From 89562094b7529a8ad7ad6fbd7580234508f794eb Mon Sep 17 00:00:00 2001 From: lychiyu Date: Fri, 30 Aug 2024 22:55:17 +0800 Subject: [PATCH] =?UTF-8?q?=E5=88=9D=E5=A7=8B=E5=8C=96=E4=BB=93=E5=BA=93?= =?UTF-8?q?=EF=BC=8Cb87213827e08344908cdd718039f3120d047b44e?= MIME-Version: 1.0 Content-Type: text/plain; charset=UTF-8 Content-Transfer-Encoding: 8bit --- .dockerignore | 7 + .env.local.example | 13 + .evans.toml | 3 + .gitattributes | 0 .gitignore | 68 + .golangci.yml | 9 + .markdownlint.yaml | 5 + .pre-commit-config.yaml | 14 + CLA.md | 29 + CODEOWNERS | 2 + CODE_OF_CONDUCT.md | 127 + CONTRIBUTING.md | 80 + Dockerfile | 33 + LICENSE | 661 + Makefile | 277 + Procfile | 1 + README.md | 667 + README.zh_TW.md | 624 + app.json | 26 + apps/backtest-report/.eslintrc.json | 3 + apps/backtest-report/.gitignore | 35 + apps/backtest-report/README.md | 54 + .../components/OrderListTable.tsx | 81 + .../components/ReportDetails.tsx | 248 + .../components/ReportNavigator.tsx | 79 + 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pkg/exchange/binance/binanceapi/place_margin_order_request_requestgen.go create mode 100644 pkg/exchange/binance/binanceapi/rows.go create mode 100644 pkg/exchange/binance/binanceapi/transfer_asset_request.go create mode 100644 pkg/exchange/binance/binanceapi/transfer_asset_request_requestgen.go create mode 100644 pkg/exchange/binance/binanceapi/transfertype_string.go create mode 100644 pkg/exchange/binance/binanceapi/withdraw_request.go create mode 100644 pkg/exchange/binance/binanceapi/withdraw_request_requestgen.go create mode 100644 pkg/exchange/binance/binanceapi/withdrawstatus_string.go create mode 100644 pkg/exchange/binance/cancel_replace.go create mode 100644 pkg/exchange/binance/convert.go create mode 100644 pkg/exchange/binance/convert_futures.go create mode 100644 pkg/exchange/binance/convert_margin.go create mode 100644 pkg/exchange/binance/exchange.go create mode 100644 pkg/exchange/binance/exchange_test.go create mode 100644 pkg/exchange/binance/futures.go create mode 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100644 pkg/exchange/bybit/bybitapi/types_test.go create mode 100644 pkg/exchange/bybit/bybitapi/v3/client.go create mode 100644 pkg/exchange/bybit/bybitapi/v3/client_test.go create mode 100644 pkg/exchange/bybit/bybitapi/v3/get_trades_request.go create mode 100644 pkg/exchange/bybit/bybitapi/v3/get_trades_request_requestgen.go create mode 100644 pkg/exchange/bybit/bybitapi/v3/types.go create mode 100644 pkg/exchange/bybit/convert.go create mode 100644 pkg/exchange/bybit/convert_test.go create mode 100644 pkg/exchange/bybit/exchange.go create mode 100644 pkg/exchange/bybit/market_info_poller.go create mode 100644 pkg/exchange/bybit/market_info_poller_test.go create mode 100644 pkg/exchange/bybit/mocks/stream.go create mode 100644 pkg/exchange/bybit/stream.go create mode 100644 pkg/exchange/bybit/stream_callbacks.go create mode 100644 pkg/exchange/bybit/stream_test.go create mode 100644 pkg/exchange/bybit/types.go create mode 100644 pkg/exchange/bybit/types_test.go create mode 100644 pkg/exchange/factory.go create mode 100644 pkg/exchange/kucoin/convert.go create mode 100644 pkg/exchange/kucoin/exchange.go create mode 100644 pkg/exchange/kucoin/generate_symbol_map.go create mode 100644 pkg/exchange/kucoin/kucoinapi/account.go create mode 100644 pkg/exchange/kucoin/kucoinapi/bullet.go create mode 100644 pkg/exchange/kucoin/kucoinapi/cancel_all_order_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/cancel_order_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/client.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_account_request.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_account_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_all_tickers_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_fills_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_k_lines_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_order_book_level_2_depth_100_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_order_book_level_2_depth_20_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_order_book_level_2_depth_all_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_private_bullet_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_public_bullet_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/get_ticker_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/list_accounts_request.go create mode 100644 pkg/exchange/kucoin/kucoinapi/list_accounts_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/list_history_orders_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/list_orders_request_requestgen.go create mode 100644 pkg/exchange/kucoin/kucoinapi/list_sub_accounts_request_requestgen.go create mode 100644 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pkg/exchange/max/maxapi/v3/margin_transfer_request.go create mode 100644 pkg/exchange/max/maxapi/v3/margin_transfer_request_requestgen.go create mode 100644 pkg/exchange/max/maxapi/v3/order.go create mode 100644 pkg/exchange/max/maxapi/v3/trade.go create mode 100644 pkg/exchange/max/maxapi/websocket.go create mode 100644 pkg/exchange/max/maxapi/withdrawal.go create mode 100644 pkg/exchange/max/maxapi/withdrawal_request_requestgen.go create mode 100644 pkg/exchange/max/maxapi/withdrawal_test.go create mode 100644 pkg/exchange/max/stream.go create mode 100644 pkg/exchange/max/stream_callbacks.go create mode 100644 pkg/exchange/max/ticker_test.go create mode 100644 pkg/exchange/okex/convert.go create mode 100644 pkg/exchange/okex/convert_test.go create mode 100644 pkg/exchange/okex/exchange.go create mode 100644 pkg/exchange/okex/exchange_test.go create mode 100644 pkg/exchange/okex/gensymbols.go create mode 100644 pkg/exchange/okex/kline_stream.go create mode 100644 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create mode 100644 pkg/exchange/okex/okexapi/public.go create mode 100644 pkg/exchange/okex/okexapi/testdata/get_three_days_transaction_history_request.json create mode 100644 pkg/exchange/okex/okexapi/testdata/get_transaction_history_request.json create mode 100644 pkg/exchange/okex/okexapi/trade.go create mode 100644 pkg/exchange/okex/parse.go create mode 100644 pkg/exchange/okex/parse_test.go create mode 100644 pkg/exchange/okex/query_closed_orders_test.go create mode 100644 pkg/exchange/okex/query_kline_test.go create mode 100644 pkg/exchange/okex/query_order_test.go create mode 100644 pkg/exchange/okex/query_order_trades_test.go create mode 100644 pkg/exchange/okex/query_trades_test.go create mode 100644 pkg/exchange/okex/stream.go create mode 100644 pkg/exchange/okex/stream_callbacks.go create mode 100644 pkg/exchange/okex/stream_test.go create mode 100644 pkg/exchange/okex/symbols.go create mode 100644 pkg/exchange/okex/types.go create mode 100644 pkg/exchange/retry/account.go 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pkg/indicator/pivothigh_callbacks.go create mode 100644 pkg/indicator/pivotlow.go create mode 100644 pkg/indicator/pivotlow_callbacks.go create mode 100644 pkg/indicator/pivotlow_test.go create mode 100644 pkg/indicator/psar.go create mode 100644 pkg/indicator/psar_callbacks.go create mode 100644 pkg/indicator/psar_test.go create mode 100644 pkg/indicator/rma.go create mode 100644 pkg/indicator/rma_callbacks.go create mode 100644 pkg/indicator/rma_test.go create mode 100644 pkg/indicator/rsi.go create mode 100644 pkg/indicator/rsi_callbacks.go create mode 100644 pkg/indicator/rsi_test.go create mode 100644 pkg/indicator/sma.go create mode 100644 pkg/indicator/sma_callbacks.go create mode 100644 pkg/indicator/sma_test.go create mode 100644 pkg/indicator/ssf.go create mode 100644 pkg/indicator/ssf_callbacks.go create mode 100644 pkg/indicator/ssf_test.go create mode 100644 pkg/indicator/stddev.go create mode 100644 pkg/indicator/stddev_callbacks.go create mode 100644 pkg/indicator/stoch.go create mode 100644 pkg/indicator/stoch_callbacks.go create mode 100644 pkg/indicator/stoch_test.go create mode 100644 pkg/indicator/supertrend.go create mode 100644 pkg/indicator/supertrendPivot.go create mode 100644 pkg/indicator/supertrendPivot_callbacks.go create mode 100644 pkg/indicator/supertrend_callbacks.go create mode 100644 pkg/indicator/tema.go create mode 100644 pkg/indicator/tema_callbacks.go create mode 100644 pkg/indicator/tema_test.go create mode 100644 pkg/indicator/till.go create mode 100644 pkg/indicator/till_callbacks.go create mode 100644 pkg/indicator/till_test.go create mode 100644 pkg/indicator/tma.go create mode 100644 pkg/indicator/tma_callbacks.go create mode 100644 pkg/indicator/tsi.go create mode 100644 pkg/indicator/tsi_callbacks.go create mode 100644 pkg/indicator/tsi_test.go create mode 100644 pkg/indicator/utBotAlert.go create mode 100644 pkg/indicator/utBotAlert_callbacks.go create mode 100644 pkg/indicator/util.go create mode 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pkg/indicator/v2/rma.go create mode 100644 pkg/indicator/v2/rma_test.go create mode 100644 pkg/indicator/v2/rsi.go create mode 100644 pkg/indicator/v2/rsi_test.go create mode 100644 pkg/indicator/v2/sma.go create mode 100644 pkg/indicator/v2/sma_test.go create mode 100644 pkg/indicator/v2/smma.go create mode 100644 pkg/indicator/v2/smma_test.go create mode 100644 pkg/indicator/v2/stddev.go create mode 100644 pkg/indicator/v2/stoch.go create mode 100644 pkg/indicator/v2/stoch_test.go create mode 100644 pkg/indicator/v2/stochstream_callbacks.go create mode 100644 pkg/indicator/v2/subtract.go create mode 100644 pkg/indicator/v2/subtract_test.go create mode 100644 pkg/indicator/v2/tr.go create mode 100644 pkg/indicator/v2/tr_test.go create mode 100644 pkg/indicator/vidya.go create mode 100644 pkg/indicator/vidya_callbacks.go create mode 100644 pkg/indicator/vidya_test.go create mode 100644 pkg/indicator/volatility.go create mode 100644 pkg/indicator/volatility_callbacks.go create mode 100644 pkg/indicator/volumeprofile.go create mode 100644 pkg/indicator/volumeprofile_test.go create mode 100644 pkg/indicator/vwap.go create mode 100644 pkg/indicator/vwap_callbacks.go create mode 100644 pkg/indicator/vwap_test.go create mode 100644 pkg/indicator/vwma.go create mode 100644 pkg/indicator/vwma_callbacks.go create mode 100644 pkg/indicator/wdrift.go create mode 100644 pkg/indicator/wdrift_test.go create mode 100644 pkg/indicator/weighteddrift_callbacks.go create mode 100644 pkg/indicator/wwma.go create mode 100644 pkg/indicator/wwma_callbacks.go create mode 100644 pkg/indicator/zlema.go create mode 100644 pkg/indicator/zlema_callbacks.go create mode 100644 pkg/indicator/zlema_test.go create mode 100644 pkg/interact/auth.go create mode 100644 pkg/interact/command.go create mode 100644 pkg/interact/default.go create mode 100644 pkg/interact/interact.go create mode 100644 pkg/interact/interact_test.go create mode 100644 pkg/interact/parse.go create mode 100644 pkg/interact/reply.go create mode 100644 pkg/interact/responder.go create mode 100644 pkg/interact/session.go create mode 100644 pkg/interact/slack.go create mode 100644 pkg/interact/slack_callbacks.go create mode 100644 pkg/interact/state.go create mode 100644 pkg/interact/telegram.go create mode 100644 pkg/interact/telegram_callbacks.go create mode 100644 pkg/migrations/mysql/main_20200721225616_trades.go create mode 100644 pkg/migrations/mysql/main_20200819054742_trade_index.go create mode 100644 pkg/migrations/mysql/main_20201102222546_orders.go create mode 100644 pkg/migrations/mysql/main_20201103173342_trades_add_order_id.go create mode 100644 pkg/migrations/mysql/main_20201105092857_trades_index_fix.go create mode 100644 pkg/migrations/mysql/main_20201105093056_orders_add_index.go create mode 100644 pkg/migrations/mysql/main_20201106114742_klines.go create mode 100644 pkg/migrations/mysql/main_20201211175751_fix_symbol_length.go create mode 100644 pkg/migrations/mysql/main_20210118163847_fix_unique_index.go create mode 100644 pkg/migrations/mysql/main_20210119232826_add_margin_columns.go create mode 100644 pkg/migrations/mysql/main_20210129182704_trade_price_quantity_index.go create mode 100644 pkg/migrations/mysql/main_20210215203116_add_pnl_column.go create mode 100644 pkg/migrations/mysql/main_20210223080622_add_rewards_table.go create mode 100644 pkg/migrations/mysql/main_20210301140656_add_withdraws_table.go create mode 100644 pkg/migrations/mysql/main_20210307201830_add_deposits_table.go create mode 100644 pkg/migrations/mysql/main_20210416230730_klines_symbol_length.go create mode 100644 pkg/migrations/mysql/main_20210421091430_increase_symbol_length.go create mode 100644 pkg/migrations/mysql/main_20210421095030_increase_decimal_length.go create mode 100644 pkg/migrations/mysql/main_20210531234123_add_kline_taker_buy_columns.go create mode 100644 pkg/migrations/mysql/main_20211205162043_add_is_futures_column.go create mode 100644 pkg/migrations/mysql/main_20211211020303_add_ftx_kline.go create mode 100644 pkg/migrations/mysql/main_20211211034819_add_nav_history_details.go create mode 100644 pkg/migrations/mysql/main_20211211103657_update_fee_currency_length.go create mode 100644 pkg/migrations/mysql/main_20211226022411_add_kucoin_klines.go create mode 100644 pkg/migrations/mysql/main_20220304153317_add_profit_table.go create mode 100644 pkg/migrations/mysql/main_20220307132917_add_positions.go create mode 100644 pkg/migrations/mysql/main_20220317125555_fix_trade_indexes.go create mode 100644 pkg/migrations/mysql/main_20220419121046_fix_fee_column.go create mode 100644 pkg/migrations/mysql/main_20220503144849_add_margin_info_to_nav.go create mode 100644 pkg/migrations/mysql/main_20220504184155_fix_net_asset_column.go create mode 100644 pkg/migrations/mysql/main_20220512170322_fix_profit_symbol_length.go create mode 100644 pkg/migrations/mysql/main_20220520140707_kline_unique_idx.go create mode 100644 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pkg/util/tradingutil/trades.go create mode 100644 pkg/util/tradingutil/trades_test.go create mode 100644 pkg/util/trylock.go create mode 100644 pkg/util/trylock_18.go create mode 100644 pkg/util/volatile_memory.go create mode 100644 pkg/version/dev.go create mode 100644 pkg/version/version.go create mode 100644 rockhopper_mysql.yaml create mode 100644 rockhopper_sqlite.yaml create mode 100644 scripts/bump-minor.sh create mode 100644 scripts/bump-patch.sh create mode 100644 scripts/download-dnum.sh create mode 100644 scripts/download.sh create mode 100644 scripts/goose create mode 100644 scripts/max.sh create mode 100644 scripts/maxapi.sh create mode 100644 scripts/release-test.sh create mode 100644 scripts/setup-bollgrid-dnum.sh create mode 100644 scripts/setup-bollgrid.sh create mode 100644 scripts/setup-bollmaker.sh create mode 100644 scripts/setup-dnum.sh create mode 100644 scripts/setup-grid-dnum.sh create mode 100644 scripts/setup-grid.sh create mode 100644 scripts/setup.sh create mode 100644 scripts/sync_time.sh create mode 100644 scripts/test-mysql-migrations.sh create mode 100644 scripts/test-sqlite3-migrations.sh create mode 100644 testdata/binance-markets.json create mode 100644 utils/changelog.sh create mode 100644 utils/embed/main.go create mode 100644 utils/generate-new-migration.sh create mode 100644 utils/generate-version-file.sh create mode 100644 utils/google-spreadsheet/main.go diff --git a/.dockerignore b/.dockerignore new file mode 100644 index 0000000..6dfdf4f --- /dev/null +++ b/.dockerignore @@ -0,0 +1,7 @@ +/contracts +.env.* +/linode +/frontend +/desktop +/data +/output diff --git a/.env.local.example b/.env.local.example new file mode 100644 index 0000000..b6552d4 --- /dev/null +++ b/.env.local.example @@ -0,0 +1,13 @@ +SLACK_TOKEN=YOUR_TOKEN +SLACK_CHANNEL=CHANNEL_NAME + +# DB_DRIVER="sqlite3" +# DB_DSN="bbgo.sqlite3" +DB_DRIVER=mysql +DB_DSN=root@tcp(127.0.0.1:3306)/bbgo + +MAX_API_KEY=YOUR_API_KEY +MAX_API_SECRET=YOUR_API_SECRET + +BINANCE_API_KEY=YOUR_API_KEY +BINANCE_API_SECRET=YOUR_API_SECRET diff --git a/.evans.toml b/.evans.toml new file mode 100644 index 0000000..e60d2b7 --- /dev/null +++ b/.evans.toml @@ -0,0 +1,3 @@ +[default] +protoFile = ["pkg/pb/bbgo.proto"] +package = "bbgo" diff --git a/.gitattributes b/.gitattributes new file mode 100644 index 0000000..e69de29 diff --git a/.gitignore b/.gitignore new file mode 100644 index 0000000..f41e4ff --- /dev/null +++ b/.gitignore @@ -0,0 +1,68 @@ +# Created by .ignore support plugin (hsz.mobi) +### Go template +# Binaries for programs and plugins +*.exe +*.exe~ +*.dll +*.so +*.dylib + +# Test binary, built with `go test -c` +*.test + +# Output of the go coverage tool, specifically when used with LiteIDE +*.out + +.idea + +# Dependency directories (remove the comment below to include it) +# vendor/ +/.mod +/_mod + +/.env.local +/.env.*.local +/.env.production + +.DS_Store + +/build +/dist +/bbgow* + +/config/bbgo.yaml + +/localconfig + +/pkg/server/assets.go + +*.sqlite3 +node_modules +output + +otp*png + +/.deploy + +testoutput + +*.swp +/pkg/backtest/assets.go + +coverage.txt +coverage_dum.txt + +*.cpuprofile + +.systemd.* + +/coverage.txt + +/otp.png + +/profile*.png + +*_local.yaml +/.chglog/ + +/.credentials diff --git a/.golangci.yml b/.golangci.yml new file mode 100644 index 0000000..aba75da --- /dev/null +++ b/.golangci.yml @@ -0,0 +1,9 @@ +run: + issues-exit-code: 0 + tests: true + timeout: 5m +linters: + disable-all: true + enable: + - gofmt + - gosimple diff --git a/.markdownlint.yaml b/.markdownlint.yaml new file mode 100644 index 0000000..cd599ae --- /dev/null +++ b/.markdownlint.yaml @@ -0,0 +1,5 @@ +default: true +extends: null +MD033: false +MD010: false +MD013: false diff --git a/.pre-commit-config.yaml b/.pre-commit-config.yaml new file mode 100644 index 0000000..cbb0418 --- /dev/null +++ b/.pre-commit-config.yaml @@ -0,0 +1,14 @@ +--- +repos: + # Secret Detection + - repo: https://github.com/Yelp/detect-secrets + rev: v1.2.0 + hooks: + - id: detect-secrets + args: ['--exclude-secrets', '3899a918953e01bfe218116cdfeccbed579e26275c4a89abcbc70d2cb9e9bbb8'] + exclude: pacakge.lock.json + # Markdown + - repo: https://github.com/igorshubovych/markdownlint-cli + rev: v0.31.1 + hooks: + - id: markdownlint diff --git a/CLA.md b/CLA.md new file mode 100644 index 0000000..a308bbb --- /dev/null +++ b/CLA.md @@ -0,0 +1,29 @@ +# BBGO Individual Contributor License Agreement + +### *Adapted from http://www.apache.org/licenses/ © Apache Software Foundation.