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186 lines
4.1 KiB
Markdown
186 lines
4.1 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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## 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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You can get your 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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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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## 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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## Strategies
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Please check out the directory: [strategies](strategies)
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## New API Design
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_**still under construction**_
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```go
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package main
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import (
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"github.com/c9s/bbgo"
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)
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func main() {
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mysqlURL := viper.GetString("mysql-url")
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mysqlURL = fmt.Sprintf("%s?parseTime=true", mysqlURL)
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db, err := sqlx.Connect("mysql", mysqlURL)
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if err != nil {
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return err
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}
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environment := bbgo.NewEnvironment(db)
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environment.AddExchange("binance", binance.New(viper.Getenv("binance-api-key"), viper.Getenv("binance-api-secret"))))
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environment.AddExchange("max", max.New(viper.Getenv("max-key"), viper.Getenv("max-secret"))))
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trader := bbgo.NewTrader(bbgo.Config{
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Environment: environment,
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DB: db,
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})
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trader.AddNotifier(slacknotifier.New(slackToken))
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trader.AddLogHook(slacklog.NewLogHook(slackToken))
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// when any trade execution happened
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trader.OnTrade(func(session string, exchange types.Exchange, trade types.Trade) {
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notify(trade)
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notifyPnL()
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})
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// mount strategy on an exchange
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trader.AddExchangeStrategy("binance",
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bondtrade.New("btcusdt", "5m"),
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bondtrade.New("ethusdt", "5m"))
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// mount cross exchange strategy
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trader.AddCrossExchangeStrategy(hedgemaker.New("max", "binance"))
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t.Run(ctx)
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}
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```
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## Support
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### Contribute pull requests
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Any pull request is welcome, documentation, format fixing, testing, features.
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### Register 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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### Some cryptos
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To support this project by some 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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