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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

Build 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:

Installation

Setup MySQL or run it in docker

Install the builtin commands:

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

Add your dotenv file:

SLACK_TOKEN=

TELEGRAM_BOT_TOKEN=
TELEGRAM_BOT_AUTH_TOKEN=

BINANCE_API_KEY=
BINANCE_API_SECRET=

MAX_API_KEY=
MAX_API_SECRET=

FTX_API_KEY=
FTX_API_SECRET=
# specify it if credentials are for subaccount
FTX_SUBACCOUNT_NAME=

MYSQL_URL=root@tcp(127.0.0.1:3306)/bbgo?parseTime=true

Make sure you have dotenv

To sync your own trade data:

bbgo sync --config config/grid.yaml --session max
bbgo sync --config config/grid.yaml --session binance

If you want to switch to other dotenv file, you can add an --dotenv option:

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

To sync remote exchange klines data for backtesting:

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

To run backtest:

bbgo backtest --exchange binance --config config/bollgrid.yaml --base-asset-baseline

To query transfer history:

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

To calculate pnl:

bbgo pnl --exchange binance --asset BTC --since "2019-01-01"

To run strategy:

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
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@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

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)

Telegram Integration

  • In telegram: @botFather
  • /newbot
  • input bot display name. ex. bbgo_bot
  • input bot username. This should be global unique. ex. PeqFqJxP_bbgo_bot
  • Botfather return bot token. Keep bot token safe
  • Set TELEGRAM_BOT_TOKEN in .env.local
  • Set TELEGRAM_AUTH_TOKEN in .env.local. Generate your own auth token. ex. 92463901, or kx2UX@eM
  • Run bbgo
  • In telegram: search your bot PeqFqJxP_bbgo_bot
  • /start
  • /auth 92463901
  • done! your session will route to telegram

Helm Chart

Prepare your docker image locally (you can also use the docker image from docker hub):

make docker DOCKER_TAG=1.16.0

The docker tag version number is from the file Chart.yaml

Prepare your secret:

kubectl create secret generic bbgo-grid --from-env-file .env.local

Configure your config file, the chart defaults to read config/bbgo.yaml to create a configmap:

cp config/grid.yaml config/bbgo.yaml
vim config/bbgo.yaml

Install chart with the preferred release name, the release name maps to the previous secret we just created, that is, bbgo-grid:

helm install bbgo-grid ./charts/bbgo

Delete chart:

helm delete bbgo

Development

Adding new migration

rockhopper --config rockhopper_sqlite.yaml create --type sql add_pnl_column
rockhopper --config rockhopper_mysql.yaml create --type sql add_pnl_column

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.

By small amount cryptos

  • BTC address 3J6XQJNWT56amqz9Hz2BEVQ7W4aNmb5kiU
  • USDT ERC20 address 0x63E5805e027548A384c57E20141f6778591Bac6F

Community

You can join our telegram channel https://t.me/bbgocrypto, it's in Chinese, but English is fine as well.

Contribution

BBGO has a token BBG for the ecosystem (contract address: https://etherscan.io/address/0x3afe98235d680e8d7a52e1458a59d60f45f935c0).

Each issue has its BBG label, by completing the issue with a pull request, you can get correspond amount of BBG.

If you have feature request, you can offer your BBG for contributors.

For further request, please contact us: https://t.me/c123456789s

License

MIT License