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README.md
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README.md
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@ -30,7 +30,8 @@ You can use BBGO's trading unit and back-test unit to implement your own strateg
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### Trading Unit Developers 🧑💻
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You can use BBGO's underlying common exchange API, currently it supports 4+ major exchanges, so you don't have to repeat the implementation.
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You can use BBGO's underlying common exchange API, currently it supports 4+ major exchanges, so you don't have to repeat
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the implementation.
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## Features
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@ -44,7 +45,8 @@ You can use BBGO's underlying common exchange API, currently it supports 4+ majo
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- Built-in parameter optimization tool.
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- Built-in Grid strategy and many other built-in strategies.
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- Multi-exchange session support: you can connect to more than 2 exchanges with different accounts or subaccounts.
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- 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)):
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- Indicators with interface similar
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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)):
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- [Accumulation/Distribution Indicator](./pkg/indicator/ad.go)
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- [Arnaud Legoux Moving Average](./pkg/indicator/alma.go)
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- [Average True Range](./pkg/indicator/atr.go)
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@ -115,7 +117,8 @@ Get your exchange API key and secret after you register the accounts (you can ch
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- OKEx: <https://www.okex.com/join/2412712?src=from:ios-share>
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- Kucoin: <https://www.kucoin.com/ucenter/signup?rcode=r3KX2D4>
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This project is maintained and supported by a small group of team. If you would like to support this project, please register on the exchanges using the provided links with referral codes above.
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This project is maintained and supported by a small group of team. If you would like to support this project, please
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register on the exchanges using the provided links with referral codes above.
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## Installation
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@ -145,8 +148,8 @@ bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.
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Or refer to the [Release Page](https://github.com/c9s/bbgo/releases) and download manually.
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Since v2, we've added new float point implementation from dnum to support decimals with higher precision.
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To download & setup, please refer to [Dnum Installation](doc/topics/dnum-binary.md)
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Since v2, we've added new float point implementation from dnum to support decimals with higher precision. To download &
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setup, please refer to [Dnum Installation](doc/topics/dnum-binary.md)
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### One-click Linode StackScript
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@ -241,8 +244,8 @@ bbgo pnl --exchange binance --asset BTC --since "2019-01-01"
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### Testnet (Paper Trading)
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Currently only supports binance testnet.
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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:
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Currently only supports binance testnet. To run bbgo in testnet, apply new API keys
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from [Binance Test Network](https://testnet.binance.vision), and set the following env before you start bbgo:
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```bash
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export PAPER_TRADE=1
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@ -344,7 +347,8 @@ Check out the strategy directory [strategy](pkg/strategy) for all built-in strat
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indicator [bollgrid](pkg/strategy/bollgrid)
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- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See
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[document](./doc/strategy/grid.md).
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- `supertrend` strategy uses Supertrend indicator as trend, and DEMA indicator as noise filter [supertrend](pkg/strategy/supertrend). See
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- `supertrend` strategy uses Supertrend indicator as trend, and DEMA indicator as noise
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filter [supertrend](pkg/strategy/supertrend). See
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[document](./doc/strategy/supertrend.md).
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- `support` strategy uses K-lines with high volume as support [support](pkg/strategy/support). See
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[document](./doc/strategy/support.md).
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@ -365,78 +369,9 @@ bbgo run --config config/buyandhold.yaml
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See [Back-testing](./doc/topics/back-testing.md)
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## Adding New Built-in Strategy
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## Adding Strategy
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Fork and clone this repository, Create a directory under `pkg/strategy/newstrategy`, write your strategy
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at `pkg/strategy/newstrategy/strategy.go`.
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Define a strategy struct:
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```go
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package newstrategy
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import (
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"github.com/c9s/bbgo/pkg/fixedpoint"
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)
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type Strategy struct {
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Symbol string `json:"symbol"`
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Param1 int `json:"param1"`
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Param2 int `json:"param2"`
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Param3 fixedpoint.Value `json:"param3"`
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}
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```
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Register your strategy:
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```go
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package newstrategy
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const ID = "newstrategy"
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const stateKey = "state-v1"
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var log = logrus.WithField("strategy", ID)
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func init() {
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bbgo.RegisterStrategy(ID, &Strategy{})
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}
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```
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Implement the strategy methods:
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```go
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package newstrategy
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func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
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session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "2m"})
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}
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func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
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// ....
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return nil
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}
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```
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Edit `pkg/cmd/builtin.go`, and import the package, like this:
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```go
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package cmd
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// import built-in strategies
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import (
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_ "github.com/c9s/bbgo/pkg/strategy/bollgrid"
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_ "github.com/c9s/bbgo/pkg/strategy/buyandhold"
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_ "github.com/c9s/bbgo/pkg/strategy/flashcrash"
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_ "github.com/c9s/bbgo/pkg/strategy/grid"
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_ "github.com/c9s/bbgo/pkg/strategy/pricealert"
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_ "github.com/c9s/bbgo/pkg/strategy/support"
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_ "github.com/c9s/bbgo/pkg/strategy/swing"
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_ "github.com/c9s/bbgo/pkg/strategy/trailingstop"
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_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
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_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
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)
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```
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See [Developing Strategy](./doc/topics/developing-strategy.md)
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## Write your own private strategy
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@ -635,8 +570,9 @@ What's Position?
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## Looking For A New Strategy?
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You can write an article about BBGO in any topic, in 750-1500 words for exchange, and I can implement the strategy for you (depends on the complexity and efforts).
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If you're interested in, DM me in telegram <https://t.me/c123456789s> or twitter <https://twitter.com/c9s>, we can discuss.
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You can write an article about BBGO in any topic, in 750-1500 words for exchange, and I can implement the strategy for
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you (depends on the complexity and efforts). If you're interested in, DM me in telegram <https://t.me/c123456789s> or
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twitter <https://twitter.com/c9s>, we can discuss.
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## Contributing
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@ -10,11 +10,11 @@ For built-in strategies, they are placed in `pkg/strategy` of the BBGO source re
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For external strategies, you can create a private repository as an isolated go package and place your strategy inside
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it.
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In general, strategies are Go struct, placed in Go package.
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In general, strategies are Go struct, defined in the Go package.
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## Quick Start
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To add your first strategy, the fastest way is to add the built-in strategy.
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To add your first strategy, the fastest way is to add it as a built-in strategy.
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Simply edit `pkg/cmd/builtin.go` and import your strategy package there.
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