feat: add futures/perpetual symbol support

.gitignore

@@ -1,5 +1,6 @@
 # Binaries
 /trading-cli
+/fetch-symbols
 *.exe
 *.exe~
 *.dll
@@ -33,3 +34,7 @@ Thumbs.db
 # Build
 dist/
 build/
+
+# Folders
+logs/
+local/

.goreleaser.yaml

@@ -94,9 +94,6 @@ release:
     go install github.com/alorse/trading-cli/cmd/trading-cli@{{.Tag}}
     ```
 
-    ### Binary download
-    Download the appropriate binary for your platform from the assets below.
-
 brews:
   - name: trading-cli
     repository:

README.md

@@ -46,9 +46,15 @@ Download pre-built binaries for your platform from the [releases page](https://g
 # Top gainers on KuCoin
 trading-cli top-gainers --exchange KUCOIN --timeframe 15m --limit 10
 
+# Top gainers on Binance Futures
+trading-cli top-gainers --exchange BINANCE --timeframe 15m --limit 10 --futures
+
 # Full analysis of Bitcoin
 trading-cli coin-analysis --symbol BTCUSDT --exchange KUCOIN --timeframe 1h
 
+# Analysis of a perpetual futures symbol
+trading-cli coin-analysis --symbol BTCUSDT.P --exchange BINANCE --timeframe 1h
+
 # Backtest RSI strategy on Apple
 trading-cli backtest-strategy --symbol AAPL --strategy rsi --period 1y
 

cmd/fetch-symbols/main.go

@@ -3,6 +3,7 @@ package main
 import (
 	"bytes"
 	"encoding/json"
+	"flag"
 	"fmt"
 	"io/fs"
 	"net/http"
@@ -16,6 +17,10 @@ const (
 	pageSize   = 500
 )
 
+var (
+	futures bool
+)
+
 var exchanges = []string{
 	"KUCOIN", "BINANCE", "BYBIT", "OKX", "BITGET",
 	"COINBASE", "GATE", "MEXC", "HTX", "BITFINEX",
@@ -60,10 +65,15 @@ func fetchSymbols(exchange string) ([]string, error) {
 	offset := 0
 
 	for {
+		marketType := "spot"
+		if futures {
+			marketType = "swap"
+		}
+
 		reqBody := scanRequest{
 			Filter: []scanFilter{
 				{Left: "exchange", Operation: "equal", Right: exchange},
-				{Left: "type", Operation: "equal", Right: "spot"},
+				{Left: "type", Operation: "equal", Right: marketType},
 			},
 			Symbols: scanSymbolsQuery{Query: scanQueryTypes{Types: []string{}}},
 			Columns: []string{"name"},
@@ -118,9 +128,12 @@ func fetchSymbols(exchange string) ([]string, error) {
 }
 
 func main() {
-	dataDir := os.Args[1]
-	if dataDir == "" {
-		dataDir = "pkg/tools/screener/data"
+	flag.BoolVar(&futures, "futures", false, "Fetch futures/perpetual symbols")
+	flag.Parse()
+
+	dataDir := "pkg/tools/screener/data"
+	if args := flag.Args(); len(args) > 0 {
+		dataDir = args[0]
 	}
 
 	// Verify directory exists
@@ -138,7 +151,11 @@ func main() {
 			os.Exit(1)
 		}
 
-		filename := fmt.Sprintf("%s/%s.txt", strings.TrimRight(dataDir, "/"), strings.ToLower(exchange))
+		suffix := ""
+		if futures {
+			suffix = "_futures"
+		}
+		filename := fmt.Sprintf("%s/%s%s.txt", strings.TrimRight(dataDir, "/"), strings.ToLower(exchange), suffix)
 		content := strings.Join(symbols, "\n") + "\n"
 
 		if err := os.WriteFile(filename, []byte(content), fs.FileMode(0644)); err != nil {

cmd/trading-cli/stubs.go

@@ -50,19 +50,21 @@ func runTopGainers(cfg *config.Config) error {
 	exchange := fs.String("exchange", "BINANCE", "Exchange name")
 	timeframe := fs.String("timeframe", "1D", "Timeframe")
 	limit := fs.Int("limit", 10, "Number of results")
+	futures := fs.Bool("futures", false, "Use futures/perpetual symbols")
 	fs.Parse(os.Args[2:])
 
-	return screener.RunTopGainers(cfg, *exchange, *timeframe, *limit)
+	return screener.RunTopGainers(cfg, *exchange, *timeframe, *limit, *futures)
 }
 
 func runTopLosers(cfg *config.Config) error {
 	fs := flag.NewFlagSet("top-losers", flag.ContinueOnError)
 	exchange := fs.String("exchange", "BINANCE", "Exchange name")
 	timeframe := fs.String("timeframe", "1D", "Timeframe")
 	limit := fs.Int("limit", 10, "Number of results")
+	futures := fs.Bool("futures", false, "Use futures/perpetual symbols")
 	fs.Parse(os.Args[2:])
 
