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The modern cryptocurrency trading bot framework written in Go.
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README.md

BBGO

A modern crypto trading bot framework written in Go.

Current Status

Go GoDoc Go Report Card DockerHub Coverage Status open collective badge open collective badge

Community

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What You Can Do With BBGO

Trading Bot Users 💁‍♀️ 💁‍♂️

You can use BBGO to run the built-in strategies.

Strategy Developers 🥷

You can use BBGO's trading unit and back-test unit to implement your own strategies.

Trading Unit Developers 🧑‍💻

You can use BBGO's underlying common exchange API; currently, it supports 4+ major exchanges, so you don't have to repeat the implementation.

Features

Screenshots

bbgo dashboard

bbgo backtest report

Built-in Strategies

strategy description type backtest support
grid the first generation grid strategy, it provides more flexibility, but you need to prepare inventories maker
grid2 the second generation grid strategy, it can convert your quote asset into a grid, supports base+quote mode maker
bollgrid strategy implements a basic grid strategy with the built-in bollinger indicator maker
xmaker cross exchange market making strategy, it hedges your inventory risk on the other side maker no
xnav this strategy helps you record the current net asset value tool no
xalign this strategy aligns your balance position automatically tool no
xfunding a funding rate fee strategy funding no
autoborrow this strategy uses margin to borrow assets, to help you keep a minimal balance tool no
pivotshort this strategy finds the pivot low and enters the trade when the price breaks the previous low long/short
schedule this strategy buy/sell with a fixed quantity periodically, you can use this as a single DCA, or to refill the fee asset like BNB. tool
irr this strategy opens the position based on the predicated return rate long/short
bollmaker this strategy holds a long-term long/short position, places maker orders on both sides, and uses a bollinger band to control the position size maker
wall this strategy creates a wall (large amount of order) on the order book maker no
scmaker this market making strategy is designed for stable coin markets, like USDC/USDT maker
drift long/short
rsicross this strategy opens a long position when the fast rsi crosses over the slow rsi, this is a demo strategy for using the v2 indicator long/short
marketcap this strategy implements a strategy that rebalances the portfolio based on the market capitalization rebalance no
supertrend this strategy uses DEMA and Supertrend indicator to open the long/short position long/short
trendtrader this strategy opens a long/short position based on the trendline breakout long/short
elliottwave long/short
ewoDgtrd long/short
fixedmaker maker
factoryzoo long/short
fmaker maker
linregmaker a linear regression based market maker maker
convert convert strategy is a tool that helps you convert a specific asset to a target asset tool no

Supported Exchanges

  • Binance Spot Exchange (and binance.us)
  • OKEx Spot Exchange
  • Kucoin Spot Exchange
  • MAX Spot Exchange (located in Taiwan)
  • Bitget Exchange
  • Bybit Exchange

Documentation and General Topics

Requirements

Installation

Install from binary

The following script will help you set up a config file and a dotenv file:

# grid trading strategy for binance exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) binance

# 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:

bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.sh)

Or refer to the Release Page and download manually.

Since v2, we've added a new float point implementation from dnum to support decimals with higher precision. To download & setup, please refer to Dnum Installation

One-click Linode StackScript

StackScript allows you to one-click deploy a lightweight instance with bbgo.

Build from source

See Build from source

Configuration

Add your dotenv file:

# for Binance Exchange, if you have one
BINANCE_API_KEY=
BINANCE_API_SECRET=

# if you want to use binance.us, change this to 1
BINANCE_US=0

# for MAX exchange, if you have one
MAX_API_KEY=
MAX_API_SECRET=

# 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

# for Bybit exchange, if you have one
BYBIT_API_KEY=
BYBIT_API_SECRET=

Prepare your dotenv file .env.local and BBGO yaml config file bbgo.yaml.

To check the available environment variables, please see Environment Variables

The minimal bbgo.yaml could be generated by:

curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml

To run strategy:

bbgo run

To start bbgo with the frontend dashboard:

bbgo run --enable-webserver

If you want to switch to another dotenv file, you can add an --dotenv option or --config:

bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance

To query transfer history:

bbgo transfer-history --session max --asset USDT --since "2019-01-01"

Advanced Configuration

Synchronize System Time With Binance

BBGO provides the script for UNIX systems/subsystems to synchronize date with Binance. jq and bc are required to be installed in previous. To install the dependencies in Ubuntu, try the following commands:

sudo apt install -y bc jq

And to synchronize the date, try:

sudo ./scripts/sync_time.sh

You could also add the script to crontab so that the system time could get synchronized with Binance regularly.

