XUtils

bbgo

A crypto trading bot framework written in Go. Including common crypto exchange API, standard indicators, back-testing and many built-in strategies.

Golang
https://github.com/c9s/bbgo

BBGO

A modern crypto trading bot framework written in Go.

Current Status

Go GoDoc Go Report Card DockerHub Coverage Status open collective badge open collective badge

Community

Telegram Global Telegram Taiwan Twitter

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.

Screenshots

bbgo dashboard

bbgo backtest report

Documentation and General Topics

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

### 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](./doc/build-from-source.md)

## Configuration

Add your dotenv file:

```sh
# 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.

Notification

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.

run bbgo with the config

bbgo run –config config/buyandhold.yaml


## Back-testing

See [Back-testing](./doc/topics/back-testing.md)

## Adding Strategy

See [Developing Strategy](./doc/topics/developing-strategy.md)

## Write your own private strategy

Create your go package, initialize the repository with `go mod`, and add bbgo as a dependency:

```sh
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:

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

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

Development

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?

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.

Community

Financial Contributors

[Become a backer]

Articles

  • coming soon...