660 lines
16 KiB
Plaintext
660 lines
16 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"# Trade derivatives\n",
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"\n",
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"## Derivatives Types\n",
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"There are three derivatives types available for trading at OKX. \n",
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"- Futures\n",
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"- Perpetual swaps\n",
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"- Options\n",
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"You can refer to [Derivatives Explained](https://www.okx.com/academy/en/bitcoin-derivatives-explained-futures-perpetual-swaps-and-options) for explanations and more information. \n",
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"We will use Perpetual swaps as examples in this tutorial.\n",
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"\n",
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"## Install python package\n",
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"You can install and upgrade `python-okx` from PyPi server."
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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}
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},
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"outputs": [],
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"source": [
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"! pip install python-okx --upgrade"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"## Import API modules\n",
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"The following modules are available\n",
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"- Trade\n",
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"- BlockTrading\n",
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"- Funding\n",
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"- Account\n",
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"- Convert\n",
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"- Earning\n",
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"- SubAccount\n",
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"- MarketData\n",
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"- PublicData\n",
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"- TradingData\n",
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"- Status\n",
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"- NDBroker\n",
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"- FDBroker"
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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}
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},
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"outputs": [],
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"source": [
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"import okx.Trade as Trade"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"## Fill in your API key details"
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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}
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},
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"outputs": [],
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"source": [
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"api_key = \"xxxxx\"\n",
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"secret_key = \"xxxxx\"\n",
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"passphrase = \"xxxxxx\""
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"## Get available funds"
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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}
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},
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"outputs": [],
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"source": [
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"import okx.Funding as Funding\n",
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"\n",
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"flag = \"1\" # live trading:0 , demo trading：1\n",
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"\n",
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"fundingAPI = Funding.FundingAPI(api_key, secret_key, passphrase, False, flag)\n",
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"\n",
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"result = fundingAPI.get_currencies()\n",
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"print(result)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"## Get market data\n",
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"You can also replace instType with \"FUTURES\" or \"OPTION\" for your information."
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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}
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},
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"outputs": [],
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"source": [
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"import okx.MarketData as MarketData\n",
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"\n",
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"flag = \"1\" # live trading: 0, demo trading: 1\n",
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"\n",
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"marketDataAPI = MarketData.MarketAPI(flag = flag)\n",
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"\n",
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"result = marketDataAPI.get_tickers(instType = \"SWAP\")\n",
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"print(result)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"# Prepare for trading\n",
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"- Make sure you understand the basic trading rules. Please refer to [Basic Trading Rules](https://www.okx.com/support/hc/en-us/sections/360011507312)\n",
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"- Make sure you have enough funds in your trading account. Please refer to [Get balance](https://www.okx.com/docs-v5/en/#rest-api-account-get-balance)."
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"## Get account balance. Please refer to [Get balance](https://www.okx.com/docs-v5/en/#rest-api-account-get-balance)."
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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},
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"scrolled": true
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},
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"outputs": [],
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"source": [
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"import okx.Account as Account\n",
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"flag = \"1\" # live trading: 0, demo trading: 1\n",
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"\n",
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"accountAPI = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)\n",
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"\n",
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"result = accountAPI.get_account_balance()\n",
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"print(result)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"## Get available trading pairs from [Get instruments](https://www.okx.com/docs-v5/en/#rest-api-public-data-get-instruments).\n",
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"As in the same manner, choose the instType that you would like to get information for."
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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},
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"scrolled": true
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},
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"outputs": [],
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"source": [
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"import okx.PublicData as PublicData\n",
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"\n",
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"if __name__ == '__main__':\n",
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"\n",
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" flag = \"1\" # live trading: 0, demo trading: 1\n",
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"\n",
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" publicDataAPI = PublicData.PublicAPI(flag = flag)\n",
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"\n",
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" result = publicDataAPI.get_instruments(instType = \"SWAP\")\n",
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" print(result)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"## Get the current account configuration from the `acctLv` parameter in [Get account configuration](https://www.okx.com/docs-v5/en/#rest-api-account-get-account-configuration).\n",
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"In unified account, there are four account modes as we mentioned in the last tutorial: \n",
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"- Simple account,\n",
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"- Single-currency margin account, \n",
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"- Multi-currency margin account, \n",
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"- Portfolio margin account. \n",
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"\n",
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"Only the last three margin modes, namely, single-currency margin, multi-currency margin and portfolio margin, are eligible to trade derivatives."