Testnet (Paper Trading)

Currently only supports Binance testnet. To run bbgo in testnet, apply new API keys from Binance Test Network, and set the following env before you start bbgo:

export PAPER_TRADE=1
export DISABLE_MARKET_CACHE=1 # the symbols supported in testnet is far less than the mainnet

Notification

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.

You can only use one database driver MySQL or SQLite to store your trading data.

Notice: SQLite is not fully supported, we recommend you use MySQL instead of SQLite.

Configure MySQL Database

To use MySQL database for data syncing, first, you need to install your MySQL server:

# For Ubuntu Linux
sudo apt-get install -y mysql-server

# For newer Ubuntu Linux
sudo apt install -y mysql-server

Or run it in docker

Create your mysql database:

mysql -uroot -e "CREATE DATABASE bbgo CHARSET utf8"

Then put these environment variables in your .env.local file:

DB_DRIVER=mysql
DB_DSN="user:password@tcp(127.0.0.1:3306)/bbgo"

Configure Sqlite3 Database

To use SQLite3 instead of MySQL, simply put these environment variables in your .env.local file:

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.

See Configure Sync For Private Trading Data

Using Redis to keep persistence between BBGO sessions

To use Redis, first you need to install your Redis server:

# For Ubuntu/Debian Linux
sudo apt-get install -y redis

# For newer Ubuntu/Debian Linux
sudo apt install -y redis

Set the following environment variables in your bbgo.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 for all built-in strategies:

  • pricealert strategy demonstrates how to use the notification system pricealert. See document.
  • buyandhold strategy demonstrates how to subscribe kline events and submit market order buyandhold
  • bollgrid strategy implements a basic grid strategy with the built-in bollinger indicator bollgrid
  • grid strategy implements the fixed price band grid strategy grid. See document.
  • supertrend strategy uses Supertrend indicator as trend, and DEMA indicator as noise filter supertrend. See document.
  • support strategy uses K-lines with high volume as support support. See document.
  • flashcrash strategy implements a strategy that catches the flashcrash flashcrash
  • marketcap strategy implements a strategy that rebalances the portfolio based on the market capitalization marketcap. See document.
  • pivotshort - shorting focused strategy.
  • irr - return rate strategy.
  • drift - drift strategy.
  • grid2 - the second-generation grid strategy.
  • rebalance - rebalances your portfolio based on target weights. rebalance. See document.

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
bbgo run --config config/buyandhold.yaml

Back-testing

See Back-testing

Adding Strategy

See Developing Strategy

Write your own private strategy

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

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

Write your own strategy in the strategy file:

vim 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

---
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:

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

Or you can build your own wrapper binary via:

bbgo build --config config/bbgo.yaml

See also:

Command Usages

Submitting Orders to a specific exchange session

bbgo submit-order --session=okex --symbol=OKBUSDT --side=buy --price=10.0 --quantity=1

Listing Open Orders of a specific exchange session

bbgo list-orders open --session=okex --symbol=OKBUSDT
bbgo list-orders open --session=max --symbol=MAXUSDT
bbgo list-orders open --session=binance --symbol=BNBUSDT

Canceling an open order

# 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

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 finds the embedded field that is using bbgo component. for example:

type Strategy struct {
  Symbol string `json:"symbol"
  Market types.Market
}

Supported components (single exchange strategy only for now):

  • *bbgo.ExchangeSession
  • 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:

  • 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 starts the exchange connections.
  6. Call strategy.Run() method sequentially.

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 order book (depth):

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

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

Deployment

Development

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 the directory to $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.

Testing Desktop App

for webview

make embed && go run -tags web ./cmd/bbgo-webview

for lorca

make embed && go run -tags web ./cmd/bbgo-lorca

FAQ

What's Position?

Looking For A New Strategy?

You can write an article about BBGO on any topic, in 750-1500 words for exchange, and I can implement the strategy for you (depending on the complexity and effort). If you're interested in, DM me in telegram https://t.me/c123456789s or twitter https://twitter.com/c9s, and we can discuss.

Adding New Crypto Exchange support?

If you want BBGO to support a new crypto exchange that is not included in the current BBGO, we can implement it for you. The cost is 10 ETH. If you're interested in it, DM me in telegram https://t.me/c123456789s.

Community

Contributing

See Contributing

Financial Contributors

[Become a backer]

BBGO Tokenomics

To support the development of BBGO, we have created a bounty pool to support contributors by giving away $BBG tokens. Check the details in $BBG Contract Page and our official website

Supporter

  • GitBook

License

AGPL License