Adding new code for prospect Edo Theory

derivatives/Futures Funding Rate - Hourly for instrument.py

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+import requests
+import pandas as pd
+import datetime
+from time import time, sleep
+
+# Hardcoded values
+API_KEY = "your_api_key_here"  # Replace with your actual API key
+INSTRUMENT = "STORJUSDT"  # Replace with your desired instrument
+EXCHANGE = "binance"  # Replace with your desired exchange
+
+def get_funding_rate_data(start_date, end_date, max_retries=4):
+    url = f"https://web3api.io/api/v2/market/futures/funding-rates/{INSTRUMENT}/historical"
+    params = {
+        "exchange": EXCHANGE,
+        "startDate": start_date.strftime("%Y-%m-%d"),
+        "endDate": end_date.strftime("%Y-%m-%d"),
+        "timeInterval": "hours",
+        "timeFormat": "hr"
+    }
+    headers = {
+        "accept": "application/json",
+        "x-api-key": API_KEY
+    }
+
+    retries = 0
+    while retries <= max_retries:
+        response = requests.get(url, headers=headers, params=params)
+        if response.status_code == 200:
+            return response.json()['payload']['data']
+        else:
+            retries += 1
+            sleep(2)  # Wait for 2 seconds before retrying
+
+    print(f"Failed to fetch data for period {start_date} to {end_date} after {max_retries} retries.")
+    return [{"timestamp": start_date.strftime("%Y-%m-%d %H:%M:%S"), "fundingRate": "NO DATA"}]
+
+def main():
+    # Get the start date for the funding rate data
+    info_url = f"https://web3api.io/api/v2/market/futures/exchanges/information"
+    params = {
+        "exchange": EXCHANGE,
+        "instrument": INSTRUMENT,
+        "includeDates": "true",
+        "includeInactive": "true",
+        "timeFormat": "hr"
+    }
+    headers = {
+        "accept": "application/json",
+        "x-api-key": API_KEY
+    }
+
+    response = requests.get(info_url, headers=headers, params=params)
+    if response.status_code != 200:
+        print("Failed to fetch start date for funding rate data")
+        return
+
+    start_date = datetime.datetime.strptime(response.json()['payload']['data'][EXCHANGE][INSTRUMENT]['funding_rate']['startDate'], "%Y-%m-%d %H:%M:%S %f")
+    end_date = datetime.datetime.now()
+
+    all_data = []
+
+    # Iterate through time periods in 10-day intervals
+    while start_date < end_date:
+        next_end_date = min(start_date + datetime.timedelta(days=10), end_date)
+        print(f"Fetching data from {start_date} to {next_end_date}")
+        data = get_funding_rate_data(start_date, next_end_date)
+        all_data.extend(data)
+        start_date = next_end_date
+
+    # Convert to DataFrame and save as CSV
+    file_name = f"{INSTRUMENT}_{EXCHANGE}_hourly.csv"
+    df = pd.DataFrame(all_data)
+    df.to_csv(file_name, index=False)
+    print(f"Data saved to {file_name}")
+
+if __name__ == "__main__":
+    start_time = time()
+    main()
+    end_time = time()
+    print(f"Script completed in {end_time - start_time} seconds")