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https://github.com/c9s/bbgo.git
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add bollmaker setup script
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parent
233acc13ef
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185
scripts/setup-bollmaker.sh
Executable file
185
scripts/setup-bollmaker.sh
Executable file
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#!/bin/bash
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set -e
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RED='\033[0;31m'
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GREEN='\033[0;32m'
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YELLOW='\033[0;33m'
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NC='\033[0m' # No Color
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function warn()
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{
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echo -e "${YELLOW}$@${NC}"
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}
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function error()
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{
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echo -e "${RED}$@${NC}"
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}
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function info()
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{
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echo -e "${GREEN}$@${NC}"
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}
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version=$(curl -fs https://api.github.com/repos/c9s/bbgo/releases/latest | awk -F '"' '/tag_name/{print $4}')
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osf=$(uname | tr '[:upper:]' '[:lower:]')
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arch=""
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case $(uname -m) in
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x86_64 | ia64) arch="amd64";;
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arm64 | aarch64 | arm) arch="arm64";;
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*)
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echo "unsupported architecture: $(uname -m)"
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exit 1;;
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esac
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dist_file=bbgo-$version-$osf-$arch.tar.gz
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info "downloading..."
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curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
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tar xzf $dist_file
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mv bbgo-$osf-$arch bbgo
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chmod +x bbgo
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info "downloaded successfully"
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function gen_dotenv()
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{
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read -p "Enter your MAX API key: " api_key
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read -p "Enter your MAX API secret: " api_secret
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echo "Generating your .env.local file..."
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cat <<END > .env.local
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MAX_API_KEY=$api_key
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MAX_API_SECRET=$api_secret
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END
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}
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if [[ -e ".env.local" ]] ; then
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echo "Found existing .env.local, you will overwrite the existing .env.local file!"
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read -p "Are you sure? (Y/n) " a
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if [[ $a != "n" ]] ; then
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gen_dotenv
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fi
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else
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gen_dotenv
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fi
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if [[ -e "bbgo.yaml" ]] ; then
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echo "Found existing bbgo.yaml, you will overwrite the existing bbgo.yaml file!"
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read -p "Are you sure? (Y/n) " a
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if [[ $a == "n" ]] ; then
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exit
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fi
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fi
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cat <<END > bbgo.yaml
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---
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sessions:
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binance:
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exchange: binance
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envVarPrefix: BINANCE
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persistence:
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redis:
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host: 127.0.0.1
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port: 6379
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db: 0
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exchangeStrategies:
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- on: binance
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bollmaker:
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symbol: ETHUSDT
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# interval is how long do you want to update your order price and quantity
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interval: 1m
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# quantity is the base order quantity for your buy/sell order.
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quantity: 0.05
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# useTickerPrice use the ticker api to get the mid price instead of the closed kline price.
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# The back-test engine is kline-based, so the ticker price api is not supported.
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# Turn this on if you want to do real trading.
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useTickerPrice: false
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# spread is the price spread from the middle price.
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# For ask orders, the ask price is ((bestAsk + bestBid) / 2 * (1.0 + spread))
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# For bid orders, the bid price is ((bestAsk + bestBid) / 2 * (1.0 - spread))
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# Spread can be set by percentage or floating number. e.g., 0.1% or 0.001
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spread: 0.09%
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# minProfitSpread is the minimal order price spread from the current average cost.
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# For long position, you will only place sell order above the price (= average cost * (1 + minProfitSpread))
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# For short position, you will only place buy order below the price (= average cost * (1 - minProfitSpread))
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minProfitSpread: 0.5%
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# dynamicExposurePositionScale overrides maxExposurePosition
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# for domain,
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# -1 means -100%, the price is on the lower band price.
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# if the price breaks the lower band, a number less than -1 will be given.
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# 1 means 100%, the price is on the upper band price.
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# 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%.
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dynamicExposurePositionScale:
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byPercentage:
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# exp means we want to use exponential scale, you can replace "exp" with "linear" for linear scale
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exp:
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# from lower band -100% (-1) to upper band 100% (+1)
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domain: [ -1, 1 ]
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# when in down band, holds 1.0 by maximum
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# when in up band, holds 0.05 by maximum
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range: [ 10.0, 1.0 ]
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# DisableShort means you can don't want short position during the market making
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# THe short here means you might sell some of your existing inventory.
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disableShort: true
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# uptrendSkew, like the strongUptrendSkew, but the price is still in the default band.
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uptrendSkew: 0.8
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# downtrendSkew, like the strongDowntrendSkew, but the price is still in the default band.
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downtrendSkew: 1.2
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defaultBollinger:
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interval: "1h"
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window: 21
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bandWidth: 2.0
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# neutralBollinger is the smaller range of the bollinger band
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# If price is in this band, it usually means the price is oscillating.
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neutralBollinger:
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interval: "5m"
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window: 21
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bandWidth: 2.0
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# tradeInBand: when tradeInBand is set, you will only place orders in the bollinger band.
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tradeInBand: false
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# buyBelowNeutralSMA: when this set, it will only place buy order when the current price is below the SMA line.
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buyBelowNeutralSMA: false
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persistence:
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type: redis
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END
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info "config file is generated successfully"
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echo "================================================================"
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echo "now you can edit your strategy config file bbgo.yaml to run bbgo"
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if [[ $osf == "darwin" ]] ; then
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echo "we found you're using MacOS, you can type:"
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echo ""
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echo " open -a TextEdit bbgo.yaml"
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echo ""
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else
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echo "you look like a pro user, you can edit the config by:"
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echo ""
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echo " vim bbgo.yaml"
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echo ""
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fi
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echo "To run bbgo just type: "
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echo ""
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echo " ./bbgo run"
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echo ""
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echo "To stop bbgo, just hit CTRL-C"
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if [[ $osf == "darwin" ]] ; then
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open -a TextEdit bbgo.yaml
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fi
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