bbgo_origin/README.md

# BBGO

A crypto trading bot framework written in Go. The name bbgo comes from the BB8 bot in the Star Wars movie.

## Current Status

[![Go](https://github.com/c9s/bbgo/actions/workflows/go.yml/badge.svg?branch=main)](https://github.com/c9s/bbgo/actions/workflows/go.yml)
[![GoDoc](https://godoc.org/github.com/c9s/bbgo?status.svg)](https://pkg.go.dev/github.com/c9s/bbgo)
[![Go Report Card](https://goreportcard.com/badge/github.com/c9s/bbgo)](https://goreportcard.com/report/github.com/c9s/bbgo)
[![DockerHub](https://img.shields.io/docker/pulls/yoanlin/bbgo.svg)](https://hub.docker.com/r/yoanlin/bbgo)
[![Coverage Status](http://codecov.io/github/c9s/bbgo/coverage.svg?branch=main)](http://codecov.io/github/c9s/bbgo?branch=main)
<img alt="open collective badge" src="https://opencollective.com/bbgo/tiers/badge.svg">
<img alt="open collective badge" src="https://opencollective.com/bbgo/tiers/backer/badge.svg?label=backer&color=brightgreen" />

## Community

[![Telegram Global](https://img.shields.io/badge/telegram-global-blue.svg)](https://t.me/bbgo_intl)
[![Telegram Taiwan](https://img.shields.io/badge/telegram-tw-blue.svg)](https://t.me/bbgocrypto)
[![Twitter](https://img.shields.io/twitter/follow/bbgotrading?label=Follow&style=social)](https://twitter.com/bbgotrading)

## What You Can Do With BBGO

### Trading Bot Users 💁‍♀️ 💁‍♂️

You can use BBGO to run the built-in strategies.

### Strategy Developers 🥷

You can use BBGO's trading unit and back-test unit to implement your own strategies.

### Trading Unit Developers 🧑‍💻

You can use BBGO's underlying common exchange API, currently it supports 4+ major exchanges, so you don't have to repeat
the implementation.

## Features

- Exchange abstraction interface.
- Stream integration (user data websocket, market data websocket).
- Real-time orderBook integration through websocket.
- TWAP order execution support. See [TWAP Order Execution](./doc/topics/twap.md)
- PnL calculation.
- Slack/Telegram notification.
- Back-testing: KLine-based back-testing engine. See [Back-testing](./doc/topics/back-testing.md)
- Built-in parameter optimization tool.
- Built-in Grid strategy and many other built-in strategies.
- Multi-exchange session support: you can connect to more than 2 exchanges with different accounts or subaccounts.
- Indicators with interface similar
  to `pandas.Series`([series](https://github.com/c9s/bbgo/blob/main/doc/development/series.md))([usage](https://github.com/c9s/bbgo/blob/main/doc/development/indicator.md)):
    - [Accumulation/Distribution Indicator](./pkg/indicator/ad.go)
    - [Arnaud Legoux Moving Average](./pkg/indicator/alma.go)
    - [Average True Range](./pkg/indicator/atr.go)
    - [Bollinger Bands](./pkg/indicator/boll.go)
    - [Commodity Channel Index](./pkg/indicator/cci.go)
    - [Cumulative Moving Average](./pkg/indicator/cma.go)
    - [Double Exponential Moving Average](./pkg/indicator/dema.go)
    - [Directional Movement Index](./pkg/indicator/dmi.go)
    - [Brownian Motion's Drift Factor](./pkg/indicator/drift.go)
    - [Ease of Movement](./pkg/indicator/emv.go)
    - [Exponentially Weighted Moving Average](./pkg/indicator/ewma.go)
    - [Hull Moving Average](./pkg/indicator/hull.go)
    - [Trend Line (Tool)](./pkg/indicator/line.go)
    - [Moving Average Convergence Divergence Indicator](./pkg/indicator/macd.go)
    - [On-Balance Volume](./pkg/indicator/obv.go)
    - [Pivot](./pkg/indicator/pivot.go)
    - [Running Moving Average](./pkg/indicator/rma.go)
    - [Relative Strength Index](./pkg/indicator/rsi.go)
    - [Simple Moving Average](./pkg/indicator/sma.go)
    - [Ehler's Super Smoother Filter](./pkg/indicator/ssf.go)
    - [Stochastic Oscillator](./pkg/indicator/stoch.go)
    - [SuperTrend](./pkg/indicator/supertrend.go)
    - [Triple Exponential Moving Average](./pkg/indicator/tema.go)
    - [Tillson T3 Moving Average](./pkg/indicator/till.go)
    - [Triangular Moving Average](./pkg/indicator/tma.go)
    - [Variable Index Dynamic Average](./pkg/indicator/vidya.go)
    - [Volatility Indicator](./pkg/indicator/volatility.go)
    - [Volume Weighted Average Price](./pkg/indicator/vwap.go)
    - [Zero Lag Exponential Moving Average](./pkg/indicator/zlema.go)
    - And more...
- HeikinAshi OHLC / Normal OHLC (check [this config](https://github.com/c9s/bbgo/blob/main/config/skeleton.yaml#L5))
- React-powered Web Dashboard.
- Docker image ready.
- Kubernetes support.
- Helm chart ready.
- High precision float point (up to 16 digits, run with `-tags dnum`).

