print('start @', ut.get_time())
# generated by optimization
future_candles_length = 15
min_volume_btc = 0
minutes = 1
datapoints_trailing = 0
drops_to_collect = 2
do_print = True
# update symbol list
ut.update_symbol_list()
symbols = ut.pickle_read(
'/home/ec2-user/environment/botfarming/Development/binance_btc_symbols.pklz'
)
symbols_filtered, symbol_list = ut2.get_trimmed_symbols(
symbols, min_volume_btc)
# save latest 24 hr candles for all symbols
epoch_now = int(time.time())
readable_date_folder = datetime.datetime.fromtimestamp(epoch_now - 7 * 60 *
60).strftime('%Y%m%d')
day_folder = readable_date_folder + '_24'
time_of_day = ' 12:00'
day_folder = readable_date_folder + '_24_special'
time_of_day = ' 20:00'
if save_24hr_candle_data:
readable_date_start = datetime.datetime.fromtimestamp(
epoch_now - 7 * 60 * 60 - 24 * 60 * 60).strftime('%Y-%m-%d')
from binance.client import Client
from binance.websockets import BinanceSocketManager
api_key = '41EwcPBxLxrwAw4a4W2cMRpXiQwaJ9Vibxt31pOWmWq8Hm3ZX2CBnJ80sIRJtbsI'
api_secret = 'pnHoASmoe36q54DZOKsUujQqo4n5Ju25t5G0kBaioZZgGDOQPEHqgDDPA6s5dUiB'
client = Client(api_key, api_secret)
global bm
bm = BinanceSocketManager(client)
# get symbols & update if older than 1 hour
symbol_path = '/home/ec2-user/environment/botfarming/Development/binance_btc_symbols.pklz'
last_modified_stamp = int(os.path.getmtime(symbol_path))
if last_modified_stamp < int(time.time()) - 60 * 60:
ut.update_symbol_list()
# limit symbols by 24hr volume
symbols = ut.pickle_read(symbol_path)
total_btc_coins = 0
symbols_trimmed = {}
for s in symbols:
symbol = symbols[s]
if float(symbol['24hourVolume']) > 450:
total_btc_coins += 1
symbols_trimmed[s] = symbol
global socket_list
socket_list = []
symbol_list = []
for s in symbols_trimmed:
symbol = symbols_trimmed[s]
# reset current_state 'status' to 'monitoring' (not 'buying_and_selling')
# state_path = '/home/ec2-user/environment/botfarming/Development/program_state_1m/program_state_1m_1000_' + s + '.pklz'
# start
print('start @', time.strftime('%Y-%m-%d %H:%M:%S', time.localtime()))
start_time = int(time.time())
minutes = 1
day = '20180122'
step_backs = 8
trailing_and_current_candles_array = {}
smart_trailing_candles_array = {}
symbols = ut.pickle_read('/home/ec2-user/environment/botfarming/Development/binance_btc_symbols.pklz')
total_btc_coins = 0
symbols_trimmed = {}
for s in symbols:
symbol = symbols[s]
if float(symbol['24hourVolume']) > 450:
total_btc_coins += 1
symbols_trimmed[s] = symbol
best_gain = 0
best_price_to_buy_factor = 0
best_bollingers_percentage_increase_factor = 0
best_lower_band_buy_factor = 0
readable_time_now_folder = datetime.datetime.fromtimestamp(
epoch_now - 7 * 60 * 60).strftime('%Y%m%d_%H:%M')
readable_time_24hrs_ago_folder = datetime.datetime.fromtimestamp(
epoch_24hrs_ago - 7 * 60 * 60).strftime('%Y%m%d_%H:%M')
day = readable_time_24hrs_ago_folder + '_to_' + readable_time_now_folder
print('fetching previous 24hrs of data', day)
save_params = [[day, readable_time_24hrs_ago, readable_time_now]]
ut2.save_data(save_params, datapoints_trailing, min_volume, minutes)
################################################################################ RUN OPTIMIZER
trailing_and_current_candles_array = {}
smart_trailing_candles_array = {}
symbols = ut.pickle_read(
'/home/ec2-user/environment/botfarming/Development/binance_btc_symbols.pklz'
)
total_btc_coins = 0
symbols_trimmed = {}
for s in symbols:
symbol = symbols[s]
