PYTHON BINANCE API TRADING IA - EXAMPLE

What is an AI BOT trading? It's a software that trades for you. We must build the logic of the trading system.

If you want to help me you can choose to send me crypto currencies to my addresses indicated on the right of the blog or make a donation on gofundme.

This is a very trivial example of AI for trading. It is based only on book order volumes and two moving averages over a 5 minute time frame. 

I am developing algorithms for the recognition of graphic patterns, the management of the MACD (an example of MACD is already present in this blog). 

The function of the Pivot Point is already automated: my Pivot Point algorithm decides which is the right candle from which to extrapolate all the resistances and supports as well as the p.p.(.exe program for Windows here).

from binance.client import Client
from binance.enums import *
import string
import time
import dateparser
import sys

def accesso():
    f=open('chiavi.dat','r') #text file : pubblicAPIkey-privateAPIkey
    rawkeys=f.read()
    f.close()
    k=rawkeys.split('-')
    cl=Client(api_key=k[0], api_secret=k[1])
    return cl

def ultimoPrezzo(cl,coppia):
    lP=0.0
    while True:
        try:
            vPrz=cl.get_all_tickers()
            break
        except:
            print("Ticker connection - error")
    for i in range(len(vPrz)):
        if vPrz[i]['symbol']==coppia.upper():
            lP=vPrz[i]['price']
    return lP

def verificaTF(cl,tf):
    ok=False
    while True:
        try:
            t = cl.get_server_time()
            break
        except:
            print("Server Time Error")
    ms=str(t['serverTime'])
    data=dateparser.parse(ms)
    data=str(data)
    oD=data.split(" ")
    orario=oD[1].split(":")
    if tf=='4H':
        i=0
        d=4
    elif tf=='30M':
        i=1
        d=30
    elif tf=='15M':
        i=1
        d=15
    elif tf=='5M':
        i=1
        d=5
    resto=float(orario[i])%d
    if resto==0 and (int(orario[2])==0):
        ok=True
        time.sleep(10)
    return ok,oD[1]

def book(cl,cp):
    bidsPrice=[]
    asksPrice=[]
    while True:
        try:
            libro = cl.get_order_book(symbol=cp.upper())
            break
        except:
            print("book connection - error")
    for i in range(len(libro)):
        sumBidsVol=float(libro['bids'][i][1])
        sumAsksVol=float(libro['asks'][i][1])
    for i in range(30):
        bidsPrice.append(float(libro['bids'][i][0]))
        asksPrice.append(float(libro['asks'][i][0]))
    return bidsPrice, asksPrice,sumBidsVol,sumAsksVol

def MA(dati,periodo):
    prezzi=[]
    for i in range(len(dati)):
        prezzi.append(float(dati[i]))
    ris=0
    for i in range(periodo):
        ris=ris+prezzi[i]
    ris=ris/periodo
    return ris

def recuperoPrezzi(cl,coppia):
    vPrezzi=[]
    while True:
        try:
            vTot=cl.get_klines(symbol=coppia.upper(), interval=Client.KLINE_INTERVAL_5MINUTE)
            break
        except:
            print("kLines errore")
    for i in range(len(vTot)):
        vPrezzi.append(vTot[i][4])
    return vPrezzi

def main(coppia,diff):
    cl=accesso()
    vP=recuperoPrezzi(cl,coppia)
    buy=False
    sell=False
    inOp=False
    while True:
        stampa,ora=verificaTF(cl,'5M')#5M 15M 30M 4H
        prezzo = ultimoPrezzo(cl,coppia)
        if stampa:
            print("Prezzo ",prezzo," - ",ora)
            ma3=MA(vP,3)
            ma14=MA(vP,14)
            print("MA3 ",ma3,"\nMA14 ",ma14)
            vP.append(prezzo)
            bidsP,asksP,sumBV,sumAV=book(cl,coppia)#asset name
            f=open("dati.dat","a")
            stringa=str(prezzo)+","+str(ma3)+","+str(ma14)+","+str(ora)+"\n"
            f.write(stringa)
            f.close()
            if ((float(sumBV)-float(sumAV)) > 0) and (ma3>ma14) and not(inOp):
                print("BUY ",prezzo," ",ora)
                prezzoB=prezzo
                buy=True
                inOp=True
                sell=False
            elif ((float(sumBV)-float(sumAV)) < 0) and (ma3<ma14) and not(inOp):
                prezzoS=prezzo
                print("SELL ",prezzo," ",ora)
                buy=False
                inOp=True
                sell=True
        if buy:
            prezzo=ultimoPrezzo(cl,coppia)
            if float(prezzo)>(float(prezzoB)+float(diff)) :
                print("Preso Buy ",prezzoB," ",prezzo," ",ora)
                f=open("operazioni.dat","a")
                stringa="Prezzo Buy "+str(prezzoB)+" uscita: "+str(float(prezzoB)+float(diff))+"\n"
                f.write(stringa)
                f.close()
                buy=False
                inOp=False
        if sell:
            prezzo=ultimoPrezzo(cl,coppia)
            if float(prezzo)<(float(prezzoS)-float(diff)):
                print("Preso sell ",prezzoS," ",prezzo," ",ora)
                f=open("operazioni.dat","a")
                stringa="Prezzo Sell "+str(prezzoS)+" uscita: "+str(float(prezzoS)-float(diff))+"\n"
                f.write(stringa)
                f.close()
                sell=False
                inOp=False
#name asset takeprofit
main(sys.argv[1],sys.argv[2])

Sorry, alittle mistake in def MA: replace this with the one in the main listing.

def MA(dati,periodo):
    ris=0
    i=len(dati)-1
    for c in range(periodo):
        prezzo=(float(dati[i]))
        ris=ris+prezzo
        i-=1
    ris=ris/periodo
    return ris