simple ftx client python, provides basic iIterations with FTX.com crypto exchange

ftx.py

#!/usr/bin/rlwrap python3 
#-*- coding:utf-8 -*-
# apt install rlwrap, add console history support
"""Since FTX site uses a lot of CPU with markets with high activity
   You can use this simple script to iteract.
   Order cancelation is better using the site https://ftx.com/orders
   """
import time
import hmac
from requests import Request, Session
import json


MARKET="LUNA/USDT"
KEY="apiKey"
SECRET="apiSecret"


def loop(req):
        req = req.split()
        res = ''
        if req == []: return
        ts = int(time.time() * 1000)
        s = Session()
        if req[0] == "s" or  req[0] == "b":
            print("$ " + str(float(req[2]) * float(req[1])))
            try: 
               input("CTRL + C to cancel\n") 
            except KeyboardInterrupt:
                print("cancelado")
                return
            side = "sell" if req[0] == 's' else "buy"
            
            data = '{"market": "'+MARKET+'", "side": "'+ side #modify this string to add more options
            data += '", "price": '+ str(float(req[2]))
            data += ', "size": '+ str(float(req[1])) +', "type": "limit", "postOnly": true}' #postOnly : avoid market price sells
            
            data = bytes(data.encode())
            request = Request('POST', 'https://ftx.com/api/orders', data = data)
            prepared = request.prepare()
            signature_payload =  bytes(str(ts).encode()) + b'POST/api/orders' + data         
        elif req[0] == "l": #list book
            request = Request('GET', 'https://ftx.com/api/markets/'+MARKET+'/orderbook?depth=1')
            prepared = request.prepare()
            signature_payload =  bytes(str(ts).encode()) + b'GET/api/markets/'+bytes(MARKET.encode())+b'/orderbook?depth=1'
        elif req[0] == "lo": #list open orders
            request = Request('GET', 'https://ftx.com/api/orders?market='+MARKET)
            prepared = request.prepare()
            signature_payload =  bytes(str(ts).encode()) + b'GET/api/orders?market='+bytes(MARKET.encode())
        elif req[0] == "c": #cancel order
            request = Request('DELETE', 'https://ftx.com/api/orders/'+req[1])
            prepared = request.prepare()
            signature_payload =  bytes(str(ts).encode()) + b'DELETE/api/orders/' + bytes(req[1].encode())
        else:
            raise IndexError
            
        print(signature_payload)    
        signature = hmac.new(SECRET.encode(), signature_payload, 'sha256').hexdigest() #secret
        prepared.headers['FTX-KEY'] = KEY
        prepared.headers['FTX-SIGN'] = signature
        prepared.headers['FTX-TS'] = str(ts)
        res = s.send(prepared)
        print(json.dumps(json.loads(res.text), indent=2))  


def main():
    while True:
        try:
            loop(input("l\tlist orderbook\nlo\tlist open orders\nc\tcancel <order_id>\n[b]uy\t<qtd> <price>\n[s]ell\t<qtd> <price>\n> "))
        except (IndexError) as e: #add others errors
            print("ERRO, try again")
            continue
        except (KeyboardInterrupt, EOFError) as e:
            print("exit")
            break


main()