"""Live trading skeleton: stream Binance kline ticks → incremental indicators → signals. This example connects to Binance's public WebSocket feed (no API key needed) and runs RSI / MACD / Bollinger Bands on the close prices coming in. When the RSI crosses common overbought / oversold thresholds *and* the MACD histogram confirms the direction, a `Signal` event is printed. No orders are placed. Run with:: python -m examples.python.live_trading --symbol BTCUSDT --interval 1m Dependencies:: pip install websockets """ from __future__ import annotations import argparse import asyncio import json import logging import signal import sys from dataclasses import dataclass from typing import Optional import wickra as ta try: import websockets except ImportError: print("This example needs the `websockets` package: pip install websockets", file=sys.stderr) raise BINANCE_WS = "wss://stream.binance.com:9443/stream" @dataclass class Snapshot: rsi: Optional[float] macd_hist: Optional[float] bb_upper: Optional[float] bb_middle: Optional[float] bb_lower: Optional[float] close: float class StrategyState: """Holds one streaming instance of each indicator and computes signals.""" def __init__(self) -> None: self.rsi = ta.RSI(14) self.macd = ta.MACD() self.bb = ta.BollingerBands(20, 2.0) def update(self, close: float) -> Snapshot: rsi = self.rsi.update(float(close)) macd_v = self.macd.update(float(close)) bb_v = self.bb.update(float(close)) return Snapshot( rsi=rsi, macd_hist=macd_v[2] if macd_v else None, bb_upper=bb_v[0] if bb_v else None, bb_middle=bb_v[1] if bb_v else None, bb_lower=bb_v[2] if bb_v else None, close=float(close), ) def emit_signal(snap: Snapshot, log: logging.Logger) -> None: if snap.rsi is None or snap.macd_hist is None or snap.bb_upper is None: return if snap.rsi > 70 and snap.macd_hist < 0 and snap.close >= snap.bb_upper: log.warning( "SELL candidate: rsi=%.1f hist=%.4f close=%.4f >= bb_upper=%.4f", snap.rsi, snap.macd_hist, snap.close, snap.bb_upper, ) elif snap.rsi < 30 and snap.macd_hist > 0 and snap.close <= snap.bb_lower: log.warning( "BUY candidate: rsi=%.1f hist=%.4f close=%.4f <= bb_lower=%.4f", snap.rsi, snap.macd_hist, snap.close, snap.bb_lower, ) async def run(symbol: str, interval: str) -> None: stream = f"{symbol.lower()}@kline_{interval}" url = f"{BINANCE_WS}?streams={stream}" log = logging.getLogger("wickra-live") state = StrategyState() log.info("Connecting to %s", url) async with websockets.connect(url, ping_interval=20) as ws: log.info("Connected, listening for %s klines", stream) async for raw in ws: envelope = json.loads(raw) payload = envelope.get("data", {}) k = payload.get("k", {}) close = float(k.get("c")) is_closed = bool(k.get("x")) snap = state.update(close) log.info( "%s close=%.4f rsi=%s hist=%s bb=%s", "BAR" if is_closed else "tick", close, f"{snap.rsi:.1f}" if snap.rsi else "--", f"{snap.macd_hist:+.4f}" if snap.macd_hist else "--", f"{snap.bb_lower:.2f}/{snap.bb_middle:.2f}/{snap.bb_upper:.2f}" if snap.bb_upper else "--", ) emit_signal(snap, log) def parse_args() -> argparse.Namespace: p = argparse.ArgumentParser(description=__doc__.splitlines()[0] if __doc__ else None) p.add_argument("--symbol", default="BTCUSDT", help="trading pair") p.add_argument("--interval", default="1m", help="Binance kline interval") p.add_argument("--verbose", action="store_true") return p.parse_args() def main() -> int: args = parse_args() logging.basicConfig( level=logging.DEBUG if args.verbose else logging.INFO, format="%(asctime)s %(levelname)s %(message)s", ) loop = asyncio.new_event_loop() # Translate Ctrl+C into a clean loop stop. for sig in (signal.SIGINT, signal.SIGTERM): try: loop.add_signal_handler(sig, loop.stop) except NotImplementedError: pass # Windows does not support add_signal_handler for SIGTERM. try: loop.run_until_complete(run(args.symbol, args.interval)) except KeyboardInterrupt: pass finally: loop.close() return 0 if __name__ == "__main__": sys.exit(main())