def GET_ACCOUNT_STATUS(LOG,out_file):
LOG.write("GET_ACCOUNT_STATUS() " + TimeStamp() + "\n")
try:
client = Client(api_key, api_secret)
except BinanceAPIException as e:
print(e.status_code)
print(e.message)
try:
data = client.get_account_status()
# Account Info
F1 = open(out_file,'w')
S = "msg: \t%s\n" % (data['msg'])
F1.write(S)
S = "success \t%s\n" % (data['success'])
F1.write(S)
F1.close()
except BinanceAPIException as e:
print(e.status_code)
print(e.message)
LOG.write(e.message + "\n")
def bconnection(key,secrete):
try:
client = Client(key,
secrete)
status = client.get_account_status()
print(status)
return True
except KeyError:
return False
def __init__(self):
apiKey = api
secretKey = key
if secretKey == '':
client = Client(apiKey, '')
print(
"Se accedio a la cuenta sin llave secreta, no está habilitado para ejecutar trades "
)
habilitado = False
else:
try:
client = Client(apiKey, secretKey)
client.get_account_status()
self.client = client
habilitado = True
except Exception as e:
habilitado = False
print(e)
setattr(self, 'habilitado', habilitado)
setattr(self, 'cliente', self.client)
class account_api(object):
def __init__(self):
self.client = Client("KCl8UvtnFcrlEgpqiwJlA0dr2SM3DuhKHHxiRtHA8oe7yl0JZYqas8oN2XNK0Lfz", "2wj46v8IAKpXoeigAmzfPg1VEjYi3oItNTeeNcEkDrK1HIev4nZHJr1Cd8tiJ5L0", {"verify": True, "timeout": 20})
def get_account_info(self):
return self.client.get_account()
def get_account_balance(self,asset='BTC'):
return self.client.get_asset_balance(asset=asset)
def get_account_status(self):
return self.client.get_account_status()
def get_trades(self,symbol='VENETH'):
return self.client.get_my_trades(symbol=symbol)
}
"""
# Get asset balance
balance = client.get_asset_balance(asset='BTC')
# Example response:
"""
{
"asset": "BTC",
"free": "4723846.89208129",
"locked": "0.00000000"
}
"""
# Get account status
status = client.get_account_status()
# Example response:
"""
{
"msg": "Order failed:Low Order fill rate! Will be reactivated after 5 minutes.",
"success": true,
"objs": [
"5"
]
}
"""
# Getting the open orders of a symbol (after getting the account info and the balance of the traded cryptos)
orders = client.get_open_orders(symbol='BNBBTC')
## or of all the open orders:
orders = client.get_open_orders()
class BinanceOrders(ExchangeOrders):
'''Handle order calls to binance.'''
def __init__(self, config=config.binance):
self.client = Client(config['api_key'], config['api_secret'])
def buy_order(self, symbol, quantity, test=True):
"""
Place a market buy order via the binance API.
Parameters:
------------
symbol: string
A valid binance cryptocurreny symbol.
quantity: int | float
The amount of <symbol> to buy.
test: boolean
True ---> Simulate a buy via the Binance API to check authorization.
"""
if test:
order = self.client.create_test_order(symbol=symbol,
side=SIDE_BUY,
type=ORDER_TYPE_MARKET,
quantity=quantity)
else:
order = self.client.create_order(symbol=symbol,
side=SIDE_BUY,
type=ORDER_TYPE_MARKET,
quantity=quantity)
# return True if order else False
return order
def sell_order(self, symbol, quantity, test=True):
"""
Place a market buy order via the binance API.
Parameters:
------------
symbol: string
A valid binance cryptocurreny symbol.
quantity: int | float
The amount of <symbol> to buy.
test: boolean
True ---> Simulate a buy via the Binance API to check authorization.
