generate_futures_spot_tradingview_list.py

"""
This script gets all Binance futures tickers, it tries to match the spot tickers against the
futures tickers.
The resulted TradingView list consists of ALL futures + their spot equivalents,
any other spot ticker (like $PYR) is not included.

This is useful for:
- Quickly highlight spot/futures premium, price difference
- Quickly switch from spot to futures chart to spot differences, for instance if futures had a massive wick that does not exist
in spot, then you may no longer be interested in the setup anymore as it is not clear to define when the liquidity is swept or not.
"""

import requests

whitelisted_quotes = [
    'USDT',
]

futures_url = "https://fapi.binance.com/fapi/v1/exchangeInfo"
spot_url = "https://api.binance.com/api/v3/exchangeInfo"

response = requests.get(futures_url)
if response.status_code != 200:
    raise ValueError(f'Invalid HTTP response {response.content.decode()}')

futures_data = response.json()

message = ''
spot_futures_map = set()
futures_pairs = {}
for futures_pair in futures_data['symbols']:
    if futures_pair['status'] == "TRADING":
        base = futures_pair['baseAsset']
        quote = futures_pair['quoteAsset']

        if quote != 'USDT':
            continue

        if futures_pair['status'] == "TRADING" and futures_pair['contractType'] == 'PERPETUAL':
            futures_pairs[base] = quote

response = requests.get(spot_url)
if response.status_code != 200:
    raise ValueError(f'Invalid HTTP response {response.content.decode()}')

spot_data = response.json()
spot_pairs = {}
for spot_pair in spot_data['symbols']:
    if spot_pair['status'] == "TRADING":
        base = spot_pair['baseAsset']
        quote = spot_pair['quoteAsset']

        if quote != 'USDT':
            continue

        add = False
        if base in futures_pairs:
            add = True
        else:
            for k in futures_pairs.keys():
                if (k.startswith('100') and k[3:] == base) or (k.startswith('1000') and k[4:] == base):
                    add = True

        if add:
            spot_pairs[base] = quote

for base, quote in spot_pairs.items():
    message += f"BINANCE:{base}{quote},"

for base, quote in futures_pairs.items():
    message += f"BINANCE:{base}{quote}PERP,"

if message.endswith(','):
    message = message[:-1]

print(message)

with open('tradingview_futures_and_spot.txt', 'w') as fd:
    fd.write(message)