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‎README.md‎

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# GoTrader
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# CREX
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[README](README.md) | [English README](README_en.md)
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### GoTrader
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GoTrader 是一个用Golang语言开发的量化交易库。支持tick级别数字币期货平台的回测和实盘。
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### CREX
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CREX 是一个用Golang语言开发的量化交易库。支持tick级别数字币期货平台的回测和实盘。
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### 标准 CSV 数据格式
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* 列定界符: , (逗号)
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3333
```
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### 回测
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示例 [@backtest](https://github.com/coinrust/gotrader/blob/master/examples/backtest/main.go)
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示例 [@backtest](https://github.com/coinrust/crex/blob/master/examples/backtest/main.go)
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### 实盘
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示例 [@live trading](https://github.com/coinrust/gotrader/blob/master/examples/live/main.go)
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示例 [@live trading](https://github.com/coinrust/crex/blob/master/examples/live/main.go)
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### 主要特性
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* 使用简单
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### 支持交易所
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| 交易所 | 回测 | 实盘 | Broker |
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| ----------------------------------------------------- |------------------ | ----------------- | ----------------- |
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| [BitMEX](https://www.bitmex.com/register/o0Duru) | Yes | Yes | [Sim](https://github.com/coinrust/gotrader/tree/master/brokers/bitmex-sim-broker) / [Live](https://github.com/coinrust/gotrader/tree/master/brokers/bitmex-broker) |
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| [Deribit](https://www.deribit.com/reg-7357.93) | Yes | Yes | [Sim](https://github.com/coinrust/gotrader/tree/master/brokers/deribit-sim-broker) / [Live](https://github.com/coinrust/gotrader/tree/master/brokers/deribit-broker) |
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| [Bybit](https://www.bybit.com/app/register?ref=qQggy) | No | Yes | [Live](https://github.com/coinrust/gotrader/tree/master/brokers/bybit-broker) |
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| [Huobi DM](https://www.huobi.vc/zh-cn/topic/invited/?invite_code=7hzc5) | No | Yes | [Live](https://github.com/coinrust/gotrader/tree/master/brokers/huobi-broker) |
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| [OKEXFutures](https://www.okex.me/join/1890951) | No | Yes | [Live](https://github.com/coinrust/gotrader/tree/master/brokers/okex-broker) |
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| [BitMEX](https://www.bitmex.com/register/o0Duru) | Yes | Yes | [Sim](https://github.com/coinrust/crex/tree/master/brokers/bitmex-sim-broker) / [Live](https://github.com/coinrust/crex/tree/master/brokers/bitmex-broker) |
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| [Deribit](https://www.deribit.com/reg-7357.93) | Yes | Yes | [Sim](https://github.com/coinrust/crex/tree/master/brokers/deribit-sim-broker) / [Live](https://github.com/coinrust/crex/tree/master/brokers/deribit-broker) |
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| [Bybit](https://www.bybit.com/app/register?ref=qQggy) | No | Yes | [Live](https://github.com/coinrust/crex/tree/master/brokers/bybit-broker) |
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| [Huobi DM](https://www.huobi.vc/zh-cn/topic/invited/?invite_code=7hzc5) | No | Yes | [Live](https://github.com/coinrust/crex/tree/master/brokers/huobi-broker) |
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| [OKEXFutures](https://www.okex.me/join/1890951) | No | Yes | [Live](https://github.com/coinrust/crex/tree/master/brokers/okex-broker) |
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### 示例
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```golang
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package main
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import (
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. "github.com/coinrust/gotrader"
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"github.com/coinrust/gotrader/brokers"
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. "github.com/coinrust/crex"
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"github.com/coinrust/crex/brokers"
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"log"
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"time"
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)

‎README_en.md‎

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# GoTrader
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# CREX
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[README](README.md) | [English README](README_en.md)
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### GoTrader
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### CREX
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A real-time quantitative trading/backtesting library in Golang.
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### Standard CSV data types formats
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3333
```
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### Backtesting
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See [@backtest](https://github.com/coinrust/gotrader/blob/master/examples/backtest/main.go)
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See [@backtest](https://github.com/coinrust/crex/blob/master/examples/backtest/main.go)
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### Live trading
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See [@live trading](https://github.com/coinrust/gotrader/blob/master/examples/live/main.go)
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See [@live trading](https://github.com/coinrust/crex/blob/master/examples/live/main.go)
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### Main Features
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* Ease of use.
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| Exchange Name | Backtesting | Live trading | Broker |
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| ----------------------------------------------------- |------------------ | ----------------- | ----------------- |
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| ----------------------------------------------------- |------------------ | ----------------- | ----------------- |
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| [BitMEX](https://www.bitmex.com/register/o0Duru) | Yes | Yes | [Sim](https://github.com/coinrust/gotrader/tree/master/brokers/bitmex-sim-broker) / [Live](https://github.com/coinrust/gotrader/tree/master/brokers/bitmex-broker) |
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| [Deribit](https://www.deribit.com/reg-7357.93) | Yes | Yes | [Sim](https://github.com/coinrust/gotrader/tree/master/brokers/deribit-sim-broker) / [Live](https://github.com/coinrust/gotrader/tree/master/brokers/deribit-broker) |
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| [Bybit](https://www.bybit.com/app/register?ref=qQggy) | No | Yes | [Live](https://github.com/coinrust/gotrader/tree/master/brokers/bybit-broker) |
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| [Huobi DM](https://www.huobi.vc/zh-cn/topic/invited/?invite_code=7hzc5) | No | Yes | [Live](https://github.com/coinrust/gotrader/tree/master/brokers/huobi-broker) |
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| [OKEXFutures](https://www.okex.me/join/1890951) | No | Yes | [Live](https://github.com/coinrust/gotrader/tree/master/brokers/okex-broker) |
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| [BitMEX](https://www.bitmex.com/register/o0Duru) | Yes | Yes | [Sim](https://github.com/coinrust/crex/tree/master/brokers/bitmex-sim-broker) / [Live](https://github.com/coinrust/crex/tree/master/brokers/bitmex-broker) |
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| [Deribit](https://www.deribit.com/reg-7357.93) | Yes | Yes | [Sim](https://github.com/coinrust/crex/tree/master/brokers/deribit-sim-broker) / [Live](https://github.com/coinrust/crex/tree/master/brokers/deribit-broker) |
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| [Bybit](https://www.bybit.com/app/register?ref=qQggy) | No | Yes | [Live](https://github.com/coinrust/crex/tree/master/brokers/bybit-broker) |
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| [Huobi DM](https://www.huobi.vc/zh-cn/topic/invited/?invite_code=7hzc5) | No | Yes | [Live](https://github.com/coinrust/crex/tree/master/brokers/huobi-broker) |
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| [OKEXFutures](https://www.okex.me/join/1890951) | No | Yes | [Live](https://github.com/coinrust/crex/tree/master/brokers/okex-broker) |
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### Example
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```golang
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package main
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import (
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. "github.com/coinrust/gotrader"
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"github.com/coinrust/gotrader/brokers"
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. "github.com/coinrust/crex"
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"github.com/coinrust/crex/brokers"
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"log"
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"time"
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)

