question:edit: Because the physical IT infrastructure is standardized and can be easily copied by other competitors. Furthermore, with the increasing use of digital technologies, especially cloud computing, the physical IT infrastructure may no longer be a source of competitive advantage.

question:I used this code: import time from binance.client import Client from binance.enums import * from binance.exceptions import BinanceAPIException import pandas as pd import requests import json import numpy as np import pytz import datetime as dt import ccxt date = dt.datetime.now().strftime("%m/%d/%Y %H:%M:%S") print(date) t = int(time.time()*1000 - 1000) url = f"https://api.binance.com/api/v1/time?timestamp={t}" r = requests.get(url) result = json.loads(r.content) # API keys and other configuration API_KEY = '' API_SECRET = '' client = Client(API_KEY, API_SECRET) STOP_LOSS_PERCENTAGE = -50 TAKE_PROFIT_PERCENTAGE = 100 MAX_TRADE_QUANTITY_PERCENTAGE = 100 POSITION_SIDE_SHORT = 'SELL' POSITION_SIDE_LONG = 'BUY' symbol = 'BTCUSDT' quantity = 1 order_type = 'MARKET' leverage = 100 max_trade_quantity_percentage = 1 client = Client(API_KEY, API_SECRET) binance_futures = ccxt.binance({ 'apiKey': '', 'secret': '', 'enableRateLimit': True, # enable rate limitation 'options': { 'defaultType': 'future', 'adjustForTimeDifference': True } }) # Get server time and time difference server_time = binance_futures.public_get_time() server_timestamp = server_time['serverTime'] print(f'Timestamp:{server_time}') server_time = binance_futures.public_get_time() server_timestamp = int(server_time['serverTime']) - 1000 print(f'Timestamp:{server_timestamp}') try: timestamp = int(time.time() * 1000) - (server_timestamp * 1000 - result['serverTime']) - 500 print(f'Timestamp: {timestamp}') except KeyError: print(f"Error accessing 'serverTime' in API response. Response: {result}") timestamp = int(time.time() * 1000) time_difference = int(time.time() * 1000) - server_timestamp * 1000 - 500 # Get current time adjusted for time difference current_time = int(time.time() * 1000) - time_difference # Use adjusted timestamp in subsequent requests balances = binance_futures.fetch_balance({'timestamp': timestamp}) print(balances) def get_klines(symbol, interval, lookback): url = "https://fapi.binance.com/fapi/v1/klines" start_time = (dt.datetime.now() - dt.timedelta(minutes=lookback)) end_time = dt.datetime.now() query_params = f"?symbol={symbol}&interval={interval}&startTime={start_time}&endTime={end_time}" headers = { 'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.36' } try: response = requests.get(url + query_params, headers=headers) response.raise_for_status() data = response.json() if not data: # if data is empty, return None print('No data found for the given timeframe and symbol') return None ohlc = [] for d in data: timestamp = dt.datetime.fromtimestamp(d[0]/1000).strftime('%Y-%m-%d %H:%M:%S') ohlc.append({ 'Open time': timestamp, 'Open': float(d[1]), 'High': float(d[2]), 'Low': float(d[3]), 'Close': float(d[4]), 'Volume': float(d[5]) }) df = pd.DataFrame(ohlc) df.set_index('Open time', inplace=True) return df except requests.exceptions.RequestException as e: print(f'Error in get_klines: {e}') return None df = get_klines('BTCUSDT', '1m', 44640) def signal_generator(df): open = df.Open.iloc[-1] close = df.Close.iloc[-1] previous_open = df.Open.iloc[-2] previous_close = df.Close.iloc[-2] # Bearish pattern if (open>close and previous_open<previous_close and close<previous_open and open>=previous_close): return 'sell' # Bullish pattern elif (open<close and previous_open>previous_close and close>previous_open and open<=previous_close): return 'buy' # No clear pattern else: return "" df = get_klines('BTCUSDT', '1m', 44640) def order_execution(symbol, signal, max_trade_quantity_percentage, leverage): max_trade_quantity = None account_balance = binance_futures.fetch_balance() usdt_balance = 0 for b in account_balance['assets']: if b['asset'] == 'USDT': usdt_balance = float(b['balance']) max_trade_quantity = usdt_balance * max_trade_quantity_percentage/100 # Close long position if signal is opposite long_position = None short_position = None # Get current positions positions = binance_futures.fapiPrivateGetPositionRisk() for p in positions: if p['symbol'] == symbol and p['positionSide'] == 'LONG': long_position = p elif p['symbol'] == symbol and p['positionSide'] == 'SHORT': short_position = p # Close positions if long_position is not None: binance_futures.fapiPrivatePostOrder(symbol=symbol, side='SELL', type='MARKET', quantity=long_position['positionAmt'], positionSide='LONG', reduceOnly=True) time.sleep(1) if short_position is not None: binance_futures.fapiPrivatePostOrder(symbol=symbol, side='BUY', type='MARKET', quantity=short_position['positionAmt'], positionSide='SHORT', reduceOnly=True) time.sleep(1) print("Both positions closed.") # Place new order quantity = max_trade_quantity if signal == 'buy': position_side = 'BOTH' opposite_position = short_position elif signal == 'sell': position_side = 'BOTH' opposite_position = long_position else: print("Invalid signal. No order placed.") return if opposite_position is not None: quantity = min(max_trade_quantity, abs(float(opposite_position['positionAmt']))) price = None if signal == 'buy': order_type = 'TAKE_PROFIT_MARKET' price = binance_futures.fapiPublicGetTickerPrice({'symbol': symbol})['price'] elif signal == 'sell': order_type = 'STOP_MARKET' price = binance_futures.fapiPublicGetTickerPrice({'symbol': symbol})['price'] stop_price = price * (1 + STOP_LOSS_PERCENTAGE / 100) order = binance_futures.fapiPrivatePostOrder(symbol=symbol, side='BUY' if signal == 'buy' else 'SELL', type=order_type, quantity=quantity, price=price, stopPrice=stop_price, reduceOnly=False, positionSide=position_side, timeInForce='GTC', leverage=str(leverage)) order_id = order['orderId'] print(f"Placed {signal} order with order ID {order_id} and quantity {quantity}") time.sleep(1) # Set stop loss and take profit orders # Get the order details to determine the order price if signal == 'buy': take_profit_price = price * (1 + TAKE_PROFIT_PERCENTAGE / 100) stop_loss_price = price * (1 - STOP_LOSS_PERCENTAGE / 100) elif signal == 'sell': take_profit_price = price * (1 - TAKE_PROFIT_PERCENTAGE / 100) stop_loss_price = price * (1 + STOP_LOSS_PERCENTAGE / 100) # Set stop loss and take profit orders binance_futures.fapiPrivatePostOrder(symbol=symbol, side='SELL' if signal == 'buy' else 'BUY', type='TAKE_PROFIT_MARKET', quantity=quantity, price=take_profit_price, reduceOnly=True, positionSide=position_side, timeInForce='GTC', stopPrice=None) time.sleep(1) binance_futures.fapiPrivatePostOrder(symbol=symbol, side='SELL' if signal == 'buy' else 'BUY', type='STOP_MARKET', quantity=quantity, price=stop_loss_price, reduceOnly=True, positionSide=position_side, timeInForce='GTC', stopPrice=None) # Print order creation confirmation messages print(f"Placed stop loss order with stop loss price {stop_loss_price}") print(f"Placed take profit order with take profit price {take_profit_price}") time.sleep(1) while True: df = get_klines('BTCUSDT', '1m', 44640) if df is not None: signal = signal_generator(df) if signal: print(f"The signal time is: {dt.datetime.now().strftime('%Y-%m-%d %H:%M:%S')} :{signal}") order_execution('BTCUSDT', signal, MAX_TRADE_QUANTITY_PERCENTAGE, leverage) df = get_klines('BTCUSDT', '1m', 44640) if df is not None: signal = signal_generator(df) if signal: print(f"The signal time is: {dt.datetime.now().strftime('%Y-%m-%d %H:%M:%S')} :{signal}") order_execution('BTCUSDT', signal, MAX_TRADE_QUANTITY_PERCENTAGE, leverage) time.sleep(0.1) But I getting ERROR: Timestamp:{'serverTime': '1685712948002'} Timestamp:1685712947278 Error accessing 'serverTime' in API response. Response: {'code': -1101, 'msg': "Too many parameters; expected '0' and received '1'."} Traceback (most recent call last): File "C:UsersAlanAppDataRoamingPythonPython311site-packagesccxtbaseexchange.py", line 559, in fetch response.raise_for_status() File "C:UsersAlanAppDataRoamingPythonPython311site-packagesrequestsmodels.py", line 1021, in raise_for_status raise HTTPError(http_error_msg, response=self) requests.exceptions.HTTPError: 400 Client Error: for url: https://api.binance.com/sapi/v1/capital/config/getall?timestamp=1685712951693&recvWindow=10000&signature=cebb17e42b7ea26c8951841b1e7bafaf13674902915df3d57c2c3844f757fd34 During handling of the above exception, another exception occurred: Traceback (most recent call last): File "c:UsersAlan.vscodejew_botjew_botjew_bot.py", line 72, in <module> balances = binance_futures.fetch_balance({'timestamp': timestamp}) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:UsersAlanAppDataRoamingPythonPython311site-packagesccxtbinance.py", line 2354, in fetch_balance self.load_markets() File "C:UsersAlanAppDataRoamingPythonPython311site-packagesccxtbaseexchange.py", line 1390, in load_markets currencies = self.fetch_currencies() ^^^^^^^^^^^^^^^^^^^^^^^ File "C:UsersAlanAppDataRoamingPythonPython311site-packagesccxtbinance.py", line 1705, in fetch_currencies response = self.sapiGetCapitalConfigGetall(params) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:UsersAlanAppDataRoamingPythonPython311site-packagesccxtbasetypes.py", line 25, in unbound_method return _self.request(self.path, self.api, self.method, params, config=self.config) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:UsersAlanAppDataRoamingPythonPython311site-packagesccxtbinance.py", line 7274, in request response = self.fetch2(path, api, method, params, headers, body, config) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:UsersAlanAppDataRoamingPythonPython311site-packagesccxtbaseexchange.py", line 2862, in fetch2 return self.fetch(request['url'], request['method'], request['headers'], request['body']) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:UsersAlanAppDataRoamingPythonPython311site-packagesccxtbaseexchange.py", line 575, in fetch skip_further_error_handling = self.handle_errors(http_status_code, http_status_text, url, method, headers, http_response, json_response, request_headers, request_body) ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ File "C:UsersAlanAppDataRoamingPythonPython311site-packagesccxtbinance.py", line 7251, in handle_errors self.throw_exactly_matched_exception(self.exceptions['exact'], error, feedback) File "C:UsersAlanAppDataRoamingPythonPython311site-packagesccxtbaseexchange.py", line 3172, in throw_exactly_matched_exception raise exact[string](message) ccxt.base.errors.InvalidNonce: binance {"code":-1021,"msg":"Timestamp for this request was 1000ms ahead of the server's time."}

question:Give me right code

question:مرحبا من انت