A fast cryptocurrency trading bot implemented in Go

Last update: Jan 1, 2023

Overview

A fast cryptocurrency 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/rodrigo-brito/ninjabot

Examples of Usage

Check example 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 from example directory:

go run example/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:

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.

Comments

Improve `/balance` command performance

When we request the balance summary, ninjabot will request the position for each trading pair and report a summary. But in this case, we request the same function multiple times: binance.Account()

https://github.com/rodrigo-brito/ninjabot/blob/1a3585bedbaf66ba35e9377635877aa688e5a1e0/exchange/binance.go#L444-L455

A good approach to improve the performance are: Request binance.Account() once and calculate the summary for all pairs in the same time.
kind/improvement help wanted env/telegram

opened by rodrigo-brito 8
Fee Validation on Market orders

Trying to understand why taker/maker commission is added to validation for amounts when doing a market sell or buy on Binance

Lets say I have 10 ETH as balance, if I try to sell 10 ETH with bot currently, validate will fail ErrInsufficientFunds since it adds TakerCommission

How should I calculate the size to pass to a sell amount? Should I calculate it as 10 / (1 + b.userInfo.TakerCommission)?
question

opened by jafri 8
Turtle trading strategy added.

What have you changed and why?

Turtle trading strategy added. (https://www.investopedia.com/articles/trading/08/turtle-trading.asp)

Related Issues

Link related issues here.

opened by gunebakan 7
should it be `>=`?

this line https://github.com/rodrigo-brito/ninjabot/blob/main/exchange/paperwallet.go#L250

it seems a bug? when the order is buy, should buy only when order.Price >= candle.Close?

opened by davidxiao 6
Create a template for issues and pull requests

We need a template for issues and pull requests

How Github template works: https://docs.github.com/en/communities/using-templates-to-encourage-useful-issues-and-pull-requests/manually-creating-a-single-issue-template-for-your-repository

Examples of issues templates: https://github.com/search?utf8=%E2%9C%93&q=in%3Apath+issue_template.md&type=Code&ref=searchresults

Examples of PR templates: https://github.com/search?utf8=%E2%9C%93&q=in%3Apath+pull_request_template.md&type=Code&ref=searchresults
kind/documentation hacktoberfest

opened by rodrigo-brito 6
support more storage type for persist order history

when we run ninjabot on serverless, cloud container, etc. I think better way if we persist data on external db or external file storage like postgresql , mongodb , s3 , etc. Now, this bot support only file and memory.
kind/feature hacktoberfest

opened by panapol-p 5
Fix backtest errors; enforce QtyDecimalPrecision

For me, when I do

go run ./examples/backtesting

I get the following:

This seems to be caused by rounding errors in market orders. My fix enforces QtyDecimalPrecision and this gets rid of the errors.

opened by rene-post 5
Fix Heikin-Ashi code and incorrect test data

The Heikin-Ashi implementation should determine High and Low based on the calculated HK open en HK close. When implemented correctly this way the test case fails. Turns out the test data does NOT match the actual data in TradingView when looking at the Heikin-Ashi candles from the start of trading in 2017.

What have you changed and why?

Fixed the Heikin-Ashi implementation Entered the correct test data from TradingView, (publicly available information, feel free to verify)

opened by rene-post 5
the queue seems deadlock with latest changes,
With latest code change, the priority queue seems deadlock when tested by running paperwallet example.

wrapping the below code block in anonymous function works, but not so sure it has other potential issues. https://github.com/rodrigo-brito/ninjabot/blob/main/model/priorityqueue.go#L30-L35

Reckon it's not necessary to use priority queue at all for the bot? sorry maybe i could be wrong because i have limited knowledge yet. but what I can think of is,

the bot doesn't maintain items in the queue, even potentially it's possible to accumulate some, but it's because the downstreams can not handle in time.

with above concern, then in most cases, it will be not used as expected because no items in it, or even if there are occasionally, it's no point to maintain the order according to time?

probably strategy controller is the place to maintain the queue if needed, but i think candles are maintained from onCandle as below, and it reckon be reliable?

https://github.com/rodrigo-brito/ninjabot/blob/main/strategy/controller.go#L34

It'll be great if you can pls share more thoughts :)

Thanks very much
kind/bug
opened by davidxiao 5

code=-2014, API-key format invalid

Hello,

I am getting this error

ERRO[2022-01-23 05:00] <APIError> code=-2014, msg=API-key format invalid. 
ERRO[2022-01-23 05:00] <APIError> code=-2014, msg=API-key format invalid. 
ERRO[2022-01-23 09:00] <APIError> code=-2014, msg=API-key format invalid. 
ERRO[2022-01-23 09:00] <APIError> code=-2014, msg=API-key format invalid. 
ERRO[2022-01-23 13:00] <APIError> code=-2014, msg=API-key format invalid. 
ERRO[2022-01-23 13:00] <APIError> code=-2014, msg=API-key format invalid.

