77 lines
2.5 KiB
Python
77 lines
2.5 KiB
Python
import urllib.parse
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import hashlib
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import hmac
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import base64
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import requests
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import time
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import pandas as pd
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import io
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from dotenv import load_dotenv
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import os
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# Load environment variables
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load_dotenv()
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api_url = "https://api.binance.us" # don't use wrong link scalar values error
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# create a file named '.env' with the below keys like so: BINANCE_API_KEY="mysuperlongbinancekey"
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api_key = os.environ.get("BINANCE_API_KEY")
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secret_key = os.environ.get("BINANCE_SECRET_KEY")
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def get_binanceus_signature(data, secret):
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postdata = urllib.parse.urlencode(data)
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message = postdata.encode()
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byte_key = bytes(secret, 'UTF-8')
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mac = hmac.new(byte_key, message, hashlib.sha256).hexdigest()
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return mac
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# Attach auth headers and return results from POST request
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def binanceus_request_key(uri_path, data, api_key, api_sec):
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headers = {}
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headers['X-MBX-APIKEY'] = api_key
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signature = get_binanceus_signature(data, api_sec)
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params={
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**data,
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"signature": signature,
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}
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req = requests.get((api_url + uri_path), headers=headers, params=params)
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return req.text
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uri_path = "/api/v3/allOrders"
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out_path = "E:\\prodigy\\Scripts\\api-testing\\binance\\"
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df_nest_symbols = pd.read_excel(out_path + "binance.xlsx", sheet_name="BinanceCoinListManual", usecols="N", header=0) # using header none is the way, 0 = first row header
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# print(df_nest_symbols) # prints pandas.DataFrame read from excel sheet
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# time to loop that data in multiple calls. while also appending the data from the calls to another pandas.Dataframe
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appended_data = []
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for row in df_nest_symbols.itertuples():
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data_symbol = {
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"timestamp": int(time.time() * 1000),
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"symbol": str.upper(row.binanceid)
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}
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print(data_symbol)
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print("reading JSON data...")
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result=binanceus_request_key(uri_path, data_symbol, api_key, secret_key)
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print(result)
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print("reading JSON data into DataFrame...")
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df_nest = pd.read_json(io.StringIO(result))
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print("DataFrame created succesfully")
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print("DataFrame Shape:", df_nest.shape) # show dataframe is expanding
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appended_data.append(df_nest)
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appended_data = pd.concat(appended_data)
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# now write all that data to excel sheet
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try:
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with pd.ExcelWriter(out_path + 'binance.xlsx', mode="a", engine="openpyxl", if_sheet_exists="replace") as writer:
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appended_data.to_excel(writer, sheet_name="BinanceAllOrders", index=False)
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print("DataFrame written to Excel")
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except Exception as e:
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print(f"Error: {e}")
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