class BinanceAPI:
def __init__(self, api_key, api_secret):
API_KEY = api_key
API_SECRET = api_secret
self.client = Client(API_KEY, API_SECRET)
def get_ticker(self, pair):
try:
value = self.client.get_ticker(symbol=pair)
return value
except Exception as e:
print("Exception : " + str(e))
def get_current_price(self, pair):
try:
ticker = self.client.get_symbol_ticker(symbol=pair)
value = ticker["price"]
return float(value)
except Exception as e:
print("Exception : " + str(e))
def get_klines(self, pair, number):
try:
klines = pd.DataFrame(self.client.get_klines(symbol=pair, interval=Client.KLINE_INTERVAL_30MINUTE, limit=number),columns = ["OpenTime","Open","High","Low","Close","Volume","CloseTime","QuoteVolume","TradeCount","TakerVolume","TakerQuoteVolume","Ignore"])
value = klines[["OpenTime","Close","High","Low","Volume","QuoteVolume","TakerVolume","TakerQuoteVolume","TradeCount"]].copy()
value.loc[:, "OpenTime"] = pd.to_datetime(value["OpenTime"].apply(lambda x: datetime.fromtimestamp(int(x/1000))))
value = value.set_index("OpenTime")
return value
except Exception as e:
print("Exception : " + str(e))
def get_historical_klines(self, pair, start, end):
try:
klines = pd.DataFrame(self.client.get_historical_klines(start_str = start,end_str = end,symbol=pair, interval=Client.KLINE_INTERVAL_30MINUTE, limit=500),columns = ["OpenTime","Open","High","Low","Close","Volume","CloseTime","QuoteVolume","TradeCount","TakerVolume","TakerQuoteVolume","Ignore"])
value = klines[["OpenTime","Close","High","Low","Volume","QuoteVolume","TakerVolume","TakerQuoteVolume","TradeCount"]].copy()
value.loc[:, "OpenTime"] = pd.to_datetime(value["OpenTime"].apply(lambda x: datetime.fromtimestamp(int(x/1000))))
value = value.set_index("OpenTime")
return value
except Exception as e:
print("Exception : " + str(e))
def get_balance(self, symbol):
try:
value = self.client.get_asset_balance(asset=symbol)
return value
except Exception as e:
print('Exception : {}'.format(e))
def get_free_balance(self, symbol):
try:
value = self.client.get_asset_balance(asset=symbol)
return float(value["free"])
except Exception as e:
print('Exception : {}'.format(e))
def get_futures_balance(self, symbol):
try:
value = self.client.futures_account_balance()
balance = [balance["balance"] for balance in value if balance["asset"] == symbol]
return float(str(*balance))
except Exception as e:
print('Exception : {}'.format(e))
def create_limit_order(self, symbol, price, quantity, side_str):
try:
if side_str == "BUY":
side = self.client.SIDE_BUY
elif side_str == "SELL":
side = self.client.SIDE_SELL
order = self.client.order_limit(
symbol=symbol,
side=side,
timeInForce=self.client.TIME_IN_FORCE_IOC,
price=price,
quantity=quantity)
print(order)
print("buy order created.\nSymbol:{0:5}\nPrice:{1:5}\nQuantity:{2:5}",symbol,price,quantity)
except Exception as e:
print("Exception : " + str(e))
def create_market_order(self, symbol, quantity, side_str):
try:
if side_str == "BUY":
side = self.client.SIDE_BUY
elif side_str == "SELL":
side = self.client.SIDE_SELL
order = self.client.order_market(
symbol=symbol,
side=side,
quantity=quantity)
print(order)
print("buy order created.\nSymbol:{0:5}\nPrice:{1:5}\nQuantity:{2:5}",symbol,price,quantity)
except Exception as e:
print("Exception : " + str(e))
def create_test_order(self, symbol, quantity, side_str):
try:
if side_str == "BUY":
side = self.client.SIDE_BUY
elif side_str == "SELL":
side = self.client.SIDE_SELL
order = self.client.create_test_order(
symbol=symbol,
side=side,
type=self.client.ORDER_TYPE_MARKET,
quantity=quantity)
print(order)
print("buy order created.\nSymbol:{0:5}\nQuantity:{1:5}".format(symbol,quantity))
except Exception as e:
print("Exception : " + str(e))
def create_futures_order(self, symbol, quantity, side_str):
try:
if side_str == "BUY":
side = self.client.SIDE_BUY
elif side_str == "SELL":
side = self.client.SIDE_SELL
order = self.client.futures_create_order(
symbol=symbol,
side=side,
type=self.client.ORDER_TYPE_MARKET,
quantity=quantity)
#print(order)
print("buy order created.\nSymbol:{0:5}\nQuantity:{1:5}".format(symbol,quantity))
except Exception as e:
print("Exception : " + str(e))
def get_base_asset(self, symbol):
try:
return self.client.get_symbol_info(symbol)["baseAsset"];
except Exception as e:
print("Exception : " + str(e))
def get_quote_asset(self, symbol):
try:
return self.client.get_symbol_info(symbol)["quoteAsset"];
except Exception as e:
print("Exception : " + str(e))
def get_all_tickers(self):
try:
return self.client.get_all_tickers();
except Exception as e:
print("Exception : " + str(e))
def get_all_orders(self):
try:
return self.client.get_all_orders();
except Exception as e:
print("Exception : " + str(e))
class Trader():
"""
Purpose is to trade live on the Binance Crypto Exchange
Attributes
-----------
symbol: str
client: Client object - From binance.py
capital: float - represents how much money is in account
leverage: float - how many multiples of your money you want to trade
tf: int - timeframe
df: pd.DataFrame - data that will be analyzed.
