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Commit 09325b2

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updated for latest python-binance (0.7.10)
1 parent 02c759a commit 09325b2

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5 files changed

+46
-57
lines changed

5 files changed

+46
-57
lines changed

‎pair_trading_percent.py‎

Lines changed: 12 additions & 20 deletions
Original file line numberDiff line numberDiff line change
@@ -1,11 +1,9 @@
11
import os
22
from time import sleep
33

4-
from binance.client import Client
5-
from binance.exceptions import BinanceAPIException, BinanceOrderException
6-
from binance.websockets import BinanceSocketManager
7-
from twisted.internet import reactor
84
import pandas as pd
5+
from binance import ThreadedWebsocketManager
6+
from binance.client import Client
97

108
# init
119
api_key = os.environ.get('binance_api')
@@ -19,13 +17,14 @@ def btc_pairs_trade(msg):
1917
if msg['e'] != 'error':
2018
price['BTCUSDT'].loc[len(price['BTCUSDT'])] = [pd.Timestamp.now(), float(msg['c'])]
2119
else:
22-
price['error']:True
20+
price['error']=True
2321

2422

2523
# init and start the WebSocket
26-
bsm = BinanceSocketManager(client)
27-
conn_key = bsm.start_symbol_ticker_socket('BTCUSDT', btc_pairs_trade)
24+
bsm = ThreadedWebsocketManager()
2825
bsm.start()
26+
bsm.start_symbol_ticker_socket(symbol='BTCUSDT', callback=btc_pairs_trade)
27+
2928

3029
## main
3130
while len(price['BTCUSDT']) == 0:
@@ -38,7 +37,8 @@ def btc_pairs_trade(msg):
3837
# error check to make sure WebSocket is working
3938
if price['error']:
4039
# stop and restart socket
41-
bsm.stop_socket(conn_key)
40+
bsm.stop()
41+
sleep(2)
4242
bsm.start()
4343
price['error'] = False
4444
else:
@@ -52,26 +52,18 @@ def btc_pairs_trade(msg):
5252
try:
5353
order = client.futures_create_order(symbol='ETHUSDT', side='SELL', type='MARKET', quantity=100)
5454
break
55-
except BinanceAPIException as e:
56-
# error handling goes here
57-
print(e)
58-
except BinanceOrderException as e:
59-
# error handling goes here
55+
except Exception as e:
6056
print(e)
6157

6258
elif df.price.iloc[-1] > min_price * 1.05:
6359
try:
6460
order = client.futures_create_order(symbol='ETHUSDT', side='BUY', type='MARKET', quantity=100)
6561
break
66-
except BinanceAPIException as e:
67-
# error handling goes here
68-
print(e)
69-
except BinanceOrderException as e:
70-
# error handling goes here
62+
except Exception as e:
7163
print(e)
64+
7265
sleep(0.1)
7366

7467

7568
# properly stop and terminate WebSocket
76-
bsm.stop_socket(conn_key)
77-
reactor.stop()
69+
bsm.stop()

‎pair_trading_price.py‎

Lines changed: 11 additions & 15 deletions
Original file line numberDiff line numberDiff line change
@@ -1,10 +1,9 @@
11
import os
22
from time import sleep
33

4+
import pandas as pd
5+
from binance import ThreadedWebsocketManager
46
from binance.client import Client
5-
from binance.exceptions import BinanceAPIException, BinanceOrderException
6-
from binance.websockets import BinanceSocketManager
7-
from twisted.internet import reactor
87

98
# init
109
api_key = os.environ.get('binance_api')
@@ -18,16 +17,16 @@ def btc_pairs_trade(msg):
1817
if msg['e'] != 'error':
1918
price['BTCUSDT'] = float(msg['c'])
2019
else:
21-
price['error']:True
20+
price['error']=True
2221

2322

2423
# init and start the WebSocket
25-
bsm = BinanceSocketManager(client)
26-
conn_key=bsm.start_symbol_ticker_socket('BTCUSDT', btc_pairs_trade)
24+
bsm = ThreadedWebsocketManager()
25+
bsm.start_symbol_ticker_socket(symbol='BTCUSDT', callback=btc_pairs_trade)
2726
bsm.start()
2827

