I'm accessing an API and retrieving some data from the API as a dictionary where the keys are all the same. Code below.
order_book = session.orderbook(symbol="ETHUSDT")
print(order_book)
This returns the below dictionary. A Range of prices, the symbol name (which is always the same), how many contracts are available at the price and the side available as buy or sell.
{'ret_code': 0, 'ret_msg': 'OK', 'ext_code': '', 'ext_info': '', 'result': [{'symbol': 'ETHUSDT', 'price': '1125.55', 'size': 99.62, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.5', 'size': 4.93, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.45', 'size': 6.45, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.4', 'size': 6.39, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.35', 'size': 32.81, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.3', 'size': 17.89, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.25', 'size': 4.41, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.2', 'size': 26.39, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.15', 'size': 15.35, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.1', 'size': 23.01, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.05', 'size': 37.36, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125', 'size': 62.45, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.95', 'size': 0.01, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.9', 'size': 6.25, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.85', 'size': 12.03, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.8', 'size': 48.02, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.75', 'size': 10, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.7', 'size': 0.01, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.65', 'size': 4.6, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.6', 'size': 4.17, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.55', 'size': 24.44, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.5', 'size': 16.72, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.45', 'size': 2.68, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.4', 'size': 8.87, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1124.35', 'size': 135.25, 'side': 'Buy'}, {'symbol': 'ETHUSDT', 'price': '1125.6', 'size': 21.38, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1125.7', 'size': 0.02, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1125.75', 'size': 9.46, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1125.8', 'size': 0.01, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1125.85', 'size': 29.1, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1125.9', 'size': 4.26, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1125.95', 'size': 14.53, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126', 'size': 13.9, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.05', 'size': 21.66, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.1', 'size': 39.36, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.15', 'size': 24.7, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.2', 'size': 9.07, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.25', 'size': 4.08, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.3', 'size': 49.79, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.35', 'size': 9.66, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.4', 'size': 17.13, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.45', 'size': 11.72, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.5', 'size': 4.55, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.55', 'size': 4.58, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.6', 'size': 124.11, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.65', 'size': 1.86, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.75', 'size': 18.47, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.8', 'size': 3.42, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.85', 'size': 18.46, 'side': 'Sell'}, {'symbol': 'ETHUSDT', 'price': '1126.9', 'size': 27.71, 'side': 'Sell'}], 'time_now': '1655855941.823052'}
So I am trying to figure out how I can access specific contract size for specific prices when the keys are the same? For example, the first 5 buy side and the first 5 sell side contract size, or even individual contract sizes based on specific prices.
I have tried googling this but I'm not even sure what to google to be honest.
Any help would be vey much appreciated. Even some idea on what I could search to figure it out myself?
Thanks in advance for any help.
Edit:
okay so I'm trying to use the code posted below to find the largest value contract size of the buy side
transactions = [trans for trans in order_book['result'] if trans['size'] == max and trans['side'] == 'Sell']print(transactions)
I'm receiving the following error
TypeError Traceback (most recent call last)~\AppData\Local\Temp/ipykernel_15204/2875214528.py in <module>
12 order_book = [session.orderbook(symbol="ETHUSDT")]
13 ---> 14 transactions = [trans for trans in order_book['result'] if trans['size'] == max and trans['side'] == 'Sell']
15 print(transactions)TypeError: list indices must be integers or slices, not str
again any help is very much appreciated :)
CodePudding user response:
You can use the same approach as example below:
def find_contract_size(price):
return [result['size'] for result in order_book['result'] if result['price'] == price]
>>> print(find_contract_size('1125.45'))
>>> [6.45]
CodePudding user response:
I assume you mean result
, which is a list of dictionaries, rather than a dictionary.
The lazy way would be with a list comprehension
transactions = [trans for trans in order_book['result'] if trans['size'] > 30]
transactions = [trans for trans in order_book['result'] if trans['side'] == 'Buy']
transactions = [trans for trans in order_book['result'] if float(trans['price']) < 1125.4 and trans['side'] == 'Sell']