• In GO, a folder containing GO source code is called a package, which is the smallest unit for organizing code;
• Packages can import each other, but they cannot form dependency cycles;
• The dependency relationship between packages is independent of folder inclusion, and all packages are equal in terms of dependencies; (A package corresponding to a deeply nested folder can even serve as the entry point of the project)
• The import statement for packages must be placed at the top of the file; it cannot be imported within functions, nor can it be dynamically imported;
• The dependency relationships of all packages within the entire Go project should form a directed acyclic tree.

DeepWiki

It is highly recommended that you quickly get familiar with banbot through deepwiki; It provides complete flowcharts, design concepts, architecture, conversational research, and so on.

Go Package Introduction & Dependencies

Banbot is divided into several different packages based on functional characteristics and dependencies. Common global variables are mostly scattered across multiple packages. Below are the dependencies of all packages:

core

Types, methods, constants, and variables referenced by all other packages; for example, hyperparameter definitions, prices, simple EMA, error codes, etc.

btime

Time utility package, for getting the current simulated time, getting UTC time, and time conversion.

 core

utils

Utility package, including BanIO TCP inter-process communication, progress bars, correlation calculations, clustering, file read/write, Sharpe ratio calculations, and other utility functions.

 core btime

config

For parsing yml configurations and accessing several yml variables.

 core btime utils

exg

Exchange object access management.

 config utils core

orm

The orm package is referenced by its sub-packages ormo and ormu.

• orm includes read/write access to time-series databases such as K-line data (kline), trading symbols (exsymbol), gaps (kHole), ranges (kInfo), trading calendars, and adjustment factors.
• ormo includes order-related components: trading tasks (BotTask), position records (InOutOrder), and exchange orders (ExOrder).
• ormu includes WebUI-related components: backtest task records.

 exg config

data

For backtest and live K-line data reading, preheating, and subscription.

• IProvider is a multi-asset K-line data provider for a particular exchange and market, while IKlineFeeder is a single-asset K-line data provider. An IProvider can contain multiple IKlineFeeders, and an IKlineFeeder can contain data for multiple timeframes.
• HistProvider corresponds to the backtest data provider, while LiveProvider corresponds to the live data provider (which subscribes to data from the spider process).
• DBKlineFeeder corresponds to backtesting in IKlineFeeder, while KlineFeeder corresponds to live trading; TfKlineLoader can be used to load K-line data for a specific asset and timeframe in batches and then read it one by one. A KlineFeeder can contain multiple TfKlineLoaders.
• Spider is a real-time data subscription spider process for public data. It can subscribe to price, order book, and K-line data for multiple exchanges, markets, and assets simultaneously. A Spider can be connected to and accessed by multiple live trading robot processes.
• KLineWatcher is a client for receiving data from Spider and is used by LiveProvider.

 orm exg config

strat

Trading strategies, trading task management, and trading task initialization.

• TradeStrat is a classic time-series strategy structure, and StratJob is a trading task for TradeStrat on a particular asset.
• After refreshing the trading assets, StratJobs can be initialized using LoadStratJobs.

 orm utils

goods

Asset filter, corresponding to pairlists in yml; it is used only when pairs is empty. It can use predefined filters to filter all tradable assets based on trading volume, price, volatility, correlation, listing time, offset, etc.

 orm exg

rpc

Social app message notifications.

 btime, core, config, utils

biz

The core business logic package. It includes the backtest/live order manager, wallet, Grpc data server, basic Trader for processing K-line updates, technical indicators, and StratJob-related callbacks; it also contains utility functions for K-line import/export, correlation calculations, and exchange order downloads.

 exg orm strat goods data rpc

opt

Includes backtesting and hyperparameter optimization. BackTestLite is used for simple backtesting, while BackTest is used for complex logic backtesting and can include BackTestLite for follow-up entry of unfinished orders.

• The hyper_opt package uses six optimizers, including Bayesian and CMA-ES, to search for strategy hyperparameters.
• sim_bt performs rolling simulation backtesting using the log results from hyperparameter optimization. The final output is a true backtest report without future functions.

 biz data orm goods strat

web

The server-side and front-end resources for WebUI and Dashboard UI.

 config core utils orm data orm exg btime strat opt biz

live

Live trading (live/simulation), starting related cron jobs, and monitoring exchange order changes.

 biz data orm goods strat opt rpc

entry

The entry point for all cmd sub-commands and business logic.

 optimize live data

Important Global Variables in Each Go Package

core
    Ctx context.Context // Global context, can select <- core.Ctx to respond to global exit events
    StopAll func() // Trigger a global exit event
    NoEnterUntil map[string]int64 // Prohibit opening orders until the given timestamp
    RunMode string // RunModeLive / RunModeBackTest / RunModeOther
    RunEnv string // RunEnvProd / RunEnvTest / RunEnvDryRun
    StartAt int64 // Start time, 13-digit timestamp
    LiveMode bool // Whether it is live mode: live trading + simulation
    BackTestMode bool // Whether it is backtest mode
    EnvReal bool // LiveMode && RunEnv != RunEnvDryRun, submit orders to the exchange (run_env: prod/test)
    ExgName string // Current exchange name
    Market string // Current market
    IsContract bool // Whether the current market is a contract market (linear/inverse/option)
    Pairs []string // All global trading pairs, in the order refreshed
    OdBooks map[string]*banexg.OrderBook // Cache all received order books

btime
    CurTimeMS int64 // Current timestamp, used only in backtest mode
    LocShow *time.Location // Timezone for display
    UTCLocale *time.Location

biz
    AccOdMgrs // Order book objects, never empty
    AccLiveOdMgrs // Live trading order book objects, not empty in live trading
    AccWallets // Wallets

data
    Spider // Spider

orm
    HistODs // Closed orders: fully exited, used only in backtesting
    AccOpenODs // Open orders: not submitted, submitted but not entered, partially entered, fully entered, partially exited
    AccTriggerODs // Limit entry orders not yet submitted, waiting for polling submission to the exchange, used only in live trading
    AccTaskIDs // Current task IDs
    AccTasks // Current tasks

exg
    Default  // Exchange object

strat
    StagyMap // Strategy registration map
    Versions // Strategy versions
    Envs // All involved K-line environments: Pair+TimeFrame
    PairTFStags // Pair+TF+Strategy pair:[stratID]TradeStrat
    AccJobs // All involved pairs account: pair_tf: [stratID]StratJob
    AccInfoJobs // All involved auxiliary information pairs account: pair_tf: [stratID]StratJob
    ForbidJobs // Prohibited strategy tasks pair_TF: stratID: empty

Note: All variables starting with Acc are maps that support multiple accounts.