Trade_Base_Extendido/TradeDeLaBase_extendido.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 0) Instalación\n",
    "\n",
    "1) Instalar [Anaconda](https://www.anaconda.com/download) y [Microsoft Build Tools](https://www.microsoft.com/es-es/download/details.aspx?id=48159). En este último hay que seleccionar la opción de \"Desarrollo para el escritorio con C++\".\n",
    "2) Clonar nuestro repositorio de Github.\n",
    "3) Abrir una terminal de windows en la carpeta clonada.\n",
    "4) Ejecutar el comando: conda create -n trading_env python=3.11. Este comando crea un entorno de conda llamado trading_env. Aquí instalaremos las dependencias necesarias.\n",
    "5) Ejecutar el comando: conda activate trading_env. Esto activa el entorno recien creado.\n",
    "6) Ejecutar el comando: python -m pip install -r requirements.txt. Estos instala las dependencias necesarias.\n",
    "7) Por último tienes que abrir el Jupyter Notebook en el IDE de tu elección: puedes usar Jupyter Lab o Visual Studio. En cualquier caso recuerda seleccionar el entorno trading_env en tu IDE."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "#########################################################\n",
    "# EJECUTAR ESTA CELDA PARA CREAR LAS CARPETAS NECESARIAS\n",
    "#########################################################\n",
    "import os\n",
    "\n",
    "def crear_carpetas():\n",
    "\n",
    "    for folder in ['img', 'ordenes', 'posiciones', 'informes']:\n",
    "        if not os.path.exists(folder):\n",
    "            os.makedirs(folder)\n",
    "crear_carpetas()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 1) Importar librerías"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [],
   "source": [
    "# https://stackoverflow.com/questions/47404653/pandas-0-21-0-timestamp-compatibility-issue-with-matplotlib \n",
    "from pandas.plotting import register_matplotlib_converters\n",
    "register_matplotlib_converters()\n",
    "\n",
    "from IPython.display import clear_output\n",
    "from main import main\n",
    "\n",
    "# Comando para crear requirements.txt\n",
    "# pip list --format=freeze > requirements.txt"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 2) Análisis histórico de las bases. Gráficos e informe PDF\n",
    "\n",
    "Solo es posible para contratos futuros vivos, los vencidos no se pueden descargar"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "exchange_name = 'okex'\n",
    "opciones = ['historico_bases']\n",
    "parametros = {\n",
    "    'monedas':['XRP'], # Dejar vacio para todas las monedas\n",
    "}\n",
    "main(exchange_name, opciones, parametros)\n",
    "clear_output(wait=True)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 3) Cálculo de las bases de mercado en tiempo real. Tabla"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "header:  {'Content-Type': 'application/json', 'x-simulated-trading': '0'}\n",
      "domain: https://www.okx.com\n",
      "url: /api/v5/market/tickers?instType=FUTURES\n",
      "True\n",
      "{'apiKey': True, 'secret': True, 'uid': False, 'login': False, 'password': True, 'twofa': False, 'privateKey': False, 'walletAddress': False, 'token': False}\n"
     ]
    },
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       "      <th></th>\n",
       "      <th>base_ask</th>\n",
       "      <th>base_ask_an</th>\n",
       "      <th>base_bid</th>\n",
       "      <th>base_bid_an</th>\n",
       "      <th>dias_para_vencimiento</th>\n",
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       "      <th>BTC-USDT-240308</th>\n",
       "      <td>0.346731</td>\n",
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       "      <td>0.376765</td>\n",
       "      <td>137.519090</td>\n",
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       "      <th>BTC-USDT-240315</th>\n",
       "      <td>0.916715</td>\n",
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       "      <td>0.968229</td>\n",
       "      <td>44.175440</td>\n",
       "      <td>8</td>\n",
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       "    <tr>\n",
       "      <th>BTC-USDT-240329</th>\n",
       "      <td>1.768551</td>\n",
       "      <td>29.341862</td>\n",
       "      <td>1.796788</td>\n",
       "      <td>29.810340</td>\n",
       "      <td>22</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>BTC-USDT-240426</th>\n",
