dydx1.py

from dydx.client import Client
import dydx.constants as consts
import dydx.util as utils

# create a new Python client with a private key (string or bytearray)
# Only one Python client is needed for both Solo and Perpetual API
client = Client(
    private_key='',
    node='https://mainnet.infura.io/v3/55458f59f7cf468994d636c99a959de6'
)


markets = client.get_perpetual_markets()
syms = []
rates = []
for m in markets['markets']:
	if m['market'] == 'WETH-PUSD':
		syms.append(m['market'])
		rate = round(float(m['fundingRate']) * 8*60*60*100*3 * 10000)/ 10000
#		print(m['market'] + ' daily funding rate: ' + str(rate) + '%') 
		rates.append(rate)
t = 0
c = 0
for r in rates:
	t = t + r
	c = c + 1
avg = t / c
#print('avg opp: ' + str(avg) + '%')
percs = {}
c = -1
for r in rates:
	c = c + 1
	percs[syms[c]] = round((r/t*100)*10000)/10000
#print('\npercents of opps out of total opps:')
#print(percs)

pairs = client.get_pairs()
for m in pairs['markets']:
	if m == 'WETH-USDC':
		#print(pairs['markets'][m])
		a=1
def get_bbo(market):
	orderbook = client.get_orderbook(
	    market=market
	)

	hb = 0
	la = 9999999999999999
	for bid in orderbook['bids']:
		if float(bid['price']) > hb:
			hb = float(bid['price'])

	for ask in orderbook['asks']:
		if float(ask['price']) < la:
			la = float(ask['price'])

	bbo = {'ask': la * 10 ** 12, 'bid': hb * 10 ** 12, 'mid': (la * 10 ** 12 + hb * 10 ** 12) / 2}
	return(bbo)
spot = get_bbo('WETH-USDC')['mid']
perp = get_bbo('WETH-PUSD')['mid']

arb = (perp / spot - 1) * 100
arb=(round(arb* 10000)/ 10000)

print('Eth Perp Funding: ' + str(avg) + '%')
print('Eth Perp Premium vs Spot: ' + str(arb) + '%')