# bbgo A trading bot framework written in Go. The name bbgo comes from the BB8 bot in the Star Wars movie. aka Buy BitCoin Go! ## Current Status [![Go](https://github.com/c9s/bbgo/actions/workflows/go.yml/badge.svg?branch=main)](https://github.com/c9s/bbgo/actions/workflows/go.yml) open collective badge open collective badge ## Features - Exchange abstraction interface. - Stream integration (user data websocket, market data websocket). - Real-time orderBook integration through websocket. - TWAP order execution support. See [TWAP Order Execution](./doc/topics/twap.md) - PnL calculation. - Slack/Telegram notification. - Back-testing: KLine-based back-testing engine. See [Back-testing](./doc/topics/back-testing.md) - Built-in Grid strategy. - Many built-in strategies. - Multi-exchange session support: you can connect to more than 2 exchanges with different accounts or subaccounts. - Standard indicators, e.g., SMA, EMA, BOLL, VMA, MACD... - React-powered Web Dashboard. - Docker image ready. - Kubernetes support. - Helm chart ready. ## Screenshots ![bbgo dashboard](assets/screenshots/dashboard.jpeg) ## Supported Exchanges - Binance Spot Exchange - FTX Spot Exchange - OKEx Spot Exchange - Kucoin Spot Exchange - MAX Spot Exchange (located in Taiwan) ## Requirements Get your exchange API key and secret after you register the accounts (you can choose one or more exchanges): - MAX: - Binance: - FTX: - OKEx: - Kucoin: 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 ## Installation ### Install from binary The following script will help you set up a config file, dotenv file: ```sh bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) ``` ### One-click Linode StackScript: - BBGO USDT/TWD Market Grid Trading - BBGO USDC/TWD Market Grid Trading - BBGO LINK/TWD Market Grid Trading - BBGO USDC/USDT Market Grid Trading - BBGO Standard Grid Trading ### Build from source See [Build from source](./doc/build-from-source.md) ## Configuration Add your dotenv file: ```sh # for Binance Exchange, if you have one BINANCE_API_KEY= BINANCE_API_SECRET= # for MAX exchange, if you have one MAX_API_KEY= MAX_API_SECRET= # for FTX exchange, if you have one FTX_API_KEY= FTX_API_SECRET= # specify it if credentials are for subaccount FTX_SUBACCOUNT= # for OKEx exchange, if you have one OKEX_API_KEY= OKEX_API_SECRET= OKEX_API_PASSPHRASE # for kucoin exchange, if you have one KUCOIN_API_KEY= KUCOIN_API_SECRET= KUCOIN_API_PASSPHRASE= KUCOIN_API_KEY_VERSION=2 ``` Prepare your dotenv file `.env.local` and BBGO yaml config file `bbgo.yaml`. The minimal bbgo.yaml could be generated by: ```sh curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml ``` To run strategy: ```sh bbgo run ``` To start bbgo with the frontend dashboard: ```sh bbgo run --enable-webserver ``` If you want to switch to other dotenv file, you can add an `--dotenv` option or `--config`: ```sh bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance ``` To query transfer history: ```sh bbgo transfer-history --session max --asset USDT --since "2019-01-01" ``` To calculate pnl: ```sh bbgo pnl --exchange binance --asset BTC --since "2019-01-01" ``` ## Advanced Configuration ### Notification - [Setting up Telegram notification](./doc/configuration/telegram.md) - [Setting up Slack notification](./doc/configuration/slack.md) ### Synchronizing Trading Data By default, BBGO does not sync your trading data from the exchange sessions, so it's hard to calculate your profit and loss correctly. By synchronizing trades and orders to the local database, you can earn some benefits like PnL calculations, backtesting and asset calculation. #### Configure MySQL Database To use MySQL database for data syncing, first you need to install your mysql server: ```sh # For Ubuntu Linux sudo apt-get install -y mysql-server ``` Or [run it in docker](https://hub.docker.com/_/mysql) Create your mysql database: ```sh mysql -uroot -e "CREATE DATABASE bbgo CHARSET utf8" ``` Then put these environment variables in your `.env.local` file: ```sh DB_DRIVER=mysql DB_DSN="user:password@tcp(127.0.0.1:3306)/bbgo" ``` #### Configure