I used your code: import time
from binance.client import Client
from binance.enums import *
from binance.exceptions import BinanceAPIException
from binance.helpers import round_step_size
import pandas as pd
import requests
import json
import numpy as np
import pytz
import datetime as dt
import ccxt

# Get the current time and timestamp
now = dt.datetime.now()
date = now.strftime(“%m/%d/%Y %H:%M:%S”)
print(date)

timestamp = int(time.time() * 1000)

# API keys and other configuration
API_KEY = ‘’
API_SECRET = ‘’

client = Client(API_KEY, API_SECRET)

STOP_LOSS_PERCENTAGE = -50
TAKE_PROFIT_PERCENTAGE = 100
MAX_TRADE_QUANTITY_PERCENTAGE = 100
POSITION_SIDE_SHORT = ‘SELL’
POSITION_SIDE_LONG = ‘BUY’
symbol = ‘BTCUSDT’
quantity = 1
order_type = ‘MARKET’
leverage = 100
max_trade_quantity_percentage = 1
binance_futures = ccxt.binance({
‘apiKey’: ‘’,
‘secret’: ‘’,
‘enableRateLimit’: True, # enable rate limitation
‘options’: {
‘defaultType’: ‘future’,
‘adjustForTimeDifference’: True
}
})

binance_futures = ccxt.binance({
‘apiKey’: API_KEY,
‘secret’: API_SECRET,
‘enableRateLimit’: True, # enable rate limitation
‘options’: {
‘defaultType’: ‘future’,
‘adjustForTimeDifference’: True
}
})
# Load the market symbols

markets = binance_futures.load_markets()

symbol = ‘BTC/USDT’
if symbol in markets:
print(f"{symbol} found in the market")
else:
print(f"{symbol} not found in the market")

# Get server time and time difference

def get_server_time(exchange):
server_time = exchange.fetch_time()
return server_time

def get_time_difference():
server_time = get_server_time(binance_futures)
local_time = int(time.time() * 1000)
time_difference = local_time - server_time
return time_difference


def get_klines(symbol, interval, lookback):
url = “https://fapi.binance.com/fapi/v1/klines”
start_time = (dt.datetime.now() - dt.timedelta(minutes=lookback))
end_time = dt.datetime.now()
query_params = f"?symbol={symbol}&interval={interval}&startTime={start_time}&endTime={end_time}“
headers = {
‘User-Agent’: ‘Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/58.0.3029.110 Safari/537.36’
}
try:
response = requests.get(url + query_params, headers=headers)
response.raise_for_status()
data = response.json()
if not data: # if data is empty, return None
print(‘No data found for the given timeframe and symbol’)
return None
ohlc = []
for d in data:
timestamp = dt.datetime.fromtimestamp(d[0]/1000).strftime(‘%Y-%m-%d %H:%M:%S’)
ohlc.append({
‘Open time’: timestamp,
‘Open’: float(d[1]),
‘High’: float(d[2]),
‘Low’: float(d[3]),
‘Close’: float(d[4]),
‘Volume’: float(d[5])
})
df = pd.DataFrame(ohlc)
df.set_index(‘Open time’, inplace=True)
return df
except requests.exceptions.RequestException as e:
print(f’Error in get_klines: {e}')
return None
df = get_klines(symbol, ‘1m’, 44640)

def signal_generator(df):
if df is None:
return “”
open = df.Open.iloc[-1]
close = df.Close.iloc[-1]
previous_open = df.Open.iloc[-2]
previous_close = df.Close.iloc[-2]

# Bearish pattern
if (open>close and
previous_open<previous_close and
close<previous_open and
open>=previous_close):
return ‘sell’

# Bullish pattern
elif (open<close and
previous_open>previous_close and
close>previous_open and
open<=previous_close):
return ‘buy’

# No clear pattern
else:
return “”

df = get_klines(symbol, ‘1m’, 44640)
def order_execution(symbol, signal, step_size, leverage):
# Close any existing positions
current_position = None
positions = binance_futures.fapiPrivateGetPositionRisk()
for position in positions:
if position[“symbol”] == symbol:
current_position = position
if current_position is not None and current_position[“positionAmt”] != 0:
binance_futures.fapiPrivatePostOrder(
symbol=symbol,
side=‘SELL’ if current_position[“positionSide”] == “LONG” else ‘BUY’,
type=‘MARKET’,
quantity=abs(float(current_position[“positionAmt”])),
positionSide=current_position[“positionSide”],
reduceOnly=True
)
time.sleep(1)