* + +In order to clarify the intellectual property license granted with Contributions from any person or entity, BBGO must have a Contributor License Agreement ("CLA") on file that has been signed by each Contributor, indicating agreement to the license terms below. This CLA is for your protection as a Contributor as well as the protection of BBGO and its users; it does not change your rights to use your own Contributions for any other purpose. + +Please read this document carefully before signing and keep a copy for your records. + +You accept and agree to the following terms and conditions for your present and future Contributions Submitted to BBGO. In return, BBGO shall not use your Contributions in a way that is contrary to the public benefit or inconsistent with its nonprofit status and bylaws in effect at the time of the Contribution. Except for the license granted herein to BBGO and recipients of software distributed by BBGO, You reserve all right, title, and interest in and to your Contributions. + +1. Definitions. "You" (or "Contributor") shall mean the copyright owner or legal entity authorized by the copyright owner that is making this CLA with BBGO. For legal entities, the entity making a Contribution and all other entities that control, are controlled by, or are under common control with that entity are considered to be a single Contributor. + + For the purposes of this definition, "control" means (i) the power, direct or indirect, to cause the direction or management of such entity, whether by contract or otherwise, or (ii) ownership of fifty percent (50%) or more of the outstanding shares, or (iii) beneficial ownership of such entity. + + "Contribution" shall mean any original work of authorship, including any modifications or additions to an existing work, that is intentionally Submitted by You to BBGO for inclusion in, or documentation of, any of the products owned or managed by BBGO (the "Work"). For the purposes of this definition, "Submitted" means any form of electronic, verbal, or written communication sent to BBGO or its representatives, including but not limited to communication on electronic mailing lists, source code control systems, and issue tracking systems that are managed by, or on behalf of, BBGO for the purpose of discussing and improving the Work, but excluding communication that is conspicuously marked or otherwise designated in writing by You as "Not a Contribution." + +2. Grant of Copyright License. Subject to the terms and conditions of this CLA, You hereby grant to BBGO and to recipients of software distributed by BBGO a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable copyright license to reproduce, prepare derivative works of, publicly display, publicly perform, sublicense, and distribute your Contributions and such derivative works. + +3. Grant of Patent License. Subject to the terms and conditions of this CLA, You hereby grant to BBGO and to recipients of software distributed by BBGO a perpetual, worldwide, non-exclusive, no-charge, royalty-free, irrevocable (except as stated in this section) patent license to make, have made, use, offer to sell, sell, import, and otherwise transfer the Work, where such license applies only to those patent claims licensable by You that are necessarily infringed by your Contribution(s) alone or by combination of your Contribution(s) with the Work to which such Contribution(s) was Submitted. If any entity institutes patent litigation against You or any other entity (including a cross-claim or counterclaim in a lawsuit) alleging that your Contribution, or the Work to which you have contributed, constitutes direct or contributory patent infringement, then any patent licenses granted to that entity under this CLA for that Contribution or Work shall terminate as of the date such litigation is filed. + +4. You represent that you are legally entitled to grant the above license. If your employer(s) has rights to intellectual property that you create that includes your Contributions, you represent that you have received permission to make Contributions on behalf of that employer, that your employer has waived such rights for your Contributions to BBGO, or that your employer has executed a separate Corporate CLA with BBGO. + +5. You represent that each of your Contributions is your original creation (see section 7 for submissions on behalf of others). You represent that your Contribution submissions include complete details of any third-party license or other restriction (including, but not limited to, related patents and trademarks) of which you are personally aware and which are associated with any part of your Contributions. + +6. You are not expected to provide support for your Contributions, except to the extent You desire to provide support. You may provide support for free, for a fee, or not at all. Unless required by applicable law or agreed to in writing, You provide your Contributions on an "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied, including, without limitation, any warranties or conditions of TITLE, NON-INFRINGEMENT, MERCHANTABILITY, or FITNESS FOR A PARTICULAR PURPOSE. + +7. You commit not to copy code from another project which license does not allow the duplication / reuse / modification of their source code and / or license is not compatible with the project you are contributing to. As a reminder, a project without an explicit license must be considered as a project with a copyrighted license. + +8. You agree to notify BBGO of any facts or circumstances of which you become aware that would make these representations inaccurate in any respect. diff --git a/CODEOWNERS b/CODEOWNERS new file mode 100644 index 0000000..88a9815 --- /dev/null +++ b/CODEOWNERS @@ -0,0 +1,2 @@ +pkg/strategy/grid2 @kbearXD @gx578007 +python @narumiruna diff --git a/CODE_OF_CONDUCT.md b/CODE_OF_CONDUCT.md new file mode 100644 index 0000000..e5e203c --- /dev/null +++ b/CODE_OF_CONDUCT.md @@ -0,0 +1,127 @@ +# Contributor Covenant Code of Conduct + +## Our Pledge + +We as members, contributors, and leaders pledge to participate in our +community a harassment-free experience for everyone, regardless of age, body +size, visible or invisible disability, ethnicity, sex characteristics, gender +identity and expression, level of experience, education, socio-economic status, +nationality, personal appearance, race, religion, or sexual identity +and orientation. + +We pledge to act and interact in ways that contribute to an open, welcoming, +diverse, inclusive, and healthy community. + +## Our Standards + +Examples of behavior that contributes to a positive environment for our +community includes: + +* Demonstrating empathy and kindness toward other people +* Being respectful of differing opinions, viewpoints, and experiences +* Giving and gracefully accepting constructive feedback +* Accepting responsibility and apologizing to those affected by our mistakes, + and learning from the experience +* Focusing on what is best not just for us as individuals, but for the + overall community + +Examples of unacceptable behavior include: + +* The use of sexualized language or imagery, and sexual attention or + advances of any kind +* Trolling, insulting or derogatory comments, and personal or political attacks +* Public or private harassment +* Publishing others' private information, such as a physical or email + address, without their explicit permission +* Other conduct that could reasonably be considered inappropriate in a + professional setting + +## Enforcement Responsibilities + +Community leaders are responsible for clarifying and enforcing our standards of +acceptable behavior and will take appropriate and fair corrective action in +response to any behavior that they deem inappropriate, threatening, offensive, +or harmful. + +Community leaders have the right and responsibility to remove, edit, or reject +comments, commits, code, wiki edits, issues, and other contributions that are +not aligned to this Code of Conduct, and will communicate reasons for moderation +decisions when appropriate. + +## Scope + +This Code of Conduct applies within all community spaces and also applies when +an individual is officially representing the community in public spaces. +Examples of representing our community include using an official e-mail address, +posting via an official social media account, or acting as an appointed +representative at an online or offline event. + +## Enforcement + +Instances of abusive, harassing, or otherwise unacceptable behavior may be +reported to the community leaders responsible for enforcement at +yoanlin93@gmail.com. +All complaints will be reviewed and investigated promptly and fairly. + +All community leaders are obligated to respect the privacy and security of the +reporter of any incident. + +## Enforcement Guidelines + +Community leaders will follow these Community Impact Guidelines in determining +the consequences for any action they deem in violation of this Code of Conduct: + +### 1. Correction + +**Community Impact**: Use of inappropriate language or other behavior deemed +unprofessional or unwelcome in the community. + +**Consequence**: A private, written warning from community leaders, providing +clarity around the nature of the violation and an explanation of why the +behavior was inappropriate. A public apology may be requested. + +### 2. Warning + +**Community Impact**: This violation occurs through a single incident or a series of actions. + +**Consequence**: A warning with consequences for continued behavior. No +interaction with the people involved, including unsolicited interaction with +those enforcing the Code of Conduct, for a specified period. This +includes avoiding interactions in community spaces as well as external channels +like social media. Violating these terms may lead to a temporary or +permanent ban. + +### 3. Temporary Ban + +**Community Impact**: A serious violation of community standards, including +sustained inappropriate behavior. + +**Consequence**: A temporary ban from any sort of interaction or public +communication with the community for a specified period. No public or +private interaction with the people involved, including unsolicited interaction +with those enforcing the Code of Conduct, is allowed during this period. +Violating these terms may lead to a permanent ban. + +### 4. Permanent Ban + +**Community Impact**: Demonstrating a pattern of violation of community +standards, including sustained inappropriate behavior, harassment of an +individual, or aggression toward or disparagement of classes of individuals. + +**Consequence**: A permanent ban from any sort of public interaction within +the community. + +## Attribution + +This Code of Conduct is adapted from the [Contributor Covenant][homepage], +version 2.0, available at +https://www.contributor-covenant.org/version/2/0/code_of_conduct.html. + +Community Impact Guidelines were inspired by [Mozilla's code of conduct +enforcement ladder](https://github.com/mozilla/diversity). + +[homepage]: https://www.contributor-covenant.org + +For answers to common questions about this code of conduct, see the FAQ at +https://www.contributor-covenant.org/faq. Translations are available at +https://www.contributor-covenant.org/translations. diff --git a/CONTRIBUTING.md b/CONTRIBUTING.md new file mode 100644 index 0000000..f25a27d --- /dev/null +++ b/CONTRIBUTING.md @@ -0,0 +1,80 @@ +# Contributing + +Thank you for investing your time in contributing to our project! :sparkles:. + +Read our [Code of Conduct](./CODE_OF_CONDUCT.md) to keep our community approachable and respectable. + +In this guide you will get an overview of the contribution workflow from opening an issue, creating a PR, reviewing, and merging the PR. + +## Getting started + +### Issues + +#### Create a new issue + +If you spot a problem, search if an issue already exists. If a related issue doesn't exist, you can open a new issue using a relevant issue form. + +#### Solve an issue + +Scan through our [existing issues](https://github.com/c9s/bbgo/issues) to find one that interests you. +You can narrow down the search using `labels` as filters. As a general rule, we don’t assign issues to anyone. +If you find an issue to work on, you are welcome to open a PR with a fix. + +### Making Changes + +Install pre-commit to check your changes before you commit: + + pip install pre-commit + pre-commit install + pre-commit run markdownlint --files=README.md --verbose + pre-commit run detect-secrets --all-files --verbose + +See for more details. + +For new large features, such as integrating Binance futures contracts, please propose a discussion first before you start working on it. + +For new small features, you could open a pull request directly. + +For each contributor, you have chance to receive the BBG token through the polygon network. + +Each issue has its BBG label, by completing the issue with a pull request, you can get corresponding amount of BBG. + +## Support + +### By contributing pull requests + +Any pull request is welcome, documentation, format fixing, testing, and features. + +### By registering account with referral ID + +You may register your exchange account with my referral ID to support this project. + +- For MAX Exchange: (default commission rate to your account) +- For Binance Exchange: (5% commission back to your account) + +### By small amount of cryptos + +- BTC address `3J6XQJNWT56amqz9Hz2BEVQ7W4aNmb5kiU` +- USDT ERC20 address `0xeBcf7887A5b767DEb2e0C77E46A22c6Adc64E427` +- USDT POLYGON address `0xeBcf7887A5b767DEb2e0C77E46A22c6Adc64E427` + +### Buying BBG token + +BBGO issued a token BBG for the ecosystem (contract +address: on ethereum). + +If you have feature request, you can offer your BBG for contributors. + +BBG/ETH liquidity pool on Uniswap: + +BBG/MATIC pool on quickswap: https://quickswap.exchange/#/swap?outputCurrency=0x3Afe98235d680e8d7A52e1458a59D60f45F935C0 + +For further request, please contact us: + +## Community + +You can join our telegram channels: + +- BBGO International +- BBGO Taiwan + diff --git a/Dockerfile b/Dockerfile new file mode 100644 index 0000000..3be7912 --- /dev/null +++ b/Dockerfile @@ -0,0 +1,33 @@ +# First stage container +FROM golang:1.21-alpine3.18 AS builder +RUN apk add --no-cache git ca-certificates gcc musl-dev libc-dev pkgconfig +# gcc is for github.com/mattn/go-sqlite3 +# ADD . $GOPATH/src/github.com/c9s/bbgo + + +WORKDIR $GOPATH/src/github.com/c9s/bbgo +ARG GO_MOD_CACHE +ENV WORKDIR=$GOPATH/src/github.com/c9s/bbgo +ENV GOPATH_ORIG=$GOPATH +ENV GOPATH=${GO_MOD_CACHE:+$WORKDIR/$GO_MOD_CACHE} +ENV GOPATH=${GOPATH:-$GOPATH_ORIG} +ENV CGO_ENABLED=1 +RUN cd $WORKDIR +ADD . . +RUN go get github.com/mattn/go-sqlite3 +RUN go build -o $GOPATH_ORIG/bin/bbgo ./cmd/bbgo + +# Second stage container +FROM alpine:3.18 + +# Create the default user 'bbgo' and assign to env 'USER' +ENV USER=bbgo +RUN adduser -D -G wheel "$USER" +USER ${USER} + +COPY --from=builder /go/bin/bbgo /usr/local/bin + +WORKDIR /home/${USER} +ENTRYPOINT ["/usr/local/bin/bbgo"] +CMD ["run", "--config", "/config/bbgo.yaml", "--no-compile"] +# vim:filetype=dockerfile: diff --git a/LICENSE b/LICENSE new file mode 100644 index 0000000..0ad25db --- /dev/null +++ b/LICENSE @@ -0,0 +1,661 @@ + GNU AFFERO GENERAL PUBLIC LICENSE + Version 3, 19 November 2007 + + Copyright (C) 2007 Free Software Foundation, Inc. + Everyone is permitted to copy and distribute verbatim copies + of this license document, but changing it is not allowed. + + Preamble + + The GNU Affero General Public License is a free, copyleft license for +software and other kinds of works, specifically designed to ensure +cooperation with the community in the case of network server software. + + The licenses for most software and other practical works are designed +to take away your freedom to share and change the works. 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No Surrender of Others' Freedom. + + If conditions are imposed on you (whether by court order, agreement or +otherwise) that contradict the conditions of this License, they do not +excuse you from the conditions of this License. If you cannot convey a +covered work so as to satisfy simultaneously your obligations under this +License and any other pertinent obligations, then as a consequence you may +not convey it at all. For example, if you agree to terms that obligate you +to collect a royalty for further conveying from those to whom you convey +the Program, the only way you could satisfy both those terms and this +License would be to refrain entirely from conveying the Program. + + 13. Remote Network Interaction; Use with the GNU General Public License. + + Notwithstanding any other provision of this License, if you modify the +Program, your modified version must prominently offer all users +interacting with it remotely through a computer network (if your version +supports such interaction) an opportunity to receive the Corresponding +Source of your version by providing access to the Corresponding Source +from a network server at no charge, through some standard or customary +means of facilitating copying of software. This Corresponding Source +shall include the Corresponding Source for any work covered by version 3 +of the GNU General Public License that is incorporated pursuant to the +following paragraph. + + Notwithstanding any other provision of this License, you have +permission to link or combine any covered work with a work licensed +under version 3 of the GNU General Public License into a single +combined work, and to convey the resulting work. 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If the Program does not specify a version number of the +GNU Affero General Public License, you may choose any version ever published +by the Free Software Foundation. + + If the Program specifies that a proxy can decide which future +versions of the GNU Affero General Public License can be used, that proxy's +public statement of acceptance of a version permanently authorizes you +to choose that version for the Program. + + Later license versions may give you additional or different +permissions. However, no additional obligations are imposed on any +author or copyright holder as a result of your choosing to follow a +later version. + + 15. Disclaimer of Warranty. + + THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY +APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT +HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY +OF ANY KIND, EITHER EXPRESSED OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, +THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR +PURPOSE. THE ENTIRE RISK AS TO THE QUALITY AND PERFORMANCE OF THE PROGRAM +IS WITH YOU. SHOULD THE PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF +ALL NECESSARY SERVICING, REPAIR OR CORRECTION. + + 16. Limitation of Liability. + + IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING +WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS +THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, INCLUDING ANY +GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE +USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF +DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD +PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS), +EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF +SUCH DAMAGES. + + 17. Interpretation of Sections 15 and 16. + + If the disclaimer of warranty and limitation of liability provided +above cannot be given local legal effect according to their terms, +reviewing courts shall apply local law that most closely approximates +an absolute waiver of all civil liability in connection with the +Program, unless a warranty or assumption of liability accompanies a +copy of the Program in return for a fee. + + END OF TERMS AND CONDITIONS + + How to Apply These Terms to Your New Programs + + If you develop a new program, and you want it to be of the greatest +possible use to the public, the best way to achieve this is to make it +free software which everyone can redistribute and change under these terms. + + To do so, attach the following notices to the program. It is safest +to attach them to the start of each source file to most effectively +state the exclusion of warranty; and each file should have at least +the "copyright" line and a pointer to where the full notice is found. + + + Copyright (C) + + This program is free software: you can redistribute it and/or modify + it under the terms of the GNU Affero General Public License as published + by the Free Software Foundation, either version 3 of the License, or + (at your option) any later version. + + This program is distributed in the hope that it will be useful, + but WITHOUT ANY WARRANTY; without even the implied warranty of + MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the + GNU Affero General Public License for more details. + + You should have received a copy of the GNU Affero General Public License + along with this program. If not, see . + +Also add information on how to contact you by electronic and paper mail. + + If your software can interact with users remotely through a computer +network, you should also make sure that it provides a way for users to +get its source. For example, if your program is a web application, its +interface could display a "Source" link that leads users to an archive +of the code. There are many ways you could offer source, and different +solutions will be better for different programs; see section 13 for the +specific requirements. + + You should also get your employer (if you work as a programmer) or school, +if any, to sign a "copyright disclaimer" for the program, if necessary. +For more information on this, and how to apply and follow the GNU AGPL, see +. diff --git a/Makefile b/Makefile new file mode 100644 index 0000000..bdd1b9e --- /dev/null +++ b/Makefile @@ -0,0 +1,277 @@ +TARGET_ARCH ?