Merge pull request #67 from AdalyatNazirov/binance-cli

Referes Binance as nuget

README.md

@@ -773,6 +773,7 @@ Options:
   --gdax-api-secret TEXT          Your Coinbase Pro API secret
   --gdax-passphrase TEXT          Your Coinbase Pro API passphrase
   --gdax-use-sandbox BOOLEAN      Whether the sandbox should be used
+  --binance-organization TEXT     The name or id of the organization with the Binance module subscription
   --binance-api-key TEXT          Your Binance API key
   --binance-api-secret TEXT       Your Binance API secret
   --binance-use-testnet BOOLEAN   Whether the testnet should be used

lean/commands/live.py

@@ -335,6 +335,10 @@ def _get_default_value(key: str) -> Optional[Any]:
               type=bool,
               default=lambda: _get_default_value("gdax-use-sandbox"),
               help="Whether the sandbox should be used")
+@click.option("--binance-organization",
+              type=str,
+              default=lambda: _get_default_value("job-organization-id"),
+              help="The name or id of the organization with the Binance module subscription")
 @click.option("--binance-api-key",
               type=str,
               default=lambda: _get_default_value("binance-api-key"),
@@ -633,6 +637,7 @@ def live(project: Path,
          gdax_api_secret: Optional[str],
          gdax_passphrase: Optional[str],
          gdax_use_sandbox: Optional[bool],
+         binance_organization: Optional[str],
          binance_api_key: Optional[str],
          binance_api_secret: Optional[str],
          binance_use_testnet: Optional[bool],
@@ -776,7 +781,10 @@ def live(project: Path,
                                                         gdax_use_sandbox)
         elif brokerage == BinanceBrokerage.get_name():
             ensure_options(["binance_api_key", "binance_api_secret", "binance_use_testnet"])
-            brokerage_configurer = BinanceBrokerage(binance_api_key, binance_api_secret, binance_use_testnet)
+            brokerage_configurer = BinanceBrokerage(_get_organization_id(binance_organization, "Binance"), 
+                                                    binance_api_key, 
+                                                    binance_api_secret, 
+                                                    binance_use_testnet)
         elif brokerage == ZerodhaBrokerage.get_name():
             ensure_options(["zerodha_api_key",
                             "zerodha_access_token",
@@ -909,7 +917,8 @@ def live(project: Path,
                                                                             gdax_use_sandbox))
         elif data_feed == BinanceDataFeed.get_name():
             ensure_options(["binance_api_key", "binance_api_secret", "binance_use_testnet"])
-            data_feed_configurer = BinanceDataFeed(BinanceBrokerage(binance_api_key,
+            data_feed_configurer = BinanceDataFeed(BinanceBrokerage(_get_organization_id(binance_organization, "Binance"),
+                                                                    binance_api_key,
                                                                     binance_api_secret,
                                                                     binance_use_testnet))
         elif data_feed == ZerodhaDataFeed.get_name():

lean/constants.py

@@ -90,6 +90,9 @@
 # The product id of the ZERODHA module
 ZERODHA_PRODUCT_ID = 174
 
+# The product id of the Binance module
+BINANCE_PRODUCT_ID = 176
+
 # The product id of the SAMCO module
 SAMCO_PRODUCT_ID = 173
 

lean/models/brokerages/local/binance.py

@@ -16,14 +16,19 @@
 import click
 
 from lean.components.util.logger import Logger
+from lean.constants import BINANCE_PRODUCT_ID
+from lean.container import container
 from lean.models.brokerages.local.base import LocalBrokerage
 from lean.models.config import LeanConfigConfigurer
+from lean.models.logger import Option
 
 
 class BinanceBrokerage(LocalBrokerage):
     """A LocalBrokerage implementation for the Binance brokerage."""
+    _is_module_installed = False
 
-    def __init__(self, api_key: str, api_secret: str, testnet: bool) -> None:
+    def __init__(self, organization_id: str, api_key: str, api_secret: str, testnet: bool) -> None:
+        self._organization_id = organization_id
         self._api_key = api_key
         self._api_secret = api_secret
         self._testnet = testnet
@@ -34,6 +39,16 @@ def get_name(cls) -> str:
 
     @classmethod
     def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage:
+        api_client = container.api_client()
+
+        organizations = api_client.organizations.get_all()
+        options = [Option(id=organization.id, label=organization.name) for organization in organizations]
+
+        organization_id = logger.prompt_list(
+            "Select the organization with the {} module subscription".format(cls.get_name()),
+            options
+        )
+
         logger.info("""
 Create an API key by logging in and accessing the Binance API Management page (https://www.binance.com/en/my/settings/api-management).
         """.strip())
@@ -42,9 +57,11 @@ def _build(cls, lean_config: Dict[str, Any], logger: Logger) -> LocalBrokerage:
         api_secret = logger.prompt_password("API secret", cls._get_default(lean_config, "binance-api-secret"))
         testnet = click.confirm("Use the testnet?")
 
-        return BinanceBrokerage(api_key, api_secret, testnet)
+        return BinanceBrokerage(organization_id, api_key, api_secret, testnet)
 
     def _configure_environment(self, lean_config: Dict[str, Any], environment_name: str) -> None:
+        self.ensure_module_installed()
+
         lean_config["environments"][environment_name]["live-mode-brokerage"] = "BinanceBrokerage"
         lean_config["environments"][environment_name]["transaction-handler"] = \
             "QuantConnect.Lean.Engine.TransactionHandlers.BrokerageTransactionHandler"
@@ -61,8 +78,13 @@ def configure_credentials(self, lean_config: Dict[str, Any]) -> None:
             lean_config["binance-api-url"] = "https://api.binance.com"
             lean_config["binance-websocket-url"] = "wss://stream.binance.com:9443/ws"
 
-        self._save_properties(lean_config, ["binance-api-key", "binance-api-secret", "binance-use-testnet"])
+        lean_config["job-organization-id"] = self._organization_id
+        self._save_properties(lean_config, ["job-organization-id", "binance-api-key", "binance-api-secret", "binance-use-testnet"])
 
+    def ensure_module_installed(self) -> None:
+        if not self._is_module_installed:
+            container.module_manager().install_module(BINANCE_PRODUCT_ID, self._organization_id)
+            self._is_module_installed = True
 
 class BinanceDataFeed(LeanConfigConfigurer):
     """A LeanConfigConfigurer implementation for the Binance data feed."""
@@ -79,6 +101,8 @@ def build(cls, lean_config: Dict[str, Any], logger: Logger) -> LeanConfigConfigu
         return BinanceDataFeed(BinanceBrokerage.build(lean_config, logger))
 
     def configure(self, lean_config: Dict[str, Any], environment_name: str) -> None:
+        self._brokerage.ensure_module_installed()
+
         lean_config["environments"][environment_name]["data-queue-handler"] = "BinanceBrokerage"
         lean_config["environments"][environment_name]["history-provider"] = "BrokerageHistoryProvider"