+
+
+## Community
+
+[](https://t.me/bbgo_intl)
+[](https://t.me/bbgocrypto)
+[](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 websocket)
+- Exchange abstraction interface.
+- Stream integration (user data websocket, market data websocket).
+- Real-time orderBook integration through websocket.
+- TWAP order execution support. See [TWAP Order Execution](./doc/topics/twap.md)
- PnL calculation.
-- Slack notification
-- KLine-based Backtest
-- Built-in strategies
+- 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
+
+
+
+
## Supported Exchanges
-- MAX Exchange (located in Taiwan)
-- Binance Exchange
+- Binance Spot Exchange (and binance.us)
+- FTX Spot Exchange
+- OKEx Spot Exchange
+- Kucoin Spot Exchange
+- MAX Spot Exchange (located in Taiwan)
+
+## Documentation and General Topics
+
+- Check the [documentation index](doc/README.md)
+
+## 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)
## Requirements
-Get your exchange API key and secret after you register the accounts:
+Get your exchange API key and secret after you register the accounts (you can choose one or more exchanges):
-- For MAX:
+
+ {stat.title}
+ {stat.dir ?
+ ({color: stat.dir == "up" ? theme.colors.teal[6] : theme.colors.red[6]})}
+ size={16}
+ radius="xs"
+ >
+
+
+ : null}
+
+
+ {stat.value}
+
+
+
+
+ {stat.diff ?
+ | Currency | +Balance | +
|---|
+
;
+ }
+
+ const strategyName = props.runID.split("_")[1]
+ const runID = props.runID.split("_").pop()
+ const totalProfit = Math.round(reportSummary.symbolReports.map((report) => report.pnl.profit).reduce((prev, cur) => prev + cur) * 100) / 100
+ const totalUnrealizedProfit = Math.round(reportSummary.symbolReports.map((report) => report.pnl.unrealizedProfit).reduce((prev, cur) => prev + cur) * 100) / 100
+ const totalTrades = reportSummary.symbolReports.map((report) => report.pnl.numTrades).reduce((prev, cur) => prev + cur) || 0
+
+ const totalBuyVolume = reportSummary.symbolReports.map((report) => report.pnl.buyVolume).reduce((prev, cur) => prev + cur) || 0
+ const totalSellVolume = reportSummary.symbolReports.map((report) => report.pnl.sellVolume).reduce((prev, cur) => prev + cur) || 0
+
+ const volumeUnit = reportSummary.symbolReports.length == 1 ? reportSummary.symbolReports[0].market.baseCurrency : '';
+
+ return Loading {props.runID}
+
+
+ = 0 ? "up" : "down"},
+ {
+ title: "Unr. Profit",
+ value: totalUnrealizedProfit.toString() + "$",
+ dir: totalUnrealizedProfit > 0 ? "up" : "down"
+ },
+ {title: "Trades", value: totalTrades.toString()},
+ {title: "Buy Vol", value: totalBuyVolume.toString() + ` ${volumeUnit}`},
+ {title: "Sell Vol", value: totalSellVolume.toString() + ` ${volumeUnit}`},
+ ]}/>
+
+
+
+ Initial Total Balances
+
+
+
+ Final Total Balances
+
+
+
+
+ {
+ /*
+
+
+
+
+ {skeleton}
+
+ */
+ }
+
+
;
+};
+
+export default ReportDetails;
diff --git a/apps/backtest-report/components/ReportNavigator.tsx b/apps/backtest-report/components/ReportNavigator.tsx
new file mode 100644
index 0000000000..55e16d3bcd
--- /dev/null
+++ b/apps/backtest-report/components/ReportNavigator.tsx
@@ -0,0 +1,79 @@
+import React, {useEffect, useState} from 'react';
+import {List, ThemeIcon} from '@mantine/core';
+import {CircleCheck} from 'tabler-icons-react';
+
+import {ReportEntry, ReportIndex} from '../types';
+
+function fetchIndex(basePath: string, setter: (data: any) => void) {
+ return fetch(
+ `${basePath}/index.json`,
+ )
+ .then((res) => res.json())
+ .then((data) => {
+ console.log("reportIndex", data);
+ data.runs.reverse() // last reports render first
+ setter(data);
+ })
+ .catch((e) => {
+ console.error("failed to fetch index", e)
+ });
+}
+
+interface ReportNavigatorProps {
+ onSelect: (reportEntry: ReportEntry) => void;
+}
+
+const ReportNavigator = (props: ReportNavigatorProps) => {
+ const [isLoading, setLoading] = useState(false)
+ const [reportIndex, setReportIndex] = useState
+ Strategy: {strategyName}
+ {reportSummary.sessions.map((session) => Exchange: {session} )}
+ {reportSummary.symbols.map((symbol) => Symbol: {symbol} )}
+
+ {reportSummary.startTime.toString()} — {reportSummary.endTime.toString()} ~ {
+ moment.duration((new Date(reportSummary.endTime)).getTime() - (new Date(reportSummary.startTime)).getTime()).humanize()
+ }
+ Run ID: {runID}
+
+
+ {
+ reportSummary.symbols.map((symbol: string, i: number) => {
+ return
+ })
+ }
+
+
+ Loading...
