bbgo_origin/scripts/setup-bollmaker.sh

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#!/bin/bash
set -e
RED='\033[0;31m'
GREEN='\033[0;32m'
YELLOW='\033[0;33m'
NC='\033[0m' # No Color
function warn()
{
echo -e "${YELLOW}$@${NC}"
}
function error()
{
echo -e "${RED}$@${NC}"
}
function info()
{
echo -e "${GREEN}$@${NC}"
}
version=$(curl -fs https://api.github.com/repos/c9s/bbgo/releases/latest | awk -F '"' '/tag_name/{print $4}')
osf=$(uname | tr '[:upper:]' '[:lower:]')
arch=""
case $(uname -m) in
x86_64 | ia64) arch="amd64";;
arm64 | aarch64 | arm) arch="arm64";;
*)
echo "unsupported architecture: $(uname -m)"
exit 1;;
esac
dist_file=bbgo-$version-$osf-$arch.tar.gz
info "downloading..."
curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
tar xzf $dist_file
mv bbgo-$osf-$arch bbgo
chmod +x bbgo
info "downloaded successfully"
function gen_dotenv()
{
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read -p "Enter your Binance API key: " api_key
read -p "Enter your Binance API secret: " api_secret
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echo "Generating your .env.local file..."
cat <<END > .env.local
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BINANCE_API_KEY=$api_key
BINANCE_API_SECRET=$api_secret
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END
}
if [[ -e ".env.local" ]] ; then
echo "Found existing .env.local, you will overwrite the existing .env.local file!"
read -p "Are you sure? (Y/n) " a
if [[ $a != "n" ]] ; then
gen_dotenv
fi
else
gen_dotenv
fi
if [[ -e "bbgo.yaml" ]] ; then
echo "Found existing bbgo.yaml, you will overwrite the existing bbgo.yaml file!"
read -p "Are you sure? (Y/n) " a
if [[ $a == "n" ]] ; then
exit
fi
fi
cat <<END > bbgo.yaml
---
sessions:
binance:
exchange: binance
envVarPrefix: BINANCE
persistence:
redis:
host: 127.0.0.1
port: 6379
db: 0
exchangeStrategies:
- on: binance
bollmaker:
symbol: ETHUSDT
# interval is how long do you want to update your order price and quantity
interval: 1m
# quantity is the base order quantity for your buy/sell order.
quantity: 0.05
# useTickerPrice use the ticker api to get the mid price instead of the closed kline price.
# The back-test engine is kline-based, so the ticker price api is not supported.
# Turn this on if you want to do real trading.
useTickerPrice: false
# spread is the price spread from the middle price.
# For ask orders, the ask price is ((bestAsk + bestBid) / 2 * (1.0 + spread))
# For bid orders, the bid price is ((bestAsk + bestBid) / 2 * (1.0 - spread))
# Spread can be set by percentage or floating number. e.g., 0.1% or 0.001
spread: 0.09%
# minProfitSpread is the minimal order price spread from the current average cost.
# For long position, you will only place sell order above the price (= average cost * (1 + minProfitSpread))
# For short position, you will only place buy order below the price (= average cost * (1 - minProfitSpread))
minProfitSpread: 0.5%
# dynamicExposurePositionScale overrides maxExposurePosition
# for domain,
# -1 means -100%, the price is on the lower band price.
# if the price breaks the lower band, a number less than -1 will be given.
# 1 means 100%, the price is on the upper band price.
# if the price breaks the upper band, a number greater than 1 will be given, for example, 1.2 for 120%, and 1.3 for 130%.
dynamicExposurePositionScale:
byPercentage:
# exp means we want to use exponential scale, you can replace "exp" with "linear" for linear scale
exp:
# from lower band -100% (-1) to upper band 100% (+1)
domain: [ -1, 1 ]
# when in down band, holds 1.0 by maximum
# when in up band, holds 0.05 by maximum
range: [ 10.0, 1.0 ]
# DisableShort means you can don't want short position during the market making
# THe short here means you might sell some of your existing inventory.
disableShort: true
# uptrendSkew, like the strongUptrendSkew, but the price is still in the default band.
uptrendSkew: 0.8
# downtrendSkew, like the strongDowntrendSkew, but the price is still in the default band.
downtrendSkew: 1.2
defaultBollinger:
interval: "1h"
window: 21
bandWidth: 2.0
# neutralBollinger is the smaller range of the bollinger band
# If price is in this band, it usually means the price is oscillating.
neutralBollinger:
interval: "5m"
window: 21
bandWidth: 2.0
# tradeInBand: when tradeInBand is set, you will only place orders in the bollinger band.
tradeInBand: false
# buyBelowNeutralSMA: when this set, it will only place buy order when the current price is below the SMA line.
buyBelowNeutralSMA: false
persistence:
type: redis
END
info "config file is generated successfully"
echo "================================================================"
echo "now you can edit your strategy config file bbgo.yaml to run bbgo"
if [[ $osf == "darwin" ]] ; then
echo "we found you're using MacOS, you can type:"
echo ""
echo " open -a TextEdit bbgo.yaml"
echo ""
else
echo "you look like a pro user, you can edit the config by:"
echo ""
echo " vim bbgo.yaml"
echo ""
fi
echo "To run bbgo just type: "
echo ""
echo " ./bbgo run"
echo ""
echo "To stop bbgo, just hit CTRL-C"
if [[ $osf == "darwin" ]] ; then
open -a TextEdit bbgo.yaml
fi