= amd64 +BUILD_DIR ?= build +BIN_DIR := $(BUILD_DIR)/bbgo +DIST_DIR ?= dist +GIT_DESC := $(shell git describe --tags) + +VERSION ?= $(shell git describe --tags) + +OSX_APP_NAME = BBGO.app +OSX_APP_DIR = build/$(OSX_APP_NAME) +OSX_APP_CONTENTS_DIR = $(OSX_APP_DIR)/Contents +OSX_APP_RESOURCES_DIR = $(OSX_APP_CONTENTS_DIR)/Resources +OSX_APP_CODESIGN_IDENTITY ?= + +# OSX_APP_GUI ?= lorca +OSX_APP_GUI ?= webview + +FRONTEND_EXPORT_DIR = apps/frontend/out + +BACKTEST_REPORT_APP_DIR = apps/backtest-report +BACKTEST_REPORT_EXPORT_DIR = apps/backtest-report/out + +all: bbgo-linux bbgo-darwin + +$(BIN_DIR): + mkdir -p $@ + + +# build native bbgo +bbgo: static + go build -tags web,release -o $(BIN_DIR)/bbgo ./cmd/bbgo + +# build native bbgo (slim version) +bbgo-slim: + go build -tags release -o $(BIN_DIR)/$@ ./cmd/bbgo + +# build cross-compile linux bbgo +bbgo-linux: bbgo-linux-amd64 bbgo-linux-arm64 + +bbgo-linux-amd64: $(BIN_DIR) pkg/server/assets.go + GOOS=linux GOARCH=amd64 go build -tags web,release -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-linux-arm64: $(BIN_DIR) pkg/server/assets.go + GOOS=linux GOARCH=arm64 go build -tags web,release -o $(BIN_DIR)/$@ ./cmd/bbgo + +# build cross-compile linux bbgo (slim version) +bbgo-slim-linux: bbgo-slim-linux-amd64 bbgo-slim-linux-arm64 + +bbgo-slim-linux-amd64: $(BIN_DIR) + GOOS=linux GOARCH=amd64 go build -tags release -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-slim-linux-arm64: $(BIN_DIR) + GOOS=linux GOARCH=arm64 go build -tags release -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-darwin: bbgo-darwin-arm64 bbgo-darwin-amd64 + +bbgo-darwin-arm64: $(BIN_DIR) pkg/server/assets.go + GOOS=darwin GOARCH=arm64 go build -tags web,release -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-darwin-amd64: $(BIN_DIR) pkg/server/assets.go + GOOS=darwin GOARCH=amd64 go build -tags web,release -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-slim-darwin-arm64: $(BIN_DIR) + GOOS=darwin GOARCH=arm64 go build -tags release -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-slim-darwin-amd64: $(BIN_DIR) + GOOS=darwin GOARCH=amd64 go build -tags release -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-slim-darwin: bbgo-slim-darwin-amd64 bbgo-slim-darwin-arm64 + +# build native bbgo +bbgo-dnum: static + go build -tags web,release,dnum -o $(BIN_DIR)/bbgo ./cmd/bbgo + +# build native bbgo (slim version) +bbgo-slim-dnum: + go build -tags release,dnum -o $(BIN_DIR)/$@ ./cmd/bbgo + +# build cross-compile linux bbgo +bbgo-dnum-linux: bbgo-dnum-linux-amd64 bbgo-dnum-linux-arm64 + +bbgo-dnum-linux-amd64: $(BIN_DIR) pkg/server/assets.go + GOOS=linux GOARCH=amd64 go build -tags web,release,dnum -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-dnum-linux-arm64: $(BIN_DIR) pkg/server/assets.go + GOOS=linux GOARCH=arm64 go build -tags web,release,dnum -o $(BIN_DIR)/$@ ./cmd/bbgo + +# build cross-compile linux bbgo (slim version) +bbgo-slim-dnum-linux: bbgo-slim-dnum-linux-amd64 bbgo-slim-dnum-linux-arm64 + +bbgo-slim-dnum-linux-amd64: $(BIN_DIR) + GOOS=linux GOARCH=amd64 go build -tags release,dnum -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-slim-dnum-linux-arm64: $(BIN_DIR) + GOOS=linux GOARCH=arm64 go build -tags release,dnum -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-dnum-darwin: bbgo-dnum-darwin-arm64 bbgo-dnum-darwin-amd64 + +bbgo-dnum-darwin-arm64: $(BIN_DIR) pkg/server/assets.go + GOOS=darwin GOARCH=arm64 go build -tags web,release,dnum -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-dnum-darwin-amd64: $(BIN_DIR) pkg/server/assets.go + GOOS=darwin GOARCH=amd64 go build -tags web,release,dnum -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-slim-dnum-darwin-arm64: $(BIN_DIR) + GOOS=darwin GOARCH=arm64 go build -tags release,dnum -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-slim-dnum-darwin-amd64: $(BIN_DIR) + GOOS=darwin GOARCH=amd64 go build -tags release,dnum -o $(BIN_DIR)/$@ ./cmd/bbgo + +bbgo-slim-dnum-darwin: bbgo-slim-dnum-darwin-amd64 bbgo-slim-dnum-darwin-arm64 + + + +$(OSX_APP_CONTENTS_DIR): + mkdir -p $@ + +$(OSX_APP_CONTENTS_DIR)/MacOS: $(OSX_APP_CONTENTS_DIR) + mkdir -p $@ + +$(OSX_APP_RESOURCES_DIR): $(OSX_APP_CONTENTS_DIR) + mkdir -p $@ + +$(OSX_APP_RESOURCES_DIR)/icon.icns: $(OSX_APP_RESOURCES_DIR) + cp -v desktop/icons/icon.icns $@ + +$(OSX_APP_CONTENTS_DIR)/Info.plist: $(OSX_APP_CONTENTS_DIR) + bash desktop/build-osx-info-plist.sh > $@ + +$(OSX_APP_CONTENTS_DIR)/MacOS/bbgo-desktop: $(OSX_APP_CONTENTS_DIR)/MacOS .FORCE + go build -tags web -o $@ ./cmd/bbgo-$(OSX_APP_GUI) + +desktop-osx: $(OSX_APP_CONTENTS_DIR)/MacOS/bbgo-desktop $(OSX_APP_CONTENTS_DIR)/Info.plist $(OSX_APP_RESOURCES_DIR)/icon.icns + if [[ -n "$(OSX_APP_CODESIGN_IDENTITY)" ]] ; then codesign --deep --force --verbose --sign "$(OSX_APP_CODESIGN_IDENTITY)" $(OSX_APP_DIR) \ + && codesign --verify -vvvv $(OSX_APP_DIR) ; fi + +desktop: desktop-osx + +$(DIST_DIR)/$(VERSION): + mkdir -p $(DIST_DIR)/$(VERSION) + +$(DIST_DIR)/$(VERSION)/bbgo-slim-$(VERSION)-%.tar.gz: bbgo-slim-% $(DIST_DIR)/$(VERSION) + tar -C $(BIN_DIR) -cvzf $@ $< +ifeq ($(SIGN),1) + gpg --yes --detach-sign --armor $@ +endif + +$(DIST_DIR)/$(VERSION)/bbgo-$(VERSION)-%.tar.gz: bbgo-% $(DIST_DIR)/$(VERSION) + tar -C $(BIN_DIR) -cvzf $@ $< +ifeq ($(SIGN),1) + gpg --yes --detach-sign --armor $@ +endif + +$(DIST_DIR)/$(VERSION)/bbgo-slim-dnum-$(VERSION)-%.tar.gz: bbgo-slim-dnum-% $(DIST_DIR)/$(VERSION) + tar -C $(BIN_DIR) -cvzf $@ $< +ifeq ($(SIGN),1) + gpg --yes --detach-sign --armor $@ +endif + +$(DIST_DIR)/$(VERSION)/bbgo-dnum-$(VERSION)-%.tar.gz: bbgo-dnum-% $(DIST_DIR)/$(VERSION) + tar -C $(BIN_DIR) -cvzf $@ $< +ifeq ($(SIGN),1) + gpg --yes --detach-sign --armor $@ +endif + +dist-bbgo-linux: \ + $(DIST_DIR)/$(VERSION)/bbgo-$(VERSION)-linux-arm64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-$(VERSION)-linux-amd64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-slim-$(VERSION)-linux-arm64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-slim-$(VERSION)-linux-amd64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-dnum-$(VERSION)-linux-arm64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-dnum-$(VERSION)-linux-amd64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-slim-dnum-$(VERSION)-linux-arm64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-slim-dnum-$(VERSION)-linux-amd64.tar.gz + +dist-bbgo-darwin: \ + $(DIST_DIR)/$(VERSION)/bbgo-$(VERSION)-darwin-arm64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-$(VERSION)-darwin-amd64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-slim-$(VERSION)-darwin-arm64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-slim-$(VERSION)-darwin-amd64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-dnum-$(VERSION)-darwin-arm64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-dnum-$(VERSION)-darwin-amd64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-slim-dnum-$(VERSION)-darwin-arm64.tar.gz \ + $(DIST_DIR)/$(VERSION)/bbgo-slim-dnum-$(VERSION)-darwin-amd64.tar.gz + +dist: static dist-bbgo-linux dist-bbgo-darwin desktop + +pkg/version/version.go: .FORCE + BUILD_FLAGS="release" bash utils/generate-version-file.sh > $@ + +pkg/version/dev.go: .FORCE + BUILD_FLAGS="!release" VERSION_SUFFIX="-dev" bash utils/generate-version-file.sh > $@ + gofmt -s -w $@ + +dev-version: pkg/version/dev.go + git add $< + git commit $< -m "update dev build version" + +cmd-doc: .FORCE + go run ./cmd/update-doc + git add -v doc/commands + git commit -m "update command doc files" doc/commands || true + +version: pkg/version/version.go pkg/version/dev.go migrations cmd-doc + git add $< $(word 2,$^) + git commit $< $(word 2,$^) -m "bump version to $(VERSION)" || true + [[ -e doc/release/$(VERSION).md ]] || (echo "file doc/release/$(VERSION).md does not exist" ; exit 1) + git add -v doc/release/$(VERSION).md && git commit doc/release/$(VERSION).md -m "add $(VERSION) release note" || true + git tag -f $(VERSION) + git push origin HEAD + git push -f origin $(VERSION) + +migrations: + rockhopper compile --config rockhopper_mysql.yaml --output pkg/migrations/mysql + rockhopper compile --config rockhopper_sqlite.yaml --output pkg/migrations/sqlite3 + git add -v pkg/migrations && git commit -m "compile and update migration package" pkg/migrations || true + +docker: + GOPATH=$(PWD)/_mod go mod download + docker build --build-arg GO_MOD_CACHE=_mod --tag yoanlin/bbgo . + bash -c "[[ -n $(DOCKER_TAG) ]] && docker tag yoanlin/bbgo yoanlin/bbgo:$(DOCKER_TAG)" + +docker-push: + docker push yoanlin/bbgo + bash -c "[[ -n $(DOCKER_TAG) ]] && docker push yoanlin/bbgo:$(DOCKER_TAG)" + +apps/frontend/node_modules: + cd apps/frontend && yarn install + +apps/frontend/out/index.html: apps/frontend/node_modules + cd apps/frontend && yarn export + +pkg/server/assets.go: apps/frontend/out/index.html + go run ./utils/embed -package server -tag web -output $@ $(FRONTEND_EXPORT_DIR) + +$(BACKTEST_REPORT_APP_DIR)/node_modules: + cd $(BACKTEST_REPORT_APP_DIR) && yarn install + +$(BACKTEST_REPORT_APP_DIR)/out/index.html: .FORCE $(BACKTEST_REPORT_APP_DIR)/node_modules + cd $(BACKTEST_REPORT_APP_DIR) && yarn build && yarn export + +pkg/backtest/assets.go: $(BACKTEST_REPORT_APP_DIR)/out/index.html + go run ./utils/embed -package backtest -tag web -output $@ $(BACKTEST_REPORT_EXPORT_DIR) + +embed: pkg/server/assets.go pkg/backtest/assets.go + +static: apps/frontend/out/index.html pkg/server/assets.go pkg/backtest/assets.go + +PROTOS := \ + $(wildcard pkg/pb/*.proto) + +GRPC_GO_DEPS := $(subst .proto,.pb.go,$(PROTOS)) + +%.pb.go: %.proto .FORCE + protoc --go-grpc_out=. --go-grpc_opt=paths=source_relative --go_out=paths=source_relative:. --proto_path=. $< + +grpc-go: $(GRPC_GO_DEPS) + +grpc: grpc-go grpc-py + +install-grpc-tools: + go install google.golang.org/protobuf/cmd/protoc-gen-go@v1.26 + go install google.golang.org/grpc/cmd/protoc-gen-go-grpc@v1.1 + pip install grpcio-tools + +# https://github.com/protocolbuffers/protobuf/issues/1491#issuecomment-261914766 +# replace `import bbgo_pb2` by `from . import bbgo_pb2` to use relative import +grpc-py: + python -m grpc_tools.protoc -I$(PWD)/pkg/pb \ + --python_out=$(PWD)/python \ + --grpc_python_out=$(PWD)/python \ + $(PWD)/pkg/pb/bbgo.proto + +clean: + rm -rf $(BUILD_DIR) $(DIST_DIR) $(FRONTEND_EXPORT_DIR) $(GRPC_GO_DEPS) pkg/pb/*.pb.go coverage.txt + +.PHONY: bbgo bbgo-slim-darwin bbgo-slim-darwin-amd64 bbgo-slim-darwin-arm64 bbgo-darwin version dist pack migrations static embed desktop grpc grpc-go grpc-py .FORCE diff --git a/Procfile b/Procfile new file mode 100644 index 0000000..95896ea --- /dev/null +++ b/Procfile @@ -0,0 +1 @@ +worker: bin/bbgo run --config config/bbgo.yaml diff --git a/README.md b/README.md new file mode 100644 index 0000000..bc2bfd8 --- /dev/null +++ b/README.md @@ -0,0 +1,667 @@ +* [English👈](./README.md) +* [中文](./README.zh_TW.md) + +# BBGO + +A modern crypto trading bot framework written in Go. + +## Current Status + +[![Go](https://github.com/c9s/bbgo/actions/workflows/go.yml/badge.svg?branch=main)](https://github.com/c9s/bbgo/actions/workflows/go.yml) +[![GoDoc](https://godoc.org/github.com/c9s/bbgo?status.svg)](https://pkg.go.dev/github.com/c9s/bbgo) +[![Go Report Card](https://goreportcard.com/badge/github.com/c9s/bbgo)](https://goreportcard.com/report/github.com/c9s/bbgo) +[![DockerHub](https://img.shields.io/docker/pulls/yoanlin/bbgo.svg)](https://hub.docker.com/r/yoanlin/bbgo) +[![Coverage Status](http://codecov.io/github/c9s/bbgo/coverage.svg?branch=main)](http://codecov.io/github/c9s/bbgo?branch=main) +open collective badge +open collective badge + +## Community + +[![Telegram Global](https://img.shields.io/badge/telegram-global-blue.svg)](https://t.me/bbgo_intl) +[![Telegram Taiwan](https://img.shields.io/badge/telegram-tw-blue.svg)](https://t.me/bbgocrypto) +[![Twitter](https://img.shields.io/twitter/follow/bbgotrading?label=Follow&style=social)](https://twitter.com/bbgotrading) + +## What You Can Do With BBGO + +### Trading Bot Users 💁‍♀️ 💁‍♂️ + +You can use BBGO to run the built-in strategies. + +### Strategy Developers 🥷 + +You can use BBGO's trading unit and back-test unit to implement your own strategies. + +### Trading Unit Developers 🧑‍💻 + +You can use BBGO's underlying common exchange API; currently, it supports 4+ major exchanges, so you don't have to repeat +the implementation. + +## Features + +- Exchange abstraction interface. +- Stream integration (user data web socket, market data web socket). +- Real-time orderBook integration through a web socket. +- TWAP order execution support. See [TWAP Order Execution](./doc/topics/twap.md) +- PnL calculation. +- Slack/Telegram notification. +- Back-testing: KLine-based back-testing engine. See [Back-testing](./doc/topics/back-testing.md) +- Built-in parameter optimization tool. +- Built-in Grid strategy and many other built-in strategies. +- Multi-exchange session support: you can connect to more than 2 exchanges with different accounts or subaccounts. +- Indicators with interface similar + to `pandas.Series`([series](https://github.com/c9s/bbgo/blob/main/doc/development/series.md))([usage](https://github.com/c9s/bbgo/blob/main/doc/development/indicator.md)): + - [Accumulation/Distribution Indicator](./pkg/indicator/ad.go) + - [Arnaud Legoux Moving Average](./pkg/indicator/alma.go) + - [Average True Range](./pkg/indicator/atr.go) + - [Bollinger Bands](./pkg/indicator/boll.go) + - [Commodity Channel Index](./pkg/indicator/cci.go) + - [Cumulative Moving Average](./pkg/indicator/cma.go) + - [Double Exponential Moving Average](./pkg/indicator/dema.go) + - [Directional Movement Index](./pkg/indicator/dmi.go) + - [Brownian Motion's Drift Factor](./pkg/indicator/drift.go) + - [Ease of Movement](./pkg/indicator/emv.go) + - [Exponentially Weighted Moving Average](./pkg/indicator/ewma.go) + - [Hull Moving Average](./pkg/indicator/hull.go) + - [Trend Line (Tool)](./pkg/indicator/line.go) + - [Moving Average Convergence Divergence Indicator](./pkg/indicator/macd.go) + - [On-Balance Volume](./pkg/indicator/obv.go) + - [Pivot](./pkg/indicator/pivot.go) + - [Running Moving Average](./pkg/indicator/rma.go) + - [Relative Strength Index](./pkg/indicator/rsi.go) + - [Simple Moving Average](./pkg/indicator/sma.go) + - [Ehler's Super Smoother Filter](./pkg/indicator/ssf.go) + - [Stochastic Oscillator](./pkg/indicator/stoch.go) + - [SuperTrend](./pkg/indicator/supertrend.go) + - [Triple Exponential Moving Average](./pkg/indicator/tema.go) + - [Tillson T3 Moving Average](./pkg/indicator/till.go) + - [Triangular Moving Average](./pkg/indicator/tma.go) + - [Variable Index Dynamic Average](./pkg/indicator/vidya.go) + - [Volatility Indicator](./pkg/indicator/volatility.go) + - [Volume Weighted Average Price](./pkg/indicator/vwap.go) + - [Zero Lag Exponential Moving Average](./pkg/indicator/zlema.go) + - And more... +- HeikinAshi OHLC / Normal OHLC (check [this config](https://github.com/c9s/bbgo/blob/main/config/skeleton.yaml#L5)) +- React-powered Web Dashboard. +- Docker image ready. +- Kubernetes support. +- Helm chart ready. +- High precision float point (up to 16 digits, run with `-tags dnum`). + +## Screenshots + +![bbgo dashboard](assets/screenshots/dashboard.jpeg) + +![bbgo backtest report](assets/screenshots/backtest-report.jpg) + +## Built-in Strategies + +| strategy | description | type | backtest support | +|-------------|-----------------------------------------------------------------------------------------------------------------------------------------|------------|------------------| +| grid | the first generation grid strategy, it provides more flexibility, but you need to prepare inventories | maker | | +| grid2 | the second generation grid strategy, it can convert your quote asset into a grid, supports base+quote mode | maker | | +| bollgrid | strategy implements a basic grid strategy with the built-in bollinger indicator | maker | | +| xmaker | cross exchange market making strategy, it hedges your inventory risk on the other side | maker | no | +| xnav | this strategy helps you record the current net asset value | tool | no | +| xalign | this strategy aligns your balance position automatically | tool | no | +| xfunding | a funding rate fee strategy | funding | no | +| autoborrow | this strategy uses margin to borrow assets, to help you keep a minimal balance | tool | no | +| pivotshort | this strategy finds the pivot low and enters the trade when the price breaks the previous low | long/short | | +| schedule | this strategy buy/sell with a fixed quantity periodically, you can use this as a single DCA, or to refill the fee asset like BNB. | tool | +| irr | this strategy opens the position based on the predicated return rate | long/short | | +| bollmaker | this strategy holds a long-term long/short position, places maker orders on both sides, and uses a bollinger band to control the position size | maker | | +| wall | this strategy creates a wall (large amount of order) on the order book | maker | no | +| scmaker | this market making strategy is designed for stable coin markets, like USDC/USDT | maker | | +| drift | | long/short | | +| rsicross | this strategy opens a long position when the fast rsi crosses over the slow rsi, this is a demo strategy for using the v2 indicator | long/short | | +| marketcap | this strategy implements a strategy that rebalances the portfolio based on the market capitalization | rebalance | no | +| supertrend | this strategy uses DEMA and Supertrend indicator to open the long/short position | long/short | | +| trendtrader | this strategy opens a long/short position based on the trendline breakout | long/short | | +| elliottwave | | long/short | | +| ewoDgtrd | | long/short | | +| fixedmaker | | maker | | +| factoryzoo | | long/short | | +| fmaker | | maker | | +| linregmaker | a linear regression based market maker | maker | | +| convert | convert strategy is a tool that helps you convert a specific asset to a target asset | tool | no | + + + + +## Supported Exchanges + +- Binance Spot Exchange (and binance.us) +- OKEx Spot Exchange +- Kucoin Spot Exchange +- MAX Spot Exchange (located in Taiwan) +- Bitget Exchange +- Bybit Exchange + +## Documentation and General Topics + +- Check the [documentation index](doc/README.md) + +## Requirements + +* Go SDK 1.20 + +* Linux / MacOS / Windows (WSL) + +* Get your exchange API key and secret after you register the accounts (you can choose one or more exchanges): + + - MAX: + - Binance: + - OKEx: + - Kucoin: + + This project is maintained and supported by a small group of people. If you would like