charts/bbgo | ||
cmd/bbgo | ||
config | ||
examples | ||
migrations | ||
pkg | ||
scripts | ||
.gitignore | ||
.travis.yml | ||
app.json | ||
Dockerfile | ||
go.mod | ||
go.sum | ||
LICENSE | ||
Makefile | ||
Procfile | ||
README.md |
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
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=
MYSQL_HOST=127.0.0.1
MYSQL_PORT=3306
MYSQL_USERNAME=root
MYSQL_PASSWORD=
MYSQL_DATABASE=bbgo
# Make sure the following line is correct so you can migrate successfully
MYSQL_URL=root@tcp(127.0.0.1:3306)/bbgo
Make sure you have dotenv. 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 pricealertxpuremaker
strategy demonstrates how to maintain the orderbook and submit maker orders xpuremakerbuyandhold
strategy demonstrates how to subscribe kline events and submit market order buyandholdgrid
strategy implements a basic grid strategy with the built-in bollinger indicator gridflashcrash
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)
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
kubectl create secret generic bbgo --from-env-file .env.local
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