Ethereum: How to convert list into DataFrame in Python (Binance Futures API)

Converting List to Dataframe for Position Management in Python

As a cryptocurrency trader, having accurate and organized data is crucial for making informed decisions. In this article, we will explore how to convert a price list from the Binance Futures API into a Pandas dataframe, which can be used for position management.

Prerequisites:

  • Install the binance_f library using pip: pip install binance_f
  • Set up your Binance API credentials
  • Import the required libraries and set up your API key

Code:

Import RequestClient, OrderBook from binance_f


Set up API credentials and server instance

api_key = 'your_api_key'

api_secret = 'your_api_secret'

request_client = RequestClient(api_key=api_key, api_secret=api_secret)

def convert_to_df(prices):

"""

Convert a list of prices to a pandas DataFrame.

Parameters:

prices(list): List of prices to convert

Returns:

pd.DataFrame: Converted dataframe

"""

order_book = request_client.get_orderbook('BTCUSDT')


Create a dictionary to store price and volume data

data = {

'price': [],

'volume': []

}

To insert into order_book.entries:

entry.price > entry.volume:

data['price'].append(entry.price)

data['volume'].append(entry.volume)

df = pd.DataFrame(data)

return df


Example usage

prices = [100.0, 120.0, 110.0, 130.0, 115.0]

Example prices for BTC-USD

df = convert_to_df(prices)

print(df)

Explanation:

  • Let's first import the required libraries and set up our API credentials.
  • We create aRequestClientinstance using our API key and secret.
  • Theconvert_to_df()function uses the Binance Futures API to take a list of prices as input and retrieve an order book entry for each price.
  • For each entry, we add the price and volume data to a dictionary (data).
  • We create a pandas DataFrame from the dictionary and return it.
  • In the example usage section, we demonstrate how to useconvert_to_df()with a list of prices.

Tips and Variations:

  • You can modify theconvert_to_df()function for different types of price data (e.g. candlestick charts).
  • If you need to process additional data (e.g. trend analysis), you may want to consider using a more advanced library such aspandas-datareader`.
  • To optimize performance, consider caching your API requests or using a queue-based approach for handling high-volume data.

By following this article and adapting it to your specific needs, you can efficiently convert your price list into a pandas DataFrame for location management in Python.

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