Coin A → USDT → Coin B
@@ -29,10 +50,10 @@ The bot jumps between a configured set of coins on the condition that it does no
## Binance Setup
-* Create a [Binance account](https://accounts.binance.com/en/register).
-* Enable Two-factor Authentication.
-* Create a new API key.
-* Get a cryptocurrency. If its symbol is not in the default list, add it.
+- Create a [Binance account](https://accounts.binance.com/register?ref=PGDFCE46) (Includes my referral link, I'll be super grateful if you use it).
+- Enable Two-factor Authentication.
+- Create a new API key.
+- Get a cryptocurrency. If its symbol is not in the default list, add it.
## Tool Setup
@@ -42,7 +63,48 @@ Run the following line in the terminal: `pip install -r requirements.txt`.
### Create user configuration
-Create a .ini file named `user.cfg` based off `.user.cfg.example`, then add your API keys and current coin.
+Create a .cfg file named `user.cfg` based off `.user.cfg.example`, then add your API keys and current coin.
+
+**The configuration file consists of the following fields:**
+
+- **api_key** - Binance API key generated in the Binance account setup stage.
+- **api_secret_key** - Binance secret key generated in the Binance account setup stage.
+- **testnet** - Default is false, whether to use the testnet or not
+- **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.
+- **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.
+- **tld** - 'com' or 'us', depending on your region. Default is 'com'.
+- **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.
+- **scout_sleep_time** - Controls how many seconds are waited between each scout.
+- **use_margin** - 'yes' to use scout_margin. 'no' to use scout_multiplier.
+- **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.
+- **scout_margin** - Minimum percentage coin gain per trade. 0.8 translates to a scout multiplier of 5 at 0.1% fee.
+- **strategy** - The trading strategy to use. See [`binance_trade_bot/strategies`](binance_trade_bot/strategies/README.md) for more information
+- **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.
+- **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.
+
+#### Environment Variables
+
+All of the options provided in `user.cfg` can also be configured using environment variables.
+
+```
+CURRENT_COIN_SYMBOL:
+SUPPORTED_COIN_LIST: "XLM TRX ICX EOS IOTA ONT QTUM ETC ADA XMR DASH NEO ATOM DOGE VET BAT OMG BTT"
+BRIDGE_SYMBOL: USDT
+API_KEY: vmPUZE6mv9SD5VNHk4HlWFsOr6aKE2zvsw0MuIgwCIPy6utIco14y7Ju91duEh8A
+API_SECRET_KEY: NhqPtmdSJYdKjVHjA7PZj4Mge3R5YNiP1e3UZjInClVN65XAbvqqM6A7H5fATj0j
+SCOUT_MULTIPLIER: 5
+SCOUT_SLEEP_TIME: 1
+TLD: com
+STRATEGY: default
+BUY_TIMEOUT: 0
+SELL_TIMEOUT: 0
+```
+
+### Paying Fees with BNB
+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:
+- Automatically detect that you have BNB fee payment enabled.
+- Make sure that you have enough BNB in your account to pay the fee of the inspected trade.
+- Take into consideration the discount when calculating the trade threshold.
### Notifications with Apprise
@@ -52,35 +114,96 @@ To set this up you need to create a apprise.yml file in the config directory.
There is an example version of this file to get you started.
-If you are interedted in running a Telegram bot, more information can be found at [Telegram's official documentation](https://core.telegram.org/bots).
+If you are interested in running a Telegram bot, more information can be found at [Telegram's official documentation](https://core.telegram.org/bots).
-### Run
+### Run the bot
+
+```shell
+python -m binance_trade_bot
+```
+
+### Run the server that returns the information
+
+```shell
+ python -m binance_trade_bot.api_server
+ ```
-`./crypto_trading.py`
### Docker
+The official image is available [here](https://hub.docker.com/r/edeng23/binance-trade-bot) and will update on every new change.
+
```shell
docker-compose up
```
-if you only want to start the sqlitebrowser
+If you only want to start the SQLite browser
+
```shell
docker-compose up -d sqlitebrowser
```
+
+## Backtesting
+
+You can test the bot on historic data to see how it performs.
+
+```shell
+python backtest.py
+```
+
+Feel free to modify that file to test and compare different settings and time periods
+
+## Developing
+
+To make sure your code is properly formatted before making a pull request,
+remember to install [pre-commit](https://pre-commit.com/):
+
+```shell
+pip install pre-commit
+pre-commit install
+```
+
+The scouting algorithm is unlikely to be changed. If you'd like to contribute an alternative
+method, [add a new strategy](binance_trade_bot/strategies/README.md).
+
+## Related Projects
+
+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).
+
## Support the Project
## Join the Chat
-* **Discord**: [Invite Link](https://discord.gg/m4TNaxreCN)
+- **Discord**: [Invite Link](https://discord.gg/m4TNaxreCN)
+
+## FAQ
+
+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.
+## Want to build a bot from scratch?
+
+- Check out [CCXT](https://github.com/ccxt/ccxt) for more than 100 crypto exchanges with a unified trading API.
+- Check out [Python-Binance](https://github.com/sammchardy/python-binance) for a complete Python Wrapper.
+
+
## Disclaimer
-The code within this repository comes with no guarantee. Run it at your own risk.
-Do not risk money which you are afraid to lose. There might be bugs in the code - this software does not come with any warranty.
+This project is for informational purposes only. You should not construe any
+such information or other material as legal, tax, investment, financial, or
+other advice. Nothing contained here constitutes a solicitation, recommendation,
+endorsement, or offer by me or any third party service provider to buy or sell
+any securities or other financial instruments in this or in any other
+jurisdiction in which such solicitation or offer would be unlawful under the
+securities laws of such jurisdiction.
+
+If you plan to use real money, USE AT YOUR OWN RISK.
+
+Under no circumstances will I be held responsible or liable in any way for any
+claims, damages, losses, expenses, costs, or liabilities whatsoever, including,
+without limitation, any direct or indirect damages for loss of profits.
diff --git a/app.json b/app.json
new file mode 100644
index 000000000..686a7dfe6
--- /dev/null
+++ b/app.json
@@ -0,0 +1,73 @@
+{
+ "name": "binance-trade-bot",
+ "description": "Binance Trader",
+ "logo": "https://cdn.freebiesupply.com/logos/large/2x/binance-coin-logo-png-transparent.png",
+ "repository": "https://github.com/edeng23/binance-trade-bot",
+ "formation": {
+ "worker": {
+ "quantity": 1,
+ "size": "free"
+ }
+ },
+ "keywords": ["python", "binance","trading","trader","bot","market","maker","algo","crypto"],
+ "env": {
+ "API_KEY": {
+ "description": "Binance API key generated in the Binance account setup stage",
+ "required": true
+ },
+ "API_SECRET_KEY": {
+ "description": "Binance secret key generated in the Binance account setup stage",
+ "required": true
+ },
+ "CURRENT_COIN_SYMBOL": {
+ "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",
+ "required": false,
+ "value": "XMR"
+ },
+ "BRIDGE_SYMBOL": {
+ "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",
+ "required": true,
+ "value": "USDT"
+ },
+ "TLD": {
+ "description": "'com' or 'us', depending on your region. Default is 'com'",
+ "required": true,
+ "value": "com"
+ },
+ "SCOUT_MULTIPLIER": {
+ "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",
+ "required": true,
+ "value": "5"
+ },
+ "SCOUT_SLEEP_TIME": {
+ "description": "Controls how many seconds are waited between each scout",
+ "required": true,
+ "value": "1"
+ },
+ "HOURS_TO_KEEP_SCOUTING_HISTORY": {
+ "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.",
+ "required": true,
+ "value": "1"
+ },
+ "STRATEGY": {
+ "description": "The trading strategy to use. See binance_trade_bot/strategies for more information. Options: default or multiple_coins",
+ "required": true,
+ "value": "default"
+ },
+ "BUY_TIMEOUT": {
+ "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",
+ "required": true,
+ "value": "0"
+ },
+ "SELL_TIMEOUT": {
+ "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",
+ "required": true,
+ "value": "0"
+ },
+ "SUPPORTED_COIN_LIST": {
+ "description": "Supported coin list",
+ "required": true,
+ "value": "ADA ATOM BAT BTT DASH DOGE EOS ETC ICX IOTA NEO OMG ONT QTUM TRX VET XLM XMR"
+ }
+ }
+ }
diff --git a/backtest.py b/backtest.py
new file mode 100644
index 000000000..ecde9530b
--- /dev/null
+++ b/backtest.py
@@ -0,0 +1,18 @@
+from datetime import datetime
+
+from binance_trade_bot import backtest
+
+if __name__ == "__main__":
+ history = []
+ for manager in backtest(datetime(2021, 1, 1), datetime.now()):
+ btc_value = manager.collate_coins("BTC")
+ bridge_value = manager.collate_coins(manager.config.BRIDGE.symbol)
+ history.append((btc_value, bridge_value))
+ btc_diff = round((btc_value - history[0][0]) / history[0][0] * 100, 3)
+ bridge_diff = round((bridge_value - history[0][1]) / history[0][1] * 100, 3)
+ print("------")
+ print("TIME:", manager.datetime)
+ print("BALANCES:", manager.balances)
+ print("BTC VALUE:", btc_value, f"({btc_diff}%)")
+ print(f"{manager.config.BRIDGE.symbol} VALUE:", bridge_value, f"({bridge_diff}%)")
+ print("------")
diff --git a/binance_api_manager.py b/binance_api_manager.py
deleted file mode 100644
index 9e7b5e0c4..000000000
--- a/binance_api_manager.py
+++ /dev/null
@@ -1,211 +0,0 @@
-from binance.client import Client
-from binance.exceptions import BinanceAPIException
-from database import TradeLog
-from models import Coin
-from logger import Logger
-import math, requests, time
-
-
-class BinanceAPIManager:
- def __init__(self, APIKey: str, APISecret: str, Tld: str, logger: Logger):
- self.BinanceClient = Client(APIKey, APISecret, None, Tld)
- self.logger = logger
-
- def get_all_market_tickers(self):
- """
- Get ticker price of all coins
- """
- return self.BinanceClient.get_all_tickers()
-
- def get_market_ticker_price(self, ticker_symbol: str):
- """
- Get ticker price of a specific coin
- """
- for ticker in self.BinanceClient.get_symbol_ticker():
- if ticker[u"symbol"] == ticker_symbol:
- return float(ticker[u"price"])
- return None
-
- def get_currency_balance(self, currency_symbol: str):
- """
- Get balance of a specific coin
- """
- for currency_balance in self.BinanceClient.get_account()[u"balances"]:
- if currency_balance[u"asset"] == currency_symbol:
- return float(currency_balance[u"free"])
- return None
-
- def retry(self, func, *args, **kwargs):
- time.sleep(1)
- attempts = 0
- while attempts < 20:
- try:
- return func(*args, **kwargs)
- except Exception as e:
- self.logger.info("Failed to Buy/Sell. Trying Again.")
- if attempts == 0:
- self.logger.info(e)
- attempts += 1
- return None
-
- def buy_alt(self, alt: Coin, crypto: Coin):
- return self.retry(self._buy_alt, alt, crypto)
-
- def _buy_alt(self, alt: Coin, crypto: Coin):
- """
- Buy altcoin
- """
- trade_log = TradeLog(alt, crypto, False)
- alt_symbol = alt.symbol
- crypto_symbol = crypto.symbol
- ticks = {}
- for filt in self.BinanceClient.get_symbol_info(alt_symbol + crypto_symbol)[
- "filters"
- ]:
- if filt["filterType"] == "LOT_SIZE":
- if filt["stepSize"].find("1") == 0:
- ticks[alt_symbol] = 1 - filt["stepSize"].find(".")
- else:
- ticks[alt_symbol] = filt["stepSize"].find("1") - 1
- break
-
- alt_balance = self.get_currency_balance(alt_symbol)
- crypto_balance = self.get_currency_balance(crypto_symbol)
-
- order_quantity = math.floor(
- crypto_balance
- * 10 ** ticks[alt_symbol]
- / self.get_market_ticker_price(alt_symbol + crypto_symbol)
- ) / float(10 ** ticks[alt_symbol])
- self.logger.info("BUY QTY {0}".format(order_quantity))
-
- # Try to buy until successful
- order = None
- while order is None:
- try:
- order = self.BinanceClient.order_limit_buy(
- symbol=alt_symbol + crypto_symbol,
- quantity=order_quantity,
- price=self.get_market_ticker_price(alt_symbol + crypto_symbol),
- )
- self.logger.info(order)
- except BinanceAPIException as e:
- self.logger.info(e)
- time.sleep(1)
- except Exception as e:
- self.logger.info("Unexpected Error: {0}".format(e))
-
- trade_log.set_ordered(alt_balance, crypto_balance, order_quantity)
-
- order_recorded = False
- while not order_recorded:
- try:
- time.sleep(3)
- stat = self.BinanceClient.get_order(
- symbol=alt_symbol + crypto_symbol, orderId=order[u"orderId"]
- )
- order_recorded = True
- except BinanceAPIException as e:
- self.logger.info(e)
- time.sleep(10)
- except Exception as e:
- self.logger.info("Unexpected Error: {0}".format(e))
- while stat[u"status"] != "FILLED":
- try:
- stat = self.BinanceClient.get_order(
- symbol=alt_symbol + crypto_symbol, orderId=order[u"orderId"]
- )
- time.sleep(1)
- except BinanceAPIException as e:
- self.logger.info(e)
- time.sleep(2)
- except Exception as e:
- self.logger.info("Unexpected Error: {0}".format(e))
-
- self.logger.info("Bought {0}".format(alt_symbol))
-
- trade_log.set_complete(stat["cummulativeQuoteQty"])
-
- return order
-
- def sell_alt(self, alt: Coin, crypto: Coin):
- return self.retry(self._sell_alt, alt, crypto)
-
- def _sell_alt(self, alt: Coin, crypto: Coin):
- """
- Sell altcoin
- """
- trade_log = TradeLog(alt, crypto, True)
- alt_symbol = alt.symbol
- crypto_symbol = crypto.symbol
- ticks = {}
- for filt in self.BinanceClient.get_symbol_info(alt_symbol + crypto_symbol)[
- "filters"
- ]:
- if filt["filterType"] == "LOT_SIZE":
- if filt["stepSize"].find("1") == 0:
- ticks[alt_symbol] = 1 - filt["stepSize"].find(".")
