def get(self, request):
# Generate Deribit client
client = RestClient(settings.DERIBIT_KEY, settings.DERIBIT_SECRET)
print("Getting this thing")
print(Instrument.objects.first().instrumentName)
# Get instruments
instruments = client.getinstruments()
trade_list = client.getlasttrades(instruments[1]['instrumentName'])
instruments_model = Instrument(**instruments[1])
instruments_model.save()
#trade_list = client.getlasttrades(Instrument.objects.get(id=827).instrumentName)
print(trade_list)
# Create instruments
# TODO: Make use of bulk_create here
for trade in trade_list:
try:
trade_model = Trade(**trade)
trade_model.instrument = instrument_model
trade_model.save()
except Exception as e:
# TODO: Integrate logger here
print("Error while saving model")
print(e)
context = {'trade_list': Trade.objects.all()}
return render(request, 'table_trade.html', context)
class myDERIBIT:
Access_key = "no"
Access_secret = "no"
client = 0
frontMfuture = 0
lastInfo = 'nothing yet'
killDeribitThread = False
contractCount = str(1)
timeLeft = 500 * 60
emailSentTime = 5
def __init__(self):
self.Access_key = os.environ.get('Access_key', 'no')
self.Access_secret = os.environ.get('Access_secret', 'no')
self.contractCount = os.environ.get('count', 'no')
self.client = RestClient(self.Access_key, self.Access_secret)
self.frontMfuture = self.getFronFutureName()
timestampim = self.getLastTradetimeToDate()
def ClosePosition(self, posParams, direction):
closeDirection = 0
if direction == 'buy':
closeDirection = 'sell'
elif direction == 'sell':
closeDirection = 'buy'
self.BuyOrSellMarket(posParams, closeDirection)
def BuyOrSellMarket(self, posParams, direction):
response = 0
posParams['type'] = 'market'
posParams['price'] = ''
if direction == 'buy':
try:
response = self.client.buy(posParams['instrument'],
posParams['quantity'],
posParams['price'])
except Exception:
nonce = int(time.time() * 1000)
signature = self.deribit_signature(nonce,
'/api/v1/private/buy',
posParams, self.Access_key,
self.Access_secret)
response = self.client.session.post(
'https://www.deribit.com' + '/api/v1/private/buy',
data=posParams,
headers={'x-deribit-sig': signature},
verify=True)
elif direction == 'sell':
try:
self.client.sell(posParams['instrument'],
posParams['quantity'], posParams['price'])
except Exception:
nonce = int(time.time() * 1000)
signature = self.deribit_signature(nonce,
'/api/v1/private/sell',
posParams, self.Access_key,
self.Access_secret)
response = self.client.session.post(
'https://www.deribit.com' + '/api/v1/private/sell',
data=posParams,
headers={'x-deribit-sig': signature},
verify=True)
def getPositionsWithSlippage(self):
posParams = {}
posJson = 0
direction = 0
try:
posJson = self.value(self.client.positions())
except Exception:
nonce = int(time.time() * 1000)
signature = self.deribit_signature(nonce,
'/api/v1/private/positions',
posParams, self.Access_key,
self.Access_secret)
response = self.client.session.post(
'https://www.deribit.com' + '/api/v1/private/positions',
data=posParams,
headers={'x-deribit-sig': signature},
verify=True)
posJson = self.value(response.json())['result']
if posJson.empty:
direction = 0
else:
posParams['instrument'] = str(posJson['instrument'][0])
direction = str(posJson['direction'][0])
posParams['quantity'] = str(abs(posJson['size'][0]))
if direction == 'buy':
posParams['price'] = str(posJson['markPrice'][0] - 5)
elif direction == 'sell':
posParams['price'] = str(posJson['markPrice'][0] + 5)
return posParams, direction
def deribit_signature(self, nonce, uri, params, access_key, access_secret):
sign = '_=%s&_ackey=%s&_acsec=%s&_action=%s' % (nonce, access_key,
access_secret, uri)
for key in sorted(params.keys()):
sign += '&' + key + '=' + "".join(params[key])
return '%s.%s.%s' % (access_key, nonce,
base64.b64encode(hashlib.sha256(sign).digest()))
def value(self, df):
return json_normalize(df)
def getFronFutureName(self):
instruments = self.client.getinstruments()
instruments0 = json_normalize(instruments)
instruments0 = pd.DataFrame.from_dict(instruments)
futures = instruments0[instruments0['kind'].str.contains("uture")]
frontMfuture = futures.iloc[0]['instrumentName']
now = datetime.datetime.now()
for i in xrange(len(futures)):
notPERPETUAL = 'PERPETUAL' not in futures.iloc[i]['instrumentName']
yearDif = int(futures.iloc[i]['expiration'][0:4]) - int(now.year)
monthDif = int(futures.iloc[i]['expiration'][5:7]) - int(now.month)
dayDif = int(futures.iloc[i]['expiration'][8:10]) - int(now.day)
if notPERPETUAL and yearDif == 1:
frontMfuture = futures.iloc[i]['instrumentName']
break
if notPERPETUAL and yearDif == 0 and monthDif > 0:
frontMfuture = futures.iloc[i]['instrumentName']
break
if notPERPETUAL and monthDif == 0 and dayDif > 4:
frontMfuture = futures.iloc[i]['instrumentName']
break
return frontMfuture
def getLastTradetimeToDate(self, instrument=None):
if instrument == None:
instrument = self.frontMfuture
timestampim = (self.value(
self.client.getlasttrades(instrument))['timeStamp'][0])
timestampim = time.strftime("%a %d %b %Y %H:%M:%S GMT",
time.gmtime(timestampim / 1000.0))
return timestampim
def getBestBidAsk(self, instrument=None):
if instrument == None:
instrument = self.frontMfuture
ask = self.value(self.client.getorderbook(instrument)['asks'][0])[
'price'] # satmaq isdiyenner
bid = self.value(self.client.getorderbook(instrument)['bids'][0])[
'price'] #almaq istiyenner
return ask, bid
from deribit_api import RestClient from localsettings import * client = RestClient(DERIBIT_KEY, DERIBIT_SECRET) client.index() client.account() # Get instruments instruments = client.getinstruments() print(instruments[1]) # Get Last trades lastrades = client.getlasttrades(instruments[1]['instrumentName']) print(lastrades[0])
