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ccxt.base.errors.BadRequest: binance {"code":-1100,"msg":"Illegal characters found in parameter 'quantity'; legal range is '^([0-9].
See original GitHub issue- OS: Windows 10
- Programming Language version: Python
- CCXT version: 1.69.17
import ccxt
import config
import schedule
import pandas as pd
pd.set_option('display.max_rows', None)
import warnings
warnings.filterwarnings('ignore')
import pickle
import os
import numpy as np
from datetime import datetime
import time
import math
import threading
exchange_id = 'binance'
exchange_class = getattr(ccxt, exchange_id)
exchange = exchange_class({
'apiKey': config.BINANCE_API_KEY,
'secret': config.BINANCE_SECRET_KEY,
})
markets = exchange.load_markets()
def get_market(list1):
trade = []
print('getting markets')
for market in list1:
if market.split('/')[1] == 'USDT':
if markets[market]['info']['status'] == 'TRADING' and markets[market]['info']['isSpotTradingAllowed']:
trade.append(market)
return trade
def tr(data):
data['previous_close'] = data['close'].shift(1)
data['high-low'] = abs(data['high'] - data['low'])
data['high-pc'] = abs(data['high'] - data['previous_close'])
data['low-pc'] = abs(data['low'] - data['previous_close'])
tr = data[['high-low', 'high-pc', 'low-pc']].max(axis=1)
return tr
def atr(data, period=14):
data['tr'] = tr(data)
atr = data['tr'].rolling(period).mean()
return atr
def supertrend(df, period=12, atr_multiplier=3, period2 = 10, atr_multiplier2 = 1,period3 = 11, atr_multiplier3 = 2 ):
hl2 = (df['high'] + df['low']) / 2
df['atr'] = atr(df, period)
df['upperband'] = hl2 + (atr_multiplier * df['atr'])
df['lowerband'] = hl2 - (atr_multiplier * df['atr'])
df['atr2'] = atr(df, period2)
df['upperband2'] = hl2 + (atr_multiplier2 * df['atr2'])
df['lowerband2'] = hl2 - (atr_multiplier2 * df['atr2'])
df['atr3'] = atr(df, period3)
df['upperband3'] = hl2 + (atr_multiplier3 * df['atr3'])
df['lowerband3'] = hl2 - (atr_multiplier3 * df['atr3'])
df['in_uptrend'] = True
df['in_uptrend2'] = True
df['in_uptrend3'] = True
df['uptrend'] = True
df['ewma'] = df['close'].ewm(200, adjust=True).mean()
for current in range(1, len(df.index)):
previous = current - 1
if df['close'][current] > df['upperband'][previous]:
df['in_uptrend'][current] = True
elif df['close'][current] < df['lowerband'][previous]:
df['in_uptrend'][current] = False
else:
df['in_uptrend'][current] = df['in_uptrend'][previous]
if df['in_uptrend'][current] and df['lowerband'][current] < df['lowerband'][previous]:
df['lowerband'][current] = df['lowerband'][previous]
if not df['in_uptrend'][current] and df['upperband'][current] > df['upperband'][previous]:
df['upperband'][current] = df['upperband'][previous]
if df['close'][current] > df['upperband2'][previous]:
df['in_uptrend2'][current] = True
elif df['close'][current] < df['lowerband2'][previous]:
df['in_uptrend2'][current] = False
else:
df['in_uptrend2'][current] = df['in_uptrend2'][previous]
if df['in_uptrend2'][current] and df['lowerband2'][current] < df['lowerband2'][previous]:
df['lowerband2'][current] = df['lowerband2'][previous]
if not df['in_uptrend2'][current] and df['upperband2'][current] > df['upperband2'][previous]:
df['upperband2'][current] = df['upperband2'][previous]
if df['close'][current] > df['upperband3'][previous]:
df['in_uptrend3'][current] = True
elif df['close'][current] < df['lowerband3'][previous]:
df['in_uptrend3'][current] = False
else:
df['in_uptrend3'][current] = df['in_uptrend3'][previous]
if df['in_uptrend3'][current] and df['lowerband3'][current] < df['lowerband3'][previous]:
df['lowerband3'][current] = df['lowerband3'][previous]
if not df['in_uptrend3'][current] and df['upperband3'][current] > df['upperband3'][previous]:
df['upperband3'][current] = df['upperband3'][previous]
if df['in_uptrend'][current] and df['in_uptrend2'][current] and df['in_uptrend3'][current]:
df['uptrend'][current] = True
else:
df['uptrend'][current] = False
return df
def tradable_markets(list2):
if not os.path.exists('trading.p'):
print('no file creating...')