       "      <td>3.235534</td>\n",
       "      <td>23.619401</td>\n",
       "      <td>3.329103</td>\n",
       "      <td>24.302453</td>\n",
       "      <td>50</td>\n",
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       "      <th>BTC-USDT-240628</th>\n",
       "      <td>6.696211</td>\n",
       "      <td>21.629353</td>\n",
       "      <td>6.730160</td>\n",
       "      <td>21.739012</td>\n",
       "      <td>113</td>\n",
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       "    <tr>\n",
       "      <th>BTC-USDT-240927</th>\n",
       "      <td>10.662618</td>\n",
       "      <td>19.077724</td>\n",
       "      <td>10.722700</td>\n",
       "      <td>19.185224</td>\n",
       "      <td>204</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>ETH-USDT-240308</th>\n",
       "      <td>0.248754</td>\n",
       "      <td>90.795074</td>\n",
       "      <td>0.322990</td>\n",
       "      <td>117.891293</td>\n",
       "      <td>1</td>\n",
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       "      <th>ETH-USDT-240315</th>\n",
       "      <td>1.012745</td>\n",
       "      <td>46.206503</td>\n",
       "      <td>1.057551</td>\n",
       "      <td>48.250744</td>\n",
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       "      <th>ETH-USDT-240329</th>\n",
       "      <td>1.994070</td>\n",
       "      <td>33.083441</td>\n",
       "      <td>2.043315</td>\n",
       "      <td>33.900458</td>\n",
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       "      <th>ETH-USDT-240628</th>\n",
       "      <td>6.940490</td>\n",
       "      <td>22.418396</td>\n",
       "      <td>6.982191</td>\n",
       "      <td>22.553094</td>\n",
       "      <td>113</td>\n",
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       "    <tr>\n",
       "      <th>XRP-USDT-240308</th>\n",
       "      <td>0.147396</td>\n",
       "      <td>53.799541</td>\n",
       "      <td>0.343980</td>\n",
       "      <td>125.552826</td>\n",
       "      <td>1</td>\n",
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       "    <tr>\n",
       "      <th>XRP-USDT-240315</th>\n",
       "      <td>0.999181</td>\n",
       "      <td>45.587633</td>\n",
       "      <td>1.261468</td>\n",
       "      <td>57.554472</td>\n",
       "      <td>8</td>\n",
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       "      <th>XRP-USDT-240329</th>\n",
       "      <td>1.965924</td>\n",
       "      <td>32.616466</td>\n",
       "      <td>2.162871</td>\n",
       "      <td>35.883991</td>\n",
       "      <td>22</td>\n",
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       "      <th>XRP-USDT-240628</th>\n",
       "      <td>8.077994</td>\n",
       "      <td>26.092637</td>\n",
       "      <td>8.128482</td>\n",
       "      <td>26.255718</td>\n",
       "      <td>113</td>\n",
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       "      <th>EOS-USDT-240308</th>\n",
       "      <td>-0.058298</td>\n",
       "      <td>-21.278663</td>\n",
       "      <td>0.340136</td>\n",
       "      <td>124.149660</td>\n",
       "      <td>1</td>\n",
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       "    <tr>\n",
       "      <th>EOS-USDT-240315</th>\n",
       "      <td>0.709427</td>\n",
       "      <td>32.367590</td>\n",
       "      <td>1.205405</td>\n",
       "      <td>54.996598</td>\n",
       "      <td>8</td>\n",
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       "      <th>EOS-USDT-240329</th>\n",
       "      <td>1.496308</td>\n",
       "      <td>24.825107</td>\n",
       "      <td>1.583908</td>\n",
       "      <td>26.278478</td>\n",
       "      <td>22</td>\n",
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       "      <th>EOS-USDT-240628</th>\n",
       "      <td>7.557801</td>\n",
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       "      <td>7.705762</td>\n",
       "      <td>24.890294</td>\n",
       "      <td>113</td>\n",
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       "      <th>ETC-USDT-240308</th>\n",
       "      <td>-0.054304</td>\n",
       "      <td>-19.820798</td>\n",
       "      <td>0.380331</td>\n",
       "      <td>138.820973</td>\n",
       "      <td>1</td>\n",
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       "      <th>ETC-USDT-240315</th>\n",
       "      <td>0.950312</td>\n",