"""
if test:
order = self.client.create_test_order(symbol=symbol,
side=SIDE_SELL,
type=ORDER_TYPE_MARKET,
quantity=quantity)
else:
order = self.client.create_order(symbol=symbol,
side=SIDE_sell,
type=ORDER_TYPE_MARKET,
quantity=quantity)
# return True if order else False
return order
def account_balance(self):
"""Check account balance for all cryptocurrencies."""
return self.client.get_account()['balances']
def coin_balance(self, symbol):
"""Check balance for a given cryptocurreny"""
return self.client.get_asset_balance(symbol)
def account_status(self):
"""Check for normal account status."""
status = self.client.get_account_status()
if status['msg'] == 'Normal' and status['success']:
return True
else:
return False
def all_orders(self, symbol):
"""Get records of all orders."""
return self.client.get_all_orders(symbol=symbol)
def trades(self, symbol):
"""Get records of all trades."""
return self.client.get_my_trades(symbol=symbol)
from binance.client import Client from config import * client = Client(KEY, SECRET) status = client.get_account_status(recvWindow=36000)
class Binance:
def __init__(self):
self.__api_key = "#########"
self.__secret_key = "############"
self.__client = Client(self.__api_key, self.__secret_key)
self._info = self.exchange_info()
def exchange_info(self):
return self.__client.get_exchange_info()
def deposit_credentials(self, crypto):
credentials = self.__client.get_deposit_address(asset=crypto)
if credentials["success"]:
return credentials
else:
return self.deposit_credentials(crypto)
def coin_info(self, coin, base="btc"):
coin_ex = coin.upper() + base.upper()
return self.__client.get_symbol_info(coin_ex)
def deposit_enable(self, coin):
s = requests.get(
"https://www.binance.com/assetWithdraw/getAllAsset.html")
a = json.loads(s.text)
for each in a:
if each["assetCode"] == coin.upper():
return each["enableCharge"]
def withdraw_enable(self, coin):
s = requests.get(
"https://www.binance.com/assetWithdraw/getAllAsset.html")
a = json.loads(s.text)
for each in a:
if each["assetCode"] == coin.upper():
return each["enableWithdraw"]
def system_status(self):
return self.__client.get_system_status()
def account_info(self):
return self.__client.get_account()
def account_status(self):
return self.__client.get_account_status()
def withdraw_crypto(self,
crypto,
withdraw_amount,
crypto_address,
crypto_tag=None):
if (crypto.lower() == "neo"):
withdraw_amount = int(float(withdraw_amount))
elif (crypto.lower() == "qtum"):
withdraw_amount = int(float(withdraw_amount)) + float(
self.withdrawal_fee(crypto))
if withdraw_amount > float(self.balance(crypto)):
withdraw_amount = withdraw_amount - 1
if (crypto_tag == None):
try:
result = self.__client.withdraw(asset=crypto.upper(),
address=crypto_address,
amount=withdraw_amount)
except BinanceAPIException as e:
print(e)
except BinanceWithdrawException as e:
print(e)
self.withdraw_crypto(crypto, withdraw_amount, crypto_address)
else:
print("Success")
else:
try:
result = self.__client.withdraw(asset=crypto.upper(),
address=crypto_address,
addressTag=crypto_tag,
amount=withdraw_amount)
except BinanceAPIException as e:
print(e)
except BinanceWithdrawException as e:
print(e)
self.withdraw_crypto(crypto, withdraw_amount, crypto_address,
crypto_tag)
else:
print("Success")
def withdrawal_fee(self, crypto):
return self.__client.get_withdraw_fee(asset=crypto)
def get_balance(self, crypto):
try:
return self.__client.get_asset_balance(asset=crypto)
except BinanceWithdrawException:
self.balance(crypto)
except BinanceAPIException:
self.balance(crypto)
def balance(self, crypto):
bal = self.get_balance(crypto)
if isinstance(bal, dict):
return bal
return self.balance(crypto)
def withdraw_history(self):
return self.__client.get_withdraw_history()
def place_market_order(self, crypto, order_type, quantity, base="btc"):
symbol = crypto + base
lot_precision = self.format_specifics(crypto)[1]
quantity = float(math.floor(float(quantity) *
(10**lot_precision))) / (10**lot_precision)
