├── .do
└── deploy.template.yaml
├── .github
└── workflows
│ └── cicd.yaml
├── .gitignore
├── .pre-commit-config.yaml
├── .pre-commit-hooks
└── sort-coins-file.py
├── .pylintrc
├── .user.cfg.example
├── Dockerfile
├── LICENSE
├── Procfile
├── README.md
├── app.json
├── backtest.py
├── binance_trade_bot
├── __init__.py
├── __main__.py
├── api_server.py
├── auto_trader.py
├── backtest.py
├── binance_api_manager.py
├── binance_stream_manager.py
├── config.py
├── crypto_trading.py
├── database.py
├── logger.py
├── models
│ ├── __init__.py
│ ├── base.py
│ ├── coin.py
│ ├── coin_value.py
│ ├── current_coin.py
│ ├── pair.py
│ ├── scout_history.py
│ └── trade.py
├── notifications.py
├── scheduler.py
└── strategies
│ ├── README.md
│ ├── __init__.py
│ ├── default_strategy.py
│ └── multiple_coins_strategy.py
├── config
└── apprise_example.yml
├── data
└── .gitignore
├── dev-requirements.txt
├── docker-compose.yml
├── logs
└── .gitkeep
├── requirements.txt
├── runtime.txt
└── supported_coin_list
/.do/deploy.template.yaml:
--------------------------------------------------------------------------------
1 | spec:
2 | name: binance-trade-bot
3 | workers:
4 | - environment_slug: python
5 | git:
6 | branch: master
7 | repo_clone_url: https://github.com/coinbookbrasil/binance-trade-bot.git
8 | envs:
9 | - key: API_KEY
10 | scope: BUILD_TIME
11 | value: "API KEY BINANCE"
12 | - key: API_SECRET_KEY
13 | scope: BUILD_TIME
14 | value: "API_SECRET_KEY"
15 | - key: CURRENT_COIN_SYMBOL
16 | scope: BUILD_TIME
17 | value: "XMR"
18 | - key: BRIDGE_SYMBOL
19 | scope: BUILD_TIME
20 | value: "USDT"
21 | - key: TLD
22 | scope: BUILD_TIME
23 | value: "com"
24 | - key: SCOUT_MULTIPLIER
25 | scope: BUILD_TIME
26 | value: "1"
27 | - key: HOURS_TO_KEEP_SCOUTING_HISTORY
28 | scope: BUILD_TIME
29 | value: "1"
30 | - key: STRATEGY
31 | scope: BUILD_TIME
32 | value: "default"
33 | - key: BUY_TIMEOUT
34 | scope: BUILD_TIME
35 | value: "0"
36 | - key: SELL_TIMEOUT
37 | scope: BUILD_TIME
38 | value: "0"
39 | - key: SUPPORTED_COIN_LIST
40 | scope: BUILD_TIME
41 | value: "ADA ATOM BAT BTT DASH DOGE EOS ETC ICX IOTA NEO OMG ONT QTUM TRX VET XLM XMR"
42 | name: binance-trade-bot
43 |
--------------------------------------------------------------------------------
/.github/workflows/cicd.yaml:
--------------------------------------------------------------------------------
1 | name: binance-trade-bot
2 | on:
3 | push:
4 | branches:
5 | - master
6 | pull_request:
7 | branches:
8 | - "*"
9 |
10 | jobs:
11 | Lint:
12 | runs-on: ubuntu-20.04
13 | steps:
14 | - uses: actions/checkout@v2
15 | - name: Set up Python
16 | uses: actions/setup-python@v2
17 | with:
18 | python-version: 3.7
19 | - id: changed-files
20 | name: Get Changed Files
21 | uses: dorny/paths-filter@v2
22 | with:
23 | token: ${{ github.token }}
24 | list-files: shell
25 | filters: |
26 | repo:
27 | - added|modified:
28 | - '**'
29 | - name: Set Cache Key
30 | run: echo "PY=$(python --version --version | sha256sum | cut -d' ' -f1)" >> $GITHUB_ENV
31 | - uses: actions/cache@v2
32 | with:
33 | path: ~/.cache/pre-commit
34 | key: pre-commit|${{ env.PY }}|${{ hashFiles('.pre-commit-config.yaml') }}
35 | - name: Check ALL Files On Branch
36 | uses: pre-commit/action@v2.0.0
37 | if: github.event_name != 'pull_request'
38 | - name: Check Changed Files On PR
39 | uses: pre-commit/action@v2.0.0
40 | if: github.event_name == 'pull_request'
41 | with:
42 | extra_args: --files ${{ steps.changed-files.outputs.repo_files }}
43 |
44 | Docker:
45 | runs-on: ubuntu-latest
46 | needs: Lint
47 | steps:
48 | - name: Set up QEMU
49 | uses: docker/setup-qemu-action@v1
50 | - name: Set up Docker Buildx
51 | uses: docker/setup-buildx-action@v1
52 | - name: Login to DockerHub
53 | if: github.event_name == 'push'
54 | uses: docker/login-action@v1
55 | with:
56 | username: ${{ secrets.DOCKERHUB_USERNAME }}
57 | password: ${{ secrets.DOCKERHUB_TOKEN }}
58 | - name: Build and push
59 | id: docker_build
60 | uses: docker/build-push-action@v2
61 | with:
62 | platforms: linux/amd64,linux/arm64,linux/arm/v6,linux/arm/v7
63 | push: ${{ github.event_name == 'push' }}
64 | tags: ${{ github.repository }}:latest
65 | - name: Image digest
66 | run: echo ${{ steps.docker_build.outputs.digest }}
67 |
--------------------------------------------------------------------------------
/.gitignore:
--------------------------------------------------------------------------------
1 | *.log
2 | .current_coin
3 | .current_coin_table
4 | *.pyc
5 | __pycache__
6 | nohup.out
7 | user.cfg
8 | .idea/
9 | .vscode/
10 | .replit
11 | venv/
12 | crypto_trading.db
13 | apprise.yml
14 | .DS_Store
15 | .bot/
--------------------------------------------------------------------------------
/.pre-commit-config.yaml:
--------------------------------------------------------------------------------
1 | ---
2 | minimum_pre_commit_version: 1.15.2
3 | repos:
4 | - repo: https://github.com/pre-commit/pre-commit-hooks
5 | rev: v4.1.0
6 | hooks:
7 | - id: check-merge-conflict # Check for files that contain merge conflict strings.
8 | - id: trailing-whitespace # Trims trailing whitespace.
9 | args: [--markdown-linebreak-ext=md]
10 | - id: mixed-line-ending # Replaces or checks mixed line ending.
11 | args: [--fix=lf]
12 | - id: end-of-file-fixer # Makes sure files end in a newline and only a newline.
13 | - id: check-merge-conflict # Check for files that contain merge conflict strings.
14 | - id: check-ast # Simply check whether files parse as valid python.
15 |
16 | - repo: local
17 | hooks:
18 | - id: sort-supported-coin-list
19 | name: Sort Supported Coin List
20 | entry: .pre-commit-hooks/sort-coins-file.py
21 | language: python
22 | files: ^supported_coin_list$
23 |
24 | - repo: https://github.com/asottile/pyupgrade
25 | rev: v2.29.1
26 | hooks:
27 | - id: pyupgrade
28 | name: Rewrite Code to be Py3.6+
29 | args: [--py36-plus]
30 |
31 | - repo: https://github.com/pycqa/isort
32 | rev: 5.11.5
33 | hooks:
34 | - id: isort
35 | args: [--profile, black, --line-length, '120']
36 |
37 | - repo: https://github.com/psf/black
38 | rev: 23.3.0
39 | hooks:
40 | - id: black
41 | args: [-l, '120']
42 |
43 | - repo: https://github.com/asottile/blacken-docs
44 | rev: v1.11.0
45 | hooks:
46 | - id: blacken-docs
47 | args: [--skip-errors]
48 | files: ^docs/.*\.rst
49 | additional_dependencies: [black==20.8b1]
50 |
51 | - repo: https://github.com/s0undt3ch/pre-commit-populate-pylint-requirements
52 | rev: aed8c6a
53 | hooks:
54 | - id: populate-pylint-requirements
55 | files: ^(dev-)?requirements\.txt$
56 | args: [requirements.txt, dev-requirements.txt]
57 |
58 | - repo: https://github.com/pre-commit/mirrors-pylint
59 | rev: v3.0.0a5
60 | hooks:
61 | - id: pylint
62 | name: PyLint
63 | args: [--output-format=parseable, --rcfile=.pylintrc]
64 | additional_dependencies:
65 | - Flask==2.1.1
66 | - apprise==0.9.5.1
67 | - cachetools==4.2.2
68 | - eventlet==0.30.2
69 | - flask-cors==3.0.10
70 | - flask-socketio==5.0.1
71 | - gunicorn==20.1.0
72 | - itsdangerous==2.0.1
73 | - pylint-sqlalchemy
74 | - python-binance==1.0.12
75 | - python-socketio[client]==5.2.1
76 | - schedule==1.1.0
77 | - sqlalchemy==1.4.15
78 | - sqlitedict==1.7.0
79 | - unicorn-binance-websocket-api==1.34.2
80 | - unicorn-fy==0.11.0
81 |
--------------------------------------------------------------------------------
/.pre-commit-hooks/sort-coins-file.py:
--------------------------------------------------------------------------------
1 | #!/usr/bin/env python
2 | # pylint: skip-file
3 | import pathlib
4 |
5 | REPO_ROOT = pathlib.Path(__name__).resolve().parent
6 | SUPPORTED_COIN_LIST = REPO_ROOT / "supported_coin_list"
7 |
8 |
9 | def sort():
10 | in_contents = SUPPORTED_COIN_LIST.read_text()
11 | out_contents = ""
12 | out_contents += "\n".join(sorted(line.upper() for line in in_contents.splitlines()))
13 | out_contents += "\n"
14 | if in_contents != out_contents:
15 | SUPPORTED_COIN_LIST.write_text(out_contents)
16 |
17 |
18 | if __name__ == "__main__":
19 | sort()
20 |
--------------------------------------------------------------------------------
/.pylintrc:
--------------------------------------------------------------------------------
1 | [MASTER]
2 |
3 | # A comma-separated list of package or module names from where C extensions may
4 | # be loaded. Extensions are loading into the active Python interpreter and may
5 | # run arbitrary code.
6 | extension-pkg-whitelist=
7 |
8 | # Specify a score threshold to be exceeded before program exits with error.
9 | fail-under=6.0
10 |
11 | # Add files or directories to the blacklist. They should be base names, not
12 | # paths.
13 | ignore=CVS
14 |
15 | # Add files or directories matching the regex patterns to the blacklist. The
16 | # regex matches against base names, not paths.
17 | ignore-patterns=
18 |
19 | # Python code to execute, usually for sys.path manipulation such as
20 | # pygtk.require().
21 | #init-hook=
22 |
23 | # Use multiple processes to speed up Pylint. Specifying 0 will auto-detect the
24 | # number of processors available to use.
25 | jobs=1
26 |
27 | # Control the amount of potential inferred values when inferring a single
28 | # object. This can help the performance when dealing with large functions or
29 | # complex, nested conditions.
30 | limit-inference-results=100
31 |
32 | # List of plugins (as comma separated values of python module names) to load,
33 | # usually to register additional checkers.
34 | load-plugins=pylint_sqlalchemy
35 |
36 | # Pickle collected data for later comparisons.
37 | persistent=yes
38 |
39 | # When enabled, pylint would attempt to guess common misconfiguration and emit
40 | # user-friendly hints instead of false-positive error messages.
41 | suggestion-mode=yes
42 |
43 | # Allow loading of arbitrary C extensions. Extensions are imported into the
44 | # active Python interpreter and may run arbitrary code.
45 | unsafe-load-any-extension=no
46 |
47 |
48 | [MESSAGES CONTROL]
49 |
50 | # Only show warnings with the listed confidence levels. Leave empty to show
51 | # all. Valid levels: HIGH, INFERENCE, INFERENCE_FAILURE, UNDEFINED.
52 | confidence=
53 |
54 | # Disable the message, report, category or checker with the given id(s). You
55 | # can either give multiple identifiers separated by comma (,) or put this
56 | # option multiple times (only on the command line, not in the configuration
57 | # file where it should appear only once). You can also use "--disable=all" to
58 | # disable everything first and then reenable specific checks. For example, if
59 | # you want to run only the similarities checker, you can use "--disable=all
60 | # --enable=similarities". If you want to run only the classes checker, but have
61 | # no Warning level messages displayed, use "--disable=all --enable=classes
62 | # --disable=W".
63 | disable=print-statement,
64 | parameter-unpacking,
65 | unpacking-in-except,
66 | old-raise-syntax,
67 | backtick,
68 | long-suffix,
69 | old-ne-operator,
70 | old-octal-literal,
71 | import-star-module-level,
72 | non-ascii-bytes-literal,
73 | raw-checker-failed,
74 | bad-inline-option,
75 | locally-disabled,
76 | file-ignored,
77 | suppressed-message,
78 | useless-suppression,
79 | deprecated-pragma,
80 | use-symbolic-message-instead,
81 | apply-builtin,
82 | basestring-builtin,
83 | buffer-builtin,
84 | cmp-builtin,
85 | coerce-builtin,
86 | execfile-builtin,
87 | file-builtin,
88 | long-builtin,
89 | raw_input-builtin,
90 | reduce-builtin,
91 | standarderror-builtin,
92 | unicode-builtin,
93 | xrange-builtin,
94 | coerce-method,
95 | delslice-method,
96 | getslice-method,
97 | setslice-method,
98 | no-absolute-import,
99 | old-division,
100 | dict-iter-method,
101 | dict-view-method,
102 | next-method-called,
103 | metaclass-assignment,
104 | indexing-exception,
105 | raising-string,
106 | reload-builtin,
107 | oct-method,
108 | hex-method,
109 | nonzero-method,
110 | cmp-method,
111 | input-builtin,
112 | round-builtin,
113 | intern-builtin,
114 | unichr-builtin,
115 | map-builtin-not-iterating,
116 | zip-builtin-not-iterating,
117 | range-builtin-not-iterating,
118 | filter-builtin-not-iterating,
119 | using-cmp-argument,
120 | eq-without-hash,
121 | div-method,
122 | idiv-method,
123 | rdiv-method,
124 | exception-message-attribute,
125 | invalid-str-codec,
126 | sys-max-int,
127 | bad-python3-import,
128 | deprecated-string-function,
129 | deprecated-str-translate-call,
130 | deprecated-itertools-function,
131 | deprecated-types-field,
132 | next-method-defined,
133 | dict-items-not-iterating,
134 | dict-keys-not-iterating,
135 | dict-values-not-iterating,
136 | deprecated-operator-function,
137 | deprecated-urllib-function,
138 | xreadlines-attribute,
139 | deprecated-sys-function,
140 | exception-escape,
141 | comprehension-escape,
142 | missing-module-docstring,
143 | missing-class-docstring,
144 | missing-function-docstring,
145 | bad-continuation,
146 | invalid-name,
147 | duplicate-code
148 |
149 | # Enable the message, report, category or checker with the given id(s). You can
150 | # either give multiple identifier separated by comma (,) or put this option
151 | # multiple time (only on the command line, not in the configuration file where
152 | # it should appear only once). See also the "--disable" option for examples.
153 | enable=c-extension-no-member
154 |
155 |
156 | [REPORTS]
157 |
158 | # Python expression which should return a score less than or equal to 10. You
159 | # have access to the variables 'error', 'warning', 'refactor', and 'convention'
160 | # which contain the number of messages in each category, as well as 'statement'
161 | # which is the total number of statements analyzed. This score is used by the
162 | # global evaluation report (RP0004).
163 | evaluation=10.0 - ((float(5 * error + warning + refactor + convention) / statement) * 10)
164 |
165 | # Template used to display messages. This is a python new-style format string
166 | # used to format the message information. See doc for all details.
167 | #msg-template=
168 |
169 | # Set the output format. Available formats are text, parseable, colorized, json
170 | # and msvs (visual studio). You can also give a reporter class, e.g.
171 | # mypackage.mymodule.MyReporterClass.
172 | output-format=parseable
173 |
174 | # Tells whether to display a full report or only the messages.
175 | reports=no
176 |
177 | # Activate the evaluation score.
178 | score=yes
179 |
180 |
181 | [REFACTORING]
182 |
183 | # Maximum number of nested blocks for function / method body
184 | max-nested-blocks=5
185 |
186 | # Complete name of functions that never returns. When checking for
187 | # inconsistent-return-statements if a never returning function is called then
188 | # it will be considered as an explicit return statement and no message will be
189 | # printed.
190 | never-returning-functions=sys.exit
191 |
192 |
193 | [FORMAT]
194 |
195 | # Expected format of line ending, e.g. empty (any line ending), LF or CRLF.
196 | expected-line-ending-format=
197 |
198 | # Regexp for a line that is allowed to be longer than the limit.
199 | ignore-long-lines=^\s*(# )?<?https?://\S+>?$
200 |
201 | # Number of spaces of indent required inside a hanging or continued line.
202 | indent-after-paren=4
203 |
204 | # String used as indentation unit. This is usually " " (4 spaces) or "\t" (1
205 | # tab).
