This is a fully functioning Binance trading bot that measures the volatility of every coin on Binance and places trades with the highest gaining coins If you like this project consider donating though the Brave browser to allow me to continuously improve the script.
License: MIT License
The current code for checking for X% increase (or Z% decrease) over a Y amount of time doesn't make too much sense as it only checks at the bounds, ie it can miss increases that happen during this time period.
I'll implement this when I have the time, but basically:
keep a circular queue Q of length Y * M (eg Y in minutes, M is how many times a minute to sample the prices)
M times a minute:
add the current price to Q, pushing the oldest price if necessary
lowest_price, cor_low_index = min(Q) # lowest price in Y minute window with corresponding index
highest_price, cor_high_index = max(Q) # highest price in Y minute window with corresponding index
# index check makes sure price is going up not down
if ((highest_price - lowest_price) / lowest_price) * 100 >= X and cor_high_index > cor_low_index:
# BUY coin; hit increase condition
elif ((highest_price - lowest_price) / lowest_price) * 100 >= Z and cor_high_index < cor_low_index:
# SELL coin as SL hit
and similarly for TP and whatnot.
This ensures that if the price goes up, say, 5% in 3 minutes rather than in 5 minutes then the bot will still jump on board. This also makes sure that you sell as soon as your SL is hit and not (in the worst case) 5 minutes afterwards when it had the chance to drop even more.
The windowed idea is great for detecting "spikes" but it just needs a bit more algorithmic massaging to get it to be correctly implemented. This more frequent checking is absolutely essential for SL though. I would set M=60 checks/min ie 1 a second. Y = 5 minutes works well.
This is a better approach than what is suggested in #65 (ie to decrease check time to seconds)
Hi.
Currently, buy operation is executed first.
With limited funds, it would be better to sell first and be able to buy in same cycle.
Since this will largely be used by people without coding experience, I would put all configuration items in a separate JSON config file. This will make it easier to read and less confusing for people to configure and setup properly.
APIError(code=-2015): Invalid API-key, IP, or permissions for action.
I'm guessing this is for binance.com only and not binance.us?
Is there a way to get it to work with binance.us?
some transactions have more decimals than supported for some trades, a rounding function should fix this
To be clear, this is based on TESTNET data.
The following is a list of all symbols returned from client.get_all_tickers()
BNBBUSD, BTCBUSD, ETHBUSD, LTCBUSD, TRXBUSD, XRPBUSD
BNBUSDT, BTCUSDT, ETHUSDT, LTCUSDT, TRXUSDT, XRPUSDT
BNBBTC, ETHBTC, LTCBTC, TRXBTC, XRPBTC
LTCBNB, TRXBNB, XRPBNB
Should there be so few symbols available to test with?
If so, this makes it difficult to test changes as I primarily see "No coins moved more than 3% in the last 5 minute(s)".
I just tried it now on Testnet. It can't get the correct price of bnb I guess, I got this same message for 10 minutes now, the price changed for sure, it was above 560.
'TP or SL not yet reached, not selling BNBUSDT for now 558.23 - 558.23 : 0.00% '
Is this another testnet error or something might've gone wrong?
Hi.
Nice work, thanks.
What do you think about adding MA?
Bot can query binance every 1m for instance and consider price from n last queries.
was not a very healthy study. it doesn't work right
For some reason I'm getting this error sometimes which throws the bot out of the loop:
Traceback (most recent call last):
File "", line 299, in
update_porfolio(orders, last_price, volume)
File "", line 267, in update_porfolio
'symbol': orders[coin][0]['symbol'],
IndexError: list index out of range
Any idea what it may be?
I believe this issue comes from the fact that Binance (sometimes) don't let you sell 100% of some coins.
For example I bought 15 CTXCUSDT but can only sell 14.95 of 'em.
One workaround I propose is just sell near 100% of the actual amount the bot bought earlier.
ACTUAL_SELL_RATIO = 99
try:
sell_coins_limit = client.create_order(
symbol=coin,
side='SELL',
type='MARKET',
quantity=(coins_bought[coin]['volume'] * ACTUAL_SELL_RATIO / 100)
)
Also, fuck Binance.
EDIT: The workaround above causes another issues of APIError(code=-1013): Filter failure: LOT_SIZE. So please propose another solution.