to support this project, please + Register on the exchanges using the provided links with the referral codes above. + +## Installation + +### Install from binary + +The following script will help you set up a config file and a dotenv file: + +```sh +# grid trading strategy for binance exchange +bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) binance + +# grid trading strategy for max exchange +bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) max + +# bollinger grid trading strategy for binance exchange +bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) binance + +# bollinger grid trading strategy for max exchange +bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) max +``` + +If you already have configuration somewhere, a download-only script might be suitable for you: + +```sh +bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.sh) +``` + +Or refer to the [Release Page](https://github.com/c9s/bbgo/releases) and download manually. + +Since v2, we've added a new float point implementation from dnum to support decimals with higher precision. To download & +setup, please refer to [Dnum Installation](doc/topics/dnum-binary.md) + +### One-click Linode StackScript + +StackScript allows you to one-click deploy a lightweight instance with bbgo. + +- BBGO grid on Binance +- BBGO grid USDT/TWD on MAX +- BBGO grid USDC/TWD on MAX +- BBGO grid LINK/TWD on MAX +- BBGO grid USDC/USDT on MAX +- BBGO grid on MAX +- BBGO bollmaker on Binance + +### Build from source + +See [Build from source](./doc/build-from-source.md) + +## Configuration + +Add your dotenv file: + +```sh +# for Binance Exchange, if you have one +BINANCE_API_KEY= +BINANCE_API_SECRET= + +# if you want to use binance.us, change this to 1 +BINANCE_US=0 + +# for MAX exchange, if you have one +MAX_API_KEY= +MAX_API_SECRET= + +# for OKEx exchange, if you have one +OKEX_API_KEY= +OKEX_API_SECRET= +OKEX_API_PASSPHRASE + +# for kucoin exchange, if you have one +KUCOIN_API_KEY= +KUCOIN_API_SECRET= +KUCOIN_API_PASSPHRASE= +KUCOIN_API_KEY_VERSION=2 + +# for Bybit exchange, if you have one +BYBIT_API_KEY= +BYBIT_API_SECRET= +``` + +Prepare your dotenv file `.env.local` and BBGO yaml config file `bbgo.yaml`. + +To check the available environment variables, please see [Environment Variables](./doc/configuration/envvars.md) + +The minimal bbgo.yaml could be generated by: + +```sh +curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml +``` + +To run strategy: + +```sh +bbgo run +``` + +To start bbgo with the frontend dashboard: + +```sh +bbgo run --enable-webserver +``` + +If you want to switch to another dotenv file, you can add an `--dotenv` option or `--config`: + +```sh +bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance +``` + +To query transfer history: + +```sh +bbgo transfer-history --session max --asset USDT --since "2019-01-01" +``` + + + +## Advanced Configuration + +### Synchronize System Time With Binance + +BBGO provides the script for UNIX systems/subsystems to synchronize date with Binance. `jq` and `bc` are required to be +installed in previous. +To install the dependencies in Ubuntu, try the following commands: + +```bash +sudo apt install -y bc jq +``` + +And to synchronize the date, try: + +```bash +sudo ./scripts/sync_time.sh +``` + +You could also add the script to crontab so that the system time could get synchronized with Binance regularly. + +### Testnet (Paper Trading) + +Currently only supports Binance testnet. To run bbgo in testnet, apply new API keys +from [Binance Test Network](https://testnet.binance.vision), and set the following env before you start bbgo: + +```bash +export PAPER_TRADE=1 +export DISABLE_MARKET_CACHE=1 # the symbols supported in testnet is far less than the mainnet +``` + +### Notification + +- [Setting up Telegram notification](./doc/configuration/telegram.md) +- [Setting up Slack notification](./doc/configuration/slack.md) + +### Synchronizing Trading Data + +By default, BBGO does not sync your trading data from the exchange sessions, so it's hard to calculate your profit and +loss correctly. + +By synchronizing trades and orders to the local database, you can earn some benefits like PnL calculations, backtesting +and asset calculation. + +You can only use one database driver MySQL or SQLite to store your trading data. + +**Notice**: SQLite is not fully supported, we recommend you use MySQL instead of SQLite. + +#### Configure MySQL Database + +To use MySQL database for data syncing, first, you need to install your MySQL server: + +```sh +# For Ubuntu Linux +sudo apt-get install -y mysql-server + +# For newer Ubuntu Linux +sudo apt install -y mysql-server +``` + +Or [run it in docker](https://hub.docker.com/_/mysql) + +Create your mysql database: + +```sh +mysql -uroot -e "CREATE DATABASE bbgo CHARSET utf8" +``` + +Then put these environment variables in your `.env.local` file: + +```sh +DB_DRIVER=mysql +DB_DSN="user:password@tcp(127.0.0.1:3306)/bbgo" +``` + +#### Configure Sqlite3 Database + +To use SQLite3 instead of MySQL, simply put these environment variables in your `.env.local` file: + +```sh +DB_DRIVER=sqlite3 +DB_DSN=bbgo.sqlite3 +``` + +## Synchronizing your own trading data + +Once you have your database configured, you can sync your own trading data from the exchange. + +See [Configure Sync For Private Trading Data](./doc/configuration/sync.md) + +## Using Redis to keep persistence between BBGO sessions + +To use Redis, first you need to install your Redis server: + +```sh +# For Ubuntu/Debian Linux +sudo apt-get install -y redis + +# For newer Ubuntu/Debian Linux +sudo apt install -y redis +``` + +Set the following environment variables in your `bbgo.yaml`: + +```yaml +persistence: + redis: + host: 127.0.0.1 # The IP address or the hostname to your Redis server, 127.0.0.1 if same as BBGO + port: 6379 # Port to Redis server, default 6379 + db: 0 # DB number to use. You can set to another DB to avoid conflict if other applications are using Redis too. +``` + +## Built-in Strategies + +Check out the strategy directory [strategy](pkg/strategy) for all built-in strategies: + +- `pricealert` strategy demonstrates how to use the notification system [pricealert](pkg/strategy/pricealert). See + [document](./doc/strategy/pricealert.md). +- `buyandhold` strategy demonstrates how to subscribe kline events and submit market + order [buyandhold](pkg/strategy/pricedrop) +- `bollgrid` strategy implements a basic grid strategy with the built-in bollinger + indicator [bollgrid](pkg/strategy/bollgrid) +- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See + [document](./doc/strategy/grid.md). +- `supertrend` strategy uses Supertrend indicator as trend, and DEMA indicator as noise + filter [supertrend](pkg/strategy/supertrend). See + [document](./doc/strategy/supertrend.md). +- `support` strategy uses K-lines with high volume as support [support](pkg/strategy/support). See + [document](./doc/strategy/support.md). +- `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash) +- `marketcap` strategy implements a strategy that rebalances the portfolio based on the market + capitalization [marketcap](pkg/strategy/marketcap). See [document](./doc/strategy/marketcap.md). +- `pivotshort` - shorting focused strategy. +- `irr` - return rate strategy. +- `drift` - drift strategy. +- `grid2` - the second-generation grid strategy. +- `rebalance` - rebalances your portfolio based on target weights. [rebalance](pkg/strategy/rebalance). See [document](./doc/strategy/rebalance.md). + +To run these built-in strategies, just modify the config file to make the configuration suitable for you, for example, if +you want to run +`buyandhold` strategy: + +```sh +vim config/buyandhold.yaml + +# run bbgo with the config +bbgo run --config config/buyandhold.yaml +``` + +## Back-testing + +See [Back-testing](./doc/topics/back-testing.md) + +## Adding Strategy + +See [Developing Strategy](./doc/topics/developing-strategy.md) + +## Write your own private strategy + +Create your go package, initialize the repository with `go mod`, and add bbgo as a dependency: + +```sh +go mod init +go get github.com/c9s/bbgo@main +``` + +Write your own strategy in the strategy file: + +```sh +vim strategy.go +``` + +You can grab the skeleton strategy from + +Now add your config: + +```sh +mkdir config +(cd config && curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml) +``` + +Add your strategy package path to the config file `config/bbgo.yaml` + +```yaml +--- +build: + dir: build + imports: + - github.com/your_id/your_swing + targets: + - name: swing-amd64-linux + os: linux + arch: amd64 + - name: swing-amd64-darwin + os: darwin + arch: amd64 +``` + +Run `bbgo run` command, bbgo will compile a wrapper binary that imports your strategy: + +```sh +dotenv -f .env.local -- bbgo run --config config/bbgo.yaml +``` + +Or you can build your own wrapper binary via: + +```shell +bbgo build --config config/bbgo.yaml +``` + +See also: + +- +- +- +- +- + +## Command Usages + +### Submitting Orders to a specific exchange session + +```shell +bbgo submit-order --session=okex --symbol=OKBUSDT --side=buy --price=10.0 --quantity=1 +``` + +### Listing Open Orders of a specific exchange session + +```sh +bbgo list-orders open --session=okex --symbol=OKBUSDT +bbgo list-orders open --session=max --symbol=MAXUSDT +bbgo list-orders open --session=binance --symbol=BNBUSDT +``` + +### Canceling an open order + +```shell +# both order id and symbol is required for okex +bbgo cancel-order --session=okex --order-id=318223238325248000 --symbol=OKBUSDT + +# for max, you can just give your order id +bbgo cancel-order --session=max --order-id=1234566 +``` + +### Debugging user data stream + +```shell +bbgo userdatastream --session okex +bbgo userdatastream --session max +bbgo userdatastream --session binance +``` + +## Dynamic Injection + +In order to minimize the strategy code, bbgo supports dynamic dependency injection. + +Before executing your strategy, bbgo injects the components into your strategy object if it finds the embedded field +that is using bbgo component. for example: + +```go +type Strategy struct { + Symbol string `json:"symbol" + Market types.Market +} +``` + +Supported components (single exchange strategy only for now): + +- `*bbgo.ExchangeSession` +- `bbgo.OrderExecutor` + +If you have `Symbol string` field in your strategy, your strategy will be detected as a symbol-based strategy, then the +following types could be injected automatically: + +- `types.Market` + +## Strategy Execution Phases + +1. Load config from the config file. +2. Allocate and initialize exchange sessions. +3. Add exchange sessions to the environment (the data layer). +4. Use the given environment to initialize the trader object (the logic layer). +5. The trader initializes the environment and starts the exchange connections. +6. Call strategy.Run() method sequentially. + +## Exchange API Examples + +Please check out the example directory: [examples](examples) + +Initialize MAX API: + +```go +key := os.Getenv("MAX_API_KEY") +secret := os.Getenv("MAX_API_SECRET") + +maxRest := maxapi.NewRestClient(maxapi.ProductionAPIURL) +maxRest.Auth(key, secret) +``` + +Creating user data stream to get the order book (depth): + +```go +stream := max.NewStream(key, secret) +stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{}) + +streambook := types.NewStreamBook(symbol) +streambook.BindStream(stream) +``` + +## Deployment + +- [Helm Chart](./doc/deployment/helm-chart.md) +- Baremetal machine or a VPS + +## Development + +- [Adding New Exchange](./doc/development/adding-new-exchange.md) +- [Migration](./doc/development/migration.md) + +### Setting up your local repository + +1. Click the "Fork" button from the GitHub repository. +2. Clone your forked repository into `$GOPATH/github.com/c9s/bbgo`. +3. Change the directory to `$GOPATH/github.com/c9s/bbgo`. +4. Create a branch and start your development. +5. Test your changes. +6. Push your changes to your fork. +7. Send a pull request. + +### Testing Desktop App + +for webview + +```sh +make embed && go run -tags web ./cmd/bbgo-webview +``` + +for lorca + +```sh +make embed && go run -tags web ./cmd/bbgo-lorca +``` + +## FAQ + +### What's Position? + +- Base Currency & Quote Currency +- How to calculate the average cost? + +### Looking For A New Strategy? + +You can write an article about BBGO on any topic, in 750-1500 words for exchange, and I can implement the strategy for +you (depending on the complexity and effort). If you're interested in, DM me in telegram or +twitter , and we can discuss. + +### Adding New Crypto Exchange support? + +If you want BBGO to support a new crypto exchange that is not included in the current BBGO, we can implement it for you. +The cost is 10 ETH. If you're interested in it, DM me in telegram . + +## Community + +- Telegram Group +- Telegram Group (Taiwan) +- Twitter + +## Contributing + +See [Contributing](./CONTRIBUTING.md) + +### Financial Contributors + +[[Become a backer](https://opencollective.com/bbgo#backer)] + + + +## BBGO Tokenomics + +To support the development of BBGO, we have created a bounty pool to support contributors by giving away $BBG tokens. +Check the details in [$BBG Contract Page](contracts/README.md) and our [official website](https://bbgo.finance) + +## Supporter + +- GitBook + +## License + +AGPL License diff --git a/README.zh_TW.md b/README.zh_TW.md new file mode 100644 index 0000000..c0ae139 --- /dev/null +++ b/README.zh_TW.md @@ -0,0 +1,624 @@ +* [English](./README.md) +* [中文👈](./README.zh_TW.md) + +# BBGO + +一個用Go編寫的現代加密貨幣交易機器人框架。 +A modern crypto trading bot framework written in Go. + + +## 目前狀態 + +[![Go](https://github.com/c9s/bbgo/actions/workflows/go.yml/badge.svg?branch=main)](https://github.com/c9s/bbgo/actions/workflows/go.yml) +[![GoDoc](https://godoc.org/github.com/c9s/bbgo?status.svg)](https://pkg.go.dev/github.com/c9s/bbgo) +[![Go Report Card](https://goreportcard.com/badge/github.com/c9s/bbgo)](https://goreportcard.com/report/github.com/c9s/bbgo) +[![DockerHub](https://img.shields.io/docker/pulls/yoanlin/bbgo.svg)](https://hub.docker.com/r/yoanlin/bbgo) +[![Coverage Status](http://codecov.io/github/c9s/bbgo/coverage.svg?branch=main)](http://codecov.io/github/c9s/bbgo?branch=main) +open collective badge +open collective badge + +## 社群 + +[![Telegram Global](https://img.shields.io/badge/telegram-global-blue.svg)](https://t.me/bbgo_intl) +[![Telegram Taiwan](https://img.shields.io/badge/telegram-tw-blue.svg)](https://t.me/bbgocrypto) +[![Twitter](https://img.shields.io/twitter/follow/bbgotrading?label=Follow&style=social)](https://twitter.com/bbgotrading) + +## 你可以用 BBGO 做什麼 +### 交易機器人用戶 💁‍♀️ 💁‍♂️ +您可以使用 BBGO 運行內置策略。 + +### 策略開發者 🥷 +您可以使用 BBGO 的交易單元和回測單元來實現您自己的策略。 + +### 交易單元開發者 🧑‍💻 +您可以使用 BBGO 的底層共用交易所 API；目前它支持 4+ 個主要交易所，因此您不必重複實現。 + +## 特色 +* 交易所抽象介面。 +* 整合串流（用戶資料 websocket，市場資料 websocket）。 +* 通過 websocket 實時訂單簿整合。 +* TWAP 訂單執行支持。參見 [TWAP 訂單執行](./doc/topics/twap.md) +* 盈虧計算。 +* Slack / Telegram 通知。 +* 回測：基於K線的回測引擎。參見[回測](./doc/topics/back-testing.md) +* 內置參數優化工具。 +* 內置網格策略和許多其他內置策略。 +* 多交易所 session 支持：您可以連接到2個以上不同帳戶或子帳戶的交易所。 +* 類似於 `pandas.Series` 的指標介面 ([series](https://github.com/c9s/bbgo/blob/main/doc/development/series.md))([usage](https://github.com/c9s/bbgo/blob/main/doc/development/indicator.md)) + - [Accumulation/Distribution Indicator](./pkg/indicator/ad.go) + - [Arnaud Legoux Moving Average](./pkg/indicator/alma.go) + - [Average True Range](./pkg/indicator/atr.go) + - [Bollinger Bands](./pkg/indicator/boll.go) + - [Commodity Channel Index](./pkg/indicator/cci.go) + - [Cumulative Moving Average](./pkg/indicator/cma.go) + - [Double Exponential Moving Average](./pkg/indicator/dema.go) + - [Directional Movement Index](./pkg/indicator/dmi.go) + - [Brownian Motion's Drift Factor](./pkg/indicator/drift.go) + - [Ease of Movement](./pkg/indicator/emv.go) + - [Exponentially Weighted Moving Average](./pkg/indicator/ewma.go) + - [Hull Moving Average](./pkg/indicator/hull.go) + - [Trend Line (Tool)](./pkg/indicator/line.go) + - [Moving Average Convergence Divergence Indicator](./pkg/indicator/macd.go) + - [On-Balance Volume](./pkg/indicator/obv.go) + - [Pivot](./pkg/indicator/pivot.go) + - [Running Moving Average](./pkg/indicator/rma.go) + - [Relative Strength Index](./pkg/indicator/rsi.go) + - [Simple Moving Average](./pkg/indicator/sma.go) + - [Ehler's Super Smoother Filter](./pkg/indicator/ssf.go) + - [Stochastic Oscillator](./pkg/indicator/stoch.go) + - [SuperTrend](./pkg/indicator/supertrend.go) + - [Triple Exponential Moving Average](./pkg/indicator/tema.go) + - [Tillson T3 Moving Average](./pkg/indicator/till.go) + - [Triangular Moving Average](./pkg/indicator/tma.go) + - [Variable Index Dynamic Average](./pkg/indicator/vidya.go) + - [Volatility Indicator](./pkg/indicator/volatility.go) + - [Volume Weighted Average Price](./pkg/indicator/vwap.go) + - [Zero Lag Exponential Moving Average](./pkg/indicator/zlema.go) + - 更多... + +## 截圖 + +![BBGO 儀表板](assets/screenshots/dashboard.jpeg) + +![BBGO 回測報告](assets/screenshots/backtest-report.jpg) + +## 內建策略 + +| 策略 | 描述 | 交易類型 | 是否支援回測 | +|-------------|-----------------------------------------------------------------------------------------------------------------------------------------|------------|------------------| +| grid | 第一代網格策略，提供更多的靈活性，但您需要準備庫存。 | maker | | +| grid2 | 第二代網格策略，可以將您的報價資產轉換成網格，支持基礎+報價模式。 | maker | | +| bollgrid | 實現了一個基本的網格策略，內置布林通道 (bollinger band)。 | maker | | +| xmaker | 跨交易所市場製造策略，它在另一邊對您的庫存風險進行對沖。 | maker | 不 | +| xnav | 這個策略幫助您記錄當前的淨資產價值。 | tool | 不 | +| xalign | 這個策略自動對齊您的餘額位置。 | tool | 不 | +| xfunding | 一種資金費率策略。 | funding | 不 | +| autoborrow | 這個策略使用保證金借入資產，幫助您保持最小餘額。 | tool | 不 | +| pivotshort | 這個策略找到支點低點並在價格突破前一低點時進行交易。 | long/short | | +| schedule | 這個策略定期以固定數量買賣，您可以將其用作單一的DCA，或補充像BNB這樣的費用資產。 | tool | +| irr | 這個策略基於預測的回報率開倉。 | long/short | | +| bollmaker | 這個策略持有長期多空倉位，在兩邊下單，並使用布林通道 (bollinger band) 控制倉位大小。| maker | | +| wall | 這個策略在訂單簿上創建一堵牆（大量訂單）。 | maker | 不 | +| scmaker | 這個市場製造策略是為穩定幣市場設計的，如USDC/USDT。 | maker | | +| drift | | long/short | | +| rsicross | 這個策略在快速 RSI 越過慢速 RSI 時開啟多倉，這是使用 v2 指標的演示策略。 | long/short | | +| marketcap | 這個策略實現了一個基於市值資本化重新平衡投資組合的策略。 | rebalance | 不 | +| supertrend | 這個策略使用 DEMA 和超級趨勢指標開啟多空倉位。 | long/short | | +| trendtrader | 這個策略基於趨勢線突破開啟多空倉位。 | long/short | | +| elliottwave | | long/short | | +| ewoDgtrd | | long/short | | +| fixedmaker | | maker | | +| factoryzoo | | long/short | | +| fmaker | | maker | | +| linregmaker | 一個基於線性回歸的市場製造商。 | maker | | +| convert | 轉換策略是一個幫助您將特定資產轉換為目標資產的工具。 | tool | 不 | + +## 已支援交易所 + +- Binance Spot Exchange (以及 binance.us) +- OKEx Spot Exchange +- Kucoin Spot Exchange +- MAX Spot Exchange (台灣交易所) +- Bitget Exchange +- Bybit Exchange + +## 文件 + +- [參考文件](doc/README.md) + +## 要求 + +* Go SDK 1.20 +* Linux / MacOS / Windows (WSL) +* 在您註冊賬戶後獲取您的交易所 API 密鑰和密碼（您可以選擇一個或多個交易所）： + - MAX: https://max.maicoin.com/signup?r=c7982718 + - Binance: https://accounts.binance.com/en/register?ref=38192708 + - OKEx: https://www.okex.com/join/2412712?src=from:ios-share + - Kucoin: https://www.kucoin.com/ucenter/signup?rcode=r3KX2D4 + +這個項目由一小群人維護和支持。如果您想支持這個項目，請使用上面提供的鏈接和推薦碼在交易所註冊。 + +## 安裝 + +### 從 binary 安裝 + +以下 script 將幫助你設置文件和 dotenv 文件： + +```sh +# 針對 Binance 交易所的網格交易策略 +bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) binance + +# 針對 MAX 交易所的網格交易策略 +bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) max + +# 針對 Binance 交易所的布林格網格交易策略 +bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) binance + +# 針對 MAX 交易所的布林格網格交易策略 +bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) max +``` + +如果您已經在某處有配置，則可能適合您的是僅下載腳本： + +```sh +bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.sh) +``` + +或者參考[發布頁面](https://github.com/c9s/bbgo/releases)並手動下載。 + +自 v2 起，我們添加了一個新的浮點實現 dnum，以支持更高精度的小數。要下載和設置，請參考[Dnum安裝](doc/topics/dnum-binary.md) + +### 一鍵Linode StackScript + +StackScript 允許您一鍵部署一個輕量級實體與 bbgo。 + +- BBGO grid on Binance +- BBGO grid USDT/TWD on MAX +- BBGO grid USDC/TWD on MAX +- BBGO grid LINK/TWD on MAX +- BBGO grid USDC/USDT on MAX +- BBGO grid on MAX +- BBGO bollmaker on Binance + +### 從程式碼構建 +參見[從程式碼構建](./doc/build-from-source.md) + +## 配置 + +添加您的 dotenv 文件： + +```sh +# 針對 Binance 交易所 +BINANCE_API_KEY= +BINANCE_API_SECRET= + +# 如果您想使用 binance.us，將此更改為1 +BINANCE_US=0 + +# 針對 MAX 交易所 +MAX_API_KEY= +MAX_API_SECRET= + +# 針對 OKEx 交易所 +OKEX_API_KEY= +OKEX_API_SECRET= +OKEX_API_PASSPHRASE + +# 針對 Kucoin 交易所 +KUCOIN_API_KEY= +KUCOIN_API_SECRET= +KUCOIN_API_PASSPHRASE= +KUCOIN_API_KEY_VERSION=2 + +# 針對 Bybit 交易所 +BYBIT_API_KEY= +BYBIT_API_SECRET= +``` + +準備您的dotenv文件 `.env.local` 和 BBGO yaml 配置文件 `bbgo.yaml`。 + +要檢查可用的環境變量，請參見[環境變量](./doc/configuration/envvars.md) + +最小的 bbgo.yaml 可以通過以下方式生成： + +```sh +curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml +``` + +要運行策略 + +```sh +bbgo run +``` + +要啟動帶有前端儀表板的 bbgo + +```sh +bbgo run --enable-webserver +``` + +如果您想切換到另一個 dotenv 文件，您可以添加 `--dotenv` 選項或 `--config` : + +```sh +bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance +``` + +要查詢轉賬歷史 + +```sh +bbgo transfer-history --session max --asset USDT --since "2019-01-01" +``` + + + +## 進階配置 + +### 與 Binance 同步系統時間 + + BBGO 提供了用於 UNIX 系統 / 子系統的腳本，以便與 Binance 同步日期。需要事先安裝 jq 和 bc。在 Ubuntu 中安裝相依套件，嘗試以下命令： + +```bash +sudo apt install -y bc jq +``` + +要同步日期，嘗試 + +```bash +sudo ./scripts/sync_time.sh +``` + +您還可以將腳本添加到 crontab 中，這樣系統時間就可以定期與 Binance 同步 + +### Testnet (Paper Trading) + +目前僅支持 [Binance Test Network](https://testnet.binance.vision) + +```bash +export PAPER_TRADE=1 +export DISABLE_MARKET_CACHE=1 # 測試網路支援的市場遠少於主網路 +``` + +### 通知 + +- [設定 Telegram 通知](./doc/configuration/telegram.md) +- [設定 Slack 通知](./doc/configuration/slack.md) + +### 同步交易資料 + +預設情況下， BBGO 不會從交易所同步您的交易資料，因此很難正確計算您的盈虧。 + +通過將交易和訂單同步到本地資料庫，您可以獲得一些好處，如盈虧計算、回測和資產計算。 + +您只能使用一個資料庫驅動程序 MySQL 或 SQLite 來存儲您的交易資料。 + +**注意**：SQLite 不完全支援，我們建議您使用 MySQL 而不是 SQLite。 + +配置 MySQL 資料庫 +要使用 MySQL 資料庫進行資料同步，首先您需要安裝 MySQL 服務器： +#### Configure MySQL Database + +```sh +# Ubuntu Linux +sudo apt-get install -y mysql-server + +# 對於更新的 Ubuntu Linux +sudo apt install -y mysql-server +``` + +或者[在 docker 中執行它](https://hub.docker.com/_/mysql) + +創建您的 mysql 資料庫： + +Create your mysql database: + +```sh +mysql -uroot -e "CREATE DATABASE bbgo CHARSET utf8" +``` + +然後將這些環境變數放入您的 `.env.local` 文件中： + +```sh +DB_DRIVER=mysql +DB_DSN="user:password@tcp(127.0.0.1:3306)/bbgo" +``` + +#### Configure Sqlite3 Database + +配置 Sqlite3 資料庫 +要使用 SQLite3 而不是 MySQL，只需將這些環境變數放入您的 `.env.local` 文件中： + +```sh +DB_DRIVER=sqlite3 +DB_DSN=bbgo.sqlite3 +``` + +## 同步您自己的交易資料 + +一旦您配置了資料庫，您就可以從交易所同步您自己的交易資料。 + +參見[配置私人交易資料同步](./doc/configuration/sync.md) + +## 使用 Redis 在 BBGO session 之間保持持久性 + +要使用 Redis，首先您需要安裝您的 Redis 服務器 + +```sh +# 對於 Ubuntu/Debian Linux +sudo apt-get install -y redis + +# 對於更新的 Ubuntu/Debian Linux +sudo apt install -y redis +``` + +在您的 `bbgo.yaml` 中設定以下環境變數： + +```yaml +persistence: + redis: + host: 127.0.0.1 # 指向您的 Redis 服務器的 IP 地址或主機名，如果與 BBGO 相同則為 127.0.0.1 + port: 6379 # Redis 服務器的端口，預設為 6379 + db: 0 # 使用的 DB 號碼。如果其他應用程序也在使用 Redis，您可以設置為另一個 DB 以避免衝突 +``` + +## 內建策略 + +查看策略目錄 [strategy](pkg/strategy) 以獲得所有內置策略： + +- `pricealert` 策略演示如何使用通知系統 [pricealert](pkg/strategy/pricealert)。參見[文件](./doc/strategy/pricealert.md). +- `buyandhold` 策略演示如何訂閱 kline 事件並提交市場訂單 [buyandhold](pkg/strategy/pricedrop) +- `bollgrid` 策略實現了一個基本的網格策略，使用內置的布林通道指標 [bollgrid](pkg/strategy/bollgrid) +- `grid` 策略實現了固定價格帶網格策略 [grid](pkg/strategy/grid)。參見[文件](./doc/strategy/grid.md). +- `supertrend` 策略使用 Supertrend 指標作為趨勢，並使用 DEMA 指標作為噪聲 +過濾器 [supertrend](pkg/strategy/supertrend)。參見[文件](./doc/strategy/supertrend.md). +- `support` 策略使用具有高交易量的 K 線作為支撐 [support](pkg/strategy/support). 參見[文件](./doc/strategy/support.md). +- `flashcrash` 策略實現了一個捕捉閃崩的策略 [flashcrash](pkg/strategy/flashcrash) +- `marketcap`策略實現了一個基於市場資本化重新平衡投資組合的策略 [marketcap](pkg/strategy/marketcap). 參見[文件](./doc/strategy/marketcap.md). +- `pivotshort` - 以做空為重點的策略。 +- `irr` - 回報率策略。 +- `drift` - 漂移策略。 +- `grid2` - 第二代網格策略。 + +要運行這些內置策略，只需修改配置文件以使配置適合您，例如，如果您想運行 `buyandhold` 策略 + +```sh +vim config/buyandhold.yaml + +# 使用配置運行 bbgo +bbgo run --config config/buyandhold.yaml +``` + +## 回測 + +參考[回測](./doc/topics/back-testing.md) + +## 添加策略 + +參見[開發策略](./doc/topics/developing-strategy.md) + +## 開發您自己的私人策略 + +創建您的 go 包，使用 `go mod`` 初始化存儲庫，並添加 bbgo 作為依賴： + +```sh +go mod init +go get github.com/c9s/bbgo@main +``` + +建立您的 go 套件，使用 go mod 初始化存儲庫，並添加 bbgo 作為依賴： + +```sh +vim strategy.go +``` + +您可以從 獲取策略骨架。 現在添加您的配置 + +```sh +mkdir config +(cd config && curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml) +``` + +將您的策略包路徑添加到配置文件 `config/bbgo.yaml` + +```yaml +--- +build: + dir: build + imports: + - github.com/your_id/your_swing + targets: + - name: swing-amd64-linux + os: linux + arch: amd64 + - name: swing-amd64-darwin + os: darwin + arch: amd64 +``` + +運行 `bbgo run` 命令，bbgo 將編譯一個導入您策略的包裝 binary 文件： + +```sh +dotenv -f .env.local -- bbgo run --config config/bbgo.yaml +``` + +或者您可以通過以下方式構建您自己的包裝 binary 文件 + +```shell +bbgo build --config config/bbgo.yaml +``` + +參考 +- +- +- +- +- + +## 命令用法 + +### 向特定交易所 session 提交訂單 + +```shell +bbgo submit-order --session=okex --symbol=OKBUSDT --side=buy --price=10.0 --quantity=1 +``` + +### 列出特定交易所 session 的未平倉訂單 + +```sh +bbgo list-orders open --session=okex --symbol=OKBUSDT +bbgo list-orders open --session=max --symbol=MAXUSDT +bbgo list-orders open --session=binance --symbol=BNBUSDT +``` + +### 取消一個未平倉訂單 + +```shell +# 對於 okex，order id 和 symbol 都是必需的 +bbgo cancel-order --session=okex --order-id=318223238325248000 --symbol=OKBUSDT + +# 對於 max，您只需要提供您的 order id +bbgo cancel-order --session=max --order-id=1234566 +``` + +### 除錯用戶資料流 + +```shell +bbgo userdatastream --session okex +bbgo userdatastream --session max +bbgo userdatastream --session binance +``` + +## 動態注入 + +為了最小化策略代碼，bbgo 支持動態依賴注入。 + +在執行您的策略之前，如果 bbgo 發現使用 bbgo 組件的嵌入字段，則會將組件注入到您的策略對象中。例如： + +```go +type Strategy struct { + Symbol string `json:"symbol" + Market types.Market +} +``` + +支援的組件（目前僅限單一交易所策略） + +- `*bbgo.ExchangeSession` +- `bbgo.OrderExecutor` + +如果您的策略中有 `Symbol string` 字段，您的策略將被檢測為基於符號的策略，然後以下類型可以自動注入： + +- `types.Market` + +## 策略執行階段 + +1. 從配置文件加載配置。 +1. 分配並初始化交易所 session 。 +1. 將交易所 session 添加到環境（資料層）。 +1. 使用給定的環境初始化交易者對象（邏輯層）。 +1. 交易者初始化環境並啟動交易所連接。 +1. 依次調用 strategy.Run() 方法。 + +## 交易所 API 範例 + +請查看範例 [examples](examples) + +初始化 MAX API: + +```go +key := os.Getenv("MAX_API_KEY") +secret := os.Getenv("MAX_API_SECRET") + +maxRest := maxapi.NewRestClient(maxapi.ProductionAPIURL) +maxRest.Auth(key, secret) +``` + +創建用戶資料流以獲取訂單簿（深度） + +```go +stream := max.NewStream(key, secret) +stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{}) + +streambook := types.NewStreamBook(symbol) +streambook.BindStream(stream) +``` + +## 部署 + +- [Helm Chart](./doc/deployment/helm-chart.md) +- 裸機或 VPS + +## 開發 + +- [添加新交易所](./doc/development/adding-new-exchange.md) +- [遷移](./doc/development/migration.md) + +### 設置您的本地存儲庫 + +1. 點擊 GitHub 儲存庫的 "Fork" 按鈕。 +1. 將你分叉的儲存庫複製到 `$GOPATH/github.com/c9s/bbgo`。 +1. 更改目錄到 `$GOPATH/github.com/c9s/bbgo`。 +1. 創建一個分支並開始你的開發。 +1. 測試你的更改。 +1. 將你的更改推送到你的分叉。 +1. 發送一個拉取請求。 + +### 測試桌面應用 + +對於 webview + +```sh +make embed && go run -tags web ./cmd/bbgo-webview +``` + +對於 lorca + +```sh +make embed && go run -tags web ./cmd/bbgo-lorca +``` + +## 常見問題 + +### 什麼是倉位 ? + +- 基礎貨幣 & 報價貨幣 +- 如何計算平均成本？ + +### 尋找新策略？ + +你可以寫一篇關於 BBGO 的文章，主題不限，750-1500 字以換取，我可以為你實現策略（取決於複雜性和努力程度）。如果你有興趣，可以在 telegram 或 twitter 私訊我，我們可以討論。 + +### 添加新的加密貨幣交易所支持？ + +如果你希望 BBGO 支持一個目前 BBGO 未包含的新加密貨幣交易所，我們可以為你實現。成本是 10 ETH。如果你對此感興趣，請在 telegram 私訊我。 + +## 社群 + +- Telegram +- Telegram (台灣社群) +- Twitter + +## 貢獻 + +參見[貢獻](./CONTRIBUTING.md) + +### 歡迎[抖內](https://opencollective.com/bbgo#backer) + + + +## BBGO 代幣經濟 + +為了支持 BBGO 的開發，我們創建了一個獎勵池來支持貢獻者，通過贈送 $BBG 代幣。查看詳情在 [$BBG 合約頁面](contracts/README.md) 和我們的[官方網站](https://bbgo.finance) + +## 支持者 + +- GitBook + +## 授權 + +AGPL 授權 \ No newline at end of file diff --git a/app.json b/app.json new file mode 100644 index 0000000..e7c72ae --- /dev/null +++ b/app.json @@ -0,0 +1,26 @@ +{ + "name": "bbgo", + "description": "a modern cryptocurrency trading bot", + "repository": "https://github.com/c9s/bbgo", + "keywords": [ + "trading", + "cryptocurrency", + "crypto" + ], + "env": { + "MAX_API_KEY": { + "description": "The API key of your MAX Exchange account" + }, + "MAX_API_SECRET": { + "description": "The API secret of your MAX Exchange account" + } + }, + "buildpacks": [ + { + "url": "heroku/go" + } + ], + "addons": [ + "jawsdb:kitefin" + ] +} diff --git a/apps/backtest-report/.eslintrc.json b/apps/backtest-report/.eslintrc.json new file mode 100644 index 0000000..bffb357 --- /dev/null +++ b/apps/backtest-report/.eslintrc.json @@ -0,0 +1,3 @@ +{ + "extends": "next/core-web-vitals" +} diff --git a/apps/backtest-report/.gitignore b/apps/backtest-report/.gitignore new file mode 100644 index 0000000..737d872 --- /dev/null +++ b/apps/backtest-report/.gitignore @@ -0,0 +1,35 @@ +# See https://help.github.com/articles/ignoring-files/ for more about ignoring files. + +# dependencies +/node_modules +/.pnp +.pnp.js + +# testing +/coverage + +# next.js +/.next/ +/out/ + +# production +/build + +# misc +.DS_Store +*.pem + +# debug +npm-debug.log* +yarn-debug.log* +yarn-error.log* +.pnpm-debug.log* + +# local env files +.env*.local + +# vercel +.vercel + +# typescript +*.tsbuildinfo diff --git a/apps/backtest-report/README.md b/apps/backtest-report/README.md new file mode 100644 index 0000000..bc79c74 --- /dev/null +++ b/apps/backtest-report/README.md @@ -0,0 +1,54 @@ +This is a [Next.js](https://nextjs.org/) project bootstrapped with [`create-next-app`](https://github.com/vercel/next.js/tree/canary/packages/create-next-app). + +## Getting Started + +Install the dependencies: + +``` +yarn install +``` + + +Create a symlink to your back-test report output directory: + +``` +(cd public && ln -s ../../../output output) +``` + + +Generate some back-test reports: + +``` +(cd ../.. && go run ./cmd/bbgo backtest --config bollmaker_ethusdt.yaml --debug --output output --subdir) +``` + +Start the development server: + +```bash +npm run dev +# or +yarn dev +``` + +Open [http://localhost:3000](http://localhost:3000) with your browser to see the result. + +You can start editing the page by modifying `pages/index.tsx`. The page auto-updates as you edit the file. + +[API routes](https://nextjs.org/docs/api-routes/introduction) can be accessed on [http://localhost:3000/api/hello](http://localhost:3000/api/hello). This endpoint can be edited in `pages/api/hello.ts`. + +The `pages/api` directory is mapped to `/api/*`. Files in this directory are treated as [API routes](https://nextjs.org/docs/api-routes/introduction) instead of React pages. + +## Learn More + +To learn more about Next.js, take a look at the following resources: + +- [Next.js Documentation](https://nextjs.org/docs) - learn about Next.js features and API. +- [Learn Next.js](https://nextjs.org/learn) - an interactive Next.js tutorial. + +You can check out [the Next.js GitHub repository](https://github.com/vercel/next.js/) - your feedback and contributions are welcome! + +## Deploy on Vercel + +The easiest way to deploy your Next.js app is to use the [Vercel Platform](https://vercel.com/new?utm_medium=default-template&filter=next.js&utm_source=create-next-app&utm_campaign=create-next-app-readme) from the creators of Next.js. + +Check out our [Next.js deployment documentation](https://nextjs.org/docs/deployment) for more details. diff --git a/apps/backtest-report/components/OrderListTable.tsx b/apps/backtest-report/components/OrderListTable.tsx new file mode 100644 index 0000000..4e075b4 --- /dev/null +++ b/apps/backtest-report/components/OrderListTable.tsx @@ -0,0 +1,81 @@ +import {Button, Checkbox, Group, Table} from "@mantine/core"; +import React, {useState} from "react"; +import {Order} from "../types"; +import moment from "moment"; + +interface OrderListTableProps { + orders: Order[]; + onClick?: (order: Order) => void; + limit?: number; +} + +const OrderListTable = (props: OrderListTableProps) => { + let orders = props.orders; + + const [showCanceledOrders, setShowCanceledOrders] = useState(false); + const [limit, setLimit] = useState(props.limit || 100); + + if (!showCanceledOrders) { + orders = orders.filter((order: Order) => { + return order.status != "CANCELED" + }) + } + + if (orders.length > limit) { + orders = orders.slice(0, limit) + } + + const rows = orders.map((order: Order) => ( + { + props.onClick ? props.onClick(order) : null; + const nodes = e.currentTarget?.parentNode?.querySelectorAll(".selected") + nodes?.forEach((node, i) => { + node.classList.remove("selected") + }) + e.currentTarget.classList.add("selected") + }}> + {order.order_id} + {order.symbol} + {order.side} + {order.order_type} + {order.price} + {order.quantity} + {order.status} + {formatDate(order.creation_time)} + {order.tag} + + )); + + return
+ + setShowCanceledOrders(event.currentTarget.checked)}/> + + + + + + + + + + + + + + + + + {rows} +
Order IDSymbolSideOrder TypePriceQuantityStatusCreation TimeTag
+
+} + +const formatDate = (d : Date) : string => { + return moment(d).format("MMM Do YY hh:mm:ss A Z"); +} + + +export default OrderListTable; diff --git a/apps/backtest-report/components/ReportDetails.tsx b/apps/backtest-report/components/ReportDetails.tsx new file mode 100644 index 0000000..81fa243 --- /dev/null +++ b/apps/backtest-report/components/ReportDetails.tsx @@ -0,0 +1,248 @@ +import React, {useEffect, useState} from 'react'; + +import moment from 'moment'; + +import TradingViewChart from './TradingViewChart'; + +import {BalanceMap, ReportSummary} from "../types"; + +import { + Badge, + Container, + createStyles, + Grid, + Group, + Paper, + SimpleGrid, + Skeleton, + Table, + Text, + ThemeIcon, + Title +} from '@mantine/core'; + +import {ArrowDownRight, ArrowUpRight,} from 'tabler-icons-react'; + +const useStyles = createStyles((theme) => ({ + root: { + paddingTop: theme.spacing.xl * 1.5, + paddingBottom: theme.spacing.xl * 1.5, + }, + + label: { + fontFamily: `Greycliff CF, ${theme.fontFamily}`, + }, +})); + +interface StatsGridIconsProps { + data: { + title: string; + value: string; + diff?: number + dir?: string; + desc?: string; + }[]; +} + +function StatsGridIcons({data}: StatsGridIconsProps) { + const {classes} = useStyles(); + const stats = data.map((stat) => { + const DiffIcon = stat.diff && stat.diff > 0 ? ArrowUpRight : ArrowDownRight; + const DirIcon = stat.dir && stat.dir == "up" ? ArrowUpRight : ArrowDownRight; + + return ( + + +
+ + {stat.title} + {stat.dir ? + ({color: stat.dir == "up" ? theme.colors.teal[6] : theme.colors.red[6]})} + size={16} + radius="xs" + > + + + : null} + + + {stat.value} + +
+ + + {stat.diff ? + ({color: stat.diff && stat.diff > 0 ? theme.colors.teal[6] : theme.colors.red[6]})} + size={38} + radius="md" + > + + + : null} + + + {stat.diff ? + + 0 ? 'teal' : 'red'} weight={700}> + {stat.diff}% + {' '} + {stat.diff && stat.diff > 0 ? 'increase' : 'decrease'} compared to last month + : null} + + {stat.desc ? ( + + {stat.desc} + + ) : null} + + + ); + }); + + return ( + + {stats} + + ); +} + + +interface ReportDetailsProps { + basePath: string; + runID: string; +} + +const fetchReportSummary = (basePath: string, runID: string) => { + return fetch( + `${basePath}/${runID}/summary.json`, + ) + .then((res) => res.json()) + .catch((e) => { + console.error("failed to fetch index", e) + }); +} + +const skeleton = ; + + +interface BalanceDetailsProps { + balances: BalanceMap; +} + +const BalanceDetails = (props: BalanceDetailsProps) => { + const rows = Object.entries(props.balances).map(([k, v]) => { + return + {k} + {v.available} + ; + }); + + return + + + + + + + {rows} +
CurrencyBalance
; +}; + +const ReportDetails = (props: ReportDetailsProps) => { + const [reportSummary, setReportSummary] = useState() + useEffect(() => { + fetchReportSummary(props.basePath, props.runID).then((summary: ReportSummary) => { + console.log("summary", props.runID, summary); + setReportSummary(summary) + }) + }, [props.runID]) + + if (!reportSummary) { + return
+

Loading {props.runID}

+
; + } + + const strategyName = props.runID.split("_")[1] + const runID = props.runID.split("_").pop() + const totalProfit = Math.round(reportSummary.symbolReports.map((report) => report.pnl.profit).reduce((prev, cur) => prev + cur) * 100) / 100 + const totalUnrealizedProfit = Math.round(reportSummary.symbolReports.map((report) => report.pnl.unrealizedProfit).reduce((prev, cur) => prev + cur) * 100) / 100 + const totalTrades = reportSummary.symbolReports.map((report) => report.pnl.numTrades).reduce((prev, cur) => prev + cur) || 0 + + const totalBuyVolume = reportSummary.symbolReports.map((report) => report.pnl.buyVolume).reduce((prev, cur) => prev + cur) || 0 + const totalSellVolume = reportSummary.symbolReports.map((report) => report.pnl.sellVolume).reduce((prev, cur) => prev + cur) || 0 + + const volumeUnit = reportSummary.symbolReports.length == 1 ? reportSummary.symbolReports[0].market.baseCurrency : ''; + + + + // size xl and padding xs + return +
+ Strategy: {strategyName} + {reportSummary.sessions.map((session) => Exchange: {session})} + {reportSummary.symbols.map((symbol) => Symbol: {symbol})} + + {reportSummary.startTime.toString()} — {reportSummary.endTime.toString()} ~ { + moment.duration((new Date(reportSummary.endTime)).getTime() - (new Date(reportSummary.startTime)).getTime()).humanize() + } + Run ID: {runID} +
+ = 0 ? "up" : "down"}, + { + title: "Unr. Profit", + value: totalUnrealizedProfit.toString() + "$", + dir: totalUnrealizedProfit > 0 ? "up" : "down" + }, + {title: "Trades", value: totalTrades.toString()}, + {title: "Buy Vol", value: totalBuyVolume.toString() + ` ${volumeUnit}`}, + {title: "Sell Vol", value: totalSellVolume.toString() + ` ${volumeUnit}`}, + ]}/> + + + + Initial Total Balances + + + + Final Total Balances + + + + + { + /* + + + + + {skeleton} + + */ + } +
+ { + reportSummary.symbols.map((symbol: string, i: number) => { + return + }) + } +
+ + ; +}; + + +export default ReportDetails; diff --git a/apps/backtest-report/components/ReportNavigator.tsx b/apps/backtest-report/components/ReportNavigator.tsx new file mode 100644 index 0000000..55e16d3 --- /dev/null +++ b/apps/backtest-report/components/ReportNavigator.tsx @@ -0,0 +1,79 @@ +import React, {useEffect, useState} from 'react'; +import {List, ThemeIcon} from '@mantine/core'; +import {CircleCheck} from 'tabler-icons-react'; + +import {ReportEntry, ReportIndex} from '../types'; + +function fetchIndex(basePath: string, setter: (data: any) => void) { + return fetch( + `${basePath}/index.json`, + ) + .then((res) => res.json()) + .then((data) => { + console.log("reportIndex", data); + data.runs.reverse() // last reports render first + setter(data); + }) + .catch((e) => { + console.error("failed to fetch index", e) + }); +} + +interface ReportNavigatorProps { + onSelect: (reportEntry: ReportEntry) => void; +} + +const ReportNavigator = (props: ReportNavigatorProps) => { + const [isLoading, setLoading] = useState(false) + const [reportIndex, setReportIndex] = useState({runs: []}); + + useEffect(() => { + setLoading(true) + fetchIndex('/output', setReportIndex).then(() => { + setLoading(false); + }) + }, []); + + if (isLoading) { + return
Loading...