206 | indent-string=' '
207 |
208 | # Maximum number of characters on a single line.
209 | max-line-length=120
210 |
211 | # Maximum number of lines in a module.
212 | max-module-lines=1000
213 |
214 | # Allow the body of a class to be on the same line as the declaration if body
215 | # contains single statement.
216 | single-line-class-stmt=no
217 |
218 | # Allow the body of an if to be on the same line as the test if there is no
219 | # else.
220 | single-line-if-stmt=no
221 |
222 |
223 | [MISCELLANEOUS]
224 |
225 | # List of note tags to take in consideration, separated by a comma.
226 | notes=FIXME,
227 | XXX,
228 | TODO
229 |
230 | # Regular expression of note tags to take in consideration.
231 | #notes-rgx=
232 |
233 |
234 | [BASIC]
235 |
236 | # Naming style matching correct argument names.
237 | argument-naming-style=snake_case
238 |
239 | # Regular expression matching correct argument names. Overrides argument-
240 | # naming-style.
241 | #argument-rgx=
242 |
243 | # Naming style matching correct attribute names.
244 | attr-naming-style=snake_case
245 |
246 | # Regular expression matching correct attribute names. Overrides attr-naming-
247 | # style.
248 | #attr-rgx=
249 |
250 | # Bad variable names which should always be refused, separated by a comma.
251 | bad-names=foo,
252 | bar,
253 | baz,
254 | toto,
255 | tutu,
256 | tata
257 |
258 | # Bad variable names regexes, separated by a comma. If names match any regex,
259 | # they will always be refused
260 | bad-names-rgxs=
261 |
262 | # Naming style matching correct class attribute names.
263 | class-attribute-naming-style=any
264 |
265 | # Regular expression matching correct class attribute names. Overrides class-
266 | # attribute-naming-style.
267 | #class-attribute-rgx=
268 |
269 | # Naming style matching correct class names.
270 | class-naming-style=PascalCase
271 |
272 | # Regular expression matching correct class names. Overrides class-naming-
273 | # style.
274 | #class-rgx=
275 |
276 | # Naming style matching correct constant names.
277 | const-naming-style=UPPER_CASE
278 |
279 | # Regular expression matching correct constant names. Overrides const-naming-
280 | # style.
281 | #const-rgx=
282 |
283 | # Minimum line length for functions/classes that require docstrings, shorter
284 | # ones are exempt.
285 | docstring-min-length=-1
286 |
287 | # Naming style matching correct function names.
288 | function-naming-style=snake_case
289 |
290 | # Regular expression matching correct function names. Overrides function-
291 | # naming-style.
292 | #function-rgx=
293 |
294 | # Good variable names which should always be accepted, separated by a comma.
295 | good-names=i,
296 | j,
297 | k,
298 | ex,
299 | Run,
300 | _,
301 | cv
302 |
303 | # Good variable names regexes, separated by a comma. If names match any regex,
304 | # they will always be accepted
305 | good-names-rgxs=
306 |
307 | # Include a hint for the correct naming format with invalid-name.
308 | include-naming-hint=no
309 |
310 | # Naming style matching correct inline iteration names.
311 | inlinevar-naming-style=any
312 |
313 | # Regular expression matching correct inline iteration names. Overrides
314 | # inlinevar-naming-style.
315 | #inlinevar-rgx=
316 |
317 | # Naming style matching correct method names.
318 | method-naming-style=snake_case
319 |
320 | # Regular expression matching correct method names. Overrides method-naming-
321 | # style.
322 | #method-rgx=
323 |
324 | # Naming style matching correct module names.
325 | module-naming-style=snake_case
326 |
327 | # Regular expression matching correct module names. Overrides module-naming-
328 | # style.
329 | #module-rgx=
330 |
331 | # Colon-delimited sets of names that determine each other's naming style when
332 | # the name regexes allow several styles.
333 | name-group=
334 |
335 | # Regular expression which should only match function or class names that do
336 | # not require a docstring.
337 | no-docstring-rgx=^_
338 |
339 | # List of decorators that produce properties, such as abc.abstractproperty. Add
340 | # to this list to register other decorators that produce valid properties.
341 | # These decorators are taken in consideration only for invalid-name.
342 | property-classes=abc.abstractproperty
343 |
344 | # Naming style matching correct variable names.
345 | variable-naming-style=snake_case
346 |
347 | # Regular expression matching correct variable names. Overrides variable-
348 | # naming-style.
349 | #variable-rgx=
350 |
351 |
352 | [STRING]
353 |
354 | # This flag controls whether inconsistent-quotes generates a warning when the
355 | # character used as a quote delimiter is used inconsistently within a module.
356 | check-quote-consistency=no
357 |
358 | # This flag controls whether the implicit-str-concat should generate a warning
359 | # on implicit string concatenation in sequences defined over several lines.
360 | check-str-concat-over-line-jumps=no
361 |
362 |
363 | [VARIABLES]
364 |
365 | # List of additional names supposed to be defined in builtins. Remember that
366 | # you should avoid defining new builtins when possible.
367 | additional-builtins=
368 |
369 | # Tells whether unused global variables should be treated as a violation.
370 | allow-global-unused-variables=yes
371 |
372 | # List of strings which can identify a callback function by name. A callback
373 | # name must start or end with one of those strings.
374 | callbacks=cb_,
375 | _cb
376 |
377 | # A regular expression matching the name of dummy variables (i.e. expected to
378 | # not be used).
379 | dummy-variables-rgx=_+$|(_[a-zA-Z0-9_]*[a-zA-Z0-9]+?$)|dummy|^ignored_|^unused_
380 |
381 | # Argument names that match this expression will be ignored. Default to name
382 | # with leading underscore.
383 | ignored-argument-names=_.*|^ignored_|^unused_
384 |
385 | # Tells whether we should check for unused import in __init__ files.
386 | init-import=no
387 |
388 | # List of qualified module names which can have objects that can redefine
389 | # builtins.
390 | redefining-builtins-modules=six.moves,past.builtins,future.builtins,builtins,io
391 |
392 |
393 | [LOGGING]
394 |
395 | # The type of string formatting that logging methods do. `old` means using %
396 | # formatting, `new` is for `{}` formatting.
397 | logging-format-style=old
398 |
399 | # Logging modules to check that the string format arguments are in logging
400 | # function parameter format.
401 | logging-modules=logging
402 |
403 |
404 | [SPELLING]
405 |
406 | # Limits count of emitted suggestions for spelling mistakes.
407 | max-spelling-suggestions=4
408 |
409 | # Spelling dictionary name. Available dictionaries: en (aspell), en_AG
410 | # (hunspell), en_AU (hunspell), en_BS (hunspell), en_BW (hunspell), en_BZ
411 | # (hunspell), en_CA (hunspell), en_DK (hunspell), en_GB (hunspell), en_GH
412 | # (hunspell), en_HK (hunspell), en_IE (hunspell), en_IN (hunspell), en_JM
413 | # (hunspell), en_NA (hunspell), en_NG (hunspell), en_NZ (hunspell), en_SG
414 | # (hunspell), en_TT (hunspell), en_US (hunspell), en_ZA (hunspell), en_ZW
415 | # (hunspell), he (hspell), pt_BR (aspell), pt_PT (aspell).
416 | spelling-dict=
417 |
418 | # List of comma separated words that should not be checked.
419 | spelling-ignore-words=
420 |
421 | # A path to a file that contains the private dictionary; one word per line.
422 | spelling-private-dict-file=
423 |
424 | # Tells whether to store unknown words to the private dictionary (see the
425 | # --spelling-private-dict-file option) instead of raising a message.
426 | spelling-store-unknown-words=no
427 |
428 |
429 | [TYPECHECK]
430 |
431 | # List of decorators that produce context managers, such as
432 | # contextlib.contextmanager. Add to this list to register other decorators that
433 | # produce valid context managers.
434 | contextmanager-decorators=contextlib.contextmanager
435 |
436 | # List of members which are set dynamically and missed by pylint inference
437 | # system, and so shouldn't trigger E1101 when accessed. Python regular
438 | # expressions are accepted.
439 | generated-members=
440 |
441 | # Tells whether missing members accessed in mixin class should be ignored. A
442 | # mixin class is detected if its name ends with "mixin" (case insensitive).
443 | ignore-mixin-members=yes
444 |
445 | # Tells whether to warn about missing members when the owner of the attribute
446 | # is inferred to be None.
447 | ignore-none=yes
448 |
449 | # This flag controls whether pylint should warn about no-member and similar
450 | # checks whenever an opaque object is returned when inferring. The inference
451 | # can return multiple potential results while evaluating a Python object, but
452 | # some branches might not be evaluated, which results in partial inference. In
453 | # that case, it might be useful to still emit no-member and other checks for
454 | # the rest of the inferred objects.
455 | ignore-on-opaque-inference=yes
456 |
457 | # List of class names for which member attributes should not be checked (useful
458 | # for classes with dynamically set attributes). This supports the use of
459 | # qualified names.
460 | ignored-classes=optparse.Values,thread._local,_thread._local,twisted.internet.reactor
461 |
462 | # List of module names for which member attributes should not be checked
463 | # (useful for modules/projects where namespaces are manipulated during runtime
464 | # and thus existing member attributes cannot be deduced by static analysis). It
465 | # supports qualified module names, as well as Unix pattern matching.
466 | ignored-modules=
467 |
468 | # Show a hint with possible names when a member name was not found. The aspect
469 | # of finding the hint is based on edit distance.
470 | missing-member-hint=yes
471 |
472 | # The minimum edit distance a name should have in order to be considered a
473 | # similar match for a missing member name.
474 | missing-member-hint-distance=1
475 |
476 | # The total number of similar names that should be taken in consideration when
477 | # showing a hint for a missing member.
478 | missing-member-max-choices=1
479 |
480 | # List of decorators that change the signature of a decorated function.
481 | signature-mutators=
482 |
483 |
484 | [SIMILARITIES]
485 |
486 | # Ignore comments when computing similarities.
487 | ignore-comments=yes
488 |
489 | # Ignore docstrings when computing similarities.
490 | ignore-docstrings=yes
491 |
492 | # Ignore imports when computing similarities.
493 | ignore-imports=no
494 |
495 | # Minimum lines number of a similarity.
496 | min-similarity-lines=4
497 |
498 |
499 | [CLASSES]
500 |
501 | # List of method names used to declare (i.e. assign) instance attributes.
502 | defining-attr-methods=__init__,
503 | __new__,
504 | setUp,
505 | __post_init__
506 |
507 | # List of member names, which should be excluded from the protected access
508 | # warning.
509 | exclude-protected=_asdict,
510 | _fields,
511 | _replace,
512 | _source,
513 | _make
514 |
515 | # List of valid names for the first argument in a class method.
516 | valid-classmethod-first-arg=cls
517 |
518 | # List of valid names for the first argument in a metaclass class method.
519 | valid-metaclass-classmethod-first-arg=cls
520 |
521 |
522 | [DESIGN]
523 |
524 | # Maximum number of arguments for function / method.
525 | max-args=8
526 |
527 | # Maximum number of attributes for a class (see R0902).
528 | max-attributes=12
529 |
530 | # Maximum number of boolean expressions in an if statement (see R0916).
531 | max-bool-expr=5
532 |
533 | # Maximum number of branch for function / method body.
534 | max-branches=12
535 |
536 | # Maximum number of locals for function / method body.
537 | max-locals=15
538 |
539 | # Maximum number of parents for a class (see R0901).
540 | max-parents=7
541 |
542 | # Maximum number of public methods for a class (see R0904).
543 | max-public-methods=20
544 |
545 | # Maximum number of return / yield for function / method body.
546 | max-returns=6
547 |
548 | # Maximum number of statements in function / method body.
549 | max-statements=50
550 |
551 | # Minimum number of public methods for a class (see R0903).
552 | min-public-methods=2
553 |
554 |
555 | [IMPORTS]
556 |
557 | # List of modules that can be imported at any level, not just the top level
558 | # one.
559 | allow-any-import-level=
560 |
561 | # Allow wildcard imports from modules that define __all__.
562 | allow-wildcard-with-all=no
563 |
564 | # Analyse import fallback blocks. This can be used to support both Python 2 and
565 | # 3 compatible code, which means that the block might have code that exists
566 | # only in one or another interpreter, leading to false positives when analysed.
567 | analyse-fallback-blocks=no
568 |
569 | # Deprecated modules which should not be used, separated by a comma.
570 | deprecated-modules=optparse,tkinter.tix
571 |
572 | # Create a graph of external dependencies in the given file (report RP0402 must
573 | # not be disabled).
574 | ext-import-graph=
575 |
576 | # Create a graph of every (i.e. internal and external) dependencies in the
577 | # given file (report RP0402 must not be disabled).
578 | import-graph=
579 |
580 | # Create a graph of internal dependencies in the given file (report RP0402 must
581 | # not be disabled).
582 | int-import-graph=
583 |
584 | # Force import order to recognize a module as part of the standard
585 | # compatibility libraries.
586 | known-standard-library=
587 |
588 | # Force import order to recognize a module as part of a third party library.
589 | known-third-party=enchant
590 |
591 | # Couples of modules and preferred modules, separated by a comma.
592 | preferred-modules=
593 |
594 |
595 | [EXCEPTIONS]
596 |
597 | # Exceptions that will emit a warning when being caught. Defaults to
598 | # "BaseException, Exception".
599 | overgeneral-exceptions=BaseException,
600 | Exception
601 |
--------------------------------------------------------------------------------
/.user.cfg.example:
--------------------------------------------------------------------------------
1 | [binance_user_config]
2 | api_key=vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A
3 | api_secret_key=NhqPtmdSJYdKjVHjA7PZj4Mge3R5YNiP1e3UZjInClVN65XAbvqqM6A7H5fATj0j
4 |
5 | # Starting coin, leave empty when it's the bridge.
6 | # It has to be in the supported_coin_list
7 | current_coin=
8 |
9 |
10 | # Weather to use the testnet or not, default is False
11 | testnet=false
12 |
13 | #Bridge coin of your choice
14 | bridge=USDT
15 |
16 | #com or us, depending on region
17 | tld=com
18 |
19 | #Defines how long the scout history is stored
20 | hourToKeepScoutHistory=1
21 |
22 | #Defines to use either scout_margin or scout_multiplier
23 | use_margin=no
24 |
25 | # It's recommended to use something between 3-7 as scout_multiplier
26 | scout_multiplier=5
27 |
28 | #It's recommended to use something between 0.3 and 1.2 as scout_margin
29 | scout_margin=0.8
30 |
31 | # Controls how many seconds bot should wait between analysis of current prices
32 | scout_sleep_time=1
33 |
34 | # Pre-configured strategies are default and multiple_coins
35 | strategy=default
36 |
37 | # Controls how many minutes to wait before cancelling a limit order (buy/sell) and returning to "scout" mode.
38 | # 0 means that the order will never be cancelled prematurely.
39 | buy_timeout=20
40 | sell_timeout=20
41 |
--------------------------------------------------------------------------------
/Dockerfile:
--------------------------------------------------------------------------------
1 | FROM --platform=$BUILDPLATFORM python:3.8 as builder
2 |
3 | WORKDIR /install
4 |
5 | RUN apt-get update && apt-get install -y rustc
6 |
7 | COPY requirements.txt /requirements.txt
8 | RUN pip install --prefix=/install -r /requirements.txt
9 |
10 | FROM python:3.13.2-slim
11 |
12 | WORKDIR /app
13 |
14 | COPY --from=builder /install /usr/local
15 | COPY . .
16 |
17 | CMD ["python", "-m", "binance_trade_bot"]
18 |
--------------------------------------------------------------------------------
/LICENSE:
--------------------------------------------------------------------------------
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--------------------------------------------------------------------------------
/Procfile:
--------------------------------------------------------------------------------
1 | web: python -m binance_trade_bot
2 |
--------------------------------------------------------------------------------
/README.md:
--------------------------------------------------------------------------------
1 | # Binance Trade Bot
2 | > An automated cryptocurrency trading bot for Binance
3 |
4 | ## Author
5 | Created by **Eden Gaon**
6 |
7 | [](https://twitter.com/shapeden)
8 | [](https://www.linkedin.com/in/eden-gaon-6956a219/)
9 |
10 | ## Project Status
11 | [](https://github.com/edeng23/binance-trade-bot/actions)
12 | [](https://hub.docker.com/r/edeng23/binance-trade-bot)
13 |
14 | ## Quick Deploy
15 | [](https://heroku.com/deploy?template=https://github.com/edeng23/binance-trade-bot)
16 | [](https://cloud.digitalocean.com/apps/new?repo=https://github.com/coinbookbrasil/binance-trade-bot/tree/master&refcode=a076ff7a9a6a)
17 |
18 | ## Community
19 | Join our growing community on Telegram to discuss strategies, get help, or just chat!
20 |
21 | [](https://t.me/binancetradebotchat)
22 |
23 | #### Community Telegram Chat
24 | https://t.me/binancetradebotchat
25 |
26 | ## Why?
