class Binance():
def __init__(self,
api_key,
api_secret,
symbol: str,
base_instrument: str,
useTestNet: bool = False,
isLive: bool = False):
self.isLive = isLive
#self.previousBuy_price = 0.0
self.client = Client(api_key, api_secret, testnet=useTestNet)
# self.asset_balance = 0
# self.base_instrument_balance = 10000.0
self.pair = symbol + base_instrument
print('Trading pair: ', self.pair)
if self.isLive:
account_info = self.client.get_account()
print(list(account_info.items())[:9])
if not useTestNet:
trade_fees = self.client.get_trade_fee(
symbol=symbol.upper() +
base_instrument.upper()) ## this is a list of dict
self.fees = trade_fees[0]['makerCommission']
print('trading fees/commission = {} '.format(self.fees))
self.asset_balance = self.client.get_asset_balance(
asset=symbol.upper())["free"]
self.base_instrument_balance = self.client.get_asset_balance(
asset=base_instrument.upper())["free"]
print('account balance, {} = '.format(symbol), self.asset_balance)
print('account balance, {} = '.format(base_instrument),
self.base_instrument_balance)
def get_historical_klines(self,
trading_pair: str,
interval,
from_date: str = None,
to_date: str = None) -> list:
return self.client.get_historical_klines(trading_pair, interval,
from_date, to_date)
def check_all_open_order(self, order_side):
list_all_open_orders = self.client.get_open_orders(symbol=self.pair)
n_order = 0
for order in list_all_open_orders:
if order['side'] == order_side and order['status'] == 'NEW':
n_order += 1
return n_order
def execute_buy_order(order: 'Order', base_wallet: 'Wallet',
quote_wallet: 'Wallet', current_price: float,
options: 'ExchangeOptions',
clock: 'Clock') -> 'Trade':
"""Executes a buy order on the exchange.
Parameters
----------
order : `Order`
The order that is being filled.
base_wallet : `Wallet`
The wallet of the base instrument.
quote_wallet : `Wallet`
The wallet of the quote instrument.
current_price : float
The current price of the exchange pair.
options : `ExchangeOptions`
The exchange options.
clock : `Clock`
The clock for the trading process..
Returns
-------
`Trade`
The executed trade that was made.
"""
if order.type == TradeType.LIMIT and order.price < current_price:
return None
filled = order.remaining.contain(order.exchange_pair)
if order.type == TradeType.MARKET:
scale = order.price / max(current_price, order.price)
filled = scale * filled
commission = options.commission * filled
quantity = filled - commission
if commission.size < Decimal(10)**-quantity.instrument.precision:
logging.warning(
"Commission is less than instrument precision. Canceling order. "
"Consider defining a custom instrument with a higher precision."
)
order.cancel("COMMISSION IS LESS THAN PRECISION.")
return None
transfer = Wallet.transfer(source=base_wallet,
target=quote_wallet,
quantity=quantity,
commission=commission,
exchange_pair=order.exchange_pair,
reason="BUY")
trade = Trade(order_id=order.id,
step=clock.step,
exchange_pair=order.exchange_pair,
side=TradeSide.BUY,
trade_type=order.type,
quantity=transfer.quantity,
price=transfer.price,
commission=transfer.commission)
# n_order = self.check_all_open_order(SIDE_BUY)
# if n_order>0: print(' ======>> There are more than {} existing buy orders, not placing further order'.format(n_order))
if self.isLive:
order = self.client.create_order(symbol=order.exchange_pair,
side=SIDE_BUY,
type=ORDER_TYPE_LIMIT,
timeInForce=TIME_IN_FORCE_GTC,
quantity=transfer.quantity,
price=transfer.price)
print(' =============== Placing buy order ============== \n',
order)
else:
order = self.client.create_test_order(
symbol=order.exchange_pair,
side=SIDE_BUY,
type=ORDER_TYPE_LIMIT,
timeInForce=TIME_IN_FORCE_GTC,
quantity=transfer.quantity,
price=transfer.price)
print(' =============== Placing test buy order ============== \n',
order)
return trade
def execute_sell_order(order: 'Order', base_wallet: 'Wallet',
quote_wallet: 'Wallet', current_price: float,
options: 'ExchangeOptions',
clock: 'Clock') -> 'Trade':
"""Executes a sell order on the exchange.
