Hey.

How can I get kline updates every second, like in the api implementation? https://binance-docs.github.io/apidocs/spot/en/#trade-streams

Or how can I get tick updates?

Hello,
Have you maybe plan to add binance futures to backtrader_binance? :)
I'm strugged with add changes for it. But my skill of python is to low :(

I have done for now only: using futures data, running strategy in multiproceses and checking assets on futures account for each threaded pair coins.
But I need to also somehow creates bracket orders:

• BUY with market TP and SL (canceled all when one of them will be filled)
• SELL with market TP and SL (canceled all when one of them will be filled)
• receiving information about canceletion (for SELL or BUY brackets orders) - probably from user_stream_data (or sth. like this) to close also a position in backtrader strategy.

Can you somehow help me with understand how to do this? Or maybe you are working on this as a next version of backtrader_binance? :)

Thanks in advance for any feedback! ;)
BR, Piotr

If not, i would like to try developing it, i'm kinda new to the technology but the package looks pretty good and clean :)

Sorry I'm new to backtrader.

Is there any way to use this package to test strategy on past data without placing real order?

Hello,
thank you for your work. It appears that when I try the example code on Binance Spot (not the testnet) I have a BinanceApiException. Account has insufficient balance for requested action.

I am looking at testing the algorithm with 100 EUR and targeting ETH/EUR.

What should be the minimum initial cash ? Can it be a parameter (like in fastquant).

Thanks

I have added proxies parameer code in binance_store.py, eg:
def init(self, api_key, api_secret, coin_refer, coin_target, testnet=False, retries=5):
proxies = {
"http": "127.0.0.1:19180",
"https": "127.0.0.1:19180"
}
# self.binance = Client(api_key, api_secret, testnet=testnet)
self.binance = Client(api_key, api_secret, testnet=testnet, requests_params={"proxies": proxies})
print(self.binance.get_account())
and I have print my account message, such as:

but my code also print error message, as follows:

Can you help me?

@retry def get_symbol_info(self, symbol): return self.binance.get_symbol_info(symbol)

returns None
This leads to a TypeError: 'NoneType' object is not subscriptable error when you run
store = BinanceStore( api_key=BINANCE.get("key"), api_secret=BINANCE.get("secret"), coin_refer=COIN_REFER, coin_target=COIN_TARGET, testnet=True )

Can you help adapt the binance perpetual contract?

hi,
thanks for a nice library! Ive played around with it for a bit and the example script for live trading seems to work ok. But I dont see how to use it to download data for backtests. is this supported? Also, any suggestions on how to use it for multi-asset trading?

class RSIStrategy(bt.Strategy):
def init(self):
self.rsi = bt.indicators.RSI(period=14) # RSI indicator

def next(self):

    print('Open: {}, High: {}, Low: {}, Close: {}'.format(
        self.data.open[0],
        self.data.high[0],
        self.data.low[0],
        self.data.close[0]))
    print('RSI: {}'.format(self.rsi[0]))

    if not self.position:
        if self.rsi < 30:  # Enter long
            self.buy()
    else:
        if self.rsi > 70:
            self.sell()  # Close long position

How to change it to an EMA policy or a Bolling policy in this instance，I change the bt.indicators.rsi as bt.indicators.ema it casus problems.

I change testnet=False to testnet=True in the example which you give and run, and then I receive one data, but I can't receive any data after that.
It seem that when testnet=False , websocket will be disconnected after a few seconds and will never be connected again. However I can receive data normally when testnet=True, and I can also use class ThreadedWebsocketManager normally when testnet=False in other programs.