BBGO

A modern crypto trading bot framework written in Go.

Current Status

Community

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 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
PnL calculation.
Slack/Telegram notification.
Back-testing: KLine-based back-testing engine. See Back-testing
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)(usage):
HeikinAshi OHLC / Normal OHLC (check this config)
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

bbgo backtest report

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 positi

Bbgo

Install / Use

README