VictorAssunc / ninjabot

A fast cryptocurrency trading bot implemented in Go

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

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

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

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[2021-09-29 00:00] [SETUP] Using paper wallet                   
INFO[2021-09-29 00:00] [SETUP] Initial Portfolio = 10000.000000 USDT 
finished
+---------+--------+-----+------+--------+--------+----------+-----------+
|  PAIR   | TRADES | WIN | LOSS | % WIN  | PAYOFF |  PROFIT  |  VOLUME   |
+---------+--------+-----+------+--------+--------+----------+-----------+
| BTCUSDT |     17 |   6 |   11 | 35.3 % |  7.038 |  7424.37 | 250246.73 |
| ETHUSDT |     17 |   9 |    8 | 52.9 % |  7.400 |  9270.30 | 168350.93 |
+---------+--------+-----+------+--------+--------+----------+-----------+
|   TOTAL |     34 |  15 |   19 | 44.1 % |  7.219 | 16694.67 | 418597.66 |
+---------+--------+-----+------+--------+--------+----------+-----------+

--------------
WALLET SUMMARY
--------------
0.000000 ETH
0.000000 BTC

TRADING VOLUME
ETHUSDT        = 185030.63 USDT
BTCUSDT        = 255182.59 USDT

26694.674186 USDT
--------------
START PORTFOLIO =  10000 USDT
FINAL PORTFOLIO =  26694.674186473057 USDT
GROSS PROFIT    =  16694.674186 USDT (166.95%)
MARKET CHANGE   =  420.18%
VOLUME          =  440213.22 USDT
COSTS (0.001*V) =  440.21 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)
  • Telegram Controller (Status, Buy, Sell)

Roadmap

• Include trailing stop tool
• Stop Orders in backtesting
• 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.