This code references placing real orders if the test order does not throw:
Binance-volatility-trading-bot/Binance Detect Moonings.py
Lines 223 to 238 in 172cc44
In my test runs the throw crashes the app, is this expected behavior? I wouldn't expect to handle this code with a uncaught exception but instead log the exception
e.g.
if TESTNET:
# create test order before pushing an actual order
try:
test_order = client.create_test_order(symbol=coin, side='BUY', type='MARKET', quantity=volume[coin])
except Exception as e:
print(f'An error occurred placing the test order {e}')
#try to create a real order if the test orders did not raise an exception
try:
buy_limit = client.create_order(
symbol = coin,
side = 'BUY',
type = 'MARKET',
quantity = volume[coin]
)
# error handling here in case position cannot be placed
except Exception as e:
print(e)When update_portfolio is called, I very often get a list index out of range error and the program crashes.
File "app.py", line 286, in <module>
update_porfolio(orders, last_price, volume)
File "app.py", line 228, in update_porfolio
'symbol': orders[coin][0]['symbol'],
IndexError: list index out of range
Using my debugger, it looks like some currencies that the bot tries to buy are in the orders dict, but some don't end up going in there and are just empty.
I'm guessing it's an issue where the client is retrieving orders too quickly before they place on Binance's end?
testnet
TP or SL reached, selling 0.02 BNBUSDT...
Traceback (most recent call last):
File "Binance Detect Moonings.py", line 320, in <module>
coins_sold = sell_coins()
File "Binance Detect Moonings.py", line 247, in sell_coins
test_order = client.create_test_order(symbol=coin, side='SELL', type='MARKET', quantity=coins_bought[coin]['volume'])
File "/usr/local/lib/python3.6/dist-packages/binance/client.py", line 1762, in create_test_order
return self._post('order/test', True, data=params)
File "/usr/local/lib/python3.6/dist-packages/binance/client.py", line 368, in _post
return self._request_api('post', path, signed, version, **kwargs)
File "/usr/local/lib/python3.6/dist-packages/binance/client.py", line 328, in _request_api
return self._request(method, uri, signed, **kwargs)
File "/usr/local/lib/python3.6/dist-packages/binance/client.py", line 309, in _request
return self._handle_response(self.response)
File "/usr/local/lib/python3.6/dist-packages/binance/client.py", line 318, in _handle_response
raise BinanceAPIException(response, response.status_code, response.text)
binance.exceptions.BinanceAPIException: APIError(code=-1013): Filter failure: MIN_NOTIONAL
Add to user inputs:
#Use custom tickers.txt list for filtering pairs
CUSTOM_LIST = True
Add after end of user inputs:
#Load custom tickerlist from file tickers.txt into array tickers
tickers=[line.strip() for line in open('tickers.txt')]
Replace get_prices():
def get_price():
'''Return the current price for all coins on binance'''
initial_price = {}
prices = client.get_all_tickers()
for coin in prices:
# Only return USDT pairs and exlcude margin symbols like BTCDOWNUSDT, filter by custom list if defined.
if CUSTOM_LIST:
if PAIR_WITH in coin['symbol'] and any(item in coin['symbol'] for item in tickers) and all(item not in coin['symbol'] for item in FIATS):
initial_price[coin['symbol']] = { 'price': coin['price'], 'time': datetime.now()}
else:
if PAIR_WITH in coin['symbol'] and all(item not in coin['symbol'] for item in FIATS):
initial_price[coin['symbol']] = { 'price': coin['price'], 'time': datetime.now()}
return initial_price
Hello.
I keep getting this error.
RLCUSDT has gained 3.389% in the last 5 minutes, calculating volume in USDT
preparing to buy 35.87 RLCUSDT
APIError(code=-1021): Timestamp for this request is outside of the recvWindow.
Is there something I did wrong?
I use the livenet with 15$.
The bot bought :
in the .json file :
when trying to sell I get insufficient amount :
Binance took fees directly on the coin which decreased my volume :
A solution would be to check our wallet and if the volume of a coin in our wallet is below what we should have we replace it with the volume in the wallet
Hi,
As I learned from #18 , the TESTNET data is very limited.
It would be nice to be able to run the bot against past LIVE data for more results and also not have to wait 5 minutes each time for small changes.
For example I have 200 USDT in the spot wallet and just want the bot to spend 100 USDT. I think the simplest solution is just to check the total amount in the existing portfolio before making the purchase decision. At the current version the bot has the potential to spend all of the wallet under right conditions.
