def __init__(
self,
api_key: str,
api_secret: str,
) -> None:
"""
Initialize the Binance client
Args:
api_key (str): api key for binance api client
api_secret (str): api secret for binance api client
Return:
None
"""
self.binance_client = BinanceClient(
api_key=api_key,
api_secret=api_secret
)
server_time_utc_iso8601 = datetime_to_iso8601(
self.get_binance_api_server_time()
)
print(f"Binance API Time: {server_time_utc_iso8601}")
if not self.is_binance_api_live():
sys.exit("Binance API is down")
print("Binance API is up")
def populate_historical(market, start_time):
binance_api = config['binance']['api']
binance_secret = config['binance']['secret']
binance_client = BinanceClient(binance_api, binance_secret)
# Get historical aggregated trade data as generator object and count number of historical trades
historical_trades = binance_client.aggregate_trade_iter(
symbol=market, start_str=start_time)
logger.info('Counting historical trades for database population.')
trade_count = sum(1 for trade in historical_trades)
logger.debug('trade_count: ' + str(trade_count))
# Get historical aggregated trade data again to refresh generator object (May make total count off by few trades)
historical_trades = binance_client.aggregate_trade_iter(
symbol=market, start_str=start_time)
count = 0
for trade in historical_trades:
process_result = process_message(trade, populate=True, symbol=market)
if process_result == False:
logger.info('Database population complete.')
break
else:
count += 1
logger.info('Processed ' + str(count) + ' of ~' +
str(trade_count) + ' historical trades.')
def get_binance_data(pairname, start_timestamp):
binance_client = BinanceClient('api_key', 'api_secret')
klines = binance_client.get_historical_klines(pairname, BinanceClient.KLINE_INTERVAL_1MINUTE, start_timestamp)
df = pd.DataFrame(klines, columns=['Time', 'Open', 'High', 'Low', 'Close', 'Volume', 'Close_Time', 'quote_asset_volume', 'no_of_trades', 'taker_buy_base_asset_vol', 'taker_buy_quote_asset_volume', 'ignore'])
df = df[['Time', 'Open', 'High', 'Low', 'Close', 'quote_asset_volume']]
df = df.rename(columns={'quote_asset_volume': 'Volume'})
df['Time'] = pd.to_datetime(df['Time'], unit='ms') #see cleaning
return df
def _process_binance(_, symbol):
client = BinanceClient(s.BINANCE_API_KEY, s.BINANCE_API_SECRET)
_symbol = "{}{}".format(*symbol)
order_book = client.get_order_book(symbol=_symbol,
limit=ORDER_BOOK_BINANCE_LIMIT)
_process(_symbol, order_book, offset=ORDER_BOOK_BINANCE_OFFSET)
def __init__(self, *args, **kwargs):
super(Binance, self).__init__('binance', *args, **kwargs)
key = self.config['api_key']
secret = self.config['api_secret']
self.client = BinanceClient(key, secret)
self._debpth_data_buffer = Queue()
self._load_depth_snapshot_thread = None
def populate_historical(exchange, market, start_time):
if exchange == 'binance':
binance_api = config['binance']['api']
binance_secret = config['binance']['secret']
binance_client = BinanceClient(binance_api, binance_secret)
# Get historical aggregated trade data as generator object and count number of historical trades
historical_trades = binance_client.aggregate_trade_iter(
symbol=market, start_str=start_time)
logger.info('Counting historical trades for database population.')
trade_count = sum(1 for trade in historical_trades)
logger.debug('trade_count: ' + str(trade_count))
# Get historical aggregated trade data again to refresh generator object (May make total count off by few trades)
historical_trades = binance_client.aggregate_trade_iter(
symbol=market, start_str=start_time)
count = 0
for trade in historical_trades:
process_result = process_message(trade,
populate=True,
exchange=exchange,
market=market)
if process_result == False:
logger.info('Database population complete.')
break
#logger.info('Trade document already present in database.')
