ninjabot

README

A fast cryptocurrency trading bot framework implemented in Go. Ninjabot permits users to create and test custom strategies for spot markets.

⚠ Caution: Working in progress - It's not production ready 🚧

Installation

go get -u github.com/enorith/ninjabot/...

Examples of Usage

Check examples directory:

• Paper Wallet (Live Simulation)
• Backtesting
• Real Account (Binance)

CLI

To download historical data you can download ninjabot CLI from release page

• Download 30 days: ninjabot download --pair BTCUSDT --timeframe 1d --days 30 --output ./btc.csv

Backtesting Example

• Backtesting a custom strategy from examples directory:

go run examples/backtesting/main.go

Output:

[SETUP] Using paper wallet                   
[SETUP] Initial Portfolio = 10000.000000 USDT 
+---------+--------+-----+------+--------+--------+------------+
|  PAIR   | TRADES | WIN | LOSS | % WIN  | PAYOFF |   PROFIT   |
+---------+--------+-----+------+--------+--------+------------+
| ETHUSDT |     19 |   9 |   10 | 47.4 % |  6.975 |  6334.1268 |
| BTCUSDT |     17 |   6 |   11 | 35.3 % |  7.734 |  4803.0181 |
+---------+--------+-----+------+--------+--------+------------+
|   TOTAL |     36 |  15 |   21 | 41.7 % |  7.333 | 11137.1449 |
+---------+--------+-----+------+--------+--------+------------+
--------------
WALLET SUMMARY
--------------
0.000000 ETH
0.000000 BTC
21137.144920 USDT
--------------
START PORTFOLIO =  10000 USDT
FINAL PORTFOLIO =  21137.14492013396 USDT
GROSS PROFIT    =  11137.144920 USDT (111.37%)
MARKET CHANGE   =  396.71%

--------------
Chart available at http://localhost:8080

Plot result:

Roadmap:

• Live Trading

  • Custom Strategy
  • Order Limit, Market, OCO
  • Stop Orders

• Backtesting

  • Paper Wallet (Live Trading with fake wallet)
  • Load Feed from CSV
  • Market Orders
  • Limit Orders
  • OCO Orders
  • Stop Orders

• Bot Utilities

  • CLI to download historical data
  • Plot (Candles + Sell / Buy orders)
  • Telegram Notifier
  • Plot Indicators

Exchanges:

Currently, we only support Binance exchange. If you want to include support for other exchanges, you need to implement a new struct that implements the interface Exchange. You can check some examples in exchange directory.

Documentation

Index

• type CandleSubscriber
• type NinjaBot
  • func NewBot(ctx context.Context, settings model.Settings, exch exchange.Exchange, ...) (*NinjaBot, error)
  • func (n *NinjaBot) OrderController() *order.Controller
  • func (n *NinjaBot) Run(ctx context.Context) error
  • func (n *NinjaBot) SubscribeCandle(subscriptions ...CandleSubscriber)
  • func (n *NinjaBot) SubscribeOrder(subscriptions ...OrderSubscriber)
  • func (n *NinjaBot) Summary()
• type Option
  • func WithCandleSubscription(subscriber CandleSubscriber) Option
  • func WithLogLevel(level log.Level) Option
  • func WithNotifier(notifier notification.Notifier) Option
  • func WithOrderSubscription(subscriber OrderSubscriber) Option
  • func WithStorage(storage *ent.Client) Option
  • func WithStrategyController(register StrategyControllerRegister) Option
• type OrderSubscriber
• type StrategyController
• type StrategyControllerRegister

Types

type CandleSubscriber

type CandleSubscriber interface {
	OnCandle(model.Candle)
}

type NinjaBot

type NinjaBot struct {
	// contains filtered or unexported fields
}

func NewBot

func NewBot(ctx context.Context, settings model.Settings, exch exchange.Exchange, str strategy.Strategy,
	options ...Option) (*NinjaBot, error)

func (*NinjaBot) OrderController

func (n *NinjaBot) OrderController() *order.Controller

func (*NinjaBot) Run

func (n *NinjaBot) Run(ctx context.Context) error

func (*NinjaBot) SubscribeCandle

func (n *NinjaBot) SubscribeCandle(subscriptions ...CandleSubscriber)

func (*NinjaBot) SubscribeOrder

func (n *NinjaBot) SubscribeOrder(subscriptions ...OrderSubscriber)

func (*NinjaBot) Summary

func (n *NinjaBot) Summary()

type Option

type Option func(*NinjaBot)

func WithCandleSubscription

func WithCandleSubscription(subscriber CandleSubscriber) Option

func WithLogLevel

func WithLogLevel(level log.Level) Option

func WithNotifier

func WithNotifier(notifier notification.Notifier) Option

func WithOrderSubscription

func WithOrderSubscription(subscriber OrderSubscriber) Option

func WithStorage

func WithStorage(storage *ent.Client) Option

func WithStrategyController

func WithStrategyController(register StrategyControllerRegister) Option

type OrderSubscriber

type OrderSubscriber interface {
	OnOrder(model.Order)
}

type StrategyController

type StrategyController interface {
	CandleSubscriber
	Start()
}

type StrategyControllerRegister

type StrategyControllerRegister func(pair string, settings model.Settings, strategy strategy.Strategy, broker exchange.Broker) StrategyController