This repository, contains a trading bot written in python (v3.8) for Binance. It is distributed under GPLv3.0 licence. It provides a framework to test strategies on live data in a fully controllable environment (e.g.). The main interest of this framework is to test different trading strategies and to be able to paper trade before going live.
First, check that you have the following dependencies installed:
- TA-Lib (not mandatory)
- pip dependencies :
pip3 install -r requirements.txt
Then, download or git clone the project, and you are ready to go!
You can also use the Dockerfile to build a working container. First, go inside the project folder, then :
sudo docker build -t pctb:Dockerfile .
Then you can work inside the container using : sudo docker run -it pctb:Dockerfile. It will get you inside the project folder.
You can use python3 main.py to see if everything is working correctly.
Run the script with python3 main.py and the basic example should start. The script can take the following arguments:
- -t, --timeframe: The timeframe (type: string | default: "15m")
- -u, --runUntil: (type: datetime.fromisoformat | default: now() + 1 day)
- -s, --symbols: (type: string | default: "./symbol_list.csv")
- Candlesticks
- HeikinAshi
- Wallets & Orders for paper trading
- Custom Indicators (+ Ichimoku Cloud)
- Custom strategies
- Moving stop-losses
/
/outputs # Root folder of the project
/outputs/graphs/ # Folder containing the output files generated by the bot
/outputs/logs/ # Regroup logs - One log generated by run
/.gitignore # List of files excluded from the git repository
/BinanceAPI.py # Class used as interface between bot internal logic and binance API
/clean_log.sh # Script to delete files from ./outputs, keeping folder structure
/gpl-3-licence.md # Full version of GPLv3 Licence
/indicators.py # Module regrouping computation of technical indicators
/Klines.py # Class that retreives data from exchanges
/main.py # Main script containing working examples
/Orders.py # Class used to store orders
/README.md # File containing extended desciption of this project
/requirements.py # List of all pip modules used for the project
/statistics.py # Module embedding functions that compute statistical metrics
/strategies.py # Module regrouping different strategies to deploy while the bot is running
/TODO.md # List of tasks to complete or improve the project
/WalletManager.py # Class keeping track of the different wallets
/Wallets.py # Class responsible for coordinating orders and funds
The code is pretty short, simple and verbose. In case you need more information, do not hesitate to contact me. In case people show an interest, I will consider extending the documentation.
The examples given in the project use TA-Lib. If you do not want or cannot install it, you can safely remove occurences of talib from the
code and implement your own indicators.
Currently, I do not plan to plug other exchanges. However, if people are interested I can add an interface with CCXT.
To simplify coding, I made a few approximations:
- USDT is considered equivalent to USD
- The most expensive commission is always used (commission_fee_taker)
- Minimal safeguards in case of error codes from binance API
This module should not be used. I left it in the project because it gives some examples on how to push orders on Binance using a set of public/private key and how to construct "valid" request (which is not trivial).
This project is considered on hold until there is an emerging interest from the community. Still, I will look at opened issues and try to answer questions that may arise.
BTC Address : 3D1x1LZgSDiHTrtmuiyJkgVNskDi2jmgpx
Tether Address : 0x226711865b5051C8Db322C64649156BC0491c592
Dai Address : 0x628d0b5ffA6548DdDd268Ad00788bC5090b23c48
