bbgo

README

BBGO

A modern crypto trading bot framework written in Go.

Current Status

Community

What You Can Do With BBGO

Trading Bot Users 💁‍♀️ 💁‍♂️

You can use BBGO to run the built-in strategies.

Strategy Developers 🥷

You can use BBGO's trading unit and back-test unit to implement your own strategies.

Trading Unit Developers 🧑‍💻

You can use BBGO's underlying common exchange API; currently, it supports 4+ major exchanges, so you don't have to repeat the implementation.

Features

• Exchange abstraction interface.
• Stream integration (user data web socket, market data web socket).
• Real-time orderBook integration through a web socket.
• TWAP order execution support. See TWAP Order Execution
• PnL calculation.
• Slack/Telegram notification.
• Back-testing: KLine-based back-testing engine. See Back-testing
• Built-in parameter optimization tool.
• Built-in Grid strategy and many other built-in strategies.
• Multi-exchange session support: you can connect to more than 2 exchanges with different accounts or subaccounts.
• Indicators with interface similar to pandas.Series(series)(usage):
  • Accumulation/Distribution Indicator
  • Arnaud Legoux Moving Average
  • Average True Range
  • Bollinger Bands
  • Commodity Channel Index
  • Cumulative Moving Average
  • Double Exponential Moving Average
  • Directional Movement Index
  • Brownian Motion's Drift Factor
  • Ease of Movement
  • Exponentially Weighted Moving Average
  • Hull Moving Average
  • Trend Line (Tool)
  • Moving Average Convergence Divergence Indicator
  • On-Balance Volume
  • Pivot
  • Running Moving Average
  • Relative Strength Index
  • Simple Moving Average
  • Ehler's Super Smoother Filter
  • Stochastic Oscillator
  • SuperTrend
  • Triple Exponential Moving Average
  • Tillson T3 Moving Average
  • Triangular Moving Average
  • Variable Index Dynamic Average
  • Volatility Indicator
  • Volume Weighted Average Price
  • Zero Lag Exponential Moving Average
  • And more...
• HeikinAshi OHLC / Normal OHLC (check this config)
• React-powered Web Dashboard.
• Docker image ready.
• Kubernetes support.
• Helm chart ready.
• High precision float point (up to 16 digits, run with -tags dnum).

Screenshots

Built-in Strategies

strategy	description	type	backtest support
grid	the first generation grid strategy, it provides more flexibility, but you need to prepare inventories	maker
grid2	the second generation grid strategy, it can convert your quote asset into a grid, supports base+quote mode	maker
bollgrid	strategy implements a basic grid strategy with the built-in bollinger indicator	maker
xmaker	cross exchange market making strategy, it hedges your inventory risk on the other side	maker	no
xnav	this strategy helps you record the current net asset value	tool	no
xalign	this strategy aligns your balance position automatically	tool	no
xfunding	a funding rate fee strategy	funding	no
autoborrow	this strategy uses margin to borrow assets, to help you keep a minimal balance	tool	no
pivotshort	this strategy finds the pivot low and enters the trade when the price breaks the previous low	long/short
schedule	this strategy buy/sell with a fixed quantity periodically, you can use this as a single DCA, or to refill the fee asset like BNB.	tool
irr	this strategy opens the position based on the predicated return rate	long/short
bollmaker	this strategy holds a long-term long/short position, places maker orders on both sides, and uses a bollinger band to control the position size	maker
wall	this strategy creates a wall (large amount of order) on the order book	maker	no
scmaker	this market making strategy is designed for stable coin markets, like USDC/USDT	maker
drift		long/short
rsicross	this strategy opens a long position when the fast rsi crosses over the slow rsi, this is a demo strategy for using the v2 indicator	long/short
marketcap	this strategy implements a strategy that rebalances the portfolio based on the market capitalization	rebalance	no
supertrend	this strategy uses DEMA and Supertrend indicator to open the long/short position	long/short
trendtrader	this strategy opens a long/short position based on the trendline breakout	long/short
elliottwave		long/short
ewoDgtrd		long/short
fixedmaker		maker
factoryzoo		long/short
fmaker		maker
linregmaker	a linear regression based market maker	maker
convert	convert strategy is a tool that helps you convert a specific asset to a target asset	tool	no

