https://github.com/f0cii/goalgo
A real-time quantitative trading platform in Golang.
https://github.com/f0cii/goalgo
golang quant robot trading-platform
Last synced: about 2 months ago
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A real-time quantitative trading platform in Golang.
- Host: GitHub
- URL: https://github.com/f0cii/goalgo
- Owner: f0cii
- License: mit
- Created: 2018-09-24T15:26:04.000Z (about 7 years ago)
- Default Branch: master
- Last Pushed: 2022-01-27T03:27:13.000Z (over 3 years ago)
- Last Synced: 2025-08-14T22:35:00.493Z (about 2 months ago)
- Topics: golang, quant, robot, trading-platform
- Language: Go
- Homepage:
- Size: 463 KB
- Stars: 119
- Watchers: 7
- Forks: 41
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
README
# goalgo
A real-time quantitative trading platform in Golang.
这是一个基于 Go 的量化系统，此项目不支持回测，新项目请移步:
[crex] https://github.com/coinrust/crex （同时支持BitMEX, Deribit, ByBit...）
目前支持基于以下两个库编写策略
GoEx https://github.com/nntaoli-project/GoEx
bitmex-api https://github.com/frankrap/bitmex-api
其中 bitmexwrap 提供了对 BitMEX 交易所的支持，内部集成了 Rest 和 WebSocket 接口
欢迎交流，欲使用此系统，请自行登录以下官网注册账号:
https://www.coinrust.com
如有问题，请联系加QQ群: 932289088
1.简单的基于 GoEx 策略脚本:
```go
package main
import (
"time"
"github.com/nntaoli-project/GoEx"
"github.com/frankrap/goalgo"
"github.com/frankrap/goalgo/algo"
"github.com/frankrap/goalgo/log"
)
// SimpleGoExStrategy 简单的GoEx策略
type SimpleGoExStrategy struct {
algo.GoExStrategy
}
// Init 策略初始化方法，必须实现
func (s *SimpleGoExStrategy) Init() error {
log.Info("Init")
return nil
}
// Run 策略主逻辑，必须实现
func (s *SimpleGoExStrategy) Run() error {
log.Info("Run")
for s.IsRunning() {
time.Sleep(5 * time.Second)
// 获取交易所 Ticker 数据
ticker, err := s.Exchange.GetTicker(goex.BTC_USDT)
if err != nil {
log.Errorf("%v", err)
continue
}
log.Infof("Ticker %#v", ticker)
}
return nil
}
func main() {
s := &SimpleGoExStrategy{}
goalgo.Serve(s)
}
```
2.简单的基于 bitmexwrap(BitMEX 期货市场)策略脚本:
```go
package main
import (
"time"
"github.com/frankrap/goalgo"
"github.com/frankrap/goalgo/algo"
"github.com/frankrap/goalgo/log"
)
// BitMEXDemoStrategy 示例策略(BitMEX)
type BitMEXDemoStrategy struct {
algo.BitMEXStrategy
}
// Init 策略初始化方法，必须实现
func (s *BitMEXDemoStrategy) Init() error {
log.Info("Init")
balance, err := s.Exchange.Balance()
if err != nil {
log.Errorf("Balance error: %v", err)
return err
}
log.Infof("balance: %v", balance)
return nil
}
// Run 策略主逻辑，必须实现
func (s *BitMEXDemoStrategy) Run() error {
log.Info("Run")
for s.IsRunning() {
time.Sleep(3 * time.Second)
ticker, err := s.Exchange.Ticker()
if err != nil {
log.Errorf("%v", err)
continue
}
log.Infof("ticker: %v", ticker)
}
return nil
}
func main() {
s := &BitMEXDemoStrategy{}
goalgo.Serve(s)
}
```
### Thanks
> This project uses the following external projects or products
1. [RabbitMQ] https://www.rabbitmq.com/
2. [PostgreSQL] https://www.postgresql.org/
3. [ClickHouse] https://clickhouse.yandex/
4. [Docker] https://www.docker.com/
5. [GoEx] https://github.com/nntaoli-project/GoEx
6. [coinex] https://github.com/SuperGod/coinex
7. [porthos-go] https://github.com/porthos-rpc/porthos-go
8. [go-plugin] https://github.com/hashicorp/go-plugin
9. [gin] https://github.com/gin-gonic/gin
10. [vuejs] https://vuejs.org/
11. ...
### 捐赠
> BTC:17XauetDWtwAZKHRyEw3DpYcRqzhKZzPHq
> ETH:0x5e065711852fda9b75c4e490b1e35eea89b9aaa5
> XRP:rshdB4kyxXkuPCtCgZw8DrcuSo7jEWfqck