‎accountsummary.go‎

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package gotrader
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package crex
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type AccountSummary struct {
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Balance float64

‎backtest/backtest.go‎

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package backtest
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import (
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. "github.com/coinrust/gotrader"
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data "github.com/coinrust/gotrader/data"
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. "github.com/coinrust/crex"
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data "github.com/coinrust/crex/data"
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"log"
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"time"
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)

‎bar.go‎

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package gotrader
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package crex
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type Bar struct {
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Event

‎broker.go‎

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package gotrader
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package crex
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type Broker interface {
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// 订阅事件

‎brokers/bitmex-broker/broker.go‎

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package bitmex_broker
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import (
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. "github.com/coinrust/gotrader"
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. "github.com/coinrust/crex"
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"github.com/frankrap/bitmex-api"
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"github.com/frankrap/bitmex-api/swagger"
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"strings"

‎brokers/bitmex-broker/broker_test.go‎

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package bitmex_broker
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import (
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. "github.com/coinrust/gotrader"
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. "github.com/coinrust/crex"
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"github.com/frankrap/bitmex-api"
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"testing"
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)

‎brokers/bitmex-sim-broker/helper.go‎

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package bitmex_sim_broker
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import (
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"github.com/coinrust/gotrader"
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"github.com/coinrust/crex"
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)
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// 计算收益
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// pnl: 收益(BTC/ETH)
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// pnlUsd: 收益(USD)
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func CalcPnl(side gotrader.Direction, positionSize float64, entryPrice float64, exitPrice float64) (pnl float64, pnlUsd float64) {
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func CalcPnl(side crex.Direction, positionSize float64, entryPrice float64, exitPrice float64) (pnl float64, pnlUsd float64) {
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//side := "Short" // "Short"
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//positionSize := 3850.0
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//entryPrice := 3850.0
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if positionSize == 0 {
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if side == gotrader.Buy {
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if side == crex.Buy {
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pnl = (((entryPrice - exitPrice) / exitPrice) * (positionSize / entryPrice)) * -1
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pnlUsd = ((entryPrice - exitPrice) * (positionSize / entryPrice)) * -1
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} else if side == gotrader.Sell {
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} else if side == crex.Sell {
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pnl = ((entryPrice - exitPrice) / exitPrice) * (positionSize / entryPrice)
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‎brokers/bitmex-sim-broker/simbroker.go‎

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import (
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"errors"
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"fmt"
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. "github.com/coinrust/gotrader"
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"github.com/coinrust/gotrader/data"
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"github.com/coinrust/gotrader/util2"
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. "github.com/coinrust/crex"
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"github.com/coinrust/crex/data"
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"github.com/coinrust/crex/util2"
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"log"
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"math"
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"time"

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