How to send orders to Binance

PiSquared

Re: Anyone use backtrader to do live trading on Bitcoin exchange?

Hi guys,

Does anyone know how to send buy orders to Binance successfully?

Streaming prices from Binance works like a charm but for some reason Binance does not seem to do anything with my private API, required for sending orders.

My code:

cerebro = bt.Cerebro()
    
broker_config = {
    'apiKey': '*******************',
    'secret': '*******************',
    'nonce': lambda: str(int(time.time() * 1000))
}

broker = bt.brokers.CCXTBroker(exchange='binance', currency='USDT', config=broker_config)
cerebro.setbroker(broker)

hist_start_date = datetime.utcnow() - timedelta(minutes=3)

feed = bt.feeds.CCXT(exchange='binance',
                           symbol='ETH/USDT',
                           name='eth_usdt_min', 
                           timeframe=bt.TimeFrame.Minutes,
                           fromdate=hist_start_date,
                           compression=1,        
                           ohlcv_limit=99999     # required to make calls to binance exchange work
                           )
 
cerebro = bt.Cerebro()
cerebro.adddata(feed)
cerebro.addstrategy(strategy=TestStrategy, **params)
backtest = cerebro.run()

Running this code with a very simpe TestStrategy that contains a self.buy() returns this:

START

***** NEXT: 2018-03-29 08:32:00 Symbol:  eth_usdt_min Open:  415.71 High:  415.98 Low:  415.09 Close:  415.09 Volume:  89.91961 Minute 3

***** NEXT: 2018-03-29 08:33:00 Symbol:  eth_usdt_min Open:  415.57 High:  415.71 Low:  415.57 Close:  415.71 Volume:  4.61725 Minute 4

2018-03-29 - 08:33:00, BUY! -- 0.002405523080993962
2018-03-29 - 08:34:00, ORDER SUBMITTED
2018-03-29 - 08:34:00, ORDER ACCEPTED
2018-03-29 - 08:34:00, ORDER COMPLETED

However, when I go to Binance I do not see any order executed.

It looks like there something wrong in these lines of code:

broker = bt.brokers.CCXTBroker(exchange='binance', currency='USDT', config=broker_config)
cerebro.setbroker(broker)

Any suggestions how to send orders to Binance successfully?

Thanks!!

黄光裕

No one has ever met such a good question? How to solve this problem?

backtrader

You probably want to ask in this thread, where the CCXT development was discussed

https://community.backtrader.com/topic/623/anyone-use-backtrader-to-do-live-trading-on-bitcoin-exchange