else:
count += 1
completion_percentage = "{:.2f}".format(
(count / trade_count) * 100)
logger.info('Processed ' + str(count) + ' of ~' +
str(trade_count) + ' historical trades. [' +
completion_percentage + '%]')
elif exchange == 'poloniex':
logger.warning('POLONIEX DATABASE POPULATION NOT YET IMPLEMENTED.')
else:
logger.error(
'Unrecognized exchange passed to populate_historical(). Exiting.')
sys.exit(1)
def getPriceForCoinWithProperClient(name, exchangeCoin):
try:
if name == 'Coinbase Pro':
symbol = exchangeCoin.coin_change.coin.key + '-' + exchangeCoin.coin_change.coin_to_change.key
return gdax.PublicClient().get_product_ticker(
product_id=symbol)['price']
elif name == 'Binance':
symbol = exchangeCoin.coin_change.coin.key + exchangeCoin.coin_change.coin_to_change.key
return BinanceClient(
"", "").get_symbol_ticker(symbol=symbol)['price']
elif name == 'Kucoin':
symbol = exchangeCoin.coin_change.coin.key + '-' + exchangeCoin.coin_change.coin_to_change.key
return KucoinClient(
"", "").get_tick(symbol=symbol)['lastDealPrice']
return None
except:
return None
async def exchange_wallet(request):
exchange_name = request.json.get('exchange_name')
api_key = request.json.get('api_key')
api_secret = request.json.get('api_secret')
assets = request.json.get('assets')
binance_client = BinanceClient(api_key, api_secret)
res = {}
for asset in assets:
binance_asset = asset
if asset == 'WAV':
binance_asset = 'WAVES'
deposit_address = binance_client.get_deposit_address(asset=binance_asset)
res[asset] = deposit_address['address']
return json_response(res)
def __init__(self):
self.binanceClient = BinanceClient(BinanceSettings.api_key,
BinanceSettings.api_secret)
self.gdax_public_client = GdaxPublicClient()
self.gdax_authenticated_client = GdaxAuthenticatedClient(
key=GdaxSettings.api_key,
b64secret=GdaxSettings.api_secret,
passphrase=GdaxSettings.api_passphrase)
self.sandbox_gdax_authenticated_client = GdaxAuthenticatedClient(
key=GdaxSettings.sandbox_key,
b64secret=GdaxSettings.sandbox_secret,
passphrase=GdaxSettings.sandbox_passphrase,
api_url='https://api-public.sandbox.gdax.com')
self.kraken_public_client = KrakenAPI()
self.MARKET_BINANCE = 'binance'
self.MARKET_GDAX = 'gdax'
self.MARKET_KRAKEN = 'kraken'
def __init__(self):
self.client = BinanceClient(os.getenv("BINANCE_API_KEY"),
os.getenv("BINANCE_SECRET_KEY"))
self.config = get_config()
def get_client(self):
return BinanceClient(
self.key,
self.secret
)
def get_client():
""" Return a new instance with Binance API connection """
return BinanceClient(config.get('api_key'), config.get('api_secret'))
logger = logging.getLogger(__name__)
if debug_mode == True:
logger.setLevel(logging.DEBUG)
else:
logger.setLevel(logging.INFO)
config_path = 'config/config.ini'
config = configparser.ConfigParser()
config.read(config_path)
binance_api = config['binance']['api']
binance_secret = config['binance']['secret']
binance_client = BinanceClient(binance_api, binance_secret)
binance_ws = BinanceSocketManager(binance_client)
