Recipes

In this section we have included a number of annotated and explained code examples utilising the CSuite modules.

Buy Order

This is a simple recipe to create the code to send a Buy order for 1 Binance Token at the Best Bid. The client and ledger enable us to send orders and recive prices. We first access the Best Bid (since we want to buy) by calling get_quote and accessing the best bid ‘[1]’ and from there the price ‘[0]’. Finally we can send a Limit Order with the parameters we want and use verified_submit() such that the order passes relevant checks before being routed.

# Step 1 Connect the client by linking the JSON file
client = CSuite.connect_client('file.json')

# Step 2: Get token trade parameters via the ledger
ledger = CSuite.build_ledger(client, ['BNBUSDT'])

# Step 3: Get the latest quote and save the best bid for 'passive execution'
price = float(CSuite.get_quote(client, 'BNBUSDT')[1][0])

# Step 4: Send a Limit Order for 1 token of BNB with FOK time and no SL/TP.
# Order parameters are verified through the downloaded ledger which checks for minQty, minNominal etc.
order = CSuite.LimitOrder(client, price, 1, 0, 'BNBUSDT', 'FOK').verified_submit(ledger)

Tick-Match Buy

This is a simple recipe to setup a order algorithm using the OrderEngine object.

# Step 1: Connect Binance Client
client = CSuite.connect_client('global.json')

# Step 2: Build Ledger
ledger = CSuite.build_ledger(client, ['BNBUSDT'])

# Step 3: Setup Order Engine
BNB_COIN = CSuite.OrderEngine(client, 'BNBUSDT', ledger)

# Step 4: Start Algorithmic Execution
BNB_COIN.tick_match(25, 3)

Expected Sweep Cost

This is a simple calculator which enables users to view the expected sweep cost of hitting the book with a large block order at that time.

def sweep(pair, size):
# Step 0: Convert Size input into BUY/SELL side parameter
if size < 0:
    side = 'SELL'
else:
    side = 'BUY'
# Step 1: Connect with Binance Client for data
client = CSuite.connect_client('file.json')
# Step 2: Download Limit Order Book
book = CSuite..view_book(pair, client)
# Step 3: Calculate Expected Sweep Cost on a specified order of size with reference price being the Ask
frame = CSuite.sweep_cost(book[0], abs(size), pair, side, ref='A')

return frame