add bollmaker setup script

scripts/setup-bollmaker.sh

@@ -0,0 +1,185 @@
+#!/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-$arch bbgo
+chmod +x bbgo
+info "downloaded successfully"
+
+function gen_dotenv()
+{
+    read -p "Enter your MAX API key: " api_key
+    read -p "Enter your MAX API secret: " api_secret
+    echo "Generating your .env.local file..."
+cat <<END > .env.local
+MAX_API_KEY=$api_key
+MAX_API_SECRET=$api_secret
+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