27 |
28 | This project was inspired by the observation that all cryptocurrencies pretty much behave in the same way. When one spikes, they all spike, and when one takes a dive, they all do. _Pretty much_. Moreover, all coins follow Bitcoin's lead; the difference is their phase offset.
29 |
30 | So, if coins are basically oscillating with respect to each other, it seems smart to trade the rising coin for the falling coin, and then trade back when the ratio is reversed.
31 |
32 | ## How?
33 |
34 | The trading is done in the Binance market platform, which of course, does not have markets for every altcoin pair. The workaround for this is to use a bridge currency that will complement missing pairs. The default bridge currency is Tether (USDT), which is stable by design and compatible with nearly every coin on the platform.
35 |
36 | <p align="center">
37 | Coin A → USDT → Coin B
38 | </p>
39 |
40 | The way the bot takes advantage of the observed behaviour is to always downgrade from the "strong" coin to the "weak" coin, under the assumption that at some point the tables will turn. It will then return to the original coin, ultimately holding more of it than it did originally. This is done while taking into consideration the trading fees.
41 |
42 | <div align="center">
43 | <p><b>Coin A</b> → USDT → Coin B</p>
44 | <p>Coin B → USDT → Coin C</p>
45 | <p>...</p>
46 | <p>Coin C → USDT → <b>Coin A</b></p>
47 | </div>
48 |
49 | The bot jumps between a configured set of coins on the condition that it does not return to a coin unless it is profitable in respect to the amount held last. This means that we will never end up having less of a certain coin. The risk is that one of the coins may freefall relative to the others all of a sudden, attracting our reverse greedy algorithm.
50 |
51 | ## Binance Setup
52 |
53 | - Create a [Binance account](https://accounts.binance.com/register?ref=PGDFCE46) (Includes my referral link, I'll be super grateful if you use it).
54 | - Enable Two-factor Authentication.
55 | - Create a new API key.
56 | - Get a cryptocurrency. If its symbol is not in the default list, add it.
57 |
58 | ## Tool Setup
59 |
60 | ### Install Python dependencies
61 |
62 | Run the following line in the terminal: `pip install -r requirements.txt`.
63 |
64 | ### Create user configuration
65 |
66 | Create a .cfg file named `user.cfg` based off `.user.cfg.example`, then add your API keys and current coin.
67 |
68 | **The configuration file consists of the following fields:**
69 |
70 | - **api_key** - Binance API key generated in the Binance account setup stage.
71 | - **api_secret_key** - Binance secret key generated in the Binance account setup stage.
72 | - **testnet** - Default is false, whether to use the testnet or not
73 | - **current_coin** - This is your starting coin of choice. This should be one of the coins from your supported coin list. If you want to start from your bridge currency, leave this field empty - the bot will select a random coin from your supported coin list and buy it.
74 | - **bridge** - Your bridge currency of choice. Notice that different bridges will allow different sets of supported coins. For example, there may be a Binance particular-coin/USDT pair but no particular-coin/BUSD pair.
75 | - **tld** - 'com' or 'us', depending on your region. Default is 'com'.
76 | - **hourToKeepScoutHistory** - Controls how many hours of scouting values are kept in the database. After the amount of time specified has passed, the information will be deleted.
77 | - **scout_sleep_time** - Controls how many seconds are waited between each scout.
78 | - **use_margin** - 'yes' to use scout_margin. 'no' to use scout_multiplier.
79 | - **scout_multiplier** - Controls the value by which the difference between the current state of coin ratios and previous state of ratios is multiplied. For bigger values, the bot will wait for bigger margins to arrive before making a trade.
80 | - **scout_margin** - Minimum percentage coin gain per trade. 0.8 translates to a scout multiplier of 5 at 0.1% fee.
81 | - **strategy** - The trading strategy to use. See [`binance_trade_bot/strategies`](binance_trade_bot/strategies/README.md) for more information
82 | - **buy_timeout/sell_timeout** - Controls how many minutes to wait before cancelling a limit order (buy/sell) and returning to "scout" mode. 0 means that the order will never be cancelled prematurely.
83 | - **scout_sleep_time** - Controls how many seconds bot should wait between analysis of current prices. Since the bot now operates on websockets this value should be set to something low (like 1), the reasons to set it above 1 are when you observe high CPU usage by bot or you got api errors about requests weight limit.
84 |
85 | #### Environment Variables
86 |
87 | All of the options provided in `user.cfg` can also be configured using environment variables.
88 |
89 | ```
90 | CURRENT_COIN_SYMBOL:
91 | SUPPORTED_COIN_LIST: "XLM TRX ICX EOS IOTA ONT QTUM ETC ADA XMR DASH NEO ATOM DOGE VET BAT OMG BTT"
92 | BRIDGE_SYMBOL: USDT
93 | API_KEY: vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A
94 | API_SECRET_KEY: NhqPtmdSJYdKjVHjA7PZj4Mge3R5YNiP1e3UZjInClVN65XAbvqqM6A7H5fATj0j
95 | SCOUT_MULTIPLIER: 5
96 | SCOUT_SLEEP_TIME: 1
97 | TLD: com
98 | STRATEGY: default
99 | BUY_TIMEOUT: 0
100 | SELL_TIMEOUT: 0
101 | ```
102 |
103 | ### Paying Fees with BNB
104 | You can [use BNB to pay for any fees on the Binance platform](https://www.binance.com/en/support/faq/115000583311-Using-BNB-to-Pay-for-Fees), which will reduce all fees by 25%. In order to support this benefit, the bot will always perform the following operations:
105 | - Automatically detect that you have BNB fee payment enabled.
106 | - Make sure that you have enough BNB in your account to pay the fee of the inspected trade.
107 | - Take into consideration the discount when calculating the trade threshold.
108 |
109 | ### Notifications with Apprise
110 |
111 | Apprise allows the bot to send notifications to all of the most popular notification services available such as: Telegram, Discord, Slack, Amazon SNS, Gotify, etc.
112 |
113 | To set this up you need to create a apprise.yml file in the config directory.
114 |
115 | There is an example version of this file to get you started.
116 |
117 | If you are interested in running a Telegram bot, more information can be found at [Telegram's official documentation](https://core.telegram.org/bots).
118 |
119 | ### Run the bot
120 |
121 | ```shell
122 | python -m binance_trade_bot
123 | ```
124 |
125 | ### Run the server that returns the information
126 |
127 | ```shell
128 | python -m binance_trade_bot.api_server
129 | ```
130 |
131 |
132 | ### Docker
133 |
134 | The official image is available [here](https://hub.docker.com/r/edeng23/binance-trade-bot) and will update on every new change.
135 |
136 | ```shell
137 | docker-compose up
138 | ```
139 |
140 | If you only want to start the SQLite browser
141 |
142 | ```shell
143 | docker-compose up -d sqlitebrowser
144 | ```
145 |
146 | ## Backtesting
147 |
148 | You can test the bot on historic data to see how it performs.
149 |
150 | ```shell
151 | python backtest.py
152 | ```
153 |
154 | Feel free to modify that file to test and compare different settings and time periods
155 |
156 | ## Developing
157 |
158 | To make sure your code is properly formatted before making a pull request,
159 | remember to install [pre-commit](https://pre-commit.com/):
160 |
161 | ```shell
162 | pip install pre-commit
163 | pre-commit install
164 | ```
165 |
166 | The scouting algorithm is unlikely to be changed. If you'd like to contribute an alternative
167 | method, [add a new strategy](binance_trade_bot/strategies/README.md).
168 |
169 | ## Related Projects
170 |
171 | Thanks to a group of talented developers, there is now a [Telegram bot for remotely managing this project](https://github.com/lorcalhost/BTB-manager-telegram).
172 |
173 | ## Support the Project
174 |
175 | <a href="https://www.buymeacoffee.com/edeng" target="_blank"><img src="https://cdn.buymeacoffee.com/buttons/default-orange.png" alt="Buy Me A Coffee" height="41" width="174"></a>
176 |
177 | ## Join the Chat
178 |
179 | - **Discord**: [Invite Link](https://discord.gg/m4TNaxreCN)
180 |
181 | ## FAQ
182 |
183 | A list of answers to what seem to be the most frequently asked questions can be found in our discord server, in the corresponding channel.
184 |
185 | <p align="center">
186 | <img src = "https://usercontent2.hubstatic.com/6061829.jpg">
187 | </p>
188 |
189 | ## Want to build a bot from scratch?
190 |
191 | - Check out [CCXT](https://github.com/ccxt/ccxt) for more than 100 crypto exchanges with a unified trading API.
192 | - Check out [Python-Binance](https://github.com/sammchardy/python-binance) for a complete Python Wrapper.
193 |
194 |
195 | ## Disclaimer
196 |
197 | This project is for informational purposes only. You should not construe any
198 | such information or other material as legal, tax, investment, financial, or
199 | other advice. Nothing contained here constitutes a solicitation, recommendation,
200 | endorsement, or offer by me or any third party service provider to buy or sell
201 | any securities or other financial instruments in this or in any other
202 | jurisdiction in which such solicitation or offer would be unlawful under the
203 | securities laws of such jurisdiction.
204 |
205 | If you plan to use real money, USE AT YOUR OWN RISK.
206 |
207 | Under no circumstances will I be held responsible or liable in any way for any
208 | claims, damages, losses, expenses, costs, or liabilities whatsoever, including,
209 | without limitation, any direct or indirect damages for loss of profits.
210 |
--------------------------------------------------------------------------------
/app.json:
--------------------------------------------------------------------------------
1 | {
2 | "name": "binance-trade-bot",
3 | "description": "Binance Trader",
4 | "logo": "https://cdn.freebiesupply.com/logos/large/2x/binance-coin-logo-png-transparent.png",
5 | "repository": "https://github.com/edeng23/binance-trade-bot",
6 | "formation": {
7 | "worker": {
8 | "quantity": 1,
9 | "size": "free"
10 | }
11 | },
12 | "keywords": ["python", "binance","trading","trader","bot","market","maker","algo","crypto"],
13 | "env": {
14 | "API_KEY": {
15 | "description": "Binance API key generated in the Binance account setup stage",
16 | "required": true
17 | },
18 | "API_SECRET_KEY": {
19 | "description": "Binance secret key generated in the Binance account setup stage",
20 | "required": true
21 | },
22 | "CURRENT_COIN_SYMBOL": {
23 | "description": "This is your starting coin of choice. This should be one of the coins from your supported coin list. If you want to start from your bridge currency, leave this field empty - the bot will select a random coin from your supported coin list and buy it",
24 | "required": false,
25 | "value": "XMR"
26 | },
27 | "BRIDGE_SYMBOL": {
28 | "description": "Your bridge currency of choice. Notice that different bridges will allow different sets of supported coins. For example, there may be a Binance particular-coin/USDT pair but no particular-coin/BUSD pair",
29 | "required": true,
30 | "value": "USDT"
31 | },
32 | "TLD": {
33 | "description": "'com' or 'us', depending on your region. Default is 'com'",
34 | "required": true,
35 | "value": "com"
36 | },
37 | "SCOUT_MULTIPLIER": {
38 | "description": "Controls the value by which the difference between the current state of coin ratios and previous state of ratios is multiplied. For bigger values, the bot will wait for bigger margins to arrive before making a trade",
39 | "required": true,
40 | "value": "5"
41 | },
42 | "SCOUT_SLEEP_TIME": {
43 | "description": "Controls how many seconds are waited between each scout",
44 | "required": true,
45 | "value": "1"
46 | },
47 | "HOURS_TO_KEEP_SCOUTING_HISTORY": {
48 | "description": "Controls how many hours of scouting values are kept in the database. After the amount of time specified has passed, the information will be deleted.",
49 | "required": true,
50 | "value": "1"
51 | },
52 | "STRATEGY": {
53 | "description": "The trading strategy to use. See binance_trade_bot/strategies for more information. Options: default or multiple_coins",
54 | "required": true,
55 | "value": "default"
56 | },
57 | "BUY_TIMEOUT": {
58 | "description": "Controls how many minutes to wait before cancelling a limit order (buy/sell) and returning to 'scout' mode. 0 means that the order will never be cancelled prematurely",
59 | "required": true,
60 | "value": "0"
61 | },
62 | "SELL_TIMEOUT": {
63 | "description": "Controls how many minutes to wait before cancelling a limit order (buy/sell) and returning to 'scout' mode. 0 means that the order will never be cancelled prematurely",
64 | "required": true,
65 | "value": "0"
66 | },
67 | "SUPPORTED_COIN_LIST": {
68 | "description": "Supported coin list",
69 | "required": true,
70 | "value": "ADA ATOM BAT BTT DASH DOGE EOS ETC ICX IOTA NEO OMG ONT QTUM TRX VET XLM XMR"
71 | }
72 | }
73 | }
74 |
--------------------------------------------------------------------------------
/backtest.py:
--------------------------------------------------------------------------------
1 | from datetime import datetime
2 |
3 | from binance_trade_bot import backtest
4 |
5 | if __name__ == "__main__":
6 | history = []
7 | for manager in backtest(datetime(2021, 1, 1), datetime.now()):
8 | btc_value = manager.collate_coins("BTC")
9 | bridge_value = manager.collate_coins(manager.config.BRIDGE.symbol)
10 | history.append((btc_value, bridge_value))
11 | btc_diff = round((btc_value - history[0][0]) / history[0][0] * 100, 3)
12 | bridge_diff = round((bridge_value - history[0][1]) / history[0][1] * 100, 3)
13 | print("------")
14 | print("TIME:", manager.datetime)
15 | print("BALANCES:", manager.balances)
16 | print("BTC VALUE:", btc_value, f"({btc_diff}%)")
17 | print(f"{manager.config.BRIDGE.symbol} VALUE:", bridge_value, f"({bridge_diff}%)")
18 | print("------")
19 |
--------------------------------------------------------------------------------
/binance_trade_bot/__init__.py:
--------------------------------------------------------------------------------
1 | from .backtest import backtest
2 | from .binance_api_manager import BinanceAPIManager
3 | from .crypto_trading import main as run_trader
4 |
--------------------------------------------------------------------------------
/binance_trade_bot/__main__.py:
--------------------------------------------------------------------------------
1 | from .crypto_trading import main
2 |
3 | if __name__ == "__main__":
4 | try:
5 | main()
6 | except KeyboardInterrupt:
7 | pass
8 |
--------------------------------------------------------------------------------
/binance_trade_bot/api_server.py:
--------------------------------------------------------------------------------
1 | import re
2 | from datetime import datetime, timedelta
3 | from itertools import groupby
4 | from typing import List, Tuple
5 |
6 | from flask import Flask, jsonify, request
7 | from flask_cors import CORS
8 | from flask_socketio import SocketIO, emit
9 | from sqlalchemy import func
10 | from sqlalchemy.orm import Session
11 |
12 | from .config import Config
13 | from .database import Database
14 | from .logger import Logger
15 | from .models import Coin, CoinValue, CurrentCoin, Pair, ScoutHistory, Trade
16 |
17 | app = Flask(__name__)
18 | cors = CORS(app, resources={r"/api/*": {"origins": "*"}})
19 |
20 | socketio = SocketIO(app, cors_allowed_origins="*")
21 |
22 |
23 | logger = Logger("api_server")
24 | config = Config()
25 | db = Database(logger, config)
26 |
27 |
28 | def filter_period(query, model): # pylint: disable=inconsistent-return-statements
29 | period = request.args.get("period", "all")
30 |
31 | if period == "all":
32 | return query
33 |
34 | num = float(re.search(r"(\d*)[shdwm]", "1d").group(1))
35 |
36 | if "s" in period:
37 | return query.filter(model.datetime >= datetime.now() - timedelta(seconds=num))
38 | if "h" in period:
39 | return query.filter(model.datetime >= datetime.now() - timedelta(hours=num))
40 | if "d" in period:
41 | return query.filter(model.datetime >= datetime.now() - timedelta(days=num))
42 | if "w" in period:
43 | return query.filter(model.datetime >= datetime.now() - timedelta(weeks=num))
44 | if "m" in period:
45 | return query.filter(model.datetime >= datetime.now() - timedelta(days=28 * num))
46 |
47 |
48 | @app.route("/api/value_history/<coin>")
49 | @app.route("/api/value_history")
50 | def value_history(coin: str = None):
51 | session: Session
52 | with db.db_session() as session:
53 | query = session.query(CoinValue).order_by(CoinValue.coin_id.asc(), CoinValue.datetime.asc())
54 |
55 | query = filter_period(query, CoinValue)
56 |
57 | if coin:
58 | values: List[CoinValue] = query.filter(CoinValue.coin_id == coin).all()
59 | return jsonify([entry.info() for entry in values])
60 |
61 | coin_values = groupby(query.all(), key=lambda cv: cv.coin)
62 | return jsonify({coin.symbol: [entry.info() for entry in history] for coin, history in coin_values})
63 |
64 |
65 | @app.route("/api/total_value_history")
66 | def total_value_history():
67 | session: Session
68 | with db.db_session() as session:
69 | query = session.query(
70 | CoinValue.datetime,
71 | func.sum(CoinValue.btc_value),
72 | func.sum(CoinValue.usd_value),
73 | ).group_by(CoinValue.datetime)
74 |
75 | query = filter_period(query, CoinValue)
76 |
77 | total_values: List[Tuple[datetime, float, float]] = query.all()
78 | return jsonify([{"datetime": tv[0], "btc": tv[1], "usd": tv[2]} for tv in total_values])
79 |
80 |
81 | @app.route("/api/trade_history")
82 | def trade_history():
83 | session: Session
84 | with db.db_session() as session:
85 | query = session.query(Trade).order_by(Trade.datetime.asc())
86 |
87 | query = filter_period(query, Trade)
88 |
89 | trades: List[Trade] = query.all()
90 | return jsonify([trade.info() for trade in trades])
91 |
92 |
93 | @app.route("/api/scouting_history")
94 | def scouting_history():
95 | _current_coin = db.get_current_coin()
96 | coin = _current_coin.symbol if _current_coin is not None else None
97 | session: Session
98 | with db.db_session() as session:
99 | query = (
100 | session.query(ScoutHistory)
101 | .join(ScoutHistory.pair)
102 | .filter(Pair.from_coin_id == coin)
103 | .order_by(ScoutHistory.datetime.asc())
104 | )
105 |
106 | query = filter_period(query, ScoutHistory)
107 |
108 | scouts: List[ScoutHistory] = query.all()
109 | return jsonify([scout.info() for scout in scouts])
110 |
111 |
112 | @app.route("/api/current_coin")
113 | def current_coin():
114 | coin = db.get_current_coin()
115 | return coin.info() if coin else None
116 |
117 |
118 | @app.route("/api/current_coin_history")
119 | def current_coin_history():
120 | session: Session
121 | with db.db_session() as session:
122 | query = session.query(CurrentCoin)
123 |
124 | query = filter_period(query, CurrentCoin)
125 |
126 | current_coins: List[CurrentCoin] = query.all()
127 | return jsonify([cc.info() for cc in current_coins])
128 |
129 |
130 | @app.route("/api/coins")
131 | def coins():
132 | session: Session
133 | with db.db_session() as session:
134 | _current_coin = session.merge(db.get_current_coin())
135 | _coins: List[Coin] = session.query(Coin).all()
136 | return jsonify([{**coin.info(), "is_current": coin == _current_coin} for coin in _coins])
137 |
138 |
139 | @app.route("/api/pairs")
140 | def pairs():
141 | session: Session
142 | with db.db_session() as session:
143 | all_pairs: List[Pair] = session.query(Pair).all()
144 | return jsonify([pair.info() for pair in all_pairs])
145 |
146 |
147 | @socketio.on("update", namespace="/backend")
148 | def handle_my_custom_event(json):
149 | emit("update", json, namespace="/frontend", broadcast=True)
150 |
151 |
152 | if __name__ == "__main__":
153 | socketio.run(app, debug=True, port=5123)
154 |
--------------------------------------------------------------------------------
/binance_trade_bot/auto_trader.py:
--------------------------------------------------------------------------------
1 | from datetime import datetime
2 | from typing import Dict, List
3 |
4 | from sqlalchemy.orm import Session
5 |
6 | from .binance_api_manager import BinanceAPIManager
7 | from .config import Config
8 | from .database import Database
9 | from .logger import Logger
10 | from .models import Coin, CoinValue, Pair
11 |
12 |
13 | class AutoTrader:
14 | def __init__(
15 | self,
16 | binance_manager: BinanceAPIManager,
17 | database: Database,
18 | logger: Logger,
19 | config: Config,
20 | ):
21 | self.manager = binance_manager
22 | self.db = database
23 | self.logger = logger
24 | self.config = config
25 |
26 | def initialize(self):
27 | self.initialize_trade_thresholds()
28 |
29 | def transaction_through_bridge(self, pair: Pair):
30 | """
31 | Jump from the source coin to the destination coin through bridge coin
32 | """
33 | can_sell = False
34 | balance = self.manager.get_currency_balance(pair.from_coin.symbol)
35 | from_coin_price = self.manager.get_ticker_price(pair.from_coin + self.config.BRIDGE)
36 |
37 | if balance and balance * from_coin_price > self.manager.get_min_notional(
38 | pair.from_coin.symbol, self.config.BRIDGE.symbol
39 | ):
40 | can_sell = True
41 | else:
42 | self.logger.info("Skipping sell")
43 |
44 | if can_sell and self.manager.sell_alt(pair.from_coin, self.config.BRIDGE) is None:
45 | self.logger.info("Couldn't sell, going back to scouting mode...")
