Sync Private Trading Data

March 14, 2022 ยท View on GitHub

You can use the following configuration (add this to your bbgo.yaml) to sync your private trading data, like closed orders and trades:

sync:
  # since is the date you want to start sync
  since: 2019-11-01

  # if you have multiple sessions defined, but you don't want to sync all sessions, you can define a list here
  sessions:
  - binance
  - max

  # optional, if you want to insert the trades and orders from the websocket stream
  # if you're running multiple bbgo instance, you should avoid setting this on
  userDataStream:
    # if you set this, all received trades will be written into the database
    trades: true
    # if you set this, all received filled orders will be written into the database
    filledOrders: true

  # symbols is the symbol you want to sync
  # If not defined, BBGO will try to guess your symbols by your existing account balances
  symbols:
  - BTCUSDT
  - ETHUSDT
  - LINKUSDT

Then you can start syncing by running the following command:

bbgo sync --config config/bbgo.yaml

Or just (if you have bbgo.yaml is the current working directory):

bbgo sync