# Calculate appropriate order quantity and price based on signal
opposite_position = None
quantity = step_size
if signal == ‘buy’:
position_side = ‘BOTH’
opposite_position = current_position if current_position and current_position[‘positionSide’] == ‘SHORT’ else None
order_type = FUTURE_ORDER_TYPE_TAKE_PROFIT_MARKET
price = round_step_size(binance_futures.fetch_ticker(symbol)[‘askPrice’], step_size=step_size)
take_profit_percentage = TAKE_PROFIT_PERCENTAGE
stop_loss_percentage = STOP_LOSS_PERCENTAGE
elif signal == ‘sell’:
position_side = ‘BOTH’
opposite_position = current_position if current_position and current_position[‘positionSide’] == ‘LONG’ else None
order_type = FUTURE_ORDER_TYPE_STOP_MARKET
price = round_step_size(binance_futures.fetch_ticker(symbol)[‘bidPrice’], step_size=step_size)
take_profit_percentage = TAKE_PROFIT_PERCENTAGE
stop_loss_percentage = STOP_LOSS_PERCENTAGE

# Reduce quantity if opposite position exists
if opposite_position is not None:
if abs(opposite_position[‘positionAmt’]) < quantity:
quantity = abs(opposite_position[‘positionAmt’])

# Set take profit and stop loss prices
if signal == ‘buy’:
if price is not None:
take_profit_price = round_step_size(price * (1 + take_profit_percentage / 100), step_size=step_size)
stop_loss_price = round_step_size(price * (1 - stop_loss_percentage / 100), step_size=step_size)
else:
take_profit_price = None
stop_loss_price = None
else:
if price is not None:
take_profit_price = round_step_size(price * (1 - take_profit_percentage / 100), step_size=step_size)
stop_loss_price = round_step_size(price * (1 + stop_loss_percentage / 100), step_size=step_size)
else:
take_profit_price = None
stop_loss_price = None

# Place order
order_params = {
“symbol”: symbol,
“side”: “BUY” if signal == “buy” else “SELL”,
“type”: order_type,
“positionSide”: position_side,
“quantity”: quantity,
“price”: price,
“stopPrice”: stop_loss_price if signal == “buy” else take_profit_price,
“reduceOnly”: False,
“newOrderRespType”: “RESULT”,
“workingType”: “MARK_PRICE”,
“priceProtect”: False,
“leverage”: 125
}

try:
response = binance_futures.fapiPrivatePostOrder(**order_params)
print(f"Order details: {response}”)
except BinanceAPIException as e:
print(f"Error in order_execution: {e}“)
time.sleep(1)
signal = signal_generator(df)
while True:
df = get_klines(symbol, ‘1m’, 44640) # await the coroutine function here
if df is not None:
signal = signal_generator(df)
if signal is not None:
print(f"The signal time is: {dt.datetime.now().strftime(‘%Y-%m-%d %H:%M:%S’)} :{signal}”)
order_execution(symbol, signal, MAX_TRADE_QUANTITY_PERCENTAGE, leverage)
time.sleep(0.1)
But I getting ERROR: BTC/USDT found in the market
Error in get_klines: 400 Client Error: Bad Request for url: https://fapi.binance.com/fapi/v1/klines?symbol=BTC/USDT&interval=1m&startTime=2023-05-03 16:20:29.451489&endTime=2023-06-03 16:20:29.451489
Error in get_klines: 400 Client Error: Bad Request for url: https://fapi.binance.com/fapi/v1/klines?symbol=BTC/USDT&interval=1m&startTime=2023-05-03 16:20:30.506275&endTime=2023-06-03 16:20:30.506275
Error in get_klines: 400 Client Error: Bad Request for url: https://fapi.binance.com/fapi/v1/klines?symbol=BTC/USDT&interval=1m&startTime=2023-05-03 16:20:31.565857&endTime=2023-06-03 16:20:31.565857
The signal time is: 2023-06-03 16:20:32 :
Traceback (most recent call last):
File “c:\Users\Alan.vscode\jew_bot\jew_bot\jew_bot.py”, line 226, in <module>
order_execution(symbol, signal, MAX_TRADE_QUANTITY_PERCENTAGE, leverage)
File “c:\Users\Alan.vscode\jew_bot\jew_bot\jew_bot.py”, line 190, in order_execution
if price is not None:
^^^^^
UnboundLocalError: cannot access local variable ‘price’ where it is not associated with a value