bbgo
A crypto trading bot framework written in Go. Including common crypto exchange API, standard indicators, back-testing and many built-in strategies
About bbgo
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# BBGO
A modern crypto trading bot framework written in Go.
## Current Status
[](https://github.com/c9s/bbgo/actions/workflows/go.yml)
[](https://pkg.go.dev/github.com/c9s/bbgo)
[](https://goreportcard.com/report/github.com/c9s/bbgo)
[](https://hub.docker.com/r/yoanlin/bbgo)
[](http://codecov.io/github/c9s/bbgo?branch=main)
[](https://deepwiki.com/c9s/bbgo)
<img alt="open collective badge" src="https://opencollective.com/bbgo/tiers/badge.svg">
<img alt="open collective badge" src="https://opencollective.com/bbgo/tiers/backer/badge.svg?label=backer&color=brightgreen" />
## Community
[](https://t.me/bbgo_intl)
[](https://t.me/bbgocrypto)
[](https://twitter.com/bbgotrading)
## What You Can Do With BBGO
### Trading Bot Users πββοΈ πββοΈ
You can use BBGO to run the built-in strategies.
### Strategy Developers π₯·
You can use BBGO's trading unit and back-test unit to implement your own strategies.
### Trading Unit Developers π§βπ»
You can use BBGO's underlying common exchange API; currently, it supports 8 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)
- [Fisher Transform](./pkg/indicator/fisher.go)
- [G-H Filter (Alpha-Beta Filter)](./pkg/indicator/ghfilter.go)
- [Geometric Moving Average](./pkg/indicator/gma.go)
- [Kalman Filter](./pkg/indicator/kalmanfilter.go)
- [Klinger Oscillator](./pkg/indicator/klingeroscillator.go)
- [Linear Regression](./pkg/indicator/linreg.go)
- [Parabolic SAR](./pkg/indicator/psar.go)
- [True Strength Index](./pkg/indicator/tsi.go)
- [UT Bot Alert](./pkg/indicator/utBotAlert.go)
- [Volume Weighted Moving Average](./pkg/indicator/vwma.go)
- [Weighted Drift](./pkg/indicator/wdrift.go)
- [Welles Wilder's Moving Average](./pkg/indicator/wwma.go)
- [Standard Deviation](./pkg/indicator/stddev.go)
- [ATR Percentage](./pkg/indicator/atrp.go)
- [Volume Profile](./pkg/indicator/volumeprofile.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
## 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 |
| xdepthmaker | cross exchange depth-based market making strategy | maker | no |
| xfixedmaker | cross exchange fixed-spread market making strategy | 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 |
| autobuy | automatically buys a specific asset periodically | 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 | |
| emacross | EMA crossover strategy | 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 | |
| factorzoo | | long/short | |
| fmaker | | maker | |
| linregmaker | a linear regression based market maker | maker | |
| liquiditymaker | provides liquidity on the order book | maker | |
| audacitymaker | an audacious market making strategy | maker | |
| convert | convert strategy is a tool that helps you convert a specific asset to a target asset | tool | no |
| dca | dollar-cost averaging strategy | tool | |
| dca2 | second generation dollar-cost averaging strategy | tool | |
| rebalance | rebalances your portfolio based on target weights | rebalance | no |
| deposit2transfer | automatically transfers deposits to another account | tool | no |
| sentinel | monitors exchange connectivity and health | tool | no |
| tri | triangular arbitrage strategy | arbitrage | no |
| random | places random orders for testing purposes | tool | no |
## Supported Exchanges
- Binance Spot Exchange (and binance.us)
- OKX Spot Exchange (previous OKEX)
- Kucoin Spot Exchange
- MAX Spot Exchange (located in Taiwan)
- Bitget Exchange
- Bybit Exchange
- Coinbase Exchange
- Bitfinex Exchange
## Documentation and General Topics
- Check the [documentation index](doc/README.md)
## Requirements
* Go SDK 1.25
* 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>
- Bybit: <https://www.bybit.com/>
- Bitget: <https://www.bitget.com/>
- Coinbase: <https://www.coinbase.com/>
- Bitfinex: <https://www.bitfinex.com/>
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 <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=
# for Bitget exchange, if you have one
BITGET_API_KEY=
BITGET_API_SECRET=
BITGET_API_PASSPHRASE=
# for Coinbase exchange, if you have one
COINBASE_API_KEY=
COINBASE_API_SECRET=
# for Bitfinex exchange, if you have one
BITFINEX_API_KEY=
BITFINEX_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"
```
<!--
To calculate pnl:
```sh
bbgo pnl --exchange binance --asset BTC --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"
```
Frequently Asked Questions
What is bbgo?
bbgo is a Financial library for the Go programming language. A crypto trading bot framework written in Go. Including common crypto exchange API, standard indicators, back-testing and many built-in strategies
How many GitHub stars does bbgo have?
bbgo has 1,671 GitHub stars in the directory's latest synchronization.
How do I install bbgo?
Install bbgo with the Go module system using `go get c9s/bbgo`. Check the repository for the current installation instructions.
What category does bbgo belong to?
bbgo is listed under Financial, specifically Financial.