/ninjabot

A fast cryptocurrency platform for trading bot in Go.

Primary LanguageGoMIT LicenseMIT

image

tests codecov Go Reference

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

Docs: https://rodrigo-brito.github.io/ninjabot/

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

Support the project

Address
BTC bc1qpk6yqju6rkz33ntzj8kuepmynmztzydmec2zm4
ETH 0x2226FFe4aBD2Afa84bf7222C2b17BBC65F64555A
LTC ltc1qj2n9r4yfsm5dnsmmtzhgj8qcj8fjpcvgkd9v3j

Installation

go get -u github.com/rodrigo-brito/ninjabot/...

Examples of Usage

Check examples directory:

  • Paper Wallet (Live Simulation)
  • Backtesting (Simulation with historical data)
  • Real Account (Binance)

CLI

To download historical data you can download ninjabot CLI from:

  • Pre-build binaries in release page
  • Or with go install github.com/rodrigo-brito/ninjabot/cmd/ninjabot@latest

Example of usage

# Download candles of BTCUSDT to btc.csv file (Last 30 days, timeframe 1D)
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:

INFO[2021-10-31 18:13] [SETUP] Using paper wallet                   
INFO[2021-10-31 18:13] [SETUP] Initial Portfolio = 10000.000000 USDT 
+---------+--------+-----+------+--------+--------+----------+-----------+
|  PAIR   | TRADES | WIN | LOSS | % WIN  | PAYOFF |  PROFIT  |  VOLUME   |
+---------+--------+-----+------+--------+--------+----------+-----------+
| BTCUSDT |     22 |  10 |   12 | 45.5 % |  4.726 |  7086.25 | 279230.67 |
| ETHUSDT |     22 |  14 |    8 | 63.6 % |  4.356 | 12723.04 | 272443.48 |
+---------+--------+-----+------+--------+--------+----------+-----------+
|   TOTAL |     44 |  24 |   20 | 54.5 % |  4.541 | 19809.29 | 551674.15 |
+---------+--------+-----+------+--------+--------+----------+-----------+

--------------
WALLET SUMMARY
--------------
0.000000 BTC = 0.000000 USDT
0.000000 ETH = 0.000000 USDT

TRADING VOLUME
BTCUSDT        = 279230.67 USDT
ETHUSDT        = 272443.48 USDT

29809.287688 USDT
--------------
START PORTFOLIO = 10000.00 USDT
FINAL PORTFOLIO = 29809.29 USDT
GROSS PROFIT    =  19809.287688 USDT (198.09%)
MARKET (B&H)    =  407.84%
MAX DRAWDOWN    =  -7.55 %
VOLUME          =  551674.15 USDT
COSTS (0.001*V) =  551.67 USDT (ESTIMATION) 
--------------

Chart available at http://localhost:8080

Plot result:

Features:

  • Live Trading

    • Custom Strategy
    • Order Limit, Market, OCO

  • Backtesting

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

  • Bot Utilities

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

Roadmap

  • Include trailing stop tool
  • Stop Orders in backtesting

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.