Sqlite3 Database Just put these environment variables in your `.env.local` file: ```sh DB_DRIVER=sqlite3 DB_DSN=bbgo.sqlite3 ``` ## Synchronizing your own trading data Once you have your database configured, you can sync your own trading data from the exchange. To sync your own trade data: ```sh bbgo sync --session max bbgo sync --session binance ``` ## Using Redis to keep persistence between BBGO sessions To use Redis, first you need to install your Redis server: ```sh # For Ubuntu/Debian Linux sudo apt-get install -y redis ``` Set the following environment variables in your `bbgo.yaml`: ```yaml persistence: redis: host: 127.0.0.1 # The IP address or the hostname to your Redis server, 127.0.0.1 if same as BBGO port: 6379 # Port to Redis server, default 6379 db: 0 # DB number to use. You can set to another DB to avoid conflict if other applications are using Redis too. ``` ## Built-in Strategies Check out the strategy directory [strategy](pkg/strategy) for all built-in strategies: - `pricealert` strategy demonstrates how to use the notification system [pricealert](pkg/strategy/pricealert). See [document](./doc/strategy/pricealert.md). - `xpuremaker` strategy demonstrates how to maintain the orderbook and submit maker orders [xpuremaker](pkg/strategy/xpuremaker) - `buyandhold` strategy demonstrates how to subscribe kline events and submit market order [buyandhold](pkg/strategy/pricedrop) - `bollgrid` strategy implements a basic grid strategy with the built-in bollinger indicator [bollgrid](pkg/strategy/bollgrid) - `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See [document](./doc/strategy/grid.md). - `support` strategy implements the fixed price band grid strategy [support](pkg/strategy/support). See [document](./doc/strategy/support.md). - `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash) To run these built-in strategies, just modify the config file to make the configuration suitable for you, for example if you want to run `buyandhold` strategy: ```sh vim config/buyandhold.yaml # run bbgo with the config bbgo run --config config/buyandhold.yaml ``` ## Back-testing See [Back-testing](./doc/topics/back-testing.md) ## Adding New Built-in Strategy Fork and clone this repository, Create a directory under `pkg/strategy/newstrategy`, write your strategy at `pkg/strategy/newstrategy/strategy.go`. Define a strategy struct: ```go package newstrategy import ( "github.com/c9s/bbgo/pkg/fixedpoint" ) type Strategy struct { Symbol string `json:"symbol"` Param1 int `json:"param1"` Param2 int `json:"param2"` Param3 fixedpoint.Value `json:"param3"` } ``` Register your strategy: ```go package newstrategy const ID = "newstrategy" const stateKey = "state-v1" var log = logrus.WithField("strategy", ID) func init() { bbgo.RegisterStrategy(ID, &Strategy{}) } ``` Implement the strategy methods: ```go package newstrategy func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) { session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "2m"}) } func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error { // .... return nil } ``` Edit `pkg/cmd/builtin.go`, and import the package, like this: ```go package cmd // import built-in strategies import ( _ "github.com/c9s/bbgo/pkg/strategy/bollgrid" _ "github.com/c9s/bbgo/pkg/strategy/buyandhold" _ "github.com/c9s/bbgo/pkg/strategy/flashcrash" _ "github.com/c9s/bbgo/pkg/strategy/grid" _ "github.com/c9s/bbgo/pkg/strategy/pricealert" _ "github.com/c9s/bbgo/pkg/strategy/support" _ "github.com/c9s/bbgo/pkg/strategy/swing" _ "github.com/c9s/bbgo/pkg/strategy/trailingstop" _ "github.com/c9s/bbgo/pkg/strategy/xmaker" _ "github.com/c9s/bbgo/pkg/strategy/xpuremaker" ) ``` ## Write your own strategy Create your go package, and initialize the repository with `go mod` and add bbgo as a dependency: ```sh go mod init go get github.com/c9s/bbgo@main ``` Write your own strategy in the strategy file: ```sh vim strategy.go ``` You can grab the skeleton strategy from Now add your config: ```sh mkdir config (cd config && curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml) ``` Add