Binance Futures Grid Trading Bot

A high-frequency grid trading bot for Binance Futures, written in Go. It supports both live trading and historical data backtesting to help you develop and verify your trading strategies.

Features

• Live Trading Mode: Connects to Binance API to trade in real-time.
• Backtesting Mode: Test your strategy on historical K-line data.
• Automatic Data Downloader: Automatically downloads historical data for backtesting.
• State Persistence: Saves the bot's state (grid orders) for graceful restarts in live mode.
• Detailed Configuration: Highly configurable via a config.json file.
• Structured Logging: Uses zap for structured, leveled logging.
• Backtest Reporting: Generates a performance report after each backtest run.

Architecture

The bot's workflow is divided into two main modes: Live Trading and Backtesting.

graph TD
    A[Start Application] --> B{Choose Mode?};
    B -- Live Mode --> C[Run Live Bot];
    B -- Backtest Mode --> D[Run Backtest];

    subgraph Live Trading
        C --> C1[Load Config];
        C1 --> C2[Initialize Live Exchange];
        C2 --> C3[Load State ];
        C3 --> C4[Start Bot Logic];
        C4 --> C5[Listen to WebSocket];
        C5 --> C6[Place/Cancel Orders];
        C6 --> C7[Save State on Exit];
    end

    subgraph Backtesting
        D --> D1[Load Config];
        D1 --> D2{Need to Download Data?};
        D2 -- Yes --> D3[Download Historical Data];
        D2 -- No --> D4[Load Local Data];
        D3 --> D4;
        D4 --> D5[Initialize Backtest Exchange];
        D5 --> D6[Process Data Tick-by-Tick];
        D6 --> D7[Simulate Trades];
        D7 --> D8[Generate Report];
    end

    style C fill:#c9f,stroke:#333,stroke-width:2px;
    style D fill:#9cf,stroke:#333,stroke-width:2px;

Loading

Getting Started

Prerequisites

• Go version 1.23 or higher.
• A Binance account with API keys (for live trading).

Installation

1. Clone the repository:

   git clone https://github.com/your-username/binance-grid-bot-go.git
   cd binance-grid-bot-go

2. Install dependencies:

   go mod tidy

3. Build the executable:

   go build -o grid-bot ./cmd/bot/main.go

Configuration

Before running the bot, you need to set up your config.json file.

1. Rename config.example.json to config.json (or create a new one).
2. Edit the parameters:

Parameter	Type	Description
APIKey	string	Your Binance API Key.
SecretKey	string	Your Binance Secret Key.
IsTestnet	boolean	Set to true to use the Binance Testnet, false for the production environment.
Symbol	string	The trading symbol (e.g., "BTCUSDT"). This is the default for live mode.
GridSpacing	float64	The spacing between grid lines (e.g., 0.005 for 0.5%).
GridValue	float64	The value (in quote currency) for each grid order.
Leverage	int	The leverage to use for trading.
ReturnRate	float64	The expected price return ratio that triggers the bot to reset its grid (e.g., 0.2 for 20%).
MaxActiveGrids	int	The maximum number of active buy and sell orders at any time.
LogConfig	object	Configuration for logging (Level, Path, MaxSize, MaxBackups, MaxAge, Compress).

Usage

The bot can be started via the command line with different flags to control its operation.

Live Trading Mode

This is the default mode. It will connect to Binance and start trading based on your configuration.

./grid-bot --config config.json --mode live

The bot will save its state to grid_state.json upon graceful shutdown (Ctrl+C).

Backtesting Mode

The backtest mode allows you to test your strategy on historical data.

Option 1: Auto-Download Data

The bot can download the required K-line data for you. Specify the symbol, start date, and end date.

./grid-bot --mode backtest --symbol BNBUSDT --start 2024-01-01 --end 2024-02-01

The data will be saved as a .csv file in the data/ directory.

Option 2: Use Local Data

If you already have a .csv file with historical data, you can use the --data flag. The symbol will be automatically inferred from the filename (e.g., BNBUSDT-2024-01-01-2024-02-01.csv -> BNBUSDT).

./grid-bot --mode backtest --data data/BNBUSDT-2024-01-01-2024-02-01.csv

After the backtest is complete, a detailed performance report will be printed to the console.

Development

Contributions are welcome! Please feel free to submit a pull request or open an issue.

Disclaimer

Trading cryptocurrencies involves high risk and may not be suitable for all investors. The use of trading bots can result in substantial financial losses. Use this software at your own risk. The authors are not responsible for any financial losses you may incur.

License

This project is licensed under the MIT License - see the LICENSE file for details.