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)
- React-powered Web Dashboard
- MAX Spot Exchange (located in Taiwan)
- Binance Spot Exchange
- FTX Spot Exchange
- OKEx Spot Exchange
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://www.binancezh.com/en/register?ref=VGDGLT80
- FTX: https://ftx.com/#a=7710474
- OKEx: https://www.okex.com/join/2412712?src=from:ios-share
Since the exchange implementation and support are done by a small team, if you like the work they've done for you, It would be great if you can use their referral code as your support to them. :-D
The following script will help you set up a config file, dotenv file:
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh)
- BBGO USDT/TWD Market Grid Trading https://cloud.linode.com/stackscripts/793380
- BBGO USDC/TWD Market Grid Trading https://cloud.linode.com/stackscripts/797776
- BBGO LINK/TWD Market Grid Trading https://cloud.linode.com/stackscripts/797774
- BBGO USDC/USDT Market Grid Trading https://cloud.linode.com/stackscripts/797777
- BBGO Standard Grid Trading https://cloud.linode.com/stackscripts/795788
Add your dotenv file:
# for Binance Exchange, if you have one
BINANCE_API_KEY=
BINANCE_API_SECRET=
# 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
Prepare your dotenv file .env.local
and BBGO yaml config file bbgo.yaml
.
The minimal bbgo.yaml could be generated by:
curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml
To run strategy:
bbgo run
To start bbgo with the frontend dashboard:
bbgo run --enable-webserver
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 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"
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.
To use MySQL database for data syncing, first you need to install your mysql server:
# For Ubuntu Linux
sudo apt-get install -y mysql-server
Create your mysql database:
mysql -uroot -e "CREATE DATABASE bbgo CHARSET utf8"
Then put these environment variables in your .env.local
file:
DB_DRIVER=mysql
DB_DSN="user:password@tcp(127.0.0.1:3306)/bbgo"
Just put these environment variables in your .env.local
file:
DB_DRIVER=sqlite3
DB_DSN=bbgo.sqlite3
Once you have your database configured, you can sync your own trading data from the exchange.
To sync your own trade data:
bbgo sync --session max
bbgo sync --session binance
Check out the strategy directory strategy for all built-in strategies:
pricealert
strategy demonstrates how to use the notification system pricealert. See document.xpuremaker
strategy demonstrates how to maintain the orderbook and submit maker orders xpuremakerbuyandhold
strategy demonstrates how to subscribe kline events and submit market order buyandholdbollgrid
strategy implements a basic grid strategy with the built-in bollinger indicator bollgridgrid
strategy implements the fixed price band grid strategy gridsupport
strategy implements the fixed price band grid strategy support. See document.flashcrash
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
See Back-testing
Fork and clone this repository, Create a directory under pkg/strategy/newstrategy
, write your strategy
at pkg/strategy/newstrategy/strategy.go
.
Define a strategy struct:
package newstrategy
import (
"github.com/c9s/bbgo/pkg/fixedpoint"
)
type Strategy struct {
Symbol string `json:"symbol"`
Param1 int `json:"param1"`
Param2 int `json:"param2"`
Param3 fixedpoint.Value `json:"param3"`
}
Register your strategy:
package newstrategy
const ID = "newstrategy"
const stateKey = "state-v1"
var log = logrus.WithField("strategy", ID)
func init() {
bbgo.RegisterStrategy(ID, &Strategy{})
}
Implement the strategy methods:
package newstrategy
func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: "2m"})
}
func (s *Strategy) Run(ctx context.Context, orderExecutor bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
// ....
return nil
}
Edit pkg/cmd/builtin.go
, and import the package, like this:
package cmd
// import built-in strategies
import (
_ "github.com/c9s/bbgo/pkg/strategy/bollgrid"
_ "github.com/c9s/bbgo/pkg/strategy/buyandhold"
_ "github.com/c9s/bbgo/pkg/strategy/flashcrash"
_ "github.com/c9s/bbgo/pkg/strategy/grid"
_ "github.com/c9s/bbgo/pkg/strategy/pricealert"
_ "github.com/c9s/bbgo/pkg/strategy/support"
_ "github.com/c9s/bbgo/pkg/strategy/swing"
_ "github.com/c9s/bbgo/pkg/strategy/trailingstop"
_ "github.com/c9s/bbgo/pkg/strategy/xmaker"
_ "github.com/c9s/bbgo/pkg/strategy/xpuremaker"
)
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
bbgo submit-order --session=okex --symbol=OKBUSDT --side=buy --price=10.0 --quantity=1
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
# 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
bbgo userdatastream --session okex
bbgo userdatastream --session max
bbgo userdatastream --session binance
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
- Load config from the config file.
