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https://github.com/c9s/bbgo

The modern cryptocurrency trading bot framework written in Go.
https://github.com/c9s/bbgo

binance bitcoin crypto cryptocurrency trading trading-bot

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The modern cryptocurrency trading bot framework written in Go.

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README 

        
* [English👈](./README.md)

* [中文](./README.zh_TW.md)



# BBGO



A modern crypto trading bot framework written in Go.



## Current Status



[![Go](https://github.com/c9s/bbgo/actions/workflows/go.yml/badge.svg?branch=main)](https://github.com/c9s/bbgo/actions/workflows/go.yml)

[![GoDoc](https://godoc.org/github.com/c9s/bbgo?status.svg)](https://pkg.go.dev/github.com/c9s/bbgo)

[![Go Report Card](https://goreportcard.com/badge/github.com/c9s/bbgo)](https://goreportcard.com/report/github.com/c9s/bbgo)

[![DockerHub](https://img.shields.io/docker/pulls/yoanlin/bbgo.svg)](https://hub.docker.com/r/yoanlin/bbgo)

[![Coverage Status](http://codecov.io/github/c9s/bbgo/coverage.svg?branch=main)](http://codecov.io/github/c9s/bbgo?branch=main)

open collective badge

open collective badge



## Community



[![Telegram Global](https://img.shields.io/badge/telegram-global-blue.svg)](https://t.me/bbgo_intl)

[![Telegram Taiwan](https://img.shields.io/badge/telegram-tw-blue.svg)](https://t.me/bbgocrypto)

[![Twitter](https://img.shields.io/twitter/follow/bbgotrading?label=Follow&style=social)](https://twitter.com/bbgotrading)



## 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](./doc/topics/twap.md)

- PnL calculation.

- Slack/Telegram notification.

- Back-testing: KLine-based back-testing engine. See [Back-testing](./doc/topics/back-testing.md)

- 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](https://github.com/c9s/bbgo/blob/main/doc/development/series.md))([usage](https://github.com/c9s/bbgo/blob/main/doc/development/indicator.md)):

    - [Accumulation/Distribution Indicator](./pkg/indicator/ad.go)

    - [Arnaud Legoux Moving Average](./pkg/indicator/alma.go)

    - [Average True Range](./pkg/indicator/atr.go)

    - [Bollinger Bands](./pkg/indicator/boll.go)

    - [Commodity Channel Index](./pkg/indicator/cci.go)

    - [Cumulative Moving Average](./pkg/indicator/cma.go)

    - [Double Exponential Moving Average](./pkg/indicator/dema.go)

    - [Directional Movement Index](./pkg/indicator/dmi.go)

    - [Brownian Motion's Drift Factor](./pkg/indicator/drift.go)

    - [Ease of Movement](./pkg/indicator/emv.go)

    - [Exponentially Weighted Moving Average](./pkg/indicator/ewma.go)

    - [Hull Moving Average](./pkg/indicator/hull.go)

    - [Trend Line (Tool)](./pkg/indicator/line.go)

    - [Moving Average Convergence Divergence Indicator](./pkg/indicator/macd.go)

    - [On-Balance Volume](./pkg/indicator/obv.go)

    - [Pivot](./pkg/indicator/pivot.go)

    - [Running Moving Average](./pkg/indicator/rma.go)

    - [Relative Strength Index](./pkg/indicator/rsi.go)

    - [Simple Moving Average](./pkg/indicator/sma.go)

    - [Ehler's Super Smoother Filter](./pkg/indicator/ssf.go)

    - [Stochastic Oscillator](./pkg/indicator/stoch.go)

    - [SuperTrend](./pkg/indicator/supertrend.go)

    - [Triple Exponential Moving Average](./pkg/indicator/tema.go)

    - [Tillson T3 Moving Average](./pkg/indicator/till.go)

    - [Triangular Moving Average](./pkg/indicator/tma.go)

    - [Variable Index Dynamic Average](./pkg/indicator/vidya.go)

    - [Volatility Indicator](./pkg/indicator/volatility.go)

    - [Volume Weighted Average Price](./pkg/indicator/vwap.go)

    - [Zero Lag Exponential Moving Average](./pkg/indicator/zlema.go)

    - And more...

