bbgo

A trading bot framework written in Go. The name bbgo comes from the BB8 bot in the Star Wars movie. aka Buy BitCoin Go!

Current Status

Features

• 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)

Supported Exchanges

• MAX Spot Exchange (located in Taiwan)
• Binance Spot Exchange
• FTX Spot Exchange

Requirements

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

• For MAX: https://max.maicoin.com/signup?r=c7982718
• For Binance: https://www.binancezh.com/en/register?ref=VGDGLT80
• For FTX: https://ftx.com/#a=7710474

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

Installation

Install from binary

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

bash 
Install and Run from the One-click Linode StackScript:

• 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

Install from source

If you need to use go-sqlite, you will need to enable CGO first:

CGO_ENABLED=1 go get github.com/mattn/go-sqlite3

Install the bbgo command:

go get -u github.com/c9s/bbgo/cmd/bbgo

Add your dotenv file:

# if you have one
BINANCE_API_KEY=
BINANCE_API_SECRET=

if you have one
MAX_API_KEY=
MAX_API_SECRET=
if you have one
FTX_API_KEY=
FTX_API_SECRET=
specify it if credentials are for subaccount
FTX_SUBACCOUNT=

Prepare your dotenv file

.env.local

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 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

--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

Advanced Setup

Setting up Telegram Bot Notification

Open your Telegram app, and chat with @botFather

Enter

/newbot

Enter the bot display name. ex.

your_bbgo_bot

Enter the bot username. This should be global unique. e.g.,

bbgo_bot_711222333

Botfather will response your a bot token. Keep bot token safe

Set

TELEGRAM_BOT_TOKEN

.env.local

TELEGRAM_BOT_TOKEN=347374838:ABFTjfiweajfiawoejfiaojfeijoaef

For the telegram chat authentication (your bot needs to verify it's you), if you only need a fixed authentication token, you can set

TELEGRAM_AUTH_TOKEN

.env.local

TELEGRAM_BOT_AUTH_TOKEN=itsme55667788

Run your bbgo,

Open your Telegram app, search your bot

bbgo_bot_711222333

Enter

/start

/auth {code}

Done! your notifications will be routed to the telegram chat.

Setting up Slack Notification

Put your slack bot token in the .env.local file:

SLACK_TOKEN=xxoox

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.

Configure MySQL Database

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

Or run it in docker

Create your mysql database:

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

Then put these environment variables in your

.env.local

DB_DRIVER=mysql
[email protected](127.0.0.1:3306)/bbgo

Configure Sqlite3 Database

Just put these environment variables in your

.env.local

DB_DRIVER=sqlite3
DB_DSN=bbgo.sqlite3

Built-in Strategies

Check out the strategy directory strategy for all built-in strategies:

• pricealert

  strategy demonstrates how to use the notification system pricealert

• xpuremaker

  strategy demonstrates how to maintain the orderbook and submit maker orders xpuremaker

• buyandhold

  strategy demonstrates how to subscribe kline events and submit market order buyandhold

• bollgrid

  strategy implements a basic grid strategy with the built-in bollinger indicator bollgrid

• grid

  strategy implements the fixed price band grid strategy grid

• 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

vim config/buyandhold.yaml

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

Adding New Built-in Strategy

Fork and clone this repository, Create a directory under

pkg/strategy/newstrategy

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

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"
)

Write your own strategy

Create your go package, and initialize the repository with

go mod

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 run

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

Command Usages

Submitting Orders to a specific exchagne session

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

Listing Open Orders of a specific exchange session

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

# 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

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:

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

• *bbgo.ExchangeSession

• 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

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)

How To Add A New Exchange

(TBD)

Helm Chart

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

Development

The overview function flow at bbgo

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.

Adding new migration

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

Then run the following command to compile the migration files into go files:

make migrations

Setup frontend development environment

cd frontend
yarn install

Testing Desktop App

for webview

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

for lorca

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

Support

By contributing pull requests

Any pull request is welcome, documentation, format fixing, testing, features.

By registering account with referral ID

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)

By small amount cryptos

• BTC address

  3J6XQJNWT56amqz9Hz2BEVQ7W4aNmb5kiU

• USDT ERC20 address

  0x63E5805e027548A384c57E20141f6778591Bac6F

Community

You can join our telegram channels:

• BBGO International https://t.me/bbgo_intl
• BBGO Taiwan https://t.me/bbgocrypto

Contribution

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.

BBG/ETH liquidity pool on Uniswap: https://app.uniswap.org/#/pool/28377

For further request, please contact us: https://t.me/c123456789s

License

MIT License