feat: support percent-of-portfolio order sizing#20
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Pull request overview
Adds optional “percent-of-portfolio” sizing for Binance Futures alerts by computing order quantity from available quote-currency balance and a reference price, while keeping existing qty behavior when qty_percent is omitted. Also fixes Binance Futures config key casing/route indentation and documents the new alert field.
Changes:
- Introduce
order_sizing.pyhelpers to derive quote currency, read available balance, and compute base-asset qty fromqty_percent. - Update Binance Futures bot to support
qty_percentand to use correctedBINANCE-FUTURESconfig casing. - Fix Binance Futures webhook route indentation and document
qty_percentin README; add basic unit tests for sizing helpers.
Reviewed changes
Copilot reviewed 5 out of 5 changed files in this pull request and generated 5 comments.
Show a summary per file
| File | Description |
|---|---|
order_sizing.py |
New sizing utilities for converting % of quote balance into order quantity. |
binanceFutures.py |
Uses sizing utilities when qty_percent is provided; fixes config key casing usage. |
app.py |
Fixes Binance Futures webhook routing/indentation and returns clearer error response when disabled. |
README.md |
Documents new qty_percent alert field. |
test_order_sizing.py |
Adds unit tests for quote-currency parsing and percent-based sizing. |
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| return 0 | ||
| if quote_currency in balance: | ||
| if isinstance(balance[quote_currency], dict): | ||
| return float(balance[quote_currency].get('free') or balance[quote_currency].get('total') or 0) |
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| if data['order_mode'] == 'Both': | ||
| take_profit_percent = float(data['take_profit_percent']) / 100 | ||
| stop_loss_percent = float(data['stop_loss_percent']) / 100 | ||
| current_price = exchange.fetch_ticker(data['symbol'])['last'] | ||
| reference_price = price if data['type'] == 'Limit' and price else current_price | ||
| qty = self.get_order_quantity(data, reference_price) | ||
| if data['side'] == 'Buy': |
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| if data['exchange'] == 'binance-futures': | ||
| if use_binance_futures: | ||
| bot = Bot() | ||
| bot.run(data) | ||
| return { | ||
| "status": "error", | ||
| "message": "Invalid Exchange, Please Try Again!" | ||
| "status": "success", | ||
| "message": "Binance Futures Webhook Received!" | ||
| } | ||
| return { | ||
| "status": "error", | ||
| "message": "Binance Futures is not enabled or API validation failed." | ||
| } |
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| qty = calculate_qty_from_percent(balance, 'BTC/USDT', 25000, 10) | ||
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| self.assertEqual(qty, 0.004) |
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| elif data['order_mode'] == 'Profit': | ||
| take_profit_percent = float(data['take_profit_percent']) / 100 | ||
| current_price = exchange.fetch_ticker(data['symbol'])['last'] | ||
| reference_price = price if data['type'] == 'Limit' and price else current_price | ||
| qty = self.get_order_quantity(data, reference_price) | ||
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Updated after automated review:
Verification:
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Fixes #9.
Summary
qty_percentsupport for Binance Futures alerts.qtybehavior whenqty_percentis not provided.qty_percentin the alert settings table.Verification
python3 -m unittest test_order_sizing -vpython3 -m py_compile app.py binanceFutures.py order_sizing.pygit diff --check