├── config.py
└── main.py


/config.py:
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1 | api_key="<API KEY HERE>"
2 | api_secret="<API SECRET HERE>"
3 | 
4 | 


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/main.py:
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  1 | #we will start with some defining some constant like 
  2 | import  requests 
  3 | import numpy as np 
  4 | import talib #talib library for various calculation related to financial and technical indicators
  5 | from binance.client  import Client  #importing client 
  6 | from config import api_key , api_secret
  7 | 
  8 | 
  9 | client = Client(api_key, api_secret) #it takes two parameter, first one api_key and second api_secret_key, i will define that in configuration file 
 10 | 
 11 | 
 12 | 
 13 | SYMBOL = "BTCUSDT" #taking this as a example 
 14 | TIME_PERIOD= "15m" #taking 15 minute time period 
 15 | LIMIT = "200" # taking 200 candles as limit 
 16 | QNTY = 0.006 # we will define quantity over here 
 17 | 
 18 | #Now we will write function to get data from binance to work with 
 19 | # for that we will need to import requests library to fetch data 
 20 | 
 21 | 
 22 | def place_order(order_type):
 23 |     #order type could be buy or sell 
 24 |     # before that , we have to initialize the binance client 
 25 |     if(order_type == "buy"):
 26 |         # we will place buy order
 27 |         order = client.create_order(symbol=SYMBOL, side="buy",quantity=QNTY,type="MARKET") # for type i am going with market order, so whatever price at market. it will place order 
 28 |     else:
 29 |         order = client.create_order(symbol=SYMBOL, side="sell", quantity=QNTY,type="MARKET") # same thing but changed side 
 30 | 
 31 |     print("order placed successfully!") 
 32 |     print(order)
 33 |     return
 34 | 
 35 | #now , you will need to define api_key and api-secret in the config file like this 
 36 | 
 37 | 
 38 | #function to get data from binance 
 39 | def get_data():
 40 |     url = "https://api.binance.com/api/v3/klines?symbol={}&interval={}&limit={}".format(SYMBOL, TIME_PERIOD, LIMIT)
 41 |     res = requests.get(url) 
 42 |     #now we can either save the response or convert it to numpy array , converting is more reasonable 
 43 |     return_data = []
 44 |     for each in res.json():
 45 |         return_data.append(float(each[4]))
 46 |     return np.array(return_data)
 47 | 
 48 | 
 49 | #now we have function to get data from binance, now we need to calculate ema. for calculating ema, we are going to use 
 50 | # talib library, to install it do this 
 51 | 
 52 | 
 53 | #define main entry point for the script 
 54 | def main():
 55 |     buy = False #it means we are yet to buy and have not bought
 56 |     sell = True #we have not sold , but if you want to buy first then set it to True
 57 |     ema_8 = None #starting with None 
 58 |     ema_21 = None #starting with None 
 59 | 
 60 |     #we also need to store the last variables that was the value for the ema_8 and ema_21, so we can compare
 61 |     last_ema_8 = None 
 62 |     last_ema_21 = None 
 63 | 
 64 |     print("started running..")
 65 |     #the script will run continously and fetch latest data from binance 
 66 |     while True:
 67 |         closing_data = get_data() #get latest closing data for the candles 
 68 |         #now feed the data to the Ema function of talib
 69 |         # i am using ema crossover strategy, in which i am using timeframe 8,21
 70 |         # 8 for smaller ema line and 21 for larger 
 71 |         ema_8 = talib.EMA(closing_data,8)[-1] #data and timeperiod are the two parameters that the function takes 
 72 |         ema_21 = talib.EMA(closing_data, 21)[-1] #same as the last one 
 73 |         #now, let's see if values are correct or not 
 74 |         #print("ema 8", ema_8[-1])
 75 |         #print("ema_21",ema_21[-1]) #ema_21 returns whole array, but we are only interested in last value 
 76 |         #now we will check it against real values,
 77 | 
 78 |         #now , the last thing we need to do is get the order going. we will create function to place 
 79 |         #order
 80 | 
 81 |         #logic for buy and sell 
 82 |         # also one thing
 83 |         if(ema_8 > ema_21 and last_ema_8): #we have to check if the value of ema_8 crossed ema_21 or not 
 84 |             if(last_ema_8 < last_ema_21 and not buy): # to check if previously, it was below of ema_21 and we haven't already bought it 
 85 |                 print("buy logic goes here")
 86 |                 buy = True 
 87 |                 sell = False #switch the values for next order
 88 | 
 89 |         if(ema_21 > ema_8 and last_ema_21):  #to check if ema_8 got down from top to bottom 
 90 |             if(last_ema_21 < last_ema_8 and not sell): # to check if previously it was above ema_21
 91 |                 print("sell logic goes here")
 92 |                 sell = True 
 93 |                 buy = False #switching values for next order 
 94 | 
 95 |         #at last we are setting the current values as last one 
 96 |         last_ema_8 = ema_8 
 97 |         last_ema_21 = ema_21
 98 |         #return
 99 |         
100 | if __name__ == "__main__":
101 |     main()
102 | 


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