chore(examples): rename live_trading examples to live_binance (#301)
The examples stream a live Binance feed into the indicators and print signals;
they place no orders, so 'live_trading' overstated them and was inconsistent
with the C/Go/R examples already named live_binance. Rename the Python/Node/WASM
files to live_binance.* and update every reference, run command, header, and the
project-tree listings. Accurate use-case wording ('suitable for live trading
bots') and the risk disclaimers are left unchanged.
This commit is contained in:
kingchenc
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"""Live Binance feed: stream Binance kline ticks → incremental indicators → signals.
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This example connects to Binance's public WebSocket feed (no API key needed)
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and runs RSI / MACD / Bollinger Bands on the close prices coming in. When the
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RSI crosses common overbought / oversold thresholds *and* the MACD histogram
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confirms the direction, a `Signal` event is printed. No orders are placed.
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Run with::
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python -m examples.python.live_binance --symbol BTCUSDT --interval 1m
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Dependencies::
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pip install websockets
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"""
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from __future__ import annotations
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import argparse
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import asyncio
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import json
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import logging
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import re
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import signal
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import sys
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from dataclasses import dataclass
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from typing import Optional
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import wickra as ta
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try:
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import websockets
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except ImportError:
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print("This example needs the `websockets` package: pip install websockets", file=sys.stderr)
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raise
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BINANCE_WS = "wss://stream.binance.com:9443/stream"
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# Kline intervals the public Binance WebSocket API recognises.
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VALID_INTERVALS = frozenset(
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{
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"1s", "1m", "3m", "5m", "15m", "30m",
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"1h", "2h", "4h", "6h", "8h", "12h",
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"1d", "3d", "1w", "1M",
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}
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)
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# A Binance symbol is strictly alphanumeric (e.g. BTCUSDT).
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_SYMBOL_RE = re.compile(r"^[A-Za-z0-9]+$")
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def validate_args(symbol: str, interval: str) -> None:
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"""Reject a symbol or interval that is not safe to splice into the WS URL.
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Both values are interpolated straight into the stream name and URL, so an
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unexpected value would otherwise produce a confusing connection failure.
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Validating up front keeps the URL well-formed without needing to escape it.
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Raises:
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ValueError: if ``symbol`` is not strictly alphanumeric, or ``interval``
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is not one Binance recognises.
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"""
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if not _SYMBOL_RE.match(symbol):
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raise ValueError(
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f"invalid --symbol {symbol!r}: expected only letters and digits, "
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"e.g. BTCUSDT"
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)
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if interval not in VALID_INTERVALS:
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raise ValueError(
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f"invalid --interval {interval!r}: expected one of "
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+ ", ".join(sorted(VALID_INTERVALS))
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)
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@dataclass
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class Snapshot:
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rsi: Optional[float]
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macd_hist: Optional[float]
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bb_upper: Optional[float]
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bb_middle: Optional[float]
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bb_lower: Optional[float]
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close: float
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class StrategyState:
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"""Holds one streaming instance of each indicator and computes signals."""
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def __init__(self) -> None:
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self.rsi = ta.RSI(14)
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self.macd = ta.MACD()
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self.bb = ta.BollingerBands(20, 2.0)
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def update(self, close: float) -> Snapshot:
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rsi = self.rsi.update(float(close))
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macd_v = self.macd.update(float(close))
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bb_v = self.bb.update(float(close))
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return Snapshot(
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rsi=rsi,
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macd_hist=macd_v[2] if macd_v else None,
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bb_upper=bb_v[0] if bb_v else None,
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bb_middle=bb_v[1] if bb_v else None,
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bb_lower=bb_v[2] if bb_v else None,
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close=float(close),
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)
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def emit_signal(snap: Snapshot, log: logging.Logger) -> None:
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if snap.rsi is None or snap.macd_hist is None or snap.bb_upper is None:
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return
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if snap.rsi > 70 and snap.macd_hist < 0 and snap.close >= snap.bb_upper:
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log.warning(
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"SELL candidate: rsi=%.1f hist=%.4f close=%.4f >= bb_upper=%.4f",
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snap.rsi, snap.macd_hist, snap.close, snap.bb_upper,
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)
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elif snap.rsi < 30 and snap.macd_hist > 0 and snap.close <= snap.bb_lower:
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log.warning(
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"BUY candidate: rsi=%.1f hist=%.4f close=%.4f <= bb_lower=%.4f",
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snap.rsi, snap.macd_hist, snap.close, snap.bb_lower,
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)
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async def run(symbol: str, interval: str) -> None:
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stream = f"{symbol.lower()}@kline_{interval}"
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url = f"{BINANCE_WS}?streams={stream}"
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log = logging.getLogger("wickra-live")
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state = StrategyState()
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log.info("Connecting to %s", url)
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async with websockets.connect(url, ping_interval=20) as ws:
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log.info("Connected, listening for %s klines", stream)
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async for raw in ws:
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envelope = json.loads(raw)
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payload = envelope.get("data", {})
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k = payload.get("k", {})
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if not k or "c" not in k:
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# Subscription acks, heartbeats and error frames carry no
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# kline payload — skip them instead of crashing on
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# float(None) the moment the stream opens.
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log.debug("skipping non-kline frame: %s", raw)
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continue
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close = float(k.get("c"))
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is_closed = bool(k.get("x"))
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snap = state.update(close)
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log.info(
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"%s close=%.4f rsi=%s hist=%s bb=%s",
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"BAR" if is_closed else "tick",
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close,
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f"{snap.rsi:.1f}" if snap.rsi is not None else "--",
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f"{snap.macd_hist:+.4f}" if snap.macd_hist is not None else "--",
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f"{snap.bb_lower:.2f}/{snap.bb_middle:.2f}/{snap.bb_upper:.2f}"
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if snap.bb_upper is not None
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else "--",
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)
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emit_signal(snap, log)
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def parse_args() -> argparse.Namespace:
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p = argparse.ArgumentParser(description=__doc__.splitlines()[0] if __doc__ else None)
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p.add_argument("--symbol", default="BTCUSDT", help="trading pair")
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p.add_argument("--interval", default="1m", help="Binance kline interval")
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p.add_argument("--verbose", action="store_true")
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return p.parse_args()
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def main() -> int:
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args = parse_args()
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try:
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validate_args(args.symbol, args.interval)
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except ValueError as exc:
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print(f"error: {exc}", file=sys.stderr)
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return 2
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logging.basicConfig(
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level=logging.DEBUG if args.verbose else logging.INFO,
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format="%(asctime)s %(levelname)s %(message)s",
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)
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loop = asyncio.new_event_loop()
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# Translate Ctrl+C into a clean loop stop.
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for sig in (signal.SIGINT, signal.SIGTERM):
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try:
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loop.add_signal_handler(sig, loop.stop)
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except NotImplementedError:
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pass # Windows does not support add_signal_handler for SIGTERM.
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try:
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loop.run_until_complete(run(args.symbol, args.interval))
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except KeyboardInterrupt:
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pass
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finally:
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loop.close()
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return 0
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if __name__ == "__main__":
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sys.exit(main())
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