Methods
----------
load_account
set_leverage
set_timeframe
get_position
get_necessary_data
set_asset
make_row
load_existing_asset
start_trading
Please look at each method for descriptions
"""
def __init__(self):
self.start = False
self.client = None
self.capital = None
self.leverage = 1 / 1000
self.tf = None
self.symbol = None
self.loader = _DataLoader()
self.df = None
def check_status(self) -> bool:
"""
Reads a txt file to see whether user wants trading to be on or off
:return boolean of True or False. True means trading is on, and false means it is off.
"""
local_path = os.path.dirname(
os.path.dirname(
os.path.abspath("__file__"))) + r"\local\trade_status.txt"
status = pd.read_csv(local_path).set_index('index')
self.start = bool(status.loc[0, 'status'])
def load_account(self, additional_balance: int = 20000) -> str:
"""
Sign in to account using API_KEY and using Binance API
"""
local_path = os.path.dirname(
os.path.dirname(
os.path.abspath("__file__"))) + r"\local\binance_api.txt"
info = pd.read_csv(local_path).set_index('Name')
API_KEY = info.loc["API_KEY", "Key"]
SECRET = info.loc["SECRET", "Key"]
self.client = Client(API_KEY, SECRET)
# Initializing how much money I have on the exchange. Sample 20000 has been added.
self.capital = int(
float(self.client.futures_account_balance()[0]
['balance'])) + additional_balance
return "Welcome Haseab"
def set_leverage(self, leverage: float) -> float:
"""Sets the current leverage of the account: should normally be 1. And 0.001 for testing purposes"""
self.leverage = leverage
return self.leverage
def set_timeframe(self, tf: int) -> int:
"""Sets the timeframe of the trading data"""
self.tf = tf
return self.tf
def get_necessary_data(self, symbol: str, tf: int,
max_candles_needed: int) -> pd.DataFrame:
"""
Gets the minimum necessary data to trade this asset. Only a symbol and timeframe need to be inputted
Note: This method is used as a way to tackle the 1000 candle limit that is currently on the Binance API.
A discrete set of ~1000 group candles will be determined, and then the data will be extracted from each,
using the _get_binance_futures_candles method, and then all of them will be merged together.
Parameters:
symbol: str - Symbol of price ticker Ex. "BTCUSDT", "ETHUSDT"
tf: int - Timeframe wanted Ex. 1, 3, 5, 77, 100
max_candles_needed: int - Maximum candles needed in the desired timeframe Ex. 231, 770, 1440
:return pd.DataFrame of candlestick data
"""
now = time.time()
df = pd.DataFrame()
ranges = Helper.determine_candle_positions(max_candles_needed, tf)
# Grabbing each set of about 1000 candles and appending them one after the other
for i in range(len(ranges)):
try:
df = df.append(
self.loader._get_binance_futures_candles(
symbol, int(ranges[i]), int(ranges[i + 1]), now))
except IndexError:
pass
return df.drop_duplicates()
def _update_data(
self,
diff: int,
symbol: str,
) -> None:
"""
Used to update the trading data with the exchange data so that it is real time
Parameters:
-----------
diff: a number that explains how many minutes of disparity there is between current data and live data.
:return dataframe with the most up-to-date data.
