update: readme for dnum. fix: script for curl downloading

README.md

@@ -35,6 +35,7 @@ A trading bot framework written in Go. The name bbgo comes from the BB8 bot in t
 - Docker image ready.
 - Kubernetes support.
 - Helm chart ready.
+- High precision float point (up to 16 digits, run with `-tags dnum`).
 
 ## Screenshots
 
@@ -62,14 +63,13 @@ Get your exchange API key and secret after you register the accounts (you can ch
 - OKEx: <https://www.okex.com/join/2412712?src=from:ios-share>
 - Kucoin: <https://www.kucoin.com/ucenter/signup?rcode=r3KX2D4>
 
-Since the exchange implementation and support are done by a small team, if you like the work they've done for you, It
-would be great if you can use their referral code as your support to them. :-D
+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.
 
 ## Installation
 
 ### Install from binary
 
-The following script will help you set up a config file, dotenv file:
+The following script will help you set up a config file and a dotenv file:
 
 ```sh
 # grid trading strategy for binance exchange
@@ -77,8 +77,24 @@ bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-gri
 
 # grid trading strategy for max exchange
 bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) max
+
+# bollinger grid trading strategy for binance exchange
+bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) binance
+
+# bollinger grid trading strategy for max exchange
+bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) max
 ```
 
+If you already have configuration somewhere, a download-only script might be suitable for you:
+```sh
+bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.sh)
+```
+
+Or refer to the [Release Page](https://github.com/c9s/bbgo/releases) and download manually.
+
+Since v2, we've added new float point implementation from dnum to support decimals with higher precision.
+To download & setup, please refer to [Dnum Installation](doc/topics/dnum-binary.md)
+
 ### One-click Linode StackScript:
 
 - BBGO Grid Trading on Binance <https://cloud.linode.com/stackscripts/950715>

doc/README.md

@@ -6,6 +6,7 @@
 * [Build From Source](build-from-source.md) - How to build bbgo
 * [Back-testing](topics/back-testing.md) - How to back-test strategies
 * [TWAP](topics/twap.md) - TWAP order execution to buy/sell large quantity of order
+* [Dnum Installation](topics/dnum-binary.md) - installation of high-precision version of bbgo
 
 ### Configuration
 * [Setting up Slack Notification](configuration/slack.md)

doc/topics/dnum-binary.md

@@ -0,0 +1,26 @@
+## Dnum: High Precision Numeric Implementation
+----------------------------------------------
+The `dnum` version of `fixedpoint` supports up to 16 digits of decimal precision. It's two times slower than the legacy version, which only supports up to 8 digits of decimal precision. We recommend that strategy developers do algorithmic calculations in `float64`, then convert them back to `fixedpoint` to interact with exchanges to keep the balance between speed and the accuracy of accounting result.
+
+To Install dnum version of bbgo, we've create several scripts for quick setup:
+
+```sh
+# grid trading strategy for binance exchange
+bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid-dnum.sh) binance
+
+# grid trading strategy for max exchange
+bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid-dnum.sh) max
+
+# bollinger grid trading strategy for binance exchange
+bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid-dnum.sh) binance
+
+# bollinger grid trading strategy for max exchange
+bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid-dnum.sh) max
+```
+
+If you already have the configuration somewhere, you may want to use the download-only script:
+```sh
+bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download-dnum.sh)
+```
+
+The precompiled dnum binaries are also available in the [Release Page](https://github.com/c9s/bbgo/releases).

scripts/download-dnum.sh

@@ -0,0 +1,40 @@
+#!/bin/bash
+set -e
+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: $(uname -m)"
+    exit 1;;
+esac
+dist_file=bbgo-dnum-$version-$osf-$arch.tar.gz
+
+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 "${GREEN}$@${NC}"
+}
+
+info "downloading..."
+curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
+tar xzf $dist_file
+mv bbgo-dnum-$osf-$arch bbgo
+chmod +x bbgo
+info "downloaded successfully"

scripts/download.sh

@@ -1,8 +1,16 @@
 #!/bin/bash
 set -e
+version=$(curl -fs https://api.github.com/repos/c9s/bbgo/releases/latest | awk -F '"' '/tag_name/{print $4}')
+arch=""
+case $(uname -m) in
+  x86_64 | ia64) arch="amd64";;
+  arm64 | aarch64 | arm) arch="arm64";;
+  *)
+    echo "unsupported architecture: $(uname -m)"
+    exit 1;;
+esac
 osf=$(uname | tr '[:upper:]' '[:lower:]')
-version=v1.15.2
-dist_file=bbgo-$version-$osf-amd64.tar.gz
+dist_file=bbgo-$version-$osf-$arch.tar.gz
 
