Binance Futures Testnet Trading Bot (CLI)

A production-ready, CLI-based trading bot for Binance USDT-M Futures Testnet. It supports Market and Limit orders (BUY/SELL), includes robust validation, structured logging (bot.log), graceful error handling with retries, and modular design. Optional advanced strategies include TWAP, Grid, and a simulated OCO.

Features

• USDT-M Futures Testnet client with configurable base URL
• Market and Limit orders (BUY/SELL)
• Argument validation (symbol, side, quantity, price, etc.)
• Console output of order details
• Structured logging to bot.log with timestamps and responses
• Graceful API error handling with retries
• Modular architecture
• Bonus strategies: TWAP, Grid, Simulated OCO

Project Structure

[project_root]/  
├── src/  
│   ├── market_orders.py  
│   ├── limit_orders.py  
│   ├── cli.py  
│   ├── common.py  
│   ├── logger_setup.py  
│   └── advanced/  
│       ├── oco.py  
│       ├── twap.py  
│       └── grid.py  
├── bot.log  
├── requirements.txt  
├── README.md  
└── report.pdf  

Requirements

• Python 3.8+
• Dependencies: see requirements.txt

Installation

python -m venv .venv
. .venv/Scripts/activate    # Windows PowerShell
pip install -r requirements.txt

API Keys (Testnet)

Create Futures Testnet API keys on https://testnet.binancefuture.com and fund your testnet wallet. Set credentials as environment variables or pass via CLI:

• BINANCE_API_KEY
• BINANCE_API_SECRET

Usage

Run commands from project root.

• Market:

python src/cli.py market --symbol BTCUSDT --side BUY --quantity 0.001

• Limit:

python src/cli.py limit --symbol BTCUSDT --side SELL --quantity 0.001 --price 50000

• TWAP:

python src/cli.py twap --symbol BTCUSDT --side BUY --total-qty 0.01 --slices 5 --interval 2 --use-market

• Grid:

python src/cli.py grid --symbol BTCUSDT --side SELL --lower 48000 --upper 52000 --steps 4 --order-qty 0.001

• Simulated OCO (TP + SL):

python src/cli.py oco --symbol BTCUSDT --side SELL --quantity 0.001 --tp 52000 --sl 45000

Options

Common options:

• --api-key, --api-secret: override env vars
• --base-url: defaults to Testnet
• --log-level: DEBUG/INFO/WARNING/ERROR

Logging

• All actions and responses are logged to bot.log with rotating file handler.
• Console outputs are minimal and human-readable.

Error Handling

• Retries on transient errors (e.g., rate limits, timeouts) with exponential backoff.
• Clear errors printed to console and logged.

Report

A concise PDF report (report.pdf) describing design choices, example CLI screenshots, and logs can be generated using:

python generate_report.py

Packaging

Create a zip archive:

Compress-Archive -Path src, requirements.txt, bot.log, README.md, report.pdf -DestinationPath binance-bot.zip -Force

Notes

• Ensure you have sufficient testnet balance and correct symbol filters (min qty/price tick) to avoid rejections.
• For advanced automation (e.g., auto-cancel in OCO), integrate the user data stream for order/trade updates.