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204 lines
4.7 KiB
Markdown
204 lines
4.7 KiB
Markdown
# bbgo
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A trading bot framework written in Go. The name bbgo comes from the BB8 bot in the Star Wars movie. aka Buy BitCoin Go!
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## Current Status
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_Working hard in progress_
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[](https://travis-ci.org/c9s/bbgo)
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Aim to release v1.0 before 11/14
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## Features
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- Exchange abstraction interface
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- Stream integration (user data websocket)
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- PnL calculation.
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- Slack notification
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## Supported Exchanges
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- MAX Exchange (located in Taiwan)
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- Binance Exchange
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## Requirements
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Get your exchange API key and secret after you register the accounts:
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- For MAX: <https://max.maicoin.com/signup?r=c7982718>
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- For Binance: <https://www.binancezh.com/en/register?ref=VGDGLT80>
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## Installation
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Install the builtin commands:
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```sh
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go get -u github.com/c9s/bbgo/cmd/bbgo
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```
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Add your dotenv file:
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```
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SLACK_TOKEN=
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BINANCE_API_KEY=
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BINANCE_API_SECRET=
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MAX_API_KEY=
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MAX_API_SECRET=
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MYSQL_HOST=127.0.0.1
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MYSQL_PORT=3306
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MYSQL_USERNAME=root
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MYSQL_PASSWORD=
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MYSQL_DATABASE=bbgo
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MYSQL_URL=root@tcp(127.0.0.1:3306)/bbgo
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```
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Then run the `migrate` command to initialize your database:
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```sh
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dotenv -f .env.local -- bbgo migrate up
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```
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There are some other commands you can run:
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```sh
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dotenv -f .env.local -- bbgo migrate status
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dotenv -f .env.local -- bbgo migrate redo
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```
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(It internally uses `goose` to run these migration files, see [migrations](migrations))
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To query transfer history:
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```sh
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dotenv -f .env.local -- bbgo transfer-history --exchange max --asset USDT --since "2019-01-01"
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```
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To calculate pnl:
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```sh
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dotenv -f .env.local -- bbgo pnl --exchange binance --asset BTC --since "2019-01-01"
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```
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To run strategy:
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```sh
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dotenv -f .env.local -- bbgo run --config config/buyandhold.yaml
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```
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## Built-in Strategies
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Check out the strategy directory [strategy](pkg/strategy) for all built-in strategies:
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- pricealert strategy demonstrates how to use the notification system [pricealert](pkg/strategy/pricealert)
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- xpuremaker strategy demonstrates how to maintain the orderbook and submit maker orders [xpuremaker](pkg/strategy/xpuremaker)
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- buyandhold strategy demonstrates how to subscribe kline events and submit market order [buyandhold](pkg/strategy/buyandhold)
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## Write your own strategy
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Create your go package, and initialize the repository with `go mod` and add bbgo as a dependency:
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```
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go mod init
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go get github.com/c9s/bbgo
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```
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Write your own strategy in the strategy directory like `pkg/strategy/mystrategy`:
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```
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mkdir pkg/strategy/mystrategy
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vim pkg/strategy/mystrategy/strategy.go
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```
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You can grab the skeleton strategy from <https://github.com/c9s/bbgo/blob/main/pkg/strategy/skeleton/strategy.go>
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Now add your config:
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```
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mkdir config
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(cd config && curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml)
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```
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Add your strategy package path to the config file `config/bbgo.yaml`
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```yaml
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imports:
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- github.com/xxx/yyy/pkg/strategy/mystrategy
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```
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Run `bbgo run` command, bbgo will compile a wrapper binary that imports your strategy:
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```sh
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dotenv -f .env.local -- bbgo run --config config/bbgo.yaml
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```
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## Dynamic Injection
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In order to minimize the strategy code, bbgo supports dynamic dependency injection.
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Before executing your strategy, bbgo injects the components into your strategy object if
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it found the embedded field that is using bbgo component. for example:
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```go
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type Strategy struct {
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*bbgo.Notifiability
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}
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```
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And then, in your code, you can call the methods of Notifiability.
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Supported components (single exchange strategy only for now):
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- `*bbgo.Notifiability`
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- `bbgo.OrderExecutor`
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## Exchange API Examples
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Please check out the example directory: [examples](examples)
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Initialize MAX API:
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```go
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key := os.Getenv("MAX_API_KEY")
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secret := os.Getenv("MAX_API_SECRET")
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maxRest := maxapi.NewRestClient(maxapi.ProductionAPIURL)
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maxRest.Auth(key, secret)
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```
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Creating user data stream to get the orderbook (depth):
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```go
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stream := max.NewStream(key, secret)
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stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})
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streambook := types.NewStreamBook(symbol)
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streambook.BindStream(stream)
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```
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## Support
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### By contributing pull requests
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Any pull request is welcome, documentation, format fixing, testing, features.
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### By registering account with referral ID
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You may register your exchange account with my referral ID to support this project.
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- For MAX Exchange: <https://max.maicoin.com/signup?r=c7982718> (default commission rate to your account)
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- For Binance Exchange: <https://www.binancezh.com/en/register?ref=VGDGLT80> (5% commission back to your account)
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### By small amount cryptos
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- BTC address `3J6XQJNWT56amqz9Hz2BEVQ7W4aNmb5kiU`
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- USDT ERC20 address `0x63E5805e027548A384c57E20141f6778591Bac6F`
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## License
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MIT License
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