"""
# Calculating how many minutes to fetch from API
minutes = math.floor(diff) + 1
# Getting minute candlestick data. Number of minute candlesticks represented by "minutes" variable
last_price = self.loader._get_binance_futures_candles(symbol, minutes)
# Adding a legible Datetime column and using the timestamp data to obtain datetime data
last_price['Datetime'] = [
datetime.fromtimestamp(i / 1000) for i in last_price.index
]
last_price = last_price[[
"Datetime", "Open", "High", "Low", "Close", "Volume"
]]
# Abstracting minute data into appropriate tf
last_price = self.loader._timeframe_setter(last_price, self.tf, 0)
# Updating original data with new data.
self.df = self.df.append(last_price).drop_duplicates()
def get_position(self, symbol: str) -> float:
"""
Gets the total amount of current position for a given symbol
Parameters:
------------
symbol: str
Ex. "BTCUSDT"
"ETHUSDT"
Returns float
Ex. If a 1.000 BTC position is open, it will return 1.0
"""
return float([
i["positionAmt"]
for i in self.client.futures_position_information()
if i['symbol'] == symbol
][0])
def set_asset(self, symbol: str, tf: int) -> str:
"""
Set Symbol of the ticker and load the necessary data with the given timeframe to trade it
Parameters:
------------
symbol: str Ex. "BTCUSDT", "ETHUSDT"
:return str response
"""
self.symbol = symbol
max_candles_needed = 231
# For Binance API purposes, 240 min needs to be inputted as "4h" on binance when fetching data
map_tf = {
1: "1m",
3: "3m",
5: "5m",
15: "15m",
30: "30m",
60: "1h",
120: "2h",
240: "4h",
360: "6h",
480: "8h"
}
start_time = int((time.time() - self.tf * 235 * 60) * 1000)
if tf in [1, 3, 5, 15, 30, 60, 120, 240, 360,
480]: # Note: 12H, 1D, 3D, 1W, 1M are also recognized
# Fetching data from Binance if it matches the eligible timeframe, as it will be faster
df = Helper.into_dataframe(
self.client.futures_klines(symbol=symbol,
interval=map_tf[tf],
startTime=start_time))
df.drop(df.tail(1).index, inplace=True)
else:
# If it doesn't match Binance available timeframes, it must be transformed after fetching 1m data.
df = self.get_necessary_data(symbol, tf, max_candles_needed)
df = self.loader._timeframe_setter(df, tf)
# Adding Datetime column for readability of the timestamp. Also more formatting done
df['Datetime'] = [datetime.fromtimestamp(i / 1000) for i in df.index]
df = df[["Datetime", "Open", "High", "Low", "Close", "Volume"]]
df[["Open", "High", "Low", "Close",
"Volume"]] = df[["Open", "High", "Low", "Close",
"Volume"]].astype(float)
self.df = df
return f"Symbol changed to {self.symbol}"
def make_row(
self,
high=[],
low=[],
volume=[],
count: int = 0,
open_price: float = None,
open_date: str = None
) -> (pd.DataFrame, list, list, list, list, list):
"""
Helper function used to update the last row of a dataframe, using all of the data in the previous "last row" as input.
This is used to update the price of the candlestick live, with the incomplete current candle constantly updating.
Parameters:
-----------
high: list Ex. [23348, 23350, 23335, 23330, 23339]
low: list Ex. [23300, 23345, 23335, 23320, 23300]
volume: list Ex. [47, 31, 110, 117, 2, 55]
count: int Ex. 1,2,3
open_price: float Ex. 23342
open_date: str Ex. "2020-08-04 17:33:02"
Returns tuple -> (pd.DataFrame, list, list, list, list, list)
"""
# row variable gets a pd.DataFrame of size 1.
row = self.loader._get_binance_futures_candles("BTCUSDT",
1).reset_index()
timestamp = row.loc[0, "Timestamp"]
close = float(row.loc[0, "Close"])
high.append(float(row.loc[0, "High"]))
low.append(float(row.loc[0, "Low"]))
volume.append(float(row.loc[0, "Volume"]))
# Initial values of a candle that only get set on the first iteration.
if count == 0:
open_price = row.loc[0, "Open"]
open_date = timestamp
# Adding to previous candlestick data of the last row by updating the row.
dfrow = pd.DataFrame([[
open_date,
datetime.fromtimestamp(open_date / 1000), open_price,
max(high),
min(low), close,
sum(volume)
]],
columns=[
"Timestamp", "Datetime", "Open", "High",
"Low", "Close", "Volume"
])
dfrow[["Open", "High", "Low", "Close",
"Volume"]] = dfrow[["Open", "High", "Low", "Close",
"Volume"]].astype(float)
dfrow = dfrow.set_index("Timestamp")
return dfrow, high, low, volume, open_price, open_date
def load__existing_asset(self, df: pd.DataFrame) -> pd.DataFrame:
"""Sets the trading data to an already existing dataframe, passed in as an argument"""
self.df = df
return self.df
def start_trading(self,
strategy: FabStrategy,
executor,
tf: int,
sensitivity=0,
debug=False) -> str:
"""
Starts the process of trading live. Each minute, the last row of the data is updated and Rule #2 is checked,
otherwise, it waits till the end of the timeframe where it gets the latest data before it checks the rest of the rules.
If it does see something following the rules, it will buy/short, given the initial parameters it has. (e.g. leverage, quantity)
This process continues indefinetly, unless interrupted.
Returns None.