with open('trading.p', 'wb') as fp:
tradable_market = {}
print('getting tradable markets')
for market in list2:
bars = exchange.fetch_ohlcv(market,timeframe='1h', limit=100)
df = pd.DataFrame(bars[:-1], columns=['timestamp','open','high','low','close','volume'])
df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
tr(df)
atr(df)
supertrend(df)
tradable_market[market] = {'info':df,'in position': False}
pickle.dump(tradable_market, fp, protocol=pickle.HIGHEST_PROTOCOL)
else:
with open('trading.p', 'rb') as fp:
print('Opening file')
tradable_market = pickle.load(fp)
for market in list2:
bars = exchange.fetch_ohlcv(market,timeframe='1h', limit=100)
df = pd.DataFrame(bars[:-1], columns=['timestamp','open','high','low','close','volume'])
df['timestamp'] = pd.to_datetime(df['timestamp'], unit='ms')
tr(df)
atr(df)
supertrend(df)
tradable_market[market]['info'] = df
return tradable_market
def tradings(dict1):
if not os.path.exists('trading.p'):
print('no file creating...')
with open('trading.p', 'wb') as fp:
trading = {}
for k,v in dict1.items():
last_row_index = len(v.index) - 1
previous_row_index = last_row_index - 1
if v['in_uptrend2'][last_row_index] and v['close'][last_row_index] > v['ewma'][last_row_index]:
trading[k] = [v, True]
pickle.dump(trading, fp, protocol=pickle.HIGHEST_PROTOCOL)
else:
with open('trading.p', 'rb') as fp:
print('Opening file')
trading = pickle.load(fp)
return trading
def remove_downtrend(dict2):
for k,v in dict2.items():
if v['in position']:
last_row_index = len(v['info'].index) - 1
previous_row_index = last_row_index - 1
if v['info']['uptrend'][previous_row_index] and not v['info']['uptrend'][last_row_index] and v['in position']:
sell_downtrend = exchange.fetch_balance()['free'][k.split('/')[0]]
exchange.create_market_sell_order(k, sell_downtrend)
v['in position'] = False
print(f'{k} sold, is in a downtrend')
return dict2
def length(dict3):
length = len(dict3)
return length
def new_trades(dict1):
print('checking for new markets...')
count = 0
for k,v in dict1.items():
last_row_index = len(v.index) - 1
previous_row_index = last_row_index - 1
if not ['in_uptrend2'][previous_row_index] and v['in_uptrend2'][last_row_index] and v['close'][last_row_index] > v['ewma'][last_row_index]:
dict1[k] = [v, True]
count+=1
if count == 1:
print('1 market added')
else:
print(f'{count} markets added')
return dict1
def round_decimals_down(number:float, decimals:int=2):
"""
Returns a value rounded down to a specific number of decimal places.
"""
if not isinstance(decimals, int):
raise TypeError("decimal places must be an integer")
elif decimals < 0:
raise ValueError("decimal places has to be 0 or more")
elif decimals == 0:
return math.floor(number)
factor = 10 ** decimals
return math.floor(number * factor) / factor
def allocations(list1):
total_cash = float(exchange.fetch_balance()['free']['USDT'])
for market in list1:
total_cash += float(exchange.fetch_ticker(market)['info']['lastPrice']) * exchange.fetch_balance()['free'][market.split('/')[0]]
allocation = total_cash/(len(list1) - 14)
return allocation
def porfolio_management(dict2, allocation):
print('checking for new markets...')