Supported Exchanges

• Binance Spot Exchange (and binance.us)
• OKEx Spot Exchange
• Kucoin Spot Exchange
• MAX Spot Exchange (located in Taiwan)
• Bitget Exchange
• Bybit Exchange

Documentation and General Topics

• Check the documentation index

Requirements

• Go SDK 1.20

• Linux / MacOS / Windows (WSL)

• 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://accounts.binance.com/en/register?ref=38192708
  • OKEx: https://www.okex.com/join/2412712?src=from:ios-share
  • Kucoin: https://www.kucoin.com/ucenter/signup?rcode=r3KX2D4

  This project is maintained and supported by a small group of people. If you would like to support this project, please Register on the exchanges using the provided links with the referral codes above.

Installation

Install from binary

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

# grid trading strategy for binance exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) binance

# grid trading strategy for max exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-grid.sh) max

# bollinger grid trading strategy for binance exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) binance

# bollinger grid trading strategy for max exchange
bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/setup-bollgrid.sh) max

If you already have configuration somewhere, a download-only script might be suitable for you:

bash <(curl -s https://raw.githubusercontent.com/c9s/bbgo/main/scripts/download.sh)

Or refer to the Release Page and download manually.

Since v2, we've added a new float point implementation from dnum to support decimals with higher precision. To download & setup, please refer to Dnum Installation

One-click Linode StackScript

StackScript allows you to one-click deploy a lightweight instance with bbgo.

• BBGO grid on Binance https://cloud.linode.com/stackscripts/950715
• BBGO grid USDT/TWD on MAX https://cloud.linode.com/stackscripts/793380
• BBGO grid USDC/TWD on MAX https://cloud.linode.com/stackscripts/797776
• BBGO grid LINK/TWD on MAX https://cloud.linode.com/stackscripts/797774
• BBGO grid USDC/USDT on MAX https://cloud.linode.com/stackscripts/797777
• BBGO grid on MAX https://cloud.linode.com/stackscripts/795788
• BBGO bollmaker on Binance https://cloud.linode.com/stackscripts/1002384

Build from source

See Build from source

Configuration

Add your dotenv file:

# for Binance Exchange, if you have one
BINANCE_API_KEY=
BINANCE_API_SECRET=

# if you want to use binance.us, change this to 1
BINANCE_US=0

# for MAX exchange, if you have one
MAX_API_KEY=
MAX_API_SECRET=

# for OKEx exchange, if you have one
OKEX_API_KEY=
OKEX_API_SECRET=
OKEX_API_PASSPHRASE

# for kucoin exchange, if you have one
KUCOIN_API_KEY=
KUCOIN_API_SECRET=
KUCOIN_API_PASSPHRASE=
KUCOIN_API_KEY_VERSION=2

# for Bybit exchange, if you have one
BYBIT_API_KEY=
BYBIT_API_SECRET=

Prepare your dotenv file .env.local and BBGO yaml config file bbgo.yaml.

To check the available environment variables, please see Environment Variables

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 another 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"

Advanced Configuration

Synchronize System Time With Binance

BBGO provides the script for UNIX systems/subsystems to synchronize date with Binance. jq and bc are required to be installed in previous. To install the dependencies in Ubuntu, try the following commands:

sudo apt install -y bc jq

And to synchronize the date, try:

sudo ./scripts/sync_time.sh

You could also add the script to crontab so that the system time could get synchronized with Binance regularly.

Testnet (Paper Trading)

Currently only supports Binance testnet. To run bbgo in testnet, apply new API keys from Binance Test Network, and set the following env before you start bbgo:

export PAPER_TRADE=1
export DISABLE_MARKET_CACHE=1 # the symbols supported in testnet is far less than the mainnet

Notification

• Setting up Telegram notification
• Setting up Slack notification

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.

You can only use one database driver MySQL or SQLite to store your trading data.