- else:
- ticks[alt_symbol] = filt["stepSize"].find("1") - 1
- break
-
- order_quantity = math.floor(
- self.get_currency_balance(alt_symbol) * 10 ** ticks[alt_symbol]
- ) / float(10 ** ticks[alt_symbol])
- self.logger.info("Selling {0} of {1}".format(order_quantity, alt_symbol))
-
- alt_balance = self.get_currency_balance(alt_symbol)
- crypto_balance = self.get_currency_balance(crypto_symbol)
- self.logger.info("Balance is {0}".format(alt_balance))
- order = None
- while order is None:
- order = self.BinanceClient.order_market_sell(
- symbol=alt_symbol + crypto_symbol, quantity=(order_quantity)
- )
-
- self.logger.info("order")
- self.logger.info(order)
-
- trade_log.set_ordered(alt_balance, crypto_balance, order_quantity)
-
- # Binance server can take some time to save the order
- self.logger.info("Waiting for Binance")
- time.sleep(5)
- order_recorded = False
- stat = None
- while not order_recorded:
- try:
- time.sleep(3)
- stat = self.BinanceClient.get_order(
- symbol=alt_symbol + crypto_symbol, orderId=order[u"orderId"]
- )
- order_recorded = True
- except BinanceAPIException as e:
- self.logger.info(e)
- time.sleep(10)
- except Exception as e:
- self.logger.info("Unexpected Error: {0}".format(e))
-
- self.logger.info(stat)
- while stat[u"status"] != "FILLED":
- self.logger.info(stat)
- try:
- stat = self.BinanceClient.get_order(
- symbol=alt_symbol + crypto_symbol, orderId=order[u"orderId"]
- )
- time.sleep(1)
- except BinanceAPIException as e:
- self.logger.info(e)
- time.sleep(2)
- except Exception as e:
- self.logger.info("Unexpected Error: {0}".format(e))
-
- new_balance = self.get_currency_balance(alt_symbol)
- while new_balance >= alt_balance:
- new_balance = self.get_currency_balance(alt_symbol)
-
- self.logger.info("Sold {0}".format(alt_symbol))
-
- trade_log.set_complete(stat["cummulativeQuoteQty"])
-
- return order
diff --git a/binance_trade_bot/__init__.py b/binance_trade_bot/__init__.py
new file mode 100644
index 000000000..b6468f57a
--- /dev/null
+++ b/binance_trade_bot/__init__.py
@@ -0,0 +1,3 @@
+from .backtest import backtest
+from .binance_api_manager import BinanceAPIManager
+from .crypto_trading import main as run_trader
diff --git a/binance_trade_bot/__main__.py b/binance_trade_bot/__main__.py
new file mode 100644
index 000000000..56bb79078
--- /dev/null
+++ b/binance_trade_bot/__main__.py
@@ -0,0 +1,7 @@
+from .crypto_trading import main
+
+if __name__ == "__main__":
+ try:
+ main()
+ except KeyboardInterrupt:
+ pass
diff --git a/binance_trade_bot/api_server.py b/binance_trade_bot/api_server.py
new file mode 100644
index 000000000..cb4482abf
--- /dev/null
+++ b/binance_trade_bot/api_server.py
@@ -0,0 +1,153 @@
+import re
+from datetime import datetime, timedelta
+from itertools import groupby
+from typing import List, Tuple
+
+from flask import Flask, jsonify, request
+from flask_cors import CORS
+from flask_socketio import SocketIO, emit
+from sqlalchemy import func
+from sqlalchemy.orm import Session
+
+from .config import Config
+from .database import Database
+from .logger import Logger
+from .models import Coin, CoinValue, CurrentCoin, Pair, ScoutHistory, Trade
+
+app = Flask(__name__)
+cors = CORS(app, resources={r"/api/*": {"origins": "*"}})
+
+socketio = SocketIO(app, cors_allowed_origins="*")
+
+
+logger = Logger("api_server")
+config = Config()
+db = Database(logger, config)
+
+
+def filter_period(query, model): # pylint: disable=inconsistent-return-statements
+ period = request.args.get("period", "all")
+
+ if period == "all":
+ return query
+
+ num = float(re.search(r"(\d*)[shdwm]", "1d").group(1))
+
+ if "s" in period:
+ return query.filter(model.datetime >= datetime.now() - timedelta(seconds=num))
+ if "h" in period:
+ return query.filter(model.datetime >= datetime.now() - timedelta(hours=num))
+ if "d" in period:
+ return query.filter(model.datetime >= datetime.now() - timedelta(days=num))
+ if "w" in period:
+ return query.filter(model.datetime >= datetime.now() - timedelta(weeks=num))
+ if "m" in period:
+ return query.filter(model.datetime >= datetime.now() - timedelta(days=28 * num))
+
+
+@app.route("/api/value_history/
")
+@app.route("/api/value_history")
+def value_history(coin: str = None):
+ session: Session
+ with db.db_session() as session:
+ query = session.query(CoinValue).order_by(CoinValue.coin_id.asc(), CoinValue.datetime.asc())
+
+ query = filter_period(query, CoinValue)
+
+ if coin:
+ values: List[CoinValue] = query.filter(CoinValue.coin_id == coin).all()
+ return jsonify([entry.info() for entry in values])
+
+ coin_values = groupby(query.all(), key=lambda cv: cv.coin)
+ return jsonify({coin.symbol: [entry.info() for entry in history] for coin, history in coin_values})
+
+
+@app.route("/api/total_value_history")
+def total_value_history():
+ session: Session
+ with db.db_session() as session:
+ query = session.query(
+ CoinValue.datetime,
+ func.sum(CoinValue.btc_value),
+ func.sum(CoinValue.usd_value),
+ ).group_by(CoinValue.datetime)
+
+ query = filter_period(query, CoinValue)
+
+ total_values: List[Tuple[datetime, float, float]] = query.all()
+ return jsonify([{"datetime": tv[0], "btc": tv[1], "usd": tv[2]} for tv in total_values])
+
+
+@app.route("/api/trade_history")
+def trade_history():
+ session: Session
+ with db.db_session() as session:
+ query = session.query(Trade).order_by(Trade.datetime.asc())
+
+ query = filter_period(query, Trade)
+
+ trades: List[Trade] = query.all()
+ return jsonify([trade.info() for trade in trades])
+
+
+@app.route("/api/scouting_history")
+def scouting_history():
+ _current_coin = db.get_current_coin()
+ coin = _current_coin.symbol if _current_coin is not None else None
+ session: Session
+ with db.db_session() as session:
+ query = (
+ session.query(ScoutHistory)
+ .join(ScoutHistory.pair)
+ .filter(Pair.from_coin_id == coin)
+ .order_by(ScoutHistory.datetime.asc())
+ )
+
+ query = filter_period(query, ScoutHistory)
+
+ scouts: List[ScoutHistory] = query.all()
+ return jsonify([scout.info() for scout in scouts])
+
+
+@app.route("/api/current_coin")
+def current_coin():
+ coin = db.get_current_coin()
+ return coin.info() if coin else None
+
+
+@app.route("/api/current_coin_history")
+def current_coin_history():
+ session: Session
+ with db.db_session() as session:
+ query = session.query(CurrentCoin)
+
+ query = filter_period(query, CurrentCoin)
+
+ current_coins: List[CurrentCoin] = query.all()
+ return jsonify([cc.info() for cc in current_coins])
+
+
+@app.route("/api/coins")
+def coins():
+ session: Session
+ with db.db_session() as session:
+ _current_coin = session.merge(db.get_current_coin())
+ _coins: List[Coin] = session.query(Coin).all()
+ return jsonify([{**coin.info(), "is_current": coin == _current_coin} for coin in _coins])
+
+
+@app.route("/api/pairs")
+def pairs():
+ session: Session
+ with db.db_session() as session:
+ all_pairs: List[Pair] = session.query(Pair).all()
+ return jsonify([pair.info() for pair in all_pairs])
+
+
+@socketio.on("update", namespace="/backend")
+def handle_my_custom_event(json):
+ emit("update", json, namespace="/frontend", broadcast=True)
+
+
+if __name__ == "__main__":
+ socketio.run(app, debug=True, port=5123)
diff --git a/binance_trade_bot/auto_trader.py b/binance_trade_bot/auto_trader.py
new file mode 100644
index 000000000..83a7d246c
--- /dev/null
+++ b/binance_trade_bot/auto_trader.py
@@ -0,0 +1,192 @@
+from datetime import datetime
+from typing import Dict, List
+
+from sqlalchemy.orm import Session
+
+from .binance_api_manager import BinanceAPIManager
+from .config import Config
+from .database import Database
+from .logger import Logger
+from .models import Coin, CoinValue, Pair
+
+
+class AutoTrader:
+ def __init__(
+ self,
+ binance_manager: BinanceAPIManager,
+ database: Database,
+ logger: Logger,
+ config: Config,
+ ):
+ self.manager = binance_manager
+ self.db = database
+ self.logger = logger
+ self.config = config
+
+ def initialize(self):
+ self.initialize_trade_thresholds()
+
+ def transaction_through_bridge(self, pair: Pair):
+ """
+ Jump from the source coin to the destination coin through bridge coin
+ """
+ can_sell = False
+ balance = self.manager.get_currency_balance(pair.from_coin.symbol)
+ from_coin_price = self.manager.get_ticker_price(pair.from_coin + self.config.BRIDGE)
+
+ if balance and balance * from_coin_price > self.manager.get_min_notional(
+ pair.from_coin.symbol, self.config.BRIDGE.symbol
+ ):
+ can_sell = True
+ else:
+ self.logger.info("Skipping sell")
+
+ if can_sell and self.manager.sell_alt(pair.from_coin, self.config.BRIDGE) is None:
+ self.logger.info("Couldn't sell, going back to scouting mode...")
+ return None
+
+ result = self.manager.buy_alt(pair.to_coin, self.config.BRIDGE)
+ if result is not None:
+ self.db.set_current_coin(pair.to_coin)
+ self.update_trade_threshold(pair.to_coin, result.price)
+ return result
+
+ self.logger.info("Couldn't buy, going back to scouting mode...")
+ return None
+
+ def update_trade_threshold(self, coin: Coin, coin_price: float):
+ """
+ Update all the coins with the threshold of buying the current held coin
+ """
+
+ if coin_price is None:
+ self.logger.info(f"Skipping update... current coin {coin + self.config.BRIDGE} not found")
+ return
+
+ session: Session
+ with self.db.db_session() as session:
+ for pair in session.query(Pair).filter(Pair.to_coin == coin):
+ from_coin_price = self.manager.get_ticker_price(pair.from_coin + self.config.BRIDGE)
+
+ if from_coin_price is None:
+ self.logger.info(f"Skipping update for coin {pair.from_coin + self.config.BRIDGE} not found")
+ continue
+
+ pair.ratio = from_coin_price / coin_price
+
+ def initialize_trade_thresholds(self):
+ """
+ Initialize the buying threshold of all the coins for trading between them
+ """
+ session: Session
+ with self.db.db_session() as session:
+ for pair in session.query(Pair).filter(Pair.ratio.is_(None)).all():
+ if not pair.from_coin.enabled or not pair.to_coin.enabled:
+ continue
+ self.logger.info(f"Initializing {pair.from_coin} vs {pair.to_coin}")
+
+ from_coin_price = self.manager.get_ticker_price(pair.from_coin + self.config.BRIDGE)
+ if from_coin_price is None:
+ self.logger.info(f"Skipping initializing {pair.from_coin + self.config.BRIDGE}, symbol not found")
+ continue
+
+ to_coin_price = self.manager.get_ticker_price(pair.to_coin + self.config.BRIDGE)
+ if to_coin_price is None:
+ self.logger.info(f"Skipping initializing {pair.to_coin + self.config.BRIDGE}, symbol not found")
+ continue
+
+ pair.ratio = from_coin_price / to_coin_price
+
+ def scout(self):
+ """
+ Scout for potential jumps from the current coin to another coin
+ """
+ raise NotImplementedError()
+
+ def _get_ratios(self, coin: Coin, coin_price):
+ """
+ Given a coin, get the current price ratio for every other enabled coin
+ """
+ ratio_dict: Dict[Pair, float] = {}
+
+ for pair in self.db.get_pairs_from(coin):
+ optional_coin_price = self.manager.get_ticker_price(pair.to_coin + self.config.BRIDGE)
+
+ if optional_coin_price is None:
+ self.logger.info(f"Skipping scouting... optional coin {pair.to_coin + self.config.BRIDGE} not found")
+ continue
+
+ self.db.log_scout(pair, pair.ratio, coin_price, optional_coin_price)
+
+ # Obtain (current coin)/(optional coin)
+ coin_opt_coin_ratio = coin_price / optional_coin_price
+
+ # Fees
+ from_fee = self.manager.get_fee(pair.from_coin, self.config.BRIDGE, True)
+ to_fee = self.manager.get_fee(pair.to_coin, self.config.BRIDGE, False)
+ transaction_fee = from_fee + to_fee - from_fee * to_fee
+
+ if self.config.USE_MARGIN == "yes":
+ ratio_dict[pair] = (
+ (1 - transaction_fee) * coin_opt_coin_ratio / pair.ratio - 1 - self.config.SCOUT_MARGIN / 100
+ )
+ else:
+ ratio_dict[pair] = (
+ coin_opt_coin_ratio - transaction_fee * self.config.SCOUT_MULTIPLIER * coin_opt_coin_ratio
+ ) - pair.ratio
+ return ratio_dict
+
+ def _jump_to_best_coin(self, coin: Coin, coin_price: float):
+ """
+ Given a coin, search for a coin to jump to
+ """
+ ratio_dict = self._get_ratios(coin, coin_price)
+
+ # keep only ratios bigger than zero
+ ratio_dict = {k: v for k, v in ratio_dict.items() if v > 0}
+
+ # if we have any viable options, pick the one with the biggest ratio
+ if ratio_dict:
+ best_pair = max(ratio_dict, key=ratio_dict.get)
+ self.logger.info(f"Will be jumping from {coin} to {best_pair.to_coin_id}")
+ self.transaction_through_bridge(best_pair)
+
+ def bridge_scout(self):
+ """
+ If we have any bridge coin leftover, buy a coin with it that we won't immediately trade out of
+ """
+ bridge_balance = self.manager.get_currency_balance(self.config.BRIDGE.symbol)
+
+ for coin in self.db.get_coins():
+ current_coin_price = self.manager.get_ticker_price(coin + self.config.BRIDGE)
+
+ if current_coin_price is None:
+ continue
+
+ ratio_dict = self._get_ratios(coin, current_coin_price)
+ if not any(v > 0 for v in ratio_dict.values()):
+ # There will only be one coin where all the ratios are negative. When we find it, buy it if we can
+ if bridge_balance > self.manager.get_min_notional(coin.symbol, self.config.BRIDGE.symbol):
+ self.logger.info(f"Will be purchasing {coin} using bridge coin")
+ self.manager.buy_alt(coin, self.config.BRIDGE)
+ return coin
+ return None
+
+ def update_values(self):
+ """
+ Log current value state of all altcoin balances against BTC and USDT in DB.
