Binance Futures Trading Bot
USDT-Perpetual contracts only.
-
Installing:
pip install -r requirements.txt -
Add API-key and Secret key to
keys.py. You can get it from https://www.binance.com/en/my/settings/api-management -
Customize your strategies as you want. Use
macd.pyandrsi.pyas examples
How to make your own script:
Import all the needed packages:
from helper import Binance
from keys import api, secret
import ta
import pandas as pd
from time import sleep
Create a new instance with your API keys:
session = Binance(api, secret)
Make your own strategy with Buy or Sell signal:
def macd_ema(symbol):
kl = session.klines(symbol, '15m')
macd = ta.trend.macd_diff(kl.Close)
ema = ta.trend.ema_indicator(kl.Close, window=200)
if macd.iloc[-3] < 0 and macd.iloc[-2] < 0 and macd.iloc[-1] > 0 and ema.iloc[-1] < kl.Close.iloc[-1]:
return 'buy'
if macd.iloc[-3] > 0 and macd.iloc[-2] > 0 and macd.iloc[-1] < 0 and ema.iloc[-1] > kl.Close.iloc[-1]:
return 'sell'
kl is candlesticks for symbol and '15m' timeframe. You can change timeframe to '1m', '3m', '5m', '15m', '1h', '2h', '4h', '6h', '8h', '12h', '1d', '3d', '1w', '1m'.
kl looks like:
Time Open High Low Close Volume
2024-03-02 08:15:00 0.6294 0.6302 0.6207 0.6281 34957767.3
2024-03-02 08:30:00 0.6281 0.6327 0.6271 0.6324 21156707.0
2024-03-02 08:45:00 0.6325 0.6362 0.6318 0.6328 27640540.6
2024-03-02 09:00:00 0.6327 0.6358 0.6302 0.6347 23539850.1
2024-03-02 09:15:00 0.6346 0.6362 0.6286 0.6345 41063211.7
... ... ... ... ... ...
2024-03-07 12:00:00 0.6228 0.6255 0.6217 0.6247 12338957.5
2024-03-07 12:15:00 0.6247 0.6259 0.6233 0.6247 15187530.5
2024-03-07 12:30:00 0.6246 0.6252 0.6232 0.6236 10026492.3
2024-03-07 12:45:00 0.6235 0.6237 0.6194 0.6212 16350902.4
2024-03-07 13:00:00 0.6212 0.6215 0.6181 0.6183 9748855.8
I use TA library for technical analysis. More info here - https://technical-analysis-library-in-python.readthedocs.io/en/latest/ta.html or https://github.com/bukosabino/ta
Then make some config you want. Its like: tp (Take Profit), sl (Stop Loss), qty is quantity for one order in USDT.
tp = 0.012
sl = 0.009
qty = 10
leverage = 10
mode = 'ISOLATED'
max_pos = 50
Get all tickers (symbols) form the market:
symbols = session.get_tickers_usdt()
Execute script:
while True:
try:
balance = session.get_balance_usdt()
# qty = balance * 0.3
print(f'Balance: {round(balance, 3)} USDT')
positions = session.get_positions()
print(f'{len(positions)} Positions: {positions}')
orders = session.check_orders()
for elem in orders:
if not elem in positions:
session.close_open_orders(elem)
for symbol in symbols:
positions = session.get_positions()
if len(positions) >= max_pos:
break
sign = macd(symbol)
if sign is not None and not symbol in positions and not symbol in orders:
print(symbol, sign)
session.open_order_market(symbol, sign, qty, leverage, mode, tp, sl)
sleep(1)
wait = 300
print(f'Waiting {wait} sec')
sleep(wait)
except Exception as err:
print(err)
sleep(30)
Its an infinite loop, use try-except to avoid any cruches.
Get current balance using session.get_balance_usdt(). You can set qty that depends on the current balance
balance = session.get_balance_usdt()
# qty = balance * 0.3
print(f'Balance: {round(balance, 3)} USDT')
Get all current positions:
positions = session.get_positions()
print(f'{len(positions)} Positions: {positions}')
Get all open orders:
orders = session.check_orders()
Close TP and SL for already closed positions (Binance cant do that automatically):
for elem in orders:
if not elem in positions:
session.close_open_orders(elem)
Checking all symbols from the market:
for symbol in symbols:
Checking if the script reaches the max_pos:
positions = session.get_positions()
if len(positions) >= max_pos:
break
Getting signal for symbol:
sign = macd(symbol)
If there is some signal like 'buyorsell`, then place order (buy or sell), and script checks if this symbol isnt in the current position and orders (to avoid mass creatind orders for one symbol)
if sign is not None and not symbol in positions and not symbol in orders:
print(symbol, sign)
session.open_order_market(symbol, sign, qty, leverage, mode, tp, sl)
sleep(1)
There is only MARKET order now. I will add LIMIT later.
Wait some time after the script got signals for all symbols.
wait = 300
print(f'Waiting {wait} sec')
sleep(wait)
After 300 sec the script starts checking signals again.