       "      <td>43.357996</td>\n",
       "      <td>1.331160</td>\n",
       "      <td>60.734175</td>\n",
       "      <td>8</td>\n",
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       "      <th>ETC-USDT-240329</th>\n",
       "      <td>1.927776</td>\n",
       "      <td>31.983561</td>\n",
       "      <td>2.254822</td>\n",
       "      <td>37.409548</td>\n",
       "      <td>22</td>\n",
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       "    <tr>\n",
       "      <th>ETC-USDT-240628</th>\n",
       "      <td>7.982623</td>\n",
       "      <td>25.784578</td>\n",
       "      <td>8.204292</td>\n",
       "      <td>26.500590</td>\n",
       "      <td>113</td>\n",
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       "    <tr>\n",
       "      <th>LTC-USDT-240308</th>\n",
       "      <td>0.046926</td>\n",
       "      <td>17.128109</td>\n",
       "      <td>0.082131</td>\n",
       "      <td>29.977707</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>LTC-USDT-240315</th>\n",
       "      <td>0.680352</td>\n",
       "      <td>31.041056</td>\n",
       "      <td>0.809574</td>\n",
       "      <td>36.936818</td>\n",
       "      <td>8</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>LTC-USDT-240329</th>\n",
       "      <td>1.677616</td>\n",
       "      <td>27.833177</td>\n",
       "      <td>1.959404</td>\n",
       "      <td>32.508293</td>\n",
       "      <td>22</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>LTC-USDT-240628</th>\n",
       "      <td>6.851244</td>\n",
       "      <td>22.130123</td>\n",
       "      <td>7.028042</td>\n",
       "      <td>22.701197</td>\n",
       "      <td>113</td>\n",
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       "                  base_ask  base_ask_an   base_bid  base_bid_an  \\\n",
       "BTC-USDT-240308   0.346731   126.556836   0.376765   137.519090   \n",
       "BTC-USDT-240315   0.916715    41.825109   0.968229    44.175440   \n",
       "BTC-USDT-240329   1.768551    29.341862   1.796788    29.810340   \n",
       "BTC-USDT-240426   3.235534    23.619401   3.329103    24.302453   \n",
       "BTC-USDT-240628   6.696211    21.629353   6.730160    21.739012   \n",
       "BTC-USDT-240927  10.662618    19.077724  10.722700    19.185224   \n",
       "ETH-USDT-240308   0.248754    90.795074   0.322990   117.891293   \n",
       "ETH-USDT-240315   1.012745    46.206503   1.057551    48.250744   \n",
       "ETH-USDT-240329   1.994070    33.083441   2.043315    33.900458   \n",
       "ETH-USDT-240628   6.940490    22.418396   6.982191    22.553094   \n",
       "XRP-USDT-240308   0.147396    53.799541   0.343980   125.552826   \n",
       "XRP-USDT-240315   0.999181    45.587633   1.261468    57.554472   \n",
       "XRP-USDT-240329   1.965924    32.616466   2.162871    35.883991   \n",
       "XRP-USDT-240628   8.077994    26.092637   8.128482    26.255718   \n",
       "EOS-USDT-240308  -0.058298   -21.278663   0.340136   124.149660   \n",
       "EOS-USDT-240315   0.709427    32.367590   1.205405    54.996598   \n",
       "EOS-USDT-240329   1.496308    24.825107   1.583908    26.278478   \n",
       "EOS-USDT-240628   7.557801    24.412365   7.705762    24.890294   \n",
       "ETC-USDT-240308  -0.054304   -19.820798   0.380331   138.820973   \n",
       "ETC-USDT-240315   0.950312    43.357996   1.331160    60.734175   \n",
       "ETC-USDT-240329   1.927776    31.983561   2.254822    37.409548   \n",
       "ETC-USDT-240628   7.982623    25.784578   8.204292    26.500590   \n",
       "LTC-USDT-240308   0.046926    17.128109   0.082131    29.977707   \n",
       "LTC-USDT-240315   0.680352    31.041056   0.809574    36.936818   \n",
       "LTC-USDT-240329   1.677616    27.833177   1.959404    32.508293   \n",
       "LTC-USDT-240628   6.851244    22.130123   7.028042    22.701197   \n",
       "\n",
       "                 dias_para_vencimiento  \n",
       "BTC-USDT-240308                      1  \n",
       "BTC-USDT-240315                      8  \n",
       "BTC-USDT-240329                     22  \n",
       "BTC-USDT-240426                     50  \n",
       "BTC-USDT-240628                    113  \n",
       "BTC-USDT-240927                    204  \n",
       "ETH-USDT-240308                      1  \n",
       "ETH-USDT-240315                      8  \n",
       "ETH-USDT-240329                     22  \n",