I am assuming it is coming from somewhere in here? https://github.com/rodrigo-brito/ninjabot/blob/main/exchange/binance.go

Any pointers as to why or how to solve this problem are welcome.

opened by bh90210 5

feat(backtesting) include button to export csv
What did not work before?

Include button to export CSV with orders in chart page #53

What have you changed and why?

add button for download trading history add new api to get trading history by pair

This PR has:

[x] Been doubled checked by the author

[x] Tested for newly introduced bugs

[x] Included documentation
opened by panapol-p 5
build(deps): bump github.com/urfave/cli/v2 from 2.23.0 to 2.23.7
Bumps github.com/urfave/cli/v2 from 2.23.0 to 2.23.7.

Release notes

Sourced from github.com/urfave/cli/v2's releases.

v2.23.7

What's Changed

Fix:(issue_1617) Fix Bash completion for subcommands by @dearchap in urfave/cli#1618

Full Changelog: https://github.com/urfave/cli/compare/v2.23.6...v2.24.0

v2.23.6

What's Changed

Disable slice flag separator by @feedmeapples in urfave/cli#1588

Fix:(issue_1591) Use AppHelpTemplate instead of subcommand help template by @dearchap in urfave/cli#1608

Full Changelog: https://github.com/urfave/cli/compare/v2.23.5...v2.23.6

v2.23.5

What's Changed

Update x/text to 0.3.8 by @dirkmueller in urfave/cli#1571

Update github actions events for v2-maint branch by @meatballhat in urfave/cli#1574

Update dependencies in v2 series by @meatballhat in urfave/cli#1573

New Contributors

@dirkmueller made their first contribution in urfave/cli#1571

Full Changelog: https://github.com/urfave/cli/compare/v2.23.4...v2.23.5

v2.23.4

What's Changed

Chore: Add altsrc flag definition generation by @dearchap in urfave/cli#1553

Full Changelog: https://github.com/urfave/cli/compare/v2.23.3...v2.23.4

v2.23.3

What's Changed

Fix: Avoid duplication of help commands by @remiposo in urfave/cli#1565

Feature:(issue_1550):Add support Int64Slice by read toml config file by @Edelweiss-Snow in urfave/cli#1551

New Contributors

@remiposo made their first contribution in urfave/cli#1565

@Edelweiss-Snow made their first contribution in urfave/cli#1551

Full Changelog: https://github.com/urfave/cli/compare/v2.23.2...v2.23.3

Note. This is considered a minor release even though it has a new "feature" i.e support for int64slice for alstrc flags. The int64slice is verbatim copy of existing code and doesnt include any new behaviour compared to other altsrc flags.

v2.23.2

What's Changed

Fix:(issue_1114) Add SkipFlagParsing to app to allow -- by @dearchap in urfave/cli#1562

... (truncated)

Commits

a6194b9 Merge pull request #1618 from dearchap/issue_1617

659672b Fix docs issue

badc19f Fix:(issue_1617) Fix Bash completion for subcommands

f9652e3 Merge pull request #1608 from dearchap/issue_1591

ab2bf3c Fix:(issue_1591) Use AppHelpTemplate instead of SubCommandHelpTemplate

5f57616 Merge pull request #1588 from feedmeapples/disable-slice-flag-separator

9b0812c Update godoc v2 spacing

ceb75a1 godoc

377947f replace test hardcode with defaultSliceFlagSeparator

0f8707a Allow disabling SliceFlag separator altogether

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dependencies
opened by dependabot[bot] 0
build(deps): bump github.com/samber/lo from 1.33.0 to 1.37.0
Bumps github.com/samber/lo from 1.33.0 to 1.37.0.

Release notes

Sourced from github.com/samber/lo's releases.

v1.37.0

Adding:

lo.PartialX

lo.Transaction

Improvement:

lo.Associate / lo.SliceToMap: faster memory allocation

Chore:

Remove *_test.go files from releases, in order to cleanup dev dependencies

v1.36.0

Adding:

lo.AttemptWhile

lo.AttemptWhileWithDelay

v1.35.0

Adding:

lo.RandomString

lo.BufferWithTimeout (alias to lo.BatchWithTimeout)

lo.Buffer (alias to lo.Batch)

Change:

lo.Slice: avoid panic caused by out-of-bounds

Deprecation:

lo.BatchWithTimeout

lo.Batch

v1.34.0

Improving:

lo.Union: faster and can receive more than 2 lists

Adding:

lo.FanIn (alias to lo.ChannelMerge)

lo.FanOut

Deprecation:

lo.ChannelMerge

Changelog

Sourced from github.com/samber/lo's changelog.

