ninjabot

README

A fast cryptocurrency trading bot framework implemented in Go. Ninjabot permits users to create and test custom strategies for spot markets.

Documentation: https://rodrigo-brito.github.io/ninjabot/

⚠ Caution: Working in progress - It's not production ready 🚧

Installation

go get -u github.com/rodrigo-brito/ninjabot/...

Examples of Usage

Check examples directory:

• Paper Wallet (Live Simulation)
• Backtesting (Simulation with historical data)
• Real Account (Binance)

CLI

To download historical data you can download ninjabot CLI from:

• Pre-build binaries in release page
• Or with go install github.com/rodrigo-brito/ninjabot/cmd/ninjabot@latest

Example of usage

# Download candles of BTCUSDT to btc.csv file (Last 30 days, timeframe 1D)
ninjabot download --pair BTCUSDT --timeframe 1d --days 30 --output ./btc.csv

Backtesting Example

• Backtesting a custom strategy from examples directory:

go run examples/backtesting/main.go

Output:

INFO[2021-09-29 00:00] [SETUP] Using paper wallet                   
INFO[2021-09-29 00:00] [SETUP] Initial Portfolio = 10000.000000 USDT 
finished
+---------+--------+-----+------+--------+--------+----------+-----------+
|  PAIR   | TRADES | WIN | LOSS | % WIN  | PAYOFF |  PROFIT  |  VOLUME   |
+---------+--------+-----+------+--------+--------+----------+-----------+
| BTCUSDT |     17 |   6 |   11 | 35.3 % |  7.038 |  7424.37 | 250246.73 |
| ETHUSDT |     17 |   9 |    8 | 52.9 % |  7.400 |  9270.30 | 168350.93 |
+---------+--------+-----+------+--------+--------+----------+-----------+
|   TOTAL |     34 |  15 |   19 | 44.1 % |  7.219 | 16694.67 | 418597.66 |
+---------+--------+-----+------+--------+--------+----------+-----------+

--------------
WALLET SUMMARY
--------------
0.000000 ETH
0.000000 BTC

TRADING VOLUME
ETHUSDT        = 185030.63 USDT
BTCUSDT        = 255182.59 USDT

26694.674186 USDT
--------------
START PORTFOLIO =  10000 USDT
FINAL PORTFOLIO =  26694.674186473057 USDT
GROSS PROFIT    =  16694.674186 USDT (166.95%)
MARKET CHANGE   =  420.18%
VOLUME          =  440213.22 USDT
COSTS (0.001*V) =  440.21 USDT (ESTIMATION) 
--------------
Chart available at http://localhost:8080

Plot result:

Features:

• Live Trading

  • Custom Strategy
  • Order Limit, Market, OCO

• Backtesting

  • Paper Wallet (Live Trading with fake wallet)
  • Load Feed from CSV
  • Order Limit, Market, OCO

• Bot Utilities

  • CLI to download historical data
  • Plot (Candles + Sell / Buy orders, Indicators)
  • Telegram Controller (Status, Buy, Sell)

Roadmap

• Include trailing stop tool
• Stop Orders in backtesting

Exchanges:

Currently, we only support Binance exchange. If you want to include support for other exchanges, you need to implement a new struct that implements the interface Exchange. You can check some examples in exchange directory.

Documentation

Index

• Variables
• type CandleSubscriber
• type Dataframe
• type NinjaBot
  • func NewBot(ctx context.Context, settings model.Settings, exch service.Exchange, ...) (*NinjaBot, error)
  • func (n *NinjaBot) Controller() *order.Controller
  • func (n *NinjaBot) Run(ctx context.Context) error
  • func (n *NinjaBot) SubscribeCandle(subscriptions ...CandleSubscriber)
  • func (n *NinjaBot) SubscribeOrder(subscriptions ...OrderSubscriber)
  • func (n *NinjaBot) Summary() string
• type Option
  • func WithBacktest(wallet *exchange.PaperWallet) Option
  • func WithCandleSubscription(subscriber CandleSubscriber) Option
  • func WithLogLevel(level log.Level) Option
  • func WithNotifier(notifier service.Notifier) Option
  • func WithOrderSubscription(subscriber OrderSubscriber) Option
  • func WithPaperWallet(wallet *exchange.PaperWallet) Option
  • func WithStorage(storage storage.Storage) Option
• type OrderStatusType
• type OrderSubscriber
• type OrderType
• type Series
• type Settings
• type SideType
• type TelegramSettings

Variables

var (
	SideTypeBuy                    = model.SideTypeBuy
	SideTypeSell                   = model.SideTypeSell
	OrderTypeLimit                 = model.OrderTypeLimit
	OrderTypeMarket                = model.OrderTypeMarket
	OrderTypeLimitMaker            = model.OrderTypeLimitMaker
	OrderTypeStopLoss              = model.OrderTypeStopLoss
	OrderTypeStopLossLimit         = model.OrderTypeStopLossLimit
	OrderTypeTakeProfit            = model.OrderTypeTakeProfit
	OrderTypeTakeProfitLimit       = model.OrderTypeTakeProfitLimit
	OrderStatusTypeNew             = model.OrderStatusTypeNew
	OrderStatusTypePartiallyFilled = model.OrderStatusTypePartiallyFilled
	OrderStatusTypeFilled          = model.OrderStatusTypeFilled
	OrderStatusTypeCanceled        = model.OrderStatusTypeCanceled
	OrderStatusTypePendingCancel   = model.OrderStatusTypePendingCancel
	OrderStatusTypeRejected        = model.OrderStatusTypeRejected
	OrderStatusTypeExpired         = model.OrderStatusTypeExpired
)

Types

type CandleSubscriber

type CandleSubscriber interface {
	OnCandle(model.Candle)
}

type Dataframe

type Dataframe = model.Dataframe

type NinjaBot

type NinjaBot struct {
	// contains filtered or unexported fields
}

func NewBot

func NewBot(ctx context.Context, settings model.Settings, exch service.Exchange, str strategy.Strategy,
	options ...Option) (*NinjaBot, error)

func (*NinjaBot) Controller

func (n *NinjaBot) Controller() *order.Controller

func (*NinjaBot) Run

func (n *NinjaBot) Run(ctx context.Context) error

func (*NinjaBot) SubscribeCandle

func (n *NinjaBot) SubscribeCandle(subscriptions ...CandleSubscriber)

func (*NinjaBot) SubscribeOrder

func (n *NinjaBot) SubscribeOrder(subscriptions ...OrderSubscriber)

func (*NinjaBot) Summary

func (n *NinjaBot) Summary() string

type Option

type Option func(*NinjaBot)

func WithBacktest

func WithBacktest(wallet *exchange.PaperWallet) Option

func WithCandleSubscription

func WithCandleSubscription(subscriber CandleSubscriber) Option

func WithLogLevel

func WithLogLevel(level log.Level) Option

func WithNotifier

func WithNotifier(notifier service.Notifier) Option

func WithOrderSubscription

func WithOrderSubscription(subscriber OrderSubscriber) Option

func WithPaperWallet

func WithPaperWallet(wallet *exchange.PaperWallet) Option

func WithStorage

func WithStorage(storage storage.Storage) Option

type OrderStatusType

type OrderStatusType = model.OrderStatusType

type OrderSubscriber

type OrderSubscriber interface {
	OnOrder(model.Order)
}

type OrderType

type OrderType = model.OrderType

type Series

type Series = model.Series

type Settings

type Settings = model.Settings

type SideType

type SideType = model.SideType

type TelegramSettings

type TelegramSettings = model.TelegramSettings