## Screenshots

![bbgo dashboard](assets/screenshots/dashboard.jpeg)

![bbgo backtest report](assets/screenshots/backtest-report.jpg)

## Supported Exchanges

- Binance Spot Exchange (and binance.us)
- FTX Spot Exchange
- OKEx Spot Exchange
- Kucoin Spot Exchange
- MAX Spot Exchange (located in Taiwan)

## Documentation and General Topics

- Check the [documentation index](doc/README.md)

## Requirements

Get your exchange API key and secret after you register the accounts (you can choose one or more exchanges):

- MAX: <https://max.maicoin.com/signup?r=c7982718>
- Binance: <https://accounts.binance.com/en/register?ref=38192708>
- FTX: <https://ftx.com/#a=7710474>
- OKEx: <https://www.okex.com/join/2412712?src=from:ios-share>
- Kucoin: <https://www.kucoin.com/ucenter/signup?rcode=r3KX2D4>

This project is maintained and supported by a small group of team. If you would like to support this project, please
register on the exchanges using the provided links with referral codes above.

## Installation

### Install from binary

The following script will help you set up a config file and a dotenv file:

```sh
# grid trading strategy for binance exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) binance

# grid trading strategy for max exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) max

# bollinger grid trading strategy for binance exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) binance

# bollinger grid trading strategy for max exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) max
```

If you already have configuration somewhere, a download-only script might be suitable for you:

```sh
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.sh)
```

Or refer to the [Release Page](https://github.com/c9s/bbgo/releases) and download manually.

Since v2, we've added new float point implementation from dnum to support decimals with higher precision. To download &
setup, please refer to [Dnum Installation](doc/topics/dnum-binary.md)

### One-click Linode StackScript

- BBGO Grid Trading on Binance <https://cloud.linode.com/stackscripts/950715>
- BBGO USDT/TWD Grid Trading on MAX <https://cloud.linode.com/stackscripts/793380>
- BBGO USDC/TWD Grid Trading on MAX <https://cloud.linode.com/stackscripts/797776>
- BBGO LINK/TWD Grid Trading on MAX <https://cloud.linode.com/stackscripts/797774>
- BBGO USDC/USDT Grid Trading on MAX <https://cloud.linode.com/stackscripts/797777>
- BBGO Standard Grid Trading on MAX <https://cloud.linode.com/stackscripts/795788>

### Build from source

See [Build from source](./doc/build-from-source.md)

## Configuration

Add your dotenv file:

```sh
# for Binance Exchange, if you have one
BINANCE_API_KEY=
BINANCE_API_SECRET=

# if you want to use binance.us, change this to 1
BINANCE_US=0

# for MAX exchange, if you have one
MAX_API_KEY=
MAX_API_SECRET=

# for FTX exchange, if you have one
FTX_API_KEY=
FTX_API_SECRET=
# specify it if credentials are for subaccount
FTX_SUBACCOUNT=

# for OKEx exchange, if you have one
OKEX_API_KEY=
OKEX_API_SECRET=
OKEX_API_PASSPHRASE

# for kucoin exchange, if you have one
KUCOIN_API_KEY=
KUCOIN_API_SECRET=
KUCOIN_API_PASSPHRASE=
KUCOIN_API_KEY_VERSION=2
```

Prepare your dotenv file `.env.local` and BBGO yaml config file `bbgo.yaml`.