1.37.0 (2022-12-15)

Adding:

lo.PartialX

lo.Transaction

Improvement:

lo.Associate / lo.SliceToMap: faster memory allocation

Chore:

Remove *_test.go files from releases, in order to cleanup dev dependencies

1.36.0 (2022-11-28)

Adding:

lo.AttemptWhile

lo.AttemptWhileWithDelay

1.35.0 (2022-11-15)

Adding:

lo.RandomString

lo.BufferWithTimeout (alias to lo.BatchWithTimeout)

lo.Buffer (alias to lo.Batch)

Change:

lo.Slice: avoid panic caused by out-of-bounds

Deprecation:

lo.BatchWithTimeout

lo.Batch

1.34.0 (2022-11-12)

Improving:

lo.Union: faster and can receive more than 2 lists

Adding:

lo.FanIn (alias to lo.ChannelMerge)

lo.FanOut

Deprecation:

lo.ChannelMerge

Commits

d0af59f bump v1.37.0

259951a bump v1.37.0

5e108ed chore(ci): add release script + cleanup dependencies before release (#284)

565be2e Revert "chore: comment benchmarks, in order to remove go-funk dependency"

1a60415 chore: rename ci workflows

28eaf62 chore: comment benchmarks, in order to remove go-funk dependency

6438444 adding Transaction

a6aabb4 Merge branch 'master' of github.com:samber/lo

7eb64a6 update changelog

0ed7b6e fix: set map capacity in Associate (#282)

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dependencies
opened by dependabot[bot] 0
build(deps): bump github.com/schollz/progressbar/v3 from 3.11.0 to 3.12.2
Bumps github.com/schollz/progressbar/v3 from 3.11.0 to 3.12.2.

Release notes

Sourced from github.com/schollz/progressbar/v3's releases.

v3.12.2

What's Changed

Add minor fix for full width mode by @oerlikon in schollz/progressbar#145

Fix full width test by @oerlikon in schollz/progressbar#146

Full Changelog: https://github.com/schollz/progressbar/compare/v3.12.1...v3.12.2

v3.12.1

What's Changed

Use strings.Builder for bar string composition by @oerlikon in schollz/progressbar#143

Make go vet happy by @oerlikon in schollz/progressbar#144

New Contributors

@oerlikon made their first contribution in schollz/progressbar#143

Full Changelog: https://github.com/schollz/progressbar/compare/v3.12.0...v3.12.1

v3.12.0

What's Changed

Fixes case where bar was being incorrectly cleared on finished #75 by @janpfeifer in schollz/progressbar#140

feat: exit the bar to keep current state by @Mr1X in schollz/progressbar#142

New Contributors

@janpfeifer made their first contribution in schollz/progressbar#140

@Mr1X made their first contribution in schollz/progressbar#142

Full Changelog: https://github.com/schollz/progressbar/compare/v3.11.0...v3.12.0

Commits

c8cf82e update deps

502db75 Merge pull request #146 from oerlikon/fix-full-width-test

b2ea7ac Fix TestOptionFullWidth not always working

f9d6be8 Add actual check to TestOptionSetElapsedTime

23b4ee3 update deps

82603fe Merge pull request #145 from oerlikon/fix-full-width

aef324e Add minor fix for full width mode

6204e0e change branch for badge

84d4294 Merge pull request #144 from oerlikon/fix-vet-tests

56c5e5b Merge pull request #143 from oerlikon/use-strings-builder

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dependencies
opened by dependabot[bot] 0
build(deps): bump github.com/evanw/esbuild from 0.15.12 to 0.16.12
Bumps github.com/evanw/esbuild from 0.15.12 to 0.16.12.

Release notes

Sourced from github.com/evanw/esbuild's releases.

v0.16.12

Loader defaults to js for extensionless files (#2776)

Certain packages contain files without an extension. For example, the yargs package contains the file yargs/yargs which has no extension. Node, Webpack, and Parcel can all understand code that imports yargs/yargs because they assume that the file is JavaScript. However, esbuild was previously unable to understand this code because it relies on the file extension to tell it how to interpret the file. With this release, esbuild will now assume files without an extension are JavaScript files. This can be customized by setting the loader for "" (the empty string, representing files without an extension) to another loader. For example, if you want files without an extension to be treated as CSS instead, you can do that like this:

CLI:

esbuild --bundle --loader:=css

JS:

esbuild.build({ bundle: true, loader: { '': 'css' }, })

Go:

api.Build(api.BuildOptions{ Bundle: true, Loader: map[string]api.Loader{"": api.LoaderCSS}, })

