CLI-based Python script for Windows that meets your requirements for a Binance Spot stacking strategy with break-even logic, based on limit buys and OCO sell at break-even conditions.
What This Script should Do:
CLI app for entering a USDT coin pairs
Places an initial limit buy order at the cheapest ask for the the selected coins
Monitors real-time price and order book  using WebSocket.......
Checks if a new limit buy can be added, while still being able to:
Exit the entire position (first filled + projected next layer) with an OCO sell at breakeven (fees included).
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.
Fees and break-even math are respected.
Break-even logic includes:
Binance fee check before writing the logic
Simulated second entry to project whether OCO sell can cover both.
Entry size positon quantity is fixed 50 usdt for each entry.
Adds more buys only when break-even OCO limit sell is possible.
Type stop name of the coin anytime in the CLI to halt stacking for the selected coin.
Visual CLI dashboard using textual.
WebSocket integration for faster live price for the traded coin.
on binance spot usdt pairs, OCO sell orders or limit sells can fail to fill — especially during high volatility or if price reverses. If my position goes red and i have no backup, i am exposed to uncapped loss.

✅ What Can Go Wrong?

Limit or OCO sell order never fills → position stuck.

Price drops quickly below the limit/stop → OCO becomes invalid.

Partial fills leave my position open and at risk.

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✅ Backup + Recovery Strategies


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1. ✅ Monitoring Open Positions in Real-Time

You should have a task that:

Monitors if the position is still open (get_account() for spot)

Checks if the open order is filled, canceled, or expired

Detects unrealized PnL (% loss)


position = client.get_asset_balance(asset="")
if float(position['free']) > 0:
    # Actively manage it


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2. ✅ Dynamic Stop-Loss Logic

If you detect that the price drops below a brakeven threshold or below the prior entry, and OCO didn’t trigger:

➡️ You place a fallback market sell or urgent limit sell below current price.

client.create_order(
    symbol=symbol,
    side=SIDE_SELL,
    type=ORDER_TYPE_MARKET,
    quantity=qty
)


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6. ✅ Auto-Recovery on Restart

If the bot is restarted, it should:

Detect all open positions

Check if there are unfilled orders

Resume monitoring or place missing fallback sell


open_orders = client.get_open_orders(symbol=symbol)
balance = client.get_asset_balance(asset="SOL")


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🔒 Final Safety Stack 
✅ Realtime Position Monitor
✅ OCO Order + Cancel + Replace if needed
✅ Fallback Panic Sell Trigger
✅ Timeout Closure
✅ Startup Recovery Check


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In crypto, OCO sell orders or limit sells can fail to fill — especially during high volatility or if price reverses. If my position goes red and i have no backup, i am exposed to uncapped loss.


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✅ What Can Go Wrong?

Limit or OCO sell order never fills → position stuck.

Price drops quickly below the limit/stop → OCO becomes invalid.

Partial fills leave my position open and at risk.

You cancel the bot, but Binance still holds the position.



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To ensure my Binance Spot usdt pairs trading script fully fills my buy/sell limit and OCO orders using real-time price and order book, you should implement the following essential components. This will give my script both precision and adaptability.


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✅ Core Architecture Requirements

1. WebSocket Live Price and Order Book Feed

Binance WebSocket endpoints:

wss://stream.binance.com:9443/ws/{symbol}@depth@100ms — for best bid/ask updates.

wss://stream.binance.com:9443/ws/{symbol}@trade — for real-time last trade price.

> This ensures my logic reacts to market conditions instantly — not delayed REST polling.

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2. Precision Handling from Exchange Info

Binance requires specific precision (decimal places) for:

Quantity

Price

Step sizes


👉 Call client.get_symbol_info('XYZUSDT') to extract:

'filters': [
  {'filterType': 'LOT_SIZE', 'stepSize': '0.001'},
  {'filterType': 'PRICE_FILTER', 'tickSize': '0.0001'},
  ...
]

Then round all quantities and prices accordingly before submitting orders.


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3. Buy Limit Order at Best Ask (Post-Only Style)

Logic:

# Assume 'order_book' is from WebSocket or REST fallback
best_ask = float(order_book['asks'][0][0])  # price
quantity = ...  # calculated amount

Place limit buy at best_ask, and confirm it remains unfilled only if price moved. Reprice if needed (see #7).


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➡️ When the conditions met, place:

client.create_order(
  symbol="XYZUSDT",
  side="BUY",
  type="LIMIT",
  price=entry_price,
  quantity=qty,
  timeInForce="GTC"
)


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5. OCO Order for Exit Logic

Binance allows OCO sell after a spot buy fills. Use this only once the buy limit fills.

Basic OCO logic:

client.create_oco_order(
  symbol="XYZUSDT",
  side="SELL",
  quantity=qty,
  price=take_profit_price,
  stopPrice=stop_trigger_price,
  stopLimitPrice=stop_limit_price,
  stopLimitTimeInForce="GTC"
)

> Calculate oco sell_limit prices to include fees and slippage.

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6. Real-Time Order Monitoring Loop

Maintain an asyncio or threaded loop:

Monitor if order is filled or not

If not filled and price moves away, cancel and re-place at updated ask

Confirm via GET /api/v3/order or via WebSocket userDataStream



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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


Optional:

# Cancel & retry if stale
if time_since_order > 10s and not filled:
    cancel_order()
    place_new_order(best_ask)


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8. Fees and Slippage Breakeven Awareness

To exit at breakeven, include:

Binance Spot fee = 0.1% (or 0.075% with BNB)

Add 0.15–0.2% buffer for slippage protection


> e.g. Breakeven sell price = entry_price × (1 + 2 × fee + slippage)




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9. Fallback to REST if WebSocket Dies

Use REST for backup:

depth = client.get_order_book(symbol='XYZUSDT', limit=5)
best_bid = float(depth['bids'][0][0])


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⚠️ Common Pitfalls to Avoid

❌ Submitting limit price with more decimal places than allowed → PrecisionError

❌ OCO 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



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✅ 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
✅ OCO Sell	TP + SL after buy fills
✅ Repricing loop	Cancel & retry if stale
✅ Breakeven logic	With fee/slippage buffer
✅ Order status check	Ensure fills tracked properly
✅ REST fallback	For reliability