Apr 20, · Building a Crypto Trading Bot with Python on Binance: A series of tutorials, blog posts, videos and discussion around Algo Trading with Cryptocurrency such as Bitcoin and Ethereum. Nov 12, · Cryptocurrency / Bitcoin Trading Bots in Python Algo / Automated Cryptocurrency Trading with Python-Based Open Source Software Guides and Instructional YouTube Videos by @BlockchainEng Joaquin Roibal focusing on crypto trading strategies such as Triangular Arbitrage, Market Making, etc. Once you know how Algorithmic trading Bitcoin python works, still, this has denaturized. While Algorithmic trading Bitcoin python is still the dominant cryptocurrency, in it’s blood group share of the whole crypto-market slowly fell from 90 to around 40 percent, and it sits around 50% as of September
Algo trading bitcoin pythonBinance Python API – A Step-by-Step Guide - AlgoTrading Blog
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Packages 0 No packages published. You signed in with another tab or window. Reload to refresh your session. You signed out in another tab or window. That means the account is not set up for trading futures.
It is easy to setup Futures trading on your account if it is not already enabled. From the main Binance login page, click on the Derivatives option in the top menu bar. From there, click on Futures which should take you to the Futures trading screen. There should be an option on that page to open a Futures account.
If you plan to make withdrawals from within your Python trading script, you will need to enable it. This is for security purposes. However, if you are running the script from your local machine, you could run into issues as most internet service providers do not offer static IP addresses. There are third-party solutions, such as noip. The easiest way to install the python-binance library is to use pip.
From the command line, simply type:. We recommend storing your API keys as environment variables. You can verify that the keys are saved right from the command prompt by launching Python. Here is an example:. And this is how you can store environment variables on a Mac or in a Linux environment using the terminal. We can later retrieve these values from within our Python trading script by using the os library. From there, you will have to create an account, even if you already have an account with Binance.
We only saw an option to log on with a GitHub account. These will be separate from the keys created in the previous step and will be used only to access your demo account. Choose the option to generate a HMAC key. In the next step, enter in descriptive name for your key.
After clicking generate, you will be taken to a screen that displays your key. The only difference is that you have to use a different URL to access Testnet. However, we will discuss a workaround in the next step. Please note, Test Network accounts get deleted typically at the start of each month. Any open trades will be wiped out. More details about the Spot Test Network can be found on the same page where you go to create your key. We will start up a client and check out four functions that detail different account balances.
We start with our imports. We will need the Client class from the python-binance library as well as the os library to retrieve the API keys that we stored as environment variables. And finally, we initialize our client and pass through the API key and secret. We are all set to start accessing the API at t his point. Unfortunately, the python-binance library does not have support for the demo environment previously discussed.
The above code will print out all of our account details for every currency available on the platform. It will also provide some other info such as the current commission rate and if your account is enabled for margin trading. This might be a bit too much information. If we are only interested in our BTC balance, we can use another endpoint.
Account balances for futures accounts are separate from the main balance and therefore require a different endpoint. Similarly, margin account details are separated as well.
Here is how you can access your margin account. Note that an exception will be raised if you have not activated a margin account. There are several methods to get the latest price for Bitcoin. The code above will print out a dictionary file that contains the symbol and the price. Here is an example output —. In a live Python trading script, we would likely need up to date price information for the asset that we are trading.
Fortunately, there is a better solution than constantly making requests to the API. It involves using Binance WebSocket. The Binance WebSocket requires us to only send a command once to open up a stream, and then data will automatically stream over as prices get updated. Twisted is the framework used in the library to access the WebSocket.
We will be using reactor to terminate the socket when the script is done. Next we grab our API details from the environment and start the client, similar to the prior example. A dictionary has also been declared, this will hold our latest price data. Then, we will create a function that will tell the socket manager what to do when it receives new data.
We are storing a few items to the dictionary file that we created earlier. This allows us to access the data outside the function. Aside from the latest price, bid, and ask, we also have error checking built in. This will let us know if there is an error with the Binance WebSocket, in which case we will need to restart it. It should look similar to the Trade History box that is on the Binance webpage under the spot trading section. In a live Python trading script, you will access the data from the dictionary file outside the function as opposed to printing the data to screen from the function.
The WebSocket can deliver various data. To get a full view of what is available, type the following in your Python terminal. This will list all the different methods available as well as give some information about the returned data. As you can see it gives a brief description, a link to the official Binance documentation about that function, and some details about the returned data.
This is how we were able to figure out that msg['b'] returns the best bid. Since b is the dictionary key for the best bid value. We want data that goes as far back as possible. Fortunately, there is a function within the library that allows us to determine the first available price point.
The output is saved to a variable. Next, we make the call for historical data. Once again we need to pass through the symbol and variable. Lastly, this function by default calls the last points of data.
In the background, this endpoint will continuously query the API in a loop, collecting price points at a time, until all data from the start point until today is returned. Binance began operations over the summer of , so that will likely be the earliest price point available.
The first involves using the JSON library. This will maintain the structure of the data which is a list of lists. If you want to keep this structure, this is the way to go. Make sure to import json.
The second method uses csv writer to save the list as a CSV file. Make sure to import csv. There is a bit more flexibility here. The last option is to utilize the export to CSV function of Pandas. It makes sense to use this option if you plan on holding your data in a DataFrame anyway. The date column has been set as an index which makes it a time-series indexed DataFrame.
It also removes an extra not needed index column when we go to save it as a CSV. In the futures market, you can enter a contract to buy a cryptocurrency at a later date. In fact, most futures traders never take ownership. Trading futures is mostly for speculative purposes, even though it was designed for other reasons.
The major advantage of trading futures is that you can short assets that you do not own. This can be useful in arbitrage and hedging strategies. Another aspect of futures trading is that it is done on margin. This means you only need to put up a portion of the trade value, allowing you to employ leverage.
Although with Binance, there is an option to trade spot markets on margin. Because of various carrying costs, the futures price usually differs from the main markets, or otherwise known as the spot price. However, the prices will usually converge by the expiration date of the futures contract. With Binance, a big advantage of trading futures is that the trading fees are quite a bit lower compared to spot. So there are quite a few reasons to trade the futures markets.
The Binance API uses a different endpoint for futures trading. Further, the futures functions within the library have been appropriately labeled to distinguish them from the spot markets. In the above code, we loaded our data from the CSV file we created earlier. Then we use the mean function to calculate the average on the close column. The rolling function allows us to set a period for the moving average. This all gets appended to the existing DataFrame.
This is what the result looks like. Or as of the last price point in the DataFrame. We can use the same mean function and just run it on the last 20 rows of the DataFrame like this:. There is a lot more Pandas can do. We can easily grab the highest price Bitcoin traded this year as follows —. The Binance API does not provide this info either. TA-LIB has been a popular library for some time. We recently got a chance to test out a new library — bta-lib.
This library was created by the author of Backtrader. There is a wrapper available but there is much less overhead going with a solution designed for Python. We now have a separate DataFrame that contains the values for the moving average. It looks like this:. Note that bta-lib will return an object to our sma variable. To access DataFrame is contained within it, simply type. We can duplicate the same function we had before and calculate the 20 moving average and attach it as a column to our original DataFrame like this.
Here is how we can calculate the RSI using the bta-lib library —. Once again, an object containing a df has been returned. We can access the very last value like this. The library we are using has a function that allows us to create test orders. We can make sure our syntax is correct without having to submit a live order.
This is very useful when you are getting to know the API. The reason being is that a timeInForce and price parameters are not used for market orders. Instead, a market order would look like this:.