In addition, the "type" field in package.json files now only applies to files with an explicit .js, .jsx, .ts, or .tsx extension. Previously it was incorrectly applied by esbuild to all files that had an extension other than .mjs, .mts, .cjs, or .cts including extensionless files. So for example an extensionless file in a "type": "module" package is now treated as CommonJS instead of ESM.

v0.16.11

Avoid a syntax error in the presence of direct eval (#2761)

The behavior of nested function declarations in JavaScript depends on whether the code is run in strict mode or not. It would be problematic if esbuild preserved nested function declarations in its output because then the behavior would depend on whether the output was run in strict mode or not instead of respecting the strict mode behavior of the original source code. To avoid this, esbuild transforms nested function declarations to preserve the intended behavior of the original source code regardless of whether the output is run in strict mode or not:

// Original code if (true) { function foo() {} console.log(!!foo) foo = null console.log(!!foo) } console.log(!!foo)
// Transformed code if (true) { let foo2 = function() { };

... (truncated)

Changelog

Sourced from github.com/evanw/esbuild's changelog.

0.16.12

Loader defaults to js for extensionless files (#2776)

Certain packages contain files without an extension. For example, the yargs package contains the file yargs/yargs which has no extension. Node, Webpack, and Parcel can all understand code that imports yargs/yargs because they assume that the file is JavaScript. However, esbuild was previously unable to understand this code because it relies on the file extension to tell it how to interpret the file. With this release, esbuild will now assume files without an extension are JavaScript files. This can be customized by setting the loader for "" (the empty string, representing files without an extension) to another loader. For example, if you want files without an extension to be treated as CSS instead, you can do that like this:

CLI:

esbuild --bundle --loader:=css

JS:

esbuild.build({ bundle: true, loader: { '': 'css' }, })

Go:

api.Build(api.BuildOptions{ Bundle: true, Loader: map[string]api.Loader{"": api.LoaderCSS}, })

In addition, the "type" field in package.json files now only applies to files with an explicit .js, .jsx, .ts, or .tsx extension. Previously it was incorrectly applied by esbuild to all files that had an extension other than .mjs, .mts, .cjs, or .cts including extensionless files. So for example an extensionless file in a "type": "module" package is now treated as CommonJS instead of ESM.

0.16.11

Avoid a syntax error in the presence of direct eval (#2761)

The behavior of nested function declarations in JavaScript depends on whether the code is run in strict mode or not. It would be problematic if esbuild preserved nested function declarations in its output because then the behavior would depend on whether the output was run in strict mode or not instead of respecting the strict mode behavior of the original source code. To avoid this, esbuild transforms nested function declarations to preserve the intended behavior of the original source code regardless of whether the output is run in strict mode or not:

// Original code if (true) { function foo() {} console.log(!!foo) foo = null console.log(!!foo) } console.log(!!foo)
// Transformed code if (true) {

... (truncated)

Commits

ddda86e publish 0.16.12 to npm

ffe1c5b limit type in package.json to .js and friends

466473b fix #2776: assume extensionless files are js

f42ca4a allow loaders for extensionless files

1755592 publish 0.16.11 to npm

ba6246a fix #2773: eval dependency symlinks instead of reading symlink target (#2774)

cf8ea74 Fix typo in js_parser_lower.go (#2771)

0a60afe additional test coverage

46347f7 fix #2761: avoid syntax error with direct eval

c94ad6c explicit pre-release version error (#2766, #2760)

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dependencies
opened by dependabot[bot] 0
build(deps): bump github.com/xhit/go-str2duration/v2 from 2.0.0 to 2.1.0
Bumps github.com/xhit/go-str2duration/v2 from 2.0.0 to 2.1.0.

Release notes

Sourced from github.com/xhit/go-str2duration/v2's releases.

v2.1.0

What's Changed

Convert duration to string supporting days and weeks by @xhit in xhit/go-str2duration#3

Full Changelog: https://github.com/xhit/go-str2duration/compare/v2.0.0...v2.1.0

Commits

017325b Merge pull request #3 from xhit/2-proposal-add-string-function-that-prints-ou...

37c349f convert duration to string supporting days and weeks

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dependencies
opened by dependabot[bot] 0
model.Candle Complete might be improper for the Exchange other than Binance

I love ninjatrader for its simplicity. I need to make a bot using GateIO only to find, property Complete(bool) on model. It's impossible for me to determine which tick is the last tick for the ongoing (partial) candle, unless the tick to come next is for the next candle. I've never see a complete prop came along with tick data in other exchange than binance. this trait might limit ninjatrader's expansion in functionality.

Complete on Candle is what I can't get from GateIO history data or live feed. maybe I tried to make a something like CSVFeed to feed ninjatrader GateIO's history to backtest , but it seemed to i have to do more than that to even run the basic backtest emacross example.

opened by nusicvvv 1