Full_Binance_Bot.py

#Neccessary librairies
from binance import Client
import pandas as pd
import numpy as np
import talib as ta
import time

#Insert your secret key
key = 'AsEGPnZK7hpF7DFUb4Bdsmd5nTf1q6qQ1ULhqlaafdPWl0T1l6bbTm6QyuTrOJeP'
secret = '640p8wsE9cOUmJ7qH2RkleRzOn8HCdlXE2r4uZctLgP25Cp4lT9j3cCrAsrslKUx'

#Check the connection with your binance account
client = Client(api_key=key, api_secret = secret)

#Get live data function
def getdata(symbol, interval, past):
    frame = pd.DataFrame(client.get_historical_klines(symbol,interval,past + ' min ago UTC'))
    frame = frame.iloc[:,:5]
    frame.columns = ['Time','Open','High','Low','Close']
    frame = frame.set_index('Time')
    frame.index = pd.to_datetime(frame.index, unit = 'ms')
    frame = frame.astype(float)
    return frame

#Function to calculate our "calculated fields"
def algocalculation(df):
    df['rsi'] = ta.RSI(np.array(df['Close']),timeperiod=14)
    df.dropna(inplace=True)

#Strategy final loop
def strategy(pair,interval,past, qty,open_position = False):
    df = getdata(pair,interval, past)
    algocalculation(df)
    print(f'Current Close Price is ' + str(df.Close.iloc[-1]))
    print(f'Current RSI value is ' + str(df.rsi.iloc[-1]))
    if df.rsi.iloc[-1] <60:
        order = client.create_order(symbol = pair, side='BUY',type='MARKET', quantity = qty)
        print(order)
        open_position = True
    while open_position:
        df = getdata(pair,interval, past)
        algocalculation(df)
        if df.rsi.iloc[-1] > 70:
            order = client.create_order(symbol = pair, side='SELL',type='MARKET', quantity = qty)
            print(order)
            open_position = False
            print(order)
            break

#Execute trading bot
while True:
    strategy('MATICUSDT','1m','30', 5)
    time.sleep(1)