"""
count, open_price = 0, 0
open_date = None
high, low, volume = [], [], []
# Loading data into strategy, and creating moving averages.
strategy.load_data(self.df)
strategy.create_objects()
# Checking to see whether trading is on or off. If it is off then it will not enter while loop.
self.check_status()
while self.start != False:
diff = Helper.calculate_minute_disparity(self.df, tf)
if round(time.time() % 60, 1) == 0 and diff <= tf:
# Getting the most up-to-date row of the <tf>-min candlestick
dfrow, high, low, volume, open_price, open_date = self.make_row(
high, low, volume, count, open_price, open_date)
if debug == True:
print(dfrow)
print(f"{tf - diff} minutes left")
# Updating moving averages
strategy.load_data(self.df.append(dfrow))
strategy.create_objects()
# Checking only Rule 2, because it needs a minute by minute check.
# Second condition is making sure that there is no existing position
if strategy.rule_2_buy_enter(
-1, sensitivity) and self.get_position(
self.symbol) == 0:
trade_info = executor.enter_market(self.symbol, "BUY", 2)
elif strategy.rule_2_short_enter(
-1, sensitivity) and self.get_position(
self.symbol) == 0:
trade_info = executor.enter_market(self.symbol, "SELL", 2)
# Saves CPU usage, waits 5 seconds before the next minute
time.sleep(50)
count += 1
elif diff > tf:
# Updating data using Binance API instead of appending the completed final row from the while loop
self._update_data(math.floor(diff), "BTCUSDT")
# Updating Moving averages
strategy.load_data(self.df)
strategy.create_objects()
# Checks for the rest of the rules
if strategy.rule_2_short_stop(-1) and self.get_position(self.symbol) < 0 and \
executor.live_trade_history.last_trade().rule == 2:
trade_info = executor.exit_market(
self.symbol, 2, self.get_position(self.symbol))
elif strategy.rule_2_buy_stop(-1) and self.get_position(self.symbol) > 0 and \
executor.live_trade_history.last_trade().rule == 2:
trade_info = executor.exit_market(
self.symbol, 2, self.get_position(self.symbol))
elif strategy.rule_1_buy_enter(-1) and self.get_position(
self.symbol) == 0:
trade_info = executor.enter_market(self.symbol, "BUY", 1)
elif strategy.rule_1_buy_exit(-1) and self.get_position(
self.symbol) > 0:
trade_info = executor.exit_market(
self.symbol, 1, self.get_position(self.symbol))
elif strategy.rule_1_short_enter(-1) and self.get_position(
self.symbol) == 0:
trade_info = executor.enter_market(self.symbol, "SELL", 1)
elif strategy.rule_1_short_exit(-1) and self.get_position(
self.symbol) < 0:
trade_info = executor.exit_market(
self.symbol, 1, self.get_position(self.symbol))
elif strategy.rule_3_buy_enter(-1) and self.get_position(
self.symbol) == 0:
trade_info = executor.enter_market(self.symbol, "BUY", 3)
elif strategy.rule_3_short_enter(-1) and self.get_position(
self.symbol) == 0:
trade_info = executor.enter_market(self.symbol, "SELL", 3)
# Resetting candlesticks
high, low, volume = [], [], []
count = 0
time.sleep(1)
if debug == True:
print(diff)
print("next")
self.check_status()
return "Trading Stopped"
class BinanceWrapperAPI(WrapperAPI):
# (n) means that parameter is necessary
def __init__(self, pair, target, precision):
self.pair = pair
self.precision = precision
self.target = target
self.client = Client(keys.binance_api_key, keys.binance_api_secret)
def get_my_balance_coin(self, coin):
balances = self.client.futures_account_balance()
balance = find(lambda v: v['asset'] == coin, balances)
return float(balance['withdrawAvailable']) if balance else 0
def get_mycoin(self):
return self.get_my_balance_coin('USDT')
def get_position_targ(self) -> Tuple[float, bool]:
risks = self.client.futures_position_information(symbol=self.target)
position = find(lambda v: v['symbol'] == self.pair, risks)
amt = float(position['positionAmt'])
return abs(amt), amt >= 0
def get_balance_interest(self):
amount, _ = self.get_position_targ()
return amount
def buy_order(self, amount: float):
return self.post_order_market("BUY", amount)
def sell_order(self, amount: float):
return self.post_order_market("SELL", amount)
