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

Features

• Exchange abstraction interface
• Stream integration (user data websocket)
• PnL calculation.
• Slack notification
• KLine-based Backtest
• Built-in strategies

Supported Exchanges

• MAX Exchange (located in Taiwan)
• Binance Exchange

Requirements

Get your exchange API key and secret after you register the accounts:

• For MAX: https://max.maicoin.com/signup?r=c7982718
• For Binance: https://www.binancezh.com/en/register?ref=VGDGLT80

Installation

Install the builtin commands:

go get -u github.com/c9s/bbgo/cmd/bbgo

Add your dotenv file:

SLACK_TOKEN=

BINANCE_API_KEY=
BINANCE_API_SECRET=

MAX_API_KEY=
MAX_API_SECRET=

MYSQL_HOST=127.0.0.1
MYSQL_PORT=3306
MYSQL_USERNAME=root
MYSQL_PASSWORD=
MYSQL_DATABASE=bbgo
MYSQL_URL=root@tcp(127.0.0.1:3306)/bbgo

Then run the migrate command to initialize your database:

dotenv -f .env.local -- bbgo migrate up

There are some other commands you can run:

dotenv -f .env.local -- bbgo migrate status
dotenv -f .env.local -- bbgo migrate redo

(It internally uses goose to run these migration files, see migrations)

To sync remote exchange klines data for backtesting:

dotenv -f .env.local -- bbgo backtest --exchange binance --config config/grid.yaml -v --sync --sync-only --sync-from 2020-01-01

To run backtest:

dotenv -f .env.local -- bbgo backtest --exchange binance --config config/bollgrid.yaml --base-asset-baseline

To query transfer history:

dotenv -f .env.local -- bbgo transfer-history --exchange max --asset USDT --since "2019-01-01"

To calculate pnl:

dotenv -f .env.local -- bbgo pnl --exchange binance --asset BTC --since "2019-01-01"

To run strategy:

dotenv -f .env.local -- bbgo run --config config/buyandhold.yaml

Built-in Strategies

Check out the strategy directory strategy for all built-in strategies:

• pricealert strategy demonstrates how to use the notification system pricealert
• xpuremaker strategy demonstrates how to maintain the orderbook and submit maker orders xpuremaker
• buyandhold strategy demonstrates how to subscribe kline events and submit market order buyandhold
• grid strategy implements a basic grid strategy with the built-in bollinger indicator grid
• flashcrash strategy implements a strategy that catches the flashcrash 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:

vim config/buyandhold.yaml

# run bbgo with the config
dotenv -f .env.local -- bbgo run --config config/buyandhold.yaml

Write your own strategy

Create your go package, and initialize the repository with go mod and add bbgo as a dependency:

go mod init
go get github.com/c9s/bbgo

Write your own strategy in the strategy directory like pkg/strategy/mystrategy:

mkdir pkg/strategy/mystrategy
vim pkg/strategy/mystrategy/strategy.go

You can grab the skeleton strategy from https://github.com/c9s/bbgo/blob/main/pkg/strategy/skeleton/strategy.go

Now add your config:

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

imports:
- github.com/xxx/yyy/pkg/strategy/mystrategy

Run bbgo run command, bbgo will compile a wrapper binary that imports your strategy:

dotenv -f .env.local -- bbgo run --config config/bbgo.yaml

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:

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

Exchange API Examples

Please check out the example directory: examples

Initialize MAX API:

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):

stream := max.NewStream(key, secret)
stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})

streambook := types.NewStreamBook(symbol)
streambook.BindStream(stream)

Support

By contributing pull requests

Any pull request is welcome, documentation, format fixing, testing, features.

By registering account with referral ID

You may register your exchange account with my referral ID to support this project.

• For MAX Exchange: https://max.maicoin.com/signup?r=c7982718 (default commission rate to your account)
• For Binance Exchange: https://www.binancezh.com/en/register?ref=VGDGLT80 (5% commission back to your account)

By small amount cryptos

• BTC address 3J6XQJNWT56amqz9Hz2BEVQ7W4aNmb5kiU
• USDT ERC20 address 0x63E5805e027548A384c57E20141f6778591Bac6F

License

MIT License