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multi-pair management.

A CLI-based Python script for Windows that implements a Binance Spot USDT pairs with multi-pair management stacking strategy with break-even logic. It uses limit buy orders and stop-limit sell exits, accounting for trading fees and a fixed 0.05% slippage buffer.
Add a one‑sentence elevator pitch: “This script stacks incremental $50 buys in trending pairs, with dynamic volatility-adjusted entry spacing and multi-layer break‑even exit protection
What This Script should Do:
A CLI app for entering USDT trading pairs.
Get the current best ask price from the order book
Place a buy limit order at that exact price
The order is intended to fill immediately, though this is not guaranteed
On any buy fill event, compare executedQty to origQty.
If partially filled, compute remainingUSDT = 50 × (1 - executedQty / origQty).
Immediately place a new limit buy for the remaining amount, using the same price if the best ask remains unchanged; otherwise, use the updated best ask.
partial fill completion is exempt from the "price moved UP" rule, as it's fulfilling an existing $50 USDT layer, not initiating a new one
Only add new entry when price has moved UP from previous entry 
Next entry only when price is 0.1% higher than last entry
This means each new entry is at a higher price than the last
Trend Following: Only adding to winning positions
Volatility adjustments 
This creates controlled stacking at improving prices
Calculate standard deviation of recent prices
Use this to adjust the 0.1% entry threshold
Higher volatility = modified threshold
Volatility Setup:
last 50 candles of a 1-minute timeframe (50 minutes total) lookback for standard deviation calculation
Using close prices for the calculation
Multiply base threshold: 0.1% × (1 + standard deviation) to get the dynamic threshold.
std_dev will be calculated from the percentage changes (or log returns) of the close prices
Why this is optimal:
1. Proportional Scaling:
Low volatility (std_dev = 0.2%) → 0.1% × 1.2 = 0.12% threshold
High volatility (std_dev = 1.5%) → 0.1% × 2.5 = 0.25% threshold
Scales naturally with market conditions
Prevents Over-Trading:
In choppy/volatile markets, you wait for more significant moves
Reduces false signals from noise
Better risk management
Mathematical Elegance:
Always positive threshold
Smooth adjustment (no sudden jumps like conditional logic)
Complete Entry Logic:
Base threshold: 0.1%
Volatility measure: Standard deviation of last 50 close prices
Dynamic threshold: 0.1% × (1 + std_dev)
New entry only when price increases by this dynamic threshold from last entry
 break-even strategy:
Normal operation: Break-even only covers last entry + projected next entry⚠️ Emergency Mode Activation
After a new entry is filled:
Immediately place a stop-limit sell at break-even for the last two entries.
If the stop-limit sell is filled → exit complete.
🔁 Progressive Emergency Logic
If stop-limit is not filled and price drops further:
Add the next earlier position.
Recalculate break-even for the group.
If break-even sell is possible:
Cancel previous stop.
Place new stop-limit sell for combined quantity.
If not:
Continue adding earlier entries one by one, repeating the above.
🔄 Recovery Handling
If price rises above breakeven before stop is triggered:
Cancel active stop-limit.
Resume stacking.
Because:
Efficient capital use: Don't tie up entire position in break-even stop
Layered protection: Add protection incrementally as risk increases
Flexible response: Adapt to market conditions
Progressive Protection Logic:
Normal: Break-even covers last entry + projected next entry
Trigger: If the current market price falls to a level where the unrealized PnL of the last two completed $50 USDT entries combined (including all relevant entry and projected exit fees for those two entries) becomes zero or negative, then activate the emergency mode.
Response: add one additional preceding entry to the break-even calculation with each subsequent drop
Because:
Early warning: PnL is zero between entry signals trouble
Graduated response: Don't immediately protect entire position
Risk escalation: Add protection as situation worsens
Fee-Adjusted PnL Trigger:
Calculate PnL including entry fees + projected exit fees
When this goes negative between entry → escalate protection
Because:
Real trading costs are included
More accurate risk assessment
Prevents false signals from fee-ignorant calculations
Break-even Logic is Clear:
Fixed $50 USDT per entry regardless of price
When one entry's gain cancels another's loss = break-even point
Binance Spot Limit Order Fees:
Maker (adds liquidity): 0.1%
Taker (removes liquidity): 0.1%
These are base rates without BNB discount.
Confirm actual fees via Binance API before hardcoding logic.