def post_order_market(self, side: str, quantity: float):
try:
res = self.client.futures_create_order(
symbol=self.pair,
side=side,
type="MARKET",
# positionSide=pside,
quantity=roundt(quantity, self.precision))
return [True, res['orderId']]
except BinanceAPIException as e:
raise (e)
return [False, e]
def get_open_orders(self):
return self.client.get_open_orders(symbol=self.pair)
def get_position(self) -> Literal["none", "long", "shor"]:
amount, posi = self.get_position_targ()
if amount == 0:
return 'none'
return "long" if posi else "shor"
def get_ask(self):
return float(self.client.get_ticker(symbol=self.pair)['askPrice'])
def get_bid(self):
return float(self.client.get_ticker(symbol=self.pair)['bidPrice'])
def get_order_status(self, id) -> Literal["COMP", "NEW", "EXPIRE"]:
try:
res = self.client.futures_get_order(symbol=self.pair, orderId=id)
if res['status'] == "FILLED":
return "COMP"
# other: CANCELED, PARTIALLY_FILLED
return "NEW"
except BinanceAPIException as e:
return "EXPIRE"
sys.path.insert(0, r'/usr/local/WB/dashboard')
import Settings
main_path_data = os.path.expanduser('/usr/local/WB/data/')
warnings.filterwarnings("ignore")
api_key = Settings.API_KEY
api_secret = Settings.API_SECRET
# testnet = True
bclient = Client(api_key=api_key, api_secret=api_secret)
"""
CHECK FUTURE BALANCE
"""
my_bal = bclient.futures_account_balance()
for i in my_bal:
print(i["asset"], " : ", i["balance"])
"""
CHANGE SYMBOL marginType (ISOLATED)
"""
# rep = bclient.futures_change_margin_type(symbol='SUSHIUSDT', marginType="ISOLATED")
# print(rep)
"""
CHECK FUTURE ACCOUNT
class Orders:
def __init__(self,
SYMBOL,
LEWAR,
PYRAMID_MAX,
ORDER_SIZE,
is_it_for_real=False):
self.SYMBOL = SYMBOL
self.LEWAR = LEWAR
self.PYRAMID_MAX = PYRAMID_MAX
self.ORDER_SIZE = ORDER_SIZE
self.side = {"LONG": 'BUY', "SHORT": 'SELL'}
self.side_reversed = {
"SHORT": 'BUY',
"LONG": 'SELL',
"BUY": 'SELL',
"SELL": 'BUY'
}
if is_it_for_real:
with open("api_keys.txt") as d:
api_keys = d.readlines()
api_keys[0] = api_keys[0].strip()
self.client = Client(api_keys[0], api_keys[1])
self.zagranie_list = []
try:
client.futures_change_margin_type(symbol=self.SYMBOL + 'USDT',
marginType="ISOLATED")
except:
pass
self.client.futures_change_leverage(symbol=self.SYMBOL + 'USDT',
leverage=self.LEWAR)
def update(self):
l = len(self.zagranie_list)
for i, zagranie in enumerate(self.zagranie_list[::-1]):
zagranie.update()
if zagranie.state == 'closed':
zagranie.close()
del zagranie_list[l - 1 - i]
def order_size(self, price, balance):
#return 0.6**pyramid*ORDER_SIZE*balance*LEWAR/price
return self.ORDER_SIZE * balance * self.LEWAR / price
def get_balance(self):
a = self.client.futures_account_balance()
for e in a:
if e['asset'] == 'USDT':
return float(e['withdrawAvailable'])
def positionInfo(self):
a = self.client.futures_position_information()
for e in a:
if e['symbol'] == self.SYMBOL + 'USDT':
return e
def create_order(self, side, price=None, TARGET_CHANGE=True):
print(f"Opening {side}")
if len(self.zagranie_list) >= self.PYRAMID_MAX:
print("Pyramid max reached")
return None
balance = self.get_balance()
if price:
order = self.client.futures_create_order(
symbol=self.SYMBOL + 'USDT',
side=self.side[side],
type='LIMIT',
timeInForce=TIME_IN_FORCE_GTC,
quantity=self.order_size(price, balance),
price=price,
newOrderRespType="RESULT")
else:
order = self.client.futures_create_order(
symbol=SYMBOL + 'USDT',
side=self.side[side],
type='MARKET',
quantity=self.order_size(
self.price, balance), #JAKIS DOMYSLMY PRICE TRZRBA DAC
newOrderRespType="RESULT")
if TARGET_CHANGE:
if side == "LONG":
oco_limit_price = self.price * (1 + TARGET_CHANGE)
oco_stop_price = self.price * (1 - TARGET_CHANGE)
elif side == "SHORT":
oco_limit_price = self.price * (1 - TARGET_CHANGE)
oco_stop_price = self.price * (1 + TARGET_CHANGE)
zagranie = Zagranie(self, side, order['orderId'], oco_limit_price,
oco_stop_price)
self.zagranie_list.append(zagranie)
return order['orderId']
def close(self, side):
print(f"Closing {side}")
l = len(self.zagranie_list)
for i, zagranie in enumerate(self.zagranie_list[::-1]):
