init: estudio_mercados analysis from fn_registry

2026-04-06 00:57:05 +02:00
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+{
+ "cells": [
+  {
+   "cell_type": "markdown",
+   "id": "c4c1bfe6",
+   "metadata": {},
+   "source": [
+    "# 04 — Trading Programatico (Binance API)\n",
+    "\n",
+    "Operaciones de trading via REST API con autenticacion HMAC-SHA256.\n",
+    "\n",
+    "**Autenticacion:** Cada request firmado necesita:\n",
+    "1. Header `X-MBX-APIKEY` con tu API key\n",
+    "2. Parametro `timestamp` (unix ms, dentro de 5000ms del server)\n",
+    "3. Parametro `signature` = HMAC-SHA256(query_string, secret_key)\n",
+    "\n",
+    "**Endpoints de trading (Spot):**\n",
+    "| Accion | Metodo | Endpoint | Weight |\n",
+    "|---|---|---|---|\n",
+    "| Crear orden | POST | `/api/v3/order` | 1 |\n",
+    "| Test orden | POST | `/api/v3/order/test` | 1 |\n",
+    "| Cancelar orden | DELETE | `/api/v3/order` | 1 |\n",
+    "| Cancelar todas | DELETE | `/api/v3/openOrders` | 1 |\n",
+    "| Ver orden | GET | `/api/v3/order` | 4 |\n",
+    "| Ordenes abiertas | GET | `/api/v3/openOrders` | 6 |\n",
+    "| Cuenta/balances | GET | `/api/v3/account` | 20 |\n",
+    "| Mis trades | GET | `/api/v3/myTrades` | 20 |\n",
+    "\n",
+    "**Tipos de orden:** MARKET, LIMIT (GTC/IOC/FOK), STOP_LOSS_LIMIT, TAKE_PROFIT_LIMIT, LIMIT_MAKER\n",
+    "\n",
+    "**TESTNET:** `https://testnet.binance.vision` — mismo API, balances gratis, keys via GitHub login"
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "599a54e7",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "import hashlib\n",
+    "import hmac\n",
+    "import time\n",
+    "import math\n",
+    "import requests\n",
+    "import pandas as pd\n",
+    "\n",
+    "# --- CONFIGURACION ---\n",
+    "# Para testnet (seguro para pruebas):\n",
+    "BASE = \"https://testnet.binance.vision\"\n",
+    "# Para produccion (dinero real):\n",
+    "# BASE = \"https://api.binance.com\"\n",
+    "\n",
+    "# Crea tus keys en https://testnet.binance.vision (login con GitHub)\n",
+    "API_KEY = \"\"      # <-- tu API key aqui\n",
+    "API_SECRET = \"\"   # <-- tu secret aqui"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "acc0b354",
+   "metadata": {},
+   "source": [
+    "## Firma HMAC-SHA256\n",
+    "\n",
+    "Toda request autenticada requiere `timestamp` + `signature`. La firma es HMAC del query string completo."
+   ]
+  },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "id": "3fa09567",
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "def signed_request(method: str, endpoint: str, params: dict | None = None) -> dict:\n",
+    "    \"\"\"Request firmado a Binance API (funciona con testnet y produccion).\"\"\"\n",
+    "    if params is None:\n",
+    "        params = {}\n",
+    "\n",
+    "    params[\"timestamp\"] = int(time.time() * 1000)\n",
+    "    params[\"recvWindow\"] = 5000\n",
+    "\n",
+    "    query_string = \"&\".join(f\"{k}={v}\" for k, v in params.items())\n",
+    "    signature = hmac.new(\n",
+    "        API_SECRET.encode(), query_string.encode(), hashlib.sha256\n",
+    "    ).hexdigest()\n",
+    "    params[\"signature\"] = signature\n",
+    "\n",
+    "    headers = {\"X-MBX-APIKEY\": API_KEY}\n",
+    "\n",
+    "    if method == \"GET\":\n",
+    "        resp = requests.get(f\"{BASE}{endpoint}\", params=params, headers=headers)\n",
+    "    elif method == \"POST\":\n",
+    "        resp = requests.post(f\"{BASE}{endpoint}\", params=params, headers=headers)\n",
+    "    elif method == \"DELETE\":\n",
+    "        resp = requests.delete(f\"{BASE}{endpoint}\", params=params, headers=headers)\n",
+    "    else:\n",
+    "        raise ValueError(f\"Metodo no soportado: {method}\")\n",
+    "\n",
+    "    resp.raise_for_status()\n",
+    "    return resp.json()"
+   ]
+  },
+  {
+   "cell_type": "markdown",
+   "id": "725c3d14",
+   "metadata": {},
+   "source": [
+    "## Consultar informacion del simbolo (filtros de ordenes)\n",
+    "\n",
+    "Antes de operar, hay que conocer los filtros: `LOT_SIZE` (min/max qty, step), `PRICE_FILTER` (tick size), `NOTIONAL` (min valor en quote)."
+   ]
+  }
+ ],
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