I would definitely create a pull request If I knew bit of python. Unfortunately this suggestion is the best I can do. Hope this helps.
I get the following when the script tries to buy:
RLCUSDT has gained 9.972% in the last 5 minutes, calculating volume in USDT
CTXCUSDT has gained 7.022% in the last 5 minutes, calculating volume in USDT
TRBUSDT has gained 3.737% in the last 5 minutes, calculating volume in USDT
preparing to buy 9.17 RLCUSDT
'NoneType' object has no attribute 'encode'
preparing to buy 175.99 CTXCUSDT
'NoneType' object has no attribute 'encode'
preparing to buy 0.77 TRBUSDT
'NoneType' object has no attribute 'encode'
The coins_bought.json is there but only has "{}" written in it
Script is vanilla except for QUANTITY=10, here's the traceback:
Traceback (most recent call last):
File "bot.py", line 284, in <module>
update_porfolio(orders, last_price, volume)
File "bot.py", line 226, in update_porfolio
'symbol': orders[coin][0]['symbol'],
IndexError: list index out of range
Last echo from the script:
preparing to buy 0.089 WNXMUSDT
The script does not close the order after this.
Another handy sanity check/debug idea. Could even use ANSI escape codes to make it stand out with colours!
else:
print('WARNING - Using live funds!')
client = Client(api_key_live, api_secret_live)
BTCUSDT has gained 8.354% in the last 5 minutes, calculating volume in USDT
preparing to buy 0.000162 BTCUSDT
Traceback (most recent call last):
File "Mooning.py", line 335, in <module>
orders, last_price, volume = buy()
File "Mooning.py", line 209, in buy
test_order = client.create_test_order(symbol=coin, side='BUY', type='MARKET', quantity=volume[coin])
File "/home/maxxxel/.local/lib/python3.7/site-packages/binance/client.py", line 1762, in create_test_order
return self._post('order/test', True, data=params)
File "/home/maxxxel/.local/lib/python3.7/site-packages/binance/client.py", line 368, in _post
return self._request_api('post', path, signed, version, **kwargs)
File "/home/maxxxel/.local/lib/python3.7/site-packages/binance/client.py", line 328, in _request_api
return self._request(method, uri, signed, **kwargs)
File "/home/maxxxel/.local/lib/python3.7/site-packages/binance/client.py", line 309, in _request
return self._handle_response(self.response)
File "/home/maxxxel/.local/lib/python3.7/site-packages/binance/client.py", line 318, in _handle_response
raise BinanceAPIException(response, response.status_code, response.text)
binance.exceptions.BinanceAPIException: APIError(code=-1013): Filter failure: MIN_NOTIONALSuggestion for a parameter that sets the max number of different coins that can be held, so that the bot not runs amok and spends all your funds on a ton of coins.
Also a parameter that sells the coin if held for longer than x minutes/hours could be useful for getting rid of stale coins that does not move.
Will all of the calls work with binance.us?
As far as I can tell in the API docs, you just have to pass tld='us' when creating a new client. I can test in a day or two if you aren't able to.
APIError(code=-1021): Timestamp for this request was 1000ms ahead of the server's time.
Hey guys,
It would be great to have a telegram bot sending messages in order to keep yourself updated.
What do you think?
I could implement the solution in the next few days but not sure if it's a useful feature except for me.
ETHUSDT has gained 21.425% in the last 5 minutes, calculating volume in USDT
preparing to buy 0.26192 ETHUSDT
Traceback (most recent call last):
File "/Users/miguelstevens/Desktop/bot/Binance Detect Moonings.py", line 299, in <module>
update_porfolio(orders, last_price, volume)
File "/Users/miguelstevens/Desktop/bot/Binance Detect Moonings.py", line 267, in update_porfolio
'symbol': orders[coin][0]['symbol'],
IndexError: list index out of range
Received this error, the console has been open for about an hour, all default settings are there, using testnet as well.
Found this handy for debug/sanity
print(f'not enough time has passed yet... Waiting {TIME_DIFFERENCE} minute(s)')
After a coin is sold via the bot, it updates coins_bought by updating it's entry in the list to None, and it saves in the JSON file as null.
We should probably have a null check to see if the entry in coins_bought is null? I just had another crash as the bot tried to use get a previously sold coin's TP/SL by checking coins_bought, but of course the entry was None and as it tried to access some property, it threw an exception.