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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}
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},
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"outputs": [],
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"source": [
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"import okx.Account as Account\n",
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"\n",
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"flag = \"1\" # live trading: 0, demo trading: 1\n",
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"\n",
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"accountAPI = Account.AccountAPI(api_key, secret_key, passphrase, False, flag)\n",
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"result = accountAPI.get_account_config()\n",
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"print(result)\n",
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"\n",
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"if result['code'] == \"0\":\n",
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" acctLv = result[\"data\"][0][\"acctLv\"]\n",
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" if acctLv == \"1\":\n",
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" print(\"Simple mode\")\n",
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" elif acctLv == \"2\":\n",
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" print(\"Single-currency margin mode\")\n",
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" elif acctLv == \"3\":\n",
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" print(\"Multi-currency margin mode\")\n",
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" elif acctLv == \"4\":\n",
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" print(\"Portfolio margin mode\")"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Set leverage via [Set leverage](https://www.okx.com/docs-v5/en/#rest-api-account-set-leverage).\n",
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"You can refer to [OKX Margin Trading Rules](https://www.okx.com/support/hc/en-us/articles/360019908352--OKX-Margin-Trading-Rules).\n",
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"The leverage of a single currency, Leverage = position value / (balance in cross positions + unrealized P&L in cross margin positions).\n",
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"See [references of setting leverage](https://www.okx.com/trade-market/position/swap) for more information."
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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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"metadata": {},
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"outputs": [],
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"source": [
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"# Set leverage on long BTC-USDT-200802 for isolated `FUTURES`\n",
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"result = accountAPI.set_leverage(\n",
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" instId = \"BTC-USDT-200802\",\n",
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" lever = \"5\",\n",
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" posSide = \"long\",\n",
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" mgnMode = \"isolated\"\n",
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")\n",
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"print(result)\n",
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"\n",
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"# Set leverage for cross `FUTURES/SWAP` at underlying level\n",
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"result = accountAPI.set_leverage(\n",
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" instId = \"BTC-USDT-200802\",\n",
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" lever = \"5\",\n",
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" mgnMode = \"cross\"\n",
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")\n",
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"print(result)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"# Start Derivatives Trading"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"### Derivatives trading under single-currency margin/multi-currency margin/portfolio margin mode"
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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}
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},
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"outputs": [],
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"source": [
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"import okx.Trade as Trade\n",
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"\n",
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"flag = \"1\" # live trading: 0, demo trading: 1\n",
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"\n",
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"tradeAPI = Trade.TradeAPI(api_key, secret_key, passphrase, False, flag)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"### Place a limit order via [Place order](https://www.okx.com/docs-v5/en/#rest-api-trade-place-order)"
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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}
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},
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"outputs": [],
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"source": [
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"# limit order\n",
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"result = tradeAPI.place_order(\n",
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" instId=\"BTC-USDT-SWAP\",\n",
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" tdMode=\"isolated\",\n",
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" side=\"buy\",\n",
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" posSide=\"net\",\n",
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" ordType=\"limit\",\n",
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" px=\"19000\",\n",
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" sz=\"100\"\n",
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")\n",
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"print(result)\n",
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"\n",
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"if result[\"code\"] == \"0\":\n",
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" print(\"Successful order request，order_id = \",result[\"data\"][0][\"ordId\"])\n",
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"else:\n",
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" print(\"Unsuccessful order request，error_code = \",result[\"data\"][0][\"sCode\"], \", Error_message = \", result[\"data\"][0][\"sMsg\"])"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"pycharm": {
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"name": "#%% md\n"
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}
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},
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"source": [
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"### Place a market order"
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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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"metadata": {
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"pycharm": {
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"name": "#%%\n"
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}
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},
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"outputs": [],
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"source": [
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"# market order\n",
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"result = tradeAPI.place_order(\n",
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" instId=\"BTC-USDT-SWAP\",\n",
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" tdMode=\"isolated\",\n",
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" side=\"buy\",\n",
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" posSide=\"net\",\n",
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" ordType=\"market\",\n",
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" sz=\"100\"\n",
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")\n",
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"print(result)\n",
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"\n",
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"if result[\"code\"] == \"0\":\n",
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" print(\"Successful order request，order_id = \",result[\"data\"][0][\"ordId\"])\n",
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"else:\n",
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" print(\"Unsuccessful order request，error_code = \",result[\"data\"][0][\"sCode\"], \", Error_message = \", result[\"data\"][0][\"sMsg\"])"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Cancel an order via [Cancel order](https://www.okx.com/docs-v5/en/#rest-api-trade-cancel-order)\n",
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"You also use clOrdId in place of ordId"
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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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"metadata": {},
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"outputs": [],
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"source": [
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"result = tradeAPI.cancel_order(instId=\"BTC-USDT-SWAP\", ordId=\"505073046126960640\")\n",
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"print(result)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Amend an order via [Amend order](https://www.okx.com/docs-v5/en/#rest-api-trade-amend-order)\n",
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"You also use clOrdId in place of ordId.\n",
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"This example shows the revision of a new size."