46 | return None
47 |
48 | result = self.manager.buy_alt(pair.to_coin, self.config.BRIDGE)
49 | if result is not None:
50 | self.db.set_current_coin(pair.to_coin)
51 | self.update_trade_threshold(pair.to_coin, result.price)
52 | return result
53 |
54 | self.logger.info("Couldn't buy, going back to scouting mode...")
55 | return None
56 |
57 | def update_trade_threshold(self, coin: Coin, coin_price: float):
58 | """
59 | Update all the coins with the threshold of buying the current held coin
60 | """
61 |
62 | if coin_price is None:
63 | self.logger.info(f"Skipping update... current coin {coin + self.config.BRIDGE} not found")
64 | return
65 |
66 | session: Session
67 | with self.db.db_session() as session:
68 | for pair in session.query(Pair).filter(Pair.to_coin == coin):
69 | from_coin_price = self.manager.get_ticker_price(pair.from_coin + self.config.BRIDGE)
70 |
71 | if from_coin_price is None:
72 | self.logger.info(f"Skipping update for coin {pair.from_coin + self.config.BRIDGE} not found")
73 | continue
74 |
75 | pair.ratio = from_coin_price / coin_price
76 |
77 | def initialize_trade_thresholds(self):
78 | """
79 | Initialize the buying threshold of all the coins for trading between them
80 | """
81 | session: Session
82 | with self.db.db_session() as session:
83 | for pair in session.query(Pair).filter(Pair.ratio.is_(None)).all():
84 | if not pair.from_coin.enabled or not pair.to_coin.enabled:
85 | continue
86 | self.logger.info(f"Initializing {pair.from_coin} vs {pair.to_coin}")
87 |
88 | from_coin_price = self.manager.get_ticker_price(pair.from_coin + self.config.BRIDGE)
89 | if from_coin_price is None:
90 | self.logger.info(f"Skipping initializing {pair.from_coin + self.config.BRIDGE}, symbol not found")
91 | continue
92 |
93 | to_coin_price = self.manager.get_ticker_price(pair.to_coin + self.config.BRIDGE)
94 | if to_coin_price is None:
95 | self.logger.info(f"Skipping initializing {pair.to_coin + self.config.BRIDGE}, symbol not found")
96 | continue
97 |
98 | pair.ratio = from_coin_price / to_coin_price
99 |
100 | def scout(self):
101 | """
102 | Scout for potential jumps from the current coin to another coin
103 | """
104 | raise NotImplementedError()
105 |
106 | def _get_ratios(self, coin: Coin, coin_price):
107 | """
108 | Given a coin, get the current price ratio for every other enabled coin
109 | """
110 | ratio_dict: Dict[Pair, float] = {}
111 |
112 | for pair in self.db.get_pairs_from(coin):
113 | optional_coin_price = self.manager.get_ticker_price(pair.to_coin + self.config.BRIDGE)
114 |
115 | if optional_coin_price is None:
116 | self.logger.info(f"Skipping scouting... optional coin {pair.to_coin + self.config.BRIDGE} not found")
117 | continue
118 |
119 | self.db.log_scout(pair, pair.ratio, coin_price, optional_coin_price)
120 |
121 | # Obtain (current coin)/(optional coin)
122 | coin_opt_coin_ratio = coin_price / optional_coin_price
123 |
124 | # Fees
125 | from_fee = self.manager.get_fee(pair.from_coin, self.config.BRIDGE, True)
126 | to_fee = self.manager.get_fee(pair.to_coin, self.config.BRIDGE, False)
127 | transaction_fee = from_fee + to_fee - from_fee * to_fee
128 |
129 | if self.config.USE_MARGIN == "yes":
130 | ratio_dict[pair] = (
131 | (1 - transaction_fee) * coin_opt_coin_ratio / pair.ratio - 1 - self.config.SCOUT_MARGIN / 100
132 | )
133 | else:
134 | ratio_dict[pair] = (
135 | coin_opt_coin_ratio - transaction_fee * self.config.SCOUT_MULTIPLIER * coin_opt_coin_ratio
136 | ) - pair.ratio
137 | return ratio_dict
138 |
139 | def _jump_to_best_coin(self, coin: Coin, coin_price: float):
140 | """
141 | Given a coin, search for a coin to jump to
142 | """
143 | ratio_dict = self._get_ratios(coin, coin_price)
144 |
145 | # keep only ratios bigger than zero
146 | ratio_dict = {k: v for k, v in ratio_dict.items() if v > 0}
147 |
148 | # if we have any viable options, pick the one with the biggest ratio
149 | if ratio_dict:
150 | best_pair = max(ratio_dict, key=ratio_dict.get)
151 | self.logger.info(f"Will be jumping from {coin} to {best_pair.to_coin_id}")
152 | self.transaction_through_bridge(best_pair)
153 |
154 | def bridge_scout(self):
155 | """
156 | If we have any bridge coin leftover, buy a coin with it that we won't immediately trade out of
157 | """
158 | bridge_balance = self.manager.get_currency_balance(self.config.BRIDGE.symbol)
159 |
160 | for coin in self.db.get_coins():
161 | current_coin_price = self.manager.get_ticker_price(coin + self.config.BRIDGE)
162 |
163 | if current_coin_price is None:
164 | continue
165 |
166 | ratio_dict = self._get_ratios(coin, current_coin_price)
167 | if not any(v > 0 for v in ratio_dict.values()):
168 | # There will only be one coin where all the ratios are negative. When we find it, buy it if we can
169 | if bridge_balance > self.manager.get_min_notional(coin.symbol, self.config.BRIDGE.symbol):
170 | self.logger.info(f"Will be purchasing {coin} using bridge coin")
171 | self.manager.buy_alt(coin, self.config.BRIDGE)
172 | return coin
173 | return None
174 |
175 | def update_values(self):
176 | """
177 | Log current value state of all altcoin balances against BTC and USDT in DB.
178 | """
179 | now = datetime.now()
180 |
181 | session: Session
182 | with self.db.db_session() as session:
183 | coins: List[Coin] = session.query(Coin).all()
184 | for coin in coins:
185 | balance = self.manager.get_currency_balance(coin.symbol)
186 | if balance == 0:
187 | continue
188 | usd_value = self.manager.get_ticker_price(coin + "USDT")
189 | btc_value = self.manager.get_ticker_price(coin + "BTC")
190 | cv = CoinValue(coin, balance, usd_value, btc_value, datetime=now)
191 | session.add(cv)
192 | self.db.send_update(cv)
193 |
--------------------------------------------------------------------------------
/binance_trade_bot/backtest.py:
--------------------------------------------------------------------------------
1 | from collections import defaultdict
2 | from datetime import datetime, timedelta
3 | from traceback import format_exc
4 | from typing import Dict
5 |
6 | from sqlitedict import SqliteDict
7 |
8 | from .binance_api_manager import BinanceAPIManager
9 | from .binance_stream_manager import BinanceOrder
10 | from .config import Config
11 | from .database import Database
12 | from .logger import Logger
13 | from .models import Coin, Pair
14 | from .strategies import get_strategy
15 |
16 | cache = SqliteDict("data/backtest_cache.db")
17 |
18 |
19 | class MockBinanceManager(BinanceAPIManager):
20 | def __init__(
21 | self,
22 | config: Config,
23 | db: Database,
24 | logger: Logger,
25 | start_date: datetime = None,
26 | start_balances: Dict[str, float] = None,
27 | ):
28 | super().__init__(config, db, logger)
29 | self.config = config
30 | self.datetime = start_date or datetime(2021, 1, 1)
31 | self.balances = start_balances or {config.BRIDGE.symbol: 100}
32 |
33 | def setup_websockets(self):
34 | pass # No websockets are needed for backtesting
35 |
36 | def increment(self, interval=1):
37 | self.datetime += timedelta(minutes=interval)
38 |
39 | def get_fee(self, origin_coin: Coin, target_coin: Coin, selling: bool):
40 | return 0.00075
41 |
42 | def get_ticker_price(self, ticker_symbol: str):
43 | """
44 | Get ticker price of a specific coin
45 | """
46 | target_date = self.datetime.strftime("%d %b %Y %H:%M:%S")
47 | key = f"{ticker_symbol} - {target_date}"
48 | val = cache.get(key, None)
49 | if val is None:
50 | end_date = self.datetime + timedelta(minutes=1000)
51 | if end_date > datetime.now():
52 | end_date = datetime.now()
53 | end_date = end_date.strftime("%d %b %Y %H:%M:%S")
54 | self.logger.info(f"Fetching prices for {ticker_symbol} between {self.datetime} and {end_date}")
55 | for result in self.binance_client.get_historical_klines(
56 | ticker_symbol, "1m", target_date, end_date, limit=1000
57 | ):
58 | date = datetime.utcfromtimestamp(result[0] / 1000).strftime("%d %b %Y %H:%M:%S")
59 | price = float(result[1])
60 | cache[f"{ticker_symbol} - {date}"] = price
61 | cache.commit()
62 | val = cache.get(key, None)
63 | return val
64 |
65 | def get_currency_balance(self, currency_symbol: str, force=False):
66 | """
67 | Get balance of a specific coin
68 | """
69 | return self.balances.get(currency_symbol, 0)
70 |
71 | def buy_alt(self, origin_coin: Coin, target_coin: Coin):
72 | origin_symbol = origin_coin.symbol
73 | target_symbol = target_coin.symbol
74 |
75 | target_balance = self.get_currency_balance(target_symbol)
76 | from_coin_price = self.get_ticker_price(origin_symbol + target_symbol)
77 |
78 | order_quantity = self._buy_quantity(origin_symbol, target_symbol, target_balance, from_coin_price)
79 | target_quantity = order_quantity * from_coin_price
80 | self.balances[target_symbol] -= target_quantity
81 | self.balances[origin_symbol] = self.balances.get(origin_symbol, 0) + order_quantity * (
82 | 1 - self.get_fee(origin_coin, target_coin, False)
83 | )
84 | self.logger.info(
85 | f"Bought {origin_symbol}, balance now: {self.balances[origin_symbol]} - bridge: "
86 | f"{self.balances[target_symbol]}"
87 | )
88 |
89 | event = defaultdict(
90 | lambda: None,
91 | order_price=from_coin_price,
92 | cumulative_quote_asset_transacted_quantity=0,
93 | )
94 |
95 | return BinanceOrder(event)
96 |
97 | def sell_alt(self, origin_coin: Coin, target_coin: Coin):
98 | origin_symbol = origin_coin.symbol
99 | target_symbol = target_coin.symbol
100 |
101 | origin_balance = self.get_currency_balance(origin_symbol)
102 | from_coin_price = self.get_ticker_price(origin_symbol + target_symbol)
103 |
104 | order_quantity = self._sell_quantity(origin_symbol, target_symbol, origin_balance)
105 | target_quantity = order_quantity * from_coin_price
106 | self.balances[target_symbol] = self.balances.get(target_symbol, 0) + target_quantity * (
107 | 1 - self.get_fee(origin_coin, target_coin, True)
108 | )
109 | self.balances[origin_symbol] -= order_quantity
110 | self.logger.info(
111 | f"Sold {origin_symbol}, balance now: {self.balances[origin_symbol]} - bridge: "
112 | f"{self.balances[target_symbol]}"
113 | )
114 | return {"price": from_coin_price}
115 |
116 | def collate_coins(self, target_symbol: str):
117 | total = 0
118 | for coin, balance in self.balances.items():
119 | if coin == target_symbol:
120 | total += balance
121 | continue
122 | if coin == self.config.BRIDGE.symbol:
123 | price = self.get_ticker_price(target_symbol + coin)
124 | if price is None:
125 | continue
126 | total += balance / price
127 | else:
128 | price = self.get_ticker_price(coin + target_symbol)
129 | if price is None:
130 | continue
131 | total += price * balance
132 | return total
133 |
134 |
135 | class MockDatabase(Database):
136 | def __init__(self, logger: Logger, config: Config):
137 | super().__init__(logger, config, "sqlite:///")
138 |
139 | def log_scout(
140 | self,
141 | pair: Pair,
142 | target_ratio: float,
143 | current_coin_price: float,
144 | other_coin_price: float,
145 | ):
146 | pass
147 |
148 |
149 | def backtest(
150 | start_date: datetime = None,
151 | end_date: datetime = None,
152 | interval=1,
153 | yield_interval=100,
154 | start_balances: Dict[str, float] = None,
155 | starting_coin: str = None,
156 | config: Config = None,
157 | ):
158 | """
159 |
160 | :param config: Configuration object to use
161 | :param start_date: Date to backtest from
162 | :param end_date: Date to backtest up to
163 | :param interval: Number of virtual minutes between each scout
164 | :param yield_interval: After how many intervals should the manager be yielded
165 | :param start_balances: A dictionary of initial coin values. Default: {BRIDGE: 100}
166 | :param starting_coin: The coin to start on. Default: first coin in coin list
167 |
168 | :return: The final coin balances
169 | """
170 | config = config or Config()
171 | logger = Logger("backtesting", enable_notifications=False)
172 |
173 | end_date = end_date or datetime.today()
174 |
175 | db = MockDatabase(logger, config)
176 | db.create_database()
177 | db.set_coins(config.SUPPORTED_COIN_LIST)
178 | manager = MockBinanceManager(config, db, logger, start_date, start_balances)
179 |
180 | starting_coin = db.get_coin(starting_coin or config.SUPPORTED_COIN_LIST[0])
181 | if manager.get_currency_balance(starting_coin.symbol) == 0:
182 | manager.buy_alt(starting_coin, config.BRIDGE)
183 | db.set_current_coin(starting_coin)
184 |
185 | strategy = get_strategy(config.STRATEGY)
186 | if strategy is None:
187 | logger.error("Invalid strategy name")
188 | return manager
189 | trader = strategy(manager, db, logger, config)
190 | trader.initialize()
191 |
192 | yield manager
193 |
194 | n = 1
195 | try:
196 | while manager.datetime < end_date:
197 | try:
198 | trader.scout()
199 | except Exception: # pylint: disable=broad-except
200 | logger.warning(format_exc())
201 | manager.increment(interval)
202 | if n % yield_interval == 0:
203 | yield manager
204 | n += 1
205 | except KeyboardInterrupt:
206 | pass
207 | cache.close()
208 | return manager
209 |
--------------------------------------------------------------------------------
/binance_trade_bot/binance_api_manager.py:
--------------------------------------------------------------------------------
1 | import math
2 | import time
3 | import traceback
4 | from typing import Dict, Optional
5 |
6 | from binance.client import Client
7 | from binance.exceptions import BinanceAPIException
8 | from cachetools import TTLCache, cached
9 |
10 | from .binance_stream_manager import BinanceCache, BinanceOrder, BinanceStreamManager, OrderGuard
11 | from .config import Config
12 | from .database import Database
13 | from .logger import Logger
14 | from .models import Coin
15 |
16 |
17 | class BinanceAPIManager:
18 | def __init__(self, config: Config, db: Database, logger: Logger, testnet = False):