for k,v in dict2.items():
last_row_index = len(v['info'].index) - 1
previous_row_index = last_row_index - 1
if not v['in position']:
if not v['info']['uptrend'][previous_row_index] and v['info']['uptrend'][last_row_index] and v['info']['close'][last_row_index] > v['info']['ewma'][last_row_index]:
current_amount = float(exchange.fetch_ticker(k)['info']['lastPrice']) * exchange.fetch_balance()['free'][k.split('/')[0]]
buy_amount = allocation / float(exchange.fetch_ticker(k)['info']['lastPrice'])
exchange.create_market_buy_order(k, round(buy_amount,5))
print(f'Bought {k}')
v['in position'] = True
def while_trading_sell(dict3):
print('while Trading selling')
for k,v in dict3.items():
current = len(v['info'].index) - 1
previous = current - 1
previous_2 = current - 2
next1 = current + 1
if v['in position'] and v['info']['lowerband2'][current] == v['info']['lowerband2'][previous]:
sell_downtrend = exchange.fetch_balance()['free'][k.split('/')[0]]
exchange.create_market_sell_order(k, sell_downtrend)
print(f'Sold {k}')
v['in position'] = False
def while_trading_buy(dict3,allocation):
print('while Trading buying')
for k,v in dict3.items():
current = len(v['info'].index) - 1
previous = current - 1
previous_2 = current - 2
next1 = current + 1
if not v['in position'] and v['info']['lowerband2'][current] > v['info']['lowerband2'][previous] and v['info']['uptrend'][current] and v['info']['uptrend'][previous] and v['info']['close'][current] > v['info']['ewma'][current]:
buy_amount = allocation / float(exchange.fetch_ticker(k)['info']['lastPrice'])
exchange.create_market_buy_order(k, round(buy_amount,2))
print(f'Bought {k}')
v['in position'] = True
def while_trading(dict3,allocation):
for k,v in dict3.items():
current = len(v['info'].index) - 1
previous = current - 1
previous_2 = current - 2
next1 = current + 1
if v['in position'] and v['info']['lowerband2'][current] == v['info']['lowerband2'][previous] and v['info']['lowerband2'][current] == v['info']['lowerband2'][previous_2]:
sell_downtrend = exchange.fetch_balance()['free'][k.split('/')[0]]
exchange.create_market_sell_order(k, sell_downtrend)
print(f'Sold {k}')
v['in position'] = False
elif not v['in position'] and v['info']['lowerband2'][current] > v['info']['lowerband2'][previous] and v['info']['in_uptrend2'][current] and v['info']['in_uptrend2'][previous] and v['info']['close'][current] > v['info']['ewma'][current]:
buy_amount = allocation / float(exchange.fetch_ticker(k)['info']['lastPrice'])
exchange.create_market_buy_order(k, round(buy_amount,2))
print(f'Bought {k}')
v['in position'] = True
def save_trading(dict1):
with open('trading.p', 'wb') as fp:
pickle.dump(dict1, fp, protocol=pickle.HIGHEST_PROTOCOL)
print('saved! See you in an hour!')
def which_trades(dict1):
list1 = []
for k,v in dict1.items():
if v['in position'] :
list1.append(k)
if len(list1) == 0:
print('We are trading nothing!')
else:
print(f"We are trading {', '.join(list1)} right now!")
def run_continuously(interval=1):
"""Continuously run, while executing pending jobs at each
elapsed time interval.
@return cease_continuous_run: threading. Event which can
be set to cease continuous run. Please note that it is
*intended behavior that run_continuously() does not run
missed jobs*. For example, if you've registered a job that
should run every minute and you set a continuous run
interval of one hour then your job won't be run 60 times
at each interval but only once.