if zagranie.side == side:
zagranie.close()
del zagranie_list[l - 1 - i]
def main():
arg = docopt(__doc__, version=version)
api_key = getenv('BINANCE_FUTURES_API')
sec_key = getenv('BINANCE_FUTURES_SEC')
if not api_key and not sec_key:
print('please set these environment variables:\n'\
' BINANCE_FUTURES_API\n'\
' BINANCE_FUTURES_SEC', file=stderr)
return 1
if not api_key:
print('environment variable not found: BINANCE_FUTURES_API',
file=stderr)
return 1
if not sec_key:
print('environment variable not found: BINANCE_FUTURES_SEC',
file=stderr)
return 1
client = Client(api_key, sec_key)
sides = {
'buy': Client.SIDE_BUY,
'long': Client.SIDE_BUY,
'sell': Client.SIDE_SELL,
'short': Client.SIDE_SELL,
}
types = {
'limit': Client.ORDER_TYPE_LIMIT,
'market': Client.ORDER_TYPE_MARKET
}
tifs = {
'gtc': Client.TIME_IN_FORCE_GTC,
'ioc': Client.TIME_IN_FORCE_IOC,
'fok': Client.TIME_IN_FORCE_FOK
}
if arg['--verbose']:
print(arg, file=stderr)
else:
sys.tracebacklimit = 0
if arg['--help']:
print(__doc__, file=stderr)
return 0
elif arg['status']:
return client.get_system_status()['status']
elif arg['balance']:
if arg['futures']:
print(dumps(client.futures_account_balance()))
elif arg['spot']:
print(dumps(client.get_account()['balances']))
elif arg['coin']:
print(dumps(client.futures_coin_account_balance()))
return 0
elif arg['show']:
if arg['spot']:
if arg['orders']:
# if arg['--all']:
# print(dumps(client.get_all_orders()))
# else:
print(dumps(client.get_open_orders()))
elif arg['order']:
symbol = arg['<symbol>'].upper()
if arg['futures'] and not symbol.endswith('USDT'):
symbol += 'USDT'
if arg['cancel']:
if arg['futures']:
print(
client.futures_cancel_order(symbol=symbol,
orderid=arg['<orderid>'],
timestamp=timemilli()))
elif arg['spot']:
print('not implemented', file=stderr)
else: # create order
tif = tifs[arg['--tif']]
if arg['<side>'].strip().lower() in sides:
side = sides[arg['<side>'].strip().lower()]
else: # side is wrong
print('error: side should be either "buy|long" or "sell|short"'\
' not', arg['side'], file=stderr)
quantity = float(arg['<quantity>'])
if arg['--limit']:
if arg['--limit']:
price = float(arg['--limit'])
type_ = types['limit']
if arg['--test']:
print(
client.create_test_order(symbol=symbol,
side=side,
quantity=quantity,
price=price,
timeInForce=tif,
type=type_))
else: # actually send the order
if arg['futures']:
print(
client.futures_create_order(
symbol=symbol,
side=side,
quantity=quantity,
price=price,
timeInForce=tif,
reduceOnly=arg['--reduce-only'],
timestamp=timemilli(),
type=type_))
elif arg['spot']:
print(
client.create_order(symbol=symbol,
side=side,
quantity=quantity,
price=price,
timeInForce=tif,
type=type_))
else: # limit given but price not
print('please provide --limit \033[33m<price>\033[0m.')
elif arg['--market']:
type_ = types['market']
if arg['--test']:
print(
client.create_test_order(symbol=symbol,
side=side,
quantity=quantity,
type=type_))
else: # actually send the order
if arg['futures']:
print(
client.futures_create_order(
symbol=symbol,
side=side,
quantity=quantity,
timestamp=timemilli(),
reduceOnly=arg['--reduce-only'],
type=type_))
elif arg['spot']:
print(
client.create_order(symbol=symbol,
side=side,
quantity=quantity,
price=price,
type=type_))
else: # limit or market not given
print('please provide either '\
'\033[33m --limit <price>\033[0m '\
'or \033[33m--market\033[0m', file=stderr)
else: # no arguments given
print(__doc__, file=stderr)
return 1
date = datetime.date.today()
#binance keys
apikey = "APIKEY"
secretkey = "SECRETKEY"
#nicehash keys and declarations
niceapikey = 'NICEHASHPUBLICKEY'
nicesecretkey = 'NICEHASHPRIVATEKEY'
host = 'https://api2.nicehash.com'
private_api = nicehash.private_api(host, '', niceapikey, nicesecretkey, True)
btcbalance = private_api.get_accounts_for_currency('BTC')['totalBalance']
global fbalance
client = Client(apikey, secretkey)
fbalance = client.futures_account_balance()[0]['balance']
#use historical trade data, write to sheet and calculate average pNl per trade, maybe median? some kind of averadgeing. weighted average?