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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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"metadata": {},
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"outputs": [],
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"source": [
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"result = tradeAPI.amend_order(\n",
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" instId=\"BTC-USDT-SWAP\", \n",
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" ordId=\"505073046126960640\",\n",
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" newSz=\"80\"\n",
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")\n",
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"print(result)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## Get details/state of a certain order, please refer to [Get order details](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-details)\n",
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"Other than ordId, you can also specify clOrdId to get order details."
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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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"metadata": {},
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"outputs": [],
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"source": [
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"result = tradeAPI.get_order(instId=\"BTC-USDT-SWAP\", ordId=\"505073046126960640\")\n",
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"print(result)"
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]
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},
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{
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"cell_type": "markdown",
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||
"metadata": {
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||
"pycharm": {
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"name": "#%% md\n"
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||
}
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},
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"source": [
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"## To get the list of open orders, please refer to [Get order List](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-list)"
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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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"metadata": {
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||
"pycharm": {
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"name": "#%%\n"
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}
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},
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"outputs": [],
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"source": [
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"result = tradeAPI.get_order_list()\n",
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"print(result)"
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]
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},
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{
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"cell_type": "markdown",
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||
"metadata": {
|
||
"pycharm": {
|
||
"name": "#%% md\n"
|
||
}
|
||
},
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"source": [
|
||
"## To get past orders，please refer to [Get order history (last 7 days)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-history-last-7-days) and [Get order history (last 3 months)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-order-history-last-3-months)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": null,
|
||
"metadata": {
|
||
"pycharm": {
|
||
"name": "#%%\n"
|
||
}
|
||
},
|
||
"outputs": [],
|
||
"source": [
|
||
"result = tradeAPI.get_orders_history(\n",
|
||
" instType=\"SPOT\"\n",
|
||
")\n",
|
||
"print(result)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": null,
|
||
"metadata": {
|
||
"pycharm": {
|
||
"name": "#%%\n"
|
||
}
|
||
},
|
||
"outputs": [],
|
||
"source": [
|
||
"result = tradeAPI.get_orders_history_archive(\n",
|
||
" instType=\"SPOT\"\n",
|
||
")\n",
|
||
"print(result)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "markdown",
|
||
"metadata": {
|
||
"pycharm": {
|
||
"name": "#%% md\n"
|
||
}
|
||
},
|
||
"source": [
|
||
"## To get past trades，please refer to [Get transaction details (last 3 days)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-transaction-details-last-3-days) and [Get transaction details (last 3 months)](https://www.okx.com/docs-v5/en/#rest-api-trade-get-transaction-details-last-3-months)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": null,
|
||
"metadata": {
|
||
"pycharm": {
|
||
"name": "#%%\n"
|
||
}
|
||
},
|
||
"outputs": [],
|
||
"source": [
|
||
"result = tradeAPI.get_fills(\n",
|
||
" instType = \"SWAP\"\n",
|
||
")\n",
|
||
"print(result)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": null,
|
||
"metadata": {
|
||
"pycharm": {
|
||
"name": "#%%\n"
|
||
}
|
||
},
|
||
"outputs": [],
|
||
"source": [
|
||
"result = tradeAPI.get_fills_history(\n",
|
||
" instType = \"SWAP\"\n",
|
||
")\n",
|
||
"print(result)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "markdown",
|
||
"metadata": {},
|
||
"source": [
|
||
"## Get positions via [Get positions](https://www.okx.com/docs-v5/en/#rest-api-account-get-positions)\n",
|
||
"When your account is in net mode, net positions will be displayed, and when your account is in long/short mode, long or short positions will be displayed."
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "code",
|
||
"execution_count": null,
|
||
"metadata": {},
|
||
"outputs": [],
|
||
"source": [
|
||
"result = accountAPI.get_positions()\n",
|
||
"print(result)"
|
||
]
|
||
},
|
||
{
|
||
"cell_type": "markdown",
|
||
"metadata": {},
|
||
"source": [
|
||
"For example, you can track your unrealized profit and loss through the response parameter upl."
|
||
]
|
||
}
|
||
],
|
||
"metadata": {
|
||
"kernelspec": {
|
||
"display_name": "Python 3 (ipykernel)",
|
||
"language": "python",
|
||
"name": "python3"
|
||
},
|
||
"language_info": {
|
||
"codemirror_mode": {
|
||
"name": "ipython",
|
||
"version": 3
|
||
},
|
||
"file_extension": ".py",
|
||
"mimetype": "text/x-python",
|
||
"name": "python",
|
||
"nbconvert_exporter": "python",
|
||
"pygments_lexer": "ipython3",
|
||
"version": "3.9.12"
|
||
}
|
||
},
|
||
"nbformat": 4,
|
||
"nbformat_minor": 1
|
||
}
|