db = MongoClient(config['mongodb']['uri'])[config['mongodb']['db']]
collections = {'data': 'flowmeter', 'analysis': 'analysis'}
def process_message(msg, populate=False, symbol=None):
process_message_success = True
try:
logger.debug('msg: ' + str(msg))
trade_doc = {}
example content for keys.py, obtain keys from kucoin.com &
keys = dict(
kuClient_key = 'blah',
kuClient_secret = 'blah',
BinanceClient_key = 'blah',
BinanceClient_secret = 'blah',
)
"""
KUCLIENT_KEY = keys['kuClient_key']
KUCLIENT_SECRET = keys['kuClient_secret']
BINANCECLIENT_KEY = keys['BinanceClient_key']
BINANCECLIENT_SECRET = keys['BinanceClient_secret']
client = kuClient(KUCLIENT_KEY, KUCLIENT_SECRET)
bclient = BinanceClient(BINANCECLIENT_KEY, BINANCECLIENT_SECRET)
def watch():
try:
orders = client.get_buy_orders('DASH-ETH', limit=5)
sellorders = client.get_sell_orders('DASH-ETH', limit=5)
depth = bclient.get_order_book(symbol='DASHETH')
bsell = depth['asks'][0][0]
bbuy = depth['bids'][0][0]
ksell = sellorders[0][0]
kbuy = orders[0][0]
kbuyAdd = kbuy + 0.01
except:
print('problem grabbing order books')
kbuyAdd = 2
poloniex_gas_add = "AX8UxpFQcp3LYEEk9j4K8CPbZTWwyjHJdT"
binance_gas_add = "AexzA2PoEytX3nKwTpx4fgXovFPhUzydxb"
poloniex_btc_add = "1KGFzwUrLtQc8GfmWT8NRV4XfikbYKFqZh"
kucion_btc_add = "14eg4a5q1tucRcBipC8aD5tS4a5i9gb5hv"
binance_btc_add = "14eg4a5q1tucRcBipC8aD5tS4a5i9gb5hv"
poloniex_bitcoin_withdrawl_fee = 0.0005
binance_bitcoin_withdrawl_fee = 0.001
kucoin_bitcoin_withdrawl_fee = 0.0005
binance_trading_fee = 0.001
kucoin_trading_fee = 0.001
poloniex_trading_fee = 0.0015
binance_client = BinanceClient(binance_api_key, binance_api_secret)
poloniex_client = poloniex.Poloniex(poloniex_api_key, poloniex_api_secret)
kucion_client = KucoinClient(kucoin_api_key, kucoin_api_secret)
fixes = [{
'coinmarketcap': 'MIOTA',
'binance': 'IOTA'
}, {
'coinmarketcap': 'BCH',
'binance': 'BCC'
}]
max_principal_btc = 0.1
def main():
operationsIndex += 1
return queryObject
# Read configuration
config = configparser.ConfigParser()
config.read('config.ini')
apiKey = config['authentication']['apikey']
apiSecret = config['authentication']['apisecret']
symbol = config['symbol']['name']
depth = config['symbol']['depth']
dbHost = config['datastore']['dbhost']
dbName = config['datastore']['dbname']
dbPassword = config['datastore']['dbpassword']
dbPort = config['datastore']['dbport']
dbUser = config['datastore']['dbuser']
# connect to database
dbClient = influxdb.InfluxDBClient(host=dbHost,
port=dbPort,
username=dbUser,
password=dbPassword,
database=dbName)
# Create connection and websocket to Binance API
bnClient = BinanceClient(apiKey, apiSecret)
wsManager = BinanceSocketManager(bnClient)
connection = wsManager.start_depth_socket(symbol, writeToInflux, depth=depth)
wsManager.start()
import environs
import numpy as np
import pandas as pd
from binance.client import Client as BinanceClient
from tqdm import tqdm
env = environs.Env()
env.read_env()