if order_type.lower() == "buy":
order = self.__client.order_market_buy(symbol=symbol.upper(),
quantity=str(quantity))
elif order_type.lower() == "sell":
bal = float(self.balance(crypto)["free"])
if quantity > bal:
quantity = quantity - lot_precision
order = self.__client.order_market_sell(symbol=symbol.upper(),
quantity=str(quantity))
return order
def format_specifics(self, crypto, base="btc"):
for coin in self._info["symbols"]:
if coin["symbol"] == crypto.upper() + base.upper():
price_precision = -int(
math.log10(float(coin["filters"][0]["tickSize"])))
lot_precision = -int(
math.log10(float(coin["filters"][1]["stepSize"])))
return price_precision, lot_precision
def place_limit_order(self,
crypto,
order_type,
quantity,
price,
base="btc"):
symbol = crypto + base
price_precision, lot_precision = self.format_specifics(crypto)
if order_type.lower() == "buy":
order = self.__client.order_limit_buy(
symbol=symbol.upper(),
quantity=str(
float(math.floor(float(quantity) * (10**lot_precision))) /
(10**lot_precision)),
price=str(
float(math.floor(float(price) * (10**price_precision))) /
(10**price_precision)))
elif order_type.lower() == "sell":
order = self.__client.order_limit_sell(
symbol=symbol.upper(),
quantity=str(
float(math.floor(float(quantity) * (10**lot_precision))) /
(10**lot_precision)),
price=str(
float(math.floor(float(price) * (10**price_precision))) /
(10**price_precision)))
return order
def orderbook(self, crypto, base="btc"):
symbol = crypto + base
try:
return self.__client.get_order_book(symbol=symbol.upper())
except:
self.orderbook(crypto, base="btc")
def buy_vol_decider(self, crypto, amount):
cum_amount = 0
cum_vol = 0
for i, each in enumerate(self.orderbook(crypto)["asks"]):
cum_amnt = cum_amount + float(each[0]) * float(each[1]) * 1.001
cum_vol = cum_vol + float(each[1])
if cum_amnt > amount:
prev_amnt = cum_amnt - float(each[0]) * float(each[1]) * 1.001
cum_vol = cum_vol - float(
each[1]) + (amount - prev_amnt) / (1.001 * float(each[0]))
break
return cum_vol
def open_orders(self, crypto, base="btc"):
symbol = crypto + base
return self.__client.get_open_orders(symbol=symbol.upper())
def cancel_order(self, crypto, order_id, base="btc"):
symbol = crypto + base
return self.__client.cancel_order(symbol=symbol.upper(),
orderId=order_id)
def order_status(self, crypto, order_id, base="btc"):
symbol = crypto + base
return self.__client.get_order(symbol=symbol.upper(), orderId=order_id)
def place_sell_order(self, crypto):
vol = self.balance(crypto)["free"]
self.place_market_order(crypto, "sell", vol)
def place_buy_order(self, crypto):
try:
amount = float(self.balance("btc")["free"])
if amount > 0.001:
vol = self.buy_vol_decider(crypto, amount)
self.place_market_order(crypto, "buy", vol)
except Exception as e:
print(e)
self.place_buy_order(crypto)
class TradingApiBinance(TradingApi):
# override
def __init__(self, param_pct_order_placed, stop_loss_pct):
conf = Config()
self.param_pct_order_placed = param_pct_order_placed
self.API_KEY = conf.get_config('binance', 'api_key')
self.API_SECRET = conf.get_config('binance', 'api_secret')
self.MAX_DIFF_DATE_HOUR = int(
conf.get_config('trading_module_params', 'max_diff_date_hour'))
self.stop_loss_pct = stop_loss_pct
self.client = Client(self.API_KEY,
self.API_SECRET) # lib python-binance
self.precision = int(conf.get_config('binance',
'api_amount_precision'))
# override
def is_fake_api(self):
return False
# override
def check_status_api(self):
authorized_trading_pairs = []
# test ping
try:
self.client.ping()
except Exception as e:
msg = "Error while trying to ping Binance API : " + str(e)
logging.error(msg)
slack.post_message_to_alert_error_trading(msg)
return False, authorized_trading_pairs
# Check system status
try:
status = self.client.get_system_status()
if (status['msg'] == 'normal') and (status['status'] == 0):
# Check account status
status_client = self.client.get_account_status()
if (status_client['msg']
== 'Normal') and (status_client['success']):