+ """
+ now = datetime.now()
+
+ session: Session
+ with self.db.db_session() as session:
+ coins: List[Coin] = session.query(Coin).all()
+ for coin in coins:
+ balance = self.manager.get_currency_balance(coin.symbol)
+ if balance == 0:
+ continue
+ usd_value = self.manager.get_ticker_price(coin + "USDT")
+ btc_value = self.manager.get_ticker_price(coin + "BTC")
+ cv = CoinValue(coin, balance, usd_value, btc_value, datetime=now)
+ session.add(cv)
+ self.db.send_update(cv)
diff --git a/binance_trade_bot/backtest.py b/binance_trade_bot/backtest.py
new file mode 100644
index 000000000..c0413c891
--- /dev/null
+++ b/binance_trade_bot/backtest.py
@@ -0,0 +1,208 @@
+from collections import defaultdict
+from datetime import datetime, timedelta
+from traceback import format_exc
+from typing import Dict
+
+from sqlitedict import SqliteDict
+
+from .binance_api_manager import BinanceAPIManager
+from .binance_stream_manager import BinanceOrder
+from .config import Config
+from .database import Database
+from .logger import Logger
+from .models import Coin, Pair
+from .strategies import get_strategy
+
+cache = SqliteDict("data/backtest_cache.db")
+
+
+class MockBinanceManager(BinanceAPIManager):
+ def __init__(
+ self,
+ config: Config,
+ db: Database,
+ logger: Logger,
+ start_date: datetime = None,
+ start_balances: Dict[str, float] = None,
+ ):
+ super().__init__(config, db, logger)
+ self.config = config
+ self.datetime = start_date or datetime(2021, 1, 1)
+ self.balances = start_balances or {config.BRIDGE.symbol: 100}
+
+ def setup_websockets(self):
+ pass # No websockets are needed for backtesting
+
+ def increment(self, interval=1):
+ self.datetime += timedelta(minutes=interval)
+
+ def get_fee(self, origin_coin: Coin, target_coin: Coin, selling: bool):
+ return 0.00075
+
+ def get_ticker_price(self, ticker_symbol: str):
+ """
+ Get ticker price of a specific coin
+ """
+ target_date = self.datetime.strftime("%d %b %Y %H:%M:%S")
+ key = f"{ticker_symbol} - {target_date}"
+ val = cache.get(key, None)
+ if val is None:
+ end_date = self.datetime + timedelta(minutes=1000)
+ if end_date > datetime.now():
+ end_date = datetime.now()
+ end_date = end_date.strftime("%d %b %Y %H:%M:%S")
+ self.logger.info(f"Fetching prices for {ticker_symbol} between {self.datetime} and {end_date}")
+ for result in self.binance_client.get_historical_klines(
+ ticker_symbol, "1m", target_date, end_date, limit=1000
+ ):
+ date = datetime.utcfromtimestamp(result[0] / 1000).strftime("%d %b %Y %H:%M:%S")
+ price = float(result[1])
+ cache[f"{ticker_symbol} - {date}"] = price
+ cache.commit()
+ val = cache.get(key, None)
+ return val
+
+ def get_currency_balance(self, currency_symbol: str, force=False):
+ """
+ Get balance of a specific coin
+ """
+ return self.balances.get(currency_symbol, 0)
+
+ def buy_alt(self, origin_coin: Coin, target_coin: Coin):
+ origin_symbol = origin_coin.symbol
+ target_symbol = target_coin.symbol
+
+ target_balance = self.get_currency_balance(target_symbol)
+ from_coin_price = self.get_ticker_price(origin_symbol + target_symbol)
+
+ order_quantity = self._buy_quantity(origin_symbol, target_symbol, target_balance, from_coin_price)
+ target_quantity = order_quantity * from_coin_price
+ self.balances[target_symbol] -= target_quantity
+ self.balances[origin_symbol] = self.balances.get(origin_symbol, 0) + order_quantity * (
+ 1 - self.get_fee(origin_coin, target_coin, False)
+ )
+ self.logger.info(
+ f"Bought {origin_symbol}, balance now: {self.balances[origin_symbol]} - bridge: "
+ f"{self.balances[target_symbol]}"
+ )
+
+ event = defaultdict(
+ lambda: None,
+ order_price=from_coin_price,
+ cumulative_quote_asset_transacted_quantity=0,
+ )
+
+ return BinanceOrder(event)
+
+ def sell_alt(self, origin_coin: Coin, target_coin: Coin):
+ origin_symbol = origin_coin.symbol
+ target_symbol = target_coin.symbol
+
+ origin_balance = self.get_currency_balance(origin_symbol)
+ from_coin_price = self.get_ticker_price(origin_symbol + target_symbol)
+
+ order_quantity = self._sell_quantity(origin_symbol, target_symbol, origin_balance)
+ target_quantity = order_quantity * from_coin_price
+ self.balances[target_symbol] = self.balances.get(target_symbol, 0) + target_quantity * (
+ 1 - self.get_fee(origin_coin, target_coin, True)
+ )
+ self.balances[origin_symbol] -= order_quantity
+ self.logger.info(
+ f"Sold {origin_symbol}, balance now: {self.balances[origin_symbol]} - bridge: "
+ f"{self.balances[target_symbol]}"
+ )
+ return {"price": from_coin_price}
+
+ def collate_coins(self, target_symbol: str):
+ total = 0
+ for coin, balance in self.balances.items():
+ if coin == target_symbol:
+ total += balance
+ continue
+ if coin == self.config.BRIDGE.symbol:
+ price = self.get_ticker_price(target_symbol + coin)
+ if price is None:
+ continue
+ total += balance / price
+ else:
+ price = self.get_ticker_price(coin + target_symbol)
+ if price is None:
+ continue
+ total += price * balance
+ return total
+
+
+class MockDatabase(Database):
+ def __init__(self, logger: Logger, config: Config):
+ super().__init__(logger, config, "sqlite:///")
+
+ def log_scout(
+ self,
+ pair: Pair,
+ target_ratio: float,
+ current_coin_price: float,
+ other_coin_price: float,
+ ):
+ pass
+
+
+def backtest(
+ start_date: datetime = None,
+ end_date: datetime = None,
+ interval=1,
+ yield_interval=100,
+ start_balances: Dict[str, float] = None,
+ starting_coin: str = None,
+ config: Config = None,
+):
+ """
+
+ :param config: Configuration object to use
+ :param start_date: Date to backtest from
+ :param end_date: Date to backtest up to
+ :param interval: Number of virtual minutes between each scout
+ :param yield_interval: After how many intervals should the manager be yielded
+ :param start_balances: A dictionary of initial coin values. Default: {BRIDGE: 100}
+ :param starting_coin: The coin to start on. Default: first coin in coin list
+
+ :return: The final coin balances
+ """
+ config = config or Config()
+ logger = Logger("backtesting", enable_notifications=False)
+
+ end_date = end_date or datetime.today()
+
+ db = MockDatabase(logger, config)
+ db.create_database()
+ db.set_coins(config.SUPPORTED_COIN_LIST)
+ manager = MockBinanceManager(config, db, logger, start_date, start_balances)
+
+ starting_coin = db.get_coin(starting_coin or config.SUPPORTED_COIN_LIST[0])
+ if manager.get_currency_balance(starting_coin.symbol) == 0:
+ manager.buy_alt(starting_coin, config.BRIDGE)
+ db.set_current_coin(starting_coin)
+
+ strategy = get_strategy(config.STRATEGY)
+ if strategy is None:
+ logger.error("Invalid strategy name")
+ return manager
+ trader = strategy(manager, db, logger, config)
+ trader.initialize()
+
+ yield manager
+
+ n = 1
+ try:
+ while manager.datetime < end_date:
+ try:
+ trader.scout()
+ except Exception: # pylint: disable=broad-except
+ logger.warning(format_exc())
+ manager.increment(interval)
+ if n % yield_interval == 0:
+ yield manager
+ n += 1
+ except KeyboardInterrupt:
+ pass
+ cache.close()
+ return manager
diff --git a/binance_trade_bot/binance_api_manager.py b/binance_trade_bot/binance_api_manager.py
new file mode 100644
index 000000000..1e5b931d9
--- /dev/null
+++ b/binance_trade_bot/binance_api_manager.py
@@ -0,0 +1,379 @@
+import math
+import time
+import traceback
+from typing import Dict, Optional
+
+from binance.client import Client
+from binance.exceptions import BinanceAPIException
+from cachetools import TTLCache, cached
+
+from .binance_stream_manager import BinanceCache, BinanceOrder, BinanceStreamManager, OrderGuard
+from .config import Config
+from .database import Database
+from .logger import Logger
+from .models import Coin
+
+
+class BinanceAPIManager:
+ def __init__(self, config: Config, db: Database, logger: Logger, testnet = False):
+ # initializing the client class calls `ping` API endpoint, verifying the connection
+ self.binance_client = Client(
+ config.BINANCE_API_KEY,
+ config.BINANCE_API_SECRET_KEY,
+ tld=config.BINANCE_TLD,
+ testnet=testnet,
+ )
+ self.db = db
+ self.logger = logger
+ self.config = config
+ self.testnet = testnet
+
+ self.cache = BinanceCache()
+ self.stream_manager: Optional[BinanceStreamManager] = None
+ self.setup_websockets()
+
+ def setup_websockets(self):
+ self.stream_manager = BinanceStreamManager(
+ self.cache,
+ self.config,
+ self.binance_client,
+ self.logger,
+ )
+
+ @cached(cache=TTLCache(maxsize=1, ttl=43200))
+ def get_trade_fees(self) -> Dict[str, float]:
+ if not self.testnet:
+ return {ticker["symbol"]: float(ticker["takerCommission"]) for ticker in self.binance_client.get_trade_fee()}
+
+
+ ## testnet does not provide trade fee API, emulating it
+ exchange_info = self.binance_client.get_exchange_info()
+ symbols = exchange_info["symbols"]
+ return {
+ symbol["symbol"]: 0.001
+ for symbol in symbols
+ }
+
+
+ @cached(cache=TTLCache(maxsize=1, ttl=60))
+ def get_using_bnb_for_fees(self):
+ return self.binance_client.get_bnb_burn_spot_margin()["spotBNBBurn"]
+
+ def get_fee(self, origin_coin: Coin, target_coin: Coin, selling: bool):
+ base_fee = self.get_trade_fees()[origin_coin + target_coin]
+ if not self.testnet:
+ if not self.get_using_bnb_for_fees():
+ return base_fee
+
+ # The discount is only applied if we have enough BNB to cover the fee
+ amount_trading = (
+ self._sell_quantity(origin_coin.symbol, target_coin.symbol)
+ if selling
+ else self._buy_quantity(origin_coin.symbol, target_coin.symbol)
+ )
+
+ fee_amount = amount_trading * base_fee * 0.75
+ if origin_coin.symbol == "BNB":
+ fee_amount_bnb = fee_amount
+ else:
+ origin_price = self.get_ticker_price(origin_coin + Coin("BNB"))
+ if origin_price is None:
+ return base_fee
+ fee_amount_bnb = fee_amount * origin_price
+
+ bnb_balance = self.get_currency_balance("BNB")
+
+ if bnb_balance >= fee_amount_bnb:
+ return base_fee * 0.75
+ return base_fee
+
+ def get_account(self):
+ """
+ Get account information
+ """
+ return self.binance_client.get_account()
+
+ def get_ticker_price(self, ticker_symbol: str):
+ """
+ Get ticker price of a specific coin
+ """
+ price = self.cache.ticker_values.get(ticker_symbol, None)
+ if price is None and ticker_symbol not in self.cache.non_existent_tickers:
+ self.cache.ticker_values = {
+ ticker["symbol"]: float(ticker["price"]) for ticker in self.binance_client.get_symbol_ticker()
+ }
+ self.logger.debug(f"Fetched all ticker prices: {self.cache.ticker_values}")
+ price = self.cache.ticker_values.get(ticker_symbol, None)
+ if price is None:
+ self.logger.info(f"Ticker does not exist: {ticker_symbol} - will not be fetched from now on")
+ self.cache.non_existent_tickers.add(ticker_symbol)
+
+ return price
+
+ def get_currency_balance(self, currency_symbol: str, force=False) -> float:
+ """
+ Get balance of a specific coin
+ """
+ with self.cache.open_balances() as cache_balances:
+ balance = cache_balances.get(currency_symbol, None)
+ if force or balance is None:
+ cache_balances.clear()
+ cache_balances.update(
+ {
+ currency_balance["asset"]: float(currency_balance["free"])
+ for currency_balance in self.binance_client.get_account()["balances"]
+ }
+ )
+ self.logger.debug(f"Fetched all balances: {cache_balances}")
+ if currency_symbol not in cache_balances:
+ cache_balances[currency_symbol] = 0.0
+ return 0.0
+ return cache_balances.get(currency_symbol, 0.0)
+
+ return balance
+
+ def retry(self, func, *args, **kwargs):
+ for attempt in range(20):
+ try:
+ return func(*args, **kwargs)
+ except Exception: # pylint: disable=broad-except
+ self.logger.warning(f"Failed to Buy/Sell. Trying Again (attempt {attempt}/20)")
+ if attempt == 0:
+ self.logger.warning(traceback.format_exc())
+ time.sleep(1)
+ return None
+
+ def get_symbol_filter(self, origin_symbol: str, target_symbol: str, filter_type: str):
+ return next(
+ _filter
+ for _filter in self.binance_client.get_symbol_info(origin_symbol + target_symbol)["filters"]
+ if _filter["filterType"] == filter_type
+ )
+
+ @cached(cache=TTLCache(maxsize=2000, ttl=43200))
+ def get_alt_tick(self, origin_symbol: str, target_symbol: str):
+ step_size = self.get_symbol_filter(origin_symbol, target_symbol, "LOT_SIZE")["stepSize"]
+ if step_size.find("1") == 0:
+ return 1 - step_size.find(".")
+ return step_size.find("1") - 1
+
+ @cached(cache=TTLCache(maxsize=2000, ttl=43200))
+ def get_min_notional(self, origin_symbol: str, target_symbol: str):
+ return float(self.get_symbol_filter(origin_symbol, target_symbol, "NOTIONAL")["minNotional"])
+
+ def _wait_for_order(
+ self, order_id, origin_symbol: str, target_symbol: str
+ ) -> Optional[BinanceOrder]: # pylint: disable=unsubscriptable-object
+ while True:
+ order_status: BinanceOrder = self.cache.orders.get(order_id, None)
+ if order_status is not None:
+ break
+ self.logger.debug(f"Waiting for order {order_id} to be created")
+ time.sleep(1)
+
+ self.logger.debug(f"Order created: {order_status}")
+
+ while order_status.status != "FILLED":
+ try:
+ order_status = self.cache.orders.get(order_id, None)
+
+ self.logger.debug(f"Waiting for order {order_id} to be filled")
+
+ if self._should_cancel_order(order_status):
+ cancel_order = None
+ while cancel_order is None:
+ cancel_order = self.binance_client.cancel_order(
+ symbol=origin_symbol + target_symbol, orderId=order_id
+ )
+ self.logger.info("Order timeout, canceled...")
+
+ # sell partially
+ if order_status.status == "PARTIALLY_FILLED" and order_status.side == "BUY":
+ self.logger.info("Sell partially filled amount")
+
+ order_quantity = self._sell_quantity(origin_symbol, target_symbol)
+ partially_order = None
+ while partially_order is None:
+ partially_order = self.binance_client.order_market_sell(
+ symbol=origin_symbol + target_symbol,
+ quantity=order_quantity,
+ )
+
+ self.logger.info("Going back to scouting mode...")
+ return None
+
+ if order_status.status == "CANCELED":
+ self.logger.info("Order is canceled, going back to scouting mode...")
