Funding Fee alerts for Binance/Pionex

funding_fee_alert.py

#!/usr/bin/python3
import json, urllib, http.client
import requests

# Pionex does not currently have a way to send alerts if the funding fee for the Spot-Arbitrage bot falls below a 
# certain level.  In some cases, the funding fee can even be negative.  I created this script to check the new funding
# fees from Binance, and send an alert via Pushover if the upcoming fee is below a cutoff.  This will give me time to close
# the bot if the conditions are not favorable.

# To use this script, you'll need to register a Pushover account, get a Pushover ID and an API token.  Those are all free.
# Then set this script to run periodically.  The funding fees change 3 times a day, at 0, 8, and 16 UTC.  There isn't much
# reason to run the bot much more frequently than that.

# I excluded these because they are always low and I don't want constant alerts from them.
excludelist = ["ETHUSDT_210625", "BTCUSDT_210625", "BTCSTUSDT", "BNTUSDT", "ETCUSDT", "BNBBUSD"]

# Send an alert if a token's funding fee for the next period is less than 0.05%.
lowlevelalert = 0.0005

# Pushovev [reference: https://pushover.net/api]
# You'll need to get your own API token and User ID from pushover.
pushoverAPIToken = "YOUR_API_TOKEN_HERE"
pushoverUserID = "YOUR_PUSHOVER_ID_HERE"

# Binance API [https://binance-docs.github.io/apidocs/futures/en/]
page = requests.get('https://fapi.binance.com/fapi/v1/premiumIndex')
futures = json.loads(page.content)

symbols = []
message = "The following tokens will be under " + str(lowlevelalert*100) + "% during the next period: "
for i in futures:
    if float(i["lastFundingRate"]) < lowlevelalert and i["symbol"] not in excludelist:
        #print(i["symbol"] + ": " + i["lastFundingRate"])
        symbols.append(i["symbol"])

symbols.sort()

# Pushover
# reference: https://pushover.net/api
if len(symbols):
    messages = {
        "token": pushoverAPIToken,
        "user": pushoverUserID,
        "message": message + ", ".join(symbols),
        "title": "Funding Fee Alert",
        "html": 1,
        "priority": 1,
        "sound": "falling",
        "url": "https://www.binance.com/en/futures/funding-history/0"
        }
    r = requests.post(url = "https://api.pushover.net/1/messages.json", data = messages)

Revised so that the list is sorted alphabetically by symbol, which makes it easier to find the token you are interested in.