138 lines
4.3 KiB
Plaintext
138 lines
4.3 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "markdown",
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"id": "c4c1bfe6",
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"metadata": {},
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"source": [
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"# 04 — Trading Programatico (Binance API)\n",
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"\n",
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"Operaciones de trading via REST API con autenticacion HMAC-SHA256.\n",
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"\n",
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"**Autenticacion:** Cada request firmado necesita:\n",
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"1. Header `X-MBX-APIKEY` con tu API key\n",
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"2. Parametro `timestamp` (unix ms, dentro de 5000ms del server)\n",
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"3. Parametro `signature` = HMAC-SHA256(query_string, secret_key)\n",
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"\n",
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"**Endpoints de trading (Spot):**\n",
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"| Accion | Metodo | Endpoint | Weight |\n",
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"|---|---|---|---|\n",
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"| Crear orden | POST | `/api/v3/order` | 1 |\n",
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"| Test orden | POST | `/api/v3/order/test` | 1 |\n",
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"| Cancelar orden | DELETE | `/api/v3/order` | 1 |\n",
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"| Cancelar todas | DELETE | `/api/v3/openOrders` | 1 |\n",
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"| Ver orden | GET | `/api/v3/order` | 4 |\n",
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"| Ordenes abiertas | GET | `/api/v3/openOrders` | 6 |\n",
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"| Cuenta/balances | GET | `/api/v3/account` | 20 |\n",
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"| Mis trades | GET | `/api/v3/myTrades` | 20 |\n",
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"\n",
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"**Tipos de orden:** MARKET, LIMIT (GTC/IOC/FOK), STOP_LOSS_LIMIT, TAKE_PROFIT_LIMIT, LIMIT_MAKER\n",
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"\n",
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"**TESTNET:** `https://testnet.binance.vision` — mismo API, balances gratis, keys via GitHub login"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "599a54e7",
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"metadata": {},
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"outputs": [],
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"source": [
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"import hashlib\n",
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"import hmac\n",
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"import time\n",
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"import math\n",
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"import requests\n",
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"import pandas as pd\n",
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"\n",
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"# --- CONFIGURACION ---\n",
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"# Para testnet (seguro para pruebas):\n",
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"BASE = \"https://testnet.binance.vision\"\n",
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"# Para produccion (dinero real):\n",
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"# BASE = \"https://api.binance.com\"\n",
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"\n",
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"# Crea tus keys en https://testnet.binance.vision (login con GitHub)\n",
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"API_KEY = \"\" # <-- tu API key aqui\n",
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"API_SECRET = \"\" # <-- tu secret aqui"
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]
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},
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{
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"cell_type": "markdown",
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"id": "acc0b354",
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"metadata": {},
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"source": [
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"## Firma HMAC-SHA256\n",
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"\n",
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"Toda request autenticada requiere `timestamp` + `signature`. La firma es HMAC del query string completo."
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "3fa09567",
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"metadata": {},
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"outputs": [],
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"source": [
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"def signed_request(method: str, endpoint: str, params: dict | None = None) -> dict:\n",
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" \"\"\"Request firmado a Binance API (funciona con testnet y produccion).\"\"\"\n",
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" if params is None:\n",
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" params = {}\n",
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"\n",
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" params[\"timestamp\"] = int(time.time() * 1000)\n",
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" params[\"recvWindow\"] = 5000\n",
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"\n",
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" query_string = \"&\".join(f\"{k}={v}\" for k, v in params.items())\n",
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" signature = hmac.new(\n",
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" API_SECRET.encode(), query_string.encode(), hashlib.sha256\n",
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" ).hexdigest()\n",
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" params[\"signature\"] = signature\n",
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"\n",
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" headers = {\"X-MBX-APIKEY\": API_KEY}\n",
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"\n",
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" if method == \"GET\":\n",
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" resp = requests.get(f\"{BASE}{endpoint}\", params=params, headers=headers)\n",
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" elif method == \"POST\":\n",
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" resp = requests.post(f\"{BASE}{endpoint}\", params=params, headers=headers)\n",
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" elif method == \"DELETE\":\n",
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" resp = requests.delete(f\"{BASE}{endpoint}\", params=params, headers=headers)\n",
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" else:\n",
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" raise ValueError(f\"Metodo no soportado: {method}\")\n",
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"\n",
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" resp.raise_for_status()\n",
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" return resp.json()"
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]
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},
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{
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"cell_type": "markdown",
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"id": "725c3d14",
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"metadata": {},
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"source": [
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"## Consultar informacion del simbolo (filtros de ordenes)\n",
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"\n",
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"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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]
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3 (ipykernel)",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.13.7"
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"nbformat": 4,
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"nbformat_minor": 5
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