def req(client,priv):
global row
global date
global fbalance
#requests price
r = requ.get('https://api.coindesk.com/v1/bpi/currentprice.json', auth=('user','pass'))
i = json.loads(r.text)
price = i['bpi']['USD']['rate_float']
fbalance = client.futures_account_balance()[0]['balance']
#gets values of high and low
d = sheet.values().get(spreadsheetId=SPREADSHEET_ID,range=f'A{row}').execute()
hl = sheet.values().get(spreadsheetId=SPREADSHEET_ID,range=f'E{row}:F{row}').execute()
if abs(float(position["positionAmt"])) < 0.001:
holding = 0
holdingBTC = 0
lastbuy = 0
lastsell = 0
elif float(position['liquidationPrice']) < float(position['entryPrice']):
holding = 1
holdingBTC = float(position['positionAmt'])
lastbuy = float(position['entryPrice'])
lastsell = 0
else:
holding = -1
holdingBTC = float(position['positionAmt']) * -1
lastbuy = 0
lastsell = float(position['entryPrice'])
holdingUSDT = float(client.futures_account_balance()[0]["balance"])
equity = holdingUSDT / 85.0 * 100
print(f"Started program at {datetime.today()}")
if holding == 0:
print("No position")
elif holding == 1:
print(f"Long {holdingBTC} BTC")
elif holding == -1:
print(f"Short {holdingBTC} BTC")
print(" ")
short_MA_duration = tuning.short_MA_duration
long_MA_duration = tuning.long_MA_duration
long_enter_s = tuning.long_enter_s
long_exit_s = tuning.long_exit_s
short_enter_s = tuning.short_enter_s
import os
from binance.client import Client
# init
api_key = os.environ.get('binance_api')
api_secret = os.environ.get('binance_secret')
client = Client(api_key, api_secret)
## main
# get balances for all assets & some account information
print(client.get_account())
# get balance for a specific asset only (BTC)
print(client.get_asset_balance(asset='BTC'))
# get balances for futures account
print(client.futures_account_balance())
# get balances for margin account
# will raise an exception if margin account is not activated
#print(client.get_margin_account())
class BinanceAPI:
def __init__(self, api_key, api_secret):
API_KEY = api_key
API_SECRET = api_secret
self.client = Client(API_KEY, API_SECRET)
def get_ticker(self, pair):
try:
value = self.client.get_ticker(symbol=pair)
return value
except Exception as e:
print("Exception : " + str(e))
def get_current_price(self, pair):
try:
ticker = self.client.get_symbol_ticker(symbol=pair)
value = ticker["price"]
return float(value)
except Exception as e:
print("Exception : " + str(e))
def get_klines(self, pair, number):
try:
klines = pd.DataFrame(
self.client.get_klines(symbol=pair,
interval=Client.KLINE_INTERVAL_30MINUTE,
limit=number),
columns=[
"OpenTime", "Open", "High", "Low", "Close", "Volume",
"CloseTime", "QuoteVolume", "TradeCount", "TakerVolume",
"TakerQuoteVolume", "Ignore"
])
value = klines[[
"OpenTime", "Close", "High", "Low", "Volume", "QuoteVolume",
"TakerVolume", "TakerQuoteVolume", "TradeCount"
]].copy()
value.loc[:, "OpenTime"] = pd.to_datetime(value["OpenTime"].apply(
lambda x: datetime.fromtimestamp(int(x / 1000))))
value = value.set_index("OpenTime")
return value
except Exception as e:
print("Exception : " + str(e))
def get_historical_klines(self, pair, start, end):
try:
klines = pd.DataFrame(self.client.get_historical_klines(
start_str=start,
end_str=end,
symbol=pair,
interval=Client.KLINE_INTERVAL_30MINUTE,
limit=500),
columns=[
"OpenTime", "Open", "High", "Low",
"Close", "Volume", "CloseTime",
"QuoteVolume", "TradeCount",
"TakerVolume", "TakerQuoteVolume",
"Ignore"
])
value = klines[[
"OpenTime", "Close", "High", "Low", "Volume", "QuoteVolume",
"TakerVolume", "TakerQuoteVolume", "TradeCount"
]].copy()
value.loc[:, "OpenTime"] = pd.to_datetime(value["OpenTime"].apply(
lambda x: datetime.fromtimestamp(int(x / 1000))))
value = value.set_index("OpenTime")
return value
except Exception as e:
print("Exception : " + str(e))
def get_balance(self, symbol):
try:
value = self.client.get_asset_balance(asset=symbol)
return value
except Exception as e:
print('Exception : {}'.format(e))
def get_free_balance(self, symbol):
try:
value = self.client.get_asset_balance(asset=symbol)
return float(value["free"])
except Exception as e:
print('Exception : {}'.format(e))
def get_futures_balance(self, symbol):
try:
value = self.client.futures_account_balance()
