"""Live Binance feed: stream Binance kline ticks -> incremental indicators -> signals. This example streams Binance's public kline feed (no API key needed) through Wickra's **native** ``BinanceFeed`` 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 is printed. No orders are placed. There is **no third-party dependency** — the WebSocket client is built into Wickra. Just:: python -m examples.python.live_binance --symbol BTCUSDT --interval 1m """ from __future__ import annotations import argparse import logging import re import sys from dataclasses import dataclass from typing import Optional import wickra as ta # Binance kline interval -> the integer code BinanceFeed expects (the same order # in every Wickra binding). INTERVAL_CODES = { "1s": 0, "1m": 1, "3m": 2, "5m": 3, "15m": 4, "30m": 5, "1h": 6, "2h": 7, "4h": 8, "6h": 9, "8h": 10, "12h": 11, "1d": 12, "3d": 13, "1w": 14, "1M": 15, } # A Binance symbol is strictly alphanumeric (e.g. BTCUSDT). _SYMBOL_RE = re.compile(r"^[A-Za-z0-9]+$") def validate_args(symbol: str, interval: str) -> int: """Validate the symbol/interval and return the interval's integer code. Raises: ValueError: if ``symbol`` is not strictly alphanumeric, or ``interval`` is not one Binance recognises. """ if not _SYMBOL_RE.match(symbol): raise ValueError( f"invalid --symbol {symbol!r}: expected only letters and digits, e.g. BTCUSDT" ) if interval not in INTERVAL_CODES: raise ValueError( f"invalid --interval {interval!r}: expected one of " + ", ".join(INTERVAL_CODES) ) return INTERVAL_CODES[interval] @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, ) def run(symbol: str, interval_code: int) -> None: log = logging.getLogger("wickra-live") state = StrategyState() feed = ta.BinanceFeed(symbol, interval_code) log.info("Streaming %s klines from Binance", symbol) while True: event = feed.next(1000) # blocks up to 1s; None on timeout (Ctrl+C between polls) if event is None: continue _symbol, _open, _high, _low, close, _volume, _open_time, is_closed = event 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 is not None else "--", f"{snap.macd_hist:+.4f}" if snap.macd_hist is not None else "--", f"{snap.bb_lower:.2f}/{snap.bb_middle:.2f}/{snap.bb_upper:.2f}" if snap.bb_upper is not None 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() try: interval_code = validate_args(args.symbol, args.interval) except ValueError as exc: print(f"error: {exc}", file=sys.stderr) return 2 logging.basicConfig( level=logging.DEBUG if args.verbose else logging.INFO, format="%(asctime)s %(levelname)s %(message)s", ) try: run(args.symbol, interval_code) except KeyboardInterrupt: pass return 0 if __name__ == "__main__": sys.exit(main())