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Syntax+for+classes

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9 views3 pages

Syntax+for+classes

Uploaded by

aqsa.domination
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as TXT, PDF, TXT or read online on Scribd
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from binance.

client import Client


import pandas as pd

api = "9UYJPTED0bWVQouENWgS7M6thgcKtRTMhiMCPQybDQuNz0nQsFm0nxbjUhGlAU6w"
api_secret = "vmIEIusaeENTVqcLMcz2fs5i3pwNmxh97D6HGxneoBAF7jYzefl00tSax5tUWZv7"

client = Client(api,api_secret,tld="com",testnet=True)

class Bot:
def __init__(self,symbol,volume,no_of_safty_orders,proportion,profit_target):
self.symbol = symbol
self.volume = volume
self.no_of_safty_orders = no_of_safty_orders
self.proportion = proportion
self.profit_target = profit_target

def get_balance(self):
x = client.get_account()
df = pd.DataFrame(x['balances'])
print(df)

def get_curr_value(self,symbol):
price = client.get_symbol_ticker(symbol=symbol)
return price["price"]

def market_order(self,symbol, volume, direction):


if direction == "buy":
order = client.create_order(
symbol=symbol,
side=Client.SIDE_BUY,
type=Client.ORDER_TYPE_MARKET,
quantity=volume
)

return order['fills']
if direction == "sell":
order = client.create_order(
symbol=symbol,
side=Client.SIDE_SELL,
type=Client.ORDER_TYPE_MARKET,
quantity=volume
)
print(order['fills'])

# df1 = pd.DataFrame(columns=['price','qty'])
# df2 = pd.DataFrame(columns=['price','qty'])
#
#
# while True:
# x = market_order("BTCUSDT",0.001,"buy")
# df2.loc[0,'price'] = float(x[0]['price'])
# df2.loc[0, 'qty'] = float(x[0]['qty'])
# df1 = pd.concat([df1,df2],ignore_index=True)
# print(df1)

def cal_dev_from_initial_price(self,symbol, df):


curr_price = float(self.get_curr_value(symbol))
init_price = float(df.price[0])
pct_change = ((curr_price - init_price) / init_price) * 100
return pct_change

def cal_pct_profit(self,symbol, df):


total_profit = 0
total_value_of_coins = 0
current_price = float(self.get_curr_value(symbol))

for index in df.index:


initial_value = float(df.loc[index, "price"]) * float(df.loc[index,
"qty"])
current_value = current_price * float(df.loc[index, "qty"])
profit = current_value - initial_value
total_profit += profit
total_value_of_coins += initial_value
return (total_profit / total_value_of_coins) * 100

def sell_all(self,symbol, df):


volume = round(float(df["qty"].sum()),3)
self.market_order(symbol, volume, "sell")

def run(self):
while True:
df1 = pd.DataFrame(columns=['price', 'qty'])
df2 = pd.DataFrame(columns=['price', 'qty'])
x = self.market_order(self.symbol, self.volume, "buy")
try:
df2.loc[0, 'price'] = float(x[0]['price'])
df2.loc[0, 'qty'] = float(x[0]['qty'])
df1 = pd.concat([df1, df2], ignore_index=True)
except:
pass

curr_no_of_safty_orders = 0
multiplied_volume = self.volume * 2
deviation = -1
next_price_level = -1

while True:
dev = self.cal_dev_from_initial_price(self.symbol, df1)
print(f"Deviation : {dev}")
if dev <= next_price_level * self.proportion:
if curr_no_of_safty_orders < self.no_of_safty_orders:
try:
x = self.market_order(self.symbol, multiplied_volume,
"buy")
df2.loc[0, 'price'] = float(x[0]['price'])
df2.loc[0, 'qty'] = float(x[0]['qty'])
df1 = pd.concat([df1, df2], ignore_index=True)
except:
pass

multiplied_volume *= 2
deviation *= 2
next_price_level += deviation
curr_no_of_safty_orders += 1

pct_profit = self.cal_pct_profit(self.symbol, df1)


print(f"pct_profit : {pct_profit}")
print(df1)
if pct_profit >= self.profit_target:
self.sell_all(self.symbol, df1)
break

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