+ return None
+
+ time.sleep(1)
+ except BinanceAPIException as e:
+ self.logger.info(e)
+ time.sleep(1)
+ except Exception as e: # pylint: disable=broad-except
+ self.logger.info(f"Unexpected Error: {e}")
+ time.sleep(1)
+
+ self.logger.debug(f"Order filled: {order_status}")
+ return order_status
+
+ def wait_for_order(
+ self, order_id, origin_symbol: str, target_symbol: str, order_guard: OrderGuard
+ ) -> Optional[BinanceOrder]: # pylint: disable=unsubscriptable-object
+ with order_guard:
+ return self._wait_for_order(order_id, origin_symbol, target_symbol)
+
+ def _should_cancel_order(self, order_status):
+ minutes = (time.time() - order_status.time / 1000) / 60
+ timeout = 0
+
+ if order_status.side == "SELL":
+ timeout = float(self.config.SELL_TIMEOUT)
+ else:
+ timeout = float(self.config.BUY_TIMEOUT)
+
+ if timeout and minutes > timeout and order_status.status == "NEW":
+ return True
+
+ if timeout and minutes > timeout and order_status.status == "PARTIALLY_FILLED":
+ if order_status.side == "SELL":
+ return True
+
+ if order_status.side == "BUY":
+ current_price = self.get_ticker_price(order_status.symbol)
+ if float(current_price) * (1 - 0.001) > float(order_status.price):
+ return True
+
+ return False
+
+ def buy_alt(self, origin_coin: Coin, target_coin: Coin) -> BinanceOrder:
+ return self.retry(self._buy_alt, origin_coin, target_coin)
+
+ def _buy_quantity(
+ self,
+ origin_symbol: str,
+ target_symbol: str,
+ target_balance: float = None,
+ from_coin_price: float = None,
+ ):
+ target_balance = target_balance or self.get_currency_balance(target_symbol)
+ from_coin_price = from_coin_price or self.get_ticker_price(origin_symbol + target_symbol)
+
+ origin_tick = self.get_alt_tick(origin_symbol, target_symbol)
+ return math.floor(target_balance * 10**origin_tick / from_coin_price) / float(10**origin_tick)
+
+ def _buy_alt(self, origin_coin: Coin, target_coin: Coin): # pylint: disable=too-many-locals
+ """
+ Buy altcoin
+ """
+ trade_log = self.db.start_trade_log(origin_coin, target_coin, False)
+ origin_symbol = origin_coin.symbol
+ target_symbol = target_coin.symbol
+
+ with self.cache.open_balances() as balances:
+ balances.clear()
+
+ origin_balance = self.get_currency_balance(origin_symbol)
+ target_balance = self.get_currency_balance(target_symbol)
+ pair_info = self.binance_client.get_symbol_info(origin_symbol + target_symbol)
+ from_coin_price = self.get_ticker_price(origin_symbol + target_symbol)
+ from_coin_price_s = "{:0.0{}f}".format(from_coin_price, pair_info["quotePrecision"])
+
+ order_quantity = self._buy_quantity(origin_symbol, target_symbol, target_balance, from_coin_price)
+ order_quantity_s = "{:0.0{}f}".format(order_quantity, pair_info["baseAssetPrecision"])
+
+ self.logger.info(f"BUY QTY {order_quantity}")
+
+ # Try to buy until successful
+ order = None
+ order_guard = self.stream_manager.acquire_order_guard()
+ while order is None:
+ try:
+ order = self.binance_client.order_limit_buy(
+ symbol=origin_symbol + target_symbol,
+ quantity=order_quantity_s,
+ price=from_coin_price_s,
+ )
+ self.logger.info(order)
+ except BinanceAPIException as e:
+ self.logger.info(e)
+ time.sleep(1)
+ except Exception as e: # pylint: disable=broad-except
+ self.logger.warning(f"Unexpected Error: {e}")
+
+ trade_log.set_ordered(origin_balance, target_balance, order_quantity)
+
+ order_guard.set_order(origin_symbol, target_symbol, int(order["orderId"]))
+ order = self.wait_for_order(order["orderId"], origin_symbol, target_symbol, order_guard)
+
+ if order is None:
+ return None
+
+ self.logger.info(f"Bought {origin_symbol}")
+
+ trade_log.set_complete(order.cumulative_quote_qty)
+
+ return order
+
+ def sell_alt(self, origin_coin: Coin, target_coin: Coin) -> BinanceOrder:
+ return self.retry(self._sell_alt, origin_coin, target_coin)
+
+ def _sell_quantity(self, origin_symbol: str, target_symbol: str, origin_balance: float = None):
+ origin_balance = origin_balance or self.get_currency_balance(origin_symbol)
+
+ origin_tick = self.get_alt_tick(origin_symbol, target_symbol)
+ return math.floor(origin_balance * 10**origin_tick) / float(10**origin_tick)
+
+ def _sell_alt(self, origin_coin: Coin, target_coin: Coin): # pylint: disable=too-many-locals
+ """
+ Sell altcoin
+ """
+ trade_log = self.db.start_trade_log(origin_coin, target_coin, True)
+ origin_symbol = origin_coin.symbol
+ target_symbol = target_coin.symbol
+
+ with self.cache.open_balances() as balances:
+ balances.clear()
+
+ origin_balance = self.get_currency_balance(origin_symbol)
+ target_balance = self.get_currency_balance(target_symbol)
+
+ pair_info = self.binance_client.get_symbol_info(origin_symbol + target_symbol)
+ from_coin_price = self.get_ticker_price(origin_symbol + target_symbol)
+ from_coin_price_s = "{:0.0{}f}".format(from_coin_price, pair_info["quotePrecision"])
+
+ order_quantity = self._sell_quantity(origin_symbol, target_symbol, origin_balance)
+ order_quantity_s = "{:0.0{}f}".format(order_quantity, pair_info["baseAssetPrecision"])
+ self.logger.info(f"Selling {order_quantity} of {origin_symbol}")
+
+ self.logger.info(f"Balance is {origin_balance}")
+ order = None
+ order_guard = self.stream_manager.acquire_order_guard()
+ while order is None:
+ # Should sell at calculated price to avoid lost coin
+ order = self.binance_client.order_limit_sell(
+ symbol=origin_symbol + target_symbol,
+ quantity=(order_quantity_s),
+ price=from_coin_price_s,
+ )
+
+ self.logger.info("order")
+ self.logger.info(order)
+
+ trade_log.set_ordered(origin_balance, target_balance, order_quantity)
+
+ order_guard.set_order(origin_symbol, target_symbol, int(order["orderId"]))
+ order = self.wait_for_order(order["orderId"], origin_symbol, target_symbol, order_guard)
+
+ if order is None:
+ return None
+
+ new_balance = self.get_currency_balance(origin_symbol)
+ while new_balance >= origin_balance:
+ new_balance = self.get_currency_balance(origin_symbol, True)
+
+ self.logger.info(f"Sold {origin_symbol}")
+
+ trade_log.set_complete(order.cumulative_quote_qty)
+
+ return order
diff --git a/binance_trade_bot/binance_stream_manager.py b/binance_trade_bot/binance_stream_manager.py
new file mode 100644
index 000000000..9984aa5b2
--- /dev/null
+++ b/binance_trade_bot/binance_stream_manager.py
@@ -0,0 +1,190 @@
+import sys
+import threading
+import time
+from contextlib import contextmanager
+from typing import Dict, Set, Tuple
+
+import binance.client
+from binance.exceptions import BinanceAPIException, BinanceRequestException
+from unicorn_binance_websocket_api import BinanceWebSocketApiManager
+
+from .config import Config
+from .logger import Logger
+
+
+class BinanceOrder: # pylint: disable=too-few-public-methods
+ def __init__(self, report):
+ self.event = report
+ self.symbol = report["symbol"]
+ self.side = report["side"]
+ self.order_type = report["order_type"]
+ self.id = report["order_id"]
+ self.cumulative_quote_qty = float(report["cumulative_quote_asset_transacted_quantity"])
+ self.status = report["current_order_status"]
+ self.price = float(report["order_price"])
+ self.time = report["transaction_time"]
+
+ def __repr__(self):
+ return f""
+
+
+class BinanceCache: # pylint: disable=too-few-public-methods
+ ticker_values: Dict[str, float] = {}
+ _balances: Dict[str, float] = {}
+ _balances_mutex: threading.Lock = threading.Lock()
+ non_existent_tickers: Set[str] = set()
+ orders: Dict[str, BinanceOrder] = {}
+
+ @contextmanager
+ def open_balances(self):
+ with self._balances_mutex:
+ yield self._balances
+
+
+class OrderGuard:
+ def __init__(self, pending_orders: Set[Tuple[str, int]], mutex: threading.Lock):
+ self.pending_orders = pending_orders
+ self.mutex = mutex
+ # lock immediately because OrderGuard
+ # should be entered and put tag that shouldn't be missed
+ self.mutex.acquire()
+ self.tag = None
+
+ def set_order(self, origin_symbol: str, target_symbol: str, order_id: int):
+ self.tag = (origin_symbol + target_symbol, order_id)
+
+ def __enter__(self):
+ try:
+ if self.tag is None:
+ raise Exception("OrderGuard wasn't properly set")
+ self.pending_orders.add(self.tag)
+ finally:
+ self.mutex.release()
+
+ def __exit__(self, exc_type, exc_val, exc_tb):
+ self.pending_orders.remove(self.tag)
+
+
+class BinanceStreamManager:
+ def __init__(
+ self,
+ cache: BinanceCache,
+ config: Config,
+ binance_client: binance.client.Client,
+ logger: Logger,
+ ):
+ self.cache = cache
+ self.logger = logger
+ exchange_name = f"binance.{config.BINANCE_TLD}"
+ if config.TESTNET:
+ exchange_name += "-testnet"
+ self.bw_api_manager = BinanceWebSocketApiManager(
+ output_default="UnicornFy",
+ enable_stream_signal_buffer=True,
+ exchange=exchange_name,
+ )
+ self.bw_api_manager.create_stream(
+ ["arr"],
+ ["!miniTicker"],
+ api_key=config.BINANCE_API_KEY,
+ api_secret=config.BINANCE_API_SECRET_KEY,
+ )
+ self.bw_api_manager.create_stream(
+ ["arr"],
+ ["!userData"],
+ api_key=config.BINANCE_API_KEY,
+ api_secret=config.BINANCE_API_SECRET_KEY,
+ )
+ self.binance_client = binance_client
+ self.pending_orders: Set[Tuple[str, int]] = set()
+ self.pending_orders_mutex: threading.Lock = threading.Lock()
+ self._processorThread = threading.Thread(target=self._stream_processor)
+ self._processorThread.start()
+
+ def acquire_order_guard(self):
+ return OrderGuard(self.pending_orders, self.pending_orders_mutex)
+
+ def _fetch_pending_orders(self):
+ pending_orders: Set[Tuple[str, int]]
+ with self.pending_orders_mutex:
+ pending_orders = self.pending_orders.copy()
+ for symbol, order_id in pending_orders:
+ order = None
+ while True:
+ try:
+ order = self.binance_client.get_order(symbol=symbol, orderId=order_id)
+ except (BinanceRequestException, BinanceAPIException) as e:
+ self.logger.error(f"Got exception during fetching pending order: {e}")
+ if order is not None:
+ break
+ time.sleep(1)
+ fake_report = {
+ "symbol": order["symbol"],
+ "side": order["side"],
+ "order_type": order["type"],
+ "order_id": order["orderId"],
+ "cumulative_quote_asset_transacted_quantity": float(order["cummulativeQuoteQty"]),
+ "current_order_status": order["status"],
+ "order_price": float(order["price"]),
+ "transaction_time": order["time"],
+ }
+ self.logger.info(
+ f"Pending order {order_id} for symbol {symbol} fetched:\n{fake_report}",
+ False,
+ )
+ self.cache.orders[fake_report["order_id"]] = BinanceOrder(fake_report)
+
+ def _invalidate_balances(self):
+ with self.cache.open_balances() as balances:
+ balances.clear()
+
+ def _stream_processor(self):
+ while True:
+ if self.bw_api_manager.is_manager_stopping():
+ sys.exit()
+
+ stream_signal = self.bw_api_manager.pop_stream_signal_from_stream_signal_buffer()
+ stream_data = self.bw_api_manager.pop_stream_data_from_stream_buffer()
+
+ if stream_signal is not False:
+ signal_type = stream_signal["type"]
+ stream_id = stream_signal["stream_id"]
+ if signal_type == "CONNECT":
+ stream_info = self.bw_api_manager.get_stream_info(stream_id)
+ if "!userData" in stream_info["markets"]:
+ self.logger.debug("Connect for userdata arrived", False)
+ self._fetch_pending_orders()
+ self._invalidate_balances()
+ if stream_data is not False:
+ self._process_stream_data(stream_data)
+ if stream_data is False and stream_signal is False:
+ time.sleep(0.01)
+
+ def _process_stream_data(self, stream_data):
+ event_type = stream_data["event_type"]
+ if event_type == "executionReport": # !userData
+ self.logger.debug(f"execution report: {stream_data}")
+ order = BinanceOrder(stream_data)
+ self.cache.orders[order.id] = order
+ elif event_type == "balanceUpdate": # !userData
+ self.logger.debug(f"Balance update: {stream_data}")
+ with self.cache.open_balances() as balances:
+ asset = stream_data["asset"]
+ if asset in balances:
+ del balances[stream_data["asset"]]
+ elif event_type in (
+ "outboundAccountPosition",
+ "outboundAccountInfo",
+ ): # !userData
+ self.logger.debug(f"{event_type}: {stream_data}")
+ with self.cache.open_balances() as balances:
+ for bal in stream_data["balances"]:
+ balances[bal["asset"]] = float(bal["free"])
+ elif event_type == "24hrMiniTicker":
+ for event in stream_data["data"]:
+ self.cache.ticker_values[event["symbol"]] = float(event["close_price"])
+ else:
+ self.logger.error(f"Unknown event type found: {event_type}\n{stream_data}")
+
+ def close(self):
+ self.bw_api_manager.stop_manager_with_all_streams()
diff --git a/binance_trade_bot/config.py b/binance_trade_bot/config.py
new file mode 100644
index 000000000..a4518eab4
--- /dev/null
+++ b/binance_trade_bot/config.py
@@ -0,0 +1,79 @@
+# Config consts
+import configparser
+import os
+
+from .models import Coin
+
+CFG_FL_NAME = "user.cfg"
+USER_CFG_SECTION = "binance_user_config"
+
+
+class Config: # pylint: disable=too-few-public-methods,too-many-instance-attributes
+ def __init__(self):
+ # Init config
+ config = configparser.ConfigParser()
+ config["DEFAULT"] = {
+ "bridge": "USDT",
+ "use_margin": "no",
+ "scout_multiplier": "5",
+ "scout_margin": "0.8",
+ "scout_sleep_time": "5",
+ "hourToKeepScoutHistory": "1",
+ "tld": "com",
+ "strategy": "default",
+ "sell_timeout": "0",
+ "buy_timeout": "0",
+ "testnet": False,
+ }
+
+ if not os.path.exists(CFG_FL_NAME):
+ print("No configuration file (user.cfg) found! See README. Assuming default config...")
