Use funding-rate context as a trade filter

import os
import requests

API_KEY = os.environ["SMA_API_KEY"]            # never hard-code
SMA_BASE = "https://api.smartmoneyapi.com"

def confirm(symbol: str, direction: str) -> dict:
    """Funding context is folded into deriv_score inside the composite."""
    r = requests.get(
        f"{SMA_BASE}/v1/confirm",
        params={"symbol": symbol, "direction": direction, "source": "funding-filter"},
        headers={"X-API-Key": API_KEY},
        timeout=10,
    )
    r.raise_for_status()
    return r.json()

# 1. Your strategy decides a candidate direction
symbol, direction = "BTC", "long"

# 2. Read the funding-aware derivatives sub-score
sig = confirm(symbol, direction)
deriv = sig["deriv_score"]                     # blends funding + LSR + OI momentum
print("deriv_score", deriv, "action", sig["action"])
for reason in sig["reasons"]:
    if "funding" in reason.lower() or "lsr" in reason.lower():
        print("deriv context:", reason)

# 3. Use derivatives context as a filter (your code executes; the API only advises)
if sig["action"] == "CONFIRM" and deriv >= 0.5:
    base_qty = 0.01
    qty = base_qty * sig["size_mult"]          # scale by suggested multiplier
    print(f"Funding context supports {direction} -> would enter {qty} {symbol}")
elif sig["action"] == "REDUCE":
    print("Mixed derivatives context -> trade smaller or wait")
else:  # SKIP
    print("Funding/derivatives context does not support this trade -> stand aside")

{
  "ts": 1710940821,
  "symbol": "BTC",
  "direction": "long",
  "composite": 0.74,
  "confidence": "HIGH",
  "action": "CONFIRM",
  "size_mult": 1.5,
  "deriv_score": 0.81,
  "onchain_score": 0.68,
  "whale_score": 0.73,
  "reasons": [
    "Funding rate positive across all venues",
    "LSR favors longs: 1.42",
    "Whales: 67% long consensus",
    "MVRV above 1.0 — on-chain bullish"
  ]
}