Notice: SQLite is not fully supported, we recommend you use MySQL instead of SQLite.

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

# For newer Ubuntu Linux
sudo apt 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 file:

DB_DRIVER=mysql
DB_DSN="user:password@tcp(127.0.0.1:3306)/bbgo"

Configure Sqlite3 Database

To use SQLite3 instead of MySQL, simply put these environment variables in your .env.local file:

DB_DRIVER=sqlite3
DB_DSN=bbgo.sqlite3

Synchronizing your own trading data

Once you have your database configured, you can sync your own trading data from the exchange.

See Configure Sync For Private Trading Data

Using Redis to keep persistence between BBGO sessions

To use Redis, first you need to install your Redis server:

# For Ubuntu/Debian Linux
sudo apt-get install -y redis

# For newer Ubuntu/Debian Linux
sudo apt install -y redis

Set the following environment variables in your bbgo.yaml:

persistence:
  redis:
    host: 127.0.0.1  # The IP address or the hostname to your Redis server, 127.0.0.1 if same as BBGO  
    port: 6379  # Port to Redis server, default 6379
    db: 0  # DB number to use. You can set to another DB to avoid conflict if other applications are using Redis too.

Built-in Strategies

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

• pricealert strategy demonstrates how to use the notification system pricealert. See document.
• 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. See document.
• supertrend strategy uses Supertrend indicator as trend, and DEMA indicator as noise filter supertrend. See document.
• support strategy uses K-lines with high volume as support support. See document.
• flashcrash strategy implements a strategy that catches the flashcrash flashcrash
• marketcap strategy implements a strategy that rebalances the portfolio based on the market capitalization marketcap. See document.
• pivotshort - shorting focused strategy.
• irr - return rate strategy.
• drift - drift strategy.
• grid2 - the second-generation grid strategy.

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

Back-testing

See Back-testing

Adding Strategy

See Developing Strategy

Write your own private strategy

Create your go package, 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

See also:

• https://github.com/narumiruna/bbgo-template
• https://github.com/narumiruna/bbgo-marketcap
• https://github.com/austin362667/shadow
• https://github.com/jnlin/bbgo-strategy-infinite-grid
• https://github.com/yubing744/trading-gpt

Command Usages

Submitting Orders to a specific exchange 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=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 finds the embedded field that is using bbgo component. for example:

type Strategy struct {
  Symbol string `json:"symbol"
  Market types.Market
}

Supported components (single exchange strategy only for now):

• *bbgo.ExchangeSession
• 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:

• 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 starts 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 order book (depth):

stream := max.NewStream(key, secret)
stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})

streambook := types.NewStreamBook(symbol)
streambook.BindStream(stream)

Deployment

• Helm Chart
• Baremetal machine or a VPS

Development

• Adding New Exchange
• Migration

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 the directory to $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.

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

FAQ

What's Position?

• Base Currency & Quote Currency https://www.ig.com/au/glossary-trading-terms/base-currency-definition
• How to calculate the average cost? https://www.janushenderson.com/en-us/investor/planning/calculate-average-cost/

Looking For A New Strategy?

You can write an article about BBGO on any topic, in 750-1500 words for exchange, and I can implement the strategy for you (depending on the complexity and effort). If you're interested in, DM me in telegram https://t.me/c123456789s or twitter https://twitter.com/c9s, and we can discuss.

Adding New Crypto Exchange support?

If you want BBGO to support a new crypto exchange that is not included in the current BBGO, we can implement it for you. The cost is 10 ETH. If you're interested in it, DM me in telegram https://t.me/c123456789s.

Community

• Telegram Group https://t.me/bbgo_intl
• Telegram Group (Taiwan) https://t.me/bbgocrypto
• Twitter https://twitter.com/bbgotrading

Contributing

See Contributing

Financial Contributors

BBGO Tokenomics

To support the development of BBGO, we have created a bounty pool to support contributors by giving away $BBG tokens. Check the details in $BBG Contract Page and our official website

Supporter

• GitBook

License

AGPL License