+ config[USER_CFG_SECTION] = {}
+ else:
+ config.read(CFG_FL_NAME)
+
+ self.BRIDGE_SYMBOL = os.environ.get("BRIDGE_SYMBOL") or config.get(USER_CFG_SECTION, "bridge")
+ self.BRIDGE = Coin(self.BRIDGE_SYMBOL, False)
+ self.TESTNET = os.environ.get("TESTNET") or config.getboolean(USER_CFG_SECTION, "testnet")
+
+ # Prune settings
+ self.SCOUT_HISTORY_PRUNE_TIME = float(
+ os.environ.get("HOURS_TO_KEEP_SCOUTING_HISTORY") or config.get(USER_CFG_SECTION, "hourToKeepScoutHistory")
+ )
+
+ # Get config for scout
+ self.SCOUT_MULTIPLIER = float(
+ os.environ.get("SCOUT_MULTIPLIER") or config.get(USER_CFG_SECTION, "scout_multiplier")
+ )
+ self.SCOUT_SLEEP_TIME = int(
+ os.environ.get("SCOUT_SLEEP_TIME") or config.get(USER_CFG_SECTION, "scout_sleep_time")
+ )
+
+ # Get config for binance
+ self.BINANCE_API_KEY = os.environ.get("API_KEY") or config.get(USER_CFG_SECTION, "api_key")
+ self.BINANCE_API_SECRET_KEY = os.environ.get("API_SECRET_KEY") or config.get(USER_CFG_SECTION, "api_secret_key")
+ self.BINANCE_TLD = os.environ.get("TLD") or config.get(USER_CFG_SECTION, "tld")
+
+ # Get supported coin list from the environment
+ supported_coin_list = [
+ coin.strip() for coin in os.environ.get("SUPPORTED_COIN_LIST", "").split() if coin.strip()
+ ]
+ # Get supported coin list from supported_coin_list file
+ if not supported_coin_list and os.path.exists("supported_coin_list"):
+ with open("supported_coin_list") as rfh:
+ for line in rfh:
+ line = line.strip()
+ if not line or line.startswith("#") or line in supported_coin_list:
+ continue
+ supported_coin_list.append(line)
+ self.SUPPORTED_COIN_LIST = supported_coin_list
+
+ self.CURRENT_COIN_SYMBOL = os.environ.get("CURRENT_COIN_SYMBOL") or config.get(USER_CFG_SECTION, "current_coin")
+
+ self.STRATEGY = os.environ.get("STRATEGY") or config.get(USER_CFG_SECTION, "strategy")
+
+ self.SELL_TIMEOUT = os.environ.get("SELL_TIMEOUT") or config.get(USER_CFG_SECTION, "sell_timeout")
+ self.BUY_TIMEOUT = os.environ.get("BUY_TIMEOUT") or config.get(USER_CFG_SECTION, "buy_timeout")
+
+ self.USE_MARGIN = os.environ.get("USE_MARGIN") or config.get(USER_CFG_SECTION, "use_margin")
+ self.SCOUT_MARGIN = float(os.environ.get("SCOUT_MARGIN") or config.get(USER_CFG_SECTION, "scout_margin"))
diff --git a/binance_trade_bot/crypto_trading.py b/binance_trade_bot/crypto_trading.py
new file mode 100644
index 000000000..0738b4b24
--- /dev/null
+++ b/binance_trade_bot/crypto_trading.py
@@ -0,0 +1,51 @@
+#!python3
+import time
+
+from .binance_api_manager import BinanceAPIManager
+from .config import Config
+from .database import Database
+from .logger import Logger
+from .scheduler import SafeScheduler
+from .strategies import get_strategy
+
+
+def main():
+ logger = Logger()
+ logger.info("Starting")
+
+ config = Config()
+ db = Database(logger, config)
+ manager = BinanceAPIManager(config, db, logger, config.TESTNET)
+ # check if we can access API feature that require valid config
+ try:
+ _ = manager.get_account()
+ except Exception as e: # pylint: disable=broad-except
+ logger.error("Couldn't access Binance API - API keys may be wrong or lack sufficient permissions")
+ logger.error(e)
+ return
+ strategy = get_strategy(config.STRATEGY)
+ if strategy is None:
+ logger.error("Invalid strategy name")
+ return
+ trader = strategy(manager, db, logger, config)
+ logger.info(f"Chosen strategy: {config.STRATEGY}")
+
+ logger.info("Creating database schema if it doesn't already exist")
+ db.create_database()
+
+ db.set_coins(config.SUPPORTED_COIN_LIST)
+ db.migrate_old_state()
+
+ trader.initialize()
+
+ schedule = SafeScheduler(logger)
+ schedule.every(config.SCOUT_SLEEP_TIME).seconds.do(trader.scout).tag("scouting")
+ schedule.every(1).minutes.do(trader.update_values).tag("updating value history")
+ schedule.every(1).minutes.do(db.prune_scout_history).tag("pruning scout history")
+ schedule.every(1).hours.do(db.prune_value_history).tag("pruning value history")
+ try:
+ while True:
+ schedule.run_pending()
+ time.sleep(1)
+ finally:
+ manager.stream_manager.close()
\ No newline at end of file
diff --git a/binance_trade_bot/database.py b/binance_trade_bot/database.py
new file mode 100644
index 000000000..1965db296
--- /dev/null
+++ b/binance_trade_bot/database.py
@@ -0,0 +1,295 @@
+import json
+import os
+import time
+from contextlib import contextmanager
+from datetime import datetime, timedelta
+from typing import List, Optional, Union
+
+from socketio import Client
+from socketio.exceptions import ConnectionError as SocketIOConnectionError
+from sqlalchemy import create_engine, func
+from sqlalchemy.orm import Session, scoped_session, sessionmaker
+
+from .config import Config
+from .logger import Logger
+from .models import * # pylint: disable=wildcard-import
+
+
+class Database:
+ def __init__(self, logger: Logger, config: Config, uri="sqlite:///data/crypto_trading.db"):
+ self.logger = logger
+ self.config = config
+ self.engine = create_engine(uri)
+ self.SessionMaker = sessionmaker(bind=self.engine)
+ self.socketio_client = Client()
+
+ def socketio_connect(self):
+ if self.socketio_client.connected and self.socketio_client.namespaces:
+ return True
+ try:
+ if not self.socketio_client.connected:
+ self.socketio_client.connect("http://api:5123", namespaces=["/backend"])
+ while not self.socketio_client.connected or not self.socketio_client.namespaces:
+ time.sleep(0.1)
+ return True
+ except SocketIOConnectionError:
+ return False
+
+ @contextmanager
+ def db_session(self):
+ """
+ Creates a context with an open SQLAlchemy session.
+ """
+ session: Session = scoped_session(self.SessionMaker)
+ yield session
+ session.commit()
+ session.close()
+
+ def set_coins(self, symbols: List[str]):
+ session: Session
+
+ # Add coins to the database and set them as enabled or not
+ with self.db_session() as session:
+ # For all the coins in the database, if the symbol no longer appears
+ # in the config file, set the coin as disabled
+ coins: List[Coin] = session.query(Coin).all()
+ for coin in coins:
+ if coin.symbol not in symbols:
+ coin.enabled = False
+
+ # For all the symbols in the config file, add them to the database
+ # if they don't exist
+ for symbol in symbols:
+ coin = next((coin for coin in coins if coin.symbol == symbol), None)
+ if coin is None:
+ session.add(Coin(symbol))
+ else:
+ coin.enabled = True
+
+ # For all the combinations of coins in the database, add a pair to the database
+ with self.db_session() as session:
+ coins: List[Coin] = session.query(Coin).filter(Coin.enabled).all()
+ for from_coin in coins:
+ for to_coin in coins:
+ if from_coin != to_coin:
+ pair = session.query(Pair).filter(Pair.from_coin == from_coin, Pair.to_coin == to_coin).first()
+ if pair is None:
+ session.add(Pair(from_coin, to_coin))
+
+ def get_coins(self, only_enabled=True) -> List[Coin]:
+ session: Session
+ with self.db_session() as session:
+ if only_enabled:
+ coins = session.query(Coin).filter(Coin.enabled).all()
+ else:
+ coins = session.query(Coin).all()
+ session.expunge_all()
+ return coins
+
+ def get_coin(self, coin: Union[Coin, str]) -> Coin:
+ if isinstance(coin, Coin):
+ return coin
+ session: Session
+ with self.db_session() as session:
+ coin = session.query(Coin).get(coin)
+ session.expunge(coin)
+ return coin
+
+ def set_current_coin(self, coin: Union[Coin, str]):
+ coin = self.get_coin(coin)
+ session: Session
+ with self.db_session() as session:
+ if isinstance(coin, Coin):
+ coin = session.merge(coin)
+ cc = CurrentCoin(coin)
+ session.add(cc)
+ self.send_update(cc)
+
+ def get_current_coin(self) -> Optional[Coin]:
+ session: Session
+ with self.db_session() as session:
+ current_coin = session.query(CurrentCoin).order_by(CurrentCoin.datetime.desc()).first()
+ if current_coin is None:
+ return None
+ coin = current_coin.coin
+ session.expunge(coin)
+ return coin
+
+ def get_pair(self, from_coin: Union[Coin, str], to_coin: Union[Coin, str]):
+ from_coin = self.get_coin(from_coin)
+ to_coin = self.get_coin(to_coin)
+ session: Session
+ with self.db_session() as session:
+ pair: Pair = session.query(Pair).filter(Pair.from_coin == from_coin, Pair.to_coin == to_coin).first()
+ session.expunge(pair)
+ return pair
+
+ def get_pairs_from(self, from_coin: Union[Coin, str], only_enabled=True) -> List[Pair]:
+ from_coin = self.get_coin(from_coin)
+ session: Session
+ with self.db_session() as session:
+ pairs = session.query(Pair).filter(Pair.from_coin == from_coin)
+ if only_enabled:
+ pairs = pairs.filter(Pair.enabled.is_(True))
+ pairs = pairs.all()
+ session.expunge_all()
+ return pairs
+
+ def get_pairs(self, only_enabled=True) -> List[Pair]:
+ session: Session
+ with self.db_session() as session:
+ pairs = session.query(Pair)
+ if only_enabled:
+ pairs = pairs.filter(Pair.enabled.is_(True))
+ pairs = pairs.all()
+ session.expunge_all()
+ return pairs
+
+ def log_scout(
+ self,
+ pair: Pair,
+ target_ratio: float,
+ current_coin_price: float,
+ other_coin_price: float,
+ ):
+ session: Session
+ with self.db_session() as session:
+ pair = session.merge(pair)
+ sh = ScoutHistory(pair, target_ratio, current_coin_price, other_coin_price)
+ session.add(sh)
+ self.send_update(sh)
+
+ def prune_scout_history(self):
+ time_diff = datetime.now() - timedelta(hours=self.config.SCOUT_HISTORY_PRUNE_TIME)
+ session: Session
+ with self.db_session() as session:
+ session.query(ScoutHistory).filter(ScoutHistory.datetime < time_diff).delete()
+
+ def prune_value_history(self):
+ session: Session
+ with self.db_session() as session:
+ # Sets the first entry for each coin for each hour as 'hourly'
+ hourly_entries: List[CoinValue] = (
+ session.query(CoinValue).group_by(CoinValue.coin_id, func.strftime("%H", CoinValue.datetime)).all()
+ )
+ for entry in hourly_entries:
+ entry.interval = Interval.HOURLY
+
+ # Sets the first entry for each coin for each day as 'daily'
+ daily_entries: List[CoinValue] = (
+ session.query(CoinValue).group_by(CoinValue.coin_id, func.date(CoinValue.datetime)).all()
+ )
+ for entry in daily_entries:
+ entry.interval = Interval.DAILY
+
+ # Sets the first entry for each coin for each month as 'weekly'
+ # (Sunday is the start of the week)
+ weekly_entries: List[CoinValue] = (
+ session.query(CoinValue).group_by(CoinValue.coin_id, func.strftime("%Y-%W", CoinValue.datetime)).all()
+ )
+ for entry in weekly_entries:
+ entry.interval = Interval.WEEKLY
+
+ # The last 24 hours worth of minutely entries will be kept, so
+ # count(coins) * 1440 entries
+ time_diff = datetime.now() - timedelta(hours=24)
+ session.query(CoinValue).filter(
+ CoinValue.interval == Interval.MINUTELY, CoinValue.datetime < time_diff
+ ).delete()
+
+ # The last 28 days worth of hourly entries will be kept, so count(coins) * 672 entries
+ time_diff = datetime.now() - timedelta(days=28)
+ session.query(CoinValue).filter(
+ CoinValue.interval == Interval.HOURLY, CoinValue.datetime < time_diff
+ ).delete()
+
+ # The last years worth of daily entries will be kept, so count(coins) * 365 entries
+ time_diff = datetime.now() - timedelta(days=365)
+ session.query(CoinValue).filter(
+ CoinValue.interval == Interval.DAILY, CoinValue.datetime < time_diff
+ ).delete()
+
+ # All weekly entries will be kept forever
+
+ def create_database(self):
+ Base.metadata.create_all(self.engine)
+
+ def start_trade_log(self, from_coin: Coin, to_coin: Coin, selling: bool):
+ return TradeLog(self, from_coin, to_coin, selling)
+
+ def send_update(self, model):
+ if not self.socketio_connect():
+ return
+
+ self.socketio_client.emit(
+ "update",
+ {"table": model.__tablename__, "data": model.info()},
+ namespace="/backend",
+ )
+
+ def migrate_old_state(self):
+ """
+ For migrating from old dotfile format to SQL db. This method should be removed in
+ the future.