"""
cease_continuous_run = threading.Event()
class ScheduleThread(threading.Thread):
@classmethod
def run(cls):
while not cease_continuous_run.is_set():
schedule.run_pending()
time.sleep(interval)
continuous_thread = ScheduleThread()
continuous_thread.start()
return cease_continuous_run
def run_bot():
trade = ['BTC/USDT', 'ETH/USDT', 'BNB/USDT',
'NEO/USDT', 'LTC/USDT', 'QTUM/USDT', 'ADA/USDT', 'XRP/USDT',
'EOS/USDT','LINK/USDT','VET/USDT','MATIC/USDT','DOGE/USDT','DOT/USDT',
'LUNA/USDT', 'RSR/USDT','SHIB/USDT','ZIL/USDT', 'ZRX/USDT','ETC/USDT','BAKE/USDT',
'SOL/USDT','THETA/USDT', 'ENJ/USDT','DASH/USDT','KSM/USDT','SUPER/USDT','SUSHI/USDT','XLM/USDT',
'BADGER/USDT', 'CKB/USDT', 'ICP/USDT', 'IOTA/USDT', 'ALGO/USDT','MKR/USDT','BCH/USDT','SAND/USDT',
'CAKE/USDT','AAVE/USDT', 'KAVA/USDT', 'TFUEL/USDT', 'ONE/USDT', 'FIL/USDT', 'UNI/USDT', 'XMR/USDT', 'BAT/USDT','CTXC/USDT','GBP/USDT','BAR/USDT']
tradable_market = tradable_markets(trade)
#trading = tradings(tradable_market)
trading1 = remove_downtrend(tradable_market)
#trading_length = length(trading1)
#new_trading = new_trades(dict1=tradable_market, dict2=trading1)
allocation = allocations(list1=trade)
while_trading_sell(trading1)
porfolio_management(trading1, allocation=allocation)
while_trading_buy(trading1,allocation=allocation)
#while_trading(trading1,allocation=allocation)
save_trading(trading1)
which_trades(trading1)
return trading1, allocation
schedule.every().hour.at(":00").do(run_bot)
while True:
schedule.run_pending()
time.sleep(1)
Opening file
while Trading selling
checking for new markets...
while Trading buying
Traceback (most recent call last):
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\ccxt\base\exchange.py", line 656, in fetch
response.raise_for_status()
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\requests\models.py", line 960, in raise_for_status
raise HTTPError(http_error_msg, response=self)
requests.exceptions.HTTPError: 400 Client Error: Bad Request for url: https://api.binance.com/api/v3/order
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "C:\Users\tradebot\Desktop\Bot\bot.py", line 407, in <module>
schedule.run_pending()
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\schedule\__init__.py", line 780, in run_pending
default_scheduler.run_pending()
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\schedule\__init__.py", line 100, in run_pending
self._run_job(job)
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\schedule\__init__.py", line 172, in _run_job
ret = job.run()
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\schedule\__init__.py", line 661, in run
ret = self.job_func()
File "C:\Users\tradebot\Desktop\Bot\bot.py", line 389, in run_bot
while_trading_buy(trading1,allocation=allocation)
File "C:\Users\tradebot\Desktop\Bot\bot.py", line 292, in while_trading_buy
exchange.create_market_buy_order(k, round(buy_amount,2))
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\ccxt\base\exchange.py", line 2196, in create_market_buy_order
return self.create_order(symbol, 'market', 'buy', amount, None, params)
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\ccxt\binance.py", line 2706, in create_order
response = getattr(self, method)(self.extend(request, params))
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\ccxt\base\exchange.py", line 498, in inner
return entry(_self, **inner_kwargs)
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\ccxt\binance.py", line 4885, in request
response = self.fetch2(path, api, method, params, headers, body, config, context)
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\ccxt\base\exchange.py", line 545, in fetch2
return self.fetch(request['url'], request['method'], request['headers'], request['body'])
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\ccxt\base\exchange.py", line 672, in fetch
self.handle_errors(http_status_code, http_status_text, url, method, headers, http_response, json_response, request_headers, request_body)
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\ccxt\binance.py", line 4863, in handle_errors
self.throw_exactly_matched_exception(self.exceptions['exact'], error, feedback)
File "C:\Users\tradebot\AppData\Local\Programs\Python\Python310\lib\site-packages\ccxt\base\exchange.py", line 563, in throw_exactly_matched_exception
raise exact[string](message)
ccxt.base.errors.BadRequest: binance {"code":-1100,"msg":"Illegal characters found in parameter 'quantity'; legal range is '^([0-9]{1,20})(\\.[0-9]{1,20})?$'."}
Issue Analytics
- State:
- Created 2 years ago
- Comments:9 (5 by maintainers)
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@MananGu add the verbose line as i’ve shown in my first reply, before each create_market_buy and create_market_sell:
Then paste your output here.