19 | # initializing the client class calls `ping` API endpoint, verifying the connection
20 | self.binance_client = Client(
21 | config.BINANCE_API_KEY,
22 | config.BINANCE_API_SECRET_KEY,
23 | tld=config.BINANCE_TLD,
24 | testnet=testnet,
25 | )
26 | self.db = db
27 | self.logger = logger
28 | self.config = config
29 | self.testnet = testnet
30 |
31 | self.cache = BinanceCache()
32 | self.stream_manager: Optional[BinanceStreamManager] = None
33 | self.setup_websockets()
34 |
35 | def setup_websockets(self):
36 | self.stream_manager = BinanceStreamManager(
37 | self.cache,
38 | self.config,
39 | self.binance_client,
40 | self.logger,
41 | )
42 |
43 | @cached(cache=TTLCache(maxsize=1, ttl=43200))
44 | def get_trade_fees(self) -> Dict[str, float]:
45 | if not self.testnet:
46 | return {ticker["symbol"]: float(ticker["takerCommission"]) for ticker in self.binance_client.get_trade_fee()}
47 |
48 |
49 | ## testnet does not provide trade fee API, emulating it
50 | exchange_info = self.binance_client.get_exchange_info()
51 | symbols = exchange_info["symbols"]
52 | return {
53 | symbol["symbol"]: 0.001
54 | for symbol in symbols
55 | }
56 |
57 |
58 | @cached(cache=TTLCache(maxsize=1, ttl=60))
59 | def get_using_bnb_for_fees(self):
60 | return self.binance_client.get_bnb_burn_spot_margin()["spotBNBBurn"]
61 |
62 | def get_fee(self, origin_coin: Coin, target_coin: Coin, selling: bool):
63 | base_fee = self.get_trade_fees()[origin_coin + target_coin]
64 | if not self.testnet:
65 | if not self.get_using_bnb_for_fees():
66 | return base_fee
67 |
68 | # The discount is only applied if we have enough BNB to cover the fee
69 | amount_trading = (
70 | self._sell_quantity(origin_coin.symbol, target_coin.symbol)
71 | if selling
72 | else self._buy_quantity(origin_coin.symbol, target_coin.symbol)
73 | )
74 |
75 | fee_amount = amount_trading * base_fee * 0.75
76 | if origin_coin.symbol == "BNB":
77 | fee_amount_bnb = fee_amount
78 | else:
79 | origin_price = self.get_ticker_price(origin_coin + Coin("BNB"))
80 | if origin_price is None:
81 | return base_fee
82 | fee_amount_bnb = fee_amount * origin_price
83 |
84 | bnb_balance = self.get_currency_balance("BNB")
85 |
86 | if bnb_balance >= fee_amount_bnb:
87 | return base_fee * 0.75
88 | return base_fee
89 |
90 | def get_account(self):
91 | """
92 | Get account information
93 | """
94 | return self.binance_client.get_account()
95 |
96 | def get_ticker_price(self, ticker_symbol: str):
97 | """
98 | Get ticker price of a specific coin
99 | """
100 | price = self.cache.ticker_values.get(ticker_symbol, None)
101 | if price is None and ticker_symbol not in self.cache.non_existent_tickers:
102 | self.cache.ticker_values = {
103 | ticker["symbol"]: float(ticker["price"]) for ticker in self.binance_client.get_symbol_ticker()
104 | }
105 | self.logger.debug(f"Fetched all ticker prices: {self.cache.ticker_values}")
106 | price = self.cache.ticker_values.get(ticker_symbol, None)
107 | if price is None:
108 | self.logger.info(f"Ticker does not exist: {ticker_symbol} - will not be fetched from now on")
109 | self.cache.non_existent_tickers.add(ticker_symbol)
110 |
111 | return price
112 |
113 | def get_currency_balance(self, currency_symbol: str, force=False) -> float:
114 | """
115 | Get balance of a specific coin
116 | """
117 | with self.cache.open_balances() as cache_balances:
118 | balance = cache_balances.get(currency_symbol, None)
119 | if force or balance is None:
120 | cache_balances.clear()
121 | cache_balances.update(
122 | {
123 | currency_balance["asset"]: float(currency_balance["free"])
124 | for currency_balance in self.binance_client.get_account()["balances"]
125 | }
126 | )
127 | self.logger.debug(f"Fetched all balances: {cache_balances}")
128 | if currency_symbol not in cache_balances:
129 | cache_balances[currency_symbol] = 0.0
130 | return 0.0
131 | return cache_balances.get(currency_symbol, 0.0)
132 |
133 | return balance
134 |
135 | def retry(self, func, *args, **kwargs):
136 | for attempt in range(20):
137 | try:
138 | return func(*args, **kwargs)
139 | except Exception: # pylint: disable=broad-except
140 | self.logger.warning(f"Failed to Buy/Sell. Trying Again (attempt {attempt}/20)")
141 | if attempt == 0:
142 | self.logger.warning(traceback.format_exc())
143 | time.sleep(1)
144 | return None
145 |
146 | def get_symbol_filter(self, origin_symbol: str, target_symbol: str, filter_type: str):
147 | return next(
148 | _filter
149 | for _filter in self.binance_client.get_symbol_info(origin_symbol + target_symbol)["filters"]
150 | if _filter["filterType"] == filter_type
151 | )
152 |
153 | @cached(cache=TTLCache(maxsize=2000, ttl=43200))
154 | def get_alt_tick(self, origin_symbol: str, target_symbol: str):
155 | step_size = self.get_symbol_filter(origin_symbol, target_symbol, "LOT_SIZE")["stepSize"]
156 | if step_size.find("1") == 0:
157 | return 1 - step_size.find(".")
158 | return step_size.find("1") - 1
159 |
160 | @cached(cache=TTLCache(maxsize=2000, ttl=43200))
161 | def get_min_notional(self, origin_symbol: str, target_symbol: str):
162 | return float(self.get_symbol_filter(origin_symbol, target_symbol, "NOTIONAL")["minNotional"])
163 |
164 | def _wait_for_order(
165 | self, order_id, origin_symbol: str, target_symbol: str
166 | ) -> Optional[BinanceOrder]: # pylint: disable=unsubscriptable-object
167 | while True:
168 | order_status: BinanceOrder = self.cache.orders.get(order_id, None)
169 | if order_status is not None:
170 | break
171 | self.logger.debug(f"Waiting for order {order_id} to be created")
172 | time.sleep(1)
173 |
174 | self.logger.debug(f"Order created: {order_status}")
175 |
176 | while order_status.status != "FILLED":
177 | try:
178 | order_status = self.cache.orders.get(order_id, None)
179 |
180 | self.logger.debug(f"Waiting for order {order_id} to be filled")
181 |
182 | if self._should_cancel_order(order_status):
183 | cancel_order = None
184 | while cancel_order is None:
185 | cancel_order = self.binance_client.cancel_order(
186 | symbol=origin_symbol + target_symbol, orderId=order_id
187 | )
188 | self.logger.info("Order timeout, canceled...")
189 |
190 | # sell partially
191 | if order_status.status == "PARTIALLY_FILLED" and order_status.side == "BUY":
192 | self.logger.info("Sell partially filled amount")
193 |
194 | order_quantity = self._sell_quantity(origin_symbol, target_symbol)
195 | partially_order = None
196 | while partially_order is None:
197 | partially_order = self.binance_client.order_market_sell(
198 | symbol=origin_symbol + target_symbol,
199 | quantity=order_quantity,
200 | )
201 |
202 | self.logger.info("Going back to scouting mode...")
203 | return None
204 |
205 | if order_status.status == "CANCELED":
206 | self.logger.info("Order is canceled, going back to scouting mode...")
207 | return None
208 |
209 | time.sleep(1)
210 | except BinanceAPIException as e:
211 | self.logger.info(e)
212 | time.sleep(1)
213 | except Exception as e: # pylint: disable=broad-except
214 | self.logger.info(f"Unexpected Error: {e}")
215 | time.sleep(1)
216 |
217 | self.logger.debug(f"Order filled: {order_status}")
218 | return order_status
219 |
220 | def wait_for_order(
221 | self, order_id, origin_symbol: str, target_symbol: str, order_guard: OrderGuard
222 | ) -> Optional[BinanceOrder]: # pylint: disable=unsubscriptable-object
223 | with order_guard:
224 | return self._wait_for_order(order_id, origin_symbol, target_symbol)
225 |
226 | def _should_cancel_order(self, order_status):
227 | minutes = (time.time() - order_status.time / 1000) / 60
228 | timeout = 0
229 |
230 | if order_status.side == "SELL":
231 | timeout = float(self.config.SELL_TIMEOUT)
232 | else:
233 | timeout = float(self.config.BUY_TIMEOUT)
234 |
235 | if timeout and minutes > timeout and order_status.status == "NEW":
236 | return True
237 |
238 | if timeout and minutes > timeout and order_status.status == "PARTIALLY_FILLED":
239 | if order_status.side == "SELL":
240 | return True
241 |
242 | if order_status.side == "BUY":
243 | current_price = self.get_ticker_price(order_status.symbol)
244 | if float(current_price) * (1 - 0.001) > float(order_status.price):
245 | return True
246 |
247 | return False
248 |
249 | def buy_alt(self, origin_coin: Coin, target_coin: Coin) -> BinanceOrder:
250 | return self.retry(self._buy_alt, origin_coin, target_coin)
251 |
252 | def _buy_quantity(
253 | self,
254 | origin_symbol: str,
255 | target_symbol: str,
256 | target_balance: float = None,
257 | from_coin_price: float = None,
258 | ):
259 | target_balance = target_balance or self.get_currency_balance(target_symbol)
260 | from_coin_price = from_coin_price or self.get_ticker_price(origin_symbol + target_symbol)
261 |
262 | origin_tick = self.get_alt_tick(origin_symbol, target_symbol)
263 | return math.floor(target_balance * 10**origin_tick / from_coin_price) / float(10**origin_tick)
264 |
265 | def _buy_alt(self, origin_coin: Coin, target_coin: Coin): # pylint: disable=too-many-locals
266 | """
267 | Buy altcoin
268 | """
269 | trade_log = self.db.start_trade_log(origin_coin, target_coin, False)
270 | origin_symbol = origin_coin.symbol
271 | target_symbol = target_coin.symbol
272 |
273 | with self.cache.open_balances() as balances:
274 | balances.clear()
275 |
276 | origin_balance = self.get_currency_balance(origin_symbol)
277 | target_balance = self.get_currency_balance(target_symbol)
278 | pair_info = self.binance_client.get_symbol_info(origin_symbol + target_symbol)
279 | from_coin_price = self.get_ticker_price(origin_symbol + target_symbol)
280 | from_coin_price_s = "{:0.0{}f}".format(from_coin_price, pair_info["quotePrecision"])
281 |
282 | order_quantity = self._buy_quantity(origin_symbol, target_symbol, target_balance, from_coin_price)
283 | order_quantity_s = "{:0.0{}f}".format(order_quantity, pair_info["baseAssetPrecision"])
284 |
285 | self.logger.info(f"BUY QTY {order_quantity}")
286 |
287 | # Try to buy until successful
288 | order = None
289 | order_guard = self.stream_manager.acquire_order_guard()
290 | while order is None:
291 | try:
292 | order = self.binance_client.order_limit_buy(
293 | symbol=origin_symbol + target_symbol,
294 | quantity=order_quantity_s,
295 | price=from_coin_price_s,
296 | )
297 | self.logger.info(order)
298 | except BinanceAPIException as e:
299 | self.logger.info(e)
300 | time.sleep(1)
301 | except Exception as e: # pylint: disable=broad-except
302 | self.logger.warning(f"Unexpected Error: {e}")
303 |
304 | trade_log.set_ordered(origin_balance, target_balance, order_quantity)
305 |
306 | order_guard.set_order(origin_symbol, target_symbol, int(order["orderId"]))
307 | order = self.wait_for_order(order["orderId"], origin_symbol, target_symbol, order_guard)
308 |
309 | if order is None:
310 | return None
311 |
312 | self.logger.info(f"Bought {origin_symbol}")
313 |
314 | trade_log.set_complete(order.cumulative_quote_qty)
315 |
316 | return order
317 |
318 | def sell_alt(self, origin_coin: Coin, target_coin: Coin) -> BinanceOrder:
319 | return self.retry(self._sell_alt, origin_coin, target_coin)
320 |
321 | def _sell_quantity(self, origin_symbol: str, target_symbol: str, origin_balance: float = None):
322 | origin_balance = origin_balance or self.get_currency_balance(origin_symbol)
323 |
324 | origin_tick = self.get_alt_tick(origin_symbol, target_symbol)
325 | return math.floor(origin_balance * 10**origin_tick) / float(10**origin_tick)
326 |
327 | def _sell_alt(self, origin_coin: Coin, target_coin: Coin): # pylint: disable=too-many-locals
328 | """
329 | Sell altcoin
330 | """
331 | trade_log = self.db.start_trade_log(origin_coin, target_coin, True)
332 | origin_symbol = origin_coin.symbol
333 | target_symbol = target_coin.symbol
334 |
335 | with self.cache.open_balances() as balances:
336 | balances.clear()
337 |
338 | origin_balance = self.get_currency_balance(origin_symbol)
339 | target_balance = self.get_currency_balance(target_symbol)
340 |
341 | pair_info = self.binance_client.get_symbol_info(origin_symbol + target_symbol)
342 | from_coin_price = self.get_ticker_price(origin_symbol + target_symbol)
343 | from_coin_price_s = "{:0.0{}f}".format(from_coin_price, pair_info["quotePrecision"])
344 |
345 | order_quantity = self._sell_quantity(origin_symbol, target_symbol, origin_balance)
346 | order_quantity_s = "{:0.0{}f}".format(order_quantity, pair_info["baseAssetPrecision"])
347 | self.logger.info(f"Selling {order_quantity} of {origin_symbol}")
348 |
349 | self.logger.info(f"Balance is {origin_balance}")
350 | order = None
351 | order_guard = self.stream_manager.acquire_order_guard()
352 | while order is None:
353 | # Should sell at calculated price to avoid lost coin
354 | order = self.binance_client.order_limit_sell(
355 | symbol=origin_symbol + target_symbol,
356 | quantity=(order_quantity_s),
357 | price=from_coin_price_s,
358 | )
359 |
360 | self.logger.info("order")
361 | self.logger.info(order)
362 |
363 | trade_log.set_ordered(origin_balance, target_balance, order_quantity)
364 |
365 | order_guard.set_order(origin_symbol, target_symbol, int(order["orderId"]))
366 | order = self.wait_for_order(order["orderId"], origin_symbol, target_symbol, order_guard)
367 |
368 | if order is None:
369 | return None
370 |
371 | new_balance = self.get_currency_balance(origin_symbol)
372 | while new_balance >= origin_balance:
373 | new_balance = self.get_currency_balance(origin_symbol, True)
374 |
375 | self.logger.info(f"Sold {origin_symbol}")
376 |
377 | trade_log.set_complete(order.cumulative_quote_qty)
378 |
379 | return order
380 |
--------------------------------------------------------------------------------
/binance_trade_bot/binance_stream_manager.py:
--------------------------------------------------------------------------------
