{
 "cells": [
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   "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)."
   ]
  },
  {
   "cell_type": "code",
   "id": "f7dd53ba",
   "source": "def get_symbol_filters(symbol: str) -> dict:\n    \"\"\"Obtiene filtros de trading para un simbolo (no requiere auth).\"\"\"\n    resp = requests.get(f\"{BASE}/api/v3/exchangeInfo\", params={\"symbol\": symbol})\n    resp.raise_for_status()\n    info = resp.json()[\"symbols\"][0]\n    filters = {f[\"filterType\"]: f for f in info[\"filters\"]}\n    return {\n        \"status\": info[\"status\"],\n        \"base\": info[\"baseAsset\"],\n        \"quote\": info[\"quoteAsset\"],\n        \"lot_size\": {\n            \"min_qty\": float(filters[\"LOT_SIZE\"][\"minQty\"]),\n            \"max_qty\": float(filters[\"LOT_SIZE\"][\"maxQty\"]),\n            \"step\": float(filters[\"LOT_SIZE\"][\"stepSize\"]),\n        },\n        \"price_filter\": {\n            \"min_price\": float(filters[\"PRICE_FILTER\"][\"minPrice\"]),\n            \"max_price\": float(filters[\"PRICE_FILTER\"][\"maxPrice\"]),\n            \"tick_size\": float(filters[\"PRICE_FILTER\"][\"tickSize\"]),\n        },\n        \"notional\": {\n            \"min_notional\": float(filters[\"NOTIONAL\"][\"minNotional\"]),\n        },\n    }\n\n\ndef round_step(value: float, step: float) -> float:\n    \"\"\"Redondea hacia abajo al step size mas cercano.\"\"\"\n    precision = len(str(step).rstrip('0').split('.')[-1]) if '.' in str(step) else 0\n    return math.floor(value / step) * step\n\n\n# Ejemplo: ver filtros de BTCUSDT\nfilters = get_symbol_filters(\"BTCUSDT\")\nfilters",
   "metadata": {},
   "execution_count": null,
   "outputs": []
  },
  {
   "cell_type": "markdown",
   "id": "53578416",
   "source": "## Operaciones de Trading\n\nFunciones para market buy/sell, limit orders, stop-loss, y gestion de ordenes.\n\n**IMPORTANTE:** Estas funciones operan contra el endpoint configurado en `BASE`. Asegurate de usar testnet mientras pruebas.",
   "metadata": {}
  },
  {
   "cell_type": "code",
   "id": "d4d33fb0",
   "source": "def get_account() -> dict:\n    \"\"\"Obtiene info de cuenta y balances no-cero.\"\"\"\n    account = signed_request(\"GET\", \"/api/v3/account\")\n    balances = {b[\"asset\"]: {\"free\": float(b[\"free\"]), \"locked\": float(b[\"locked\"])}\n                for b in account[\"balances\"] if float(b[\"free\"]) > 0 or float(b[\"locked\"]) > 0}\n    return balances\n\n\ndef market_buy(symbol: str, quote_qty: float) -> dict:\n    \"\"\"Market buy: gasta X cantidad de quote asset (ej: 100 USDT).\"\"\"\n    return signed_request(\"POST\", \"/api/v3/order\", {\n        \"symbol\": symbol, \"side\": \"BUY\", \"type\": \"MARKET\",\n        \"quoteOrderQty\": quote_qty, \"newOrderRespType\": \"FULL\",\n    })\n\n\ndef market_sell(symbol: str, quantity: float) -> dict:\n    \"\"\"Market sell: vende X cantidad de base asset (ej: 0.001 BTC).\"\"\"\n    return signed_request(\"POST\", \"/api/v3/order\", {\n        \"symbol\": symbol, \"side\": \"SELL\", \"type\": \"MARKET\",\n        \"quantity\": quantity, \"newOrderRespType\": \"FULL\",\n    })\n\n\ndef limit_buy(symbol: str, quantity: float, price: float) -> dict:\n    \"\"\"Limit buy: compra X a precio Y o mejor.\"\"\"\n    return signed_request(\"POST\", \"/api/v3/order\", {\n        \"symbol\": symbol, \"side\": \"BUY\", \"type\": \"LIMIT\",\n        \"timeInForce\": \"GTC\", \"quantity\": quantity, \"price\": price,\n        \"newOrderRespType\": \"FULL\",\n    })\n\n\ndef limit_sell(symbol: str, quantity: float, price: float) -> dict:\n    \"\"\"Limit sell: vende X a precio Y o mejor.\"\"\"\n    return signed_request(\"POST\", \"/api/v3/order\", {\n        \"symbol\": symbol, \"side\": \"SELL\", \"type\": \"LIMIT\",\n        \"timeInForce\": \"GTC\", \"quantity\": quantity, \"price\": price,\n        \"newOrderRespType\": \"FULL\",\n    })\n\n\ndef stop_loss_sell(symbol: str, quantity: float, stop_price: float, limit_price: float) -> dict:\n    \"\"\"Stop-loss limit: se activa en stop_price, coloca limit en limit_price.