; + } + + if (reportIndex.runs.length == 0) { + return
No back-test report data
+ } + + return
+ + + + } + > + { + reportIndex.runs.map((entry) => { + return { + if (props.onSelect) { + props.onSelect(entry); + } + }}> +
+ {entry.id} +
+ + }) + } + +
; + + +}; + +export default ReportNavigator; diff --git a/apps/backtest-report/components/TimeRangeSlider/components/Handle.js b/apps/backtest-report/components/TimeRangeSlider/components/Handle.js new file mode 100644 index 0000000..338fb01 --- /dev/null +++ b/apps/backtest-report/components/TimeRangeSlider/components/Handle.js @@ -0,0 +1,44 @@ +import PropTypes from 'prop-types' +import React from 'react' + +const Handle = ({ + error, + domain: [min, max], + handle: { id, value, percent = 0 }, + disabled, + getHandleProps, + }) => { + const leftPosition = `${percent}%` + + return ( + <> +
+
+
+
+ + ) +} + +Handle.propTypes = { + domain: PropTypes.array.isRequired, + handle: PropTypes.shape({ + id: PropTypes.string.isRequired, + value: PropTypes.number.isRequired, + percent: PropTypes.number.isRequired + }).isRequired, + getHandleProps: PropTypes.func.isRequired, + disabled: PropTypes.bool, + style: PropTypes.object, +} + +Handle.defaultProps = { disabled: false } + +export default Handle diff --git a/apps/backtest-report/components/TimeRangeSlider/components/KeyboardHandle.js b/apps/backtest-report/components/TimeRangeSlider/components/KeyboardHandle.js new file mode 100644 index 0000000..077312b --- /dev/null +++ b/apps/backtest-report/components/TimeRangeSlider/components/KeyboardHandle.js @@ -0,0 +1,32 @@ +import PropTypes from 'prop-types' +import React from 'react' + +const KeyboardHandle = ({ domain: [min, max], handle: { id, value, percent = 0 }, disabled, getHandleProps }) => ( + + + + + +
+ + {testResponse ? ( + testResponse.error ? ( + + {testResponse.error} + + ) : testResponse.success ? ( + + Connection Test Succeeded + + ) : null + ) : null} + + {response ? ( + response.error ? ( + + {response.error} + + ) : response.success ? ( + + Exchange Session Added + + ) : null + ) : null} + + ); +} diff --git a/apps/frontend/components/ConfigureDatabaseForm.js b/apps/frontend/components/ConfigureDatabaseForm.js new file mode 100644 index 0000000..1b3d7ce --- /dev/null +++ b/apps/frontend/components/ConfigureDatabaseForm.js @@ -0,0 +1,209 @@ +import React from 'react'; +import Grid from '@mui/material/Grid'; +import Box from '@mui/material/Box'; +import Button from '@mui/material/Button'; +import Typography from '@mui/material/Typography'; +import TextField from '@mui/material/TextField'; +import FormHelperText from '@mui/material/FormHelperText'; +import Radio from '@mui/material/Radio'; +import RadioGroup from '@mui/material/RadioGroup'; +import FormControlLabel from '@mui/material/FormControlLabel'; +import FormControl from '@mui/material/FormControl'; +import FormLabel from '@mui/material/FormLabel'; + +import Alert from '@mui/lab/Alert'; + +import { configureDatabase, testDatabaseConnection } from '../api/bbgo'; + +import { makeStyles } from '@mui/styles'; + +const useStyles = makeStyles((theme) => ({ + formControl: { + marginTop: theme.spacing(1), + marginBottom: theme.spacing(1), + minWidth: 120, + }, + buttons: { + display: 'flex', + justifyContent: 'flex-end', + marginTop: theme.spacing(2), + paddingTop: theme.spacing(2), + paddingBottom: theme.spacing(2), + '& > *': { + marginLeft: theme.spacing(1), + }, + }, +})); + +export default function ConfigureDatabaseForm({ onConfigured }) { + const classes = useStyles(); + + const [mysqlURL, setMysqlURL] = React.useState( + 'root@tcp(127.0.0.1:3306)/bbgo' + ); + + const [driver, setDriver] = React.useState('sqlite3'); + const [testing, setTesting] = React.useState(false); + const [testResponse, setTestResponse] = React.useState(null); + const [configured, setConfigured] = React.useState(false); + + const getDSN = () => (driver === 'sqlite3' ? 'file:bbgo.sqlite3' : mysqlURL); + + const resetTestResponse = () => { + setTestResponse(null); + }; + + const handleConfigureDatabase = (event) => { + const dsn = getDSN(); + + configureDatabase({ driver, dsn }, (response) => { + console.log(response); + setTesting(false); + setTestResponse(response); + if (onConfigured) { + setConfigured(true); + setTimeout(onConfigured, 3000); + } + }).catch((err) => { + console.error(err); + setTesting(false); + setTestResponse(err.response.data); + }); + }; + + const handleTestConnection = (event) => { + const dsn = getDSN(); + + setTesting(true); + testDatabaseConnection({ driver, dsn }, (response) => { + console.log(response); + setTesting(false); + setTestResponse(response); + }).catch((err) => { + console.error(err); + setTesting(false); + setTestResponse(err.response.data); + }); + }; + + return ( + + + Configure Database + + + + If you have database installed on your machine, you can enter the DSN + string in the following field. Please note this is optional, you CAN + SKIP this step. + + + + + + + Database Driver + { + setDriver(event.target.value); + }} + > + } + label="Standard (Default)" + /> + } + label="MySQL" + /> + + + + + + + {driver === 'mysql' ? ( + + { + setMysqlURL(event.target.value); + resetTestResponse(); + }} + /> + MySQL DSN + + + If you have database installed on your machine, you can enter the + DSN string like the following format: +
+ 
+                root:password@tcp(127.0.0.1:3306)/bbgo
+
+
+ Be sure to create your database before using it. You need to + execute the following statement to create a database: +
+ 
+                CREATE DATABASE bbgo CHARSET utf8;
+
+ + + ) : ( + + + + If you don't know what to choose, just pick the standard driver + (sqlite3). +
+ For professionals, you can pick MySQL driver, BBGO works best + with MySQL, especially for larger data scale. + + + + )} + + +
+ + + +
+ + {testResponse ? ( + testResponse.error ? ( + + {testResponse.error} + + ) : testResponse.success ? ( + + Connection Test Succeeded + + ) : null + ) : null} + + ); +} diff --git a/apps/frontend/components/ConfigureGridStrategyForm.js b/apps/frontend/components/ConfigureGridStrategyForm.js new file mode 100644 index 0000000..2305671 --- /dev/null +++ b/apps/frontend/components/ConfigureGridStrategyForm.js @@ -0,0 +1,446 @@ +import React from 'react'; +import PropTypes from 'prop-types'; + +import Grid from '@mui/material/Grid'; +import Button from '@mui/material/Button'; +import Typography from '@mui/material/Typography'; + +import { makeStyles } from '@mui/styles'; +import { + attachStrategyOn, + querySessions, + querySessionSymbols, +} from '../api/bbgo'; + +import TextField from '@mui/material/TextField'; +import FormControlLabel from '@mui/material/FormControlLabel'; +import FormHelperText from '@mui/material/FormHelperText'; +import InputLabel from '@mui/material/InputLabel'; +import FormControl from '@mui/material/FormControl'; +import Radio from '@mui/material/Radio'; +import RadioGroup from '@mui/material/RadioGroup'; +import FormLabel from '@mui/material/FormLabel'; +import Select from '@mui/material/Select'; +import MenuItem from '@mui/material/MenuItem'; + +import Alert from '@mui/lab/Alert'; +import Box from '@mui/material/Box'; + +import NumberFormat from 'react-number-format'; + +function parseFloatValid(s) { + if (s) { + const f = parseFloat(s); + if (!isNaN(f)) { + return f; + } + } + + return null; +} + +function parseFloatCall(s, cb) { + if (s) { + const f = parseFloat(s); + if (!isNaN(f)) { + cb(f); + } + } +} + +function StandardNumberFormat(props) { + const { inputRef, onChange, ...other } = props; + return ( + { + onChange({ + target: { + name: props.name, + value: values.value, + }, + }); + }} + thousandSeparator + isNumericString + /> + ); +} + +StandardNumberFormat.propTypes = { + inputRef: PropTypes.func.isRequired, + name: PropTypes.string.isRequired, + onChange: PropTypes.func.isRequired, +}; + +function PriceNumberFormat(props) { + const { inputRef, onChange, ...other } = props; + + return ( + { + onChange({ + target: { + name: props.name, + value: values.value, + }, + }); + }} + thousandSeparator + isNumericString + prefix="$" + /> + ); +} + +PriceNumberFormat.propTypes = { + inputRef: PropTypes.func.isRequired, + name: PropTypes.string.isRequired, + onChange: PropTypes.func.isRequired, +}; + +const useStyles = makeStyles((theme) => ({ + formControl: { + marginTop: theme.spacing(1), + marginBottom: theme.spacing(1), + minWidth: 120, + }, + buttons: { + display: 'flex', + justifyContent: 'flex-end', + marginTop: theme.spacing(2), + paddingTop: theme.spacing(2), + paddingBottom: theme.spacing(2), + '& > *': { + marginLeft: theme.spacing(1), + }, + }, +})); + +export default function ConfigureGridStrategyForm({ onBack, onAdded }) { + const classes = useStyles(); + + const [errors, setErrors] = React.useState({}); + + const [sessions, setSessions] = React.useState([]); + + const [activeSessionSymbols, setActiveSessionSymbols] = React.useState([]); + + const [selectedSessionName, setSelectedSessionName] = React.useState(null); + + const [selectedSymbol, setSelectedSymbol] = React.useState(''); + + const [quantityBy, setQuantityBy] = React.useState('fixedAmount'); + + const [upperPrice, setUpperPrice] = React.useState(30000.0); + const [lowerPrice, setLowerPrice] = React.useState(10000.0); + + const [fixedAmount, setFixedAmount] = React.useState(100.0); + const [fixedQuantity, setFixedQuantity] = React.useState(1.234); + const [gridNumber, setGridNumber] = React.useState(20); + const [profitSpread, setProfitSpread] = React.useState(100.0); + + const [response, setResponse] = React.useState({}); + + React.useEffect(() => { + querySessions((sessions) => { + setSessions(sessions); + }); + }, []); + + const handleAdd = (event) => { + const payload = { + symbol: selectedSymbol, + gridNumber: parseFloatValid(gridNumber), + profitSpread: parseFloatValid(profitSpread), + upperPrice: parseFloatValid(upperPrice), + lowerPrice: parseFloatValid(lowerPrice), + }; + switch (quantityBy) { + case 'fixedQuantity': + payload.quantity = parseFloatValid(fixedQuantity); + break; + + case 'fixedAmount': + payload.amount = parseFloatValid(fixedAmount); + break; + } + + if (!selectedSessionName) { + setErrors({ session: true }); + return; + } + + if (!selectedSymbol) { + setErrors({ symbol: true }); + return; + } + + console.log(payload); + attachStrategyOn(selectedSessionName, 'grid', payload, (response) => { + console.log(response); + setResponse(response); + if (onAdded) { + setTimeout(onAdded, 3000); + } + }) + .catch((err) => { + console.error(err); + setResponse(err.response.data); + }) + .finally(() => { + setErrors({}); + }); + }; + + const handleQuantityBy = (event) => { + setQuantityBy(event.target.value); + }; + + const handleSessionChange = (event) => { + const sessionName = event.target.value; + setSelectedSessionName(sessionName); + + querySessionSymbols(sessionName, (symbols) => { + setActiveSessionSymbols(symbols); + }).catch((err) => { + console.error(err); + setResponse(err.response.data); + }); + }; + + const sessionMenuItems = sessions.map((session, index) => { + return ( + + {session.name} + + ); + }); + + const symbolMenuItems = activeSessionSymbols.map((symbol, index) => { + return ( + + {symbol} + + ); + }); + + return ( + + + Add Grid Strategy + + + + Fixed price band grid strategy uses the fixed price band to place + buy/sell orders. This strategy places sell orders above the current + price, places buy orders below the current price. If any of the order is + executed, then it will automatically place a new profit order on the + reverse side. + + + + + + Session + + + + Select the exchange session you want to mount this strategy. + + + + + + Market + + + + Select the market you want to run this strategy + + + + + { + parseFloatCall(event.target.value, setUpperPrice); + }} + value={upperPrice} + InputProps={{ + inputComponent: PriceNumberFormat, + }} + /> + + + + { + parseFloatCall(event.target.value, setLowerPrice); + }} + value={lowerPrice} + InputProps={{ + inputComponent: PriceNumberFormat, + }} + /> + + + + { + parseFloatCall(event.target.value, setProfitSpread); + }} + value={profitSpread} + InputProps={{ + inputComponent: StandardNumberFormat, + }} + /> + + + + + Order Quantity By + + } + label="Fixed Amount" + /> + } + label="Fixed Quantity" + /> + + + + + + {quantityBy === 'fixedQuantity' ? ( + { + parseFloatCall(event.target.value, setFixedQuantity); + }} + value={fixedQuantity} + InputProps={{ + inputComponent: StandardNumberFormat, + }} + /> + ) : null} + + {quantityBy === 'fixedAmount' ? ( + { + parseFloatCall(event.target.value, setFixedAmount); + }} + value={fixedAmount} + InputProps={{ + inputComponent: PriceNumberFormat, + }} + /> + ) : null} + + + + { + parseFloatCall(event.target.value, setGridNumber); + }} + value={gridNumber} + InputProps={{ + inputComponent: StandardNumberFormat, + }} + /> + + + +
+ + + +
+ + {response ? ( + response.error ? ( + + {response.error} + + ) : response.success ? ( + + Strategy Added + + ) : null + ) : null} + + ); +} diff --git a/apps/frontend/components/ConnectWallet.js b/apps/frontend/components/ConnectWallet.js new file mode 100644 index 0000000..e68eaf7 --- /dev/null +++ b/apps/frontend/components/ConnectWallet.js @@ -0,0 +1,143 @@ +import React from 'react'; + +import { makeStyles } from '@mui/styles'; + +import Button from '@mui/material/Button'; +import ClickAwayListener from '@mui/material/ClickAwayListener'; +import Grow from '@mui/material/Grow'; +import Paper from '@mui/material/Paper'; +import Popper from '@mui/material/Popper'; +import MenuItem from '@mui/material/MenuItem'; +import MenuList from '@mui/material/MenuList'; +import ListItemText from '@mui/material/ListItemText'; +import PersonIcon from '@mui/icons-material/Person'; + +import { useEtherBalance, useTokenBalance, useEthers } from '@usedapp/core'; +import { formatEther } from '@ethersproject/units'; + +const useStyles = makeStyles((theme) => ({ + buttons: { + margin: theme.spacing(1), + padding: theme.spacing(1), + }, + profile: { + margin: theme.spacing(1), + padding: theme.spacing(1), + }, +})); + +const BBG = '0x3Afe98235d680e8d7A52e1458a59D60f45F935C0'; + +export default function ConnectWallet() { + const classes = useStyles(); + + const { activateBrowserWallet, account } = useEthers(); + const etherBalance = useEtherBalance(account); + const tokenBalance = useTokenBalance(BBG, account); + + const [open, setOpen] = React.useState(false); + const anchorRef = React.useRef(null); + + const handleToggle = () => { + setOpen((prevOpen) => !prevOpen); + }; + + const handleClose = (event) => { + if (anchorRef.current && anchorRef.current.contains(event.target)) { + return; + } + + setOpen(false); + }; + + function handleListKeyDown(event) { + if (event.key === 'Tab') { + event.preventDefault(); + setOpen(false); + } else if (event.key === 'Escape') { + setOpen(false); + } + } + + // return focus to the button when we transitioned from !open -> open + const prevOpen = React.useRef(open); + React.useEffect(() => { + if (prevOpen.current === true && open === false) { + anchorRef.current.focus(); + } + + prevOpen.current = open; + }, [open]); + + return ( + <> + {account ? ( + <> + + + {({ TransitionProps, placement }) => ( + + + + + + {account &&

Account: {account}

} + + + {etherBalance && ( + ETH Balance: {formatEther(etherBalance)} + )} + + + {tokenBalance && ( + BBG Balance: {formatEther(tokenBalance)} + )} + + + + + + )} + + + ) : ( +
+ +
+ )} + + ); +} diff --git a/apps/frontend/components/Detail.tsx b/apps/frontend/components/Detail.tsx new file mode 100644 index 0000000..79f4ed7 --- /dev/null +++ b/apps/frontend/components/Detail.tsx @@ -0,0 +1,56 @@ +import { styled } from '@mui/styles'; +import type { GridStrategy } from '../api/bbgo'; + +import RunningTime from './RunningTime'; +import Summary from './Summary'; +import Stats from './Stats'; + +const StrategyContainer = styled('section')(() => ({ + display: 'flex', + flexDirection: 'column', + justifyContent: 'space-around', + width: '350px', + border: '1px solid rgb(248, 149, 35)', + borderRadius: '10px', + padding: '10px', +})); + +const Strategy = styled('div')(() => ({ + fontSize: '20px', +})); + +export const Description = styled('div')(() => ({ + color: 'rgb(140, 140, 140)', + '& .duration': { + marginLeft: '3px', + }, +})); + +export default function Detail({ data }: { data: GridStrategy }) { + const { strategy, stats, startTime } = data; + const totalProfitsPercentage = (stats.totalProfits / stats.investment) * 100; + const gridProfitsPercentage = (stats.gridProfits / stats.investment) * 100; + const gridAprPercentage = (stats.gridProfits / 5) * 365; + + const now = Date.now(); + const durationMilliseconds = now - startTime; + const seconds = durationMilliseconds / 1000; + + return ( + + {strategy} +
{data[strategy].symbol}
+ + + 0 arbitrages in 24 hours / Total {stats.totalArbs}{' '} + arbitrages + + + + + ); +} diff --git a/apps/frontend/components/ExchangeSessionTabPanel.js b/apps/frontend/components/ExchangeSessionTabPanel.js new file mode 100644 index 0000000..fb76f44 --- /dev/null +++ b/apps/frontend/components/ExchangeSessionTabPanel.js @@ -0,0 +1,49 @@ +import Paper from '@mui/material/Paper'; +import Tabs from '@mui/material/Tabs'; +import Tab from '@mui/material/Tab'; +import React, { useEffect, useState } from 'react'; +import { querySessions } from '../api/bbgo'; +import Typography from '@mui/material/Typography'; +import { makeStyles } from '@mui/styles'; + +const useStyles = makeStyles((theme) => ({ + paper: { + margin: theme.spacing(2), + padding: theme.spacing(2), + }, +})); + +export default function ExchangeSessionTabPanel() { + const classes = useStyles(); + + const [tabIndex, setTabIndex] = React.useState(0); + const handleTabClick = (event, newValue) => { + setTabIndex(newValue); + }; + + const [sessions, setSessions] = useState([]); + + useEffect(() => { + querySessions((sessions) => { + setSessions(sessions); + }); + }, []); + + return ( + + + Sessions + + + {sessions.map((session) => { + return ; + })} + + + ); +} diff --git a/apps/frontend/components/ReviewSessions.js b/apps/frontend/components/ReviewSessions.js new file mode 100644 index 0000000..6eb49c7 --- /dev/null +++ b/apps/frontend/components/ReviewSessions.js @@ -0,0 +1,88 @@ +import React from 'react'; +import Grid from '@mui/material/Grid'; +import Button from '@mui/material/Button'; +import Typography from '@mui/material/Typography'; +import List from '@mui/material/List'; +import ListItem from '@mui/material/ListItem'; +import ListItemText from '@mui/material/ListItemText'; +import ListItemIcon from '@mui/material/ListItemIcon'; +import PowerIcon from '@mui/icons-material/Power'; + +import { makeStyles } from '@mui/styles'; +import { querySessions } from '../api/bbgo'; + +const useStyles = makeStyles((theme) => ({ + formControl: { + marginTop: theme.spacing(1), + marginBottom: theme.spacing(1), + minWidth: 120, + }, + buttons: { + display: 'flex', + justifyContent: 'flex-end', + marginTop: theme.spacing(2), + paddingTop: theme.spacing(2), + paddingBottom: theme.spacing(2), + '& > *': { + marginLeft: theme.spacing(1), + }, + }, +})); + +export default function ReviewSessions({ onBack, onNext }) { + const classes = useStyles(); + + const [sessions, setSessions] = React.useState([]); + + React.useEffect(() => { + querySessions((sessions) => { + setSessions(sessions); + }); + }, []); + + const items = sessions.map((session, i) => { + console.log(session); + return ( + + + + + + + ); + }); + + return ( + + + Review Sessions + + + {items} + +
+ + + +
+ + ); +} diff --git a/apps/frontend/components/ReviewStrategies.js b/apps/frontend/components/ReviewStrategies.js new file mode 100644 index 0000000..085fabe --- /dev/null +++ b/apps/frontend/components/ReviewStrategies.js @@ -0,0 +1,157 @@ +import React from 'react'; +import Button from '@mui/material/Button'; +import Typography from '@mui/material/Typography'; +import List from '@mui/material/List'; +import Card from '@mui/material/Card'; +import CardHeader from '@mui/material/CardHeader'; +import CardContent from '@mui/material/CardContent'; +import Avatar from '@mui/material/Avatar'; +import IconButton from '@mui/material/IconButton'; +import MoreVertIcon from '@mui/icons-material/MoreVert'; +import Table from '@mui/material/Table'; +import TableBody from '@mui/material/TableBody'; +import TableCell from '@mui/material/TableCell'; +import TableContainer from '@mui/material/TableContainer'; +import TableHead from '@mui/material/TableHead'; +import TableRow from '@mui/material/TableRow'; + +import { makeStyles } from '@mui/styles'; +import { queryStrategies } from '../api/bbgo'; + +const useStyles = makeStyles((theme) => ({ + strategyCard: { + margin: theme.spacing(1), + }, + formControl: { + marginTop: theme.spacing(1), + marginBottom: theme.spacing(1), + minWidth: 120, + }, + buttons: { + display: 'flex', + justifyContent: 'flex-end', + marginTop: theme.spacing(2), + paddingTop: theme.spacing(2), + paddingBottom: theme.spacing(2), + '& > *': { + marginLeft: theme.spacing(1), + }, + }, +})); + +function configToTable(config) { + const rows = Object.getOwnPropertyNames(config).map((k) => { + return { + key: k, + val: config[k], + }; + }); + + return ( + + + + + Field + Value + + + + {rows.map((row) => ( + + + {row.key} + + {row.val} + + ))} + +
+ + ); +} + +export default function ReviewStrategies({ onBack, onNext }) { + const classes = useStyles(); + + const [strategies, setStrategies] = React.useState([]); + + React.useEffect(() => { + queryStrategies((strategies) => { + setStrategies(strategies || []); + }).catch((err) => { + console.error(err); + }); + }, []); + + const items = strategies.map((o, i) => { + const mounts = o.on || []; + delete o.on; + + const config = o[o.strategy]; + + const titleComps = [o.strategy.toUpperCase()]; + if (config.symbol) { + titleComps.push(config.symbol); + } + + const title = titleComps.join(' '); + + return ( + + G} + action={ + + + + } + title={title} + subheader={`Exchange ${mounts.map((m) => m.toUpperCase())}`} + /> + + + Strategy will be executed on session {mounts.join(',')} with the + following configuration: + + + {configToTable(config)} + + + ); + }); + + return ( + + + Review Strategies + + + {items} + +