1 | import sys
2 | import threading
3 | import time
4 | from contextlib import contextmanager
5 | from typing import Dict, Set, Tuple
6 |
7 | import binance.client
8 | from binance.exceptions import BinanceAPIException, BinanceRequestException
9 | from unicorn_binance_websocket_api import BinanceWebSocketApiManager
10 |
11 | from .config import Config
12 | from .logger import Logger
13 |
14 |
15 | class BinanceOrder: # pylint: disable=too-few-public-methods
16 | def __init__(self, report):
17 | self.event = report
18 | self.symbol = report["symbol"]
19 | self.side = report["side"]
20 | self.order_type = report["order_type"]
21 | self.id = report["order_id"]
22 | self.cumulative_quote_qty = float(report["cumulative_quote_asset_transacted_quantity"])
23 | self.status = report["current_order_status"]
24 | self.price = float(report["order_price"])
25 | self.time = report["transaction_time"]
26 |
27 | def __repr__(self):
28 | return f"<BinanceOrder {self.event}>"
29 |
30 |
31 | class BinanceCache: # pylint: disable=too-few-public-methods
32 | ticker_values: Dict[str, float] = {}
33 | _balances: Dict[str, float] = {}
34 | _balances_mutex: threading.Lock = threading.Lock()
35 | non_existent_tickers: Set[str] = set()
36 | orders: Dict[str, BinanceOrder] = {}
37 |
38 | @contextmanager
39 | def open_balances(self):
40 | with self._balances_mutex:
41 | yield self._balances
42 |
43 |
44 | class OrderGuard:
45 | def __init__(self, pending_orders: Set[Tuple[str, int]], mutex: threading.Lock):
46 | self.pending_orders = pending_orders
47 | self.mutex = mutex
48 | # lock immediately because OrderGuard
49 | # should be entered and put tag that shouldn't be missed
50 | self.mutex.acquire()
51 | self.tag = None
52 |
53 | def set_order(self, origin_symbol: str, target_symbol: str, order_id: int):
54 | self.tag = (origin_symbol + target_symbol, order_id)
55 |
56 | def __enter__(self):
57 | try:
58 | if self.tag is None:
59 | raise Exception("OrderGuard wasn't properly set")
60 | self.pending_orders.add(self.tag)
61 | finally:
62 | self.mutex.release()
63 |
64 | def __exit__(self, exc_type, exc_val, exc_tb):
65 | self.pending_orders.remove(self.tag)
66 |
67 |
68 | class BinanceStreamManager:
69 | def __init__(
70 | self,
71 | cache: BinanceCache,
72 | config: Config,
73 | binance_client: binance.client.Client,
74 | logger: Logger,
75 | ):
76 | self.cache = cache
77 | self.logger = logger
78 | exchange_name = f"binance.{config.BINANCE_TLD}"
79 | if config.TESTNET:
80 | exchange_name += "-testnet"
81 | self.bw_api_manager = BinanceWebSocketApiManager(
82 | output_default="UnicornFy",
83 | enable_stream_signal_buffer=True,
84 | exchange=exchange_name,
85 | )
86 | self.bw_api_manager.create_stream(
87 | ["arr"],
88 | ["!miniTicker"],
89 | api_key=config.BINANCE_API_KEY,
90 | api_secret=config.BINANCE_API_SECRET_KEY,
91 | )
92 | self.bw_api_manager.create_stream(
93 | ["arr"],
94 | ["!userData"],
95 | api_key=config.BINANCE_API_KEY,
96 | api_secret=config.BINANCE_API_SECRET_KEY,
97 | )
98 | self.binance_client = binance_client
99 | self.pending_orders: Set[Tuple[str, int]] = set()
100 | self.pending_orders_mutex: threading.Lock = threading.Lock()
101 | self._processorThread = threading.Thread(target=self._stream_processor)
102 | self._processorThread.start()
103 |
104 | def acquire_order_guard(self):
105 | return OrderGuard(self.pending_orders, self.pending_orders_mutex)
106 |
107 | def _fetch_pending_orders(self):
108 | pending_orders: Set[Tuple[str, int]]
109 | with self.pending_orders_mutex:
110 | pending_orders = self.pending_orders.copy()
111 | for symbol, order_id in pending_orders:
112 | order = None
113 | while True:
114 | try:
115 | order = self.binance_client.get_order(symbol=symbol, orderId=order_id)
116 | except (BinanceRequestException, BinanceAPIException) as e:
117 | self.logger.error(f"Got exception during fetching pending order: {e}")
118 | if order is not None:
119 | break
120 | time.sleep(1)
121 | fake_report = {
122 | "symbol": order["symbol"],
123 | "side": order["side"],
124 | "order_type": order["type"],
125 | "order_id": order["orderId"],
126 | "cumulative_quote_asset_transacted_quantity": float(order["cummulativeQuoteQty"]),
127 | "current_order_status": order["status"],
128 | "order_price": float(order["price"]),
129 | "transaction_time": order["time"],
130 | }
131 | self.logger.info(
132 | f"Pending order {order_id} for symbol {symbol} fetched:\n{fake_report}",
133 | False,
134 | )
135 | self.cache.orders[fake_report["order_id"]] = BinanceOrder(fake_report)
136 |
137 | def _invalidate_balances(self):
138 | with self.cache.open_balances() as balances:
139 | balances.clear()
140 |
141 | def _stream_processor(self):
142 | while True:
143 | if self.bw_api_manager.is_manager_stopping():
144 | sys.exit()
145 |
146 | stream_signal = self.bw_api_manager.pop_stream_signal_from_stream_signal_buffer()
147 | stream_data = self.bw_api_manager.pop_stream_data_from_stream_buffer()
148 |
149 | if stream_signal is not False:
150 | signal_type = stream_signal["type"]
151 | stream_id = stream_signal["stream_id"]
152 | if signal_type == "CONNECT":
153 | stream_info = self.bw_api_manager.get_stream_info(stream_id)
154 | if "!userData" in stream_info["markets"]:
155 | self.logger.debug("Connect for userdata arrived", False)
156 | self._fetch_pending_orders()
157 | self._invalidate_balances()
158 | if stream_data is not False:
159 | self._process_stream_data(stream_data)
160 | if stream_data is False and stream_signal is False:
161 | time.sleep(0.01)
162 |
163 | def _process_stream_data(self, stream_data):
164 | event_type = stream_data["event_type"]
165 | if event_type == "executionReport": # !userData
166 | self.logger.debug(f"execution report: {stream_data}")
167 | order = BinanceOrder(stream_data)
168 | self.cache.orders[order.id] = order
169 | elif event_type == "balanceUpdate": # !userData
170 | self.logger.debug(f"Balance update: {stream_data}")
171 | with self.cache.open_balances() as balances:
172 | asset = stream_data["asset"]
173 | if asset in balances:
174 | del balances[stream_data["asset"]]
175 | elif event_type in (
176 | "outboundAccountPosition",
177 | "outboundAccountInfo",
178 | ): # !userData
179 | self.logger.debug(f"{event_type}: {stream_data}")
180 | with self.cache.open_balances() as balances:
181 | for bal in stream_data["balances"]:
182 | balances[bal["asset"]] = float(bal["free"])
183 | elif event_type == "24hrMiniTicker":
184 | for event in stream_data["data"]:
185 | self.cache.ticker_values[event["symbol"]] = float(event["close_price"])
186 | else:
187 | self.logger.error(f"Unknown event type found: {event_type}\n{stream_data}")
188 |
189 | def close(self):
190 | self.bw_api_manager.stop_manager_with_all_streams()
191 |
--------------------------------------------------------------------------------
/binance_trade_bot/config.py:
--------------------------------------------------------------------------------
1 | # Config consts
2 | import configparser
3 | import os
4 |
5 | from .models import Coin
6 |
7 | CFG_FL_NAME = "user.cfg"
8 | USER_CFG_SECTION = "binance_user_config"
9 |
10 |
11 | class Config: # pylint: disable=too-few-public-methods,too-many-instance-attributes
12 | def __init__(self):
13 | # Init config
14 | config = configparser.ConfigParser()
15 | config["DEFAULT"] = {
16 | "bridge": "USDT",
17 | "use_margin": "no",
18 | "scout_multiplier": "5",
19 | "scout_margin": "0.8",
20 | "scout_sleep_time": "5",
21 | "hourToKeepScoutHistory": "1",
22 | "tld": "com",
23 | "strategy": "default",
24 | "sell_timeout": "0",
25 | "buy_timeout": "0",
26 | "testnet": False,
27 | }
28 |
29 | if not os.path.exists(CFG_FL_NAME):
30 | print("No configuration file (user.cfg) found! See README. Assuming default config...")
31 | config[USER_CFG_SECTION] = {}
32 | else:
33 | config.read(CFG_FL_NAME)
34 |
35 | self.BRIDGE_SYMBOL = os.environ.get("BRIDGE_SYMBOL") or config.get(USER_CFG_SECTION, "bridge")
36 | self.BRIDGE = Coin(self.BRIDGE_SYMBOL, False)
37 | self.TESTNET = os.environ.get("TESTNET") or config.getboolean(USER_CFG_SECTION, "testnet")
38 |
39 | # Prune settings
40 | self.SCOUT_HISTORY_PRUNE_TIME = float(
41 | os.environ.get("HOURS_TO_KEEP_SCOUTING_HISTORY") or config.get(USER_CFG_SECTION, "hourToKeepScoutHistory")
42 | )
43 |
44 | # Get config for scout
45 | self.SCOUT_MULTIPLIER = float(
46 | os.environ.get("SCOUT_MULTIPLIER") or config.get(USER_CFG_SECTION, "scout_multiplier")
47 | )
48 | self.SCOUT_SLEEP_TIME = int(
49 | os.environ.get("SCOUT_SLEEP_TIME") or config.get(USER_CFG_SECTION, "scout_sleep_time")
50 | )
51 |
52 | # Get config for binance
53 | self.BINANCE_API_KEY = os.environ.get("API_KEY") or config.get(USER_CFG_SECTION, "api_key")
54 | self.BINANCE_API_SECRET_KEY = os.environ.get("API_SECRET_KEY") or config.get(USER_CFG_SECTION, "api_secret_key")
55 | self.BINANCE_TLD = os.environ.get("TLD") or config.get(USER_CFG_SECTION, "tld")
56 |
57 | # Get supported coin list from the environment
58 | supported_coin_list = [
59 | coin.strip() for coin in os.environ.get("SUPPORTED_COIN_LIST", "").split() if coin.strip()
60 | ]
61 | # Get supported coin list from supported_coin_list file
62 | if not supported_coin_list and os.path.exists("supported_coin_list"):
63 | with open("supported_coin_list") as rfh:
64 | for line in rfh:
65 | line = line.strip()
66 | if not line or line.startswith("#") or line in supported_coin_list:
67 | continue
68 | supported_coin_list.append(line)
69 | self.SUPPORTED_COIN_LIST = supported_coin_list
70 |
71 | self.CURRENT_COIN_SYMBOL = os.environ.get("CURRENT_COIN_SYMBOL") or config.get(USER_CFG_SECTION, "current_coin")
72 |
73 | self.STRATEGY = os.environ.get("STRATEGY") or config.get(USER_CFG_SECTION, "strategy")
74 |
75 | self.SELL_TIMEOUT = os.environ.get("SELL_TIMEOUT") or config.get(USER_CFG_SECTION, "sell_timeout")
76 | self.BUY_TIMEOUT = os.environ.get("BUY_TIMEOUT") or config.get(USER_CFG_SECTION, "buy_timeout")
77 |
78 | self.USE_MARGIN = os.environ.get("USE_MARGIN") or config.get(USER_CFG_SECTION, "use_margin")
79 | self.SCOUT_MARGIN = float(os.environ.get("SCOUT_MARGIN") or config.get(USER_CFG_SECTION, "scout_margin"))
80 |
--------------------------------------------------------------------------------
/binance_trade_bot/crypto_trading.py:
--------------------------------------------------------------------------------
1 | #!python3
2 | import time
3 |
4 | from .binance_api_manager import BinanceAPIManager
5 | from .config import Config
6 | from .database import Database
7 | from .logger import Logger
8 | from .scheduler import SafeScheduler
9 | from .strategies import get_strategy
10 |
11 |
12 | def main():
13 | logger = Logger()
14 | logger.info("Starting")
15 |
16 | config = Config()
17 | db = Database(logger, config)
18 | manager = BinanceAPIManager(config, db, logger, config.TESTNET)
19 | # check if we can access API feature that require valid config
20 | try:
21 | _ = manager.get_account()
22 | except Exception as e: # pylint: disable=broad-except
23 | logger.error("Couldn't access Binance API - API keys may be wrong or lack sufficient permissions")
24 | logger.error(e)
25 | return
26 | strategy = get_strategy(config.STRATEGY)
27 | if strategy is None:
28 | logger.error("Invalid strategy name")
29 | return
30 | trader = strategy(manager, db, logger, config)
31 | logger.info(f"Chosen strategy: {config.STRATEGY}")
32 |
33 | logger.info("Creating database schema if it doesn't already exist")
34 | db.create_database()
35 |
36 | db.set_coins(config.SUPPORTED_COIN_LIST)
37 | db.migrate_old_state()
38 |
39 | trader.initialize()
40 |
41 | schedule = SafeScheduler(logger)
42 | schedule.every(config.SCOUT_SLEEP_TIME).seconds.do(trader.scout).tag("scouting")
43 | schedule.every(1).minutes.do(trader.update_values).tag("updating value history")
44 | schedule.every(1).minutes.do(db.prune_scout_history).tag("pruning scout history")
45 | schedule.every(1).hours.do(db.prune_value_history).tag("pruning value history")
46 | try:
47 | while True:
48 | schedule.run_pending()
49 | time.sleep(1)
50 | finally:
51 | manager.stream_manager.close()
--------------------------------------------------------------------------------
/binance_trade_bot/database.py:
--------------------------------------------------------------------------------
1 | import json
2 | import os
3 | import time
4 | from contextlib import contextmanager
5 | from datetime import datetime, timedelta
6 | from typing import List, Optional, Union
7 |
8 | from socketio import Client
9 | from socketio.exceptions import ConnectionError as SocketIOConnectionError
10 | from sqlalchemy import create_engine, func
11 | from sqlalchemy.orm import Session, scoped_session, sessionmaker
12 |
13 | from .config import Config
14 | from .logger import Logger
15 | from .models import * # pylint: disable=wildcard-import
16 |
17 |
18 | class Database:
19 | def __init__(self, logger: Logger, config: Config, uri="sqlite:///data/crypto_trading.db"):
20 | self.logger = logger
21 | self.config = config
22 | self.engine = create_engine(uri)
23 | self.SessionMaker = sessionmaker(bind=self.engine)
24 | self.socketio_client = Client()
25 |
26 | def socketio_connect(self):
27 | if self.socketio_client.connected and self.socketio_client.namespaces:
28 | return True
29 | try:
30 | if not self.socketio_client.connected:
31 | self.socketio_client.connect("http://api:5123", namespaces=["/backend"])
32 | while not self.socketio_client.connected or not self.socketio_client.namespaces:
33 | time.sleep(0.1)
34 | return True
35 | except SocketIOConnectionError:
36 | return False
37 |
38 | @contextmanager
39 | def db_session(self):
40 | """
41 | Creates a context with an open SQLAlchemy session.
