Binance importer for Beancount

Prepares a CSV using the Binance API and generates transactions using that CSV and additional other CSVs.

Incomplete, messy and the result of a lot of trial and error.

Creates transactions for:

Spot orders
Spot fees in multiple currencies (happens sometimes if you enable fees in BNB but don't have enough BNB)
Deposits
Trades made using Binance "simple view"
Dust exchanges to BNB
Distributions by Binance

Does NOT create transactions for:

Withdrawals <-- do these manually

Tracks "lots" FIFO style internally, in order to apply a cost to each sell. Feature is incomplete, see "Known issues" below.

Preparation

Get NodeJS v14 or later
Run npm install

Create a file private/binance-config.json containing your Binance API key+secret:

{
  "apiKey": "faffaffaffaffaffaf",
  "apiSecret": "faffaffaffaffaffaf"
}

Create a Beancount importer config file that looks like this:

#!/usr/bin/env python3
# config.py
import os, sys

sys.path.insert(0, os.path.abspath("."))
import bc_binance.importer as binance

CONFIG = [
    binance.Importer(
        asset_account="Assets:Binance",
        commission_account="Expenses:Fees:Commission:Binance"
    )
]

Usage

In Binance, export everything you can in as many steps as necessary:
- Orders > Spot Order > Order History > Export > Beyond 6 months (custom)
  Note: MUST select Custom, otherwise format will be incorrect
  Save these files as download/bina-XXXX_XX_XX-XXXX_XX_XX.csv
- Same for Orders > Spot Order > Trade History > ... <-- possibly only necessary for pre-2018 orders with markets the API doesn't recognize
  Save these files as download/binatrades-XXXX_XX_XX-XXXX_XX_XX.csv
- Wallet > Transaction History > Generate All Statements
  Save these files as download/0binastmt-XXXX_XX_XX-XXXX_XX_XX.csv
Keep these files in your download directory even after you're done - full history is necessary to keep track of lots
Generate bina-XXXX_XX_XX-XXXX_XX_XX-processed.csv files using the Node script:
USAGE: node preprocess-bina-file.mjs orders.csv [trades.csv]
EXAMPLE: node preprocess-bina-file.mjs download/bina-XXXX_XX_XX-XXXX_XX_XX.csv download/binatrades-XXXX_XX_XX-XXXX_XX_XX.csv
Run beancount:
```
bean-extract config.py .
```

Quirks

Some cryptocurrency symbols start with a digit, which is illegal in Beancount. Example: "1INCH". For this reason, we prefix such symbols with "XX".
Half of the project is in NodeJS instead of Python -- yeah, it seemed more convenient at the time

Known issues

Cost disabled

Assets:Binance 1 ATOM {2.40473553 USDT, 2020-04-16} <-- this part was disabled

Cause #1: a buy order failing with "No position matches" even though there was a valid position in the balances.
Something to do with a posting being marked as a reduction though it should be an augmentation.
See beancount core: parser/booking_full.py
Possible workaround: make it possible to force a posting as being an augmentation?

Cause #2: Beancount refusing to 'grab' from a lot that was created using a different currency.
Error message: "Cost and price currencies must match: ETH != BTC"
Example:

2018-04-24 * "STORMBTC market sell"
  Assets:Binance        -155.619 STORM {0.00000641 BTC, 2018-04-24} @ 0.00000692 BTC
  Assets:Binance        -224.381 STORM {0.00008888 ETH, 2018-04-24} @ 0.00000692 BTC  <-- CONFLICTING TX
  Assets:Binance      0.00262960 BTC

PnL disabled

Cause: PnL catches profit from other currencies
E.g. ETH bought for USD, when sold for EUR, will accumulate in PnL too

Currency rename handling

STORM was renamed to STMX over 2020-06-09 and 2020-06-10 leading to confusing 'Distribution' statements
Has to be fixed by hand in the generated ledger

Thanks

Martin Blais and the other Beancount contributors

No thanks

Binance, for their incredibly annoying and buggy export mechanism

rkok / beancount-binance