Order Placed Successfully: {'error': {'code': 'Signature Mismatch', 'context': {'signature_data': 'POST1740429645/v2/orders{"product_id": 27, "size": 1, "order_type": "market_order", "side": "buy"}'}}, 'success': False}

APIs & Algo Trading
1

hiiii , i create a strategy for buying BTCUSD & Condition satisfied bt delta exchange India terminal can’t place order , show this sms in code terminal

"Order Placed Successfully: {'error': {'code': 'Signature Mismatch', 'context': {'signature_data': 'POST1740429645/v2/orders{"product_id": 27, "size": 1, "order_type": "market_order", "side": "buy"}'}}, 'success': False}
2

Hi @suvendu , the error is valid, pls share code to investigate this further!

3

import hashlib
import hmac
import json
import time
import requests
import pandas as pd
import talib
import numpy as np

API Credentials (Replace with actual API key and secret)

api_key =
api_secret =

Delta Exchange API Base URL

BASE_URL = “https://api.india.delta.exchange”

Function to fetch historical OHLC data from Delta Exchange

def fetch_historical_prices(symbol=“BTCUSD”, resolution=“1m”, limit=100):
url = f"{BASE_URL}/v2/history/candles"

end_time = int(time.time())  # Current time in UNIX timestamp
start_time = end_time - (limit * 60)  # Fetch last 'limit' number of 1-minute candles

params = {
    "symbol": symbol,
    "resolution": resolution,  
    "start": start_time,
    "end": end_time
}

headers = {
    'api-key': api_key  # API Key for authentication
}

try:
    response = requests.get(url, params=params, headers=headers)
    data = response.json()

    if response.status_code == 200 and 'result' in data and isinstance(data['result'], list):
        df = pd.DataFrame(data['result'])
        if not df.empty:
            df = df.sort_values(by="time")  # Sort by timestamp
            df[['open', 'high', 'low', 'close']] = df[['open', 'high', 'low', 'close']].astype(float)
            return df
    else:
        print(f"API Error: {data}")
        return None

except requests.exceptions.RequestException as e:
    print(f"API Request Failed: {e}")
    return None

Function to calculate RSI using TA-Lib

def calculate_rsi(prices, period=14):
if len(prices) < period:
return None # Not enough data to calculate RSI

prices = np.array(prices, dtype=np.float64)  # Ensure correct data type
rsi = talib.RSI(prices, timeperiod=period)

if np.isnan(rsi[-1]):  # Ensure valid RSI value
    return None
return rsi[-1]

Generate API signature

def generate_signature(method, endpoint, payload):
timestamp = str(int(time.time()))
signature_data = method + timestamp + endpoint + payload
message = bytes(signature_data, ‘utf-8’)
secret = bytes(api_secret, ‘utf-8’)
hash = hmac.new(secret, message, hashlib.sha256)
return hash.hexdigest(), timestamp

Trading Logic: Wait until RSI crosses above 60

while True:
df = fetch_historical_prices()

if df is not None and len(df) > 14:  # Ensure enough data for RSI calculation
    rsi_value = calculate_rsi(df['close'].tolist())
    latest_candle = df.iloc[-1]  # Get the latest candle
    
    print(f"\nLatest Candle: Time: {latest_candle['time']}, Open: {latest_candle['open']}, High: {latest_candle['high']}, Low: {latest_candle['low']}, Close: {latest_candle['close']}")
    print(f"Current RSI: {rsi_value}")

    if rsi_value is not None and rsi_value > 60:
        print("\n✅ RSI is above 60, placing a BUY order...")

        # Prepare order data
        order_data = {
            'product_id': 27,  # BTCUSD product ID (change if needed)
            'size': 1,
            'order_type': 'market_order',
            'side': 'buy'
        }

        body = json.dumps(order_data, separators=(',', ':'))
        method = 'POST'
        endpoint = '/v2/orders'

        signature, timestamp = generate_signature(method, endpoint, body)

        # API headers for order placement
        headers = {
            'api-key': api_key,
            'signature': signature,
            'timestamp': timestamp,
            'Content-Type': 'application/json'
        }

        # Send buy order
        try:
            response = requests.post(f"{BASE_URL}/v2/orders", headers=headers, json=order_data)
            order_response = response.json()

            print("\n🚀 Order Placed Successfully:", order_response)
            break  # Exit loop after successful buy order
        except requests.exceptions.RequestException as e:
            print(f"⚠️ Order API Request Failed: {e}")

    else:
        print("⏳ RSI is below 60. Retrying in 60 seconds...")
        time.sleep(60)  # Wait before checking again

else:
    print("⚠️ Failed to fetch historical BTCUSD price data. Retrying in 60 seconds...")
    time.sleep(60)  # Wait before retrying
4

Hi @suvendu ,
The issue in the above code is causing a signature mismatch.

If you’re transforming order_data by replacing separators, pass only the modified body in the API call:

body = json.dumps(order_data, separators=(',', ':'))
response = requests.post(f"{BASE_URL}/v2/orders", headers=headers, data=body)

Otherwise, keep the transformation unchanged, and the API call will work:

body = json.dumps(order_data)
response = requests.post(f"{BASE_URL}/v2/orders", headers=headers, json=order_data)