crypto-balancer

Cryptocurrency Portfolio Balancer

USE AT YOUR OWN RISK. THIS TRADES REAL MONEY. NO WARRENTY IS GIVEN

A script that can connect to a cryptocurrency exchange and buy/sell cryptocurrency to keep your portfolio balancer to a certain ratio.

Install

$ virtualenv --python=python3 .
$ . bin/activate
$ pip install -r requirements.txt
$ pip install -e .

Config

Create a config file in config.ini with definition of your exchange and portfolio percentages, and theshold (percent) that rebalancing is needed:

[binance]
api_key = <api key>
api_secret = <api secret>
threshold = 2.0
targets = XRP 40
          BTC 20
	  ETH 20
	  BNB 10
	  USDT 10

By default it values the portfolio in USDT, this can be changed with --valuebase argument.

Running

Dry run (don't actually trade) against Binance

$ crypto_balancer binance
Connected to exchange: binance

Current Portfolio:
  XRP    3272.28  (39.92 / 40.00%)
  BTC    0.14     (20.05 / 20.00%)
  ETH    3.85     (20.02 / 20.00%)
  BNB    22.81    ( 9.99 / 10.00%)
  USDT   262.48   (10.02 / 10.00%)

  Total value: 2619.40 USDT
  Balance error: 0.043 / 0.08

No balancing needed

To force it to rebalance regardless of if needed:

$ crypto_balancer --force binance
Connected to exchange: binance

Current Portfolio:
  XRP    3272.28  (39.92 / 40.00%)
  BTC    0.14     (20.04 / 20.00%)
  ETH    3.85     (20.02 / 20.00%)
  BNB    22.81    ( 9.99 / 10.00%)
  USDT   262.48   (10.02 / 10.00%)

  Total value: 2619.28 USDT
  Balance error: 0.042 / 0.08

Balancing needed [FORCED]:

Proposed Portfolio:
  XRP    3278.51  (40.00 / 40.00%)
  BTC    0.14     (20.04 / 20.00%)
  ETH    3.83     (19.95 / 20.00%)
  BNB    22.81    ( 9.99 / 10.00%)
  USDT   262.48   (10.02 / 10.00%)

  Total value: 2619.28 USDT
  Balance error: 0.032
  Total fees to re-balance: 0.00199 USDT

Orders:
  BUY 6.2279674364331195 XRP/ETH @ 0.00234478

To get it to actually execute trades if needed:

$ crypto_balancer --force --trade binance
Connected to exchange: binance

Current Portfolio:
  XRP    3272.28  (39.96 / 40.00%)
  BTC    0.14     (20.04 / 20.00%)
  ETH    3.84     (19.94 / 20.00%)
  BNB    22.94    (10.04 / 10.00%)
  USDT   262.48   (10.02 / 10.00%)

  Total value: 2619.01 USDT
  Balance error: 0.043 / 0.08

Balancing needed [FORCED]:

Proposed Portfolio:
  XRP    3272.28  (39.96 / 40.00%)
  BTC    0.14     (20.04 / 20.00%)
  ETH    3.85     (20.00 / 20.00%)
  BNB    22.80    ( 9.98 / 10.00%)
  USDT   262.48   (10.02 / 10.00%)

  Total value: 2619.01 USDT
  Balance error: 0.031 / 0.08
  Total fees to re-balance: 0.001592 USDT

Orders:
  Submitted: sell 0.13 BNB/ETH @ 0.08422

Running automatically

You can set this to run in a cron job on a unix system by putting something along the lines of (adjust for your path and email address) below in your crontab file:

MAILTO=[e-mail]
*/5 * * * * OUTPUT=`cd /home/matt/crypto_balancer; bin/crypto_balancer --trade binance`; echo "$OUTPUT" | grep -q "No balancing needed" || echo "$OUTPUT"

This will run the script every 5 minutes, and will email you only if some balancing (or an error) occurs.