-	return screener.RunTopLosers(cfg, *exchange, *timeframe, *limit)
+	return screener.RunTopLosers(cfg, *exchange, *timeframe, *limit, *futures)
 }
 
 func runBollingerScan(cfg *config.Config) error {
@@ -71,9 +73,10 @@ func runBollingerScan(cfg *config.Config) error {
 	timeframe := fs.String("timeframe", "4h", "Timeframe")
 	bbwThreshold := fs.Float64("bbw-threshold", 0.04, "Bollinger Band Width threshold")
 	limit := fs.Int("limit", 10, "Number of results")
+	futures := fs.Bool("futures", false, "Use futures/perpetual symbols")
 	fs.Parse(os.Args[2:])
 
-	return screener.RunBollingerScan(cfg, *exchange, *timeframe, *bbwThreshold, *limit)
+	return screener.RunBollingerScan(cfg, *exchange, *timeframe, *bbwThreshold, *limit, *futures)
 }
 
 func runRatingFilter(cfg *config.Config) error {
@@ -82,9 +85,10 @@ func runRatingFilter(cfg *config.Config) error {
 	timeframe := fs.String("timeframe", "4h", "Timeframe")
 	rating := fs.Int("rating", 2, "Bollinger Band rating (-3 to 3)")
 	limit := fs.Int("limit", 10, "Number of results")
+	futures := fs.Bool("futures", false, "Use futures/perpetual symbols")
 	fs.Parse(os.Args[2:])
 
-	return screener.RunRatingFilter(cfg, *exchange, *timeframe, *rating, *limit)
+	return screener.RunRatingFilter(cfg, *exchange, *timeframe, *rating, *limit, *futures)
 }
 
 // Analysis tools
@@ -112,9 +116,10 @@ func runConsecutiveCandles(cfg *config.Config) error {
 	patternType := fs.String("pattern-type", "bullish", "Pattern type (bullish/bearish)")
 	minGrowth := fs.Float64("min-growth", 2.0, "Minimum growth percentage")
 	limit := fs.Int("limit", 10, "Number of results")
+	futures := fs.Bool("futures", false, "Use futures/perpetual symbols")
 	fs.Parse(os.Args[2:])
 
-	return patterns.RunConsecutiveCandles(cfg, *exchange, *timeframe, *patternType, *minGrowth, *limit)
+	return patterns.RunConsecutiveCandles(cfg, *exchange, *timeframe, *patternType, *minGrowth, *limit, *futures)
 }
 
 func runAdvancedCandle(cfg *config.Config) error {
@@ -123,9 +128,10 @@ func runAdvancedCandle(cfg *config.Config) error {
 	baseTimeframe := fs.String("base-timeframe", "4h", "Base timeframe")
 	minSizeIncrease := fs.Float64("min-size-increase", 10.0, "Minimum size increase percentage")
 	limit := fs.Int("limit", 10, "Number of results")
+	futures := fs.Bool("futures", false, "Use futures/perpetual symbols")
 	fs.Parse(os.Args[2:])
 
-	return patterns.RunAdvancedCandle(cfg, *exchange, *baseTimeframe, *minSizeIncrease, *limit)
+	return patterns.RunAdvancedCandle(cfg, *exchange, *baseTimeframe, *minSizeIncrease, *limit, *futures)
 }
 
 // Volume tools
@@ -137,9 +143,10 @@ func runVolumeBreakout(cfg *config.Config) error {
 	volumeMultiplier := fs.Float64("volume-multiplier", 2.0, "Volume multiplier")
 	priceChangeMin := fs.Float64("price-change-min", 3.0, "Minimum price change percentage")
 	limit := fs.Int("limit", 10, "Number of results")
+	futures := fs.Bool("futures", false, "Use futures/perpetual symbols")
 	fs.Parse(os.Args[2:])
 
-	return volume.RunVolumeBreakout(cfg, *exchange, *timeframe, *volumeMultiplier, *priceChangeMin, *limit)
+	return volume.RunVolumeBreakout(cfg, *exchange, *timeframe, *volumeMultiplier, *priceChangeMin, *limit, *futures)
 }
 
 func runVolumeConfirmation(cfg *config.Config) error {
@@ -163,9 +170,10 @@ func runSmartVolume(cfg *config.Config) error {
 	minPriceChange := fs.Float64("min-price-change", 2.0, "Minimum price change percentage")
 	rsiRange := fs.String("rsi-range", "any", "RSI range (any/oversold/neutral/overbought)")
 	limit := fs.Int("limit", 10, "Number of results")
+	futures := fs.Bool("futures", false, "Use futures/perpetual symbols")
 	fs.Parse(os.Args[2:])
 
-	return volume.RunSmartVolume(cfg, *exchange, *minVolumeRatio, *minPriceChange, *rsiRange, *limit)
+	return volume.RunSmartVolume(cfg, *exchange, *minVolumeRatio, *minPriceChange, *rsiRange, *limit, *futures)
 }
 
 // Multi-timeframe