;
+ }
+
+ if (reportIndex.runs.length == 0) {
+ return No back-test report data
+ }
+
+ return
+
;
+
+
+};
+
+export default ReportNavigator;
diff --git a/apps/backtest-report/components/TradingViewChart.tsx b/apps/backtest-report/components/TradingViewChart.tsx
new file mode 100644
index 0000000000..f6143230f0
--- /dev/null
+++ b/apps/backtest-report/components/TradingViewChart.tsx
@@ -0,0 +1,503 @@
+import React, {useEffect, useRef, useState} from 'react';
+import {tsvParse} from "d3-dsv";
+import {Button} from '@mantine/core';
+
+// https://github.com/tradingview/lightweight-charts/issues/543
+// const createChart = dynamic(() => import('lightweight-charts'));
+import {createChart, CrosshairMode} from 'lightweight-charts';
+import {ReportSummary} from "../types";
+import moment from "moment";
+
+const parseKline = () => {
+ return (d : any) => {
+ d.startTime = new Date(Number(d.startTime) * 1000);
+ d.endTime = new Date(Number(d.endTime) * 1000);
+ d.time = d.startTime.getTime() / 1000;
+
+ for (const key in d) {
+ // convert number fields
+ if (Object.prototype.hasOwnProperty.call(d, key)) {
+ switch (key) {
+ case "open":
+ case "high":
+ case "low":
+ case "close":
+ case "volume":
+ d[key] = +d[key];
+ break
+ }
+ }
+ }
+
+ return d;
+ };
+};
+
+
+const parseOrder = () => {
+ return (d: any) => {
+ for (const key in d) {
+ // convert number fields
+ if (Object.prototype.hasOwnProperty.call(d, key)) {
+ switch (key) {
+ case "order_id":
+ case "price":
+ case "quantity":
+ d[key] = +d[key];
+ break;
+ case "update_time":
+ case "creation_time":
+ case "time":
+ d[key] = new Date(d[key]);
+ break;
+ }
+ }
+ }
+ return d;
+ };
+}
+
+const parsePosition = () => {
+ return (d: any) => {
+ for (const key in d) {
+ // convert number fields
+ if (Object.prototype.hasOwnProperty.call(d, key)) {
+ switch (key) {
+ case "accumulated_profit":
+ case "average_cost":
+ case "quote":
+ case "base":
+ d[key] = +d[key];
+ break
+ case "time":
+ d[key] = new Date(d[key]);
+ break
+ }
+ }
+ }
+ return d;
+ };
+}
+
+const fetchPositionHistory = (basePath: string, runID: string, filename: string) => {
+ return fetch(
+ `${basePath}/${runID}/${filename}`,
+ )
+ .then((response) => response.text())
+ .then((data) => tsvParse(data, parsePosition()) as Array-
+
+ {entry.id}
+
+
+
+ {intervals.map((interval) => {
+ return
+ })}
+
+
+ );
+};
+
+export default TradingViewChart;
diff --git a/apps/backtest-report/next-env.d.ts b/apps/backtest-report/next-env.d.ts
new file mode 100644
index 0000000000..4f11a03dc6
--- /dev/null
+++ b/apps/backtest-report/next-env.d.ts
@@ -0,0 +1,5 @@
+///
+
+
+
+ BBGO Back-Test Report
+
+
+
+
+
+
+ {
+ setCurrentReport(reportEntry)
+ }}/>
+
+ }
+ header={
+
+ BBGO Back-Test Report
+
+ }
+ styles={(theme) => ({