+ + + +
+ + ); +} diff --git a/apps/frontend/components/RunningTime.tsx b/apps/frontend/components/RunningTime.tsx new file mode 100644 index 0000000..07e21c1 --- /dev/null +++ b/apps/frontend/components/RunningTime.tsx @@ -0,0 +1,34 @@ +import { styled } from '@mui/styles'; +import { Description } from './Detail'; + +const RunningTimeSection = styled('div')(() => ({ + display: 'flex', + alignItems: 'center', +})); + +const StatusSign = styled('span')(() => ({ + width: '10px', + height: '10px', + display: 'block', + backgroundColor: 'rgb(113, 218, 113)', + borderRadius: '50%', + marginRight: '5px', +})); + +export default function RunningTime({ seconds }: { seconds: number }) { + const day = Math.floor(seconds / (60 * 60 * 24)); + const hour = Math.floor((seconds % (60 * 60 * 24)) / 3600); + const min = Math.floor(((seconds % (60 * 60 * 24)) % 3600) / 60); + + return ( + + + + Running for + {day}D + {hour}H + {min}M + + + ); +} diff --git a/apps/frontend/components/SaveConfigAndRestart.js b/apps/frontend/components/SaveConfigAndRestart.js new file mode 100644 index 0000000..86350ab --- /dev/null +++ b/apps/frontend/components/SaveConfigAndRestart.js @@ -0,0 +1,105 @@ +import React from 'react'; +import { useRouter } from 'next/router'; + +import Button from '@mui/material/Button'; +import Typography from '@mui/material/Typography'; + +import { makeStyles } from '@mui/styles'; + +import { ping, saveConfig, setupRestart } from '../api/bbgo'; +import Box from '@mui/material/Box'; +import Alert from '@mui/lab/Alert'; + +const useStyles = makeStyles((theme) => ({ + strategyCard: { + margin: theme.spacing(1), + }, + formControl: { + marginTop: theme.spacing(1), + marginBottom: theme.spacing(1), + minWidth: 120, + }, + buttons: { + display: 'flex', + justifyContent: 'flex-end', + marginTop: theme.spacing(2), + paddingTop: theme.spacing(2), + paddingBottom: theme.spacing(2), + '& > *': { + marginLeft: theme.spacing(1), + }, + }, +})); + +export default function SaveConfigAndRestart({ onBack, onRestarted }) { + const classes = useStyles(); + + const { push } = useRouter(); + const [response, setResponse] = React.useState({}); + + const handleRestart = () => { + saveConfig((resp) => { + setResponse(resp); + + setupRestart((resp) => { + let t; + t = setInterval(() => { + ping(() => { + clearInterval(t); + push('/'); + }); + }, 1000); + }).catch((err) => { + console.error(err); + setResponse(err.response.data); + }); + + // call restart here + }).catch((err) => { + console.error(err); + setResponse(err.response.data); + }); + }; + + return ( + + + Save Config and Restart + + + + Click "Save and Restart" to save the configurations to the config file{' '} + bbgo.yaml, and save the exchange session credentials to the + dotenv file .env.local. + + +
+ + + +
+ + {response ? ( + response.error ? ( + + {response.error} + + ) : response.success ? ( + + Config Saved + + ) : null + ) : null} + + ); +} diff --git a/apps/frontend/components/SideBar.js b/apps/frontend/components/SideBar.js new file mode 100644 index 0000000..e491099 --- /dev/null +++ b/apps/frontend/components/SideBar.js @@ -0,0 +1,103 @@ +import Drawer from '@mui/material/Drawer'; +import Divider from '@mui/material/Divider'; +import List from '@mui/material/List'; +import Link from 'next/link'; +import ListItem from '@mui/material/ListItem'; +import ListItemIcon from '@mui/material/ListItemIcon'; +import DashboardIcon from '@mui/icons-material/Dashboard'; +import ListItemText from '@mui/material/ListItemText'; +import ListIcon from '@mui/icons-material/List'; +import TrendingUpIcon from '@mui/icons-material/TrendingUp'; +import React from 'react'; +import { makeStyles } from '@mui/styles'; + +const drawerWidth = 240; + +const useStyles = makeStyles((theme) => ({ + root: { + flexGrow: 1, + display: 'flex', + }, + toolbar: { + paddingRight: 24, // keep right padding when drawer closed + }, + toolbarIcon: { + display: 'flex', + alignItems: 'center', + justifyContent: 'flex-end', + padding: '0 8px', + ...theme.mixins.toolbar, + }, + appBarSpacer: theme.mixins.toolbar, + drawerPaper: { + [theme.breakpoints.up('sm')]: { + width: drawerWidth, + flexShrink: 0, + }, + position: 'relative', + whiteSpace: 'nowrap', + transition: theme.transitions.create('width', { + easing: theme.transitions.easing.sharp, + duration: theme.transitions.duration.enteringScreen, + }), + }, + drawer: { + width: drawerWidth, + }, +})); + +export default function SideBar() { + const classes = useStyles(); + + return ( + +
+ + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + + ); +} diff --git a/apps/frontend/components/Stats.tsx b/apps/frontend/components/Stats.tsx new file mode 100644 index 0000000..bd34bde --- /dev/null +++ b/apps/frontend/components/Stats.tsx @@ -0,0 +1,51 @@ +import { styled } from '@mui/styles'; +import { StatsTitle, StatsValue, Percentage } from './Summary'; +import { GridStats } from '../api/bbgo'; + +const StatsSection = styled('div')(() => ({ + display: 'grid', + gridTemplateColumns: '1fr 1fr 1fr', + gap: '10px', +})); + +export default function Stats({ + stats, + gridProfitsPercentage, + gridAprPercentage, +}: { + stats: GridStats; + gridProfitsPercentage: number; + gridAprPercentage: number; +}) { + return ( + +
+ Grid Profits + {stats.gridProfits} + {gridProfitsPercentage}% +
+ +
+ Floating PNL + {stats.floatingPNL} +
+ +
+ Grid APR + {gridAprPercentage}% +
+ +
+ Current Price +
{stats.currentPrice}
+
+ +
+ Price Range +
+ {stats.lowestPrice}~{stats.highestPrice} +
+
+ + ); +} diff --git a/apps/frontend/components/Summary.tsx b/apps/frontend/components/Summary.tsx new file mode 100644 index 0000000..a91435f --- /dev/null +++ b/apps/frontend/components/Summary.tsx @@ -0,0 +1,50 @@ +import { styled } from '@mui/styles'; +import { GridStats } from '../api/bbgo'; + +const SummarySection = styled('div')(() => ({ + width: '100%', + display: 'flex', + justifyContent: 'space-around', + backgroundColor: 'rgb(255, 245, 232)', + margin: '10px 0', +})); + +const SummaryBlock = styled('div')(() => ({ + padding: '5px 0 5px 0', +})); + +export const StatsTitle = styled('div')(() => ({ + margin: '0 0 10px 0', +})); + +export const StatsValue = styled('div')(() => ({ + marginBottom: '10px', + color: 'rgb(123, 169, 90)', +})); + +export const Percentage = styled('div')(() => ({ + color: 'rgb(123, 169, 90)', +})); + +export default function Summary({ + stats, + totalProfitsPercentage, +}: { + stats: GridStats; + totalProfitsPercentage: number; +}) { + return ( + + + Investment USDT +
{stats.investment}
+ + + + Total Profit USDT + {stats.totalProfits} + {totalProfitsPercentage}% + + + ); +} diff --git a/apps/frontend/components/SyncButton.tsx b/apps/frontend/components/SyncButton.tsx new file mode 100644 index 0000000..de00aac --- /dev/null +++ b/apps/frontend/components/SyncButton.tsx @@ -0,0 +1,39 @@ +import { styled } from '@mui/styles'; +import React, { useEffect, useState } from 'react'; +import { querySyncStatus, SyncStatus, triggerSync } from '../api/bbgo'; +import useInterval from '../hooks/useInterval'; + +const ToolbarButton = styled('button')(({ theme }) => ({ + padding: theme.spacing(1), +})); + +export default function SyncButton() { + const [syncing, setSyncing] = useState(false); + + const sync = async () => { + try { + setSyncing(true); + await triggerSync(); + } catch { + setSyncing(false); + } + }; + + useEffect(() => { + sync(); + }, []); + + useInterval(() => { + querySyncStatus().then((s) => { + if (s !== SyncStatus.Syncing) { + setSyncing(false); + } + }); + }, 2000); + + return ( + + {syncing ? 'Syncing...' : 'Sync'} + + ); +} diff --git a/apps/frontend/components/TotalAssetsDetails.js b/apps/frontend/components/TotalAssetsDetails.js new file mode 100644 index 0000000..b587b72 --- /dev/null +++ b/apps/frontend/components/TotalAssetsDetails.js @@ -0,0 +1,87 @@ +import React from 'react'; +import CardContent from '@mui/material/CardContent'; +import Card from '@mui/material/Card'; +import { makeStyles } from '@mui/styles'; +import List from '@mui/material/List'; +import ListItem from '@mui/material/ListItem'; +import ListItemText from '@mui/material/ListItemText'; +import ListItemAvatar from '@mui/material/ListItemAvatar'; +import Avatar from '@mui/material/Avatar'; + +const useStyles = makeStyles((theme) => ({ + root: { + margin: theme.spacing(1), + }, + cardContent: {}, +})); + +const logoCurrencies = { + BTC: true, + ETH: true, + BCH: true, + LTC: true, + USDT: true, + BNB: true, + COMP: true, + XRP: true, + LINK: true, + DOT: true, + SXP: true, + DAI: true, + MAX: true, + TWD: true, + SNT: true, + YFI: true, + GRT: true, +}; + +export default function TotalAssetsDetails({ assets }) { + const classes = useStyles(); + + const sortedAssets = []; + for (let k in assets) { + sortedAssets.push(assets[k]); + } + sortedAssets.sort((a, b) => { + if (a.inUSD > b.inUSD) { + return -1; + } + + if (a.inUSD < b.inUSD) { + return 1; + } + + return 0; + }); + + const items = sortedAssets.map((a) => { + return ( + + {a.currency in logoCurrencies ? ( + + + + ) : ( + + + + )} + + + ); + }); + + return ( + + + {items} + + + ); +} diff --git a/apps/frontend/components/TotalAssetsPie.js b/apps/frontend/components/TotalAssetsPie.js new file mode 100644 index 0000000..695b8da --- /dev/null +++ b/apps/frontend/components/TotalAssetsPie.js @@ -0,0 +1,94 @@ +import React, { useEffect, useState } from 'react'; + +import { ResponsivePie } from '@nivo/pie'; +import { queryAssets } from '../api/bbgo'; +import { currencyColor } from '../src/utils'; +import CardContent from '@mui/material/CardContent'; +import Card from '@mui/material/Card'; +import { makeStyles } from '@mui/styles'; + +function reduceAssetsBy(assets, field, minimum) { + let as = []; + + let others = { id: 'others', labels: 'others', value: 0.0 }; + for (let key in assets) { + if (assets[key]) { + let a = assets[key]; + let value = a[field]; + + if (value < minimum) { + others.value += value; + } else { + as.push({ + id: a.currency, + label: a.currency, + color: currencyColor(a.currency), + value: Math.round(value, 1), + }); + } + } + } + + return as; +} + +const useStyles = makeStyles((theme) => ({ + root: { + margin: theme.spacing(1), + }, + cardContent: { + height: 350, + }, +})); + +export default function TotalAssetsPie({ assets }) { + const classes = useStyles(); + return ( + + + + + + ); +} diff --git a/apps/frontend/components/TotalAssetsSummary.js b/apps/frontend/components/TotalAssetsSummary.js new file mode 100644 index 0000000..f0d4110 --- /dev/null +++ b/apps/frontend/components/TotalAssetsSummary.js @@ -0,0 +1,60 @@ +import { useEffect, useState } from 'react'; +import Card from '@mui/material/Card'; +import CardContent from '@mui/material/CardContent'; +import Typography from '@mui/material/Typography'; +import { makeStyles } from '@mui/styles'; + +function aggregateAssetsBy(assets, field) { + let total = 0.0; + for (let key in assets) { + if (assets[key]) { + let a = assets[key]; + let value = a[field]; + total += value; + } + } + + return total; +} + +const useStyles = makeStyles((theme) => ({ + root: { + margin: theme.spacing(1), + }, + title: { + fontSize: 14, + }, + pos: { + marginTop: 12, + }, +})); + +export default function TotalAssetSummary({ assets }) { + const classes = useStyles(); + return ( + + + + Total Account Balance + + + {Math.round(aggregateAssetsBy(assets, 'inBTC') * 1e8) / 1e8}{' '} + BTC + + + + Estimated Value + + + + {Math.round(aggregateAssetsBy(assets, 'inUSD') * 100) / 100}{' '} + USD + + + + ); +} diff --git a/apps/frontend/components/TradingVolumeBar.js b/apps/frontend/components/TradingVolumeBar.js new file mode 100644 index 0000000..b9b0773 --- /dev/null +++ b/apps/frontend/components/TradingVolumeBar.js @@ -0,0 +1,161 @@ +import { ResponsiveBar } from '@nivo/bar'; +import { queryTradingVolume } from '../api/bbgo'; +import { useEffect, useState } from 'react'; + +function toPeriodDateString(time, period) { + switch (period) { + case 'day': + return ( + time.getFullYear() + '-' + (time.getMonth() + 1) + '-' + time.getDate() + ); + case 'month': + return time.getFullYear() + '-' + (time.getMonth() + 1); + case 'year': + return time.getFullYear(); + } + + return ( + time.getFullYear() + '-' + (time.getMonth() + 1) + '-' + time.getDate() + ); +} + +function groupData(rows, period, segment) { + let dateIndex = {}; + let startTime = null; + let endTime = null; + let keys = {}; + + rows.forEach((v) => { + const time = new Date(v.time); + if (!startTime) { + startTime = time; + } + + endTime = time; + + const dateStr = toPeriodDateString(time, period); + const key = v[segment]; + + keys[key] = true; + + const k = key ? key : 'total'; + const quoteVolume = Math.round(v.quoteVolume * 100) / 100; + + if (dateIndex[dateStr]) { + dateIndex[dateStr][k] = quoteVolume; + } else { + dateIndex[dateStr] = { + date: dateStr, + year: time.getFullYear(), + month: time.getMonth() + 1, + day: time.getDate(), + [k]: quoteVolume, + }; + } + }); + + let data = []; + while (startTime < endTime) { + const dateStr = toPeriodDateString(startTime, period); + const groupData = dateIndex[dateStr]; + if (groupData) { + data.push(groupData); + } else { + data.push({ + date: dateStr, + year: startTime.getFullYear(), + month: startTime.getMonth() + 1, + day: startTime.getDate(), + total: 0, + }); + } + + switch (period) { + case 'day': + startTime.setDate(startTime.getDate() + 1); + break; + case 'month': + startTime.setMonth(startTime.getMonth() + 1); + break; + case 'year': + startTime.setFullYear(startTime.getFullYear() + 1); + break; + } + } + + return [data, Object.keys(keys)]; +} + +export default function TradingVolumeBar(props) { + const [tradingVolumes, setTradingVolumes] = useState([]); + const [period, setPeriod] = useState(props.period); + const [segment, setSegment] = useState(props.segment); + + useEffect(() => { + if (props.period !== period) { + setPeriod(props.period); + } + + if (props.segment !== segment) { + setSegment(props.segment); + } + + queryTradingVolume( + { period: props.period, segment: props.segment }, + (tradingVolumes) => { + setTradingVolumes(tradingVolumes); + } + ); + }, [props.period, props.segment]); + + const [data, keys] = groupData(tradingVolumes, period, segment); + + return ( + + ); +} diff --git a/apps/frontend/components/TradingVolumePanel.js b/apps/frontend/components/TradingVolumePanel.js new file mode 100644 index 0000000..165ebcc --- /dev/null +++ b/apps/frontend/components/TradingVolumePanel.js @@ -0,0 +1,72 @@ +import Paper from '@mui/material/Paper'; +import Box from '@mui/material/Box'; +import Tabs from '@mui/material/Tabs'; +import Tab from '@mui/material/Tab'; +import React from 'react'; +import TradingVolumeBar from './TradingVolumeBar'; +import { makeStyles } from '@mui/styles'; +import Grid from '@mui/material/Grid'; +import Typography from '@mui/material/Typography'; + +const useStyles = makeStyles((theme) => ({ + tradingVolumeBarBox: { + height: 400, + }, + paper: { + margin: theme.spacing(2), + padding: theme.spacing(2), + }, +})); + +export default function TradingVolumePanel() { + const [period, setPeriod] = React.useState('day'); + const [segment, setSegment] = React.useState('exchange'); + const classes = useStyles(); + const handlePeriodChange = (event, newValue) => { + setPeriod(newValue); + }; + + const handleSegmentChange = (event, newValue) => { + setSegment(newValue); + }; + + return ( + + + Trading Volume + + + + + + + + + + + + + + + + + + + + + + + + + ); +} diff --git a/apps/frontend/hooks/useInterval.ts b/apps/frontend/hooks/useInterval.ts new file mode 100644 index 0000000..9a54d77 --- /dev/null +++ b/apps/frontend/hooks/useInterval.ts @@ -0,0 +1,20 @@ +import { useEffect, useRef } from 'react'; + +export default function useInterval(cb: Function, delayMs: number | null) { + const savedCallback = useRef(); + + useEffect(() => { + savedCallback.current = cb; + }, [cb]); + + useEffect(() => { + function tick() { + savedCallback.current(); + } + + if (delayMs !== null) { + let timerId = setInterval(tick, delayMs); + return () => clearInterval(timerId); + } + }, [delayMs]); +} diff --git a/apps/frontend/layouts/DashboardLayout.js b/apps/frontend/layouts/DashboardLayout.js new file mode 100644 index 0000000..1f9ffd8 --- /dev/null +++ b/apps/frontend/layouts/DashboardLayout.js @@ -0,0 +1,65 @@ +import React from 'react'; + +import { makeStyles } from '@mui/styles'; +import AppBar from '@mui/material/AppBar'; +import Toolbar from '@mui/material/Toolbar'; +import Typography from '@mui/material/Typography'; +import Container from '@mui/material/Container'; + +import SideBar from '../components/SideBar'; +import SyncButton from '../components/SyncButton'; + +import ConnectWallet from '../components/ConnectWallet'; +import { Box } from '@mui/material'; + +const useStyles = makeStyles((theme) => ({ + root: { + flexGrow: 1, + display: 'flex', + }, + content: { + flexGrow: 1, + height: '100vh', + overflow: 'auto', + }, + appBar: { + zIndex: theme.zIndex.drawer + 1, + }, + appBarSpacer: theme.mixins.toolbar, + container: {}, + toolbar: { + justifyContent: 'space-between', + }, +})); + +export default function DashboardLayout({ children }) { + const classes = useStyles(); + + return ( +
+ + + + BBGO + + + + + + + + + +
+
+ + {children} + +
+
+ ); +} diff --git a/apps/frontend/layouts/PlainLayout.js b/apps/frontend/layouts/PlainLayout.js new file mode 100644 index 0000000..8bbca9d --- /dev/null +++ b/apps/frontend/layouts/PlainLayout.js @@ -0,0 +1,43 @@ +import React from 'react'; + +import { makeStyles } from '@mui/styles'; +import AppBar from '@mui/material/AppBar'; +import Toolbar from '@mui/material/Toolbar'; +import Typography from '@mui/material/Typography'; +import Container from '@mui/material/Container'; + +const useStyles = makeStyles((theme) => ({ + root: { + // flexGrow: 1, + display: 'flex', + }, + content: { + flexGrow: 1, + height: '100vh', + overflow: 'auto', + }, + appBar: { + zIndex: theme.zIndex.drawer + 1, + }, + appBarSpacer: theme.mixins.toolbar, +})); + +export default function PlainLayout(props) { + const classes = useStyles(); + return ( +
+ + + + {props && props.title ? props.title : 'BBGO Setup Wizard'} + + + + +
+
+ {props.children} +
+
+ ); +} diff --git a/apps/frontend/next-env.d.ts b/apps/frontend/next-env.d.ts new file mode 100644 index 0000000..4f11a03 --- /dev/null +++ b/apps/frontend/next-env.d.ts @@ -0,0 +1,5 @@ +/// +/// + +// NOTE: This file should not be edited +// see https://nextjs.org/docs/basic-features/typescript for more information. diff --git a/apps/frontend/next.config.js b/apps/frontend/next.config.js new file mode 100644 index 0000000..c9fac5d --- /dev/null +++ b/apps/frontend/next.config.js @@ -0,0 +1,9 @@ +module.exports = async (phase, { defaultConfig }) => { + /** + * @type {import('next').NextConfig} + */ + const nextConfig = { + /* config options here */ + } + return nextConfig +} \ No newline at end of file diff --git a/apps/frontend/package.json b/apps/frontend/package.json new file mode 100644 index 0000000..0096838 --- /dev/null +++ b/apps/frontend/package.json @@ -0,0 +1,42 @@ +{ + "name": "frontend", + "version": "0.1.0", + "private": true, + "scripts": { + "dev": "yarn run next dev", + "build": "yarn run next build", + "start": "yarn run next start", + "export": "yarn run next build && yarn run next export", + "prettier": "prettier --write ." + }, + "dependencies": { + "@emotion/react": "^11.9.3", + "@emotion/styled": "^11.9.3", + "@ethersproject/units": "^5.6.1", + "@mui/icons-material": "^5.8.3", + "@mui/lab": "^5.0.0-alpha.85", + "@mui/material": "^5.8.3", + "@mui/styles": "^5.8.3", + "@mui/x-data-grid": "^5.12.1", + "@nivo/bar": "^0.79.1", + "@nivo/core": "^0.79.0", + "@nivo/pie": "^0.79.1", + "@usedapp/core": "1.0.9", + "axios": "^0.27.2", + "classnames": "^2.2.6", + "ethers": "^5.6.9", + "isomorphic-fetch": "^3.0.0", + "next": "12", + "qrcode.react": "^3.0.1", + "react": "^18.2.0", + "react-dom": "^18.2.0", + "react-number-format": "^4.4.4" + }, + "devDependencies": { + "@types/node": "^18.0.0", + "@types/react": "^18.0.14", + "next-transpile-modules": "^9.0.0", + "prettier": "^2.6.2", + "typescript": "^4.1.3" + } +} diff --git a/apps/frontend/pages/_app.tsx b/apps/frontend/pages/_app.tsx new file mode 100644 index 0000000..78178c8 --- /dev/null +++ b/apps/frontend/pages/_app.tsx @@ -0,0 +1,43 @@ +import React, { useEffect } from 'react'; +import PropTypes from 'prop-types'; +import Head from 'next/head'; + +import { ThemeProvider } from '@mui/material/styles'; + +import CssBaseline from '@mui/material/CssBaseline'; +import theme from '../src/theme'; +import '../styles/globals.css'; + +export default function MyApp(props) { + const { Component, pageProps } = props; + + useEffect(() => { + // Remove the server-side injected CSS. + const jssStyles = document.querySelector('#jss-server-side'); + if (jssStyles) { + jssStyles.parentElement.removeChild(jssStyles); + } + }, []); + + return ( + + + BBGO + + + + {/* CssBaseline kickstart an elegant, consistent, and simple baseline to build upon. */} + + + + + ); +} + +MyApp.propTypes = { + Component: PropTypes.elementType.isRequired, + pageProps: PropTypes.object.isRequired, +}; diff --git a/apps/frontend/pages/_document.js b/apps/frontend/pages/_document.js new file mode 100644 index 0000000..72d1a1f --- /dev/null +++ b/apps/frontend/pages/_document.js @@ -0,0 +1,72 @@ +/* eslint-disable react/jsx-filename-extension */ +import React from 'react'; +import Document, { Html, Head, Main, NextScript } from 'next/document'; +import { ServerStyleSheets } from '@mui/styles'; +import theme from '../src/theme'; + +export default class MyDocument extends Document { + render() { + return ( + + + {/* PWA primary color */} + + + + +
