Binance Rebalancing

This is a simple project that rebalance your binance portfolio configured into settings.py file. The current code only accepts Binance but could be easily extended to accept other exchanges as well.

For users

Install everything with:

virtualenv -p python3 env
source env/bin/activate
pip install -r requirements.txt

This was tested with Python 3.7+

Some common configurations that might be needed are exposed:

Several crypto assets, same percentage for each one

Edit settings.py with something like:

crypto_assets = [
    'BTC',
    'ETH',
    # add here all your assets
]
fiat_asset = 'BUSD'  # or 'USDT'
fiat_decimals = 2
fiat_untouched = float(len(crypto_assets) * 5)
exposure = 1.0  # max 1.0, min 0.0
distribution = EqualDistribution(crypto_assets=crypto_assets)

This will keep the two assets in the example, 50% for each one of them. If you add three assets, there will be 33.3% for each one. And so on for four, five ..

Only bitcoin but leaving 50% in fiat money

Edit settings.py with something like:

crypto_assets = ['BTC']
fiat_asset = 'BUSD'  # or 'USDT'
fiat_decimals = 2
fiat_untouched = float(len(crypto_assets) * 5)
exposure = 0.5  # Here is where you only expose the 50%
distribution = EqualDistribution(crypto_assets=crypto_assets)

This will keep 50% of fiat and the other 50% with BTC. You can get with this configuration automatic buys when BTC price goes down, causing fiat percentage to increase and BTC percentage to decrease and viceversa, automatic sells when BTC price goes up, for the inverse reason.

I want 50% in BTC, 25% ETH and 25% in ADA

Edit settings.py with something like:

crypto_assets = ['BTC', 'ETH', 'ADA']
fiat_asset = 'BUSD'  # or 'USDT'
fiat_decimals = 2
fiat_untouched = float(len(crypto_assets) * 5)
exposure = 1.0
distribution = CustomDistribution(
    crypto_assets=crypto_assets,
    percentages={
        'BTC': 50,
        'ETH': 25,
        'ADA': 25
    }
)

With this configuration, on every rebalance will cause the needed buys and sells to keep always 50% on BTC, 25% on ETH and 25% on ADA.

Environment variables

The default exchange implementation is for binance. This implementation need the following environment variables to be defined:

export BINANCE_API_KEY=<api_key>
export BINANCE_API_SECRET=<api_secret>

Execution

Each execution, will retrieve what the crypto balances are and will ask you if you want to rebalance to keep the assets allocations as close as possible to the values specified into settings.py file.

$ python rebalance.py 
+--------+---------------+----------+---------------+-----------+--------------+
| Symbol | Wanted amount | Wanted % |    Current    | Current % |    Action    |
|        |               |          |    amount     |           |              |
+========+===============+==========+===============+===========+==============+
|  BTC   |  BUSD XXX.X   |  10.0%   |  BUSD XXX.XX  |   9.88%   |     SELL     |
|        |               |          |               |           |   LINK/BTC   |
|        |               |          |               |           |  0.000XXXXX  |
+--------+---------------+----------+---------------+-----------+--------------+
|  ETH   |  BUSD XXX.X   |  10.0%   |  BUSD XXX.XX  |   9.83%   |   NOTHING    |
+--------+---------------+----------+---------------+-----------+--------------+
|  BNB   |  BUSD XXX.X   |  10.0%   |  BUSD XXX.XX  |   9.83%   |   NOTHING    |
+--------+---------------+----------+---------------+-----------+--------------+
|  ADA   |  BUSD XXX.X   |  10.0%   |  BUSD XXX.XX  |   9.93%   |   NOTHING    |
+--------+---------------+----------+---------------+-----------+--------------+
|  UNI   |  BUSD XXX.X   |  10.0%   |  BUSD XXX.XX  |  10.14%   |   NOTHING    |
+--------+---------------+----------+---------------+-----------+--------------+
|  VET   |  BUSD XXX.X   |  10.0%   |  BUSD XXX.X   |  10.35%   |     SELL     |
|        |               |          |               |           |   VET/BUSD   |
|        |               |          |               |           |   XX.XXXX    |
+--------+---------------+----------+---------------+-----------+--------------+
|  DOT   |  BUSD XXX.X   |  10.0%   |  BUSD XXX.XX  |  10.09%   |   NOTHING    |
+--------+---------------+----------+---------------+-----------+--------------+
|  SOL   |  BUSD XXX.X   |  10.0%   |  BUSD XXX.X   |   9.82%   |   NOTHING    |
+--------+---------------+----------+---------------+-----------+--------------+
| MATIC  |  BUSD XXX.X   |  10.0%   |  BUSD XXX.X   |   9.84%   |   NOTHING    |
+--------+---------------+----------+---------------+-----------+--------------+
|  LINK  |  BUSD XXX.X   |  10.0%   |  BUSD XXX.XX  |  10.12%   |     SELL     |
|        |               |          |               |           |   LINK/BTC   |
|        |               |          |               |           |  0.000XXXXX  |
+--------+---------------+----------+---------------+-----------+--------------+

Total balance: BUSD XXXX.XX
Total number of operations: 2
Proceed with rebalance?
(y/n)

For a periodic rebalance you can use crontab with bin/rebalance.sh bash script. Create .environment file with the following content:

export BINANCE_API_KEY=<api_key>
export BINANCE_API_SECRET=<api_secret>

Then execute it. It will not ask for user confirmation, simply will rebalance all your portfolio with the configuration specified into settings.py.

Crontab

Use something like this:

# m h  dom mon dow   command
0 * * * * /bin/bash <path_to_cloned_project>/bin/rebalance.sh

Jupyter Notebooks

There is a couple of notebooks inside notebooks/ folder. Just run jupyter-lab and browse notebooks/. For more information, read notebooks/README.md file.

For developers

Change the default Binance exchange

If want to use Coinbase or another exchange, implement core.domain.interfaces.AbstractExchange inside core.infrastructure package. Then edit file core/bootstrap.py changing:

# default implementation
dependency_dispatcher.register_implementation(
    AbstractExchange,
    BinanceExchange(
        api_key=os.environ.get('BINANCE_API_KEY'),
        api_secret=os.environ.get('BINANCE_API_SECRET'),
    )
)

# to something like
dependency_dispatcher.register_implementation(
    AbstractExchange,
    CoinbaseExchange(**your_kwargs)  # or whatever
)

Use the core with a ncurses frontend or another GUI

Instead of running everything using rebalance.py and settings.py, could be feasible running everything from a GUI with persistent settings letting users control everything.

Donations

If you found it helpful, and want to contribute, Bitcoin donations are appreciated at the address bc1qs2e48kat8tarydgznvygrvg5ayu96z6964krsf