42 | """
43 | session: Session = scoped_session(self.SessionMaker)
44 | yield session
45 | session.commit()
46 | session.close()
47 |
48 | def set_coins(self, symbols: List[str]):
49 | session: Session
50 |
51 | # Add coins to the database and set them as enabled or not
52 | with self.db_session() as session:
53 | # For all the coins in the database, if the symbol no longer appears
54 | # in the config file, set the coin as disabled
55 | coins: List[Coin] = session.query(Coin).all()
56 | for coin in coins:
57 | if coin.symbol not in symbols:
58 | coin.enabled = False
59 |
60 | # For all the symbols in the config file, add them to the database
61 | # if they don't exist
62 | for symbol in symbols:
63 | coin = next((coin for coin in coins if coin.symbol == symbol), None)
64 | if coin is None:
65 | session.add(Coin(symbol))
66 | else:
67 | coin.enabled = True
68 |
69 | # For all the combinations of coins in the database, add a pair to the database
70 | with self.db_session() as session:
71 | coins: List[Coin] = session.query(Coin).filter(Coin.enabled).all()
72 | for from_coin in coins:
73 | for to_coin in coins:
74 | if from_coin != to_coin:
75 | pair = session.query(Pair).filter(Pair.from_coin == from_coin, Pair.to_coin == to_coin).first()
76 | if pair is None:
77 | session.add(Pair(from_coin, to_coin))
78 |
79 | def get_coins(self, only_enabled=True) -> List[Coin]:
80 | session: Session
81 | with self.db_session() as session:
82 | if only_enabled:
83 | coins = session.query(Coin).filter(Coin.enabled).all()
84 | else:
85 | coins = session.query(Coin).all()
86 | session.expunge_all()
87 | return coins
88 |
89 | def get_coin(self, coin: Union[Coin, str]) -> Coin:
90 | if isinstance(coin, Coin):
91 | return coin
92 | session: Session
93 | with self.db_session() as session:
94 | coin = session.query(Coin).get(coin)
95 | session.expunge(coin)
96 | return coin
97 |
98 | def set_current_coin(self, coin: Union[Coin, str]):
99 | coin = self.get_coin(coin)
100 | session: Session
101 | with self.db_session() as session:
102 | if isinstance(coin, Coin):
103 | coin = session.merge(coin)
104 | cc = CurrentCoin(coin)
105 | session.add(cc)
106 | self.send_update(cc)
107 |
108 | def get_current_coin(self) -> Optional[Coin]:
109 | session: Session
110 | with self.db_session() as session:
111 | current_coin = session.query(CurrentCoin).order_by(CurrentCoin.datetime.desc()).first()
112 | if current_coin is None:
113 | return None
114 | coin = current_coin.coin
115 | session.expunge(coin)
116 | return coin
117 |
118 | def get_pair(self, from_coin: Union[Coin, str], to_coin: Union[Coin, str]):
119 | from_coin = self.get_coin(from_coin)
120 | to_coin = self.get_coin(to_coin)
121 | session: Session
122 | with self.db_session() as session:
123 | pair: Pair = session.query(Pair).filter(Pair.from_coin == from_coin, Pair.to_coin == to_coin).first()
124 | session.expunge(pair)
125 | return pair
126 |
127 | def get_pairs_from(self, from_coin: Union[Coin, str], only_enabled=True) -> List[Pair]:
128 | from_coin = self.get_coin(from_coin)
129 | session: Session
130 | with self.db_session() as session:
131 | pairs = session.query(Pair).filter(Pair.from_coin == from_coin)
132 | if only_enabled:
133 | pairs = pairs.filter(Pair.enabled.is_(True))
134 | pairs = pairs.all()
135 | session.expunge_all()
136 | return pairs
137 |
138 | def get_pairs(self, only_enabled=True) -> List[Pair]:
139 | session: Session
140 | with self.db_session() as session:
141 | pairs = session.query(Pair)
142 | if only_enabled:
143 | pairs = pairs.filter(Pair.enabled.is_(True))
144 | pairs = pairs.all()
145 | session.expunge_all()
146 | return pairs
147 |
148 | def log_scout(
149 | self,
150 | pair: Pair,
151 | target_ratio: float,
152 | current_coin_price: float,
153 | other_coin_price: float,
154 | ):
155 | session: Session
156 | with self.db_session() as session:
157 | pair = session.merge(pair)
158 | sh = ScoutHistory(pair, target_ratio, current_coin_price, other_coin_price)
159 | session.add(sh)
160 | self.send_update(sh)
161 |
162 | def prune_scout_history(self):
163 | time_diff = datetime.now() - timedelta(hours=self.config.SCOUT_HISTORY_PRUNE_TIME)
164 | session: Session
165 | with self.db_session() as session:
166 | session.query(ScoutHistory).filter(ScoutHistory.datetime < time_diff).delete()
167 |
168 | def prune_value_history(self):
169 | session: Session
170 | with self.db_session() as session:
171 | # Sets the first entry for each coin for each hour as 'hourly'
172 | hourly_entries: List[CoinValue] = (
173 | session.query(CoinValue).group_by(CoinValue.coin_id, func.strftime("%H", CoinValue.datetime)).all()
174 | )
175 | for entry in hourly_entries:
176 | entry.interval = Interval.HOURLY
177 |
178 | # Sets the first entry for each coin for each day as 'daily'
179 | daily_entries: List[CoinValue] = (
180 | session.query(CoinValue).group_by(CoinValue.coin_id, func.date(CoinValue.datetime)).all()
181 | )
182 | for entry in daily_entries:
183 | entry.interval = Interval.DAILY
184 |
185 | # Sets the first entry for each coin for each month as 'weekly'
186 | # (Sunday is the start of the week)
187 | weekly_entries: List[CoinValue] = (
188 | session.query(CoinValue).group_by(CoinValue.coin_id, func.strftime("%Y-%W", CoinValue.datetime)).all()
189 | )
190 | for entry in weekly_entries:
191 | entry.interval = Interval.WEEKLY
192 |
193 | # The last 24 hours worth of minutely entries will be kept, so
194 | # count(coins) * 1440 entries
195 | time_diff = datetime.now() - timedelta(hours=24)
196 | session.query(CoinValue).filter(
197 | CoinValue.interval == Interval.MINUTELY, CoinValue.datetime < time_diff
198 | ).delete()
199 |
200 | # The last 28 days worth of hourly entries will be kept, so count(coins) * 672 entries
201 | time_diff = datetime.now() - timedelta(days=28)
202 | session.query(CoinValue).filter(
203 | CoinValue.interval == Interval.HOURLY, CoinValue.datetime < time_diff
204 | ).delete()
205 |
206 | # The last years worth of daily entries will be kept, so count(coins) * 365 entries
207 | time_diff = datetime.now() - timedelta(days=365)
208 | session.query(CoinValue).filter(
209 | CoinValue.interval == Interval.DAILY, CoinValue.datetime < time_diff
210 | ).delete()
211 |
212 | # All weekly entries will be kept forever
213 |
214 | def create_database(self):
215 | Base.metadata.create_all(self.engine)
216 |
217 | def start_trade_log(self, from_coin: Coin, to_coin: Coin, selling: bool):
218 | return TradeLog(self, from_coin, to_coin, selling)
219 |
220 | def send_update(self, model):
221 | if not self.socketio_connect():
222 | return
223 |
224 | self.socketio_client.emit(
225 | "update",
226 | {"table": model.__tablename__, "data": model.info()},
227 | namespace="/backend",
228 | )
229 |
230 | def migrate_old_state(self):
231 | """
232 | For migrating from old dotfile format to SQL db. This method should be removed in
233 | the future.
234 | """
235 | if os.path.isfile(".current_coin"):
236 | with open(".current_coin") as f:
237 | coin = f.read().strip()
238 | self.logger.info(f".current_coin file found, loading current coin {coin}")
239 | self.set_current_coin(coin)
240 | os.rename(".current_coin", ".current_coin.old")
241 | self.logger.info(f".current_coin renamed to .current_coin.old - You can now delete this file")
242 |
243 | if os.path.isfile(".current_coin_table"):
244 | with open(".current_coin_table") as f:
245 | self.logger.info(f".current_coin_table file found, loading into database")
246 | table: dict = json.load(f)
247 | session: Session
248 | with self.db_session() as session:
249 | for from_coin, to_coin_dict in table.items():
250 | for to_coin, ratio in to_coin_dict.items():
251 | if from_coin == to_coin:
252 | continue
253 | pair = session.merge(self.get_pair(from_coin, to_coin))
254 | pair.ratio = ratio
255 | session.add(pair)
256 |
257 | os.rename(".current_coin_table", ".current_coin_table.old")
258 | self.logger.info(".current_coin_table renamed to .current_coin_table.old - " "You can now delete this file")
259 |
260 |
261 | class TradeLog:
262 | def __init__(self, db: Database, from_coin: Coin, to_coin: Coin, selling: bool):
263 | self.db = db
264 | session: Session
265 | with self.db.db_session() as session:
266 | from_coin = session.merge(from_coin)
267 | to_coin = session.merge(to_coin)
268 | self.trade = Trade(from_coin, to_coin, selling)
269 | session.add(self.trade)
270 | # Flush so that SQLAlchemy fills in the id column
271 | session.flush()
272 | self.db.send_update(self.trade)
273 |
274 | def set_ordered(self, alt_starting_balance, crypto_starting_balance, alt_trade_amount):
275 | session: Session
276 | with self.db.db_session() as session:
277 | trade: Trade = session.merge(self.trade)
278 | trade.alt_starting_balance = alt_starting_balance
279 | trade.alt_trade_amount = alt_trade_amount
280 | trade.crypto_starting_balance = crypto_starting_balance
281 | trade.state = TradeState.ORDERED
282 | self.db.send_update(trade)
283 |
284 | def set_complete(self, crypto_trade_amount):
285 | session: Session
286 | with self.db.db_session() as session:
287 | trade: Trade = session.merge(self.trade)
288 | trade.crypto_trade_amount = crypto_trade_amount
289 | trade.state = TradeState.COMPLETE
290 | self.db.send_update(trade)
291 |
292 |
293 | if __name__ == "__main__":
294 | database = Database(Logger(), Config())
295 | database.create_database()
296 |
--------------------------------------------------------------------------------
/binance_trade_bot/logger.py:
--------------------------------------------------------------------------------
1 | import logging.handlers
2 |
3 | from .notifications import NotificationHandler
4 |
5 |
6 | class Logger:
7 | Logger = None
8 | NotificationHandler = None
9 |
10 | def __init__(self, logging_service="crypto_trading", enable_notifications=True):
11 | # Logger setup
12 | self.Logger = logging.getLogger(f"{logging_service}_logger")
13 | self.Logger.setLevel(logging.DEBUG)
14 | self.Logger.propagate = False
15 | formatter = logging.Formatter("%(asctime)s - %(name)s - %(levelname)s - %(message)s")
16 | # default is "logs/crypto_trading.log"
17 | fh = logging.FileHandler(f"logs/{logging_service}.log")
18 | fh.setLevel(logging.DEBUG)
19 | fh.setFormatter(formatter)
20 | self.Logger.addHandler(fh)
21 |
22 | # logging to console
23 | ch = logging.StreamHandler()
24 | ch.setLevel(logging.INFO)
25 | ch.setFormatter(formatter)
26 | self.Logger.addHandler(ch)
27 |
28 | # notification handler
29 | self.NotificationHandler = NotificationHandler(enable_notifications)
30 |
31 | def log(self, message, level="info", notification=True):
32 | if level == "info":
33 | self.Logger.info(message)
34 | elif level == "warning":
35 | self.Logger.warning(message)
36 | elif level == "error":
37 | self.Logger.error(message)
38 | elif level == "debug":
39 | self.Logger.debug(message)
40 |
41 | if notification and self.NotificationHandler.enabled:
42 | self.NotificationHandler.send_notification(str(message))
43 |
44 | def info(self, message, notification=True):
45 | self.log(message, "info", notification)
46 |
47 | def warning(self, message, notification=True):
48 | self.log(message, "warning", notification)
49 |
50 | def error(self, message, notification=True):
51 | self.log(message, "error", notification)
52 |
53 | def debug(self, message, notification=False):
54 | self.log(message, "debug", notification)
55 |
--------------------------------------------------------------------------------
/binance_trade_bot/models/__init__.py:
--------------------------------------------------------------------------------
1 | from .base import Base
2 | from .coin import Coin
3 | from .coin_value import CoinValue, Interval
4 | from .current_coin import CurrentCoin
5 | from .pair import Pair
6 | from .scout_history import ScoutHistory
7 | from .trade import Trade, TradeState
8 |
--------------------------------------------------------------------------------
/binance_trade_bot/models/base.py:
--------------------------------------------------------------------------------
1 | from sqlalchemy.ext.declarative import declarative_base
2 |
3 | Base = declarative_base()
4 |
--------------------------------------------------------------------------------
/binance_trade_bot/models/coin.py:
--------------------------------------------------------------------------------
1 | from sqlalchemy import Boolean, Column, String
2 |
3 | from .base import Base
4 |
5 |
6 | class Coin(Base):
7 | __tablename__ = "coins"
8 | symbol = Column(String, primary_key=True)
9 | enabled = Column(Boolean)
10 |
11 | def __init__(self, symbol, enabled=True):
12 | self.symbol = symbol
13 | self.enabled = enabled
14 |
15 | def __add__(self, other):
16 | if isinstance(other, str):
17 | return self.symbol + other
18 | if isinstance(other, Coin):
19 | return self.symbol + other.symbol
20 | raise TypeError(f"unsupported operand type(s) for +: 'Coin' and '{type(other)}'")
21 |
22 | def __repr__(self):
23 | return f"[{self.symbol}]"
24 |
25 | def info(self):
26 | return {"symbol": self.symbol, "enabled": self.enabled}
27 |
--------------------------------------------------------------------------------
/binance_trade_bot/models/coin_value.py:
--------------------------------------------------------------------------------
1 | import enum
2 | from datetime import datetime as _datetime
3 |
4 | from sqlalchemy import Column, DateTime, Enum, Float, ForeignKey, Integer, String
5 | from sqlalchemy.ext.hybrid import hybrid_property
6 | from sqlalchemy.orm import relationship
7 |
8 | from .base import Base
9 | from .coin import Coin
10 |
11 |
12 | class Interval(enum.Enum):
13 | MINUTELY = "MINUTELY"
14 | HOURLY = "HOURLY"
15 | DAILY = "DAILY"
16 | WEEKLY = "WEEKLY"
17 |
18 |
19 | class CoinValue(Base):
20 | __tablename__ = "coin_value"
21 |
22 | id = Column(Integer, primary_key=True)
23 |
24 | coin_id = Column(String, ForeignKey("coins.symbol"))
25 | coin = relationship("Coin")
26 |
27 | balance = Column(Float)
28 | usd_price = Column(Float)
29 | btc_price = Column(Float)
30 |
31 | interval = Column(Enum(Interval))
32 |
33 | datetime = Column(DateTime)
34 |
35 | def __init__(
36 | self,
37 | coin: Coin,
38 | balance: float,
39 | usd_price: float,
40 | btc_price: float,
41 | interval=Interval.MINUTELY,
42 | datetime: _datetime = None,
43 | ):
44 | self.coin = coin
45 | self.balance = balance
46 | self.usd_price = usd_price
47 | self.btc_price = btc_price
48 | self.interval = interval
49 | self.datetime = datetime or _datetime.now()
50 |
51 | @hybrid_property
52 | def usd_value(self):
53 | if self.usd_price is None:
54 | return None
55 | return self.balance * self.usd_price
56 |
57 | @usd_value.expression
58 | def usd_value(self):
59 | return self.balance * self.usd_price
60 |
61 | @hybrid_property
62 | def btc_value(self):
63 | if self.btc_price is None:
64 | return None
65 | return self.balance * self.btc_price
66 |
67 | @btc_value.expression
68 | def btc_value(self):
69 | return self.balance * self.btc_price
70 |
71 | def info(self):
72 | return {
73 | "balance": self.balance,
74 | "usd_value": self.usd_value,
75 | "btc_value": self.btc_value,
76 | "datetime": self.datetime.isoformat(),
77 | }
78 |
--------------------------------------------------------------------------------
/binance_trade_bot/models/current_coin.py:
--------------------------------------------------------------------------------
1 | from datetime import datetime
2 |
3 | from sqlalchemy import Column, DateTime, ForeignKey, Integer, String
4 | from sqlalchemy.orm import relationship
5 |
6 | from .base import Base
7 | from .coin import Coin
8 |
9 |
10 | class CurrentCoin(Base): # pylint: disable=too-few-public-methods
11 | __tablename__ = "current_coin_history"
12 | id = Column(Integer, primary_key=True)
13 | coin_id = Column(String, ForeignKey("coins.symbol"))
14 | coin = relationship("Coin")
15 | datetime = Column(DateTime)
16 |
17 | def __init__(self, coin: Coin):
18 | self.coin = coin
19 | self.datetime = datetime.utcnow()
20 |
21 | def info(self):
22 | return {"datetime": self.datetime.isoformat(), "coin": self.coin.info()}
23 |
--------------------------------------------------------------------------------
/binance_trade_bot/models/pair.py:
--------------------------------------------------------------------------------
1 | from sqlalchemy import Column, Float, ForeignKey, Integer, String, func, or_, select
2 | from sqlalchemy.orm import column_property, relationship
3 |
4 | from .base import Base
5 | from .coin import Coin
6 |
7 |
8 | class Pair(Base):
9 | __tablename__ = "pairs"
10 |
11 | id = Column(Integer, primary_key=True)
12 |
13 | from_coin_id = Column(String, ForeignKey("coins.symbol"))
14 | from_coin = relationship("Coin", foreign_keys=[from_coin_id], lazy="joined")
15 |
16 | to_coin_id = Column(String, ForeignKey("coins.symbol"))
17 | to_coin = relationship("Coin", foreign_keys=[to_coin_id], lazy="joined")
18 |
19 | ratio = Column(Float)
20 |