+ """
+ if os.path.isfile(".current_coin"):
+ with open(".current_coin") as f:
+ coin = f.read().strip()
+ self.logger.info(f".current_coin file found, loading current coin {coin}")
+ self.set_current_coin(coin)
+ os.rename(".current_coin", ".current_coin.old")
+ self.logger.info(f".current_coin renamed to .current_coin.old - You can now delete this file")
+
+ if os.path.isfile(".current_coin_table"):
+ with open(".current_coin_table") as f:
+ self.logger.info(f".current_coin_table file found, loading into database")
+ table: dict = json.load(f)
+ session: Session
+ with self.db_session() as session:
+ for from_coin, to_coin_dict in table.items():
+ for to_coin, ratio in to_coin_dict.items():
+ if from_coin == to_coin:
+ continue
+ pair = session.merge(self.get_pair(from_coin, to_coin))
+ pair.ratio = ratio
+ session.add(pair)
+
+ os.rename(".current_coin_table", ".current_coin_table.old")
+ self.logger.info(".current_coin_table renamed to .current_coin_table.old - " "You can now delete this file")
+
+
+class TradeLog:
+ def __init__(self, db: Database, from_coin: Coin, to_coin: Coin, selling: bool):
+ self.db = db
+ session: Session
+ with self.db.db_session() as session:
+ from_coin = session.merge(from_coin)
+ to_coin = session.merge(to_coin)
+ self.trade = Trade(from_coin, to_coin, selling)
+ session.add(self.trade)
+ # Flush so that SQLAlchemy fills in the id column
+ session.flush()
+ self.db.send_update(self.trade)
+
+ def set_ordered(self, alt_starting_balance, crypto_starting_balance, alt_trade_amount):
+ session: Session
+ with self.db.db_session() as session:
+ trade: Trade = session.merge(self.trade)
+ trade.alt_starting_balance = alt_starting_balance
+ trade.alt_trade_amount = alt_trade_amount
+ trade.crypto_starting_balance = crypto_starting_balance
+ trade.state = TradeState.ORDERED
+ self.db.send_update(trade)
+
+ def set_complete(self, crypto_trade_amount):
+ session: Session
+ with self.db.db_session() as session:
+ trade: Trade = session.merge(self.trade)
+ trade.crypto_trade_amount = crypto_trade_amount
+ trade.state = TradeState.COMPLETE
+ self.db.send_update(trade)
+
+
+if __name__ == "__main__":
+ database = Database(Logger(), Config())
+ database.create_database()
diff --git a/binance_trade_bot/logger.py b/binance_trade_bot/logger.py
new file mode 100644
index 000000000..643d6721a
--- /dev/null
+++ b/binance_trade_bot/logger.py
@@ -0,0 +1,54 @@
+import logging.handlers
+
+from .notifications import NotificationHandler
+
+
+class Logger:
+ Logger = None
+ NotificationHandler = None
+
+ def __init__(self, logging_service="crypto_trading", enable_notifications=True):
+ # Logger setup
+ self.Logger = logging.getLogger(f"{logging_service}_logger")
+ self.Logger.setLevel(logging.DEBUG)
+ self.Logger.propagate = False
+ formatter = logging.Formatter("%(asctime)s - %(name)s - %(levelname)s - %(message)s")
+ # default is "logs/crypto_trading.log"
+ fh = logging.FileHandler(f"logs/{logging_service}.log")
+ fh.setLevel(logging.DEBUG)
+ fh.setFormatter(formatter)
+ self.Logger.addHandler(fh)
+
+ # logging to console
+ ch = logging.StreamHandler()
+ ch.setLevel(logging.INFO)
+ ch.setFormatter(formatter)
+ self.Logger.addHandler(ch)
+
+ # notification handler
+ self.NotificationHandler = NotificationHandler(enable_notifications)
+
+ def log(self, message, level="info", notification=True):
+ if level == "info":
+ self.Logger.info(message)
+ elif level == "warning":
+ self.Logger.warning(message)
+ elif level == "error":
+ self.Logger.error(message)
+ elif level == "debug":
+ self.Logger.debug(message)
+
+ if notification and self.NotificationHandler.enabled:
+ self.NotificationHandler.send_notification(str(message))
+
+ def info(self, message, notification=True):
+ self.log(message, "info", notification)
+
+ def warning(self, message, notification=True):
+ self.log(message, "warning", notification)
+
+ def error(self, message, notification=True):
+ self.log(message, "error", notification)
+
+ def debug(self, message, notification=False):
+ self.log(message, "debug", notification)
diff --git a/models/__init__.py b/binance_trade_bot/models/__init__.py
similarity index 100%
rename from models/__init__.py
rename to binance_trade_bot/models/__init__.py
diff --git a/models/base.py b/binance_trade_bot/models/base.py
similarity index 100%
rename from models/base.py
rename to binance_trade_bot/models/base.py
diff --git a/models/coin.py b/binance_trade_bot/models/coin.py
similarity index 67%
rename from models/coin.py
rename to binance_trade_bot/models/coin.py
index a566ffba3..2a18e2391 100644
--- a/models/coin.py
+++ b/binance_trade_bot/models/coin.py
@@ -1,4 +1,4 @@
-from sqlalchemy import Column, String, Boolean
+from sqlalchemy import Boolean, Column, String
from .base import Base
@@ -13,11 +13,14 @@ def __init__(self, symbol, enabled=True):
self.enabled = enabled
def __add__(self, other):
- if type(other) == str:
+ if isinstance(other, str):
return self.symbol + other
- if type(other) == Coin:
+ if isinstance(other, Coin):
return self.symbol + other.symbol
raise TypeError(f"unsupported operand type(s) for +: 'Coin' and '{type(other)}'")
def __repr__(self):
- return f"<{self.symbol}>"
+ return f"[{self.symbol}]"
+
+ def info(self):
+ return {"symbol": self.symbol, "enabled": self.enabled}
diff --git a/models/coin_value.py b/binance_trade_bot/models/coin_value.py
similarity index 62%
rename from models/coin_value.py
rename to binance_trade_bot/models/coin_value.py
index 805af7ffc..1a329cbd7 100644
--- a/models/coin_value.py
+++ b/binance_trade_bot/models/coin_value.py
@@ -1,7 +1,7 @@
import enum
from datetime import datetime as _datetime
-from sqlalchemy import Column, Integer, String, ForeignKey, DateTime, Float, Enum
+from sqlalchemy import Column, DateTime, Enum, Float, ForeignKey, Integer, String
from sqlalchemy.ext.hybrid import hybrid_property
from sqlalchemy.orm import relationship
@@ -21,7 +21,7 @@ class CoinValue(Base):
id = Column(Integer, primary_key=True)
- coin_id = Column(String, ForeignKey('coins.symbol'))
+ coin_id = Column(String, ForeignKey("coins.symbol"))
coin = relationship("Coin")
balance = Column(Float)
@@ -32,8 +32,15 @@ class CoinValue(Base):
datetime = Column(DateTime)
- def __init__(self, coin: Coin, balance: float, usd_price: float, btc_price: float, interval=Interval.MINUTELY,
- datetime: _datetime = None):
+ def __init__(
+ self,
+ coin: Coin,
+ balance: float,
+ usd_price: float,
+ btc_price: float,
+ interval=Interval.MINUTELY,
+ datetime: _datetime = None,
+ ):
self.coin = coin
self.balance = balance
self.usd_price = usd_price
@@ -48,8 +55,8 @@ def usd_value(self):
return self.balance * self.usd_price
@usd_value.expression
- def usd_value(cls):
- return cls.balance * cls.usd_price
+ def usd_value(self):
+ return self.balance * self.usd_price
@hybrid_property
def btc_value(self):
@@ -58,5 +65,13 @@ def btc_value(self):
return self.balance * self.btc_price
@btc_value.expression
- def btc_value(cls):
- return cls.balance * cls.btc_price
+ def btc_value(self):
+ return self.balance * self.btc_price
+
+ def info(self):
+ return {
+ "balance": self.balance,
+ "usd_value": self.usd_value,
+ "btc_value": self.btc_value,
+ "datetime": self.datetime.isoformat(),
+ }
diff --git a/binance_trade_bot/models/current_coin.py b/binance_trade_bot/models/current_coin.py
new file mode 100644
index 000000000..327852d54
--- /dev/null
+++ b/binance_trade_bot/models/current_coin.py
@@ -0,0 +1,22 @@
+from datetime import datetime
+
+from sqlalchemy import Column, DateTime, ForeignKey, Integer, String
+from sqlalchemy.orm import relationship
+
+from .base import Base
+from .coin import Coin
+
+
+class CurrentCoin(Base): # pylint: disable=too-few-public-methods
+ __tablename__ = "current_coin_history"
+ id = Column(Integer, primary_key=True)
+ coin_id = Column(String, ForeignKey("coins.symbol"))
+ coin = relationship("Coin")
+ datetime = Column(DateTime)
+
+ def __init__(self, coin: Coin):
+ self.coin = coin
+ self.datetime = datetime.utcnow()
+
+ def info(self):
+ return {"datetime": self.datetime.isoformat(), "coin": self.coin.info()}
diff --git a/binance_trade_bot/models/pair.py b/binance_trade_bot/models/pair.py
new file mode 100644
index 000000000..27a573a0d
--- /dev/null
+++ b/binance_trade_bot/models/pair.py
@@ -0,0 +1,41 @@
+from sqlalchemy import Column, Float, ForeignKey, Integer, String, func, or_, select
+from sqlalchemy.orm import column_property, relationship
+
+from .base import Base
+from .coin import Coin
+
+
+class Pair(Base):
+ __tablename__ = "pairs"
+
+ id = Column(Integer, primary_key=True)
+
+ from_coin_id = Column(String, ForeignKey("coins.symbol"))
+ from_coin = relationship("Coin", foreign_keys=[from_coin_id], lazy="joined")
+
+ to_coin_id = Column(String, ForeignKey("coins.symbol"))
+ to_coin = relationship("Coin", foreign_keys=[to_coin_id], lazy="joined")
+
+ ratio = Column(Float)
+
+ enabled = column_property(
+ select([func.count(Coin.symbol) == 2])
+ .where(or_(Coin.symbol == from_coin_id, Coin.symbol == to_coin_id))
+ .where(Coin.enabled.is_(True))
+ .scalar_subquery()
+ )
+
+ def __init__(self, from_coin: Coin, to_coin: Coin, ratio=None):
+ self.from_coin = from_coin
+ self.to_coin = to_coin
+ self.ratio = ratio
+
+ def __repr__(self):
+ return f"<{self.from_coin_id}->{self.to_coin_id} :: {self.ratio}>"
+
+ def info(self):
+ return {
+ "from_coin": self.from_coin.info(),
+ "to_coin": self.to_coin.info(),
+ "ratio": self.ratio,
+ }
diff --git a/binance_trade_bot/models/scout_history.py b/binance_trade_bot/models/scout_history.py
new file mode 100644
index 000000000..f2f630a4c
--- /dev/null
+++ b/binance_trade_bot/models/scout_history.py
@@ -0,0 +1,51 @@
+from datetime import datetime
+
+from sqlalchemy import Column, DateTime, Float, ForeignKey, Integer, String
+from sqlalchemy.ext.hybrid import hybrid_property
+from sqlalchemy.orm import relationship
+
+from .base import Base
+from .pair import Pair
+
+
+class ScoutHistory(Base):
+ __tablename__ = "scout_history"
+
+ id = Column(Integer, primary_key=True)
+
+ pair_id = Column(String, ForeignKey("pairs.id"))
+ pair = relationship("Pair")
+
+ target_ratio = Column(Float)
+ current_coin_price = Column(Float)
+ other_coin_price = Column(Float)
+
+ datetime = Column(DateTime)
+
+ def __init__(
+ self,
+ pair: Pair,
+ target_ratio: float,
+ current_coin_price: float,
+ other_coin_price: float,
+ ):
+ self.pair = pair
+ self.target_ratio = target_ratio
+ self.current_coin_price = current_coin_price
+ self.other_coin_price = other_coin_price
+ self.datetime = datetime.utcnow()
+
+ @hybrid_property
+ def current_ratio(self):
+ return self.current_coin_price / self.other_coin_price
+
+ def info(self):
+ return {
+ "from_coin": self.pair.from_coin.info(),
+ "to_coin": self.pair.to_coin.info(),
+ "current_ratio": self.current_ratio,
+ "target_ratio": self.target_ratio,
+ "current_coin_price": self.current_coin_price,
+ "other_coin_price": self.other_coin_price,
+ "datetime": self.datetime.isoformat(),
+ }
diff --git a/binance_trade_bot/models/trade.py b/binance_trade_bot/models/trade.py
new file mode 100644
index 000000000..18eebc360
--- /dev/null
+++ b/binance_trade_bot/models/trade.py
@@ -0,0 +1,58 @@
+import enum
+from datetime import datetime
+
+from sqlalchemy import Boolean, Column, DateTime, Enum, Float, ForeignKey, Integer, String
+from sqlalchemy.orm import relationship
+
+from .base import Base
+from .coin import Coin
+
+
+class TradeState(enum.Enum):
+ STARTING = "STARTING"
+ ORDERED = "ORDERED"
+ COMPLETE = "COMPLETE"
+
+
+class Trade(Base): # pylint: disable=too-few-public-methods
+ __tablename__ = "trade_history"
+
+ id = Column(Integer, primary_key=True)
+
+ alt_coin_id = Column(String, ForeignKey("coins.symbol"))
+ alt_coin = relationship("Coin", foreign_keys=[alt_coin_id], lazy="joined")
+
+ crypto_coin_id = Column(String, ForeignKey("coins.symbol"))
+ crypto_coin = relationship("Coin", foreign_keys=[crypto_coin_id], lazy="joined")
+
+ selling = Column(Boolean)
+
+ state = Column(Enum(TradeState))
+
+ alt_starting_balance = Column(Float)
+ alt_trade_amount = Column(Float)
+ crypto_starting_balance = Column(Float)
+ crypto_trade_amount = Column(Float)
+
+ datetime = Column(DateTime)
+
+ def __init__(self, alt_coin: Coin, crypto_coin: Coin, selling: bool):
+ self.alt_coin = alt_coin
+ self.crypto_coin = crypto_coin
+ self.state = TradeState.STARTING
+ self.selling = selling
+ self.datetime = datetime.utcnow()
+
+ def info(self):
+ return {
+ "id": self.id,
+ "alt_coin": self.alt_coin.info(),
+ "crypto_coin": self.crypto_coin.info(),
+ "selling": self.selling,
+ "state": self.state.value,
+ "alt_starting_balance": self.alt_starting_balance,
+ "alt_trade_amount": self.alt_trade_amount,
+ "crypto_starting_balance": self.crypto_starting_balance,
+ "crypto_trade_amount": self.crypto_trade_amount,
+ "datetime": self.datetime.isoformat(),
+ }
diff --git a/notifications.py b/binance_trade_bot/notifications.py
similarity index 76%
rename from notifications.py
rename to binance_trade_bot/notifications.py
index a72f30ba1..c8642a4e2 100644
--- a/notifications.py
+++ b/binance_trade_bot/notifications.py
@@ -1,12 +1,15 @@
+import queue
+import threading
from os import path
-import apprise, queue, threading
+
+import apprise
APPRISE_CONFIG_PATH = "config/apprise.yml"
class NotificationHandler:
- def __init__(self):
- if path.exists(APPRISE_CONFIG_PATH):
+ def __init__(self, enabled=True):
+ if enabled and path.exists(APPRISE_CONFIG_PATH):
self.apobj = apprise.Apprise()
config = apprise.AppriseConfig()
config.add(APPRISE_CONFIG_PATH)
@@ -30,6 +33,6 @@ def process_queue(self):
self.apobj.notify(body=message)
self.queue.task_done()
- def send_notification(self, message, attachments=[]):
+ def send_notification(self, message, attachments=None):
if self.enabled:
- self.queue.put((message, attachments))
+ self.queue.put((message, attachments or []))
diff --git a/scheduler.py b/binance_trade_bot/scheduler.py
similarity index 80%
rename from scheduler.py
rename to binance_trade_bot/scheduler.py
index cfb19a092..41a098c1d 100644
--- a/scheduler.py
+++ b/binance_trade_bot/scheduler.py
@@ -2,7 +2,7 @@
import logging
from traceback import format_exc
-from schedule import Scheduler, Job
+from schedule import Job, Scheduler
class SafeScheduler(Scheduler):
@@ -23,10 +23,11 @@ def __init__(self, logger: logging.Logger, rerun_immediately=True):
def _run_job(self, job: Job):
try:
super()._run_job(job)
- except Exception:
+ except Exception: # pylint: disable=broad-except
self.logger.error(f"Error while {next(iter(job.tags))}...\n{format_exc()}")
job.last_run = datetime.datetime.now()
if not self.rerun_immediately:
- # Reschedule the job for the next time it was meant to run, instead of letting it run
+ # Reschedule the job for the next time it was meant to run, instead of
+ # letting it run
# next tick
- job._schedule_next_run()
+ job._schedule_next_run() # pylint: disable=protected-access
diff --git a/binance_trade_bot/strategies/README.md b/binance_trade_bot/strategies/README.md
new file mode 100644
index 000000000..a612c526c
--- /dev/null
+++ b/binance_trade_bot/strategies/README.md
@@ -0,0 +1,25 @@
+# Strategies
+You can add your own strategy to this folder. The filename must end with `_strategy.py`,
+and contain the following:
+
+```python
+from binance_trade_bot.auto_trader import AutoTrader
+
+class Strategy(AutoTrader):
+
+ def scout(self):
+ # Your custom scout method
+
+```
+
+Then, set your `strategy` configuration to your strategy name. If you named your file
+`custom_strategy.py`, you'd need to put `strategy=custom` in your config file.
+
+You can put your strategy in a subfolder, and the bot will still find it. If you'd like to
+share your strategy with others, try using git submodules.
+
+Some premade strategies are listed below:
+## `default`
+
+## `multiple_coins`
+The bot is less likely to get stuck
diff --git a/binance_trade_bot/strategies/__init__.py b/binance_trade_bot/strategies/__init__.py
new file mode 100644
index 000000000..250db4314
--- /dev/null
+++ b/binance_trade_bot/strategies/__init__.py
@@ -0,0 +1,15 @@
+import importlib
+import os
+
+
+def get_strategy(name):
+ for dirpath, _, filenames in os.walk(os.path.dirname(__file__)):
+ filename: str
+ for filename in filenames:
+ if filename.endswith("_strategy.py"):
+ if filename.replace("_strategy.py", "") == name:
+ spec = importlib.util.spec_from_file_location(name, os.path.join(dirpath, filename))
+ module = importlib.util.module_from_spec(spec)
+ spec.loader.exec_module(module)
+ return module.Strategy
+ return None
diff --git a/binance_trade_bot/strategies/default_strategy.py b/binance_trade_bot/strategies/default_strategy.py
new file mode 100644
index 000000000..e599cba7c
--- /dev/null
+++ b/binance_trade_bot/strategies/default_strategy.py
@@ -0,0 +1,65 @@
+import random
+import sys
+from datetime import datetime
+
+from binance_trade_bot.auto_trader import AutoTrader
+
+
+class Strategy(AutoTrader):
+ def initialize(self):
+ super().initialize()
+ self.initialize_current_coin()
+
+ def scout(self):
+ """
+ Scout for potential jumps from the current coin to another coin
+ """
+ current_coin = self.db.get_current_coin()
+ # Display on the console, the current coin+Bridge, so users can see *some* activity and not think the bot has
+ # stopped. Not logging though to reduce log size.
+ print(
+ f"{datetime.now()} - CONSOLE - INFO - I am scouting the best trades. "
+ f"Current coin: {current_coin + self.config.BRIDGE} ",
+ end="\r",
+ )
+
+ current_coin_price = self.manager.get_ticker_price(current_coin + self.config.BRIDGE)
+
+ if current_coin_price is None:
+ self.logger.info(f"Skipping scouting... current coin {current_coin + self.config.BRIDGE} not found")
+ return
+
+ self._jump_to_best_coin(current_coin, current_coin_price)
+
+ def bridge_scout(self):
+ current_coin = self.db.get_current_coin()
+ if self.manager.get_currency_balance(current_coin.symbol) > self.manager.get_min_notional(
+ current_coin.symbol, self.config.BRIDGE.symbol
+ ):
+ # Only scout if we don't have enough of the current coin
+ return
+ new_coin = super().bridge_scout()
+ if new_coin is not None:
+ self.db.set_current_coin(new_coin)
+
+ def initialize_current_coin(self):
+ """
+ Decide what is the current coin, and set it up in the DB.