 RED='\033[0;31m'
 GREEN='\033[0;32m'
@@ -27,6 +35,6 @@ function info()
 info "downloading..."
 curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
 tar xzf $dist_file
-mv bbgo-$osf bbgo
+mv bbgo-$osf-$arch bbgo
 chmod +x bbgo
 info "downloaded successfully"

scripts/setup-bollgrid-dnum.sh

@@ -0,0 +1,109 @@
+#!/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: $(uname -m)"
+    exit 1;;
+esac
+dist_file=bbgo-dnum-$version-$osf-$arch.tar.gz
+
+info "downloading..."
+curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
+tar xzf $dist_file
+mv bbgo-dnum-$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
+---
+exchangeStrategies:
+- on: max
+  bollgrid:
+    symbol: BTCUSDT
+    interval: 1h
+    gridNumber: 20
+    quantity: 0.001
+    profitSpread: 100.0
+
+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

scripts/setup-bollgrid.sh

@@ -20,10 +20,16 @@ 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=amd64
-version=v1.21.4
+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..."

scripts/setup-dnum.sh

@@ -0,0 +1,114 @@
+#!/bin/bash
+set -e
+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: $(uname -m)"
+    exit 1;;
+esac
+dist_file=bbgo-dnum-$version-$osf-$arch.tar.gz
+
+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 "${GREEN}$@${NC}"
+}
+
+info "downloading..."
+curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
+tar xzf $dist_file
+mv bbgo-dnum-$osf-$arch bbgo
+chmod +x bbgo
+info "downloaded successfully"
+
+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
+---
+riskControls:
+  sessionBased:
+    max:
+      orderExecutor:
+        bySymbol:
+          BTCUSDT:
+            # basic risk control order executor
+            basic:
+              minQuoteBalance: 100.0
+              maxBaseAssetBalance: 3.0
+              minBaseAssetBalance: 0.0
+              maxOrderAmount: 1000.0
+
+exchangeStrategies:
+- on: max
+  grid:
+    symbol: BTCUSDT
+    quantity: 0.002
+    gridNumber: 100
+    profitSpread: 50.0
+    upperPrice: 14000.0
+    lowerPrice: 11000.0
+END
+
+echo "Config file is generated"
+
+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 [[ $a == "n" ]] ; then
+    exit
+  fi
+fi
+
+read -p "Enter your MAX API key: " api_key
+
+read -p "Enter your MAX API secret: " api_secret
+
+echo "Generating your .env.local file..."
+cat <<END > .env.local
+export MAX_API_KEY=$api_key
+export MAX_API_SECRET=$api_secret
+END
+
+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 ""
+fi
+
+echo "To run bbgo just type: "
+echo ""
+echo "   source .env.local && ./bbgo run --config bbgo.yaml"
+echo ""
+echo "To stop bbgo, just hit CTRL-C"
+
+if [[ $osf == "darwin" ]] ; then
+    open -a TextEdit bbgo.yaml
+fi
+

scripts/setup-grid-dnum.sh

@@ -0,0 +1,121 @@
+#!/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: $(uname -m)"
+    exit 1;;
+esac
+dist_file=bbgo-dnum-$version-$osf-$arch.tar.gz
+exchange=max
+
+if [[ -n $1 ]] ; then
+    exchange=$1
+fi
+
+exchange_upper=$(echo -n $exchange | tr 'a-z' 'A-Z')
+
+
+info "downloading..."
+curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
+tar xzf $dist_file
+mv bbgo-dnum-$osf-$arch bbgo
+chmod +x bbgo
+info "downloaded successfully"
+
+function gen_dotenv()
+{
+    read -p "Enter your $exchange_upper API key: " api_key
+    read -p "Enter your $exchange_upper API secret: " api_secret
+    info "generating your .env.local file..."
+cat <<END > .env.local
+${exchange_upper}_API_KEY=$api_key
+${exchange_upper}_API_SECRET=$api_secret
+END
+
+    info "dotenv is configured successfully"
+}
+
+if [[ -e ".env.local" ]] ; then
+    warn "found an 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
+  warn "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
+---
+exchangeStrategies:
+- on: ${exchange}
+  grid:
+    symbol: BTCUSDT
+    quantity: 0.001
+    gridNumber: 100
+    profitSpread: 100.0
+    upperPrice: 50_000.0
+    lowerPrice: 10_000.0
+    long: true
+
+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

scripts/setup-grid.sh

@@ -21,9 +21,16 @@ 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=amd64
-version=v1.21.4
+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
 exchange=max
 

scripts/setup.sh

@@ -1,8 +1,16 @@
 #!/bin/bash
 set -e
+version=$(curl -fs https://api.github.com/repos/c9s/bbgo/releases/latest | awk -F '"' '/tag_name/{print $4}')
 osf=$(uname | tr '[:upper:]' '[:lower:]')
-version=v1.21.4
-dist_file=bbgo-$version-$osf-amd64.tar.gz
+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
 
 RED='\033[0;31m'
 GREEN='\033[0;32m'
@@ -27,7 +35,7 @@ function info()
 info "downloading..."
 curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
 tar xzf $dist_file
-mv bbgo-$osf bbgo
+mv bbgo-$osf-$arch bbgo
 chmod +x bbgo
 info "downloaded successfully"