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_flibrary 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 instanceapi_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 datadata = {
'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 usageprices = [100.0, 120.0, 110.0, 130.0, 115.0]
Example prices for BTC-USDdf = convert_to_df(prices)
print(df)
Explanation:
- Let's first import the required libraries and set up our API credentials.
- We create aRequestClient
instance 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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