ztrade

I hope ztrade is "The last trade app you need" !

Features

Develop/write strategy with only go language,no other script need
Event base framework,easy to extend
Support bitmex exchange,more exchanges comming soon
Because the high performance of go(gomacro is also very fast), maybe ztrade can be used in high frequency trade

build

make

simple run

cd dist
./ztrade --help

Use

replace your key and secret

replace your key and secret in dist/configs/ztrade.yaml

download history Kline

./ztrade download --binSize 1m --start "2020-01-01 08:00:00" --end "2020-06-01 08:00:00"

backtest

./ztrade backtest --script debug.go --start "2020-01-01 08:00:00" --end "2020-06-01 08:00:00"

real trade

./ztrade trade --exchange bitmextest --script debug.go

strategy

Just copy pkg/helper/helper.go to your own strategy dir,and then you can develop it as you would normally write go code

type DemoStrategy struct {
}

func NewDemoStrategy() *DemoStrategy {
	return new(DemoStrategy)
}

// Param define you script params here
func (s *DemoStrategy) Param() (paramInfo []Param) {
	paramInfo = []Param{
		Param{Name: "symbol", Type: "string", Info: "symbol code"},
	}
	return
}

// Init strategy
func (s *DemoStrategy) Init(engine *Engine, params ParamData) {
	return
}

// OnCandle call when 1m candle reached
func (s *DemoStrategy) OnCandle(candle Candle) {
	var param Param
	param.Name = "hello"
	fmt.Println("candle:", candle, param)
	return
}

// OnPosition call when position is updated
func (s *DemoStrategy) OnPosition(pos float64) {
	fmt.Println("position:", pos)
	return
}

// OnTrade call call every trade occurs
func (s *DemoStrategy) OnTrade(trade Trade) {
	fmt.Println("trade:", trade)
	return
}

// OnTradeHistory call when you own trade occures
func (s *DemoStrategy) OnTradeHistory(trade Trade) {
	fmt.Println("tradeHistory:", trade)
	return
}

// OnDepth call when orderbook updated
func (s *DemoStrategy) OnDepth(depth Depth) {
	fmt.Println("depth:", depth)
	return
}

Thanks

gomacro

vnpy

warclon/ztrade