
|
:return: A dictionary containing bids and asks. { "bids": [[price, quantity], ...], "asks": [[price, quantity], ...] }
|
|
"""
|
|
return um_futures_client.depth(symbol=symbol, limit=limit)
|
|
|
|
@check_symbol
|
|
def fetch_24hr_pricechange_from_binance(symbol: str):
|
|
"""
|
|
Fetch 24-hour ticker price change statistics from Binance.
|
|
|
|
:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
|
|
:return: A dictionary containing 24-hour statistics. { "priceChange": "...", "priceChangePercent": "...", "weightedAvgPrice": "...", ... }
|
|
"""
|
|
return um_futures_client.ticker_24hr_price_change(symbol=symbol)
|
|
|
|
@check_symbol
|
|
def fetch_toplongshort_position_ratio_from_binance(symbol: str, period: str, limit: int = 50):
|
|
"""
|
|
Fetch the top long/short position ratio from Binance.
|
|
|
|
:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
|
|
:param period: The time interval for the data (e.g., '1m', '5m', '1h').
|
|
:param limit: The maximum number of records to fetch (default is 50).
|
|
:return: A list of position ratios. [ { timestamp, longShortRatio, ... } ... ]
|
|
"""
|
|
return um_futures_client.top_long_short_position_ratio(symbol=symbol, period=period, limit=limit)
|
|
|
|
@check_symbol
|
|
def fetch_toplongshort_account_ratio_from_binance(symbol: str, period: str, limit: int = 50):
|
|
"""
|
|
Fetch the top long/short account ratio from Binance.
|
|
|
|
:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
|
|
:param period: The time interval for the data (e.g., '1m', '5m', '1h').
|
|
:param limit: The maximum number of records to fetch (default is 50).
|
|
:return: A list of account ratios. [ { timestamp, longShortRatio, ... } ... ]
|
|
"""
|
|
return um_futures_client.top_long_short_account_ratio(symbol=symbol, period=period, limit=limit)
|
|
|
|
@check_symbol
|
|
def fetch_global_longshort_account_ratio_from_binance(symbol: str, period: str, limit: int = 50):
|
|
"""
|
|
Fetch the global long/short account ratio from Binance.
|
|
|
|
:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
|
|
:param period: The time interval for the data (e.g., '1m', '5m', '1h').
|
|
:param limit: The maximum number of records to fetch (default is 50).
|
|
:return: A list of global account ratios. [ { timestamp, longShortRatio, ... } ... ]
|
|
"""
|
|
return um_futures_client.long_short_account_ratio(symbol=symbol, period=period, limit=limit)
|
|
|
|
@check_symbol
|
|
def fetch_taker_longshort_ratio_from_binance(symbol: str, period: str, limit: int = 50):
|
|
"""
|
|
Fetch the taker long/short ratio from Binance.
|
|
|
|
:param symbol: The trading pair symbol (e.g., 'BTCUSDT').
|
|
:param period: The time interval for the data (e.g., '1m', '5m', '1h').
|
|
:param limit: The maximum number of records to fetch (default is 50).
|
|
:return: A list of taker ratios. [ { timestamp, buySellRatio, buyVol, sellVol, ... } ... ]
|
|
"""
|
|
return um_futures_client.taker_long_short_ratio(symbol=symbol, period=period, limit=limit) |