package skeleton import ( "context" "fmt" "github.com/sirupsen/logrus" "git.qtrade.icu/lychiyu/bbgo/pkg/bbgo" "git.qtrade.icu/lychiyu/bbgo/pkg/fixedpoint" "git.qtrade.icu/lychiyu/bbgo/pkg/types" ) // ID is the unique strategy ID, it needs to be in all lower case // For example, grid strategy uses "grid" const ID = "skeleton" // log is a logrus.Entry that will be reused. // This line attaches the strategy field to the logger with our ID, so that the logs from this strategy will be tagged with our ID var log = logrus.WithField("strategy", ID) var ten = fixedpoint.NewFromInt(10) // init is a special function of golang, it will be called when the program is started // importing this package will trigger the init function call. func init() { // Register our struct type to BBGO // Note that you don't need to field the fields. // BBGO uses reflect to parse your type information. bbgo.RegisterStrategy(ID, &Strategy{}) } // State is a struct contains the information that we want to keep in the persistence layer, // for example, redis or json file. type State struct { Counter int `json:"counter,omitempty"` } // Strategy is a struct that contains the settings of your strategy. // These settings will be loaded from the BBGO YAML config file "bbgo.yaml" automatically. type Strategy struct { Symbol string `json:"symbol"` // State is a state of your strategy // When BBGO shuts down, everything in the memory will be dropped // If you need to store something and restore this information back, // Simply define the "persistence" tag State *State `persistence:"state"` } // ID should return the identity of this strategy func (s *Strategy) ID() string { return ID } // InstanceID returns the identity of the current instance of this strategy. // You may have multiple instance of a strategy, with different symbols and settings. // This value will be used for persistence layer to separate the storage. // // Run: // // redis-cli KEYS "*" // // And you will see how this instance ID is used in redis. func (s *Strategy) InstanceID() string { return ID + ":" + s.Symbol } // Subscribe method subscribes specific market data from the given session. // Before BBGO is connected to the exchange, we need to collect what we want to subscribe. // Here the strategy needs kline data, so it adds the kline subscription. func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) { // We want 1m kline data of the symbol // It will be BTCUSDT 1m if our s.Symbol is BTCUSDT session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "1m"}) } // This strategy simply spent all available quote currency to buy the symbol whenever kline gets closed func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { // Initialize the default value for state if s.State == nil { s.State = &State{Counter: 1} } indicators := session.StandardIndicatorSet(s.Symbol) atr := indicators.ATR(types.IntervalWindow{ Interval: types.Interval1m, Window: 14, }) // To get the market information from the current session // The market object provides the precision, MoQ (minimal of quantity) information market, ok := session.Market(s.Symbol) if !ok { return fmt.Errorf("market %s not found", s.Symbol) } // here we define a kline callback // when a kline is closed, we will do something callback := func(kline types.KLine) { // get the latest ATR value from the indicator object that we just defined. atrValue := atr.Last(0) log.Infof("atr %f", atrValue) // Update our counter and sync the changes to the persistence layer on time // If you don't do this, BBGO will sync it automatically when BBGO shuts down. s.State.Counter++ bbgo.Sync(ctx, s) // To check if we have the quote balance // When symbol = "BTCUSDT", the quote currency is USDT // We can get this information from the market object quoteBalance, ok := session.GetAccount().Balance(market.QuoteCurrency) if !ok { // if not ok, it means we don't have this currency in the account return } // For each balance, we have Available and Locked balance. // balance.Available is the balance you can use to place an order. // Note that the available balance is a fixed-point object, so you can not compare it with integer directly. // Instead, you should call valueA.Compare(valueB) quantityAmount := quoteBalance.Available if quantityAmount.Sign() <= 0 || quantityAmount.Compare(ten) < 0 { return } // Call LastPrice(symbol) If you need to get the latest price // Note this last price is updated by the closed kline currentPrice, ok := session.LastPrice(s.Symbol) if !ok { return } // totalQuantity = quantityAmount / currentPrice totalQuantity := quantityAmount.Div(currentPrice) // Place a market order to the exchange createdOrders, err := orderExecutor.SubmitOrders(ctx, types.SubmitOrder{ Symbol: kline.Symbol, Side: types.SideTypeBuy, Type: types.OrderTypeMarket, Price: currentPrice, Quantity: totalQuantity, }) if err != nil { log.WithError(err).Error("submit order error") } log.Infof("createdOrders: %+v", createdOrders) // send notification to slack or telegram if you have configured it bbgo.Notify("order created") } // register our kline event handler session.MarketDataStream.OnKLineClosed(callback) // if you need to do something when the user data stream is ready // note that you only receive order update, trade update, balance update when the user data stream is connect. session.UserDataStream.OnStart(func() { log.Infof("connected") }) return nil }