To check the available environment variables, please see [Environment Variables](./doc/configuration/envvars.md)

The minimal bbgo.yaml could be generated by:

```sh
curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml
```

To run strategy:

```sh
bbgo run
```

To start bbgo with the frontend dashboard:

```sh
bbgo run --enable-webserver
```

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

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

To query transfer history:

```sh
bbgo transfer-history --session max --asset USDT --since "2019-01-01"
```

<!--
To calculate pnl:

```sh
bbgo pnl --exchange binance --asset BTC --since "2019-01-01"
```
--->

## Advanced Configuration

### Testnet (Paper Trading)

Currently only supports binance testnet. To run bbgo in testnet, apply new API keys
from [Binance Test Network](https://testnet.binance.vision), and set the following env before you start bbgo:

```bash
export PAPER_TRADE=1
export DISABLE_MARKET_CACHE=1 # the symbols supported in testnet is far less than the mainnet
```

### Notification

- [Setting up Telegram notification](./doc/configuration/telegram.md)
- [Setting up Slack notification](./doc/configuration/slack.md)

### Synchronizing Trading Data

By default, BBGO does not sync your trading data from the exchange sessions, so it's hard to calculate your profit and
loss correctly.

By synchronizing trades and orders to the local database, you can earn some benefits like PnL calculations, backtesting
and asset calculation.

You can only use one database driver MySQL or SQLite to store your trading data.

**Notice**: SQLite is not fully supported, we recommend you use MySQL instead of SQLite.

#### Configure MySQL Database

To use MySQL database for data syncing, first you need to install your mysql server:

```sh
# For Ubuntu Linux
sudo apt-get install -y mysql-server

# For newer Ubuntu Linux
sudo apt install -y mysql-server
```

Or [run it in docker](https://hub.docker.com/_/mysql)

Create your mysql database:

```sh
mysql -uroot -e "CREATE DATABASE bbgo CHARSET utf8"
```

Then put these environment variables in your `.env.local` file:

```sh
DB_DRIVER=mysql
DB_DSN="user:password@tcp(127.0.0.1:3306)/bbgo"
```

#### Configure Sqlite3 Database

To use SQLite3 instead of MySQL, simply put these environment variables in your `.env.local` file:

```sh
DB_DRIVER=sqlite3
DB_DSN=bbgo.sqlite3
```

## Synchronizing your own trading data

Once you have your database configured, you can sync your own trading data from the exchange.

See [Configure Sync For Private Trading Data](./doc/configuration/sync.md)

## Using Redis to keep persistence between BBGO sessions

To use Redis, first you need to install your Redis server:

```sh
# For Ubuntu/Debian Linux
sudo apt-get install -y redis

# For newer Ubuntu/Debian Linux
sudo apt install -y redis
```

Set the following environment variables in your `bbgo.yaml`:

```yaml
persistence:
  redis:
    host: 127.0.0.1  # The IP address or the hostname to your Redis server, 127.0.0.1 if same as BBGO  
    port: 6379  # Port to Redis server, default 6379
    db: 0  # DB number to use. You can set to another DB to avoid conflict if other applications are using Redis too.
```

## Built-in Strategies

Check out the strategy directory [strategy](pkg/strategy) for all built-in strategies:

- `pricealert` strategy demonstrates how to use the notification system [pricealert](pkg/strategy/pricealert). See
  [document](./doc/strategy/pricealert.md).
- `xpuremaker` strategy demonstrates how to maintain the orderbook and submit maker
  orders [xpuremaker](pkg/strategy/xpuremaker)
- `buyandhold` strategy demonstrates how to subscribe kline events and submit market
  order [buyandhold](pkg/strategy/pricedrop)
- `bollgrid` strategy implements a basic grid strategy with the built-in bollinger
  indicator [bollgrid](pkg/strategy/bollgrid)
- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See
  [document](./doc/strategy/grid.md).
- `supertrend` strategy uses Supertrend indicator as trend, and DEMA indicator as noise
  filter [supertrend](pkg/strategy/supertrend). See
  [document](./doc/strategy/supertrend.md).
- `support` strategy uses K-lines with high volume as support [support](pkg/strategy/support). See
  [document](./doc/strategy/support.md).
- `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/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:

```sh
vim config/buyandhold.yaml

# run bbgo with the config
bbgo run --config config/buyandhold.yaml
```

## Back-testing

See [Back-testing](./doc/topics/back-testing.md)

