bot.py

import websocket, json, pprint, talib, numpy
import config
from binance.client import Client
from binance.enums import *
import telegram_send

SOCKET = "wss://stream.binance.com:9443/ws/ethusdt@kline_1m"


RSI_PERIOD = 14 #! this 14 means the indicator is calculated using the last 14 candles or last 14 bars on the price chart(Default is 14). 
RSI_OVERBOUGHT = 70 #! this 70 means if the rsi calculation's result is 70, it defines its overbought. so its time to Sell!! (Default is 70)
RSI_OVERSOLD = 30 #! this 30 means if the rsi calculation's result is 30, it defines its oversold. so its time to Buy!! (Default is 30)
TRADE_SYMBOL = "ETHUSD" #! this ETHUSD means which coin or stock that will trade (Symbols from binance) (Default is ETHUSD but can be any coin)
TRADE_QUANTITY = 0.001 #! this 0.010 means how many piece to buy (etc: 0.001 eth = 38,63334 TL)

closes = []
in_position = False

client = Client(config.API_KEY, config.API_SECRET, tld="us")

def order(side, quantity, symbol, order_type=ORDER_TYPE_MARKET):
    try:
        print("Sending order...")
        order = client.create_order(
        symbol=symbol, 
        side=side,
        type=order_type,
        quantity=quantity
        )
        
        print(order)
    except Exception as e:
        return False
        print(e)
    return True

def on_open(ws):
    print("opened connection")

def on_close(ws):
    print("closed connection")

def on_message(ws, message):
    global closes, in_position
    
    print('received message')
    json_message = json.loads(message)
    pprint.pprint(json_message)

    candle = json_message['k']

    is_candle_closed = candle['x']
    close = candle['c']

    if is_candle_closed:
        print("candle closed at {}".format(close))
        closes.append(float(close))
        print("closes")
        print(closes)

        if len(closes) > RSI_PERIOD:
            np_closes = numpy.array(closes)
            rsi = talib.RSI(np_closes, RSI_PERIOD)
            print("all rsis calculated so far")
            print(rsi)
            last_rsi = rsi[-1]
            print("the current rsi is{}".format(last_rsi))

            if last_rsi > RSI_OVERBOUGHT:
                if in_position:
                    print("Its time so SELL!! SELL!! SELL!!")
                    order_succeeded = order(SIDE_SELL, TRADE_QUANTITY, TRADE_SYMBOL)
                    if order_succeeded:
                        in_position = False
                else:
                    print("It is OVERBOUGHT, but we dont own any, nothing to do")

            if last_rsi < RSI_OVERSOLD:
                if in_position:
                    print("It is OVERSOLD, but you already own it, noting to do")
                else:
                    print("Oversold!! Its time to BUY!! BUY!! BUY!!")
                    order_succeeded = order(SIDE_BUY, TRADE_QUANTITY, TRADE_SYMBOL)
                    if order_succeeded:
                        in_position = True

ws = websocket.WebSocketApp(SOCKET, on_open=on_open, on_close=on_close, on_message=on_message)
ws.run_forever()