# Check account status related to trading
info_client = self.client.get_account()
if not info_client['canTrade']:
return False, authorized_trading_pairs
except Exception as e:
msg = "Error while trying to get system status from Binance API : " + str(
e)
logging.error(msg)
slack.post_message_to_alert_error_trading(msg)
return False, authorized_trading_pairs
# Exchange info to verify which tradingpairs are tradable
try:
exchange_info = self.client.get_exchange_info()
for symbol in exchange_info['symbols']:
authorized_trading_pairs.append(symbol['symbol'])
except Exception as e:
msg = "Error while getting exchange info from binance : " + str(e)
logging.error(msg)
slack.post_message_to_alert_error_trading(msg)
return False, authorized_trading_pairs
return True, authorized_trading_pairs
# override
# allows to be sure that there is not to much time between predictions time and now
def check_predictions_time_vs_server_time(self, dict_dates):
tradable_trading_pairs = []
# Get server time
server_time = self.client.get_server_time()['serverTime']
server_time_localized = localize_utc_date(server_time)
logging.warning('server_time:' + str(server_time))
logging.warning('server_time_localized:' + str(server_time_localized))
for trading_pair, last_date in dict_dates.items():
logging.warning('trading_pair diff (' + trading_pair + ')' +
str(server_time_localized - last_date))
if (server_time_localized -
last_date) < timedelta(hours=self.MAX_DIFF_DATE_HOUR):
tradable_trading_pairs.append(trading_pair)
else:
msg = 'Difference between server time (' + str(
server_time_localized) + ') / prediction time (' + str(
last_date
) + ') too big for trading pair: *' + trading_pair + '*'
logging.error(msg)
slack.post_message_to_alert_error_trading(msg)
return tradable_trading_pairs
# override
# TODO V2 : parameter = tradingpair directly
# WARNING : can raise uncatched errors
def get_price_ticker(self, base_asset, quote_asset, key):
prices = self.client.get_all_tickers()
prices_dict = {value["symbol"]: value["price"] for value in prices}
return float(prices_dict[base_asset + quote_asset])
# override
# WARNING : can raise uncatched errors
def get_buy_price(self, base_asset, quote_asset, key):
buy_limit_price = 0
depth = self.client.get_order_book(symbol=base_asset + quote_asset)
if 'asks' in depth:
ask_price = float(
depth['asks'][0][0]) # get first ask price in order book
buy_limit_price = ask_price + (ask_price *
self.param_pct_order_placed)
else:
msg = 'Error while getting price for trading_pair:' + base_asset + quote_asset
slack.post_message_to_alert_error_trading(msg)
raise Exception(msg)
return buy_limit_price
# override
def get_sell_price(self, base_asset, quote_asset, key):
sell_limit_price = 0
depth = self.client.get_order_book(symbol=base_asset + quote_asset)
if 'bids' in depth:
bid_price = float(
depth['bids'][0][0]) # get first bid price in order book
sell_limit_price = bid_price - (bid_price *
self.param_pct_order_placed)
else:
msg = 'Error while getting price for trading_pair:' + base_asset + quote_asset
slack.post_message_to_alert_error_trading(msg)
raise Exception(msg)
return sell_limit_price
# override
def get_available_amount_crypto(self, symbol):
balance = 0
infos_balance = self.client.get_asset_balance(asset=symbol)
if 'free' in infos_balance:
balance = float(infos_balance['free'])
else:
msg = 'Error while getting balance for symbol:' + symbol
slack.post_message_to_alert_error_trading(msg)
raise Exception(msg)
return balance
# override
# RESULT of order:
# {'symbol': 'VETUSDT',
# 'orderId': 9358183,
# 'clientOrderId': 'ILNyxOioi7cPBDGkQSKtbH',
# 'transactTime': 1545235888618,
# 'price': '0.00550000',
# 'origQty': '5000.00000000',
# 'executedQty': '0.00000000',
# 'cummulativeQuoteQty': '0.00000000',
# 'status': 'NEW',
# 'timeInForce': 'GTC',
# 'type': 'LIMIT',
# 'side': 'SELL',
# 'fills': []}
def create_order(self, base_asset, quote_asset, side, quantity_from,
key): # ex: USDT, ETH, 1000, BUY
order = {}
try:
# TODO V2 : Use stopPrice for stop loss genre -3-4% ?
if side == ORDER_BUY:
limit_price = self.get_buy_price(base_asset, quote_asset, key)
# order = self.client.order_limit_buy(
# symbol=base_asset + quote_asset,
# quantity=quantity_from,
# price=self.format_amount_order(limit_price))
# TODO [SIMULATION] : To be replaced with real order + stop loss
order = self.client.create_test_order(
symbol=base_asset + quote_asset,
side=SIDE_BUY,
type=ORDER_TYPE_LIMIT,
timeInForce=TIME_IN_FORCE_GTC,
quantity=quantity_from,
price=self.format_amount_order(limit_price))
else:
limit_price = self.get_sell_price(base_asset, quote_asset, key)
# order = self.client.order_limit_sell(
# symbol=base_asset + quote_asset,
# quantity=quantity_from,
# price=self.format_amount_order(limit_price))
# TODO [SIMULATION] : To be replaced with real order
order = self.client.create_test_order(
symbol=base_asset + quote_asset,
side=SIDE_SELL,
type=ORDER_TYPE_LIMIT,
timeInForce=TIME_IN_FORCE_GTC,
quantity=quantity_from,
price=self.format_amount_order(limit_price))
msg = 'Order placed (' + str(
side
) + ') on trading_pair: ' + base_asset + quote_asset + ' - Qty: ' + str(
quantity_from) + ' - limit: ' + str(
limit_price) + ' - order: ' + str(order)
logging.warning(msg)
slack.post_message_to_alert_actions_trading(msg)
# Save order into DB
dbconn = DbConnection()
dbconn.exexute_query(TradingApiBinance.__create_query_order(order))
except Exception as e:
msg = "Error while creating order on tradingPair: {}, side: {}, qty:{}"
logging.error(
msg.format(base_asset + quote_asset, side, quantity_from))
logging.error(str(e))
slack.post_message_to_alert_error_trading(
msg.format(base_asset + quote_asset, side, quantity_from) +
'\n' + str(e))
raise Exception(msg + str(e))
return order['orderId']
@staticmethod
def __create_query_order(order):
insertquery = 'INSERT INTO public.orders (orderId, symbol, clientOrderId, transactTime, price, origQty,' \
'executedQty, cummulativeQuoteQty, status, timeInForce, typeorder, side, fills)'
insertquery += ' VALUES('
insertquery += str(order['orderId']) + ', '
insertquery += "'" + order['symbol'] + "', "
insertquery += "'" + order['clientOrderId'] + "', "
insertquery += str(order['transactTime']) + ', '
insertquery += str(order['price']) + ', '
insertquery += str(order['origQty']) + ', '
insertquery += str(order['executedQty']) + ', '
insertquery += str(order['cummulativeQuoteQty']) + ', '
insertquery += "'" + order['status'] + "', "
insertquery += "'" + order['timeInForce'] + "', "
insertquery += "'" + order['type'] + "', "
insertquery += "'" + order['side'] + "', "
insertquery += "'" + str(order['fills']) + "')"
return insertquery
# override
# {'symbol': 'VETUSDT',
# 'origClientOrderId': 'ILNyxOioi7cPBDGkQSKtbH',
# 'orderId': 9358183,
# 'clientOrderId': '4ZPYz4mDfcTg6Ho0O1QhoA',
# 'price': '0.00550000',
# 'origQty': '5000.00000000',
# 'executedQty': '0.00000000',
# 'cummulativeQuoteQty': '0.00000000',
# 'status': 'CANCELED',
# 'timeInForce': 'GTC',
# 'type': 'LIMIT',
# 'side': 'SELL'}
def get_order(self, id_order, trading_pair):
order = self.client.get_order(symbol=trading_pair, orderId=id_order)
return AlgOrderBinance(order)
# override
def get_orders(self):
# Useless her, only for backtesting
return 'N/A'
# override
def cancel_open_orders(self):
orders = self.client.get_open_orders()
logging.warning("Open orders to be cancelled " + str(orders))
for order in orders:
try:
result = self.client.cancel_order(symbol=order['symbol'],
orderId=order['orderId'])
msg = 'Order cancelled: ' + str(result)
logging.warning(msg)
slack.post_message_to_alert_actions_trading(msg)
except Exception as e:
msg = "Order cannot be cancelled " + str(e)
logging.error(msg)
slack.post_message_to_alert_error_trading(msg)
def format_amount_order(self, amount):
return "{:0.0{}f}".format(amount, self.precision)
