def orders(update, context):
client = Client(api_key=SKey, api_secret=PKey)
data = client.futures_get_open_orders()
if len(data) == 0:
update.message.reply_text("Buddy, No Open Orders!")
else:
price = data[0]['price']
side = data[0]['side']
symbol = data[0]['symbol']
qty = data[0]['origQty']
a = qty + symbol
data2 = client.futures_mark_price(symbol=symbol)
currentprice = data2.get("markPrice")
x = float(currentprice)
xx = round(x, 3)
ordertxt = "Open Orders:\nCurrent Price:{}USDT\n{} EXIT AT {} WITH {}"
ordermsg = ordertxt.format(xx, a, price, side)
update.message.reply_text(ordermsg)
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