+ main: {backgroundColor: theme.colorScheme === 'dark' ? theme.colors.dark[8] : theme.colors.gray[0]},
+ })}
+ >
+ {
+ currentReport ? : null
+ }
+
+
+
+ )
+}
+
+export default Home
diff --git a/apps/backtest-report/public/favicon.ico b/apps/backtest-report/public/favicon.ico
new file mode 100644
index 0000000000..718d6fea48
Binary files /dev/null and b/apps/backtest-report/public/favicon.ico differ
diff --git a/apps/backtest-report/public/vercel.svg b/apps/backtest-report/public/vercel.svg
new file mode 100644
index 0000000000..fbf0e25a65
--- /dev/null
+++ b/apps/backtest-report/public/vercel.svg
@@ -0,0 +1,4 @@
+
\ No newline at end of file
diff --git a/apps/backtest-report/src/Chart.js b/apps/backtest-report/src/Chart.js
new file mode 100644
index 0000000000..628261cebd
--- /dev/null
+++ b/apps/backtest-report/src/Chart.js
@@ -0,0 +1,131 @@
+
+import { format } from "d3-format";
+import { timeFormat } from "d3-time-format";
+
+import { ChartCanvas, Chart } from "react-stockcharts";
+import {
+ CandlestickSeries,
+ LineSeries,
+} from "react-stockcharts/lib/series";
+import { XAxis, YAxis } from "react-stockcharts/lib/axes";
+import {
+ CrossHairCursor,
+ EdgeIndicator,
+ CurrentCoordinate,
+ MouseCoordinateX,
+ MouseCoordinateY,
+} from "react-stockcharts/lib/coordinates";
+
+import { LabelAnnotation, Label, Annotate } from "react-stockcharts/lib/annotation";
+import { discontinuousTimeScaleProvider } from "react-stockcharts/lib/scale";
+import { OHLCTooltip, MovingAverageTooltip } from "react-stockcharts/lib/tooltip";
+import { ema } from "react-stockcharts/lib/indicator";
+// import { fitWidth } from "react-stockcharts/lib/helper";
+import { last } from "react-stockcharts/lib/utils";
+
+let CandleStickChartWithAnnotation = function(props) {
+ const annotationProps = {
+ fontFamily: "Glyphicons Halflings",
+ fontSize: 20,
+ fill: "#060F8F",
+ opacity: 0.8,
+ text: "\ue182",
+ y: ({ yScale }) => yScale.range()[0],
+ onClick: console.log.bind(console),
+ tooltip: d => timeFormat("%B")(d.date),
+ // onMouseOver: console.log.bind(console),
+ };
+
+ const margin = { left: 80, right: 80, top: 30, bottom: 50 };
+ const height = 400;
+ const { type, data: initialData, width, ratio } = props;
+
+ const [yAxisLabelX, yAxisLabelY] = [
+ width - margin.left - 40,
+ (height - margin.top - margin.bottom) / 2
+ ];
+
+ const xScaleProvider = discontinuousTimeScaleProvider
+ .inputDateAccessor(d => d.date);
+ const {
+ data,
+ xScale,
+ xAccessor,
+ displayXAccessor,
+ } = xScaleProvider(initialData);
+
+ const start = xAccessor(last(data));
+ const end = xAccessor(data[Math.max(0, data.length - 150)]);
+ const xExtents = [start, end];
+
+ return (
+ binance or max.+ If you're using multiple exchange sessions, you might need to custom + the session name.
