bbgo_origin/README.md
2020-10-22 11:16:28 +08:00

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# 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
_Working hard in progress_
[![Build Status](https://travis-ci.org/c9s/bbgo.svg?branch=main)](https://travis-ci.org/c9s/bbgo)
Aim to release v1.0 before 11/14
## Features
- Exchange abstraction interface
- Stream integration (user data websocket)
- PnL calculation.
- Slack notification
## Supported Exchanges
- MAX Exchange (located in Taiwan)
- Binance Exchange
## Installation
Install the builtin commands:
```sh
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
```
You can get your 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>
Then run the `migrate` command to initialize your database:
```sh
dotenv -f .env.local -- bbgo migrate up
```
There are some other commands you can run:
```sh
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](migrations))
To query transfer history:
```sh
dotenv -f .env.local -- bbgo transfer-history --exchange max --asset USDT --since "2019-01-01"
```
To calculate pnl:
```sh
dotenv -f .env.local -- bbgo pnl --exchange binance --asset BTC --since "2019-01-01"
```
## 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)
```
## Strategies
Please check out the directory: [strategies](strategies)
## New API Design
_**still under construction**_
```go
package main
import (
"github.com/c9s/bbgo"
)
func main() {
mysqlURL := viper.GetString("mysql-url")
mysqlURL = fmt.Sprintf("%s?parseTime=true", mysqlURL)
db, err := sqlx.Connect("mysql", mysqlURL)
if err != nil {
return err
}
environment := bbgo.NewEnvironment(db)
environment.AddExchange("binance", binance.New(viper.Getenv("binance-api-key"), viper.Getenv("binance-api-secret"))))
environment.AddExchange("max", max.New(viper.Getenv("max-key"), viper.Getenv("max-secret"))))
trader := bbgo.NewTrader(bbgo.Config{
Environment: environment,
DB: db,
})
trader.AddNotifier(slacknotifier.New(slackToken))
trader.AddLogHook(slacklog.NewLogHook(slackToken))
// when any trade execution happened
trader.OnTrade(func(session string, exchange types.Exchange, trade types.Trade) {
notify(trade)
notifyPnL()
})
// mount strategy on an exchange
trader.AddExchangeStrategy("binance",
bondtrade.New("btcusdt", "5m"),
bondtrade.New("ethusdt", "5m"))
// mount cross exchange strategy
trader.AddCrossExchangeStrategy(hedgemaker.New("max", "binance"))
t.Run(ctx)
}
```
## 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