your strategy package path to the config file `config/bbgo.yaml` ```yaml --- build: dir: build imports: - github.com/your_id/your_swing targets: - name: swing-amd64-linux os: linux arch: amd64 - name: swing-amd64-darwin os: darwin arch: amd64 ``` Run `bbgo run` command, bbgo will compile a wrapper binary that imports your strategy: ```sh dotenv -f .env.local -- bbgo run --config config/bbgo.yaml ``` Or you can build your own wrapper binary via: ```shell bbgo build --config config/bbgo.yaml ``` ## Command Usages ### Submitting Orders to a specific exchagne session ```shell bbgo submit-order --session=okex --symbol=OKBUSDT --side=buy --price=10.0 --quantity=1 ``` ### Listing Open Orders of a specific exchange session ```sh bbgo list-orders open --session=okex --symbol=OKBUSDT bbgo list-orders open --session=ftx --symbol=FTTUSDT bbgo list-orders open --session=max --symbol=MAXUSDT bbgo list-orders open --session=binance --symbol=BNBUSDT ``` ### Canceling an open order ```shell # both order id and symbol is required for okex bbgo cancel-order --session=okex --order-id=318223238325248000 --symbol=OKBUSDT # for max, you can just give your order id bbgo cancel-order --session=max --order-id=1234566 ``` ### Debugging user data stream ```shell bbgo userdatastream --session okex bbgo userdatastream --session max bbgo userdatastream --session binance ``` ## Dynamic Injection In order to minimize the strategy code, bbgo supports dynamic dependency injection. Before executing your strategy, bbgo injects the components into your strategy object if it found the embedded field that is using bbgo component. for example: ```go type Strategy struct { *bbgo.Notifiability } ``` And then, in your code, you can call the methods of Notifiability. Supported components (single exchange strategy only for now): - `*bbgo.Notifiability` - `bbgo.OrderExecutor` If you have `Symbol string` field in your strategy, your strategy will be detected as a symbol-based strategy, then the following types could be injected automatically: - `*bbgo.ExchangeSession` - `types.Market` ## Strategy Execution Phases 1. Load config from the config file. 2. Allocate and initialize exchange sessions. 3. Add exchange sessions to the environment (the data layer). 4. Use the given environment to initialize the trader object (the logic layer). 5. The trader initializes the environment and start the exchange connections. 6. Call strategy.Run() method sequentially. ## Exchange API Examples Please check out the example directory: [examples](examples) Initialize MAX API: ```go key := os.Getenv("MAX_API_KEY") secret := os.Getenv("MAX_API_SECRET") maxRest := maxapi.NewRestClient(maxapi.ProductionAPIURL) maxRest.Auth(key, secret) ``` Creating user data stream to get the orderbook (depth): ```go stream := max.NewStream(key, secret) stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{}) streambook := types.NewStreamBook(symbol) streambook.BindStream(stream) ``` ## Deployment - [Helm Chart](./doc/deployment/helm-chart.md) - Baremetal machine or a VPS ## Development - [Adding New Exchange](./doc/development/adding-new-exchange.md) - [Migration](./doc/development/migration.md) ### Setting up your local repository 1. Click the "Fork" button from the GitHub repository. 2. Clone your forked repository into `$GOPATH/github.com/c9s/bbgo`. 3. Change directory into `$GOPATH/github.com/c9s/bbgo`. 4. Create a branch and start your development. 5. Test your changes. 6. Push your changes to your fork. 7. Send a pull request. ### Setup frontend development environment ```sh cd frontend yarn install ``` ### Testing Desktop App for webview ```sh make embed && go run -tags web ./cmd/bbgo-webview ``` for lorca ```sh make embed && go run -tags web ./cmd/bbgo-lorca ``` ## FAQ What's Position? - Base Currency & Quote Currency - How to calculate average cost? ## Contributing See [Contributing](./CONTRIBUTING.md) ### Financial Contributors ## Community You can join our telegram channels: - BBGO International - BBGO Taiwan ## Supporter - GitBook ## License MIT License