- HeikinAshi OHLC / Normal OHLC (check [this config](https://github.com/c9s/bbgo/blob/main/config/skeleton.yaml#L5))

- 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



![bbgo dashboard](assets/screenshots/dashboard.jpeg)



![bbgo backtest report](assets/screenshots/backtest-report.jpg)



## 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](doc/README.md)



## 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: 

  - Binance: 

  - OKEx: 

  - Kucoin: 



  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:



```sh

# 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:



```sh

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

```



Or refer to the [Release Page](https://github.com/c9s/bbgo/releases) 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](doc/topics/dnum-binary.md)



### One-click Linode StackScript



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



- BBGO grid on Binance 

- BBGO grid USDT/TWD on MAX 

- BBGO grid USDC/TWD on MAX 

- BBGO grid LINK/TWD on MAX 

- BBGO grid USDC/USDT on MAX 

- BBGO grid on MAX 

- BBGO bollmaker on Binance 



### 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](./doc/configuration/envvars.md)



The minimal bbgo.yaml could be generated by:



```sh

curl -o bbgo.yaml https://raw.githubusercontent.com/c9s/bbgo/main/config/minimal.yaml

```



To run strategy:



```sh

bbgo run

```



To start bbgo with the frontend dashboard:



```sh

bbgo run --enable-webserver

```



If you want to switch to another dotenv file, you can add an `--dotenv` option or `--config`:



```sh

bbgo sync --dotenv .env.dev --config config/grid.yaml --session binance

```



To query transfer history:



```sh

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:



```bash

sudo apt install -y bc jq

```



And to synchronize the date, try:



```bash

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](https://testnet.binance.vision), and set the following env before you start bbgo:



```bash

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](./doc/configuration/telegram.md)

- [Setting up Slack notification](./doc/configuration/slack.md)



### 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:



```sh

# 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](https://hub.docker.com/_/mysql)



Create your mysql database:



```sh

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

```



Then put these environment variables in your `.env.local` file:



```sh

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:



```sh

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](./doc/configuration/sync.md)



## Using Redis to keep persistence between BBGO sessions



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



```sh

# 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`:



```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](pkg/strategy) for all built-in strategies:



- `pricealert` strategy demonstrates how to use the notification system [pricealert](pkg/strategy/pricealert). See

  [document](./doc/strategy/pricealert.md).

- `buyandhold` strategy demonstrates how to subscribe kline events and submit market

  order [buyandhold](pkg/strategy/pricedrop)

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

  indicator [bollgrid](pkg/strategy/bollgrid)

- `grid` strategy implements the fixed price band grid strategy [grid](pkg/strategy/grid). See

  [document](./doc/strategy/grid.md).

- `supertrend` strategy uses Supertrend indicator as trend, and DEMA indicator as noise

  filter [supertrend](pkg/strategy/supertrend). See

  [document](./doc/strategy/supertrend.md).

- `support` strategy uses K-lines with high volume as support [support](pkg/strategy/support). See

  [document](./doc/strategy/support.md).

- `flashcrash` strategy implements a strategy that catches the flashcrash [flashcrash](pkg/strategy/flashcrash)

- `marketcap` strategy implements a strategy that rebalances the portfolio based on the market

  capitalization [marketcap](pkg/strategy/marketcap). See [document](./doc/strategy/marketcap.md).

- `pivotshort` - shorting focused strategy.

- `irr` - return rate strategy.

- `drift` - drift strategy.

- `grid2` - the second-generation grid strategy.

- `rebalance` - rebalances your portfolio based on target weights. [rebalance](pkg/strategy/rebalance). See [document](./doc/strategy/rebalance.md).



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:



```sh

vim config/buyandhold.yaml



# 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:



```sh

vim strategy.go

```



You can grab the skeleton strategy from 



Now add your config:



```sh

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`



```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:



```sh

dotenv -f .env.local -- bbgo run --config config/bbgo.yaml

```



Or you can build your own wrapper binary via:



```shell

bbgo build --config config/bbgo.yaml

```



See also:



- 

- 

- 

- 

- 



## Command Usages



### Submitting Orders to a specific exchange session



```shell

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

```



### Listing Open Orders of a specific exchange session



```sh

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



```shell

# 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



```shell

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:



```go

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](examples)



Initialize MAX API:



```go

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):



```go

stream := max.NewStream(key, secret)

stream.Subscribe(types.BookChannel, symbol, types.SubscribeOptions{})



streambook := types.NewStreamBook(symbol)

streambook.BindStream(stream)

```



## Deployment



- [Helm Chart](./doc/deployment/helm-chart.md)

- Baremetal machine or a VPS



## Development



- [Adding New Exchange](./doc/development/adding-new-exchange.md)

- [Migration](./doc/development/migration.md)



### 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



```sh

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

```



for lorca



```sh

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

```



## FAQ



### What's Position?



- Base Currency & Quote Currency 

- How to calculate the 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  or

twitter , 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 .



## Community



- Telegram Group 

- Telegram Group (Taiwan) 

- Twitter 



## Contributing



See [Contributing](./CONTRIBUTING.md)



### Financial Contributors



[[Become a backer](https://opencollective.com/bbgo#backer)]






## 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](contracts/README.md) and our [official website](https://bbgo.finance)



## Supporter



- GitBook



## License



AGPL License