modern cryptocurrency trading framework written in Go.
A trading bot framework written in Go. The name bbgo comes from the BB8 bot in the Star Wars movie. aka Buy BitCoin Go!
Get your exchange API key and secret after you register the accounts:
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=
[email protected](127.0.0.1:3306)/bbgo?parseTime=true
Make sure you have dotenv
To sync your own trade data:
bbgo sync --config config/grid.yaml --session max bbgo sync --config config/grid.yaml --session binance
If you want to switch to other dotenv file, you can add an
--dotenvoption:
bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance
To sync remote exchange klines data for backtesting:
bbgo backtest --exchange binance --config config/grid.yaml -v --sync --sync-only --sync-from 2020-01-01
To run backtest:
bbgo backtest --exchange binance --config config/bollgrid.yaml --base-asset-baseline
To query transfer history:
bbgo transfer-history --exchange 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 --config config/buyandhold.yaml
Check out the strategy directory strategy for all built-in strategies:
pricealertstrategy demonstrates how to use the notification system pricealert
xpuremakerstrategy demonstrates how to maintain the orderbook and submit maker orders xpuremaker
buyandholdstrategy demonstrates how to subscribe kline events and submit market order buyandhold
gridstrategy implements a basic grid strategy with the built-in bollinger indicator grid
flashcrashstrategy 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
buyandholdstrategy:
vim config/buyandhold.yamlrun bbgo with the config
bbgo run --config config/buyandhold.yaml
Create your go package, and initialize the repository with
go modand add bbgo as a dependency:
go mod init go get github.com/c9s/[email protected]
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 runcommand, 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 stringfield 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)
bbgo_bot
PeqFqJxP_bbgo_bot
TELEGRAM_BOT_TOKENin
.env.local
TELEGRAM_AUTH_TOKENin
.env.local. Generate your own auth token. ex. 92463901, or [email protected]
PeqFqJxP_bbgo_bot
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
Any pull request is welcome, documentation, format fixing, testing, features.
You may register your exchange account with my referral ID to support this project.
3J6XQJNWT56amqz9Hz2BEVQ7W4aNmb5kiU
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