Parameters
----------
order : `Order`
The order that is being filled.
base_wallet : `Wallet`
The wallet of the base instrument.
quote_wallet : `Wallet`
The wallet of the quote instrument.
current_price : float
The current price of the exchange pair.
options : `ExchangeOptions`
The exchange options.
clock : `Clock`
The clock for the trading process..
Returns
-------
`Trade`
The executed trade that was made.
"""
if order.type == TradeType.LIMIT and order.price > current_price:
return None
filled = order.remaining.contain(order.exchange_pair)
commission = options.commission * filled
quantity = filled - commission
if commission.size < Decimal(10)**-quantity.instrument.precision:
logging.warning(
"Commission is less than instrument precision. Canceling order. "
"Consider defining a custom instrument with a higher precision."
)
order.cancel("COMMISSION IS LESS THAN PRECISION.")
return None
# Transfer Funds from Quote Wallet to Base Wallet
transfer = Wallet.transfer(source=quote_wallet,
target=base_wallet,
quantity=quantity,
commission=commission,
exchange_pair=order.exchange_pair,
reason="SELL")
trade = Trade(order_id=order.id,
step=clock.step,
exchange_pair=order.exchange_pair,
side=TradeSide.SELL,
trade_type=order.type,
quantity=transfer.quantity,
price=transfer.price,
commission=transfer.commission)
# n_order = self.check_all_open_order(SIDE_SELL)
# if n_order>0: print(' ======>> There are more than {} existing sell orders, not placing further order'.format(n_order))
if self.isLive:
order = self.client.create_order(symbol=order.exchange_pair,
side=SIDE_SELL,
type=ORDER_TYPE_LIMIT,
timeInForce=TIME_IN_FORCE_GTC,
quantity=transfer.quantity,
price=transfer.price)
print(' =============== Placing sell order ============== \n',
order)
else:
order = self.client.create_test_order(
symbol=order.exchange_pair,
side=SIDE_SELL,
type=ORDER_TYPE_LIMIT,
timeInForce=TIME_IN_FORCE_GTC,
quantity=transfer.quantity,
price=transfer.price)
print(
' =============== Placing test sell order ============== \n',
order)
return trade
def execute_order(order: 'Order', base_wallet: 'Wallet',
quote_wallet: 'Wallet', current_price: float,
options: 'Options', clock: 'Clock') -> 'Trade':
"""Executes an order on the exchange.
Parameters
----------
order : `Order`
The order that is being filled.
base_wallet : `Wallet`
The wallet of the base instrument.
quote_wallet : `Wallet`
The wallet of the quote instrument.
current_price : float
The current price of the exchange pair.
options : `ExchangeOptions`
The exchange options.
clock : `Clock`
The clock for the trading process..
Returns
-------
`Trade`
The executed trade that was made.