balance = [
balance["balance"] for balance in value
if balance["asset"] == symbol
]
return float(str(*balance))
except Exception as e:
print('Exception : {}'.format(e))
def create_limit_order(self, symbol, price, quantity, side_str):
try:
if side_str == "BUY":
side = self.client.SIDE_BUY
elif side_str == "SELL":
side = self.client.SIDE_SELL
order = self.client.order_limit(
symbol=symbol,
side=side,
timeInForce=self.client.TIME_IN_FORCE_IOC,
price=price,
quantity=quantity)
print(order)
print(
"buy order created.\nSymbol:{0:5}\nPrice:{1:5}\nQuantity:{2:5}",
symbol, price, quantity)
except Exception as e:
print("Exception : " + str(e))
def create_market_order(self, symbol, quantity, side_str):
try:
if side_str == "BUY":
side = self.client.SIDE_BUY
elif side_str == "SELL":
side = self.client.SIDE_SELL
order = self.client.order_market(symbol=symbol,
side=side,
quantity=quantity)
print(order)
print(
"buy order created.\nSymbol:{0:5}\nPrice:{1:5}\nQuantity:{2:5}",
symbol, price, quantity)
except Exception as e:
print("Exception : " + str(e))
def create_test_order(self, symbol, quantity, side_str):
try:
if side_str == "BUY":
side = self.client.SIDE_BUY
elif side_str == "SELL":
side = self.client.SIDE_SELL
order = self.client.create_test_order(
symbol=symbol,
side=side,
type=self.client.ORDER_TYPE_MARKET,
quantity=quantity)
print(order)
print("buy order created.\nSymbol:{0:5}\nQuantity:{1:5}".format(
symbol, quantity))
except Exception as e:
print("Exception : " + str(e))
def create_futures_order(self, symbol, quantity, side_str):
try:
if side_str == "BUY":
side = self.client.SIDE_BUY
elif side_str == "SELL":
side = self.client.SIDE_SELL
order = self.client.futures_create_order(
symbol=symbol,
side=side,
type=self.client.ORDER_TYPE_MARKET,
quantity=quantity)
#print(order)
print("order created.\nSymbol:{0:5}\nQuantity:{1:5}".format(
symbol, quantity))
except Exception as e:
print("Exception : " + str(e))
def create_futures_stoploss_order(self, symbol, quantity, side_str, price):
if side_str == "BUY":
side = self.client.SIDE_BUY
elif side_str == "SELL":
side = self.client.SIDE_SELL
order = self.client.futures_create_order(symbol=symbol,
stopPrice=price,
side=side,
type="STOP_MARKET",
quantity=quantity)
#print(order)
#print("order created.\nSymbol:{0:5}\nQuantity:{1:5}".format(symbol,quantity))
def cancel_futures_orders(self, symbol):
for i in range(0, 50):
try:
self.client.futures_cancel_all_open_orders(symbol=symbol)
except Exception as e:
print("Exception : " + str(e))
continue
break
def get_open_futures_orders(self, symbol):
try:
result = self.client.futures_get_open_orders(symbol=symbol)
return result
except Exception as e:
print("Exception : " + str(e))
def get_base_asset(self, symbol):
try:
return self.client.get_symbol_info(symbol)["baseAsset"]
except Exception as e:
print("Exception : " + str(e))
def get_quote_asset(self, symbol):
try:
return self.client.get_symbol_info(symbol)["quoteAsset"]
except Exception as e:
print("Exception : " + str(e))
def get_all_tickers(self):
try:
return self.client.get_all_tickers()
except Exception as e:
print("Exception : " + str(e))
def get_all_orders(self):
try:
return self.client.get_all_orders()
except Exception as e:
print("Exception : " + str(e))
def get_trades_data(self, symbol, start, end):
try:
data = []
value = self.client.get_aggregate_trades(symbol=symbol,
startTime=start,
endTime=end)
value_max = [-float('inf'), -float('inf')]
value_min = [float('inf'), float('inf')]
#price = self.client.get_historical_klines(start_str = start, end_str = start + 60000, symbol=symbol, interval=Client.KLINE_INTERVAL_1MINUTE, limit=1)[0][1]
for i in value:
if len(data) == const.IMG_LENGTH:
break
data.append(
[float(i["p"]),
float(i["q"]), 0.3 if i["m"] else 0.6])
if len(data) < const.IMG_LENGTH:
data += [[0.0, 0.0, 0.0]] * (const.IMG_LENGTH - len(data))
data = data[:const.IMG_LENGTH]
data = pd.DataFrame(data)
data = (data - data.min()) / (data.max() - data.min())
data = (data - data.mean()) / data.std()
data = (data - data.min()) / (data.max() - data.min())
return data.values.tolist()
except Exception as e:
print("Exception : " + str(e))
data = []
data += [[0.0, 0.0, 0.0]] * (const.IMG_LENGTH)
return data