Checks if a new limit buy can be added, while still being able to:
Exit the current (filled + projected next layer) position with a stop-limit sell order at break-even, including fees.
Repeats stacking while conditions are met.
Stops when user inputs the command to exit (CLI-based loop) for the specific coin.
No profit target logic — manual exit via Binance app by the user.
Calculate whether a second entry can be safely added while maintaining the ability to exit both entries at break-even via a stop-limit sell.
Each entry has a fixed position size of $50 USDT.
Adds more buys only when a stop-limit order can be placed at break-even (including fees and slippage) for the combined position of the last completed entry and the currently projected new entry.
Type stop [coin] in the CLI to halt stacking for the selected coin.
Visual CLI dashboard using textual.
Monitors real-time price and order book  using WebSocket.......

✅ What Can Go Wrong?
limit or stop-limit sell order never fills → position stuck.
Price drops quickly below the limit/stop →  stop-limit sell becomes invalid.
Partial fills leave my position open and at risk.

✅ Backup + Recovery Strategies
1. ✅ Monitoring Open Positions in Real-Time
Monitors if the position is still open 
Checks if the open order is filled, canceled, or expired
Detects unrealized PnL (% loss)
If the PnL after the second entry is negative (including fees), cancel the existing stop-limit sell and place a fallback limit sell at the current best ask.
2. ✅ Dynamic Stop-Loss Logic
If the price drops below a Break-even  threshold or below the prior entry, and  stop-limit sell didn’t trigger:
➡️fallback limit sell .
6. ✅ Auto-Recovery on Restart
If the bot is restarted, it should:
Detect all open positions
Check if there are unfilled orders
Place any missing fallback sell orders for existing positions.


🔒 Final Safety Stack 
✅ Realtime Position Monitor
✅ stop-limit sell Order + Cancel + Replace if needed
✅ Fallback Panic Sell TAttempt a limit sell at best ask with a very short timeout (e.g., 5-10 seconds).

If the limit sell does not fill within the timeout, immediately place a market sell order to guarantee exit, acknowledging the potential for higher slippage in extreme cases. This is a trade-off for guaranteed exit. Your "Common Pitfalls" section explicitly warns against market orders without price protection, but in a panic scenario, guaranteed exit often outweighs slippage concerns
✅ Startup Recovery Check

✅ Core Architecture Requirements
1. WebSocket Live Price and Order Book Feed
> This ensures the logic reacts to market conditions instantly — not delayed 
2. Precision Handling from Exchange Info
Binance requires specific precision (decimal places) for:
Quantity
Price
Step sizes
Then round all quantities and prices accordingly before submitting orders.
3. Buy Limit Order at Best Ask 
5.  stop-limit sell Order for Exit Logic
Binance Spot only allows placing a stop-limit sell after a buy limit order is filled. Ensure stop-limit sell prices include both trading fees and slippage buffer.
> Calculate Stop-Limit Sell prices to include fees and slippage.
6. Real-Time Order Monitoring Loop
Use an asynchronous or threaded loop to monitor orders.
If a buy order remains unfilled and the best ask changes, cancel it and re-submit at the updated best ask.
7. Order Repricing / Retry Logic
If my limit buy is stuck unfilled for 60 seconds, implement:
Cancel order
Re-fetch latest best_ask
Re-place updated order
8. Fees and Slippage Break-even  Awareness
To exit at Break-even , include:
Binance Spot fee without BNB
Add 0.05– buffer for slippage protection
9. Fallback to REST if WebSocket Dies
Use REST for backup:
⚠️ Common Pitfalls to Avoid
❌ Submitting a price or quantity with excessive decimal places may trigger a PrecisionError.
❌  Stop-Limit Sell before position is filled → Order does not exist
❌ Market order without price protection → large slippage
❌ Exceeding rate limits → IP ban
❌ Replacing filled orders → logic conflict
✅ Summary of What to Implement
Feature	Description
✅ WebSocket feed	For live bid/ask, trades
✅ Limit Buy at Best Ask	With precision rounding
✅ Strategy logic trigger	For conditional buys
✅   Stop-Limit Sell	TP + SL after buy fills
✅ Repricing loop	Cancel & retry if stale
✅ Break-even  logic	With fee/slippage buffer
✅ Order status check	Ensure fills tracked properly
✅ REST fallback	For reliability