BINANCE_API_KEY = env.str('BINANCE_API_KEY')
BINANCE_API_SECRET = env.str('BINANCE_API_SECRET')
client = BinanceClient(BINANCE_API_KEY, BINANCE_API_SECRET)
def get_market_bars(symbol: str, interval: str, start_dt: dt.datetime, end_dt: dt.datetime) -> pd.DataFrame:
headers = (
'Open time',
'Open',
'High',
'Low',
'Close',
'Volume',
'Close time',
'Quote volume',
'Trades',
'Buy base volume',
'Buy quote volume',
def __init__(self):
self._client = BinanceClient("", "")
self._limit = 1000
def _get_binance_client():
api_key, api_secret = Unity.get_api_keys()
return BinanceClient(api_key, api_secret)
def __init__(self, account_name='', api_key='', api_secret=''):
super().__init__("binance", account_name, api_key, api_secret)
self.binanceClient = BinanceClient(self.api_key, self.api_secret)
from binance.client import Client as BinanceClient
logging.basicConfig()
logger = logging.getLogger(__name__)
logger.setLevel(logging.DEBUG)
config_path = '../config/config_testing.ini'
if __name__ == '__main__':
config = configparser.ConfigParser()
config.read(config_path)
api = config['binance']['api']
secret = config['binance']['secret']
binance_client = BinanceClient(api, secret)
historical_trades = binance_client.aggregate_trade_iter(
symbol='XLMBTC', start_str='15 minutes ago UTC')
trade_info = {}
for trade in historical_trades:
first_trade_id_agg = trade['a']
first_trade_id_first = trade['f']
first_trade_id_last = trade['l']
break
pprint(trade)
## WORKS ##
print('Aggregate Trade ID Test:')
def _binance_client(self, api_key=None, api_secret=None) -> BinanceClient:
return BinanceClient(api_key=api_key, api_secret=api_secret)
def get_tickers_by_quote_dict() -> dict:
"""
Returns dictionary: key - some currency, value - list of binance tickers with key as a quote currency
Example: get_tickers_by_quote_dict() = {
'BTC': [{'symbol': 'TRXBTC', 'lastPrice': '0.00000350', ...}, {'symbol': 'ETHBTC', 'lastPrice': '0.032', ...}]
'USDT': [{'symbol': 'BTCUSDT', 'lastPrice': '20151.05', ...}, {'symbol': 'XLMUSDT', 'lastPrice': '0.277', ...}]
...
}
"""
tickers = {q: [] for q in ALL_QUOTE_CURRENCIES}
for ticker in binance.get_ticker():
ticker['base'] = get_base_currency(ticker['symbol'])
ticker['quote'] = get_quote_currency(ticker['symbol'])
tickers[ticker['quote']].append(ticker)
return tickers
def get_current_time() -> int:
"""
Returns current timestamp in milliseconds
"""
return int(datetime.datetime.now().timestamp() * 1000)
"""Global Binance client instance"""
binance = BinanceClient(api_keys.get_public(), api_keys.get_secret())
"""Global information about step sizes and precision"""
precision_by_symbol = get_precision_by_symbol_dict()
elif statusCode == "CANCELED": return "Отменен"
elif statusCode == "TRADE": return "Исполнен"
elif statusCode == "EXPIRED": return "Просрочен"
elif statusCode == "REJECTED": return "Отклонен"
elif statusCode == "FILLED": return "Исполнен"
elif statusCode == "PARTIALLY_FILLED": return "Частично исполнен"
else: return "Статус неизвестен(?)"