\"\"\"\n    return signed_request(\"POST\", \"/api/v3/order\", {\n        \"symbol\": symbol, \"side\": \"SELL\", \"type\": \"STOP_LOSS_LIMIT\",\n        \"timeInForce\": \"GTC\", \"quantity\": quantity,\n        \"stopPrice\": stop_price, \"price\": limit_price,\n        \"newOrderRespType\": \"FULL\",\n    })\n\n\ndef cancel_order(symbol: str, order_id: int) -> dict:\n    \"\"\"Cancela una orden especifica.\"\"\"\n    return signed_request(\"DELETE\", \"/api/v3/order\", {\n        \"symbol\": symbol, \"orderId\": order_id,\n    })\n\n\ndef cancel_all_orders(symbol: str) -> dict:\n    \"\"\"Cancela todas las ordenes abiertas de un simbolo.\"\"\"\n    return signed_request(\"DELETE\", \"/api/v3/openOrders\", {\"symbol\": symbol})\n\n\ndef get_open_orders(symbol: str) -> list[dict]:\n    \"\"\"Lista ordenes abiertas.\"\"\"\n    return signed_request(\"GET\", \"/api/v3/openOrders\", {\"symbol\": symbol})\n\n\ndef get_my_trades(symbol: str, limit: int = 50) -> list[dict]:\n    \"\"\"Historial de mis trades.\"\"\"\n    return signed_request(\"GET\", \"/api/v3/myTrades\", {\"symbol\": symbol, \"limit\": limit})",
   "metadata": {},
   "execution_count": null,
   "outputs": []
  },
  {
   "cell_type": "markdown",
   "id": "9adf7577",
   "source": "## Ejemplos de uso (TESTNET)\n\nConfigurar `API_KEY` y `API_SECRET` arriba antes de ejecutar estas celdas.\nKeys de testnet se crean en `testnet.binance.vision` con login de GitHub.",
   "metadata": {}
  },
  {
   "cell_type": "code",
   "id": "ce167a84",
   "source": "# 1. Ver balances de la cuenta testnet\nbalances = get_account()\nprint(\"Balances:\")\nfor asset, vals in sorted(balances.items()):\n    print(f\"  {asset}: free={vals['free']}, locked={vals['locked']}\")",
   "metadata": {},
   "execution_count": null,
   "outputs": []
  },
  {
   "cell_type": "code",
   "id": "b4bc87f5",
   "source": "# 2. Market buy — comprar $10 de BTC en testnet\norder = market_buy(\"BTCUSDT\", 10)\nprint(f\"Order ID: {order['orderId']}\")\nprint(f\"Status: {order['status']}\")\nprint(f\"Fills: {order.get('fills', [])}\")",
   "metadata": {},
   "execution_count": null,
   "outputs": []
  },
  {
   "cell_type": "code",
   "id": "9ae35b32",
   "source": "# 3. Limit buy — comprar 0.001 BTC a un precio bajo\n# Primero obtener precio actual para poner una limit por debajo\ncurrent_price = float(requests.get(f\"{BASE}/api/v3/ticker/price\",\n                                    params={\"symbol\": \"BTCUSDT\"}).json()[\"price\"])\nlimit_price = round_step(current_price * 0.95, filters[\"price_filter\"][\"tick_size\"])  # 5% debajo\nqty = round_step(0.001, filters[\"lot_size\"][\"step\"])\n\nprint(f\"Precio actual: {current_price:.2f}\")\nprint(f\"Limit buy a: {limit_price:.2f} ({qty} BTC)\")\norder = limit_buy(\"BTCUSDT\", qty, limit_price)\nprint(f\"Order ID: {order['orderId']}, Status: {order['status']}\")",
   "metadata": {},
   "execution_count": null,
   "outputs": []
  },
  {
   "cell_type": "code",
   "id": "f3b60aa0",
   "source": "# 4. Ver ordenes abiertas y cancelar\nopen_orders = get_open_orders(\"BTCUSDT\")\nprint(f\"Ordenes abiertas: {len(open_orders)}\")\nfor o in open_orders:\n    print(f\"  ID={o['orderId']} {o['side']} {o['type']} qty={o['origQty']} price={o['price']} status={o['status']}\")\n\n# Cancelar todas\nif open_orders:\n    cancel_all_orders(\"BTCUSDT\")\n    print(\"Todas las ordenes canceladas\")",
   "metadata": {},
   "execution_count": null,
   "outputs": []
  },
  {
   "cell_type": "code",
   "id": "a61bf0e9",
   "source": "# 5. Historial de trades ejecutados\nmy_trades = get_my_trades(\"BTCUSDT\", limit=10)\nif my_trades:\n    df_my = pd.DataFrame(my_trades)\n    df_my[\"time\"] = pd.to_datetime(df_my[\"time\"], unit=\"ms\", utc=True)\n    df_my[\"price\"] = df_my[\"price\"].astype(float)\n    df_my[\"qty\"] = df_my[\"qty\"].astype(float)\n    df_my[\"quoteQty\"] = df_my[\"quoteQty\"].astype(float)\n    print(f\"Ultimos {len(df_my)} trades:\")\n    display(df_my[[\"time\", \"price\", \"qty\", \"quoteQty\", \"isBuyer\", \"isMaker\"]])\nelse:\n    print(\"Sin trades ejecutados aun\")",
   "metadata": {},
   "execution_count": null,
   "outputs": []
  }
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