+ """
+ if self.db.get_current_coin() is None:
+ current_coin_symbol = self.config.CURRENT_COIN_SYMBOL
+ if not current_coin_symbol:
+ current_coin_symbol = random.choice(self.config.SUPPORTED_COIN_LIST)
+
+ self.logger.info(f"Setting initial coin to {current_coin_symbol}")
+
+ if current_coin_symbol not in self.config.SUPPORTED_COIN_LIST:
+ sys.exit("***\nERROR!\nSince there is no backup file, a proper coin name must be provided at init\n***")
+ self.db.set_current_coin(current_coin_symbol)
+
+ # if we don't have a configuration, we selected a coin at random... Buy it so we can start trading.
+ if self.config.CURRENT_COIN_SYMBOL == "":
+ current_coin = self.db.get_current_coin()
+ self.logger.info(f"Purchasing {current_coin} to begin trading")
+ self.manager.buy_alt(current_coin, self.config.BRIDGE)
+ self.logger.info("Ready to start trading")
diff --git a/binance_trade_bot/strategies/multiple_coins_strategy.py b/binance_trade_bot/strategies/multiple_coins_strategy.py
new file mode 100644
index 000000000..55e031e63
--- /dev/null
+++ b/binance_trade_bot/strategies/multiple_coins_strategy.py
@@ -0,0 +1,46 @@
+from datetime import datetime
+
+from binance_trade_bot.auto_trader import AutoTrader
+
+
+class Strategy(AutoTrader):
+ def scout(self):
+ """
+ Scout for potential jumps from the current coin to another coin
+ """
+ have_coin = False
+
+ # last coin bought
+ current_coin = self.db.get_current_coin()
+ current_coin_symbol = ""
+
+ if current_coin is not None:
+ current_coin_symbol = current_coin.symbol
+
+ for coin in self.db.get_coins():
+ current_coin_balance = self.manager.get_currency_balance(coin.symbol)
+ coin_price = self.manager.get_ticker_price(coin + self.config.BRIDGE)
+
+ if coin_price is None:
+ self.logger.info(f"Skipping scouting... current coin {coin + self.config.BRIDGE} not found")
+ continue
+
+ min_notional = self.manager.get_min_notional(coin.symbol, self.config.BRIDGE.symbol)
+
+ if coin.symbol != current_coin_symbol and coin_price * current_coin_balance < min_notional:
+ continue
+
+ have_coin = True
+
+ # Display on the console, the current coin+Bridge, so users can see *some* activity and not think the bot
+ # has stopped. Not logging though to reduce log size.
+ print(
+ f"{datetime.now()} - CONSOLE - INFO - I am scouting the best trades. "
+ f"Current coin: {coin + self.config.BRIDGE} ",
+ end="\r",
+ )
+
+ self._jump_to_best_coin(coin, coin_price)
+
+ if not have_coin:
+ self.bridge_scout()
diff --git a/config/apprise_example.yml b/config/apprise_example.yml
index ffb9a293a..872c717ff 100644
--- a/config/apprise_example.yml
+++ b/config/apprise_example.yml
@@ -3,9 +3,12 @@ version: 1
# Define your URLs (Mandatory!)
# URLs should start with - (remove the comment symbol #)
-# Replace the values in the {} with your tokens/ids
+# Replace the values with your tokens/ids
+# For example a telegram URL would look like:
+# - tgram://123456789:AABx8iXjE5C-vG4SDhf6ARgdFgxYxhuHb4A/-606743502
+# Rename the file to `apprise.yml`
urls:
- # - tgram://{TOKEN}/{CHAT_ID}
- # - discord://{WebhookID}/{WebhookToken}/
- # - slack://{tokenA}/{tokenB}/{tokenC}
- # More options here: https://github.com/caronc/apprise
\ No newline at end of file
+ # - tgram://TOKEN/CHAT_ID
+ # - discord://WebhookID/WebhookToken/
+ # - slack://tokenA/tokenB/tokenC
+ # More options here: https://github.com/caronc/apprise
diff --git a/crypto_trading.py b/crypto_trading.py
deleted file mode 100755
index de292fad4..000000000
--- a/crypto_trading.py
+++ /dev/null
@@ -1,278 +0,0 @@
-#!python3
-import configparser
-import datetime
-import json
-import os
-import random
-import time
-from typing import List, Dict
-
-from binance_api_manager import BinanceAPIManager
-from sqlalchemy.orm import Session
-
-from database import set_coins, set_current_coin, get_current_coin, get_pairs_from, \
- db_session, create_database, get_pair, log_scout, CoinValue, prune_scout_history, prune_value_history
-from models import Coin, Pair
-from scheduler import SafeScheduler
-from logger import Logger
-
-# Config consts
-CFG_FL_NAME = 'user.cfg'
-USER_CFG_SECTION = 'binance_user_config'
-
-# Init config
-config = configparser.ConfigParser()
-config['DEFAULT'] = {
- 'scout_transaction_fee': '0.001',
- 'scout_multiplier': '5',
- 'scout_sleep_time': '5'
-}
-
-if not os.path.exists(CFG_FL_NAME):
- print('No configuration file (user.cfg) found! See README.')
- exit()
-config.read(CFG_FL_NAME)
-
-BRIDGE_SYMBOL = config.get(USER_CFG_SECTION, 'bridge')
-BRIDGE = Coin(BRIDGE_SYMBOL, False)
-
-# Prune settings
-SCOUT_HISTORY_PRUNE_TIME = float(config.get(USER_CFG_SECTION, 'hourToKeepScoutHistory', fallback="1"))
-
-# Get config for scout
-SCOUT_TRANSACTION_FEE = float(config.get(USER_CFG_SECTION, 'scout_transaction_fee'))
-SCOUT_MULTIPLIER = float(config.get(USER_CFG_SECTION, 'scout_multiplier'))
-SCOUT_SLEEP_TIME = int(config.get(USER_CFG_SECTION, 'scout_sleep_time'))
-
-logger = Logger()
-logger.info('Started')
-
-supported_coin_list = []
-
-# Get supported coin list from supported_coin_list file
-with open('supported_coin_list') as f:
- supported_coin_list = f.read().upper().strip().splitlines()
- supported_coin_list = list(filter(None, supported_coin_list))
-
-def first(iterable, condition=lambda x: True):
- try:
- return next(x for x in iterable if condition(x))
- except StopIteration:
- return None
-
-def get_market_ticker_price_from_list(all_tickers, ticker_symbol):
- '''
- Get ticker price of a specific coin
- '''
- ticker = first(all_tickers, condition=lambda x: x[u'symbol'] == ticker_symbol)
- return float(ticker[u'price']) if ticker else None
-
-def transaction_through_tether(client: BinanceAPIManager, pair: Pair):
- '''
- Jump from the source coin to the destination coin through tether
- '''
- if client.sell_alt(pair.from_coin, BRIDGE) is None:
- logger.info("Couldn't sell, going back to scouting mode...")
- return None
- # This isn't pretty, but at the moment we don't have implemented logic to escape from a bridge coin... This'll do for now
- result = None
- while result is None:
- result = client.buy_alt(pair.to_coin, BRIDGE)
-
- set_current_coin(pair.to_coin)
- update_trade_threshold(client)
-
-
-def update_trade_threshold(client: BinanceAPIManager):
- '''
- Update all the coins with the threshold of buying the current held coin
- '''
-
- all_tickers = client.get_all_market_tickers()
-
- current_coin = get_current_coin()
-
- current_coin_price = get_market_ticker_price_from_list(all_tickers, current_coin + BRIDGE)
-
- if current_coin_price is None:
- logger.info("Skipping update... current coin {0} not found".format(current_coin + BRIDGE))
- return
-
- session: Session
- with db_session() as session:
- for pair in session.query(Pair).filter(Pair.to_coin == current_coin):
- from_coin_price = get_market_ticker_price_from_list(all_tickers, pair.from_coin + BRIDGE)
-
- if from_coin_price is None:
- logger.info("Skipping update for coin {0} not found".format(pair.from_coin + BRIDGE))
- continue
-
- pair.ratio = from_coin_price / current_coin_price
-
-
-def initialize_trade_thresholds(client: BinanceAPIManager):
- '''
- Initialize the buying threshold of all the coins for trading between them
- '''
-
- all_tickers = client.get_all_market_tickers()
-
- session: Session
- with db_session() as session:
- for pair in session.query(Pair).filter(Pair.ratio == None).all():
- if not pair.from_coin.enabled or not pair.to_coin.enabled:
- continue
- logger.info("Initializing {0} vs {1}".format(pair.from_coin, pair.to_coin))
-
- from_coin_price = get_market_ticker_price_from_list(all_tickers, pair.from_coin + BRIDGE)
- if from_coin_price is None:
- logger.info("Skipping initializing {0}, symbol not found".format(pair.from_coin + BRIDGE))
- continue
-
- to_coin_price = get_market_ticker_price_from_list(all_tickers, pair.to_coin + BRIDGE)
- if to_coin_price is None:
- logger.info("Skipping initializing {0}, symbol not found".format(pair.to_coin + BRIDGE))
- continue
-
- pair.ratio = from_coin_price / to_coin_price
-
-
-def scout(client: BinanceAPIManager, transaction_fee=0.001, multiplier=5):
- '''
- Scout for potential jumps from the current coin to another coin
- '''
-
- all_tickers = client.get_all_market_tickers()
-
- current_coin = get_current_coin()
-
- current_coin_price = get_market_ticker_price_from_list(all_tickers, current_coin + BRIDGE)
-
- if current_coin_price is None:
- logger.info("Skipping scouting... current coin {0} not found".format(current_coin + BRIDGE))
- return
-
- ratio_dict: Dict[Pair, float] = {}
-
- for pair in get_pairs_from(current_coin):
- if not pair.to_coin.enabled:
- continue
- optional_coin_price = get_market_ticker_price_from_list(all_tickers, pair.to_coin + BRIDGE)
-
- if optional_coin_price is None:
- logger.info("Skipping scouting... optional coin {0} not found".format(pair.to_coin + BRIDGE))
- continue
-
- log_scout(pair, pair.ratio, current_coin_price, optional_coin_price)
-
- # Obtain (current coin)/(optional coin)
- coin_opt_coin_ratio = current_coin_price / optional_coin_price
-
- # save ratio so we can pick the best option, not necessarily the first
- ratio_dict[pair] = (coin_opt_coin_ratio - transaction_fee * multiplier * coin_opt_coin_ratio) - pair.ratio
-
- # keep only ratios bigger than zero
- ratio_dict = {k: v for k, v in ratio_dict.items() if v > 0}
-
- # if we have any viable options, pick the one with the biggest ratio
- if ratio_dict:
- best_pair = max(ratio_dict, key=ratio_dict.get)
- logger.info('Will be jumping from {0} to {1}'.format(
- current_coin, best_pair.to_coin_id))
- transaction_through_tether(
- client, best_pair)
-
-
-def update_values(client: BinanceAPIManager):
- all_ticker_values = client.get_all_market_tickers()
-
- now = datetime.datetime.now()
-
- session: Session
- with db_session() as session:
- coins: List[Coin] = session.query(Coin).all()
- for coin in coins:
- balance = client.get_currency_balance(coin.symbol)
- if balance == 0:
- continue
- usd_value = get_market_ticker_price_from_list(all_ticker_values, coin + "USDT")
- btc_value = get_market_ticker_price_from_list(all_ticker_values, coin + "BTC")
- session.add(CoinValue(coin, balance, usd_value, btc_value, datetime=now))
-
-
-def migrate_old_state():
- if os.path.isfile('.current_coin'):
- with open('.current_coin', 'r') as f:
- coin = f.read().strip()
- logger.info(f".current_coin file found, loading current coin {coin}")
- set_current_coin(coin)
- os.rename('.current_coin', '.current_coin.old')
- logger.info(f".current_coin renamed to .current_coin.old - You can now delete this file")
-
- if os.path.isfile('.current_coin_table'):
- with open('.current_coin_table', 'r') as f:
- logger.info(f".current_coin_table file found, loading into database")
- table: dict = json.load(f)
- session: Session
- with db_session() as session:
- for from_coin, to_coin_dict in table.items():
- for to_coin, ratio in to_coin_dict.items():
- if from_coin == to_coin:
- continue
- pair = session.merge(get_pair(from_coin, to_coin))
- pair.ratio = ratio
- session.add(pair)
-
- os.rename('.current_coin_table', '.current_coin_table.old')
- logger.info(f".current_coin_table renamed to .current_coin_table.old - You can now delete this file")
-
-
-def main():
- api_key = config.get(USER_CFG_SECTION, 'api_key')
- api_secret_key = config.get(USER_CFG_SECTION, 'api_secret_key')
- tld = config.get(USER_CFG_SECTION, 'tld') or 'com' # Default Top-level domain is 'com'
-
- client = BinanceAPIManager(api_key, api_secret_key, tld, logger)
-
- logger.info("Creating database schema if it doesn't already exist")
- create_database()
-
- set_coins(supported_coin_list)
-
- migrate_old_state()
-
- initialize_trade_thresholds(client)
-
- if get_current_coin() is None:
- current_coin_symbol = config.get(USER_CFG_SECTION, 'current_coin')
- if not current_coin_symbol:
- current_coin_symbol = random.choice(supported_coin_list)
-
- logger.info("Setting initial coin to {0}".format(current_coin_symbol))
-
- if current_coin_symbol not in supported_coin_list:
- exit("***\nERROR!\nSince there is no backup file, a proper coin name must be provided at init\n***")
- set_current_coin(current_coin_symbol)
-
- if config.get(USER_CFG_SECTION, 'current_coin') == '':
- current_coin = get_current_coin()
- logger.info("Purchasing {0} to begin trading".format(current_coin))
- client.buy_alt(current_coin, BRIDGE)
- logger.info("Ready to start trading")
-
- schedule = SafeScheduler(logger)
- schedule.every(SCOUT_SLEEP_TIME).seconds.do(scout,
- client=client,
- transaction_fee=SCOUT_TRANSACTION_FEE,
- multiplier=SCOUT_MULTIPLIER).tag("scouting")
- schedule.every(1).minutes.do(update_values, client=client).tag("updating value history")
- schedule.every(1).minutes.do(prune_scout_history, hours=SCOUT_HISTORY_PRUNE_TIME).tag("pruning scout history")
- schedule.every(1).hours.do(prune_value_history).tag("pruning value history")
-
- while True:
- schedule.run_pending()
- time.sleep(1)
-
-
-if __name__ == "__main__":
- main()
diff --git a/database.py b/database.py
deleted file mode 100644
index 01f3c5014..000000000
--- a/database.py
+++ /dev/null
@@ -1,192 +0,0 @@
-from contextlib import contextmanager
-from datetime import datetime, timedelta
-from typing import List, Union, Optional
-
-from sqlalchemy import create_engine, func
-from sqlalchemy.orm import sessionmaker, scoped_session, Session
-
-from models import *
-
-engine = create_engine("sqlite:///data/crypto_trading.db")
-
-SessionMaker = sessionmaker(bind=engine)
-SessionMaker()
-
-
-@contextmanager
-def db_session():
- """
- Creates a context with an open SQLAlchemy session.