messageSender = MessageSender(MessageType.TELEGRAM)
messageSender.setTelegramRecipient(TelegramRecipient.ARBITRAGE_GROUP)
#messageSender.setTelegramRecipient(TelegramRecipient.KOROVAEV_USER)
clientArbitrageExmo = BinanceClient(
"cpVoAC6GOvchaOtNKEBevnKypS2ruQoz5VMoCZHmF2GqoiVkaQiHGO8eFObwXkPn",
"xaLFuFrLUL89pnXRTwKcLggT7HgLD3rcKSzWGza6ZHE9twsvD5HsQqwrRGJHGWQO")
clientArbitrageCexIO = BinanceClient(
"3AXtPzcT9Hrbt0il8DGhlnY8oqSwVDc8XGOOaRYC9PL2mehTGyZz984NvYG561yn",
"oyo7KC54D02uCZkfP7Sm7IdW0rHp3LSVhs7sboc8opkkkHTFc4ie0EXP5VN0EpTz")
bmExmo = BinanceSocketManager(clientArbitrageExmo)
key_user = bmExmo.start_user_socket(UserExmoEventCallback)
# then start the socket manager
bmExmo.start()
bmCex = BinanceSocketManager(clientArbitrageCexIO)
key_user2 = bmCex.start_user_socket(UserCEXEventCallback)
# then start the socket manager
bmCex.start()
import time
import requests
import dateparser
from binance.client import Client as BinanceClient
from kucoin.client import Client
# In[3]:
client = Client('5b63c73008d8b104b0add6b0',
'd239ffe0-0120-49eb-9a85-04e712244f47')
# client = Client('5b7c872808d8b15529c035c3', 'fc3810e5-462d-413b-9a88-aac40203f8cc')
bclient = BinanceClient(
'wZUkR3OrwI953kvURKvRXiwTT41xT0Qsh1G7UfB6rz5kbGM0t9qspLAYaUCpfk7z',
'ybvMtTm4PeOGT0bJ5CrQugI5Wpdi2OcvaIoB0wAD462lekazGP0wRirDXL5kIbJM')
# bclient = BinanceClient('EDSFRPjwir0HhT4oZhCUHace2wIVxtqKpmdtpjla47Dxlp07WRoRCAVVrtKjEXso', 'V6JY4yWcPbhMleYUWacgItMaECdxY0TcDW1mD3SZZje8pwYFepnjlzRcUabCwQxX')
# In[4]:
# KUCOIN
currencies = client.get_currencies()
orders = client.get_buy_orders('ETH-BTC', limit=50)
sellorders = client.get_sell_orders('ETH-BTC', limit=50)
# account balance
userFee = 0.002
# accountBalanceKucoin = 0.0009027 * (1 - userFee)# 0.0009145 * (1 - userFee)
accountBalanceKucoinBTC = (float(
import time
from binance.client import Client as BinanceClient
from binance.exceptions import BinanceAPIException, BinanceWithdrawException
API_KEY = ''
API_SECRET = ''
bclient = BinanceClient(API_KEY, API_SECRET)
##binance tickers
tickers = {}
coins = []
try:
ticker_collections = bclient.get_all_tickers()
except BinanceAPIException as e:
print(e)
except BinanceWithdrawException as e:
print(e)
else:
for item in ticker_collections:
tickers[item['symbol']] = item['price']
try:
symbol_info = bclient.get_symbol_info(item['symbol'])
print(symbol_info)
coin_name = symbol_info['baseAsset']
if coin_name not in coins:
coins.append(coin_name)
coin_name = symbol_info['quoteAsset']
from automation.bomberman_coins import BombermanCoins
from automation.functions import load_config
from automation.logger import Logger
from automation.order_storage import OrderStorage
from automation.parser.message_parser import UnknownMessage
OFFICIAL_DISCORD_CHANNEL = 759070661888704613
if __name__ == '__main__':
parser = ArgumentParser()
parser.add_argument('--config-file')
args = parser.parse_args()
config = load_config(args.config_file)
discord_client = DiscordClient()
binance_client = BinanceClient(config['binance_api']['key'],
config['binance_api']['secret'])
binance_socket = BinanceSocketManager(binance_client)
spot_api = SpotApi(binance_client)
futures_api = FuturesApi(config['app']['futures']['margin_type'], binance_client)
order_storage = OrderStorage('data/orders.pickle')
logger = Logger('log/bomberman_coins.log',
config['email']['recipient'],
config['email']['host'],
config['email']['user'],
config['email']['password'])
bomberman_coins = BombermanCoins(config['app']['market_type'],
config['app']['spot']['trade_amount'],
config['app']['futures']['trade_amount'],
config['app']['futures']['leverage'],
config['app']['futures']['max_leverage'],
spot_api, futures_api, order_storage, logger)