I'd make a pull request, but I haven't forked this repository.
Is there a reason there isnt a second time difference?
In the scenario where it placed an order and it succesfully bought the coin it would make more sense to check the price for this coin/s more often than the initial time difference where it looks for a trend.
syntax error - "Line 134 print(f'not enough time has passed yet...')"
any fix?
Instead of taking profits on 6% gain, what about creating a new stop loss on 3% original gain? In that scenario, the order would not be sold on 6% but carry on until it hits 3% gain.
Every 5 minutes when the script checks if the price raised, it could create new stop loss instead of waiting/selling the ticker.
For some reason I don't understand yet - it could not sell the 2563 CKBUSDT it bought... through the binance interface i could only sell 2560 (but in the history it did buy 2563) ... does that make any sense?
CKBUSDT has gained 5.143% in the last 5 minutes, calculating volume in USDT
preparing to buy 2563 CKBUSDT
TP or SL reached, selling 2563 CKBUSDT...
APIError(code=-2010): Account has insufficient balance for requested action.
APIError(code=-1013): Filter failure: LOT_SIZE is a new error which happens after the sell_amount = coins_bought[coin]['volume']*99.25/100 is added. Some currencies are not able to be traded with this amount as they need a integer.
Hello,
when the bot is left running for some time very often an error is received deep into python request libraries:
Traceback (most recent call last):
File "C:\Users\Evgeni\Desktop\crypto\Binance-volatility-trading-bot\Binance Detect Moonings.py", line 323, in
orders, last_price, volume = buy()
File "C:\Users\Evgeni\Desktop\crypto\Binance-volatility-trading-bot\Binance Detect Moonings.py", line 190, in buy
volume, last_price = convert_volume()
File "C:\Users\Evgeni\Desktop\crypto\Binance-volatility-trading-bot\Binance Detect Moonings.py", line 154, in convert_volume
volatile_coins, number_of_coins, last_price = wait_for_price()
File "C:\Users\Evgeni\Desktop\crypto\Binance-volatility-trading-bot\Binance Detect Moonings.py", line 132, in wait_for_price
last_price = get_price()
File "C:\Users\Evgeni\Desktop\crypto\Binance-volatility-trading-bot\Binance Detect Moonings.py", line 107, in get_price
prices = client.get_all_tickers()
File "C:\Users\Evgeni\AppData\Local\Programs\Python\Python39\lib\site-packages\binance\client.py", line 568, in get_all_tickers
return self._get('ticker/price', version=self.PRIVATE_API_VERSION)
File "C:\Users\Evgeni\AppData\Local\Programs\Python\Python39\lib\site-packages\binance\client.py", line 365, in _get
return self._request_api('get', path, signed, version, **kwargs)
File "C:\Users\Evgeni\AppData\Local\Programs\Python\Python39\lib\site-packages\binance\client.py", line 328, in _request_api
return self._request(method, uri, signed, **kwargs)
File "C:\Users\Evgeni\AppData\Local\Programs\Python\Python39\lib\site-packages\binance\client.py", line 308, in _request
self.response = getattr(self.session, method)(uri, **kwargs)
File "C:\Users\Evgeni\AppData\Local\Programs\Python\Python39\lib\site-packages\requests\sessions.py", line 555, in get
return self.request('GET', url, **kwargs)
File "C:\Users\Evgeni\AppData\Local\Programs\Python\Python39\lib\site-packages\requests\sessions.py", line 542, in request
resp = self.send(prep, **send_kwargs)
File "C:\Users\Evgeni\AppData\Local\Programs\Python\Python39\lib\site-packages\requests\sessions.py", line 655, in send
r = adapter.send(request, **kwargs)
File "C:\Users\Evgeni\AppData\Local\Programs\Python\Python39\lib\site-packages\requests\adapters.py", line 498, in send
raise ConnectionError(err, request=request)
requests.exceptions.ConnectionError: ('Connection aborted.', ConnectionResetError(10054, 'An existing connection was forcibly closed by the remote host', None, 10054, None))
In such occasions the bot must be manually started again. Perhaps there can be a try/catch or something smarter to handle it :)
The bot does not check coin added in the innovation zone, for example SHIB (SHIBA) was listed will the bot was running, getting more that 3% increase and was not scanned by the bot.