- """
- session: Session = scoped_session(SessionMaker)
- yield session
- session.commit()
- session.close()
-
-
-def set_coins(symbols: List[str]):
- session: Session
-
- # Add coins to the database and set them as enabled or not
- with db_session() as session:
- # For all the coins in the database, if the symbol no longer appears
- # in the config file, set the coin as disabled
- coins: List[Coin] = session.query(Coin).all()
- for coin in coins:
- if coin.symbol not in symbols:
- coin.enabled = False
-
- # For all the symbols in the config file, add them to the database
- # if they don't exist
- for symbol in symbols:
- coin = next((coin for coin in coins if coin.symbol == symbol), None)
- if coin is None:
- session.add(Coin(symbol))
- else:
- coin.enabled = True
-
- # For all the combinations of coins in the database, add a pair to the database
- with db_session() as session:
- coins: List[Coin] = session.query(Coin).filter(Coin.enabled).all()
- for from_coin in coins:
- for to_coin in coins:
- if from_coin != to_coin:
- pair = session.query(Pair).filter(Pair.from_coin == from_coin, Pair.to_coin == to_coin).first()
- if pair is None:
- session.add(Pair(from_coin, to_coin))
-
-
-def get_coin(coin: Union[Coin, str]) -> Coin:
- if type(coin) == Coin:
- return coin
- session: Session
- with db_session() as session:
- coin = session.query(Coin).get(coin)
- session.expunge(coin)
- return coin
-
-
-def set_current_coin(coin: Union[Coin, str]):
- coin = get_coin(coin)
- session: Session
- with db_session() as session:
- if type(coin) == Coin:
- coin = session.merge(coin)
- session.add(CurrentCoin(coin))
-
-
-def get_current_coin() -> Optional[Coin]:
- session: Session
- with db_session() as session:
- current_coin = session.query(CurrentCoin).order_by(CurrentCoin.datetime.desc()).first()
- if current_coin is None:
- return None
- coin = current_coin.coin
- session.expunge(coin)
- return coin
-
-
-def get_pair(from_coin: Union[Coin, str], to_coin: Union[Coin, str]):
- from_coin = get_coin(from_coin)
- to_coin = get_coin(to_coin)
- session: Session
- with db_session() as session:
- pair: Pair = session.query(Pair).filter(Pair.from_coin == from_coin, Pair.to_coin == to_coin).first()
- session.expunge(pair)
- return pair
-
-
-def get_pairs_from(from_coin: Union[Coin, str]):
- from_coin = get_coin(from_coin)
- session: Session
- with db_session() as session:
- pairs: List[pair] = session.query(Pair).filter(Pair.from_coin == from_coin)
- return pairs
-
-
-def log_scout(pair: Pair, target_ratio: float, current_coin_price: float, other_coin_price: float):
- session: Session
- with db_session() as session:
- pair = session.merge(pair)
- sh = ScoutHistory(pair, target_ratio, current_coin_price, other_coin_price)
- session.add(sh)
-
-
-def prune_scout_history(hours: float):
- time_diff = datetime.now() - timedelta(hours=hours)
- session: Session
- with db_session() as session:
- session.query(ScoutHistory).filter(ScoutHistory.datetime < time_diff).delete()
-
-
-def prune_value_history():
- session: Session
- with db_session() as session:
- # Sets the first entry for each coin for each hour as 'hourly'
- hourly_entries: List[CoinValue] = session.query(CoinValue).group_by(
- CoinValue.coin_id, func.strftime('%H', CoinValue.datetime)).all()
- for entry in hourly_entries:
- entry.interval = Interval.HOURLY
-
- # Sets the first entry for each coin for each day as 'daily'
- daily_entries: List[CoinValue] = session.query(CoinValue).group_by(
- CoinValue.coin_id, func.date(CoinValue.datetime)).all()
- for entry in daily_entries:
- entry.interval = Interval.DAILY
-
- # Sets the first entry for each coin for each month as 'weekly' (Sunday is the start of the week)
- weekly_entries: List[CoinValue] = session.query(CoinValue).group_by(
- CoinValue.coin_id, func.strftime("%Y-%W", CoinValue.datetime)).all()
- for entry in weekly_entries:
- entry.interval = Interval.WEEKLY
-
- # The last 24 hours worth of minutely entries will be kept, so count(coins) * 1440 entries
- time_diff = datetime.now() - timedelta(hours=24)
- session.query(CoinValue).filter(CoinValue.interval == Interval.MINUTELY,
- CoinValue.datetime < time_diff).delete()
-
- # The last 28 days worth of hourly entries will be kept, so count(coins) * 672 entries
- time_diff = datetime.now() - timedelta(days=28)
- session.query(CoinValue).filter(CoinValue.interval == Interval.HOURLY,
- CoinValue.datetime < time_diff).delete()
-
- # The last years worth of daily entries will be kept, so count(coins) * 365 entries
- time_diff = datetime.now() - timedelta(days=365)
- session.query(CoinValue).filter(CoinValue.interval == Interval.DAILY,
- CoinValue.datetime < time_diff).delete()
-
- # All weekly entries will be kept forever
-
-
-class TradeLog:
- def __init__(self, from_coin: Coin, to_coin: Coin, selling: bool):
- session: Session
- with db_session() as session:
- from_coin = session.merge(from_coin)
- to_coin = session.merge(to_coin)
- self.trade = Trade(from_coin, to_coin, selling)
- session.add(self.trade)
-
- def set_ordered(self, alt_starting_balance, crypto_starting_balance, alt_trade_amount):
- session: Session
- with db_session() as session:
- trade: Trade = session.merge(self.trade)
- trade.alt_starting_balance = alt_starting_balance
- trade.alt_trade_amount = alt_trade_amount
- trade.crypto_starting_balance = crypto_starting_balance
- trade.state = TradeState.ORDERED
-
- def set_complete(self, crypto_trade_amount):
- session: Session
- with db_session() as session:
- trade: Trade = session.merge(self.trade)
- trade.crypto_trade_amount = crypto_trade_amount
- trade.state = TradeState.COMPLETE
-
-
-def create_database():
- Base.metadata.create_all(engine)
-
-
-if __name__ == '__main__':
- create_database()
diff --git a/dev-requirements.txt b/dev-requirements.txt
new file mode 100644
index 000000000..587f9fe48
--- /dev/null
+++ b/dev-requirements.txt
@@ -0,0 +1 @@
+pylint-sqlalchemy
diff --git a/docker-compose.yml b/docker-compose.yml
index e8e20e422..5be0ab0d3 100644
--- a/docker-compose.yml
+++ b/docker-compose.yml
@@ -2,11 +2,32 @@ version: "3"
services:
crypto-trading:
- build: .
+ image: edeng23/binance-trade-bot
container_name: binance_trader
+ working_dir: /app
volumes:
- - ./user.cfg:/app/user.cfg
- - ./data:/app/data
+ - ./user.cfg:/app/user.cfg
+ - ./supported_coin_list:/app/supported_coin_list
+ - ./data:/app/data
+ - ./logs:/app/logs
+ - ./config:/app/config
+ command: python -m binance_trade_bot
+ environment:
+ - PYTHONUNBUFFERED=1
+
+ api:
+ image: edeng23/binance-trade-bot
+ container_name: binance_trader_api
+ working_dir: /app
+ volumes:
+ - ./user.cfg:/app/user.cfg
+ - ./data:/app/data
+ - ./logs:/app/logs
+ ports:
+ - 5123:5123
+ command: gunicorn binance_trade_bot.api_server:app -k eventlet -w 1 --threads 1 -b 0.0.0.0:5123
+ depends_on:
+ - crypto-trading
sqlitebrowser:
image: ghcr.io/linuxserver/sqlitebrowser
diff --git a/logger.py b/logger.py
deleted file mode 100644
index d9fe62c1b..000000000
--- a/logger.py
+++ /dev/null
@@ -1,59 +0,0 @@
-import logging
-import logging.handlers
-from logging import Handler, Formatter
-from notifications import NotificationHandler
-
-LOG_PATH = "crypto_trading.log"
-
-
-class Logger:
-
- Logger = None
- NotificationHandler = None
-
- def __init__(self):
- # Logger setup
- self.Logger = logging.getLogger("crypto_trader_logger")
- self.Logger.setLevel(logging.DEBUG)
- formatter = logging.Formatter(
- "%(asctime)s - %(name)s - %(levelname)s - %(message)s"
- )
- fh = logging.FileHandler(LOG_PATH)
- fh.setLevel(logging.DEBUG)
- fh.setFormatter(formatter)
- self.Logger.addHandler(fh)
-
- # logging to console
- ch = logging.StreamHandler()
- ch.setLevel(logging.DEBUG)
- ch.setFormatter(formatter)
- self.Logger.addHandler(ch)
-
- # notification handler
- self.NotificationHandler = NotificationHandler()
-
- def log(self, message, level="info", notification=True):
-
- if "info" == level:
- self.Logger.info(message)
- elif "warning" == level:
- self.Logger.warning(message)
- elif "error" == level:
- self.Logger.error(message)
- elif "debug" == level:
- self.Logger.debug(message)
-
- if notification and self.NotificationHandler.enabled:
- self.NotificationHandler.send_notification(message)
-
- def info(self, message):
- self.log(message, "info")
-
- def warning(self, message):
- self.log(message, "warning")
-
- def error(self, message):
- self.log(message, "error")
-
- def debug(self, message):
- self.log(message, "debug")
diff --git a/logs/.gitkeep b/logs/.gitkeep
new file mode 100644
index 000000000..e69de29bb
diff --git a/models/current_coin.py b/models/current_coin.py
deleted file mode 100644
index 4d7847926..000000000
--- a/models/current_coin.py
+++ /dev/null
@@ -1,17 +0,0 @@
-import datetime
-from sqlalchemy import Column, String, ForeignKey, DateTime, Integer
-from sqlalchemy.orm import relationship
-
-from .base import Base
-from .coin import Coin
-
-
-class CurrentCoin(Base):
- __tablename__ = "current_coin_history"
- id = Column(Integer, primary_key=True)
- coin_id = Column(String, ForeignKey('coins.symbol'))
- coin = relationship("Coin")
- datetime = Column(DateTime, default=datetime.datetime.utcnow)
-
- def __init__(self, coin: Coin):
- self.coin = coin
diff --git a/models/pair.py b/models/pair.py
deleted file mode 100644
index fcaffde6b..000000000
--- a/models/pair.py
+++ /dev/null
@@ -1,27 +0,0 @@
-from sqlalchemy import Column, String, ForeignKey, Float, Integer
-from sqlalchemy.orm import relationship
-
-from .base import Base
-from .coin import Coin
-
-
-class Pair(Base):
- __tablename__ = "pairs"
-
- id = Column(Integer, primary_key=True)
-
- from_coin_id = Column(String, ForeignKey('coins.symbol'))
- from_coin = relationship("Coin", foreign_keys=[from_coin_id], lazy='joined')
-
- to_coin_id = Column(String, ForeignKey('coins.symbol'))
- to_coin = relationship("Coin", foreign_keys=[to_coin_id], lazy='joined')
-
- ratio = Column(Float)
-
- def __init__(self, from_coin: Coin, to_coin: Coin, ratio=None):
- self.from_coin = from_coin
- self.to_coin = to_coin
- self.ratio = ratio
-
- def __repr__(self):
- return f"<{self.from_coin_id}->{self.to_coin_id} :: {self.ratio}>"
diff --git a/models/scout_history.py b/models/scout_history.py
deleted file mode 100644
index 313e82bc2..000000000
--- a/models/scout_history.py
+++ /dev/null
@@ -1,35 +0,0 @@
-import datetime
-
-from sqlalchemy import Column, Integer, String, ForeignKey, DateTime, Float
-from sqlalchemy.ext.hybrid import hybrid_property
-from sqlalchemy.orm import relationship
-
-from .base import Base
-from .pair import Pair
-
-
-class ScoutHistory(Base):
- __tablename__ = "scout_history"
-
- id = Column(Integer, primary_key=True)
-
- pair_id = Column(String, ForeignKey('pairs.id'))
- pair = relationship("Pair")
-
- target_ratio = Column(Float)
- current_coin_price = Column(Float)
- other_coin_price = Column(Float)
-
- datetime = Column(DateTime, default=datetime.datetime.utcnow)
-
- def __init__(self, pair: Pair, target_ratio: float, current_coin_price: float, other_coin_price: float):
- self.pair = pair
- self.target_ratio = target_ratio
- self.current_coin_price = current_coin_price
- self.other_coin_price = other_coin_price
-
- @hybrid_property
- def current_ratio(self):
- return self.current_coin_price / self.other_coin_price
-
-
diff --git a/models/trade.py b/models/trade.py
deleted file mode 100644
index 9cf7e892a..000000000
--- a/models/trade.py
+++ /dev/null
@@ -1,43 +0,0 @@
-import datetime
-import enum
-
-from sqlalchemy import Column, Integer, String, ForeignKey, DateTime, Float, Enum, Boolean
-from sqlalchemy.orm import relationship
-
-from .base import Base
-from .coin import Coin
-
-
-class TradeState(enum.Enum):
- STARTING = "STARTING"
- ORDERED = "ORDERED"
- COMPLETE = "COMPLETE"
-
-
-class Trade(Base):
- __tablename__ = "trade_history"
-
- id = Column(Integer, primary_key=True)
-
- alt_coin_id = Column(String, ForeignKey('coins.symbol'))
- alt_coin = relationship("Coin", foreign_keys=[alt_coin_id], lazy='joined')
-
- crypto_coin_id = Column(String, ForeignKey('coins.symbol'))
- crypto_coin = relationship("Coin", foreign_keys=[crypto_coin_id], lazy='joined')
-
- selling = Column(Boolean)
-
- state = Column(Enum(TradeState))
-
- alt_starting_balance = Column(Float)
- alt_trade_amount = Column(Float)
- crypto_starting_balance = Column(Float)
- crypto_trade_amount = Column(Float)
-
- datetime = Column(DateTime, default=datetime.datetime.utcnow)
-
- def __init__(self, alt_coin: Coin, crypto_coin: Coin, selling: bool):
- self.alt_coin = alt_coin
- self.crypto_coin = crypto_coin
- self.state = TradeState.STARTING
- self.selling = selling
diff --git a/requirements.txt b/requirements.txt
index 0694a0d90..a6093d03e 100644
--- a/requirements.txt
+++ b/requirements.txt
@@ -1,4 +1,16 @@
-python-binance>=0.3
-sqlalchemy
-schedule
-apprise
\ No newline at end of file
+python-binance==1.0.27
+sqlalchemy==1.4.15
+schedule==1.1.0
+apprise==0.9.5.1
+Flask==2.3.2
+gunicorn==20.1.0
+flask-cors==3.0.10
+flask-socketio==5.0.1
+eventlet==0.30.2
+python-socketio[client]==5.2.1
+cachetools==4.2.2
+sqlitedict==1.7.0
+unicorn-binance-websocket-api==1.34.2
+unicorn-fy==0.11.0
+itsdangerous==2.0.1
+Werkzeug==2.0.3
\ No newline at end of file
diff --git a/runtime.txt b/runtime.txt
new file mode 100644
index 000000000..0d53dcd96
--- /dev/null
+++ b/runtime.txt
@@ -0,0 +1 @@
+python-3.8.11
diff --git a/supported_coin_list b/supported_coin_list
index c594d0f98..16b4efca6 100644
--- a/supported_coin_list
+++ b/supported_coin_list
@@ -1,18 +1,18 @@
-XLM
-TRX
-ICX
+ADA
+ATOM
+BAT
+BTTC
+DASH
+DOGE
EOS
+ETC
+ICX
IOTA
+NEO
+OMG
ONT
QTUM
-ETC
-ADA
-XMR
-DASH
-NEO
-ATOM
-DOGE
+TRX
VET
-BAT
-OMG
-BTT
+XLM
+XMR