+ + + + ); + } +} + +// `getInitialProps` belongs to `_document` (instead of `_app`), +// it's compatible with server-side generation (SSG). +MyDocument.getInitialProps = async (ctx) => { + // Resolution order + // + // On the server: + // 1. app.getInitialProps + // 2. page.getInitialProps + // 3. document.getInitialProps + // 4. app.render + // 5. page.render + // 6. document.render + // + // On the server with error: + // 1. document.getInitialProps + // 2. app.render + // 3. page.render + // 4. document.render + // + // On the client + // 1. app.getInitialProps + // 2. page.getInitialProps + // 3. app.render + // 4. page.render + + // Render app and page and get the context of the page with collected side effects. + const sheets = new ServerStyleSheets(); + const originalRenderPage = ctx.renderPage; + + ctx.renderPage = () => + originalRenderPage({ + enhanceApp: (App) => (props) => sheets.collect(), + }); + + const initialProps = await Document.getInitialProps(ctx); + + return { + ...initialProps, + // Styles fragment is rendered after the app and page rendering finish. + styles: [ + ...React.Children.toArray(initialProps.styles), + sheets.getStyleElement(), + ], + }; +}; diff --git a/apps/frontend/pages/api/hello.js b/apps/frontend/pages/api/hello.js new file mode 100644 index 0000000..07d9d9b --- /dev/null +++ b/apps/frontend/pages/api/hello.js @@ -0,0 +1,6 @@ +// Next.js API route support: https://nextjs.org/docs/api-routes/introduction + +export default (req, res) => { + res.statusCode = 200; + res.json({ name: 'John Doe' }); +}; diff --git a/apps/frontend/pages/connect/index.js b/apps/frontend/pages/connect/index.js new file mode 100644 index 0000000..0e2eb47 --- /dev/null +++ b/apps/frontend/pages/connect/index.js @@ -0,0 +1,55 @@ +import React, { useEffect, useState } from 'react'; + +import { makeStyles } from '@mui/styles'; +import Typography from '@mui/material/Typography'; +import Paper from '@mui/material/Paper'; +import PlainLayout from '../../layouts/PlainLayout'; +import { QRCodeSVG } from 'qrcode.react'; +import { queryOutboundIP } from '../../api/bbgo'; + +const useStyles = makeStyles((theme) => ({ + paper: { + margin: theme.spacing(2), + padding: theme.spacing(2), + }, + dataGridContainer: { + display: 'flex', + textAlign: 'center', + alignItems: 'center', + alignContent: 'center', + height: 320, + }, +})); + +function fetchConnectUrl(cb) { + return queryOutboundIP((outboundIP) => { + cb( + window.location.protocol + '//' + outboundIP + ':' + window.location.port + ); + }); +} + +export default function Connect() { + const classes = useStyles(); + + const [connectUrl, setConnectUrl] = useState([]); + + useEffect(() => { + fetchConnectUrl(function (url) { + setConnectUrl(url); + }); + }, []); + + return ( + + + + Sign In Using QR Codes + +
+ +
+ + + ); +} diff --git a/apps/frontend/pages/index.tsx b/apps/frontend/pages/index.tsx new file mode 100644 index 0000000..3185b81 --- /dev/null +++ b/apps/frontend/pages/index.tsx @@ -0,0 +1,121 @@ +import React, { useState } from 'react'; +import { useRouter } from 'next/router'; + +import { makeStyles } from '@mui/styles'; +import Typography from '@mui/material/Typography'; +import Box from '@mui/material/Box'; +import Grid from '@mui/material/Grid'; +import Paper from '@mui/material/Paper'; + +import TotalAssetsPie from '../components/TotalAssetsPie'; +import TotalAssetSummary from '../components/TotalAssetsSummary'; +import TotalAssetDetails from '../components/TotalAssetsDetails'; + +import TradingVolumePanel from '../components/TradingVolumePanel'; +import ExchangeSessionTabPanel from '../components/ExchangeSessionTabPanel'; + +import DashboardLayout from '../layouts/DashboardLayout'; + +import { queryAssets, querySessions } from '../api/bbgo'; + +import { ChainId, Config, DAppProvider } from '@usedapp/core'; +import { Theme } from '@mui/material/styles'; + +// fix the `theme.spacing` missing error +// https://stackoverflow.com/a/70707121/3897950 +declare module '@mui/styles/defaultTheme' { + // eslint-disable-next-line @typescript-eslint/no-empty-interface (remove this line if you don't have the rule enabled) + interface DefaultTheme extends Theme {} +} + +const useStyles = makeStyles((theme) => ({ + totalAssetsSummary: { + margin: theme.spacing(2), + padding: theme.spacing(2), + }, + grid: { + flexGrow: 1, + }, + control: { + padding: theme.spacing(2), + }, +})); + +const config: Config = { + readOnlyChainId: ChainId.Mainnet, + readOnlyUrls: { + [ChainId.Mainnet]: + 'https://mainnet.infura.io/v3/9aa3d95b3bc440fa88ea12eaa4456161', + }, +}; + +// props are pageProps passed from _app.tsx +export default function Home() { + const classes = useStyles(); + const router = useRouter(); + + const [assets, setAssets] = useState({}); + const [sessions, setSessions] = React.useState([]); + + React.useEffect(() => { + querySessions((sessions) => { + if (sessions && sessions.length > 0) { + setSessions(sessions); + queryAssets(setAssets); + } else { + router.push('/setup'); + } + }).catch((err) => { + console.error(err); + }); + }, [router]); + + if (sessions.length == 0) { + return ( + + + + Loading + + + + ); + } + + console.log('index: assets', assets); + + return ( + + + + + Total Assets + + +
+ + + + + + + + + + +
+ + + + + + + + ); +} diff --git a/apps/frontend/pages/orders.js b/apps/frontend/pages/orders.js new file mode 100644 index 0000000..744b67e --- /dev/null +++ b/apps/frontend/pages/orders.js @@ -0,0 +1,81 @@ +import React, { useEffect, useState } from 'react'; + +import { makeStyles } from '@mui/styles'; +import Typography from '@mui/material/Typography'; +import Paper from '@mui/material/Paper'; +import { queryClosedOrders } from '../api/bbgo'; +import { DataGrid } from '@mui/x-data-grid'; +import DashboardLayout from '../layouts/DashboardLayout'; + +const columns = [ + { field: 'gid', headerName: 'GID', width: 80, type: 'number' }, + { field: 'clientOrderID', headerName: 'Client Order ID', width: 130 }, + { field: 'exchange', headerName: 'Exchange' }, + { field: 'symbol', headerName: 'Symbol' }, + { field: 'orderType', headerName: 'Type' }, + { field: 'side', headerName: 'Side', width: 90 }, + { + field: 'averagePrice', + headerName: 'Average Price', + type: 'number', + width: 120, + }, + { field: 'quantity', headerName: 'Quantity', type: 'number' }, + { + field: 'executedQuantity', + headerName: 'Executed Quantity', + type: 'number', + }, + { field: 'status', headerName: 'Status' }, + { field: 'isMargin', headerName: 'Margin' }, + { field: 'isIsolated', headerName: 'Isolated' }, + { field: 'creationTime', headerName: 'Create Time', width: 200 }, +]; + +const useStyles = makeStyles((theme) => ({ + paper: { + margin: theme.spacing(2), + padding: theme.spacing(2), + }, + dataGridContainer: { + display: 'flex', + height: 'calc(100vh - 64px - 120px)', + }, +})); + +export default function Orders() { + const classes = useStyles(); + + const [orders, setOrders] = useState([]); + + useEffect(() => { + queryClosedOrders({}, (orders) => { + setOrders( + orders.map((o) => { + o.id = o.gid; + return o; + }) + ); + }); + }, []); + + return ( + + + + Orders + +
+
+ +
+
+ + + ); +} diff --git a/apps/frontend/pages/setup/index.js b/apps/frontend/pages/setup/index.js new file mode 100644 index 0000000..664e479 --- /dev/null +++ b/apps/frontend/pages/setup/index.js @@ -0,0 +1,132 @@ +import React from 'react'; + +import { makeStyles } from '@mui/styles'; +import Typography from '@mui/material/Typography'; +import Box from '@mui/material/Box'; +import Paper from '@mui/material/Paper'; +import Stepper from '@mui/material/Stepper'; +import Step from '@mui/material/Step'; +import StepLabel from '@mui/material/StepLabel'; + +import ConfigureDatabaseForm from '../../components/ConfigureDatabaseForm'; +import AddExchangeSessionForm from '../../components/AddExchangeSessionForm'; +import ReviewSessions from '../../components/ReviewSessions'; +import ConfigureGridStrategyForm from '../../components/ConfigureGridStrategyForm'; +import ReviewStrategies from '../../components/ReviewStrategies'; +import SaveConfigAndRestart from '../../components/SaveConfigAndRestart'; + +import PlainLayout from '../../layouts/PlainLayout'; + +const useStyles = makeStyles((theme) => ({ + paper: { + padding: theme.spacing(2), + }, +})); + +const steps = [ + 'Configure Database', + 'Add Exchange Session', + 'Review Sessions', + 'Configure Strategy', + 'Review Strategies', + 'Save Config and Restart', +]; + +function getStepContent(step, setActiveStep) { + switch (step) { + case 0: + return ( + { + setActiveStep(1); + }} + /> + ); + case 1: + return ( + { + setActiveStep(0); + }} + onAdded={() => { + setActiveStep(2); + }} + /> + ); + case 2: + return ( + { + setActiveStep(1); + }} + onNext={() => { + setActiveStep(3); + }} + /> + ); + case 3: + return ( + { + setActiveStep(2); + }} + onAdded={() => { + setActiveStep(4); + }} + /> + ); + case 4: + return ( + { + setActiveStep(3); + }} + onNext={() => { + setActiveStep(5); + }} + /> + ); + + case 5: + return ( + { + setActiveStep(4); + }} + onRestarted={() => {}} + /> + ); + + default: + throw new Error('Unknown step'); + } +} + +export default function Setup() { + const classes = useStyles(); + const [activeStep, setActiveStep] = React.useState(0); + + return ( + + + + + Setup Session + + + + {steps.map((label) => ( + + {label} + + ))} + + + + {getStepContent(activeStep, setActiveStep)} + + + + + ); +} diff --git a/apps/frontend/pages/strategies.tsx b/apps/frontend/pages/strategies.tsx new file mode 100644 index 0000000..1ff03af --- /dev/null +++ b/apps/frontend/pages/strategies.tsx @@ -0,0 +1,43 @@ +import { styled } from '@mui/styles'; +import DashboardLayout from '../layouts/DashboardLayout'; +import { useEffect, useState } from 'react'; +import { queryStrategiesMetrics } from '../api/bbgo'; +import type { GridStrategy } from '../api/bbgo'; + +import Detail from '../components/Detail'; + +const StrategiesContainer = styled('div')(() => ({ + width: '100%', + height: '100%', + padding: '40px 20px', + display: 'grid', + gridTemplateColumns: 'repeat(3, 350px);', + justifyContent: 'center', + gap: '30px', + '@media(max-width: 1400px)': { + gridTemplateColumns: 'repeat(2, 350px)', + }, + '@media(max-width: 1000px)': { + gridTemplateColumns: '350px', + }, +})); + +export default function Strategies() { + const [details, setDetails] = useState([]); + + useEffect(() => { + queryStrategiesMetrics().then((value) => { + setDetails(value); + }); + }, []); + + return ( + + + {details.map((element) => { + return ; + })} + + + ); +} diff --git a/apps/frontend/pages/trades.js b/apps/frontend/pages/trades.js new file mode 100644 index 0000000..d300f95 --- /dev/null +++ b/apps/frontend/pages/trades.js @@ -0,0 +1,68 @@ +import React, { useEffect, useState } from 'react'; + +import { makeStyles } from '@mui/styles'; +import Typography from '@mui/material/Typography'; +import Paper from '@mui/material/Paper'; +import { queryTrades } from '../api/bbgo'; +import { DataGrid } from '@mui/x-data-grid'; +import DashboardLayout from '../layouts/DashboardLayout'; + +const columns = [ + { field: 'gid', headerName: 'GID', width: 80, type: 'number' }, + { field: 'exchange', headerName: 'Exchange' }, + { field: 'symbol', headerName: 'Symbol' }, + { field: 'side', headerName: 'Side', width: 90 }, + { field: 'price', headerName: 'Price', type: 'number', width: 120 }, + { field: 'quantity', headerName: 'Quantity', type: 'number' }, + { field: 'isMargin', headerName: 'Margin' }, + { field: 'isIsolated', headerName: 'Isolated' }, + { field: 'tradedAt', headerName: 'Trade Time', width: 200 }, +]; + +const useStyles = makeStyles((theme) => ({ + paper: { + margin: theme.spacing(2), + padding: theme.spacing(2), + }, + dataGridContainer: { + display: 'flex', + height: 'calc(100vh - 64px - 120px)', + }, +})); + +export default function Trades() { + const classes = useStyles(); + + const [trades, setTrades] = useState([]); + + useEffect(() => { + queryTrades({}, (trades) => { + setTrades( + trades.map((o) => { + o.id = o.gid; + return o; + }) + ); + }); + }, []); + + return ( + + + + Trades + +
+
+ +
+
+ + + ); +} diff --git a/apps/frontend/public/favicon.ico b/apps/frontend/public/favicon.ico new file mode 100644 index 0000000000000000000000000000000000000000..4965832f2c9b0605eaa189b7c7fb11124d24e48a GIT binary patch literal 15086 zcmeHOOH5Q(7(R0cc?bh2AT>N@1PWL!LLfZKyG5c!MTHoP7_p!sBz0k$?pjS;^lmgJ zU6^i~bWuZYHL)9$wuvEKm~qo~(5=Lvx5&Hv;?X#m}i|`yaGY4gX+&b>tew;gcnRQA1kp zBbm04SRuuE{Hn+&1wk%&g;?wja_Is#1gKoFlI7f`Gt}X*-nsMO30b_J@)EFNhzd1QM zdH&qFb9PVqQOx@clvc#KAu}^GrN`q5oP(8>m4UOcp`k&xwzkTio*p?kI4BPtIwX%B zJN69cGsm=x90<;Wmh-bs>43F}ro$}Of@8)4KHndLiR$nW?*{Rl72JPUqRr3ta6e#A z%DTEbi9N}+xPtd1juj8;(CJt3r9NOgb>KTuK|z7!JB_KsFW3(pBN4oh&M&}Nb$Ee2 z$-arA6a)CdsPj`M#1DS>fqj#KF%0q?w50GN4YbmMZIoF{e1yTR=4ablqXHBB2!`wM z1M1ke9+<);|AI;f=2^F1;G6Wfpql?1d5D4rMr?#f(=hkoH)U`6Gb)#xDLjoKjp)1;Js@2Iy5yk zMXUqj+gyk1i0yLjWS|3sM2-1ECc;MAz<4t0P53%7se$$+5Ex`L5TQO_MMXXi04UDIU+3*7Ez&X|mj9cFYBXqM{M;mw_ zpw>azP*qjMyNSD4hh)XZt$gqf8f?eRSFX8VQ4Y+H3jAtvyTrXr`qHAD6`m;aYmH2zOhJC~_*AuT} 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b/apps/frontend/public/images/dai-logo.svg new file mode 100644 index 0000000..2ae2e32 --- /dev/null +++ b/apps/frontend/public/images/dai-logo.svg @@ -0,0 +1,13 @@ + + + + + + + + + + diff --git a/apps/frontend/public/images/dot-logo.svg b/apps/frontend/public/images/dot-logo.svg new file mode 100644 index 0000000..89d0e71 --- /dev/null +++ b/apps/frontend/public/images/dot-logo.svg @@ -0,0 +1,20 @@ + + + + +polkadot + + + diff --git a/apps/frontend/public/images/eth-logo.svg b/apps/frontend/public/images/eth-logo.svg new file mode 100644 index 0000000..684e968 --- /dev/null +++ b/apps/frontend/public/images/eth-logo.svg @@ -0,0 +1,21 @@ + + + + + + + + + + + + + + + + + + diff --git a/apps/frontend/public/images/grt-logo.svg b/apps/frontend/public/images/grt-logo.svg new file mode 100644 index 0000000..a3db5b7 --- /dev/null +++ b/apps/frontend/public/images/grt-logo.svg @@ -0,0 +1,19 @@ + + + + + + + + + + + diff --git a/apps/frontend/public/images/link-logo.svg b/apps/frontend/public/images/link-logo.svg new file mode 100644 index 0000000..bf4cd53 --- /dev/null +++ b/apps/frontend/public/images/link-logo.svg @@ -0,0 +1 @@ +Asset 1 \ No newline at end of file diff --git a/apps/frontend/public/images/ltc-logo.svg b/apps/frontend/public/images/ltc-logo.svg new file mode 100644 index 0000000..13e76a4 --- /dev/null +++ b/apps/frontend/public/images/ltc-logo.svg @@ -0,0 +1 @@ +litecoin-ltc-logo \ No newline at end of file diff --git a/apps/frontend/public/images/max-logo.svg b/apps/frontend/public/images/max-logo.svg new file mode 100644 index 0000000..fae1cdf --- /dev/null +++ b/apps/frontend/public/images/max-logo.svg @@ -0,0 +1 @@ + diff --git a/apps/frontend/public/images/snt-logo.svg b/apps/frontend/public/images/snt-logo.svg new file mode 100644 index 0000000..f7bd0b7 --- /dev/null +++ b/apps/frontend/public/images/snt-logo.svg @@ -0,0 +1 @@ + \ No newline at end of file diff --git a/apps/frontend/public/images/sxp-logo.svg b/apps/frontend/public/images/sxp-logo.svg new file mode 100644 index 0000000..27a4983 --- /dev/null +++ b/apps/frontend/public/images/sxp-logo.svg @@ -0,0 +1 @@ +Asset 2 \ No newline at end of file diff --git a/apps/frontend/public/images/twd-logo.svg b/apps/frontend/public/images/twd-logo.svg new file mode 100644 index 0000000..c1515e7 --- /dev/null +++ b/apps/frontend/public/images/twd-logo.svg @@ -0,0 +1 @@ + diff --git a/apps/frontend/public/images/usdt-logo.svg b/apps/frontend/public/images/usdt-logo.svg new file mode 100644 index 0000000..e530822 --- /dev/null +++ b/apps/frontend/public/images/usdt-logo.svg @@ -0,0 +1 @@ +tether-usdt-logo \ No newline at end of file diff --git a/apps/frontend/public/images/xrp-logo.svg b/apps/frontend/public/images/xrp-logo.svg new file mode 100644 index 0000000..9a2c7c6 --- /dev/null +++ b/apps/frontend/public/images/xrp-logo.svg @@ -0,0 +1 @@ +x \ No newline at end of file diff --git a/apps/frontend/public/images/yfi-logo.svg b/apps/frontend/public/images/yfi-logo.svg new file mode 100644 index 0000000..9b4b060 --- /dev/null +++ b/apps/frontend/public/images/yfi-logo.svg @@ -0,0 +1 @@ +yearn-finance-yfi diff --git a/apps/frontend/public/vercel.svg b/apps/frontend/public/vercel.svg new file mode 100644 index 0000000..fbf0e25 --- /dev/null +++ b/apps/frontend/public/vercel.svg @@ -0,0 +1,4 @@ + + + \ No newline at end of file diff --git a/apps/frontend/src/theme.js b/apps/frontend/src/theme.js new file mode 100644 index 0000000..ec5e14d --- /dev/null +++ b/apps/frontend/src/theme.js @@ -0,0 +1,24 @@ +import { createTheme } from '@mui/material/styles'; +import { red } from '@mui/material/colors'; + +// Create a theme instance. +const theme = createTheme({ + palette: { + primary: { + main: '#eb9534', + contrastText: '#ffffff', + }, + secondary: { + main: '#ccc0b1', + contrastText: '#eb9534', + }, + error: { + main: red.A400, + }, + background: { + default: '#fff', + }, + }, +}); + +export default theme; diff --git a/apps/frontend/src/utils.js b/apps/frontend/src/utils.js new file mode 100644 index 0000000..54b09ce --- /dev/null +++ b/apps/frontend/src/utils.js @@ -0,0 +1,37 @@ +export function currencyColor(currency) { + switch (currency) { + case 'BTC': + return '#f69c3d'; + case 'ETH': + return '#497493'; + case 'MCO': + return '#032144'; + case 'OMG': + return '#2159ec'; + case 'LTC': + return '#949494'; + case 'USDT': + return '#2ea07b'; + case 'SAND': + return '#2E9AD0'; + case 'XRP': + return '#00AAE4'; + case 'BCH': + return '#8DC351'; + case 'MAX': + return '#2D4692'; + case 'TWD': + return '#4A7DED'; + } +} + +export function throttle(fn, delayMillis) { + let permitted = true; + return () => { + if (permitted) { + fn.apply(this, arguments); + permitted = false; + setTimeout(() => (permitted = true), delayMillis); + } + }; +} diff --git a/apps/frontend/styles/Home.module.css b/apps/frontend/styles/Home.module.css new file mode 100644 index 0000000..42e7e60 --- /dev/null +++ b/apps/frontend/styles/Home.module.css @@ -0,0 +1,122 @@ +.container { + min-height: 100vh; + padding: 0 0.5rem; + display: flex; + flex-direction: column; + justify-content: center; + align-items: center; +} + +.main { + padding: 5rem 0; + flex: 1; + display: flex; + flex-direction: column; + justify-content: center; + align-items: center; +} + +.footer { + width: 100%; + height: 100px; + border-top: 1px solid #eaeaea; + display: flex; + justify-content: center; + align-items: center; +} + +.footer img { + margin-left: 0.5rem; +} + +.footer a { + display: flex; + justify-content: center; + align-items: center; +} + +.title a { + color: #0070f3; + text-decoration: none; +} + +.title a:hover, +.title a:focus, +.title a:active { + text-decoration: underline; +} + +.title { + margin: 0; + line-height: 1.15; + font-size: 4rem; +} + +.title, +.description { + text-align: center; +} + +.description { + line-height: 1.5; + font-size: 1.5rem; +} + +.code { + background: #fafafa; + border-radius: 5px; + padding: 0.75rem; + font-size: 1.1rem; + font-family: Menlo, Monaco, Lucida Console, Liberation Mono, DejaVu Sans Mono, + Bitstream Vera Sans Mono, Courier New, monospace; +} + +.grid { + display: flex; + align-items: center; + justify-content: center; + flex-wrap: wrap; + max-width: 800px; + margin-top: 3rem; +} + +.card { + margin: 1rem; + flex-basis: 45%; + padding: 1.5rem; + text-align: left; + color: inherit; + text-decoration: none; + border: 1px solid #eaeaea; + border-radius: 10px; + transition: color 0.15s ease, border-color 0.15s ease; +} + +.card:hover, +.card:focus, +.card:active { + color: #0070f3; + border-color: #0070f3; +} + +.card h3 { + margin: 0 0 1rem 0; + font-size: 1.5rem; +} + +.card p { + margin: 0; + font-size: 1.25rem; + line-height: 1.5; +} + +.logo { + height: 1em; +} + +@media (max-width: 600px) { + .grid { + width: 100%; + flex-direction: column; + } +} diff --git a/apps/frontend/styles/globals.css b/apps/frontend/styles/globals.css new file mode 100644 index 0000000..e5e2dcc --- /dev/null +++ b/apps/frontend/styles/globals.css @@ -0,0 +1,16 @@ +html, +body { + padding: 0; + margin: 0; + font-family: -apple-system, BlinkMacSystemFont, Segoe UI, Roboto, Oxygen, + Ubuntu, Cantarell, Fira Sans, Droid Sans, Helvetica Neue, sans-serif; +} + +a { + color: inherit; + text-decoration: none; +} + +* { + box-sizing: border-box; +} diff --git a/apps/frontend/tsconfig.json b/apps/frontend/tsconfig.json new file mode 100644 index 0000000..5bee8c4 --- /dev/null +++ b/apps/frontend/tsconfig.json @@ -0,0 +1,30 @@ +{ + "compilerOptions": { + "target": "es5", + "lib": [ + "dom", + "dom.iterable", + "esnext" + ], + "allowJs": true, + "skipLibCheck": true, + "strict": false, + "forceConsistentCasingInFileNames": true, + "noEmit": true, + "esModuleInterop": true, + "module": "esnext", + "moduleResolution": "node", + "resolveJsonModule": true, + "isolatedModules": true, + "jsx": "preserve", + "incremental": true + }, + "include": [ + 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API - KEY
API - KEY
bbgo/cmd/root.go 
bbgo/cmd/root.go 
bbgo/cmd/run.go
bbgo/cmd/run.go
pkg/bbgo/environment.go
pkg/bbgo/environment.go
pkg/bbgo/trader.go
pkg/bbgo/trader.go
pkg/strategy/grid/strategy.go
pkg/strategy/grid/strategy.go
API - KEY
API - KEY
Session
Session
DBDriver
DBDriver
Mysql
Mysql
Init
Init
userConfig.ExchangeStrategies
userConfig.ExchangeStrategies
bbgo.yaml
( file )
bbgo.yaml...
.env.local
( file )
.env.local...
Grid
Grid
Boll Grid
Boll Grid
pkg/strategy/bollgrid/strategy.go
pkg/strategy/bollgrid/strategy.go
... 
... 
pkg/strategy/.../strategy.go
pkg/strategy/.../strategy.go
FTX
FTX
Exchange
Exchange
低買
低買
高賣
高賣
1800 usd
1800 usd
1900 usd
1900 usd
2000 usd
2000 usd
2100 usd
2100 usd
2200 usd
2200 usd
遠東商銀
遠東商銀
其他銀行
其他銀行
Binance
Binance
API - KEY
API - KEY
...
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