21 | enabled = column_property(
22 | select([func.count(Coin.symbol) == 2])
23 | .where(or_(Coin.symbol == from_coin_id, Coin.symbol == to_coin_id))
24 | .where(Coin.enabled.is_(True))
25 | .scalar_subquery()
26 | )
27 |
28 | def __init__(self, from_coin: Coin, to_coin: Coin, ratio=None):
29 | self.from_coin = from_coin
30 | self.to_coin = to_coin
31 | self.ratio = ratio
32 |
33 | def __repr__(self):
34 | return f"<{self.from_coin_id}->{self.to_coin_id} :: {self.ratio}>"
35 |
36 | def info(self):
37 | return {
38 | "from_coin": self.from_coin.info(),
39 | "to_coin": self.to_coin.info(),
40 | "ratio": self.ratio,
41 | }
42 |
--------------------------------------------------------------------------------
/binance_trade_bot/models/scout_history.py:
--------------------------------------------------------------------------------
1 | from datetime import datetime
2 |
3 | from sqlalchemy import Column, DateTime, Float, ForeignKey, Integer, String
4 | from sqlalchemy.ext.hybrid import hybrid_property
5 | from sqlalchemy.orm import relationship
6 |
7 | from .base import Base
8 | from .pair import Pair
9 |
10 |
11 | class ScoutHistory(Base):
12 | __tablename__ = "scout_history"
13 |
14 | id = Column(Integer, primary_key=True)
15 |
16 | pair_id = Column(String, ForeignKey("pairs.id"))
17 | pair = relationship("Pair")
18 |
19 | target_ratio = Column(Float)
20 | current_coin_price = Column(Float)
21 | other_coin_price = Column(Float)
22 |
23 | datetime = Column(DateTime)
24 |
25 | def __init__(
26 | self,
27 | pair: Pair,
28 | target_ratio: float,
29 | current_coin_price: float,
30 | other_coin_price: float,
31 | ):
32 | self.pair = pair
33 | self.target_ratio = target_ratio
34 | self.current_coin_price = current_coin_price
35 | self.other_coin_price = other_coin_price
36 | self.datetime = datetime.utcnow()
37 |
38 | @hybrid_property
39 | def current_ratio(self):
40 | return self.current_coin_price / self.other_coin_price
41 |
42 | def info(self):
43 | return {
44 | "from_coin": self.pair.from_coin.info(),
45 | "to_coin": self.pair.to_coin.info(),
46 | "current_ratio": self.current_ratio,
47 | "target_ratio": self.target_ratio,
48 | "current_coin_price": self.current_coin_price,
49 | "other_coin_price": self.other_coin_price,
50 | "datetime": self.datetime.isoformat(),
51 | }
52 |
--------------------------------------------------------------------------------
/binance_trade_bot/models/trade.py:
--------------------------------------------------------------------------------
1 | import enum
2 | from datetime import datetime
3 |
4 | from sqlalchemy import Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String
5 | from sqlalchemy.orm import relationship
6 |
7 | from .base import Base
8 | from .coin import Coin
9 |
10 |
11 | class TradeState(enum.Enum):
12 | STARTING = "STARTING"
13 | ORDERED = "ORDERED"
14 | COMPLETE = "COMPLETE"
15 |
16 |
17 | class Trade(Base): # pylint: disable=too-few-public-methods
18 | __tablename__ = "trade_history"
19 |
20 | id = Column(Integer, primary_key=True)
21 |
22 | alt_coin_id = Column(String, ForeignKey("coins.symbol"))
23 | alt_coin = relationship("Coin", foreign_keys=[alt_coin_id], lazy="joined")
24 |
25 | crypto_coin_id = Column(String, ForeignKey("coins.symbol"))
26 | crypto_coin = relationship("Coin", foreign_keys=[crypto_coin_id], lazy="joined")
27 |
28 | selling = Column(Boolean)
29 |
30 | state = Column(Enum(TradeState))
31 |
32 | alt_starting_balance = Column(Float)
33 | alt_trade_amount = Column(Float)
34 | crypto_starting_balance = Column(Float)
35 | crypto_trade_amount = Column(Float)
36 |
37 | datetime = Column(DateTime)
38 |
39 | def __init__(self, alt_coin: Coin, crypto_coin: Coin, selling: bool):
40 | self.alt_coin = alt_coin
41 | self.crypto_coin = crypto_coin
42 | self.state = TradeState.STARTING
43 | self.selling = selling
44 | self.datetime = datetime.utcnow()
45 |
46 | def info(self):
47 | return {
48 | "id": self.id,
49 | "alt_coin": self.alt_coin.info(),
50 | "crypto_coin": self.crypto_coin.info(),
51 | "selling": self.selling,
52 | "state": self.state.value,
53 | "alt_starting_balance": self.alt_starting_balance,
54 | "alt_trade_amount": self.alt_trade_amount,
55 | "crypto_starting_balance": self.crypto_starting_balance,
56 | "crypto_trade_amount": self.crypto_trade_amount,
57 | "datetime": self.datetime.isoformat(),
58 | }
59 |
--------------------------------------------------------------------------------
/binance_trade_bot/notifications.py:
--------------------------------------------------------------------------------
1 | import queue
2 | import threading
3 | from os import path
4 |
5 | import apprise
6 |
7 | APPRISE_CONFIG_PATH = "config/apprise.yml"
8 |
9 |
10 | class NotificationHandler:
11 | def __init__(self, enabled=True):
12 | if enabled and path.exists(APPRISE_CONFIG_PATH):
13 | self.apobj = apprise.Apprise()
14 | config = apprise.AppriseConfig()
15 | config.add(APPRISE_CONFIG_PATH)
16 | self.apobj.add(config)
17 | self.queue = queue.Queue()
18 | self.start_worker()
19 | self.enabled = True
20 | else:
21 | self.enabled = False
22 |
23 | def start_worker(self):
24 | threading.Thread(target=self.process_queue, daemon=True).start()
25 |
26 | def process_queue(self):
27 | while True:
28 | message, attachments = self.queue.get()
29 |
30 | if attachments:
31 | self.apobj.notify(body=message, attach=attachments)
32 | else:
33 | self.apobj.notify(body=message)
34 | self.queue.task_done()
35 |
36 | def send_notification(self, message, attachments=None):
37 | if self.enabled:
38 | self.queue.put((message, attachments or []))
39 |
--------------------------------------------------------------------------------
/binance_trade_bot/scheduler.py:
--------------------------------------------------------------------------------
1 | import datetime
2 | import logging
3 | from traceback import format_exc
4 |
5 | from schedule import Job, Scheduler
6 |
7 |
8 | class SafeScheduler(Scheduler):
9 | """
10 | An implementation of Scheduler that catches jobs that fail, logs their
11 | exception tracebacks as errors, and keeps going.
12 |
13 | Use this to run jobs that may or may not crash without worrying about
14 | whether other jobs will run or if they'll crash the entire script.
15 | """
16 |
17 | def __init__(self, logger: logging.Logger, rerun_immediately=True):
18 | self.logger = logger
19 | self.rerun_immediately = rerun_immediately
20 |
21 | super().__init__()
22 |
23 | def _run_job(self, job: Job):
24 | try:
25 | super()._run_job(job)
26 | except Exception: # pylint: disable=broad-except
27 | self.logger.error(f"Error while {next(iter(job.tags))}...\n{format_exc()}")
28 | job.last_run = datetime.datetime.now()
29 | if not self.rerun_immediately:
30 | # Reschedule the job for the next time it was meant to run, instead of
31 | # letting it run
32 | # next tick
33 | job._schedule_next_run() # pylint: disable=protected-access
34 |
--------------------------------------------------------------------------------
/binance_trade_bot/strategies/README.md:
--------------------------------------------------------------------------------
1 | # Strategies
2 | You can add your own strategy to this folder. The filename must end with `_strategy.py`,
3 | and contain the following:
4 |
5 | ```python
6 | from binance_trade_bot.auto_trader import AutoTrader
7 |
8 | class Strategy(AutoTrader):
9 |
10 | def scout(self):
11 | # Your custom scout method
12 |
13 | ```
14 |
15 | Then, set your `strategy` configuration to your strategy name. If you named your file
16 | `custom_strategy.py`, you'd need to put `strategy=custom` in your config file.
17 |
18 | You can put your strategy in a subfolder, and the bot will still find it. If you'd like to
19 | share your strategy with others, try using git submodules.
20 |
21 | Some premade strategies are listed below:
22 | ## `default`
23 |
24 | ## `multiple_coins`
25 | The bot is less likely to get stuck
26 |
--------------------------------------------------------------------------------
/binance_trade_bot/strategies/__init__.py:
--------------------------------------------------------------------------------
1 | import importlib
2 | import os
3 |
4 |
5 | def get_strategy(name):
6 | for dirpath, _, filenames in os.walk(os.path.dirname(__file__)):
7 | filename: str
8 | for filename in filenames:
9 | if filename.endswith("_strategy.py"):
10 | if filename.replace("_strategy.py", "") == name:
11 | spec = importlib.util.spec_from_file_location(name, os.path.join(dirpath, filename))
12 | module = importlib.util.module_from_spec(spec)
13 | spec.loader.exec_module(module)
14 | return module.Strategy
15 | return None
16 |
--------------------------------------------------------------------------------
/binance_trade_bot/strategies/default_strategy.py:
--------------------------------------------------------------------------------
1 | import random
2 | import sys
3 | from datetime import datetime
4 |
5 | from binance_trade_bot.auto_trader import AutoTrader
6 |
7 |
8 | class Strategy(AutoTrader):
9 | def initialize(self):
10 | super().initialize()
11 | self.initialize_current_coin()
12 |
13 | def scout(self):
14 | """
15 | Scout for potential jumps from the current coin to another coin
16 | """
17 | current_coin = self.db.get_current_coin()
18 | # Display on the console, the current coin+Bridge, so users can see *some* activity and not think the bot has
19 | # stopped. Not logging though to reduce log size.
20 | print(
21 | f"{datetime.now()} - CONSOLE - INFO - I am scouting the best trades. "
22 | f"Current coin: {current_coin + self.config.BRIDGE} ",
23 | end="\r",
24 | )
25 |
26 | current_coin_price = self.manager.get_ticker_price(current_coin + self.config.BRIDGE)
27 |
28 | if current_coin_price is None:
29 | self.logger.info(f"Skipping scouting... current coin {current_coin + self.config.BRIDGE} not found")
30 | return
31 |
32 | self._jump_to_best_coin(current_coin, current_coin_price)
33 |
34 | def bridge_scout(self):
35 | current_coin = self.db.get_current_coin()
36 | if self.manager.get_currency_balance(current_coin.symbol) > self.manager.get_min_notional(
37 | current_coin.symbol, self.config.BRIDGE.symbol
38 | ):
39 | # Only scout if we don't have enough of the current coin
40 | return
41 | new_coin = super().bridge_scout()
42 | if new_coin is not None:
43 | self.db.set_current_coin(new_coin)
44 |
45 | def initialize_current_coin(self):
46 | """
47 | Decide what is the current coin, and set it up in the DB.
48 | """
49 | if self.db.get_current_coin() is None:
50 | current_coin_symbol = self.config.CURRENT_COIN_SYMBOL
51 | if not current_coin_symbol:
52 | current_coin_symbol = random.choice(self.config.SUPPORTED_COIN_LIST)
53 |
54 | self.logger.info(f"Setting initial coin to {current_coin_symbol}")
55 |
56 | if current_coin_symbol not in self.config.SUPPORTED_COIN_LIST:
57 | sys.exit("***\nERROR!\nSince there is no backup file, a proper coin name must be provided at init\n***")
58 | self.db.set_current_coin(current_coin_symbol)
59 |
60 | # if we don't have a configuration, we selected a coin at random... Buy it so we can start trading.
61 | if self.config.CURRENT_COIN_SYMBOL == "":
62 | current_coin = self.db.get_current_coin()
63 | self.logger.info(f"Purchasing {current_coin} to begin trading")
64 | self.manager.buy_alt(current_coin, self.config.BRIDGE)
65 | self.logger.info("Ready to start trading")
66 |
--------------------------------------------------------------------------------
/binance_trade_bot/strategies/multiple_coins_strategy.py:
--------------------------------------------------------------------------------
1 | from datetime import datetime
2 |
3 | from binance_trade_bot.auto_trader import AutoTrader
4 |
5 |
6 | class Strategy(AutoTrader):
7 | def scout(self):
8 | """
9 | Scout for potential jumps from the current coin to another coin
10 | """
11 | have_coin = False
12 |
13 | # last coin bought
14 | current_coin = self.db.get_current_coin()
15 | current_coin_symbol = ""
16 |
17 | if current_coin is not None:
18 | current_coin_symbol = current_coin.symbol
19 |
20 | for coin in self.db.get_coins():
21 | current_coin_balance = self.manager.get_currency_balance(coin.symbol)
22 | coin_price = self.manager.get_ticker_price(coin + self.config.BRIDGE)
23 |
24 | if coin_price is None:
25 | self.logger.info(f"Skipping scouting... current coin {coin + self.config.BRIDGE} not found")
26 | continue
27 |
28 | min_notional = self.manager.get_min_notional(coin.symbol, self.config.BRIDGE.symbol)
29 |
30 | if coin.symbol != current_coin_symbol and coin_price * current_coin_balance < min_notional:
31 | continue
32 |
33 | have_coin = True
34 |
35 | # Display on the console, the current coin+Bridge, so users can see *some* activity and not think the bot
36 | # has stopped. Not logging though to reduce log size.
37 | print(
38 | f"{datetime.now()} - CONSOLE - INFO - I am scouting the best trades. "
39 | f"Current coin: {coin + self.config.BRIDGE} ",
40 | end="\r",
41 | )
42 |
43 | self._jump_to_best_coin(coin, coin_price)
44 |
45 | if not have_coin:
46 | self.bridge_scout()
47 |
--------------------------------------------------------------------------------
/config/apprise_example.yml:
--------------------------------------------------------------------------------
1 | # Define version
2 | version: 1
3 |
4 | # Define your URLs (Mandatory!)
5 | # URLs should start with - (remove the comment symbol #)
6 | # Replace the values with your tokens/ids
7 | # For example a telegram URL would look like:
8 | # - tgram://123456789:AABx8iXjE5C-vG4SDhf6ARgdFgxYxhuHb4A/-606743502
9 | # Rename the file to `apprise.yml`
10 | urls:
11 | # - tgram://TOKEN/CHAT_ID
12 | # - discord://WebhookID/WebhookToken/
13 | # - slack://tokenA/tokenB/tokenC
14 | # More options here: https://github.com/caronc/apprise
15 |
--------------------------------------------------------------------------------
/data/.gitignore:
--------------------------------------------------------------------------------
1 | *
2 | !/.gitignore
3 |
--------------------------------------------------------------------------------
/dev-requirements.txt:
--------------------------------------------------------------------------------
1 | pylint-sqlalchemy
2 |
--------------------------------------------------------------------------------
/docker-compose.yml:
--------------------------------------------------------------------------------
1 | version: "3"
2 |
3 | services:
4 | crypto-trading:
5 | image: edeng23/binance-trade-bot
6 | container_name: binance_trader
7 | working_dir: /app
8 | volumes:
9 | - ./user.cfg:/app/user.cfg
10 | - ./supported_coin_list:/app/supported_coin_list
11 | - ./data:/app/data
12 | - ./logs:/app/logs
13 | - ./config:/app/config
14 | command: python -m binance_trade_bot
15 | environment:
16 | - PYTHONUNBUFFERED=1
17 |
18 | api:
19 | image: edeng23/binance-trade-bot
20 | container_name: binance_trader_api
21 | working_dir: /app
22 | volumes:
23 | - ./user.cfg:/app/user.cfg
24 | - ./data:/app/data
25 | - ./logs:/app/logs
26 | ports:
27 | - 5123:5123
28 | command: gunicorn binance_trade_bot.api_server:app -k eventlet -w 1 --threads 1 -b 0.0.0.0:5123
29 | depends_on:
30 | - crypto-trading
31 |
32 | sqlitebrowser:
33 | image: ghcr.io/linuxserver/sqlitebrowser
34 | container_name: sqlitebrowser
35 | environment:
36 | - PUID=1000
37 | - PGID=1000
38 | - TZ=Europe/Berlin
39 | volumes:
40 | - ./data/config:/config
41 | - ./data:/data
42 | ports:
43 | - 3000:3000
44 |
--------------------------------------------------------------------------------
/logs/.gitkeep:
--------------------------------------------------------------------------------
https://raw.githubusercontent.com/ccxt/binance-trade-bot/55f8cbbe082bd083a722cba697f708a07f5add16/logs/.gitkeep
--------------------------------------------------------------------------------
/requirements.txt:
--------------------------------------------------------------------------------
1 | python-binance==1.0.27
2 | sqlalchemy==1.4.15
3 | schedule==1.1.0
4 | apprise==0.9.5.1
5 | Flask==2.3.2
6 | gunicorn==20.1.0
7 | flask-cors==3.0.10
8 | flask-socketio==5.0.1
9 | eventlet==0.30.2
10 | python-socketio[client]==5.2.1
11 | cachetools==4.2.2
12 | sqlitedict==1.7.0
13 | unicorn-binance-websocket-api==1.34.2
14 | unicorn-fy==0.11.0
15 | itsdangerous==2.0.1
16 | Werkzeug==2.0.3
--------------------------------------------------------------------------------
/runtime.txt:
--------------------------------------------------------------------------------
1 | python-3.8.11
2 |
--------------------------------------------------------------------------------
/supported_coin_list:
--------------------------------------------------------------------------------
1 | ADA
2 | ATOM
3 | BAT
4 | BTTC
5 | DASH
6 | DOGE
7 | EOS
8 | ETC
9 | ICX
10 | IOTA
11 | NEO
12 | OMG
13 | ONT
14 | QTUM
15 | TRX
16 | VET
17 | XLM
18 | XMR
19 |
--------------------------------------------------------------------------------