## Adding Strategy

See [Developing Strategy](./doc/topics/developing-strategy.md)

## Write your own private strategy

Create your go package, and initialize the repository with `go mod` and add bbgo as a dependency:

```sh
go mod init
go get github.com/c9s/bbgo@main
```

Write your own strategy in the strategy file:

```sh
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:

```sh
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`

```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:

```sh
dotenv -f .env.local -- bbgo run --config config/bbgo.yaml
```

Or you can build your own wrapper binary via:

```shell
bbgo build --config config/bbgo.yaml
```

See also:

- <https://github.com/narumiruna/bbgo-template>
- <https://github.com/narumiruna/bbgo-marketcap>
- <https://github.com/austin362667/shadow>
- <https://github.com/jnlin/bbgo-strategy-infinite-grid>

## Command Usages

### Submitting Orders to a specific exchagne session

```shell
bbgo submit-order --session=okex --symbol=OKBUSDT --side=buy --price=10.0 --quantity=1
```

### Listing Open Orders of a specific exchange session

```sh
bbgo list-orders open --session=okex --symbol=OKBUSDT
bbgo list-orders open --session=ftx --symbol=FTTUSDT
bbgo list-orders open --session=max --symbol=MAXUSDT
bbgo list-orders open --session=binance --symbol=BNBUSDT
```

### Canceling an open order

```shell
# both order id and symbol is required for okex
bbgo cancel-order --session=okex --order-id=318223238325248000 --symbol=OKBUSDT

# for max, you can just give your order id
bbgo cancel-order --session=max --order-id=1234566
```

### Debugging user data stream

```shell
bbgo userdatastream --session okex
bbgo userdatastream --session max
bbgo userdatastream --session binance
```

## 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:

```go
type Strategy struct {
  Symbol string `json:"symbol"
  Market types.Market
}
```

Supported components (single exchange strategy only for now):

- `*bbgo.ExchangeSession`
- `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:

- `types.Market`

## Strategy Execution Phases

1. Load config from the config file.
2. Allocate and initialize exchange sessions.
3. Add exchange sessions to the environment (the data layer).
4. Use the given environment to initialize the trader object (the logic layer).
5. The trader initializes the environment and start the exchange connections.
6. Call strategy.Run() method sequentially.

## 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)
```

## Deployment

- [Helm Chart](./doc/deployment/helm-chart.md)
- Baremetal machine or a VPS

## Development

- [Adding New Exchange](./doc/development/adding-new-exchange.md)
- [Migration](./doc/development/migration.md)

### Setting up your local repository

1. Click the "Fork" button from the GitHub repository.
2. Clone your forked repository into `$GOPATH/github.com/c9s/bbgo`.
3. Change directory into `$GOPATH/github.com/c9s/bbgo`.
4. Create a branch and start your development.
5. Test your changes.
6. Push your changes to your fork.
7. Send a pull request.

### Testing Desktop App

for webview

```sh
make embed && go run -tags web ./cmd/bbgo-webview
```

for lorca

```sh
make embed && go run -tags web ./cmd/bbgo-lorca
```

## FAQ

### What's Position?

- Base Currency & Quote Currency <https://www.ig.com/au/glossary-trading-terms/base-currency-definition>
- How to calculate average cost? <https://www.janushenderson.com/en-us/investor/planning/calculate-average-cost/>

### Looking For A New Strategy?

You can write an article about BBGO in any topic, in 750-1500 words for exchange, and I can implement the strategy for
you (depends on the complexity and efforts). If you're interested in, DM me in telegram <https://t.me/c123456789s> or
twitter <https://twitter.com/c9s>, we can discuss.

### Adding New Crypto Exchange support?

If you want BBGO to support a new crypto exchange that is not included in the current BBGO, we can implement it for you.
The cost is 10 ETH. If you're interested in it, DM me in telegram <https://t.me/c123456789s>.

## Contributing

See [Contributing](./CONTRIBUTING.md)

### Financial Contributors

<object type="image/svg+xml" data="https://opencollective.com/bbgo/tiers/backer.svg?avatarHeight=36&width=600"></object>

## BBGO Tokenomics

To support the development of BBGO, we have created a bounty pool to support contributors by giving away $BBG tokens.
Check the details in [$BBG Contract Page](contracts/README.md) and our [official website](https://bbgo.finance)

## Supporter

- GitBook

## License

AGPL License