def test_get_mid_price_orderbooks(self):
binance = Binance()
products = ['BTC_USDT', 'ETH_USDT']
orderbooks = binance.get_mid_price_orderbooks(products)
self.assertEqual(len(orderbooks), len(products))
self.assertIn(orderbooks[0].product, products)
self.assertIn(orderbooks[1].product, products)
def test_get_orderbooks(self):
binance = Binance()
products = ['BTC_USDT', 'ETH_USDT']
orderbooks = binance.get_orderbooks(products)
self.assertEqual(len(orderbooks), len(products))
self.assertIn(orderbooks[0].product, products)
self.assertIn(orderbooks[1].product, products)
self.assertLess(orderbooks[0].wall_bid, orderbooks[0].wall_ask)
self.assertLess(orderbooks[1].wall_bid, orderbooks[1].wall_ask)
def main(args):
with open(args.credentials_path, 'r') as rfile:
credentials = json.load(rfile)
binance = Binance(api_key=credentials['BINANCE_API_KEY'],
secret_key=credentials['BINANCE_API_SECRET'])
if args.q == 'get_open_orders':
print(*binance.client.get_open_orders(symbol=args.symbol), sep='\n')
return
if args.q == 'cancel':
print(binance.client.cancel_order(
symbol=args.symbol, orderId=args.order_id))
return
assert args.q == 'create'
exchange_info = binance.client.get_exchange_info()
for _symbol in exchange_info['symbols']:
if _symbol['symbol'] == args.symbol:
filt = _symbol['filters'][0]
if args.action == 'SELL':
price = filt['maxPrice']
else:
price = filt['minPrice']
order_response = binance.client.create_order(
symbol=args.symbol, side=args.action,
quantity=Decimal(args.quantity), price=price,
type='LIMIT_MAKER')
print(f'create order response {order_response}')
orderId = order_response['orderId']
order_response = binance.client.get_order(
symbol=args.symbol, orderId=orderId)
print(f'get order response {order_response}')
def test_parse_market_order_response(self):
resp = {
"symbol": "BTCUSDT",
"orderId": 28,
"clientOrderId": "6gCrw2kRUAF9CvJDGP16IP",
"transactTime": 1507725176595,
"price": "0.00000000",
"origQty": "10.00000000",
"executedQty": "10.00000000",
"status": "FILLED",
"timeInForce": "GTC",
"type": "MARKET",
"side": "SELL",
"fills": [
{
"price": "4000.00000000",
"qty": "1.00000000",
"commission": "4.00000000",
"commissionAsset": "BNB"
},
{
"price": "3999.00000000",
"qty": "5.00000000",
"commission": "19.99500000",
"commissionAsset": "BNB"
},
{
"price": "3998.00000000",
"qty": "2.00000000",
"commission": "7.99600000",
"commissionAsset": "USDT"
},
{
"price": "3997.00000000",
"qty": "1.00000000",
"commission": "3.99700000",
"commissionAsset": "USDT"
},
{
"price": "3995.00000000",
"qty": "1.00000000",
"commission": "3.99500000",
"commissionAsset": "USDT"
}
]
}
ret = Binance.parse_market_order_response(None, resp)
correct_parsed_response = {
"orderId": 28,
"clientOrderId": "6gCrw2kRUAF9CvJDGP16IP",
"executed_quantity": Decimal("10.00000000"),
"mean_price": Decimal("3998.30000000"),
"commission_USDT": Decimal("15.98800000"),
"commission_BNB": Decimal("23.99500000"),
"symbol": "BTCUSDT",
"side": "SELL"
}
self.assertDictEqual(correct_parsed_response, ret)
def __init__(self):
self.exchange = Binance()
self.chart = chart()
self.param = [{
"col_name": "4_ema",
"color": 'green',