if float(symbol['24hourVolume']) > 450:
total_btc_coins += 1
symbols_trimmed[s] = symbol
best_gain = 0
best_price_to_buy_factor = 0
best_bollingers_percentage_increase_factor = 0
best_lower_band_buy_factor = 0
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))
future_candles_length = 15 # 20180205
buy_trigger_drop_percent_factor = 0.3 # 20180205
sell_trigger_gain_percent_factor = 0.25 # 20180205
btc_tradeable_volume_factor = 3 * 0.1 * 0.3 # multiplier of avg btc volume per minute over 24 hrs that we can buy & sell
min_volume_btc = 0
drops_to_collect = 1
print_trades = False
#################################################################################### RUN STRATEGY
symbols = ut.pickle_read(
'/home/ec2-user/environment/botfarming/Development/binance_btc_symbols.pklz'
)
symbols_filtered, symbol_list = ut2.get_trimmed_symbols(
symbols, min_volume_btc)
print('start @', ut.get_time())
####################################################################################
# NOTES
# 15min & 25min for future_candles_length had nearly identical results
all_day_results = {
} # key = param combo, value = array of individual day results
saved_outlier_drops = {}
# 3 combos takes 20min or so
import sys
print 'python', sys.version
import requests
import time
from pprint import pprint
import numpy
import sys
import pickle
import gzip
import utility as ut
import json
import math
bot_trades_attempts = ut.pickle_read(
'/home/ec2-user/environment/botfarming/Development/binance_all_trades_history/binance_all_trades_history_attempts.pklz'
)
total_trades_attempts = 0
start_epoch = 1517024439
start_epoch = 1517353200
start_epoch = 1517367600 # jan 30 8pm
for bot_trade in bot_trades_attempts:
if bot_trade['time_epoch'] >= start_epoch:
print(bot_trade['time_epoch'], bot_trade['time_human'],
bot_trade['symbol'], bot_trade['look_back'],
bot_trade['price_to_buy'])
total_trades_attempts += 1
print(total_trades_attempts)
from binance.websockets import BinanceSocketManager
api_key = '41EwcPBxLxrwAw4a4W2cMRpXiQwaJ9Vibxt31pOWmWq8Hm3ZX2CBnJ80sIRJtbsI'
api_secret = 'pnHoASmoe36q54DZOKsUujQqo4n5Ju25t5G0kBaioZZgGDOQPEHqgDDPA6s5dUiB'
client = Client(api_key, api_secret)
bm = BinanceSocketManager(client)
min_volume_btc = 0
datapoints_trailing = 0
minutes = 1
interval = str(minutes)+'m'
# limit symbols by 24hr volume
ut.update_symbol_list()
symbol_path = '/home/ec2-user/environment/botfarming/Development/binance_btc_symbols.pklz'
symbols_dict = ut.pickle_read(symbol_path)
symbols_filtered, symbol_list = ut2.get_trimmed_symbols(symbols_dict, min_volume_btc)
socket_list = []
for s in symbol_list:
socket_list.append(s.lower()+'@ticker')
ut.pickle_write('/home/ec2-user/environment/botfarming/Development/recent_tickers/'+s+'.pklz', False)
print('symbols with volume > ', min_volume_btc, '=', len(socket_list))
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()
#!/usr/bin/python2.7
import sys
print('python', sys.version)
import requests
import time
from pprint import pprint
import numpy
import sys
import pickle
import gzip
import datetime
import utility as ut
import functions_financial as fn
symbols = ut.pickle_read('/home/ec2-user/environment/botfarming/Development/binance_btc_symbols.pklz')
total_btc_coins = 0
symbols_trimmed = {}
for s in symbols:
symbol = symbols[s]
if float(symbol['24hourVolume']) > 450:
total_btc_coins += 1
symbols_trimmed[s] = symbol
total_data_points = 0
for s in symbols_trimmed:
symbol = symbols_trimmed[s]
#print symbol['symbol']