"""
kwargs = {
"order": order,
"base_wallet": base_wallet,
"quote_wallet": quote_wallet,
"current_price": current_price,
"options": options,
"clock": clock
}
if order.is_buy:
trade = execute_buy_order(**kwargs)
elif order.is_sell:
trade = execute_sell_order(**kwargs)
else:
trade = None
return trade
def list_coins_binance(key, secret, type):
api = Client(key, secret)
tableaux = api.get_ticker()
balances = api.get_account()
data = {}
balance_coins = []
contents = []
#print(balances['balances'][0]['free'])
#####
# Check coins availables with balances > 0.0
#####
for i in range(0, len(balances)):
if float(balances['balances'][i]['free']) > 0.001 \
and balances['balances'][i]['asset'] != 'BNB' \
and balances['balances'][i]['asset'] != 'BTC':
balance_coins.append(balances['balances'][i]['asset'])
print('\n-----------------------Binance-------------------- \n')
print('... Bags Holder ... \n')
print(balance_coins)
###
# Construct list of coins to trade with volume criteria
###
for i in range(0, len(tableaux)):
if type in tableaux[i]['symbol'][-4:]:
#print(tableaux[i]['symbol'][-4:] + '------' +tableaux[i]['quoteVolume'])
data[tableaux[i]['symbol']] = float(tableaux[i]['quoteVolume'])
sorted_data = sorted(data.items(),
key=operator.itemgetter(1),
reverse=True)
if int(read_config('binance', 'last_position')) > len(sorted_data):
total = len(sorted_data)
else:
total = int(read_config('binance', 'last_position'))
for i in range(int(read_config('binance', 'first_position')) - 1, total):
#print(sorted_data[i][0][:-3] + '-----' + str(sorted_data[i][1]))
contents.append(sorted_data[i][0][:-len(type)])
results = contents
print('------------- Coins top ------------- \n')
print(results)
all_contents = ''
for result in balance_coins:
all_contents += result + '\n'
with open('bags_binance.txt', 'w', encoding='utf8') as f:
f.write(all_contents)
f.close()
all_contents = ''
for result in results:
all_contents += result + '\n'
with open('Choices_binance.txt', 'w', encoding='utf8') as f:
f.write(all_contents)
f.close()
create_file_config(type)
class Binance:
def __init__(self):
api_key = '0Lqjlvte26MGjAYXJa8UWggtQrqjyhWklxvWdJD72oSIfVcKr4AWeVq7OOm415uw'
api_secret = 'ItyCJ0Re2bjNiHWfHHEb6d01OSZTFxitKoWVmkTwMPFmX3bVAl8F5GtQsoGM6vEx'
self.client = Client(api_key, api_secret)
def balances(self):
balances = self.client.get_account()
for balance in balances['balances']:
if float(balance['locked']) > 0 or float(balance['free']) > 0:
print('%s: %s' % (balance['asset'], balance['free']))
def balance(self, asset='BTC'):
balances = self.client.get_account()
balances['balances'] = {item['asset']: item for item in balances['balances']}
print(balances['balances'][asset]['free'])
def orders(self, symbol, limit):
orders = self.client.get_open_orders(symbol, limit)
print(orders)
def tickers(self):
return self.client.get_all_tickers()
def server_status(self):
systemT=int(time.time()*1000) #timestamp when requested was launch
serverT= self.client.get_server_time() #timestamp when server replied
lag=int(serverT['serverTime']-systemT)
print('System timestamp: %d' % systemT)
print('Server timestamp: %d' % serverT['serverTime'])
print('Lag: %d' % lag)
if lag>1000:
print('\nNot good. Excessive lag (lag > 1000ms)')
elif lag<0:
print('\nNot good. System time ahead server time (lag < 0ms)')
else:
print('\nGood (0ms > lag > 1000ms)')
return
def openorders(self):
return self.client.get_open_orders()
def profits(self, asset='BTC'):
coins = self.client.get_products()
for coin in coins['data']:
if coin['quoteAsset'] == asset:
orders = self.client.get_order_books(coin['symbol'], 5)
if len(orders['bids'])>0 and len(orders['asks'])>0:
lastBid = float(orders['bids'][0][0]) #last buy price (bid)
lastAsk = float(orders['asks'][0][0]) #last sell price (ask)
if lastBid!=0:
profit = (lastAsk - lastBid) / lastBid * 100
else:
profit = 0
print('%6.2f%% profit : %s (bid: %.8f / ask: %.8f)' % (profit, coin['symbol'], lastBid, lastAsk))
else:
print('---.--%% profit : %s (No bid/ask info retrieved)' % (coin['symbol']))
def market_value(self, symbol, kline_size, dateS, dateF="" ):
dateS=datetime.strptime(dateS, "%d/%m/%Y %H:%M:%S")
if dateF!="":
dateF=datetime.strptime(dateF, "%d/%m/%Y %H:%M:%S")
else:
dateF=dateS + timedelta(seconds=59)
print('Retrieving values...\n')
klines = self.client.get_klines(symbol, kline_size, int(dateS.timestamp()*1000), int(dateF.timestamp()*1000))
if len(klines)>0:
for kline in klines:
print('[%s] Open: %s High: %s Low: %s Close: %s' % (datetime.fromtimestamp(kline[0]/1000), kline[1], kline[2], kline[3], kline[4]))
return