Hi thanks for the bot. I'm running against TESTNET and changed variables to trigger a buy if coins moved more than 1% in 1 min (100USDT max). It just brought BNB since it said it gained 26.24% in the last 1 min which isn't right since that would mean it moved around $170 in the last minute. BNB price for the last hour has been between 650 and 665 so how could it move $170? The JSON said it brought it for $585.
Timestamp for the buy: 7:17PM EST. I included a screencap. Thanks for your help!
I've set the vars like this:
This could be user error. It appears to mean the buy amount is too small?
I only have a small amount ( $50 AUD ) in binance. Is there any error handling or workarounds? Thanks!
I wasn't sure where to post this, maybe CyberPunkMetalHead wants to post the link in the readme.txt
I've been using the bot and i'd like to discuss what values etc work well for other people. or for general questions
Regards
I've had the bot running for a few hours, worked around #1 by adding in a sleep, so it has been successfully buying crypto. The bot hadn't had the opportunity to sell until now and it failed to sell saying insufficient balance despite attempting to sell the exact amount it bought earlier:
DOGEUSDT has gained 3.106% in the last 5 minutes, calculating volume in USDT
preparing to buy 35.2 DOGEUSDT
TP or SL reached, selling 35.2 DOGEUSDT...
APIError(code=-2010): Account has insufficient balance for requested action.
May be an issue with python-binance? Can't see a reason binance would reject that though, I'll leave it running a bit longer and see if it triggers again, if it fails again I'll try a manual sell.
ใ
TRXUSDT has gained 56.956% in the last 5 minutes, calculating volume in USDT
preparing to buy 707.9 TRXUSDT
Traceback (most recent call last):
File "script.py", line 343, in <module>
orders, last_price, volume = buy()
File "script.py", line 228, in buy
test_order = client.create_test_order(symbol=coin, side='BUY', type='MARKET', quantity=volume[coin])
File "/home/ngetty/Binance-volatility-trading-bot/venv/lib/python3.8/site-packages/binance/client.py", line 1578, in create_test_order
return self._post('order/test', True, data=params)
File "/home/ngetty/Binance-volatility-trading-bot/venv/lib/python3.8/site-packages/binance/client.py", line 240, in _post
return self._request_api('post', path, signed, version, **kwargs)
File "/home/ngetty/Binance-volatility-trading-bot/venv/lib/python3.8/site-packages/binance/client.py", line 202, in _request_api
return self._request(method, uri, signed, **kwargs)
File "/home/ngetty/Binance-volatility-trading-bot/venv/lib/python3.8/site-packages/binance/client.py", line 197, in _request
return self._handle_response()
File "/home/ngetty/Binance-volatility-trading-bot/venv/lib/python3.8/site-packages/binance/client.py", line 230, in _handle_response
raise BinanceAPIException(self.response)
binance.exceptions.BinanceAPIException: APIError(code=-1021): Timestamp for this request was 1000ms ahead of the server's time.
Having a mode switch to use trailing stop losses and and then being able to set the percentages would be quite useful instead of a hardcoded value.
When the coin sells the portfolio json file appears to get overwritten and there is no record of the sell transaction. I would be good to just keep appending to that file so we see a history of all buy/sells transaction details. Thanks.
I Think its more informative when you know if the Program has been selling cause of a SL or TP. I will try to implement that feature : )
I got a wrong pricing for ETHUSDT: 150$
First of all thank you for creating this awesome script, but after the update is no longer working for me.
It will basically closed after this this issue is not seen on the previous version. Am I missing anything on the update? thanks again.
Hello, when it is ready to sell, the amount it tries to sell is always more than the available amount in my account. How can I solve this type of problem? For example, Iin coins_bought.json file the volume is 37.26 and in my account the amount I own is 37.23, something like that.
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
๐ Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
An Open Source Machine Learning Framework for Everyone
Django
The Web framework for perfectionists with deadlines.
Laravel
A PHP framework for web artisans
Bring data to life with SVG, Canvas and HTML. ๐๐๐
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
Some thing interesting about web. New door for the world.
A server is a program made to process requests and deliver data to clients.
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
Some thing interesting about visualization, use data art
Some thing interesting about game, make everyone happy.
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
Microsoft
Open source projects and samples from Microsoft.
Google
Google โค๏ธ Open Source for everyone.
Alibaba
Alibaba Open Source for everyone
D3
Data-Driven Documents codes.
Tencent
China tencent open source team.