+ This is for advanced users. +
+
+
+
+
+
+
+
+ {testResponse ? (
+ testResponse.error ? (
+ +
+ root:password@tcp(127.0.0.1:3306)/bbgo
+
+ + Be sure to create your database before using it. You need to + execute the following statement to create a database: +
+
+ CREATE DATABASE bbgo CHARSET utf8;
+
+ + For professionals, you can pick MySQL driver, BBGO works best + with MySQL, especially for larger data scale. +
+
+
+
+
+
+ {testResponse ? (
+ testResponse.error ? (
+
+
+
+
+
+
+ {response ? (
+ response.error ? (
+
+
+
+ )}
+
+ );
+}
diff --git a/frontend/components/Detail.tsx b/frontend/components/Detail.tsx
new file mode 100644
index 0000000000..79f4ed739a
--- /dev/null
+++ b/frontend/components/Detail.tsx
@@ -0,0 +1,56 @@
+import { styled } from '@mui/styles';
+import type { GridStrategy } from '../api/bbgo';
+
+import RunningTime from './RunningTime';
+import Summary from './Summary';
+import Stats from './Stats';
+
+const StrategyContainer = styled('section')(() => ({
+ display: 'flex',
+ flexDirection: 'column',
+ justifyContent: 'space-around',
+ width: '350px',
+ border: '1px solid rgb(248, 149, 35)',
+ borderRadius: '10px',
+ padding: '10px',
+}));
+
+const Strategy = styled('div')(() => ({
+ fontSize: '20px',
+}));
+
+export const Description = styled('div')(() => ({
+ color: 'rgb(140, 140, 140)',
+ '& .duration': {
+ marginLeft: '3px',
+ },
+}));
+
+export default function Detail({ data }: { data: GridStrategy }) {
+ const { strategy, stats, startTime } = data;
+ const totalProfitsPercentage = (stats.totalProfits / stats.investment) * 100;
+ const gridProfitsPercentage = (stats.gridProfits / stats.investment) * 100;
+ const gridAprPercentage = (stats.gridProfits / 5) * 365;
+
+ const now = Date.now();
+ const durationMilliseconds = now - startTime;
+ const seconds = durationMilliseconds / 1000;
+
+ return (
+ {data[strategy].symbol}
+ - {items}
+
+
+
+
+ - {items}
+
+
+
+
+ bbgo.yaml, and save the exchange session credentials to the
+ dotenv file .env.local.
+
+
+
+
+
+
+ {response ? (
+ response.error ? (
+ -
+
+
-
+
+
+ Grid Profits
+ {stats.gridProfits}
+ {gridProfitsPercentage}%
+
+
+
+ Floating PNL
+ {stats.floatingPNL}
+
+
+
+ Grid APR
+ {gridAprPercentage}%
+
+
+
+ Current Price
+
+
+ {stats.currentPrice}
+
+ Price Range
+
+
+ {stats.lowestPrice}~{stats.highestPrice}
+
+ {stats.investment}
+ - {items}
+
+
+
+ BBGO
+
+
+
+
+
+
+
+ {children}
+
+
+
+ );
+}
diff --git a/frontend/layouts/PlainLayout.js b/frontend/layouts/PlainLayout.js
new file mode 100644
index 0000000000..8bbca9d773
--- /dev/null
+++ b/frontend/layouts/PlainLayout.js
@@ -0,0 +1,43 @@
+import React from 'react';
+
+import { makeStyles } from '@mui/styles';
+import AppBar from '@mui/material/AppBar';
+import Toolbar from '@mui/material/Toolbar';
+import Typography from '@mui/material/Typography';
+import Container from '@mui/material/Container';
+
+const useStyles = makeStyles((theme) => ({
+ root: {
+ // flexGrow: 1,
+ display: 'flex',
+ },
+ content: {
+ flexGrow: 1,
+ height: '100vh',
+ overflow: 'auto',
+ },
+ appBar: {
+ zIndex: theme.zIndex.drawer + 1,
+ },
+ appBarSpacer: theme.mixins.toolbar,
+}));
+
+export default function PlainLayout(props) {
+ const classes = useStyles();
+ return (
+
+
+
+
+ {props && props.title ? props.title : 'BBGO Setup Wizard'}
+
+
+
+
+
+
+ {props.children}
+
+
+ );
+}
diff --git a/frontend/next-env.d.ts b/frontend/next-env.d.ts
new file mode 100644
index 0000000000..4f11a03dc6
--- /dev/null
+++ b/frontend/next-env.d.ts
@@ -0,0 +1,5 @@
+///
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+
+