       "ETH-USDT-240628                    113  \n",
       "XRP-USDT-240308                      1  \n",
       "XRP-USDT-240315                      8  \n",
       "XRP-USDT-240329                     22  \n",
       "XRP-USDT-240628                    113  \n",
       "EOS-USDT-240308                      1  \n",
       "EOS-USDT-240315                      8  \n",
       "EOS-USDT-240329                     22  \n",
       "EOS-USDT-240628                    113  \n",
       "ETC-USDT-240308                      1  \n",
       "ETC-USDT-240315                      8  \n",
       "ETC-USDT-240329                     22  \n",
       "ETC-USDT-240628                    113  \n",
       "LTC-USDT-240308                      1  \n",
       "LTC-USDT-240315                      8  \n",
       "LTC-USDT-240329                     22  \n",
       "LTC-USDT-240628                    113  "
      ]
     },
     "execution_count": 3,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "exchange_name = 'okex'\n",
    "opciones = ['tabla_mercado_bases']\n",
    "parametros = {\n",
    "    'monedas':[] # Dejar vacio para todas las monedas\n",
    "}\n",
    "bases_mercado = main(exchange_name, opciones, parametros)\n",
    "bases_mercado"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 4) Análisis de una base a mayor granularidad. Gráfico interactivo"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "header:  {'Content-Type': 'application/json', 'x-simulated-trading': '0'}\n",
      "domain: https://www.okx.com\n",
      "url: /api/v5/market/tickers?instType=FUTURES\n",
      "True\n",
      "{'apiKey': True, 'secret': True, 'uid': False, 'login': False, 'password': True, 'twofa': False, 'privateKey': False, 'walletAddress': False, 'token': False}\n"
     ]
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     },
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     "output_type": "display_data"
    }
   ],
   "source": [
    "from main import main\n",
    "\n",
    "exchange_name = 'okex'\n",
    "opciones = ['interactivo_bases']\n",
    "parametros = {\n",
    "    'monedas':['ETH'], # Dejar vacio para todas las monedas\n",
    "    'meses':0.1,\n",
    "    'tf':'5m'\n",
    "}\n",
    "from main import main\n",
    "main(exchange_name, opciones, parametros)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 5) Visualización en tiempo real. "
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "import os\n",
    "os.system('call activate trading_env && python lanzar_bases_RT.py && pause')"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 6) Spreader automático a mercado. ABRIR base"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "exchange_name = 'okex'\n",
    "opciones = ['abrir_base']\n",
    "parametros = {\n",
    "    'moneda':'XRP',\n",
    "    'fut_i':2,\n",
    "    'base_objetivo': 30,\n",
    "    'apalancamiento':3,\n",
    "    'buscar_base':True,\n",
    "    'ejecutar':True,\n",
    "    'auth_name': 'exchange_auth.env'\n",
    "}\n",
    "\n",
    "main(exchange_name, opciones, parametros)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 7) Spreader automático a mercado. CERRAR base"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "exchange_name = 'okex'\n",
    "opciones = ['cerrar_base']\n",
    "parametros = {\n",
    "    'moneda':'XRP',\n",
    "    'fut_i':1,\n",
    "    'base_objetivo': 20,\n",
    "    'apalancamiento':3,\n",
    "    'cantidad_spot': 0,\n",
    "    'buscar_base':True,\n",
    "    'ejecutar':False,\n",
    "    'auth_name': 'exchange_auth.env'\n",
    "}\n",
    "\n",
    "main(exchange_name, opciones, parametros)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "### 8) Balance y posiciones de la cuenta"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from main import main\n",
    "\n",
    "exchange_name = 'okex'\n",
    "opciones = ['balance']\n",
    "parametros = {'auth_name': 'exchange_auth.env'}\n",
    "\n",
    "balance = main(exchange_name, opciones, parametros)\n",
    "balance"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "from main import main\n",
    "\n",
    "exchange_name = 'okex'\n",
    "opciones = ['posiciones']\n",
    "parametros = {'auth_name': 'exchange_auth.env'}\n",
    "\n",
    "posiciones = main(exchange_name, opciones, parametros)\n",
    "posiciones"
   ]
  }
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