29-
## main
3028

29+
## main
3130
while not price['BTCUSDT']:
3231
# wait for WebSocket to start streaming data
3332
sleep(0.1)
@@ -36,22 +35,19 @@ def btc_pairs_trade(msg):
3635
# error check to make sure WebSocket is working
3736
if price['error']:
3837
# stop and restart socket
39-
bsm.stop_socket(conn_key)
38+
bsm.stop()
39+
sleep(2)
4040
bsm.start()
4141
price['error'] = False
4242
else:
4343
if price['BTCUSDT'] > 10000:
4444
try:
4545
order = client.order_market_buy(symbol='ETHUSDT', quantity=100)
4646
break
47-
except BinanceAPIException as e:
48-
# error handling goes here
49-
print(e)
50-
except BinanceOrderException as e:
51-
# error handling goes here
47+
except Exception as e:
5248
print(e)
49+
5350
sleep(0.1)
5451

5552

56-
bsm.stop_socket(conn_key)
57-
reactor.stop()
53+
bsm.stop()

‎readme.rst‎

Lines changed: 3 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -4,6 +4,7 @@ Binance Python API – A Step-by-Step Guide - AlgoTrading101 Blog
44

55
This is the code used in `Binance Python API – A Step-by-Step Guide <https://algotrading101.com/learn/binance-python-api/>`_ published on the Algotrading101 Blog
66

7+
** The code and article were updated on June 28, 2021 to work with the latest version of Python-Binance (v0.7.10)
78
-----------------
89
Table of Contents
910
-----------------
@@ -31,12 +32,10 @@ Table of Contents
3132
Requirements
3233
------------
3334

34-
* `python <https://www.python.org>`_ >= 2.7, 3.4+
35-
* `python_binance <https://github.com/sammchardy/python-binance>`_ (tested to work with >= 0.7.5 )
35+
* `python <https://www.python.org>`_ >= 3.4+
36+
* `python_binance <https://github.com/sammchardy/python-binance>`_ (tested to work with >= 0.7.10 )
3637
* `bta_lib <https://github.com/mementum/bta-lib>`_ (tested to work with >= 1.0.0 )
3738
* `pandas <https://github.com/pandas-dev/pandas>`_ (tested to work with >= 1.0.3 )
38-
* Twisted (tested to work with >= 20.3.0 )
39-
* binance (tested to work with >= 0.3 )
4039

4140
-----------
4241
Author Info

‎requirements.txt‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1,3 +1,3 @@
1+
python_binance==0.7.10
12
bta_lib==1.0.0
23
pandas==1.0.3
3-
python_binance==0.7.5

‎websocket_stream.py‎

Lines changed: 19 additions & 17 deletions
Original file line numberDiff line numberDiff line change
@@ -1,42 +1,44 @@
1-
import os
21
from time import sleep
32

4-
from binance.client import Client
5-
from binance.websockets import BinanceSocketManager
6-
from twisted.internet import reactor
3+
from binance import ThreadedWebsocketManager
74

8-
# init
9-
api_key = os.environ.get('binance_api')
10-
api_secret = os.environ.get('binance_secret')
115

12-
client = Client(api_key, api_secret)
136
btc_price = {'error':False}
147

158
def btc_trade_history(msg):
169
''' define how to process incoming WebSocket messages '''
1710
if msg['e'] != 'error':
1811
print(msg['c'])
12+
1913
btc_price['last'] = msg['c']
2014
btc_price['bid'] = msg['b']
2115
btc_price['last'] = msg['a']
16+
btc_price['error'] = False
2217
else:
2318
btc_price['error'] = True
2419

2520

2621
# init and start the WebSocket
27-
bsm = BinanceSocketManager(client)
28-
conn_key = bsm.start_symbol_ticker_socket('BTCUSDT', btc_trade_history)
22+
bsm = ThreadedWebsocketManager()
2923
bsm.start()
3024

25+
# subscribe to a stream
26+
bsm.start_symbol_ticker_socket(callback=btc_trade_history, symbol='BTCUSDT')
27+
3128
# put script to sleep to allow WebSocket to run for a while
3229
# this is just for example purposes
33-
sleep(30)
30+
sleep(2)
3431

35-
# stop websocket
36-
bsm.stop_socket(conn_key)
32+
# add a second stream
33+
bsm.start_symbol_ticker_socket(callback=btc_trade_history, symbol='ETHUSDT')
34+
35+
# put script to sleep to allow WebSocket to run for a while
36+
# this is just for example purposes
37+
sleep(2)
3738

38-
# properly terminate WebSocket
39-
reactor.stop()
39+
# stop websocket
40+
bsm.stop()
4041

41-
# print out all the available WebSocket methods and details
42-
#help(BinanceSocketManager)
42+
sleep(2)
43+
# display more info about the various websocket streams
44+
help(ThreadedWebsocketManager)

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