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

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:

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:

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 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"

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)

Strategies

Please check out the directory: strategies

New API Design

still under construction

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

Contribute pull requests

Any pull request is welcome, documentation, format fixing, testing, features.

Register 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)

Some cryptos

To support this project by some small amount cryptos:

• BTC address 3J6XQJNWT56amqz9Hz2BEVQ7W4aNmb5kiU
• USDT ERC20 address 0x63E5805e027548A384c57E20141f6778591Bac6F

License

MIT License