mirror of
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update: readme for dnum. fix: script for curl downloading
This commit is contained in:
parent
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22
README.md
22
README.md
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@ -35,6 +35,7 @@ A trading bot framework written in Go. The name bbgo comes from the BB8 bot in t
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- Docker image ready.
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- Kubernetes support.
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- Helm chart ready.
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- High precision float point (up to 16 digits, run with `-tags dnum`).
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## Screenshots
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@ -62,14 +63,13 @@ 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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Since the exchange implementation and support are done by a small team, if you like the work they've done for you, It
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would be great if you can use their referral code as your support to them. :-D
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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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## Installation
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### Install from binary
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The following script will help you set up a config file, dotenv file:
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The following script will help you set up a config file and a dotenv file:
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```sh
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# grid trading strategy for binance exchange
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@ -77,8 +77,24 @@ bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-gri
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# grid trading strategy for max exchange
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bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) max
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# bollinger grid trading strategy for binance exchange
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bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) binance
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# bollinger grid trading strategy for max exchange
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bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) max
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```
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If you already have configuration somewhere, a download-only script might be suitable for you:
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```sh
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bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.sh)
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```
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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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### One-click Linode StackScript:
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- BBGO Grid Trading on Binance <https://cloud.linode.com/stackscripts/950715>
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@ -6,6 +6,7 @@
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* [Build From Source](build-from-source.md) - How to build bbgo
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* [Back-testing](topics/back-testing.md) - How to back-test strategies
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* [TWAP](topics/twap.md) - TWAP order execution to buy/sell large quantity of order
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* [Dnum Installation](topics/dnum-binary.md) - installation of high-precision version of bbgo
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### Configuration
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* [Setting up Slack Notification](configuration/slack.md)
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26
doc/topics/dnum-binary.md
Normal file
26
doc/topics/dnum-binary.md
Normal file
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@ -0,0 +1,26 @@
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## Dnum: High Precision Numeric Implementation
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----------------------------------------------
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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.
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To Install dnum version of bbgo, we've create several scripts for quick setup:
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```sh
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# grid trading strategy for binance exchange
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bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid-dnum.sh) binance
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# grid trading strategy for max exchange
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bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid-dnum.sh) max
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# bollinger grid trading strategy for binance exchange
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bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid-dnum.sh) binance
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# bollinger grid trading strategy for max exchange
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bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid-dnum.sh) max
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```
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If you already have the configuration somewhere, you may want to use the download-only script:
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```sh
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bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download-dnum.sh)
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```
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The precompiled dnum binaries are also available in the [Release Page](https://github.com/c9s/bbgo/releases).
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40
scripts/download-dnum.sh
Normal file
40
scripts/download-dnum.sh
Normal file
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#!/bin/bash
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set -e
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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: $(uname -m)"
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exit 1;;
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esac
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dist_file=bbgo-dnum-$version-$osf-$arch.tar.gz
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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 "${GREEN}$@${NC}"
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}
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info "downloading..."
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curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
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tar xzf $dist_file
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mv bbgo-dnum-$osf-$arch bbgo
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chmod +x bbgo
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info "downloaded successfully"
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@ -1,8 +1,16 @@
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#!/bin/bash
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set -e
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version=$(curl -fs https://api.github.com/repos/c9s/bbgo/releases/latest | awk -F '"' '/tag_name/{print $4}')
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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: $(uname -m)"
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exit 1;;
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esac
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osf=$(uname | tr '[:upper:]' '[:lower:]')
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version=v1.15.2
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dist_file=bbgo-$version-$osf-amd64.tar.gz
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dist_file=bbgo-$version-$osf-$arch.tar.gz
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RED='\033[0;31m'
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GREEN='\033[0;32m'
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@ -27,6 +35,6 @@ function info()
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info "downloading..."
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curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
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tar xzf $dist_file
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mv bbgo-$osf bbgo
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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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109
scripts/setup-bollgrid-dnum.sh
Normal file
109
scripts/setup-bollgrid-dnum.sh
Normal file
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@ -0,0 +1,109 @@
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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: $(uname -m)"
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exit 1;;
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esac
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dist_file=bbgo-dnum-$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 $dist_file
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mv bbgo-dnum-$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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exchangeStrategies:
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- on: max
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bollgrid:
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symbol: BTCUSDT
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interval: 1h
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gridNumber: 20
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quantity: 0.001
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profitSpread: 100.0
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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 [[ $osf == "darwin" ]] ; then
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open -a TextEdit bbgo.yaml
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fi
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@ -20,10 +20,16 @@ function info()
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{
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echo -e "${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=amd64
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version=v1.21.4
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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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114
scripts/setup-dnum.sh
Normal file
114
scripts/setup-dnum.sh
Normal file
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@ -0,0 +1,114 @@
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#!/bin/bash
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set -e
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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: $(uname -m)"
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exit 1;;
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esac
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dist_file=bbgo-dnum-$version-$osf-$arch.tar.gz
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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 "${GREEN}$@${NC}"
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}
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info "downloading..."
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curl -O -L https://github.com/c9s/bbgo/releases/download/$version/$dist_file
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tar xzf $dist_file
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mv bbgo-dnum-$osf-$arch bbgo
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chmod +x bbgo
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info "downloaded successfully"
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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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riskControls:
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sessionBased:
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max:
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orderExecutor:
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bySymbol:
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BTCUSDT:
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# basic risk control order executor
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basic:
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minQuoteBalance: 100.0
|
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maxBaseAssetBalance: 3.0
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minBaseAssetBalance: 0.0
|
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maxOrderAmount: 1000.0
|
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exchangeStrategies:
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- on: max
|
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grid:
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symbol: BTCUSDT
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quantity: 0.002
|
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gridNumber: 100
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profitSpread: 50.0
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upperPrice: 14000.0
|
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lowerPrice: 11000.0
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END
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||||
echo "Config file is generated"
|
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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!"
|
||||
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 [[ $osf == "darwin" ]] ; then
|
||||
open -a TextEdit bbgo.yaml
|
||||
fi
|
||||
|
121
scripts/setup-grid-dnum.sh
Normal file
121
scripts/setup-grid-dnum.sh
Normal file
|
@ -0,0 +1,121 @@
|
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#!/bin/bash
|
||||
set -e
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|
||||
RED='\033[0;31m'
|
||||
GREEN='\033[0;32m'
|
||||
YELLOW='\033[0;33m'
|
||||
NC='\033[0m' # No Color
|
||||
|
||||
function warn()
|
||||
{
|
||||
echo -e "${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 [[ $osf == "darwin" ]] ; then
|
||||
open -a TextEdit bbgo.yaml
|
||||
fi
|
|
@ -21,9 +21,16 @@ function info()
|
|||
echo -e "${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
|
||||
|
||||
|
|
|
@ -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"
|
||||
|
||||
|
|
Loading…
Reference in New Issue
Block a user