def process_socket_pushes_tickers(msg):
# close and restart the socket, if socket can't reconnect itself
if 'e' in msg and msg['e'] == 'error':
print('restarting socket in process_socket_pushes_tickers()')
bm.close()
conn_key = bm.start_multiplex_socket(socket_list, process_socket_pushes_tickers)
bm.start()
else:
if 'stream' in msg and 'data' in msg:
s = msg['stream'].split('@')[0].upper()
ticker_path = '/home/ec2-user/environment/botfarming/Development/recent_tickers/'+s+'.pklz'
current_price = float(msg['data']['c'])
# ut.pickle_write(ticker_path, msg['data'])
ut.pickle_write(ticker_path, current_price)
if s == 'ETHBTC' and time.localtime().tm_sec == 0:
current_price = float(msg['data']['c'])
print('STILL ALIVE process_socket_pushes_tickers()', s, current_price, ut.get_time())
else:
print('ERROR: unexpected socket response in process_socket_pushes_tickers(), printing msg so we know what is going on')
pprint(msg)
if save_24hr_drop_data:
print('start save to disk max 1min drop for all symbols', ut.get_time())
for s in symbols_filtered:
symbol = symbols_filtered[s]
if do_print:
print('------------------------------', s,
'-----------------------------')
symbol_candles_path = '/home/ec2-user/environment/botfarming/Development/binance_training_data/' + day_folder + '/' + s + '_data_' + str(
minutes) + 'm.pklz'
candles = ut.pickle_read(symbol_candles_path)
if candles == False:
print('ERROR', s, 'symbol_candles not found @',
symbol_candles_path)
else:
outlier_drops = ut2.get_outlier_drops(candles, symbol,
future_candles_length,
drops_to_collect)
drop_to_save = {
'biggest_drop_percent': outlier_drops[-1]['drop_percent'],
'best_gain_percent': outlier_drops[-1]['best_gain_percent']
}
symbol_24hr_drop_path = '/home/ec2-user/environment/botfarming/Development/binance_24hr_1min_drop/24hr_1min_drops_by_symbol/' + s + '.pklz'
ut.pickle_write(
symbol_24hr_drop_path, drop_to_save,
'ERROR could not save 24hr 1min drop data for ' + s)
print('done @', ut.get_time())
)
print('results for', optimizing,
'optimal buy, optimal sell, optimal band,',
optimal_buy_factor, optimal_sell_factor, optimal_band_factor)
print('optimal minutes, optimal minutes 2',
optimal_minutes_until_sale, optimal_minutes_until_sale_2)
print('optimal sell 2, optimal sell 3', optimal_sell_factor_2,
optimal_sell_factor_3)
optimization_factors = [
optimizing, optimal_buy_factor, optimal_sell_factor,
optimal_sell_factor_2, optimal_sell_factor_3,
optimal_minutes_until_sale, optimal_minutes_until_sale_2,
optimal_band_factor, True, best_gain, best_wins, best_losses
]
ut.pickle_write(
'/home/ec2-user/environment/botfarming/Development/optimization_factors/optimal_for_'
+ symbol['symbol'] + '_' + str(optimizing) + '.pklz',
optimization_factors)
print(
'###################################################################'
)
print(
'###################################################################'
)
print(
'###################################################################'
)
print(
'###################################################################'
)
print(
'###################################################################'
import requests
# save symbol list daily since API sometimes fail when getting live
symbol_data = requests.get(
"https://api.binance.com/api/v1/exchangeInfo").json()
ticker_data = requests.get("https://api.binance.com/api/v1/ticker/24hr").json()
symbols_for_save = {}
for symbol in symbol_data['symbols']:
if symbol['quoteAsset'] == 'BTC':
symbols_for_save[symbol['symbol']] = symbol
for symbol in ticker_data:
if 'BTC' in symbol['symbol'] and not 'BTC' in symbol['symbol'][:3]:
symbols_for_save[
symbol['symbol']]['24hourVolume'] = symbol['quoteVolume']
symbols_for_save[symbol['symbol']]['24priceChangePercent'] = symbol[
'priceChangePercent']
print('---------------ETHBTC')
pprint(symbols_for_save['ETHBTC'])
print('---------------ETHBTC')
print('btc symbols found:', len(symbols_for_save))
ut.pickle_write(
'/home/ec2-user/environment/botfarming/Development/binance_btc_symbols.pklz',
symbols_for_save)
symbols_saved = ut.pickle_read(
'/home/ec2-user/environment/botfarming/Development/binance_btc_symbols.pklz'
)
print('btc symbols saved:', len(symbols_saved))
api_key = '41EwcPBxLxrwAw4a4W2cMRpXiQwaJ9Vibxt31pOWmWq8Hm3ZX2CBnJ80sIRJtbsI'
api_secret = 'pnHoASmoe36q54DZOKsUujQqo4n5Ju25t5G0kBaioZZgGDOQPEHqgDDPA6s5dUiB'
client = Client(api_key, api_secret)
global bm
bm = BinanceSocketManager(client)
# limit symbols by 24hr volume
min_volume = 450
ut.update_symbol_list()
symbol_path = '/home/ec2-user/environment/botfarming/Development/binance_btc_symbols.pklz'
symbols = ut.pickle_read(symbol_path)
total_btc_coins = 0
symbols_trimmed = {}
global socket_list
socket_list = []
for s in symbols:
symbol = symbols[s]
if float(symbol['24hourVolume']) > min_volume:
total_btc_coins += 1
symbols_trimmed[s] = symbol
socket_list.append(s.lower() + '@depth20')
ut.pickle_write(
'/home/ec2-user/environment/botfarming/Development/recent_order_books/'
+ s + '.pklz', False)
print('symbols with volume > ', min_volume, '=', len(socket_list))
# start order_book web socket > call back saves most recent data to disk
conn_key = bm.start_multiplex_socket(socket_list, ut.buy_coin_socket)
bm.start()
print('getting one minute data',
symbol['symbol'])
url = 'https://api.binance.com/api/v1/klines?symbol=' + symbol[
'symbol'] + '&interval=1m&startTime=' + str(
start_time_period
) + '&endTime=' + str(end_time_period)
data_for_sale = requests.get(url).json()
# watch for too many API requests
if isinstance(data_for_sale, dict):
print('ERROR... API Failed')
print(url)
pprint(data_for_sale)
sys.exit()
ut.pickle_write(
sale_data_path, data_for_sale,
'trying to save data for sale')
for index_for_sale in range(0, minutes + 1):
if float(data_for_sale[index_for_sale]
[3]) < buy_price:
break
if index_for_sale == minutes:
print(
'should have found lower price earlier some wierd error'
)
if len(data_for_sale) < 60:
continue