"name": "4_ema"
}, {
"col_name": "9_ema",
"color": 'yellow',
"name": "9_ema"
}, {
"col_name": "18_ema",
"color": "red",
"name": "18_ema"
}]
self.buy_signals = []
self.sell_signals = []
def test_parse_params(self):
correct_params = {
'symbol': 'BTCUSDT',
'orderId': 10,
'origClientOrderId': 'myOrder0'
}
product_symbol = {'product': 'BTC_USDT', 'symbol': 'BTCUSDT'}
order_id = ['order_id', 'orderId']
client_order_id = ['orig_client_order_id', 'origClientOrderId']
params = [{
'other_params': [1, 2, None, [4], {5: 6}],
k: v,
_id: 10,
c_id: 'myOrder0'
} for k, v in product_symbol.items()
for _id in order_id
for c_id in client_order_id]
for param in params:
self.assertDictEqual(Binance._parse_params(None, param),
correct_params)
def get_exchange(self, type: ExchangeType) -> Exchange:
if type == ExchangeType.Binance:
return Binance()
else:
return Others()
class tradeSigns():
"""
docstring for tradeSigns
"""
def __init__(self):
self.exchange = Binance()
self.chart = chart()
self.param = [{
"col_name": "4_ema",
"color": 'green',
"name": "4_ema"
}, {
"col_name": "9_ema",
"color": 'yellow',
"name": "9_ema"
}, {
"col_name": "18_ema",
"color": "red",
"name": "18_ema"
}]
self.buy_signals = []
self.sell_signals = []
def sign(self, symbol: str, timeframe: str):
"""
"""
df = self.exchange.GetSymbolKlines(symbol=symbol, interval=timeframe)
#df = self.exchange.technicalA(df)
df['3_ema'] = TA.EMA(df, 3)
df['25_sma'] = TA.SMA(df, 25)
#df['10_ema'] = TA.EMA(df, 10)
#df['55_ema'] = TA.EMA(df, 55)
#df2= TA.MACD(df = df, period_fast = 30, period_slow = 20, signal = 30)
df2 = TA.MACD(df, period_fast=30, period_slow=20, signal=30)
df2["HIST"] = df2["MACD"] - df2["SIGNAL"]
df["MACD"] = df2["MACD"]
df["SIGNAL"] = df2["SIGNAL"]
df["HIST"] = df2["HIST"]
df['HIST_ESMA'] = df['3_ema'] - df['25_sma']
#ADX
df["ADX"] = TA.ADX(df)
df["ADX"] = df["ADX"].fillna(0)
df["HIST_ESMA"] = df["HIST_ESMA"].fillna(0)
self.slopCalculator(df)
df.to_csv('./export.csv', sep='\t')
print(df)
exit()
df["sign"] = ""
entrypoint = 'off'
for i in range(0, len(df['close']) - 1):
#strategy_result = Strategies.marginTrade(df = df, step = i)
strategy_result = Strategies.tlStrategy(df=df, step=i)
if strategy_result['signal'] == 'BUY' and entrypoint == 'off':
#print('buy: ',i)
self.buy_signals.append([df['time'][i], df['low'][i]])
df.loc[i, 'sign'] = 'buy'
entrypoint = 'on'
elif strategy_result['signal'] == 'SELL' and entrypoint == 'on':
#print('sell: ',i)
df.loc[i, 'sign'] = 'sell'
self.sell_signals.append([df['time'][i], df['low'][i]])
entrypoint = 'off'
#print(self.sell_signals)
self.chart.plotData(df, symbol, timeframe, self.param,
self.buy_signals, self.sell_signals)
def slopCalculator(self, df):
i = 3
for i in range(2, len(df['close']) - 1):
adxSlope = 0
histSlope = 0
adxStatus = 0
if df['ADX'][i] < 23:
adxStatus = 0
elif df['ADX'][i] > 23:
adxStatus = 1
if df['ADX'][i] < df['ADX'][i - 1]:
adxSlope = -1
elif df['ADX'][i] > df['ADX'][i - 1]:
adxSlope = 1
if df['HIST_ESMA'][i] < df['HIST_ESMA'][i - 1]:
histSlope = -1
elif df['HIST_ESMA'][i] > df['HIST_ESMA'][i - 1]:
histSlope = 1
print(
str(adxStatus) + " " + str(adxSlope) + " " +
str(histSlope))