- Allocate and initialize exchange sessions.
- Add exchange sessions to the environment (the data layer).
- Use the given environment to initialize the trader object (the logic layer).
- The trader initializes the environment and start the exchange connections.
- Call strategy.Run() method sequentially.
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)
(TBD)
If you need redis:
helm repo add bitnami https://charts.bitnami.com/bitnami
helm install redis bitnami/redis
To get the dynamically generated redis password, you can use the following command:
export REDIS_PASSWORD=$(kubectl get secret --namespace bbgo redis -o jsonpath="{.data.redis-password}" | base64 --decode)
Prepare your docker image locally (you can also use the docker image from docker hub):
make docker DOCKER_TAG=1.16.0
The docker tag version number is from the file Chart.yaml
Choose your instance name:
export INSTANCE=grid
Prepare your secret:
kubectl create secret generic bbgo-$INSTANCE --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 bbgo-$INSTANCE.yaml
vim bbgo-$INSTANCE.yaml
Prepare your configmap:
kubectl create configmap bbgo-$INSTANCE --from-file=bbgo.yaml=bbgo-$INSTANCE.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 --set existingConfigmap=bbgo-$INSTANCE bbgo-$INSTANCE ./charts/bbgo
To use the latest version:
helm install --set existingConfigmap=bbgo-$INSTANCE --set image.tag=latest bbgo-$INSTANCE ./charts/bbgo
To upgrade:
helm upgrade bbgo-$INSTANCE ./charts/bbgo
helm upgrade --set image.tag=1.15.2 bbgo-$INSTANCE ./charts/bbgo
Delete chart:
helm delete bbgo-$INSTANCE
The overview function flow at bbgo
- Click the "Fork" button from the GitHub repository.
- Clone your forked repository into
$GOPATH/github.com/c9s/bbgo
. - Change directory into
$GOPATH/github.com/c9s/bbgo
. - Create a branch and start your development.
- Test your changes.
- Push your changes to your fork.
- Send a pull request.
-
The project used rockerhopper for db migration. https://github.com/c9s/rockhopper
-
Create migration files
rockhopper --config rockhopper_sqlite.yaml create --type sql add_pnl_column
rockhopper --config rockhopper_mysql.yaml create --type sql add_pnl_column
or you can use the util script:
bash utils/generate-new-migration.sh add_pnl_column
Be sure to edit both sqlite3 and mysql migration files. ( Sample )
To test the drivers, you have to update the rockhopper_mysql.yaml file to connect your database, then do:
rockhopper --config rockhopper_sqlite.yaml up
rockhopper --config rockhopper_mysql.yaml up
Then run the following command to compile the migration files into go files:
make migrations
or
rockhopper compile --config rockhopper_mysql.yaml --output pkg/migrations/mysql
rockhopper compile --config rockhopper_sqlite.yaml --output pkg/migrations/sqlite3
git add -v pkg/migrations && git commit -m "compile and update migration package" pkg/migrations || true
If you want to override the DSN and the Driver defined in the YAML config file, you can add some env vars in your dotenv file like this:
ROCKHOPPER_DRIVER=mysql
ROCKHOPPER_DIALECT=mysql
ROCKHOPPER_DSN="root:123123@unix(/opt/local/var/run/mysql57/mysqld.sock)/bbgo"
And then, run:
dotenv -f .env.local -- 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
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/
See Contributing
You can join our telegram channels:
- BBGO International https://t.me/bbgo_intl
- BBGO Taiwan https://t.me/bbgocrypto
- GitBook
MIT License