A trading bot framework written in Go. The name bbgo comes from the BB8 bot in the Star Wars movie. aka Buy BitCoin Go!
Working hard in progress
Aim to release v1.0 before 11/14
- Exchange abstraction interface
- Stream integration (user data websocket)
- PnL calculation.
- Slack notification
- MAX Exchange (located in Taiwan)
- Binance Exchange
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"
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)
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 := environ.New()
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)
}
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)
To support this project by some small amount cryptos:
- BTC address
3J6XQJNWT56amqz9Hz2BEVQ7W4aNmb5kiU
- USDT ERC20 address
0x63E5805e027548A384c57E20141f6778591Bac6F
MIT License