Binance USDT-M Futures Order Bot

CLI-based trading bot for Binance UM Futures supporting market and limit orders first, with scaffolds for advanced orders. Includes robust logging, validation, and environment-based configuration.

Features

• Market and Limit orders (CLI)
• Shared Binance UM Futures client wrapper
• Input validation and structured logging to bot.log
• .env configuration with testnet/mainnet toggle
• Scaffolds for Stop-Limit, OCO, TWAP, and Grid

Project Structure

project_root/
├─ src/
│  ├─ binance_client.py        # Client wrapper
│  ├─ logging_config.py        # Logging setup
│  ├─ validators.py            # Input validation helpers
│  ├─ market_orders.py         # CLI for market orders
│  ├─ limit_orders.py          # CLI for limit orders
│  └─ advanced/
│     ├─ __init__.py
│     ├─ oco.py                # OCO scaffold
│     └─ twap.py               # TWAP scaffold
├─ bot.log                     # Structured logs
├─ requirements.txt            # Python deps
├─ .env.example                # Env var template
├─ report.pdf                  # Add your analysis/screenshots here
└─ README.md                   # This file

Requirements

• Python 3.10+

Setup

1. Create and activate a virtual environment

python -m venv .venv
.\.venv\Scripts\activate

2. Install dependencies

pip install -r requirements.txt

3. Configure environment Copy .env.example to .env and fill in your keys.

.env keys:

• BINANCE_API_KEY
• BINANCE_API_SECRET
• USE_TESTNET ("true" or "false")

Usage

• Market order

python src/market_orders.py BTCUSDT BUY 0.01

• Limit order

python src/limit_orders.py BTCUSDT SELL 0.01 --price 65000

• Stop-Limit order

python src/stop_limit_orders.py BTCUSDT BUY 0.01 --stop 64000 --price 64100

Flags:

• --reduce-only (limit orders)
• --time-in-force (GTC/IOC/FOK)

All actions are logged to bot.log with timestamps and error traces.

Advanced Orders (Scaffolded)

• Stop-Limit: pending
• OCO: src/advanced/oco.py
• TWAP: src/advanced/twap.py
• Grid: pending

Reproducibility

• Testnet supported via USE_TESTNET=true
• Deterministic CLI and validations

Notes

• This project uses the official binance-connector for UM Futures.