A trading bot framework written in Go. The name bbgo comes from the BB8 bot in the Star Wars movie. aka Buy BitCoin Go!
- Exchange abstraction interface
- Stream integration (user data websocket)
- PnL calculation
- Slack notification
- KLine-based backtest
- Built-in strategies
- Multi-session support
- Standard indicators (SMA, EMA, BOLL)
- MAX Exchange (located in Taiwan)
- Binance Exchange
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
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
Prepare your dotenv file .env.local
and BBGO yaml config file bbgo.yaml
.
To sync your own trade data:
bbgo sync --session max
bbgo sync --session binance
If you want to switch to other dotenv file, you can add an --dotenv
option or --config
:
bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance
To sync remote exchange klines data for backtesting:
bbgo backtest --exchange binance -v --sync --sync-only --sync-from 2020-01-01
To run backtest:
bbgo backtest --exchange binance --base-asset-baseline
To query transfer history:
bbgo transfer-history --session 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
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
bbgo run --config config/buyandhold.yaml
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
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
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)
- 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
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
rockhopper --config rockhopper_sqlite.yaml create --type sql add_pnl_column
rockhopper --config rockhopper_mysql.yaml create --type sql add_pnl_column
or
bash utils/generate-new-migration.sh add_pnl_column
Be sure to edit both sqlite3 and mysql migration files.
To test the drivers, you can do:
rockhopper --config rockhopper_sqlite.yaml up
rockhopper --config rockhopper_mysql.yaml up
cd frontend
yarn install
for webview
make embed && go run -tags web ./cmd/bbgo-webview
for lorca
make embed && go run -tags web ./cmd/bbgo-lorca
Any pull request is welcome, documentation, format fixing, testing, features.
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)
- BTC address
3J6XQJNWT56amqz9Hz2BEVQ7W4aNmb5kiU
- USDT ERC20 address
0x63E5805e027548A384c57E20141f6778591Bac6F
You can join our telegram channel https://t.me/bbgocrypto, it's in Chinese, but English is fine as well.
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
MIT License