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shift_bot.py
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shift_bot.py
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import math
from binance_api import Binance
import config_trade
import statistics as st
import time
import requests
def SMA(data, period):
if len(data) == 0:
raise Exception("Empty data")
if period <= 0:
raise Exception("Invalid period")
interm = 0
result = []
nan_inp = 0
for i, v in enumerate(data):
if math.isnan(data[i]):
result.append(math.nan)
interm = 0
nan_inp += 1
else:
interm += v
if (i+1 - nan_inp) < period:
result.append(math.nan)
else:
result.append(interm/float(period))
if not math.isnan(data[i+1-period]):
interm -= data[i+1-period]
return result
def take_info_hloc(API_KEY, API_SECRET, COIN, FRAME, Limit = 50) -> list:
bot = Binance(API_KEY=API_KEY, API_SECRET=API_SECRET)
try:
data = bot.klines(
symbol = COIN+'USDT',
interval = FRAME,
limit = Limit)
hloc4 = list()
for i in data:
hloc4.append(st.mean((float(i[1]),float(i[2]),float(i[3]),float(i[4]))))
return hloc4
except Exception:
return take_info_hloc(API_KEY=config_trade.API_KEY, API_SECRET=config_trade.API_SECRET, COIN=config_trade.COIN, FRAME=config_trade.FRAME, Limit = 50)
def put_order (side, price, quoteOrderQty, API_KEY, API_SECRET, COIN, type = 'LIMIT'):
bot = Binance(API_KEY=API_KEY, API_SECRET=API_SECRET)
def take_prec(COIN=COIN):
prec = requests.get(f'https://api.binance.com/api/v3/exchangeInfo?symbol={COIN}USDT').json()
return(float(prec['symbols'][0]['filters'][2]['stepSize']))
print (quoteOrderQty)
try:
if side == 'BUY':
quantity = round((quoteOrderQty/price) - ((quoteOrderQty/price)%take_prec()), 7)
print (quantity)
elif side == 'SELL':
quantity = round(quoteOrderQty - ((quoteOrderQty/price)%take_prec()), 7)
print (quantity)
'''a = bot.exchangeInfo()['symbols']
for i in a:
if i['symbol'] == 'BTCUSDT':
print (i)'''
return bot.createOrder(
symbol=COIN+'USDT',
side = side,
type = type,
quantity = quantity,
price = round(price - price%0.01,2),
recvWindow = 59999,
timeInForce = 'GTC'
)
except Exception:
print ('EROR EROR EROR ORDER PUT')
return put_order (side, price, quoteOrderQty, type, API_KEY, API_SECRET, COIN)
def cancel_order (API_KEY, API_SECRET,COIN):
bot = Binance(API_KEY=API_KEY, API_SECRET=API_SECRET)
try:
return bot.cancelOrders(
symbol = COIN+'USDT',
recvWindow = 59999
)
except Exception:
return cancel_order (API_KEY=config_trade.API_KEY, API_SECRET=config_trade.API_SECRET,COIN=config_trade.COIN)
def check_order (API_KEY, API_SECRET,COIN):
bot = Binance(API_KEY=API_KEY, API_SECRET=API_SECRET)
try:
return bot.openOrders(
symbol = COIN+'USDT',
recvWindow = 59999
)
except Exception:
check_order (API_KEY=config_trade.API_KEY, API_SECRET=config_trade.API_SECRET,COIN=config_trade.COIN)
def balance_check(API_KEY, API_SECRET):
bot = Binance(API_KEY=API_KEY, API_SECRET=API_SECRET)
try:
balance = bot.account()
return balance
except:
return balance_check(API_KEY=config_trade.API_KEY, API_SECRET=config_trade.API_SECRET,COIN=config_trade.COIN)
def main(API_KEY=config_trade.API_KEY, API_SECRET=config_trade.API_SECRET, COIN=config_trade.COIN, FRAME = config_trade.FRAME):
while True:
time_now = time.gmtime()[3:5]
if time_now[0] == 0 and time_now[1] == 1:
orders = check_order(API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN)
print (orders)
if len(orders) != 0:
print(cancel_order(API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN))
data = take_info_hloc(API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN, FRAME=FRAME, Limit=50)
sma = SMA(data=data, period=3)[-1]
shift = sma * config_trade.koef
print (shift,sma)
person_data_raw = balance_check(API_KEY=API_KEY, API_SECRET=API_SECRET)['balances']
person_data = dict()
for i in person_data_raw:
if i['asset'] == f'{COIN}' or i['asset'] == 'USDT':
person_data[i['asset']] = i['free']
print (person_data)
if float(person_data[COIN])*sma < 12 and float(person_data['USDT']) > 12:
if config_trade.quoteOrderQty:
put_order('BUY', shift, round(float(config_trade.quoteOrderQty)*0.98, 0), API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN, type='LIMIT')
else:
put_order('BUY', shift, round(float(person_data['USDT'])*0.97, 0), API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN, type='LIMIT')
if float(person_data[COIN])*sma > 12:
put_order('SELL', sma, float(person_data[f'{COIN}']), type='LIMIT', API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN)
else:
pass
time.sleep(60)
else:
orders = check_order(API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN)
if len(orders) == 0:
data = take_info_hloc(API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN, FRAME=FRAME, Limit=50)
sma = SMA(data=data, period=3)[-1]
shift = sma * config_trade.koef
print (shift,sma)
person_data_raw = balance_check(API_KEY=API_KEY, API_SECRET=API_SECRET)['balances']
person_data = dict()
for i in person_data_raw:
if i['asset'] == f'{COIN}' or i['asset'] == 'USDT':
person_data[i['asset']] = i['free']
print (person_data)
if float(person_data[COIN])*sma > 12:
put_order('SELL', sma, float(person_data[f'{COIN}']), type='LIMIT', API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN)
elif float(person_data[COIN])*sma < 12 and float(person_data['USDT']) > 12:
if config_trade.quoteOrderQty:
put_order('BUY', shift, round(float(config_trade.quoteOrderQty)*0.98, 0), API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN, type='LIMIT')
else:
put_order('BUY', shift, round(float(person_data['USDT'])*0.97, 0), API_KEY=API_KEY, API_SECRET=API_SECRET, COIN=COIN, type='LIMIT')
else:
pass
time.sleep(60)
else:
time.sleep(60)
if __name__ == '__main__':
main()
#print (check_order(API_KEY=config_trade.API_KEY, API_SECRET=config_trade.API_SECRET, COIN=config_trade.COIN))
...